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Sample records for multifractal dynamical model

  1. Multifractality in Cardiac Dynamics

    Science.gov (United States)

    Ivanov, Plamen Ch.; Rosenblum, Misha; Stanley, H. Eugene; Havlin, Shlomo; Goldberger, Ary

    1997-03-01

    Wavelet decomposition is used to analyze the fractal scaling properties of heart beat time series. The singularity spectrum D(h) of the variations in the beat-to-beat intervals is obtained from the wavelet transform modulus maxima which contain information on the hierarchical distribution of the singularities in the signal. Multifractal behavior is observed for healthy cardiac dynamics while pathologies are associated with loss of support in the singularity spectrum.

  2. Dynamics of chaotic maps for modelling the multifractal spectrum of human brain Diffusion Tensor Images

    International Nuclear Information System (INIS)

    Provata, A.; Katsaloulis, P.; Verganelakis, D.A.

    2012-01-01

    Highlights: ► Calculation of human brain multifractal spectra. ► Calculations are based on Diffusion Tensor MRI Images. ► Spectra are modelled by coupled Ikeda map dynamics. ► Coupled lattice Ikeda maps model well only positive multifractal spectra. ► Appropriately modified coupled lattice Ikeda maps give correct spectra. - Abstract: The multifractal spectra of 3d Diffusion Tensor Images (DTI) obtained by magnetic resonance imaging of the human brain are studied. They are shown to deviate substantially from artificial brain images with the same white matter intensity. All spectra, obtained from 12 healthy subjects, show common characteristics indicating non-trivial moments of the intensity. To model the spectra the dynamics of the chaotic Ikeda map are used. The DTI multifractal spectra for positive q are best approximated by 3d coupled Ikeda maps in the fully developed chaotic regime. The coupling constants are as small as α = 0.01. These results reflect not only the white tissue non-trivial architectural complexity in the human brain, but also demonstrate the presence and importance of coupling between neuron axons. The architectural complexity is also mirrored by the deviations in the negative q-spectra, where the rare events dominate. To obtain a good agreement in the DTI negative q-spectrum of the brain with the Ikeda dynamics, it is enough to slightly modify the most rare events of the coupled Ikeda distributions. The representation of Diffusion Tensor Images with coupled Ikeda maps is not unique: similar conclusions are drawn when other chaotic maps (Tent, Logistic or Henon maps) are employed in the modelling of the neuron axons network.

  3. Multi-scale interactions of geological processes during mineralization: cascade dynamics model and multifractal simulation

    Directory of Open Access Journals (Sweden)

    L. Yao

    2011-03-01

    Full Text Available Relations between mineralization and certain geological processes are established mostly by geologist's knowledge of field observations. However, these relations are descriptive and a quantitative model of how certain geological processes strengthen or hinder mineralization is not clear, that is to say, the mechanism of the interactions between mineralization and the geological framework has not been thoroughly studied. The dynamics behind these interactions are key in the understanding of fractal or multifractal formations caused by mineralization, among which singularities arise due to anomalous concentration of metals in narrow space. From a statistical point of view, we think that cascade dynamics play an important role in mineralization and studying them can reveal the nature of the various interactions throughout the process. We have constructed a multiplicative cascade model to simulate these dynamics. The probabilities of mineral deposit occurrences are used to represent direct results of mineralization. Multifractal simulation of probabilities of mineral potential based on our model is exemplified by a case study dealing with hydrothermal gold deposits in southern Nova Scotia, Canada. The extent of the impacts of certain geological processes on gold mineralization is related to the scale of the cascade process, especially to the maximum cascade division number nmax. Our research helps to understand how the singularity occurs during mineralization, which remains unanswered up to now, and the simulation may provide a more accurate distribution of mineral deposit occurrences that can be used to improve the results of the weights of evidence model in mapping mineral potential.

  4. MULTIFRACTAL ANALYSIS OFTHE DYNAMICS OF TURKISHEXCHANGE RATE

    Directory of Open Access Journals (Sweden)

    Ezgi Gülbaş

    2013-01-01

    Full Text Available We perform a comparative study of applicability of the Multifractal DetrendedFluctuation Analysis (MFDFA and the Wavelet Transform Modulus Maxima(WTMM method in properly detecting ofmono- and multifractal character ofdata. After summarizing the theory behind both methods, we apply both methodson USD/TRY currency. The results show thatour data has multifractal nature butnot at high level and multifractality ispoorer if WTMM method is used. We alsoinvestigated whether other Eastern European country currencies, such as RussianRubble and Hungarian Forint have multifractal characters by using MFDFAmethod. Therefore, forecasters have often encountered in trying to predict theseexchange rates with models that do notincorporate any notion of inhomogeneitywill have little predictive power.

  5. Multifractals

    International Nuclear Information System (INIS)

    Amritkar, R.E.; Gupte, N.

    1988-09-01

    We review the framework set up for the multifractal analysis of self-similar sets. This framework provides a way of extracting the singular structure of the sets analysed and has proven to be useful in a wide variety of physical contexts. We discuss some of the diverse applications of the framework. The framework has also provided the basis for significant advances in the analysis of dynamical systems. We review various developments based on the multifractal framework. These include the thermodynamic formalism, the inverse problem and the framework required for partially self-similar sets. We discuss the consequences of these developments for the analysis of attractors of systems on the border-line of chaos and give an outline of the developing field of the analysis of chaotic attractors. A brief account of other developments like the effect of fluctuations and the renormalization group analysis of multifractals is also provided. (author). 111 refs, 9 figs, 2 tabs

  6. Multifractal regime transition in a modified minority game model

    International Nuclear Information System (INIS)

    Crepaldi, Antonio F.; Rodrigues Neto, Camilo; Ferreira, Fernando F.; Francisco, Gerson

    2009-01-01

    The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes.

  7. Multifractal analysis of heartbeat dynamics during meditation training

    Science.gov (United States)

    Song, Renliang; Bian, Chunhua; Ma, Qianli D. Y.

    2013-04-01

    We investigate the multifractality of heartbeat dynamics during Chinese CHI meditation in healthy young adults. The results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is significantly narrower than those in the pre-meditation state of the same subject, which indicates that during meditation the heartbeat becomes regular and the degree of multifractality decreases.

  8. Multifractal properties of ball milling dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Budroni, M. A., E-mail: mabudroni@uniss.it; Pilosu, V.; Rustici, M. [Dipartimento di Chimica e Farmacia, Università degli Studi di Sassari, Via Vienna 2, Sassari 07100 (Italy); Delogu, F. [Dipartimento di Ingegneria Meccanica, Chimica, e dei Materiali, Università degli Studi di Cagliari, via Marengo 2, Cagliari 09123 (Italy)

    2014-06-15

    This work focuses on the dynamics of a ball inside the reactor of a ball mill. We show that the distribution of collisions at the reactor walls exhibits multifractal properties in a wide region of the parameter space defining the geometrical characteristics of the reactor and the collision elasticity. This feature points to the presence of restricted self-organized zones of the reactor walls where the ball preferentially collides and the mechanical energy is mainly dissipated.

  9. Multifractal Modeling of Turbulent Mixing

    Science.gov (United States)

    Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.

    2017-11-01

    Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

  10. Multifractal Model of Soil Water Erosion

    Science.gov (United States)

    Oleshko, Klaudia

    2017-04-01

    Breaking of solid surface symmetry during the interaction between the rainfall of high erosivity index and internally unstable volcanic soil/vegetation systems, results in roughness increasing as well as fertile horizon loosing. In these areas, the sustainability of management practices depends on the ability to select and implement the precise indicators of soil erodibility and vegetation capacity to protect the system against the extreme damaging precipitation events. Notwithstanding, the complex, non-linear and scaling nature of the phenomena involved in the interaction among the soil, vegetation and precipitation is still not taken into account by the numerous commonly used empirical, mathematical and computer simulation models: for instance, by the universal soil loss equation (USLE). The soil erodibility factor (K-factor) is still measuring by a set of empirical, dimensionless parameters and indexes, without taking into account the scaling (frequently multifractal) origin of a broad range of heterogeneous, anisotropic and dynamical phenomena involved in hydric erosion. Their mapping is not representative of this complex system spatial variability. In our research, we propose to use the toolbox of fractals and multifractals techniques in vista of its ability to measure the scale invariance and type/degree of soil, vegetation and precipitation symmetry breaking. The hydraulic units are chosen as the precise measure of soil/vegetation stability. These units are measured and modeled for soils with contrasting architecture, based on their porosity/permeability (Poroperm) as well as retention capacity relations. The simple Catalog of the most common Poroperm relations is proposed and the main power law relations among the elements of studied system are established and compared for some representative agricultural and natural Biogeosystems of Mexico. All resulted are related with the Mandelbrot' Baby Theorem in order to construct the universal Phase Diagram which

  11. Use of wavelet-packet transforms to develop an engineering model for multifractal characterization of mutation dynamics in pathological and nonpathological gene sequences

    Science.gov (United States)

    Walker, David Lee

    1999-12-01

    This study uses dynamical analysis to examine in a quantitative fashion the information coding mechanism in DNA sequences. This exceeds the simple dichotomy of either modeling the mechanism by comparing DNA sequence walks as Fractal Brownian Motion (fbm) processes. The 2-D mappings of the DNA sequences for this research are from Iterated Function System (IFS) (Also known as the ``Chaos Game Representation'' (CGR)) mappings of the DNA sequences. This technique converts a 1-D sequence into a 2-D representation that preserves subsequence structure and provides a visual representation. The second step of this analysis involves the application of Wavelet Packet Transforms, a recently developed technique from the field of signal processing. A multi-fractal model is built by using wavelet transforms to estimate the Hurst exponent, H. The Hurst exponent is a non-parametric measurement of the dynamism of a system. This procedure is used to evaluate gene- coding events in the DNA sequence of cystic fibrosis mutations. The H exponent is calculated for various mutation sites in this gene. The results of this study indicate the presence of anti-persistent, random walks and persistent ``sub-periods'' in the sequence. This indicates the hypothesis of a multi-fractal model of DNA information encoding warrants further consideration. This work examines the model's behavior in both pathological (mutations) and non-pathological (healthy) base pair sequences of the cystic fibrosis gene. These mutations both natural and synthetic were introduced by computer manipulation of the original base pair text files. The results show that disease severity and system ``information dynamics'' correlate. These results have implications for genetic engineering as well as in mathematical biology. They suggest that there is scope for more multi-fractal models to be developed.

  12. Multifractal modelling and 3D lacunarity analysis

    International Nuclear Information System (INIS)

    Hanen, Akkari; Imen, Bhouri; Asma, Ben Abdallah; Patrick, Dubois; Hedi, Bedoui Mohamed

    2009-01-01

    This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

  13. Multifractal modelling and 3D lacunarity analysis

    Energy Technology Data Exchange (ETDEWEB)

    Hanen, Akkari, E-mail: bettaieb.hanen@topnet.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Imen, Bhouri, E-mail: bhouri_imen@yahoo.f [Unite de recherche ondelettes et multifractals, Faculte des sciences (Tunisia); Asma, Ben Abdallah, E-mail: asma.babdallah@cristal.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Patrick, Dubois, E-mail: pdubois@chru-lille.f [INSERM, U 703, Lille (France); Hedi, Bedoui Mohamed, E-mail: medhedi.bedoui@fmm.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia)

    2009-09-28

    This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

  14. Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics

    Science.gov (United States)

    Serletis, Demitre; Bardakjian, Berj L.; Valiante, Taufik A.; Carlen, Peter L.

    2012-10-01

    Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/fγ noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders. This paper is based on chapter 5 of Serletis (2010 PhD Dissertation Department of Physiology, Institute of Biomaterials and Biomedical Engineering, University of Toronto).

  15. Multifractal characterization of cerebrovascular dynamics in newborn rats

    International Nuclear Information System (INIS)

    Pavlov, A.N.; Semyachkina-Glushkovskaya, O.V.; Lychagov, V.V.; Abdurashitov, A.S.; Pavlova, O.N.; Sindeeva, O.A.; Sindeev, S.S.

    2015-01-01

    In this paper we study the cerebrovascular dynamics in newborn rats using the wavelet-based multifractal formalism in order to reveal effective markers of early pathological changes in the macro- and microcirculation at the hidden stage of the development of intracranial hemorrhage (ICH). We demonstrate that the singularity spectrum estimated with the wavelet-transform modulus maxima (WTMM) technique allows clear characterization of a reduced complexity of blood flow dynamics and changes of the correlation properties at the transformation of normal physiological processes into pathological dynamics that are essentially different at the level of large and small blood vessels

  16. Fluctuation dynamics in geoelectrical data: an investigation by using multifractal detrended fluctuation analysis

    International Nuclear Information System (INIS)

    Telesca, Luciano; Colangelo, Gerardo; Lapenna, Vincenzo; Macchiato, Maria

    2004-01-01

    We analyzed fluctuations in the time dynamics of nonstationary geoelectrical data, recorded in a seismic area of southern Italy, by means of the multifractal detrended fluctuation analysis (MF-DFA). The multifractal character of the signal depends mostly on the different long-range properties for small and large fluctuations. The time variation of indices, denoting the departure from monofractal behaviour, reveals an enhancement of the multifractality of the signal prior seismic occurrences

  17. Multifractal structure of multiparticle production in the branching models

    International Nuclear Information System (INIS)

    Chiu, C.B.; Hwa, R.C.

    1990-01-01

    A procedure is described for the multifractal analysis of data on multiparticle production obtained at high energy either in experiment or in Monte Carlo simulation. It is shown how the spectrum f(α) of the rapidity-density index α can be determined from the multiplicity fluctuation of the rapidity distribution, as the resolution is changed. The branching model is used to illustrate the procedure. It is found that the φ 3 model has a narrower f(α) than the gluon model, suggesting that multifractality is a useful arena for confrontation between theory and experiment. 13 refs., 2 figs

  18. Strong anticipation: Multifractal cascade dynamics modulate scaling in synchronization behaviors

    International Nuclear Information System (INIS)

    Stephen, Damian G.; Dixon, James A.

    2011-01-01

    Research highlights: → We investigated anticipatory behaviors in response to chaotic metronomes. → We assessed multifractal structure in tap intervals and onset intervals. → Strength of multifractality in tap intervals appears to match that in onset intervals. - Abstract: Previous research on anticipatory behaviors has found that the fractal scaling of human behavior may attune to the fractal scaling of an unpredictable signal [Stephen DG, Stepp N, Dixon JA, Turvey MT. Strong anticipation: Sensitivity to long-range correlations in synchronization behavior. Physica A 2008;387:5271-8]. We propose to explain this attunement as a case of multifractal cascade dynamics [Schertzer D, Lovejoy S. Generalised scale invariance in turbulent phenomena. Physico-Chem Hydrodyn J 1985;6:623-5] in which perceptual-motor fluctuations are coordinated across multiple time scales. This account will serve to sharpen the contrast between strong and weak anticipation: whereas the former entails a sensitivity to the intermittent temporal structure of an unpredictable signal, the latter simply predicts sensitivity to an aggregate description of an unpredictable signal irrespective of actual sequence. We pursue this distinction through a reanalysis of Stephen et al.'s data by examining the relationship between the widths of singularity spectra for intertap interval time series and for each corresponding interonset interval time series. We find that the attunement of fractal scaling reported by Stephen et al. was not the trivial result of sensitivity to temporal structure in aggregate but reflected a subtle sensitivity to the coordination across multiple time scales of fluctuation in the unpredictable signal.

  19. Analysis of heat release dynamics in an internal combustion engine using multifractals and wavelets

    International Nuclear Information System (INIS)

    Sen, A.K.; Litak, G.; Finney, C.E.A.; Daw, C.S.; Wagner, R.M.

    2010-01-01

    In this paper we analyze data from previously reported experimental measurements of cycle-to-cycle combustion variations in a lean-fueled, multi-cylinder spark-ignition (SI) engine. We characterize the changes in the observed combustion dynamics with as-fed fuel-air ratio using conventional histograms and statistical moments, and we further characterize the shifts in combustion complexity in terms of multifractals and wavelet decomposition. Changes in the conventional statistics and multifractal structure indicate trends with fuel-air ratio that parallel earlier reported observations. Wavelet decompositions reveal persistent, non-stochastic oscillation modes at higher fuel-air ratios that were not obvious in previous analyses. Recognition of these long-time-scale, non-stochastic oscillations is expected to be useful for improving modelling and control of engine combustion variations and multi-cylinder balancing.

  20. MULTIFRACTAL SOLAR EUV INTENSITY FLUCTUATIONS AND THEIR IMPLICATIONS FOR CORONAL HEATING MODELS

    Energy Technology Data Exchange (ETDEWEB)

    Cadavid, A. C.; Lawrence, J. K.; Christian, D. J. [Department of Physics and Astronomy, California State University Northridge, 18111 Nordhoff Street, Northridge, CA 91330 (United States); Rivera, Y. J. [Department of Climate and Space Sciences, University of Michigan, Ann Arbor, Michigan 48109-2143 (United States); Jennings, P. J. [5174 S. Slauson Avenue, Culver City, CA 90230 (United States); Rappazzo, A. F., E-mail: ana.cadavid@csun.edu [Department of Earth, Planetary and Space Sciences, University of California Los Angeles, Los Angeles, CA 90095 (United States)

    2016-11-10

    We investigate the scaling properties of the long-range temporal evolution and intermittency of Atmospheric Imaging Assembly/ Solar Dynamics Observatory intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two approaches: the probability distribution function (PDF) of time series increments and multifractal detrended fluctuation analysis (MF-DFA). Noise taints the results, so we focus on the 171 Å waveband, which has the highest signal-to-noise ratio. The lags between pairs of wavebands distinguish between coronal versus transition region (TR) emission. In all physical regions studied, scaling in the range of 15–45 minutes is multifractal, and the time series are anti-persistent on average. The degree of anti-correlation in the TR time series is greater than that for coronal emission. The multifractality stems from long-term correlations in the data rather than the wide distribution of intensities. Observations in the 335 Å waveband can be described in terms of a multifractal with added noise. The multiscaling of the extreme-ultraviolet data agrees qualitatively with the radiance from a phenomenological model of impulsive bursts plus noise, and also from ohmic dissipation in a reduced magnetohydrodynamic model for coronal loop heating. The parameter space must be further explored to seek quantitative agreement. Thus, the observational “signatures” obtained by the combined tests of the PDF of increments and the MF-DFA offer strong constraints that can systematically discriminate among models for coronal heating.

  1. Multifractal modeling of the production of concentrated sugar syrup crystal

    International Nuclear Information System (INIS)

    Bi Sheng; Gao Jianbo

    2016-01-01

    High quality, concentrated sugar syrup crystal is produced in a critical step in cane sugar production: the clarification process. It is characterized by two variables: the color of the produced sugar and its clarity degree. We show that the temporal variations of these variables follow power-law distributions and can be well modeled by multiplicative cascade multifractal processes. These interesting properties suggest that the degradation in color and clarity degree has a system-wide cause. In particular, the cascade multifractal model suggests that the degradation in color and clarity degree can be equivalently accounted for by the initial “impurities” in the sugarcane. Hence, more effective cleaning of the sugarcane before the clarification stage may lead to substantial improvement in the effect of clarification. (paper)

  2. A Multifractal Detrended Fluctuation Analysis of the Ising Financial Markets Model with Small World Topology

    International Nuclear Information System (INIS)

    Zhang Ang-Hui; Li Xiao-Wen; Su Gui-Feng; Zhang Yi

    2015-01-01

    We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series. (paper)

  3. Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets

    Science.gov (United States)

    Chen, Shu-Peng; He, Ling-Yun

    2010-04-01

    Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures contracts are traded in the two markets. Firstly, we found nontrivial multifractal spectra, which are the empirical evidence of the existence of multifractal features, in 4 representative futures markets in China, that is, Hard Winter wheat (HW for short) and Strong Gluten wheat (SG for short) futures markets from ZCE and Soy Meal (SM for short) futures and Soy Bean No.1 (SB for short) futures markets from DCE. Secondly, by shuffling the original time series, we destroyed the underlying nonlinear temporal correlation; thus, we identified that long-range correlation mechanism constitutes major contributions in the formation in the multifractals of the markets. Thirdly, by tracking the evolution of left- and right-half spectra, we found that there exist critical points, between which there are different behaviors, in the left-half spectra for large price fluctuations; but for the right-hand spectra for small price fluctuations, the width of those increases slowly as the delay t increases in the long run. Finally, the dynamics of large fluctuations is significantly different from that of the small ones, which implies that there exist different underlying mechanisms in the formation of multifractality in the markets. Our main contributions focus on that we not only provided empirical evidence of the existence of multifractal features in China agricultural commodity futures markets; but also we pioneered in investigating the sources of the multifractality in China’s agricultural futures markets in current literature; furthermore, we investigated the nonlinear dynamical mechanisms based on spectrum analysis, which offers us insights into the underlying dynamical mechanisms in

  4. Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

    Science.gov (United States)

    Kim, Kyungsik; Jung, Jae Won; Kim, Soo Yong

    2010-03-01

    The pattern of stone distribution in the game of Go (Baduk, Weiqi, or Igo) can be treated in the mathematical and physical languages of multifractals. The concepts of fractals and multifractals have relevance to many fields of science and even arts. A significant and fascinating feature of this approach is that it provides a proper interpretation for the pattern of the two-colored (black and white) stones in terms of the numerical values of the generalized dimension and the scaling exponent. For our case, these statistical quantities can be estimated numerically from the black, white, and mixed stones, assuming the excluded edge effect that the cell form of the Go game has the self-similar structure. The result from the multifractal structure allows us to find a definite and reliable fractal dimension, and it precisely verifies that the fractal dimension becomes larger, as the cell of grids increases. We also find the strength of multifractal structures from the difference in the scaling exponents in the black, white, and mixed stones.

  5. Multiplicative multifractal modeling and discrimination of human neuronal activity

    International Nuclear Information System (INIS)

    Zheng Yi; Gao Jianbo; Sanchez, Justin C.; Principe, Jose C.; Okun, Michael S.

    2005-01-01

    Understanding neuronal firing patterns is one of the most important problems in theoretical neuroscience. It is also very important for clinical neurosurgery. In this Letter, we introduce a computational procedure to examine whether neuronal firing recordings could be characterized by cascade multiplicative multifractals. By analyzing raw recording data as well as generated spike train data from 3 patients collected in two brain areas, the globus pallidus externa (GPe) and the globus pallidus interna (GPi), we show that the neural firings are consistent with a multifractal process over certain time scale range (t 1 ,t 2 ), where t 1 is argued to be not smaller than the mean inter-spike-interval of neuronal firings, while t 2 may be related to the time that neuronal signals propagate in the major neural branching structures pertinent to GPi and GPe. The generalized dimension spectrum D q effectively differentiates the two brain areas, both intra- and inter-patients. For distinguishing between GPe and GPi, it is further shown that the cascade model is more effective than the methods recently examined by Schiff et al. as well as the Fano factor analysis. Therefore, the methodology may be useful in developing computer aided tools to help clinicians perform precision neurosurgery in the operating room

  6. Side effects of radiotherapy in regime of dynamic dose multifractioning for local larynx cancer forms

    International Nuclear Information System (INIS)

    Slobina, E.L.

    2000-01-01

    A regime for dynamic multifractioning of radiotherapy dose used for treating larynx cancer was developed. The method favored reducing the side effects frequency as compared with the conventional fractioning in larynx mucosa from 70% to 46%, in neck skin being irradiated - from 60% to 48%

  7. Multifractal analysis for the historic set in topological dynamical systems

    International Nuclear Information System (INIS)

    Zhou, Xiaoyao; Chen, Ercai

    2013-01-01

    In this paper the historic set is divided into different level sets and we use topological pressure to describe the size of these level sets. We give an application of these results to dimension theory. Our primary focus is using topological pressure to describe the relative multifractal spectrum of ergodic averages and to give a positive answer to the conjecture posed by Olsen (2003 J. Math. Pures Appl. 82 1591–649). (paper)

  8. Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

    International Nuclear Information System (INIS)

    Lee, Minhyuk; Song, Jae Wook; Park, Ji Hwan; Chang, Woojin

    2017-01-01

    Highlights: • ‘Index-based A-MFDFA’ model is proposed to assess the asymmetric multi-fractality. • The asymmetric multi-fractality in the U.S. stock indices are investigated using ‘Index-based’ and ‘Return-based’ A-MFDFA. • The asymmetric feature is more significantly identified by ‘Index-based’ model than ‘return-based’ model. • Source of multi-fractality and time-varying features are analyzed. - Abstract: We detect the asymmetric multi-fractality in the U.S. stock indices based on the asymmetric multi-fractal detrended fluctuation analysis (A-MFDFA). Instead using the conventional return-based approach, we propose the index-based model of A-MFDFA where the trend based on the evolution of stock index rather than stock price return plays a role for evaluating the asymmetric scaling behaviors. The results show that the multi-fractal behaviors of the U.S. stock indices are asymmetric and the index-based model detects the asymmetric multi-fractality better than return-based model. We also discuss the source of multi-fractality and its asymmetry and observe that the multi-fractal asymmetry in the U.S. stock indices has a time-varying feature where the degree of multi-fractality and asymmetry increase during the financial crisis.

  9. Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

    Science.gov (United States)

    Wang, Jie; Wang, Jun; Stanley, H. Eugene

    2018-02-01

    To investigate the characteristics of extreme events in financial markets and the corresponding return intervals among these events, we use a Potts dynamic system to construct a random financial time series model of the attitudes of market traders. We use multiscale multifractal detrended cross-correlation analysis (MM-DCCA) and Lempel-Ziv complexity (LZC) perform numerical research of the return intervals for two significant China's stock market indices and for the proposed model. The new MM-DCCA method is based on the Hurst surface and provides more interpretable cross-correlations of the dynamic mechanism between different return interval series. We scale the LZC method with different exponents to illustrate the complexity of return intervals in different scales. Empirical studies indicate that the proposed return intervals from the Potts system and the real stock market indices hold similar statistical properties.

  10. Linearization effect in multifractal analysis: Insights from the Random Energy Model

    Science.gov (United States)

    Angeletti, Florian; Mézard, Marc; Bertin, Eric; Abry, Patrice

    2011-08-01

    The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the analysis of the so-called Random Energy Model. Considering a standard multifractal process (compound Poisson motion), chosen as a simple representative example, we show the following: (i) the existence of a critical order q∗ beyond which moments, though finite, cannot be estimated through empirical averages, irrespective of the sample size of the observation; (ii) multifractal exponents necessarily behave linearly in q, for q>q∗. Tailoring the analysis conducted for the Random Energy Model to that of Compound Poisson motion, we provide explicative and quantitative predictions for the values of q∗ and for the slope controlling the linear behavior of the multifractal exponents. These quantities are shown to be related only to the definition of the multifractal process and not to depend on the sample size of the observation. Monte Carlo simulations, conducted over a large number of large sample size realizations of compound Poisson motion, comfort and extend these analyses.

  11. Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition

    International Nuclear Information System (INIS)

    Cao, Guangxi; Xu, Wei

    2016-01-01

    Basing on daily price data of carbon emission rights in futures markets of Certified Emission Reduction (CER) and European Union Allowances (EUA), we analyze the multiscale characteristics of the markets by using empirical mode decomposition (EMD) and multifractal detrended fluctuation analysis (MFDFA) based on EMD. The complexity of the daily returns of CER and EUA futures markets changes with multiple time scales and multilayered features. The two markets also exhibit clear multifractal characteristics and long-range correlation. We employ shuffle and surrogate approaches to analyze the origins of multifractality. The long-range correlations and fat-tail distributions significantly contribute to multifractality. Furthermore, we analyze the influence of high returns on multifractality by using threshold method. The multifractality of the two futures markets is related to the presence of high values of returns in the price series.

  12. Testing for multifractality of Islamic stock markets

    Science.gov (United States)

    Saâdaoui, Foued

    2018-04-01

    Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

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

    Directory of Open Access Journals (Sweden)

    F. Serinaldi

    2010-12-01

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

  14. Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster

    International Nuclear Information System (INIS)

    Vitanov, Nikolay K.; Yankulova, Elka D.

    2006-01-01

    By means of the multifractal detrended fluctuation analysis (MFDFA) we investigate long-range correlations in the interbeat time series of heart activity of Drosophila melanogaster-the classical object of research in genetics. Our main investigation tool are the fractal spectra f(α) and h(q) by means of which we trace the correlation properties of Drosophila heartbeat dynamics for three consequent generations of species. We observe that opposite to the case of humans the time series of the heartbeat activity of healthy Drosophila do not have scaling properties. Time series from species with genetic defects can be long-range correlated. Different kinds of genetic heart defects lead to different shape of the fractal spectra. The fractal heartbeat dynamics of Drosophila is transferred from generation to generation

  15. Multi-fractal measures of city-size distributions based on the three-parameter Zipf model

    International Nuclear Information System (INIS)

    Chen Yanguang; Zhou Yixing

    2004-01-01

    A multi-fractal framework of urban hierarchies is presented to address the rank-size distribution of cities. The three-parameter Zipf model based on a pair of exponential-type scaling laws is generalized to multi-scale fractal measures. Then according to the equivalent relationship between Zipf's law and Pareto distribution, a set of multi-fractal equations are derived using dual conversion and the Legendre transform. The US city population data coming from the 2000 census are employed to verify the multi-fractal models and the results are satisfying. The multi-fractal measures reveal some strange symmetry regularity of urban systems. While explaining partially the remains of the hierarchical step-like frequency distribution of city sizes suggested by central place theory, the mathematical framework can be interpreted with the entropy-maximizing principle and some related ideas from self-organization

  16. Thermodynamic and multifractal formalism and the Bowen-series map

    International Nuclear Information System (INIS)

    Rudolph, O.

    1994-07-01

    In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

  17. True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

    Science.gov (United States)

    Liu, Ruipeng; Di Matteo, T.; Lux, Thomas

    2007-09-01

    In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal (MSM) model. In order to see how well the estimated model captures the temporal dependence of the data, we estimate and compare the scaling exponents H(q) (for q=1,2) for both empirical data and simulated data of the MSM model. In most cases the multifractal model appears to generate ‘apparent’ long memory in agreement with the empirical scaling laws.

  18. Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph.

    Science.gov (United States)

    Bhaduri, Anirban; Ghosh, Dipak

    2016-01-01

    The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute) of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters. The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

  19. Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility

    Science.gov (United States)

    Ma, Feng; Wei, Yu; Huang, Dengshi; Chen, Yixiang

    2014-07-01

    In this paper, by taking the 5-min high frequency data of the Shanghai Composite Index as example, we compare the forecasting performance of HAR-RV and Multifractal volatility, Realized volatility, Realized Bipower Variation and their corresponding short memory model with rolling windows forecasting method and the Model Confidence Set which is proved superior to SPA test. The empirical results show that, for six loss functions, HAR-RV outperforms other models. Moreover, to make the conclusions more precise and robust, we use the MCS test to compare the performance of their logarithms form models, and find that the HAR-log(RV) has a better performance in predicting future volatility. Furthermore, by comparing the two models of HAR-RV and HAR-log(RV), we conclude that, in terms of performance forecasting, the HAR-log(RV) model is the best model among models we have discussed in this paper.

  20. Correlations in magnitude series to assess nonlinearities: Application to multifractal models and heartbeat fluctuations

    Science.gov (United States)

    Bernaola-Galván, Pedro A.; Gómez-Extremera, Manuel; Romance, A. Ramón; Carpena, Pedro

    2017-09-01

    The correlation properties of the magnitude of a time series are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here we have obtained the analytical expression of the autocorrelation of the magnitude series (C|x |) of a linear Gaussian noise as a function of its autocorrelation (Cx). For both, models and natural signals, the deviation of C|x | from its expectation in linear Gaussian noises can be used as an index of nonlinearity that can be applied to relatively short records and does not require the presence of scaling in the time series under study. In a model of artificial Gaussian multifractal signal we use this approach to analyze the relation between nonlinearity and multifractallity and show that the former implies the latter but the reverse is not true. We also apply this approach to analyze experimental data: heart-beat records during rest and moderate exercise. For each individual subject, we observe higher nonlinearities during rest. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.

  1. Black holes in multi-fractional and Lorentz-violating models

    Energy Technology Data Exchange (ETDEWEB)

    Calcagni, Gianluca [CSIC, Instituto de Estructura de la Materia, Madrid (Spain); Rodriguez Fernandez, David [Universidad de Oviedo, Department of Physics, Oviedo (Spain); Ronco, Michele [Universita di Roma ' ' La Sapienza' ' , Dipartimento di Fisica, Rome (Italy); INFN, Rome (Italy)

    2017-05-15

    We study static and radially symmetric black holes in the multi-fractional theories of gravity with q-derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length l{sub *}. In the q-derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to l{sub *}. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q-derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models. (orig.)

  2. Black holes in multi-fractional and Lorentz-violating models

    International Nuclear Information System (INIS)

    Calcagni, Gianluca; Rodriguez Fernandez, David; Ronco, Michele

    2017-01-01

    We study static and radially symmetric black holes in the multi-fractional theories of gravity with q-derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length l_*. In the q-derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to l_*. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q-derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models. (orig.)

  3. Black holes in multi-fractional and Lorentz-violating models.

    Science.gov (United States)

    Calcagni, Gianluca; Rodríguez Fernández, David; Ronco, Michele

    2017-01-01

    We study static and radially symmetric black holes in the multi-fractional theories of gravity with q -derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length [Formula: see text]. In the q -derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to [Formula: see text]. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q -derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models.

  4. Multifractality in edge localized modes in Japan Atomic Energy Research Institute Tokamak-60 Upgrade

    International Nuclear Information System (INIS)

    Bak, P.E.; Asakura, N.; Miura, Y.; Nakano, T.; Yoshino, R.

    2001-01-01

    The temporal losses of confinement during edge localized modes in the Japan Atomic Energy Research Institute Tokamak-60 Upgrade (JT-60U) show multifractal scaling and the spectra are generally smooth, but in some cases there are signs of discontinuous derivatives. Dynamics of the Sugama-Horton model, interpreted as edge localized modes, also display multifractal scaling. The spectra display singularities in the derivative, which can be interpreted as a phase transition. It is argued that the multifractal spectra of edge localized modes can be used to discriminate between different experimental discharges and validate edge localized mode models

  5. Modeling the complexity of acoustic emission during intermittent plastic deformation: Power laws and multifractal spectra.

    Science.gov (United States)

    Kumar, Jagadish; Ananthakrishna, G

    2018-01-01

    Scale-invariant power-law distributions for acoustic emission signals are ubiquitous in several plastically deforming materials. However, power-law distributions for acoustic emission energies are reported in distinctly different plastically deforming situations such as hcp and fcc single and polycrystalline samples exhibiting smooth stress-strain curves and in dilute metallic alloys exhibiting discontinuous flow. This is surprising since the underlying dislocation mechanisms in these two types of deformations are very different. So far, there have been no models that predict the power-law statistics for discontinuous flow. Furthermore, the statistics of the acoustic emission signals in jerky flow is even more complex, requiring multifractal measures for a proper characterization. There has been no model that explains the complex statistics either. Here we address the problem of statistical characterization of the acoustic emission signals associated with the three types of the Portevin-Le Chatelier bands. Following our recently proposed general framework for calculating acoustic emission, we set up a wave equation for the elastic degrees of freedom with a plastic strain rate as a source term. The energy dissipated during acoustic emission is represented by the Rayleigh-dissipation function. Using the plastic strain rate obtained from the Ananthakrishna model for the Portevin-Le Chatelier effect, we compute the acoustic emission signals associated with the three Portevin-Le Chatelier bands and the Lüders-like band. The so-calculated acoustic emission signals are used for further statistical characterization. Our results show that the model predicts power-law statistics for all the acoustic emission signals associated with the three types of Portevin-Le Chatelier bands with the exponent values increasing with increasing strain rate. The calculated multifractal spectra corresponding to the acoustic emission signals associated with the three band types have a maximum

  6. Multifractal chaotic attractors in a system of delay-differential equations modeling road traffic.

    Science.gov (United States)

    Safonov, Leonid A.; Tomer, Elad; Strygin, Vadim V.; Ashkenazy, Yosef; Havlin, Shlomo

    2002-12-01

    We study a system of delay-differential equations modeling single-lane road traffic. The cars move in a closed circuit and the system's variables are each car's velocity and the distance to the car ahead. For low and high values of traffic density the system has a stable equilibrium solution, corresponding to the uniform flow. Gradually decreasing the density from high to intermediate values we observe a sequence of supercritical Hopf bifurcations forming multistable limit cycles, corresponding to flow regimes with periodically moving traffic jams. Using an asymptotic technique we find approximately small limit cycles born at Hopf bifurcations and numerically preform their global continuations with decreasing density. For sufficiently large delay the system passes to chaos following the Ruelle-Takens-Newhouse scenario (limit cycles-two-tori-three-tori-chaotic attractors). We find that chaotic and nonchaotic attractors coexist for the same parameter values and that chaotic attractors have a broad multifractal spectrum. (c) 2002 American Institute of Physics.

  7. Quantitative assessment of Heart Rate Dynamics during meditation: An ECG based study with Multi-fractality and visibility graph

    Directory of Open Access Journals (Sweden)

    Anirban eBhaduri

    2016-02-01

    Full Text Available Abstract: Abstract: The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters.The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

  8. Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

    Science.gov (United States)

    Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

    2016-11-01

    Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

  9. MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS

    Directory of Open Access Journals (Sweden)

    Cn#259;pun#351;an Rn#259;zvan

    2012-07-01

    Full Text Available It is well known that empirical data coming from financial markets, like stock market indices, commodities, interest rates, traded volumes and foreign exchange rates have a multifractal structure. Multifractals were introduced in the field of economics to surpass the shortcomings of classical models like the fractional Brownian motion or GARCH processes. In this paper we investigate the multifractal behavior of Central and Eastern European foreign exchange rates, namely the Czech koruna, Croatian kuna, Hungarian forint, Polish zlot, Romanian leu and Russian rouble with respect to euro from January 13, 2000 to February 29, 2012. The dynamics of exchange rates is of interest for investors and traders, monetary and fiscal authorities, economic agents or policy makers. The exchange rate movements affect the international balance of payments, trade flows, and allocation of the resources in national and international economy. The empirical results from the multifractal detrending fluctuation analysis algorithm show that the six exchange rate series analysed display significant multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long-range correlations and heavy-tailed distributions, and we find that this multifractal behavior can be mainly attributed to the latter. Finally, we propose a foreign exchange market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. The regulators, through policy instruments, aim to improve the informational inefficiency of the markets, to reduce the associated risks and to ensure economic stabilization. Evaluation of the degree of information efficiency of foreign exchange markets, for Central and Eastern Europe countries, is important to assess to what extent these countries are prepared for the transition towards fully monetary integration. The weak form efficiency implies that the past exchange rates cannot help to

  10. NEW SUNS IN THE COSMOS. III. MULTIFRACTAL SIGNATURE ANALYSIS

    Energy Technology Data Exchange (ETDEWEB)

    Freitas, D. B. de; Nepomuceno, M. M. F.; Junior, P. R. V. de Moraes; Chagas, M. L. Das; Bravo, J. P.; Costa, A. D.; Martins, B. L. Canto; Medeiros, J. R. De [Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal, RN (Brazil); Lopes, C. E. F. [SUPA Wide-Field Astronomy Unit, Institute for Astronomy, School of Physics and Astronomy, University of Edinburgh, Royal Observatory, Blackford Hill, Edinburgh EH9 3HJ (United Kingdom); Leão, I. C. [European Southern Observatory, Karl-Schwarzschild-Str. 2, D-85748 Garching (Germany)

    2016-11-01

    In the present paper, we investigate the multifractality signatures in hourly time series extracted from the CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a particular class of complex and dynamic processes, which require several photometric variability diagnostics to characterize their structural and topological properties. To achieve this goal, we search for contributions due to a nonlinear temporal correlation and effects caused by heavier tails than the Gaussian distribution, using a detrending moving average algorithm for one-dimensional multifractal signals (MFDMA). We observe that the correlation structure is the main source of multifractality, while heavy-tailed distribution plays a minor role in generating the multifractal effects. Our work also reveals that the rotation period of stars is inherently scaled by the degree of multifractality. As a result, analyzing the multifractal degree of the referred series, we uncover an evolution of multifractality from shorter to larger periods.

  11. Thermodynamic and multifractal formalism and the Bowen-series map

    International Nuclear Information System (INIS)

    Rudolph, O.

    1995-01-01

    In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. The geodesic motion of a free classical particle on closed Riemann surfaces with constant negative curvature is strongly chaotic. Selberg's theory relates the classical and the quantum mechanical systems. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

  12. MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

    International Nuclear Information System (INIS)

    Macek, W. M.; Wawrzaszek, A.; Burlaga, L. F.

    2014-01-01

    To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence

  13. MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

    Energy Technology Data Exchange (ETDEWEB)

    Macek, W. M. [Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Wóycickiego 1/3, 01-938 Warsaw (Poland); Wawrzaszek, A. [Space Research Centre, Polish Academy of Sciences, Bartycka 18 A, 00-716 Warszawa (Poland); Burlaga, L. F., E-mail: macek@cbk.waw.pl, E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: lburlagahsp@verizon.net [NASA Goddard Space Flight Center, Code 673, Greenbelt, MD 20771 (United States)

    2014-10-01

    To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence.

  14. Clustering structures of large proteins using multifractal analyses based on a 6-letter model and hydrophobicity scale of amino acids

    International Nuclear Information System (INIS)

    Yang Jianyi; Yu Zuguo; Anh, Vo

    2009-01-01

    The Schneider and Wrede hydrophobicity scale of amino acids and the 6-letter model of protein are proposed to study the relationship between the primary structure and the secondary structural classification of proteins. Two kinds of multifractal analyses are performed on the two measures obtained from these two kinds of data on large proteins. Nine parameters from the multifractal analyses are considered to construct the parameter spaces. Each protein is represented by one point in these spaces. A procedure is proposed to separate large proteins in the α, β, α + β and α/β structural classes in these parameter spaces. Fisher's linear discriminant algorithm is used to assess our clustering accuracy on the 49 selected large proteins. Numerical results indicate that the discriminant accuracies are satisfactory. In particular, they reach 100.00% and 84.21% in separating the α proteins from the {β, α + β, α/β} proteins in a parameter space; 92.86% and 86.96% in separating the β proteins from the {α + β, α/β} proteins in another parameter space; 91.67% and 83.33% in separating the α/β proteins from the α + β proteins in the last parameter space.

  15. Multifractal Desynchronization of the Cardiac Excitable Cell Network During Atrial Fibrillation. I. Multifractal Analysis of Clinical Data

    Directory of Open Access Journals (Sweden)

    Guillaume Attuel

    2018-03-01

    Full Text Available Atrial fibrillation (AF is a cardiac arrhythmia characterized by rapid and irregular atrial electrical activity with a high clinical impact on stroke incidence. Best available therapeutic strategies combine pharmacological and surgical means. But when successful, they do not always prevent long-term relapses. Initial success becomes all the more tricky to achieve as the arrhythmia maintains itself and the pathology evolves into sustained or chronic AF. This raises the open crucial issue of deciphering the mechanisms that govern the onset of AF as well as its perpetuation. In this study, we develop a wavelet-based multi-scale strategy to analyze the electrical activity of human hearts recorded by catheter electrodes, positioned in the coronary sinus (CS, during episodes of AF. We compute the so-called multifractal spectra using two variants of the wavelet transform modulus maxima method, the moment (partition function method and the magnitude cumulant method. Application of these methods to long time series recorded in a patient with chronic AF provides quantitative evidence of the multifractal intermittent nature of the electric energy of passing cardiac impulses at low frequencies, i.e., for times (≳0.5 s longer than the mean interbeat (≃ 10−1 s. We also report the results of a two-point magnitude correlation analysis which infers the absence of a multiplicative time-scale structure underlying multifractal scaling. The electric energy dynamics looks like a “multifractal white noise” with quadratic (log-normal multifractal spectra. These observations challenge concepts of functional reentrant circuits in mechanistic theories of AF, still leaving open the role of the autonomic nervous system (ANS. A transition is indeed observed in the computed multifractal spectra which group according to two distinct areas, consistently with the anatomical substrate binding to the CS, namely the left atrial posterior wall, and the ligament of Marshall

  16. Multifractal Desynchronization of the Cardiac Excitable Cell Network During Atrial Fibrillation. I. Multifractal Analysis of Clinical Data

    Science.gov (United States)

    Attuel, Guillaume; Gerasimova-Chechkina, Evgeniya; Argoul, Francoise; Yahia, Hussein; Arneodo, Alain

    2018-01-01

    Atrial fibrillation (AF) is a cardiac arrhythmia characterized by rapid and irregular atrial electrical activity with a high clinical impact on stroke incidence. Best available therapeutic strategies combine pharmacological and surgical means. But when successful, they do not always prevent long-term relapses. Initial success becomes all the more tricky to achieve as the arrhythmia maintains itself and the pathology evolves into sustained or chronic AF. This raises the open crucial issue of deciphering the mechanisms that govern the onset of AF as well as its perpetuation. In this study, we develop a wavelet-based multi-scale strategy to analyze the electrical activity of human hearts recorded by catheter electrodes, positioned in the coronary sinus (CS), during episodes of AF. We compute the so-called multifractal spectra using two variants of the wavelet transform modulus maxima method, the moment (partition function) method and the magnitude cumulant method. Application of these methods to long time series recorded in a patient with chronic AF provides quantitative evidence of the multifractal intermittent nature of the electric energy of passing cardiac impulses at low frequencies, i.e., for times (≳0.5 s) longer than the mean interbeat (≃ 10−1 s). We also report the results of a two-point magnitude correlation analysis which infers the absence of a multiplicative time-scale structure underlying multifractal scaling. The electric energy dynamics looks like a “multifractal white noise” with quadratic (log-normal) multifractal spectra. These observations challenge concepts of functional reentrant circuits in mechanistic theories of AF, still leaving open the role of the autonomic nervous system (ANS). A transition is indeed observed in the computed multifractal spectra which group according to two distinct areas, consistently with the anatomical substrate binding to the CS, namely the left atrial posterior wall, and the ligament of Marshall which is

  17. Multifractal analysis of complex networks

    International Nuclear Information System (INIS)

    Wang Dan-Ling; Yu Zu-Guo; Anh V

    2012-01-01

    Complex networks have recently attracted much attention in diverse areas of science and technology. Many networks such as the WWW and biological networks are known to display spatial heterogeneity which can be characterized by their fractal dimensions. Multifractal analysis is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental fractal patterns. In this paper, we introduce a new box-covering algorithm for multifractal analysis of complex networks. This algorithm is used to calculate the generalized fractal dimensions D q of some theoretical networks, namely scale-free networks, small world networks, and random networks, and one kind of real network, namely protein—protein interaction networks of different species. Our numerical results indicate the existence of multifractality in scale-free networks and protein—protein interaction networks, while the multifractal behavior is not clear-cut for small world networks and random networks. The possible variation of D q due to changes in the parameters of the theoretical network models is also discussed. (general)

  18. Multifractal Cross Wavelet Analysis

    Science.gov (United States)

    Jiang, Zhi-Qiang; Gao, Xing-Lu; Zhou, Wei-Xing; Stanley, H. Eugene

    Complex systems are composed of mutually interacting components and the output values of these components usually exhibit long-range cross-correlations. Using wavelet analysis, we propose a method of characterizing the joint multifractal nature of these long-range cross correlations, a method we call multifractal cross wavelet analysis (MFXWT). We assess the performance of the MFXWT method by performing extensive numerical experiments on the dual binomial measures with multifractal cross correlations and the bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. For binomial multifractal measures, we find the empirical joint multifractality of MFXWT to be in approximate agreement with the theoretical formula. For bFBMs, MFXWT may provide spurious multifractality because of the wide spanning range of the multifractal spectrum. We also apply the MFXWT method to stock market indices, and in pairs of index returns and volatilities we find an intriguing joint multifractal behavior. The tests on surrogate series also reveal that the cross correlation behavior, particularly the cross correlation with zero lag, is the main origin of cross multifractality.

  19. Multifractal distribution of spike intervals for two oscillators coupled by unreliable pulses

    International Nuclear Information System (INIS)

    Kestler, Johannes; Kinzel, Wolfgang

    2006-01-01

    Two neurons coupled by unreliable synapses are modelled by leaky integrate-and-fire neurons and stochastic on-off synapses. The dynamics is mapped to an iterated function system. Numerical calculations yield a multifractal distribution of interspike intervals. The covering, information and correlation dimensions are calculated as a function of synaptic strength and transmission probability. (letter to the editor)

  20. Determination of key parameters of vector multifractal vector fields

    Science.gov (United States)

    Schertzer, D. J. M.; Tchiguirinskaia, I.

    2017-12-01

    For too long time, multifractal analyses and simulations have been restricted to scalar-valued fields (Schertzer and Tchiguirinskaia, 2017a,b). For instance, the wind velocity multifractality has been mostly analysed in terms of scalar structure functions and with the scalar energy flux. This restriction has had the unfortunate consequences that multifractals were applicable to their full extent in geophysics, whereas it has inspired them. Indeed a key question in geophysics is the complexity of the interactions between various fields or they components. Nevertheless, sophisticated methods have been developed to determine the key parameters of scalar valued fields. In this communication, we first present the vector extensions of the universal multifractal analysis techniques to multifractals whose generator belong to a Levy-Clifford algebra (Schertzer and Tchiguirinskaia, 2015). We point out further extensions noting the increased complexity. For instance, the (scalar) index of multifractality becomes a matrice. Schertzer, D. and Tchiguirinskaia, I. (2015) `Multifractal vector fields and stochastic Clifford algebra', Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p. 123127. doi: 10.1063/1.4937364. Schertzer, D. and Tchiguirinskaia, I. (2017) `An Introduction to Multifractals and Scale Symmetry Groups', in Ghanbarian, B. and Hunt, A. (eds) Fractals: Concepts and Applications in Geosciences. CRC Press, p. (in press). Schertzer, D. and Tchiguirinskaia, I. (2017b) `Pandora Box of Multifractals: Barely Open ?', in Tsonis, A. A. (ed.) 30 Years of Nonlinear Dynamics in Geophysics. Berlin: Springer, p. (in press).

  1. Fractal and multifractal analyses of bipartite networks

    Science.gov (United States)

    Liu, Jin-Long; Wang, Jian; Yu, Zu-Guo; Xie, Xian-Hua

    2017-03-01

    Bipartite networks have attracted considerable interest in various fields. Fractality and multifractality of unipartite (classical) networks have been studied in recent years, but there is no work to study these properties of bipartite networks. In this paper, we try to unfold the self-similarity structure of bipartite networks by performing the fractal and multifractal analyses for a variety of real-world bipartite network data sets and models. First, we find the fractality in some bipartite networks, including the CiteULike, Netflix, MovieLens (ml-20m), Delicious data sets and (u, v)-flower model. Meanwhile, we observe the shifted power-law or exponential behavior in other several networks. We then focus on the multifractal properties of bipartite networks. Our results indicate that the multifractality exists in those bipartite networks possessing fractality. To capture the inherent attribute of bipartite network with two types different nodes, we give the different weights for the nodes of different classes, and show the existence of multifractality in these node-weighted bipartite networks. In addition, for the data sets with ratings, we modify the two existing algorithms for fractal and multifractal analyses of edge-weighted unipartite networks to study the self-similarity of the corresponding edge-weighted bipartite networks. The results show that our modified algorithms are feasible and can effectively uncover the self-similarity structure of these edge-weighted bipartite networks and their corresponding node-weighted versions.

  2. Quantum computation of multifractal exponents through the quantum wavelet transform

    International Nuclear Information System (INIS)

    Garcia-Mata, Ignacio; Giraud, Olivier; Georgeot, Bertrand

    2009-01-01

    We study the use of the quantum wavelet transform to extract efficiently information about the multifractal exponents for multifractal quantum states. We show that, combined with quantum simulation algorithms, it enables to build quantum algorithms for multifractal exponents with a polynomial gain compared to classical simulations. Numerical results indicate that a rough estimate of fractality could be obtained exponentially fast. Our findings are relevant, e.g., for quantum simulations of multifractal quantum maps and of the Anderson model at the metal-insulator transition.

  3. Multifractal analysis of the outputs of a fully distributed model for two case studies in urban hydrology

    Science.gov (United States)

    Gires, Auguste; Giangola-Murzyn, Agathe; Tchiguirinskaia, Ioulia; Schertzer, Daniel; Lovejoy, Shaun

    2013-04-01

    Hydrological fields are known to exhibit extreme variability over wide range of spatio-temporal scales. In this paper, these features are investigated in the specific context of urban hydrology with the help of two case studies. The first one consists in a 144 ha flat urban area located in the Seine-Saint-Denis County (North-East of Paris, France), known for suffering occasional pluvial flooding. The second one is a 250 ha urban area with a significant portion of forest located on a steep hillside of the Bièvre River (Yvelines County, South-West of Paris, France). The catchments behaviour is modelled with the help of Multi-Hydro, a fully distributed physically based model (2D/1D) currently under development at Ecole des Ponts ParisTech. It consists of an interacting core between open source software packages, each of them representing a portion of the water cycle in urban environment. The rainfall data comes from the C-band radar of Trappes operated by Météo-France and located at respectively 45 Km and 13 Km of the studied catchments. The resolution is 1 km in space and 5 min in time. Three rainfall events that occurred in 2010 and 2011 that generated significant surface runoff and some local flooding are analysed. First the uncertainty associated with small scale unmeasured rainfall variability (i.e. below the C-band radar resolution) is investigated. This is done through the analysis of the disparities among an ensemble of hydrological simulations performed with the help of downscaled rainfall fields. The downscaling implemented here simply consists in stochastically continuing the underlying Universal Multifractal cascade process observed on the available range of scales. This uncertainty is significant for both simulated conduit discharge and water depth, and therefore cannot be neglected, indicating the need to develop the use of X-band radars (which provide an hectometric resolution) in urban environment. Second it appears that the outputs (maps of water

  4. Multifractals theory and applications

    CERN Document Server

    Harte, David

    2001-01-01

    Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions.The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patte...

  5. Multifractal scaling analysis of autopoisoning reactions over a rough surface

    International Nuclear Information System (INIS)

    Chaudhari, Ajay; Yan, Ching-Cher Sanders; Lee, S.-L.

    2003-01-01

    Decay type diffusion-limited reactions (DLR) over a rough surface generated by a random deposition model were performed. To study the effect of the decay profile on the reaction probability distribution (RPD), multifractal scaling analysis has been carried out. The dynamics of these autopoisoning reactions are controlled by the two parameters in the decay function, namely, the initial sticking probability (P ini ) of every site and the decay rate (m). The smaller the decay rate, the narrower is the range of α values in the α-f(α) multifractal spectrum. The results are compared with the earlier work of DLR over a surface of diffusion-limited aggregation (DLA). We also considered here the autopoisoning reactions over a smooth surface for comparing our results, which show clearly how the roughness affects the chemical reactions. The q-τ(q) multifractal curves for the smooth surface are linear whereas those for the rough surface are nonlinear. The range of α values in the case of a rough surface is wider than that of the smooth surface

  6. Multifractal Conceptualisation of Hydro-Meteorological Extremes

    Science.gov (United States)

    Tchiguirinskaia, I.; Schertzer, D.; Lovejoy, S.

    2009-04-01

    Hydrology and more generally sciences involved in water resources management, technological or operational developments face a fundamental difficulty: the extreme variability of hydro-meteorological fields. It clearly appears today that this variability is a function of the observation scale and yield hydro-meteorological hazards. Throughout the world, the development of multifractal theory offers new techniques for handling such non-classical variability over wide ranges of time and space scales. The resulting stochastic simulations with a very limited number of parameters well reproduce the long range dependencies and the clustering of rainfall extremes often yielding fat tailed (i.e., an algebraic type) probability distributions. The goal of this work was to investigate the ability of using very short or incomplete data records for reliable statistical predictions of the extremes. In particular we discuss how to evaluate the uncertainty in the empirical or semi-analytical multifractal outcomes. We consider three main aspects of the evaluation, such as the scaling adequacy, the multifractal parameter estimation error and the quantile estimation error. We first use the multiplicative cascade model to generate long series of multifractal data. The simulated samples had to cover the range of the universal multifractal parameters widely available in the scientific literature for the rainfall and river discharges. Using these long multifractal series and their sub-samples, we defined a metric for parameter estimation error. Then using the sets of estimated parameters, we obtained the quantile values for a range of excedance probabilities from 5% to 0.01%. Plotting the error bars on a quantile plot enable an approximation of confidence intervals that would be particularly important for the predictions of multifractal extremes. We finally illustrate the efficiency of such concept on its application to a large database (more than 16000 selected stations over USA and

  7. Multifractal analysis of a GCM climate

    Science.gov (United States)

    Carl, P.

    2003-04-01

    Multifractal analysis using the Wavelet Transform Modulus Maxima (WTMM) approach is being applied to the climate of a Mintz--Arakawa type, coarse resolution, two--layer AGCM. The model shows a backwards running period multiplication scenario throughout the northern summer, subsequent to a 'hard', subcritical Hopf bifurcation late in spring. This 'route out of chaos' (seen in cross sections of a toroidal phase space structure) is born in the planetary monsoon system which inflates the seasonal 'cycle' into these higher order structures and is blamed for the pronounced intraseasonal--to--centennial model climate variability. Previous analyses of the latter using advanced modal decompositions showed regularity based patterns in the time--frequency plane which are qualitatively similar to those obtained from the real world. The closer look here at the singularity structures, as a fundamental diagnostic supplement, aims at both more complete understanding (and quantification) of the model's qualitative dynamics and search for further tools of model intercomparison and verification in this respect. Analysing wavelet is the 10th derivative of the Gaussian which might suffice to suppress regular patterns in the data. Intraseasonal attractors, studied in time series of model precipitation over Central India, show shifting and braodening singularity spectra towards both more violent extreme events (premonsoon--monsoon transition) and weaker events (late summer to postmonsoon transition). Hints at a fractal basin boundary are found close to transition from period--2 to period--1 in the monsoon activity cycle. Interannual analyses are provided for runs with varied solar constants. To address the (in--)stationarity issue, first results are presented with a windowed multifractal analysis of longer--term runs ("singularity spectrogram").

  8. Multifractal magnetic susceptibility distribution models of hydrothermally altered rocks in the Needle Creek Igneous Center of the Absaroka Mountains, Wyoming

    Directory of Open Access Journals (Sweden)

    M. E. Gettings

    2005-01-01

    Full Text Available Magnetic susceptibility was measured for 700 samples of drill core from thirteen drill holes in the porphyry copper-molybdenum deposit of the Stinkingwater mining district in the Absaroka Mountains, Wyoming. The magnetic susceptibility measurements, chemical analyses, and alteration class provided a database for study of magnetic susceptibility in these altered rocks. The distribution of the magnetic susceptibilities for all samples is multi-modal, with overlapping peaked distributions for samples in the propylitic and phyllic alteration class, a tail of higher susceptibilities for potassic alteration, and an approximately uniform distribution over a narrow range at the highest susceptibilities for unaltered rocks. Samples from all alteration and mineralization classes show susceptibilities across a wide range of values. Samples with secondary (supergene alteration due to oxidation or enrichment show lower susceptibilities than primary (hypogene alteration rock. Observed magnetic susceptibility variations and the monolithological character of the host rock suggest that the variations are due to varying degrees of alteration of blocks of rock between fractures that conducted hydrothermal fluids. Alteration of rock from the fractures inward progressively reduces the bulk magnetic susceptibility of the rock. The model introduced in this paper consists of a simulation of the fracture pattern and a simulation of the alteration of the rock between fractures. A multifractal model generated from multiplicative cascades with unequal ratios produces distributions statistically similar to the observed distributions. The reduction in susceptibility in the altered rocks was modelled as a diffusion process operating on the fracture distribution support. The average magnetic susceptibility was then computed for each block. For the purpose of comparing the model results with observation, the simulated magnetic susceptibilities were then averaged over the same

  9. Multifractal magnetic susceptibility distribution models of hydrothermally altered rocks in the Needle Creek Igneous Center of the Absaroka Mountains, Wyoming

    Science.gov (United States)

    Gettings, M.E.

    2005-01-01

    Magnetic susceptibility was measured for 700 samples of drill core from thirteen drill holes in the porphyry copper-molybdenum deposit of the Stinkingwater mining district in the Absaroka Mountains, Wyoming. The magnetic susceptibility measurements, chemical analyses, and alteration class provided a database for study of magnetic susceptibility in these altered rocks. The distribution of the magnetic susceptibilities for all samples is multi-modal, with overlapping peaked distributions for samples in the propylitic and phyllic alteration class, a tail of higher susceptibilities for potassic alteration, and an approximately uniform distribution over a narrow range at the highest susceptibilities for unaltered rocks. Samples from all alteration and mineralization classes show susceptibilities across a wide range of values. Samples with secondary (supergene) alteration due to oxidation or enrichment show lower susceptibilities than primary (hypogene) alteration rock. Observed magnetic susceptibility variations and the monolithological character of the host rock suggest that the variations are due to varying degrees of alteration of blocks of rock between fractures that conducted hydrothermal fluids. Alteration of rock from the fractures inward progressively reduces the bulk magnetic susceptibility of the rock. The model introduced in this paper consists of a simulation of the fracture pattern and a simulation of the alteration of the rock between fractures. A multifractal model generated from multiplicative cascades with unequal ratios produces distributions statistically similar to the observed distributions. The reduction in susceptibility in the altered rocks was modelled as a diffusion process operating on the fracture distribution support. The average magnetic susceptibility was then computed for each block. For the purpose of comparing the model results with observation, the simulated magnetic susceptibilities were then averaged over the same interval as the

  10. (Multi)fractality of Earthquakes by use of Wavelet Analysis

    Science.gov (United States)

    Enescu, B.; Ito, K.; Struzik, Z. R.

    2002-12-01

    The fractal character of earthquakes' occurrence, in time, space or energy, has by now been established beyond doubt and is in agreement with modern models of seismicity. Moreover, the cascade-like generation process of earthquakes -with one "main" shock followed by many aftershocks, having their own aftershocks- may well be described through multifractal analysis, well suited for dealing with such multiplicative processes. The (multi)fractal character of seismicity has been analysed so far by using traditional techniques, like the box-counting and correlation function algorithms. This work introduces a new approach for characterising the multifractal patterns of seismicity. The use of wavelet analysis, in particular of the wavelet transform modulus maxima, to multifractal analysis was pioneered by Arneodo et al. (1991, 1995) and applied successfully in diverse fields, such as the study of turbulence, the DNA sequences or the heart rate dynamics. The wavelets act like a microscope, revealing details about the analysed data at different times and scales. We introduce and perform such an analysis on the occurrence time of earthquakes and show its advantages. In particular, we analyse shallow seismicity, characterised by a high aftershock "productivity", as well as intermediate and deep seismic activity, known for its scarcity of aftershocks. We examine as well declustered (aftershocks removed) versions of seismic catalogues. Our preliminary results show some degree of multifractality for the undeclustered, shallow seismicity. On the other hand, at large scales, we detect a monofractal scaling behaviour, clearly put in evidence for the declustered, shallow seismic activity. Moreover, some of the declustered sequences show a long-range dependent (LRD) behaviour, characterised by a Hurst exponent, H > 0.5, in contrast with the memory-less, Poissonian model. We demonstrate that the LRD is a genuine characteristic and is not an effect of the time series probability

  11. Regularities of Multifractal Measures

    Indian Academy of Sciences (India)

    First, we prove the decomposition theorem for the regularities of multifractal Hausdorff measure and packing measure in R R d . This decomposition theorem enables us to split a set into regular and irregular parts, so that we can analyze each separately, and recombine them without affecting density properties. Next, we ...

  12. Multifractal analysis of Moroccan family business stock returns

    Science.gov (United States)

    Lahmiri, Salim

    2017-11-01

    In this paper, long-range temporal correlations at different scales in Moroccan family business stock returns are investigated. For comparison purpose, presence of multifractality is also investigated in Casablanca Stock Exchange (CSE) major indices: MASI which is the all shares index and MADEX which is the index of most liquid shares. It is found that return series of both family business companies and major stock market indices show strong evidence of multifractality. In particular, empirical results reveal that short (long) fluctuations in family business stock returns are less (more) persistent (anti-persistent) than short fluctuations in market indices. In addition, both serial correlation and distribution characteristics significantly influence the strength of the multifractal spectrums of CSE and family business stocks returns. Furthermore, results from multifractal spectrum analysis suggest that family business stocks are less risky. Thus, such differences in price dynamics could be exploited by investors and forecasters in active portfolio management.

  13. The weather and climate: emergent laws and multifractal cascades

    Science.gov (United States)

    Lovejoy, Shaun; Schertzer, Daniel

    2013-04-01

    Science in general and physics and geophysics in particular are hierarchies of interlocking theories and models with low level, fundamental laws such as quantum mechanics and statistical mechanics providing the underpinnings for the emergence of the qualitatively new, higher level laws of thermodynamics and continuum mechanics that provide the current bases for modelling the weather and climate. Yest it was the belief of generations of turbulence pioneers (notably Richardson, Kolmogorov, Obhukhov, Corrsin, Bolgiano) that at sufficiently high levels of nonlinearity (quantified by the Reynold's number, of the order 10**12 in the atmosphere) that new even higher level laws would emerge describing "fully developed turbulence". However for atmospheric applications, the pioneers' eponymous laws suffered from two basic restrictions - isotropy and homogeneity - that prevented them from being valid over wide ranges of scale. Over the last thirty years both of these restrictions have been overcome - the former with the generalization from isotropic to strongly anisotropic notions of scale (to account notably for stratification), and from homogeneity to strong heterogeneity (intermittency) via multifractal cascades. In this presentation we give an overview of recent developments and analyses covering huge ranges of space-time scales (including weather, macroweather and climate time scales). We show how the combination of strong anisotropy and strong intermittency commonly leads to the "phenomenological fallacy" in which morphology is confounded with mechanism. With the help of stochastic models, we show how processes with vastly different large and small scale morphologies can arise from a unique multifractal dynamical mechanisms [Lovejoy and Schertzer, 2013]. References: Lovejoy, S., and D. Schertzer (2013), The Weather and Climate: Emergent Laws and Multifractal Cascades, 480 pp., Cambridge University Press, Cambridge.

  14. Multifractal characteristics of NDVI maps in space and time in the Community of Madrid (Spain)

    Science.gov (United States)

    Sotoca, Juan J. Martin; Saa-Requejo, Antonio; Grau, Juan B.; Tarquis, Ana M.

    2015-04-01

    Satellite information has contributed to improve our understanding of the spatial variability of hydro-climatic and ecological processes. Vegetation activity is tightly coupled with climate, hydro-ecological fluxes, and terrain dynamics in river basins at a wide range of space-time scales (Scheuring and Riedi, 1994). Indices of vegetation activity are constructed using satellite information of reflectance of the relevant spectral bands which enhance the contribution of vegetation being Normalized Difference Vegetation Index (NDVI) widely used. How can we study such a complex system? Multifractals and fractals are related techniques mainly used in physics to characterize the scaling behaviour of a system; they differ in that fractals look at the geometry of presence/absence patterns, while multifractals look at the arrangement of quantities such as population or biomass densities (Saravia et al., 2012). Scaling laws are an emergent general feature of ecological systems; they reflect constraints in their organization that can provide tracks about the underlying mechanisms (Solé and Bascompte, 2006). In this work, we have applied these techniques to study the spatial pattern through one year of NDVI maps. A rectangular area that includes the Community of Madrid and part of the surroundings, consisting of 300 x 280 pixels with a resolution of 500 x 500 m2 has been selected and monthly NDVI maps analyzed using the multifractal spectrum and the map of singularities (Cheng and Agterberg, 1996). The results show a cyclical pattern in the multifractal behaviour and singularity points related to river basin networks (Martín-Sotoca, 2014). References Cheng, Q. and Agterberg, F.P. (1996). Multifractal modeling and spatial statistics. Math. Geol. Vol 28, 1-16. Martín-Sotoca, J.J. (2014) Estructura Espacial de la Sequía en Pastos y sus Aplicaciones en el Seguro Agrario. Master Thesis, UPM (In Spanish). Saravia LA, Giorgi A, Momo F.: Multifractal growth in periphyton

  15. Multifractal vector fields and stochastic Clifford algebra.

    Science.gov (United States)

    Schertzer, Daniel; Tchiguirinskaia, Ioulia

    2015-12-01

    In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

  16. Multifractal vector fields and stochastic Clifford algebra

    Energy Technology Data Exchange (ETDEWEB)

    Schertzer, Daniel, E-mail: Daniel.Schertzer@enpc.fr; Tchiguirinskaia, Ioulia, E-mail: Ioulia.Tchiguirinskaia@enpc.fr [University Paris-Est, Ecole des Ponts ParisTech, Hydrology Meteorology and Complexity HM& Co, Marne-la-Vallée (France)

    2015-12-15

    In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

  17. Multifractal analysis of three-dimensional histogram from color images

    International Nuclear Information System (INIS)

    Chauveau, Julien; Rousseau, David; Richard, Paul; Chapeau-Blondeau, Francois

    2010-01-01

    Natural images, especially color or multicomponent images, are complex information-carrying signals. To contribute to the characterization of this complexity, we investigate the possibility of multiscale organization in the colorimetric structure of natural images. This is realized by means of a multifractal analysis applied to the three-dimensional histogram from natural color images. The observed behaviors are confronted to those of reference models with known multifractal properties. We use for this purpose synthetic random images with trivial monofractal behavior, and multidimensional multiplicative cascades known for their actual multifractal behavior. The behaviors observed on natural images exhibit similarities with those of the multifractal multiplicative cascades and display the signature of elaborate multiscale organizations stemming from the histograms of natural color images. This type of characterization of colorimetric properties can be helpful to various tasks of digital image processing, as for instance modeling, classification, indexing.

  18. Multifractal characterisation and classification of bread crumb digital images

    OpenAIRE

    Baravalle, Rodrigo Guillermo; Delrieux, Claudio Augusto; Gómez, Juan Carlos

    2017-01-01

    Adequate models of the bread crumb structure can be critical for understanding flow and transport processes in bread manufacturing, creating synthetic bread crumb images for photo-realistic rendering, evaluating similarities, and establishing quality features of different bread crumb types. In this article, multifractal analysis, employing the multifractal spectrum (MFS), has been applied to study the structure of the bread crumb in four varieties of bread (baguette, sliced, bran, and sandwic...

  19. Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

    Directory of Open Access Journals (Sweden)

    Fabio A. Labra

    2016-10-01

    Full Text Available Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2, in the laboratory mouse Mus musculus, assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA, finding that r(VO2 fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 102 s, either monofractal or weak multifractal dynamics are observed depending on whether Ta  15 °C respectively. For larger time scales, r(VO2 fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ(q, showing that the infinite number of exponents h(q can be described by only two independent parameters, a and b. We also show that the long-range correlation structure of r(VO2 time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system.

  20. Searching for a multifractal signature of the lake algal proliferation, a multifractal correlation

    Science.gov (United States)

    Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

    2013-04-01

    Green algae proliferations affect water bodies such as the Lake Bourget (France). They are an environmental issue as well as a mater of public health. In the framework of the PROLIPHYC project a system based on temperature and chlorophyll measurements coupled to a lake model was implemented to predict sudden algal blooms. This classical approach relies on the analysis of large scale trends of the measured fields and does not take into account small scale fluctuations. A more innovative approach has been developed by the R2DS PLUMMME project to investigate the correlation between environmental fields across the full range of space-time scales, down to the smallest scale of observations. The first results of the project demonstrate that multi-scaling behaviour of environmental fields, such as temperature and chlorophyll, becomes evident only after the removal of the large-scale data trends that otherwise induce biases to the multifractal parameter estimates. First, a spectral analysis of temperature and chlorophyll data is performed on sub-samples of the time series to investigate the scaling behaviour. The multifractal analysis (Trace Moment, Double Trace Moment) directly applied on each sub-sample shows unsatisfying results on some sub-samples, in particular on those having a strong gradient compared with the amplitude of the fluctuations. Hence, non-stationary and seasonal effects should be first removed from the time series. To put on evidence a good scaling of the analysed data, we choose the Hilbert-Huang transform to de-trend the data. This method has been widely used for different fields (see F.G.Schmitt et al, 2009 for review). After having applied this method, the K(q) function shows that the investigated fields are indeed multifractal and the determination of their multifractal parameters becomes robust. Then, we proceed to a multifractal correlation analysis between the fields. In conclusion, we discuss the prediction of algal blooms based on multifractal

  1. Roadmap for Scaling and Multifractals in Geosciences: still a long way to go ?

    Science.gov (United States)

    Schertzer, Daniel; Lovejoy, Shaun

    2010-05-01

    , we will point out more general questions, which can be put together into the following provocative question: how to convert the classical time evolving deterministic PDE's into dynamical multifractal systems? We will argue that this corresponds to an already active field of research, which include: multifractals as generic solutions of nonlinear PDE (exact results for 1D Burgers equation and a few other caricatures of Navier-Stokes equations, prospects for 3D Burgers equations), cascade structures of numerical weather models, links between multifractal processes and random dynamical systems, and the challenging debate on the most relevant stochastic multifractal formalism, whereas there is already a rather general consent about the deterministic one.

  2. Financial market volatility and contagion effect: A copula-multifractal volatility approach

    Science.gov (United States)

    Chen, Wang; Wei, Yu; Lang, Qiaoqi; Lin, Yu; Liu, Maojuan

    2014-03-01

    In this paper, we propose a new approach based on the multifractal volatility method (MFV) to study the contagion effect between the U.S. and Chinese stock markets. From recent studies, which reveal that multifractal characteristics exist in both developed and emerging financial markets, according to the econophysics literature we could draw conclusions as follows: Firstly, we estimate volatility using the multifractal volatility method, and find out that the MFV method performs best among other volatility models, such as GARCH-type and realized volatility models. Secondly, we analyze the tail dependence structure between the U.S. and Chinese stock market. The estimated static copula results for the entire period show that the SJC copula performs best, indicating asymmetric characteristics of the tail dependence structure. The estimated dynamic copula results show that the time-varying t copula achieves the best performance, which means the symmetry dynamic t copula is also a good choice, for it is easy to estimate and is able to depict both the upper and lower tail dependence structure. Finally, with the results of the previous two steps, we analyze the contagion effect between the U.S. and Chinese stock markets during the subprime mortgage crisis. The empirical results show that the subprime mortgage crisis started in the U.S. and that its stock market has had an obvious contagion effect on the Chinese stock market. Our empirical results should/might be useful for investors allocating their portfolios.

  3. Two-dimensional multifractal cross-correlation analysis

    International Nuclear Information System (INIS)

    Xi, Caiping; Zhang, Shuning; Xiong, Gang; Zhao, Huichang; Yang, Yonghong

    2017-01-01

    Highlights: • We study the mathematical models of 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Present the definition of the two-dimensional N 2 -partitioned multiplicative cascading process. • Do the comparative analysis of 2D-MC by 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Provide a reference on the choice and parameter settings of these methods in practice. - Abstract: There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. This paper presents two-dimensional multifractal cross-correlation analysis based on the partition function (2D-MFXPF), two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) and two-dimensional multifractal cross-correlation analysis based on the detrended moving average analysis (2D-MFXDMA). We apply these methods to pairs of two-dimensional multiplicative cascades (2D-MC) to do a comparative study. Then, we apply the two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) to real images and unveil intriguing multifractality in the cross correlations of the material structures. At last, we give the main conclusions and provide a valuable reference on how to choose the multifractal algorithms in the potential applications in the field of SAR image classification and detection.

  4. Universal multifractality in multiparticle production

    International Nuclear Information System (INIS)

    Florkowski, W.; Hwa, R.C.

    1991-01-01

    The G moments for the multifractal analysis of multiparticle production are investigated in a model-independent way. By successive bin splitting and assuming the existence of a multiplicity splitting function that depends on multiplicity, but applicable at all steps of the splittings, we study the ergodicity of horizontal and vertical averaging, and derive a universality relation for the G moments. It relates the G moments for different initial multiplicities to a common scaling function Γ q (ξ). The experimental verification of this scaling property would, on the one hand, signify self-similarity in the data, and, on the other, provide a convenient function for comparison not only among different experiments, but also between theory and experiment

  5. Spatial Characterization of Landscapes through Multifractal Analysis of DEM

    Directory of Open Access Journals (Sweden)

    P. L. Aguado

    2014-01-01

    Full Text Available Landscape evolution is driven by abiotic, biotic, and anthropic factors. The interactions among these factors and their influence at different scales create a complex dynamic. Landscapes have been shown to exhibit numerous scaling laws, from Horton’s laws to more sophisticated scaling of heights in topography and river network topology. This scaling and multiscaling analysis has the potential to characterise the landscape in terms of the statistical signature of the measure selected. The study zone is a matrix obtained from a digital elevation model (DEM (map 10 × 10 m, and height 1 m that corresponds to homogeneous region with respect to soil characteristics and climatology known as “Monte El Pardo” although the water level of a reservoir and the topography play a main role on its organization and evolution. We have investigated whether the multifractal analysis of a DEM shows common features that can be used to reveal the underlying patterns and information associated with the landscape of the DEM mapping and studied the influence of the water level of the reservoir on the applied analysis. The results show that the use of the multifractal approach with mean absolute gradient data is a useful tool for analysing the topography represented by the DEM.

  6. Analysis of the sensitivity to rainfall spatio-temporal variability of an operational urban rainfall-runoff model in a multifractal framework

    Science.gov (United States)

    Gires, A.; Tchiguirinskaia, I.; Schertzer, D. J.; Lovejoy, S.

    2011-12-01

    In large urban areas, storm water management is a challenge with enlarging impervious areas. Many cities have implemented real time control (RTC) of their urban drainage system to either reduce overflow or limit urban contamination. A basic component of RTC is hydraulic/hydrologic model. In this paper we use the multifractal framework to suggest an innovative way to test the sensitivity of such a model to the spatio-temporal variability of its rainfall input. Indeed the rainfall variability is often neglected in urban context, being considered as a non-relevant issue at the scales involve. Our results show that on the contrary the rainfall variability should be taken into account. Universal multifractals (UM) rely on the concept of multiplicative cascade and are a standard tool to analyze and simulate with a reduced number of parameters geophysical processes that are extremely variable over a wide range of scales. This study is conducted on a 3 400 ha urban area located in Seine-Saint-Denis, in the North of Paris (France). We use the operational semi-distributed model that was calibrated by the local authority (Direction Eau et Assainnissement du 93) that is in charge of urban drainage. The rainfall data comes from the C-Band radar of Trappes operated by Météo-France. The rainfall event of February 9th, 2009 was used. A stochastic ensemble approach was implemented to quantify the uncertainty on discharge associated to the rainfall variability occurring at scales smaller than 1 km x 1 km x 5 min that is usually available with C-band radar networks. An analysis of the quantiles of the simulated peak flow showed that the uncertainty exceeds 20 % for upstream links. To evaluate a potential gain from a direct use of the rainfall data available at the resolution of X-band radar, we performed similar analysis of the rainfall fields of the degraded resolution of 9 km x 9 km x 20 min. The results show a clear decrease in uncertainty when the original resolution of C

  7. Multi-fractal characterization of bacterial swimming dynamics: a case study on real and simulated Serratia marcescens

    OpenAIRE

    Koorehdavoudi, Hana; Bogdan, Paul; Wei, Guopeng; Marculescu, Radu; Zhuang, Jiang; Carlsen, Rika Wright; Sitti, Metin

    2017-01-01

    To add to the current state of knowledge about bacterial swimming dynamics, in this paper, we study the fractal swimming dynamics of populations of Serratia marcescens bacteria both in vitro and in silico, while accounting for realistic conditions like volume exclusion, chemical interactions, obstacles and distribution of chemoattractant in the environment. While previous research has shown that bacterial motion is non-ergodic, we demonstrate that, besides the non-ergodicity, the bacterial sw...

  8. Multifractal resilience and viability

    Science.gov (United States)

    Tchiguirinskaia, I.; Schertzer, D. J. M.

    2017-12-01

    The term resilience has become extremely fashionable and there had been many attempts to provide operational definition and in fact metrics going beyond a set of more or less ad-hoc indicators. The viability theory (Aubin and Saint-Pierre, 2011) have been used to give a rather precise mathematical definition of resilience (Deffuant and Gilbert, 2011). However, it does not grasp the multiscale nature of resilience that is rather fundamental as particularly stressed by Folke et al (2010). In this communication, we first recall a preliminary attempt (Tchiguirinskaia et al., 2014) to define multifractal resilience with the help of the maximal probable singularity. Then we extend this multifractal approach to the capture basin of the viability, therefore the resilient basin. Aubin, J P, A. Bayen, and P Saint-Pierre (2011). Viability Theory. New Directions. Springer, Berlin,. Deffuant, G. and Gilbert, N. (eds) (2011) Viability and Resilience of Complex Systems. Springer Berlin.Folke, C., S R Carpenter, B Walker, M Sheffer, T Chapin, and J Rockstroem (2010). Resilience thinking: integrating re- silience, adaptability and transformability. Ecology and So- ciety, 14(4):20, Tchiguirinskaia,I., D. Schertzer, , A. Giangola-Murzyn and T. C. Hoang (2014). Multiscale resilience metrics to assess flood. Proceedings of ICCSA 2014, Normandie University, Le Havre, France -.

  9. Multifractal Scaling of Grayscale Patterns: Lacunarity and Correlation Dimension

    Science.gov (United States)

    Roy, A.; Perfect, E.

    2012-12-01

    While fractal models can characterize self-similarity in binary fields, comprised solely of 0's and 1's, the concept of multifractals is needed to quantify scaling behavior in non-binary grayscale fields made up of fractional values. Multifractals are characterized by a spectrum of non-integer dimensions, Dq (-∞ < q < +∞) instead of a single fractal dimension. The gliding-box algorithm is sometimes employed to estimate these different dimensions. This algorithm is also commonly used for computing another parameter, lacunarity, L, which characterizes the distribution of gaps or spaces in patterns, fractals, multifractals or otherwise, as a function of scale (or box-size, x). In the case of 2-dimensional multifractal fields, L has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Therefore, it is hypothesized that lacunarity analysis can help in delineating multifractal behavior in grayscale patterns. In testing this hypothesis, a set of 2-dimensional multifractal grayscale patterns was generated with known D2 values, and then analyzed for lacunarity by employing the gliding-box algorithm. The D2 values computed using this analysis gave a 1:1 relationship with the known D2 values, thus empirically validating the theoretical relationship between L and D2. Lacunarity analysis was further used to evaluate the multifractal nature of natural grayscale images in the form of soil thin sections that had been previously classified as multifractals based on the standard box counting method. The results indicated that lacunarity analysis is a more sensitive indicator of multifractal behavior in natural grayscale patterns than the box counting approach. A weighted mean of the log-transformed lacunarity values at different scales was employed for differentiating between grayscale patterns with various degrees of scale dependent clustering attributes. This new measure, which expresses lacunarity as a single number, should

  10. Multifractal spectra in shear flows

    Science.gov (United States)

    Keefe, L. R.; Deane, Anil E.

    1989-01-01

    Numerical simulations of three-dimensional homogeneous shear flow and fully developed channel flow, are used to calculate the associated multifractal spectra of the energy dissipation field. Only weak parameterization of the results with the nondimensional shear is found, and this only if the flow has reached its asymptotic development state. Multifractal spectra of these flows coincide with those from experiments only at the range alpha less than 1.

  11. Introduction to the Multifractal Analysis of Images

    OpenAIRE

    Lévy Véhel , Jacques

    1998-01-01

    International audience; After a brief review of some classical approaches in image segmentation, the basics of multifractal theory and its application to image analysis are presented. Practical methods for multifractal spectrum estimation are discussed and some experimental results are given.

  12. Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

    Directory of Open Access Journals (Sweden)

    Dustin eFetterhoff

    2015-09-01

    Full Text Available Fractality, represented as self-similar repeating patterns, is ubiquitous in nature and the brain. Dynamic patterns of hippocampal spike trains are known to exhibit multifractal properties during working memory processing; however, it is unclear whether the multifractal properties inherent to hippocampal spike trains reflect active cognitive processing. To examine this possibility, hippocampal neuronal ensembles were recorded from rats before, during and after a spatial working memory task following administration of tetrahydrocannabinol (THC, a memory-impairing component of cannabis. Multifractal detrended fluctuation analysis was performed on hippocampal interspike interval sequences to determine characteristics of monofractal long-range temporal correlations (LRTCs, quantified by the Hurst exponent, and the degree/magnitude of multifractal complexity, quantified by the width of the singularity spectrum. Our results demonstrate that multifractal firing patterns of hippocampal spike trains are a marker of functional memory processing, as they are more complex during the working memory task and significantly reduced following administration of memory impairing THC doses. Conversely, LRTCs are largest during resting state recordings, therefore reflecting different information compared to multifractality. In order to deepen conceptual understanding of multifractal complexity and LRTCs, these measures were compared to classical methods using hippocampal frequency content and firing variability measures. These results showed that LRTCs, multifractality, and theta rhythm represent independent processes, while delta rhythm correlated with multifractality. Taken together, these results provide a novel perspective on memory function by demonstrating that the multifractal nature of spike trains reflects hippocampal microcircuit activity that can be used to detect and quantify cognitive, physiological and pathological states.

  13. High values of disorder-generated multifractals and logarithmically correlated processes

    International Nuclear Information System (INIS)

    Fyodorov, Yan V.; Giraud, Olivier

    2015-01-01

    In the introductory section of the article we give a brief account of recent insights into statistics of high and extreme values of disorder-generated multifractals following a recent work by the first author with P. Le Doussal and A. Rosso (FLR) employing a close relation between multifractality and logarithmically correlated random fields. We then substantiate some aspects of the FLR approach analytically for multifractal eigenvectors in the Ruijsenaars–Schneider ensemble (RSE) of random matrices introduced by E. Bogomolny and the second author by providing an ab initio calculation that reveals hidden logarithmic correlations at the background of the disorder-generated multifractality. In the rest we investigate numerically a few representative models of that class, including the study of the highest component of multifractal eigenvectors in the Ruijsenaars–Schneider ensemble

  14. Upper Estimates on the Higher-dimensional Multifractal Spectrum of Local Entropy%局部熵高维重分形谱的上界估计

    Institute of Scientific and Technical Information of China (English)

    严珍珍; 陈二才

    2008-01-01

    We discuss the problem of higher-dimensional multifractal spectrum of lo-cal entropy for arbitrary invariant measures. By utilizing characteristics of a dynam-ical system, namely, higher-dimensional entropy capacities and higher-dimensional correlation entropies, we obtain three upper estimates on the higher-dimensional mul-tifractal spectrum of local entropies. We also study the domain of higher-dimensional multifractal spetrum of entropies.

  15. Multifractional theories: an unconventional review

    Energy Technology Data Exchange (ETDEWEB)

    Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC,Serrano 121, 28006 Madrid (Spain)

    2017-03-27

    We answer to 72 frequently asked questions about theories of multifractional spacetimes. Apart from reviewing and reorganizing what we already know about such theories, we discuss the physical meaning and consequences of the very recent flow-equation theorem on dimensional flow in quantum gravity, in particular its enormous impact on the multifractional paradigm. We will also get new theoretical results about the construction of multifractional derivatives and the symmetries in the yet-unexplored theory T{sub γ}, the resolution of ambiguities in the calculation of the spectral dimension, the relation between the theory T{sub q} with q-derivatives and the theory T{sub γ} with fractional derivatives, the interpretation of complex dimensions in quantum gravity, the frame choice at the quantum level, the physical interpretation of the propagator in T{sub γ} as an infinite superposition of quasiparticle modes, the relation between multifractional theories and quantum gravity, and the issue of renormalization, arguing that power-counting arguments do not capture the exotic properties of extreme UV regimes of multifractional geometry, where T{sub γ} may indeed be renormalizable. A careful discussion of experimental bounds and new constraints are also presented.

  16. Multifractal analysis of oceanic chlorophyll maps remotely sensed from space

    Directory of Open Access Journals (Sweden)

    L. de Montera

    2011-03-01

    Full Text Available Phytoplankton patchiness has been investigated with multifractal analysis techniques. We analyzed oceanic chlorophyll maps, measured by the SeaWiFS orbiting sensor, which are considered to be good proxies for phytoplankton. The study area is the Senegalo-Mauritanian upwelling region, because it has a low cloud cover and high chlorophyll concentrations. Multifractal properties are observed, from the sub-mesoscale up to the mesoscale, and are found to be consistent with the Corssin-Obukhov scale law of passive scalars. This result indicates that, in this specific region and within this scale range, turbulent mixing would be the dominant effect leading to the observed variability of phytoplankton fields. Finally, it is shown that multifractal patchiness can be responsible for significant biases in the nonlinear source and sink terms involved in biogeochemical numerical models.

  17. Coupled uncertainty provided by a multifractal random walker

    International Nuclear Information System (INIS)

    Koohi Lai, Z.; Vasheghani Farahani, S.; Movahed, S.M.S.; Jafari, G.R.

    2015-01-01

    The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates “criticality”. We show how the pairing between two series is affected by rare events, which we call “coupled criticality”. A method is proposed for studying the coupled criticality born out of the interaction between two series, using the bivariate multifractal random walk (BiMRW). This method allows studying dependence of the coupled criticality on the criticality of each individual system. This approach is applied to data sets of gold and oil markets, and inflation and unemployment. - Highlights: • The coupled criticality between two systems is modeled by the bivariate multifractal random walk. • This coupled criticality is generally directed. • This coupled criticality is inversely proportional to the criticality of either of the systems. • The coupled criticality can emerge when at least one of the systems posses a Gaussian distribution

  18. Apparent scale correlations in a random multifractal process

    DEFF Research Database (Denmark)

    Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

    2008-01-01

    We discuss various properties of a homogeneous random multifractal process, which are related to the issue of scale correlations. By design, the process has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based on a coarse......-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several puzzling empirical details...

  19. Weyl and Riemann-Liouville multifractional Ornstein-Uhlenbeck processes

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2007-01-01

    This paper considers two new multifractional stochastic processes, namely the Weyl multifractional Ornstein-Uhlenbeck process and the Riemann-Liouville multifractional Ornstein-Uhlenbeck process. Basic properties of these processes such as locally self-similar property and Hausdorff dimension are studied. The relationship between the multifractional Ornstein-Uhlenbeck processes and the corresponding multifractional Brownian motions is established

  20. Multifractal spectra in homogeneous shear flow

    Science.gov (United States)

    Deane, A. E.; Keefe, L. R.

    1988-01-01

    Employing numerical simulations of 3-D homogeneous shear flow, the associated multifractal spectra of the energy dissipation, scalar dissipation and vorticity fields were calculated. The results for (128) cubed simulations of this flow, and those obtained in recent experiments that analyzed 1- and 2-D intersections of atmospheric and laboratory flows, are in some agreement. A two-scale Cantor set model of the energy cascade process which describes the experimental results from 1-D intersections quite well, describes the 3-D results only marginally.

  1. Fractals and multifractals in physics

    International Nuclear Information System (INIS)

    Arcangelis, L. de.

    1987-01-01

    We present a general introduction to the world of fractals. The attention is mainly devoted to stress how fractals do indeed appear in the real world and to find quantitative methods for characterizing their properties. The idea of multifractality is also introduced and it is presented in more details within the framework of the percolation problem

  2. Multifractal analysis of real and imaginary movements: EEG study

    Science.gov (United States)

    Pavlov, Alexey N.; Maksimenko, Vladimir A.; Runnova, Anastasiya E.; Khramova, Marina V.; Pisarchik, Alexander N.

    2018-04-01

    We study abilities of the wavelet-based multifractal analysis in recognition specific dynamics of electrical brain activity associated with real and imaginary movements. Based on the singularity spectra we analyze electroencephalograms (EEGs) acquired in untrained humans (operators) during imagination of hands movements, and show a possibility to distinguish between the related EEG patterns and the recordings performed during real movements or the background electrical brain activity. We discuss how such recognition depends on the selected brain region.

  3. Variability of multifractal parameters in an urban precipitation monitoring network

    Science.gov (United States)

    Licznar, Paweł; De Michele, Carlo; Dżugaj, Dagmara; Niesobska, Maria

    2014-05-01

    intensities. The empirical multifractal scaling exponent functions were derived, and theoretical universal multifractal model based on Lèvy stochastic variables was applied. The cluster analysis was finally used for the grouping of the precipitation gauges. It was possible to identify groups of similar gauges, as well as to explain the anomalous behavior of some gauges partly by the specific location or the influence of local conditions.

  4. From Mathematical Monsters to Generalized Scale Invariance in Geophysics: Highlights of the Multifractal Saga

    Science.gov (United States)

    Schertzer, D. J.; Tchiguirinskaia, I.; Lovejoy, S.

    2013-12-01

    Fractals and multifractals are very illustrative of the profound synergies between mathematics and geophysics. The book ';Fractal Geometry of Nature' (Mandelbrot, 1982) brilliantly demonstrated the genericity in geophysics of geometric forms like Cantor set, Peano curve and Koch snowflake, which were once considered as mathematical monsters. However, to tame the geophysical monsters (e.g. extreme weather, floods, earthquakes), it was required to go beyond geometry and a unique fractal dimension. The concept of multifractal was coined in the course of rather theoretical debates on intermittency in hydrodynamic turbulence, sometimes with direct links to atmospheric dynamics. The latter required a generalized notion of scale in order to deal both with scale symmetries and strong anisotropies (e.g. time vs. space, vertical vs. horizontal). It was thus possible to show that the consequences of intermittency are of first order, not just 'corrections' with respect to the classical non-intermittent modeling. This was in fact a radical paradigm shift for geophysics: the extreme variability of geophysical fields over wide ranges of scale, which had long been so often acknowledged and deplored, suddenly became handy. Recent illustrations are the possibility to track down in large date sets the Higgs boson of intermittence, i.e. a first order multifractal phase transition leading to self-organized criticality, and to simulate intermittent vector fields with the help of Lie cascades, based for instance on random Clifford algebra. It is rather significant that this revolution is no longer limited to fundamental and theoretical problems of geophysics, but now touches many applications including environmental management, in particular for urban management and resilience. These applications are particularly stimulating when taken in their full complexity.

  5. Lorentz violations in multifractal spacetimes

    Energy Technology Data Exchange (ETDEWEB)

    Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

    2017-05-15

    Using the recent observation of gravitational waves (GW) produced by a black-hole merger, we place a lower bound on the energy above which a multifractal spacetime would display an anomalous geometry and, in particular, violations of Lorentz invariance. In the so-called multifractional theory with q-derivatives, we show that the deformation of dispersion relations is much stronger than in generic quantum-gravity approaches (including loop quantum gravity) and, contrary to the latter, present observations on GWs can place very strong bounds on the characteristic scales at which spacetime deviates from standard Minkowski. The energy at which multifractal effects should become apparent is E{sub *} > 10{sup 14} GeV (thus improving previous bounds by 12 orders of magnitude) when the exponents in the measure are fixed to their central value 1 / 2. We also estimate, for the first time, the effect of logarithmic oscillations in the measure (corresponding to a discrete spacetime structure) and find that they do not change much the bounds obtained in their absence, unless the amplitude of the oscillations is fine tuned. This feature, unavailable in known quantum-gravity scenarios, may help the theory to avoid being ruled out by gamma-ray burst (GRB) observations, for which E{sub *} > 10{sup 17} GeV or greater. (orig.)

  6. Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion

    Science.gov (United States)

    Lin, Jinshan; Chen, Qian

    2013-07-01

    Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always an intractable problem and has attracted considerable attention for a long time. This paper introduces multifractal detrended fluctuation analysis (MF-DFA) to analyze bearing vibration data and proposes a novel method for fault diagnosis of rolling bearings based on MF-DFA and Mahalanobis distance criterion (MDC). MF-DFA, an extension of monofractal DFA, is a powerful tool for uncovering the nonlinear dynamical characteristics buried in nonstationary time series and can capture minor changes of complex system conditions. To begin with, by MF-DFA, multifractality of bearing fault data was quantified with the generalized Hurst exponent, the scaling exponent and the multifractal spectrum. Consequently, controlled by essentially different dynamical mechanisms, the multifractality of four heterogeneous bearing fault data is significantly different; by contrast, controlled by slightly different dynamical mechanisms, the multifractality of homogeneous bearing fault data with different fault diameters is significantly or slightly different depending on different types of bearing faults. Therefore, the multifractal spectrum, as a set of parameters describing multifractality of time series, can be employed to characterize different types and severity of bearing faults. Subsequently, five characteristic parameters sensitive to changes of bearing fault conditions were extracted from the multifractal spectrum and utilized to construct fault features of bearing fault data. Moreover, Hilbert transform based envelope analysis, empirical mode decomposition (EMD) and wavelet transform (WT) were utilized to study the same bearing fault data. Also, the kurtosis and the peak levels of the EMD or the WT component corresponding to the bearing tones in the frequency domain were carefully checked

  7. Multifractal Analysis for the Teichmueller Flow

    Energy Technology Data Exchange (ETDEWEB)

    Meson, Alejandro M., E-mail: meson@iflysib.unlp.edu.ar; Vericat, Fernando, E-mail: vericat@iflysib.unlp.edu.ar [Instituto de Fisica de Liquidos y Sistemas Biologicos (IFLYSIB) CCT-CONICET, La Plata-UNLP and Grupo de Aplicaciones Matematicas y Estadisticas de la Facultad de Ingenieria (GAMEFI) UNLP (Argentina)

    2012-03-15

    We present a multifractal description for Teichmueller flows. A key ingredient to do this is the Rauzy-Veech-Zorich reduction theory, which allows to treat the problem in the setting of suspension flows over subshifts. To perform the multifractal analysis we implement a thermodynamic formalism for suspension flows over countable alphabet subshifts a bit different from that developed by Barreira and Iommi.

  8. Diffusion and scattering in multifractal clouds

    Energy Technology Data Exchange (ETDEWEB)

    Lovejoy, S. [McGill Univ., Montreal, Quebec (Canada); Schertzer, D. [Universite Pierre et Marie Curie, Paris (France); Waston, B. [St. Lawrence Univ., Canton, NY (United States)] [and others

    1996-04-01

    This paper describes investigations of radiative properties of multifractal clouds using two different approaches. In the first, diffusion is considered by examining the scaling properties of one dimensional random walks on media with multifractal diffusivities. The second approach considers the scattering statistics associated with radiative transport.

  9. Modeling dynamic swarms

    KAUST Repository

    Ghanem, Bernard; Ahuja, Narendra

    2013-01-01

    This paper proposes the problem of modeling video sequences of dynamic swarms (DSs). We define a DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal

  10. Multifractal fluctuations in joint angles during infant spontaneous kicking reveal multiplicativity-driven coordination

    International Nuclear Information System (INIS)

    Stephen, Damian G.; Hsu, Wen-Hao; Young, Diana; Saltzman, Elliot L.; Holt, Kenneth G.; Newman, Dava J.; Weinberg, Marc; Wood, Robert J.; Nagpal, Radhika; Goldfield, Eugene C.

    2012-01-01

    Previous research has considered infant spontaneous kicking as a form of exploration. According to this view, spontaneous kicking provides information about motor degrees of freedom and may shape multijoint coordinations for more complex movement patterns such as gait. Recent work has demonstrated that multifractal, multiplicative fluctuations in exploratory movements index energy flows underlying perceptual-motor information. If infant spontaneous kicking is exploratory and occasions an upstream flow of information from the motor periphery, we expected not only that multiplicativity of fluctuations at the hip should promote multiplicativity of fluctuations at more distal joints (i.e., reflecting downstream effects of neural control) but also that multiplicativity at more distal joints should promote multiplicativity at the hip. Multifractal analysis demonstrated that infant spontaneous kicking in four typically developing infants for evidence of multiplicative fluctuations in multiple joint angles along the leg (i.e., hip, knee, and ankle) exhibited multiplicativity. Vector autoregressive modeling demonstrated that only one leg exhibited downstream effects but that both legs exhibited upstream effects. These results confirm the exploratory aspect of infant spontaneous kicking and suggest chaotic dynamics in motor coordination. They also resonate with existing models of chaos-controlled robotics and noise-based interventions for rehabilitating motor coordination in atypically developing patients.

  11. Intermittency and multifractional Brownian character of geomagnetic time series

    Directory of Open Access Journals (Sweden)

    G. Consolini

    2013-07-01

    Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.

  12. Multifractal structures for the Russian stock market

    Science.gov (United States)

    Ikeda, Taro

    2018-02-01

    In this paper, we apply the multifractal detrended fluctuation analysis (MFDFA) to the Russian stock price returns. To the best of our knowledge, this paper is the first to reveal the multifractal structures for the Russian stock market by financial crises. The contributions of the paper are twofold. (i) Finding the multifractal structures for the Russian stock market. The generalized Hurst exponents estimated become highly-nonlinear to the order of the fluctuation functions. (ii) Computing the multifractality degree according to Zunino et al. (2008). We find that the multifractality degree of the Russian stock market can be categorized within emerging markets, however, the Russian 1998 crisis and the global financial crisis dampen the degree when we consider the order of the polynomial trends in the MFDFA.

  13. A Renormalization-Group Interpretation of the Connection between Criticality and Multifractals

    Science.gov (United States)

    Chang, Tom

    2014-05-01

    Turbulent fluctuations in space plasmas beget phenomena of dynamic complexity. It is known that dynamic renormalization group (DRG) may be employed to understand the concept of forced and/or self-organized criticality (FSOC), which seems to describe certain scaling features of space plasma turbulence. But, it may be argued that dynamic complexity is not just a phenomenon of criticality. It is therefore of interest to inquire if DRG may be employed to study complexity phenomena that are distinctly more complicated than dynamic criticality. Power law scaling generally comes about when the DRG trajectory is attracted to the vicinity of a fixed point in the phase space of the relevant dynamic plasma parameters. What happens if the trajectory lies within a domain influenced by more than one single fixed point or more generally if the transformation underlying the DRG is fully nonlinear? The global invariants of the group under such situations (if they exist) are generally not power laws. Nevertheless, as we shall argue, it may still be possible to talk about local invariants that are power laws with the nonlinearity of transformation prescribing a specific phenomenon as crossovers. It is with such concept in mind that we may provide a connection between the properties of dynamic criticality and multifractals from the point of view of DRG (T. Chang, Chapter VII, "An Introduction to Space Plasma Complexity", Cambridge University Press, 2014). An example in terms of the concepts of finite-size scaling (FSS) and rank-ordered multifractal analysis (ROMA) of a toy model shall be provided. Research partially supported by the US National Science Foundation and the European Community's Seventh Framework Programme (FP7/ 2007-2013) under Grant agreement no. 313038/STORM.

  14. Dynamic Latent Classification Model

    DEFF Research Database (Denmark)

    Zhong, Shengtong; Martínez, Ana M.; Nielsen, Thomas Dyhre

    as possible. Motivated by this problem setting, we propose a generative model for dynamic classification in continuous domains. At each time point the model can be seen as combining a naive Bayes model with a mixture of factor analyzers (FA). The latent variables of the FA are used to capture the dynamics...

  15. Identification of mineralized zones in the Zardu area, Kushk SEDEX deposit (Central Iran, based on geological and multifractal modeling

    Directory of Open Access Journals (Sweden)

    Dahooei Ahmad Heidari

    2016-02-01

    Full Text Available The aim of this paper is to delineate the different lead–zinc mineralized zones in the Zardu area of the Kushk zinc–lead stratabound SEDEX deposit, Central Iran, through concentration–volume (C–V modeling of geological and lithogeochemical drillcore data. The geological model demonstrated that the massive sulfide and pyrite+dolomite ore types as main rock types hosting mineralization. The C–V fractal modeling used lead, zinc and iron geochemical data to outline four types of mineralized zones, which were then compared to the mineralized rock types identified in the geological model. ‘Enriched’ mineralized zones contain lead and zinc values higher than 6.93% and 19.95%, respectively, with iron values lower than 12.02%. Areas where lead and zinc values were higher than 1.58% and 5.88%, respectively, and iron grades lower than 22% are labelled “high-grade” mineralized zones, and these zones are linked to massive sulfide and pyrite+dolomite lithologies of the geological model. Weakly mineralized zones, labelled ‘low-grade’ in the C– V model have 0–0.63% lead, 0–3.16% zinc and > 30.19% iron, and are correlated to those lithological units labeled as gangue in the geological model, including shales and dolomites, pyritized dolomites. Finally, a log-ratio matrix was employed to validate the results obtained and check correlations between the geological and fractal modeling. Using this method, a high overall accuracy (OA was confirmed for the correlation between the enriched and high-grade mineralized zones and two lithological units — the massive sulfide and pyrite+dolomite ore types.

  16. Equivalent Dynamic Models.

    Science.gov (United States)

    Molenaar, Peter C M

    2017-01-01

    Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

  17. EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

    Directory of Open Access Journals (Sweden)

    D. Schertzer

    1994-01-01

    Full Text Available 1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3 was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986, NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991, five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents, as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a Fundamentals of multifractals: dimension, codimensions, codimension formalism, b Multifractal estimation techniques: (PDMS, DTM, c Numerical simulations, Generalized Scale Invariance analysis, d Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the

  18. EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

    Science.gov (United States)

    Schertzer, D.; Lovejoy, S.

    1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents), as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a) Fundamentals of multifractals: dimension, codimensions, codimension formalism, b) Multifractal estimation techniques: (PDMS, DTM), c) Numerical simulations, Generalized Scale Invariance analysis, d) Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the conference). This

  19. Geometric correlations and multifractals

    International Nuclear Information System (INIS)

    Amritkar, R.E.

    1991-07-01

    There are many situations where the usual statistical methods are not adequate to characterize correlations in the system. To characterize such situations we introduce mutual correlation dimensions which describe geometric correlations in the system. These dimensions allow us to distinguish between variables which are perfectly correlated with or without a phase lag, variables which are uncorrelated and variables which are partially correlated. We demonstrate the utility of our formalism by considering two examples from dynamical systems. The first example is about the loss of memory in chaotic signals and describes auto-correlations while the second example is about synchronization of chaotic signals and describes cross-correlations. (author). 19 refs, 6 figs

  20. Comparison of the multifractal characteristics of heavy metals in soils within two areas of contrasting economic activities in China

    Science.gov (United States)

    Li, Xiaohui; Li, Xiangling; Yuan, Feng; Jowitt, Simon M.; Zhou, Taofa; Yang, Kui; Zhou, Jie; Hu, Xunyu; Li, Yang

    2016-09-01

    Industrial and agricultural activities can generate heavy metal pollution that can cause a number of negative environmental and health impacts. This means that evaluating heavy metal pollution and identifying the sources of these pollutants, especially in urban or developed areas, is an important first step in mitigating the effects of these contaminating but necessary economic activities. Here, we present the results of a heavy metal (Cu, Pb, Zn, Cd, As, and Hg) soil geochemical survey in Hefei city. We used a multifractal spectral technique to identify and compare the multifractality of heavy metal concentrations of soils within the industrial Daxing and agricultural Yicheng areas. This paper uses three multifractal parameters (Δα, Δf(α), and τ''(1)) to indicate the overall amount of multifractality within the soil geochemical data. The results show all of the elements barring Hg have larger Δα, Δf(α), and τ''(1) values in the Daxing area compared to the Yicheng area. The degree of multifractality suggests that the differing economic activities in Daxing and Yicheng generate very different heavy metal pollution loads. In addition, the industrial Daxing area contains significant Pb and Cd soil contamination, whereas Hg is the main heavy metal present in soils within the Yicheng area, indicating that differing clean-up procedures and approaches to remediating these polluted areas are needed. The results also indicate that multifractal modelling and the associated generation of multifractal parameters can be a useful approach in the evaluation of heavy metal pollution in soils.

  1. Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach

    Science.gov (United States)

    Zhu, Huijian; Zhang, Weiguo

    2018-01-01

    CSI 800 index consists of CSI 500 index and CSI 300 index, aiming to reflect the performance of stocks with large, mid and small size of China A share market. In this paper we analyze the multifractal structure of Chinese stock market in the CSI 800 index based on the multifractal detrended fluctuation analysis (MF-DFA) method. We find that the fluctuation of the closing logarithmic returns have multifractal properties, the shape and width of multifractal spectrum are depended on the weighing order q. More interestingly, we observe a bigger market crash in June-August 2015 than the one in 2008 based on the local Hurst exponents. The result provides important information for further study on dynamic mechanism of return fluctuation and whether it would trigger a new financial crisis.

  2. Models for Dynamic Applications

    DEFF Research Database (Denmark)

    Sales-Cruz, Mauricio; Morales Rodriguez, Ricardo; Heitzig, Martina

    2011-01-01

    This chapter covers aspects of the dynamic modelling and simulation of several complex operations that include a controlled blending tank, a direct methanol fuel cell that incorporates a multiscale model, a fluidised bed reactor, a standard chemical reactor and finally a polymerisation reactor...... be applied to formulate, analyse and solve these dynamic problems and how in the case of the fuel cell problem the model consists of coupledmeso and micro scale models. It is shown how data flows are handled between the models and how the solution is obtained within the modelling environment....

  3. Multifractal structure in Latin-American market indices

    International Nuclear Information System (INIS)

    Zunino, Luciano; Figliola, Alejandra; Tabak, Benjamin M.; Perez, Dario G.; Garavaglia, Mario; Rosso, Osvaldo A.

    2009-01-01

    We study the multifractal nature of daily price and volatility returns of Latin-American stock markets employing the multifractal detrended fluctuation analysis. Comparing with the results obtained for a developed country (US) we conclude that the multifractality degree is higher for emerging markets. Moreover, we propose a stock market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. Finally, we analyze the sources of multifractality quantifying the contributions of two factors, the long-range correlations of the time series and the broad fat-tail distributions. We find that the multifractal structure of Latin-American market indices can be mainly attributed to the latter.

  4. Joint multifractal analysis based on wavelet leaders

    Science.gov (United States)

    Jiang, Zhi-Qiang; Yang, Yan-Hong; Wang, Gang-Jin; Zhou, Wei-Xing

    2017-12-01

    Mutually interacting components form complex systems and these components usually have long-range cross-correlated outputs. Using wavelet leaders, we propose a method for characterizing the joint multifractal nature of these long-range cross correlations; we call this method joint multifractal analysis based on wavelet leaders (MF-X-WL). We test the validity of the MF-X-WL method by performing extensive numerical experiments on dual binomial measures with multifractal cross correlations and bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. Both experiments indicate that MF-X-WL is capable of detecting cross correlations in synthetic data with acceptable estimating errors. We also apply the MF-X-WL method to pairs of series from financial markets (returns and volatilities) and online worlds (online numbers of different genders and different societies) and determine intriguing joint multifractal behavior.

  5. Dynamic term structure models

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller; Meldrum, Andrew

    This paper studies whether dynamic term structure models for US nominal bond yields should enforce the zero lower bound by a quadratic policy rate or a shadow rate specification. We address the question by estimating quadratic term structure models (QTSMs) and shadow rate models with at most four...

  6. Multifractal features of spot rates in the Liquid Petroleum Gas shipping market

    NARCIS (Netherlands)

    Engelen, Steve; Norouzzadeh, Payam; Dullaert, Wout; Rahmani, Bahareh

    We investigate for the first time the spot rate dynamics of Very Large Gas Carriers (VLGCs) by means of multifractal detrended fluctuation analysis (MF-DFA) and rescaled range (R/S) analysis. Both non-parametric methods allow for a rigorous statistical analysis of the freight process by detecting

  7. Dynamic accelerator modeling

    International Nuclear Information System (INIS)

    Nishimura, Hiroshi.

    1993-05-01

    Object-Oriented Programming has been used extensively to model the LBL Advanced Light Source 1.5 GeV electron storage ring. This paper is on the present status of the class library construction with emphasis on a dynamic modeling

  8. Dynamic panel data models

    NARCIS (Netherlands)

    Bun, M.J.G.; Sarafidis, V.

    2013-01-01

    This Chapter reviews the recent literature on dynamic panel data models with a short time span and a large cross-section. Throughout the discussion we considerlinear models with additional endogenous covariates. First we give a broad overview of available inference methods placing emphasis on GMM.

  9. Modeling dynamic swarms

    KAUST Repository

    Ghanem, Bernard

    2013-01-01

    This paper proposes the problem of modeling video sequences of dynamic swarms (DSs). We define a DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal interdependency and stationarity, i.e., the motions are similar in any small spatiotemporal neighborhood. Examples of DS abound in nature, e.g., herds of animals and flocks of birds. To capture the local spatiotemporal properties of the DS, we present a probabilistic model that learns both the spatial layout of swarm elements (based on low-level image segmentation) and their joint dynamics that are modeled as linear transformations. To this end, a spatiotemporal neighborhood is associated with each swarm element, in which local stationarity is enforced both spatially and temporally. We assume that the prior on the swarm dynamics is distributed according to an MRF in both space and time. Embedding this model in a MAP framework, we iterate between learning the spatial layout of the swarm and its dynamics. We learn the swarm transformations using ICM, which iterates between estimating these transformations and updating their distribution in the spatiotemporal neighborhoods. We demonstrate the validity of our method by conducting experiments on real and synthetic video sequences. Real sequences of birds, geese, robot swarms, and pedestrians evaluate the applicability of our model to real world data. © 2012 Elsevier Inc. All rights reserved.

  10. Improved moment scaling estimation for multifractal signals

    Directory of Open Access Journals (Sweden)

    D. Veneziano

    2009-11-01

    Full Text Available A fundamental problem in the analysis of multifractal processes is to estimate the scaling exponent K(q of moments of different order q from data. Conventional estimators use the empirical moments μ^rq=⟨ | εr(τ|q of wavelet coefficients εr(τ, where τ is location and r is resolution. For stationary measures one usually considers "wavelets of order 0" (averages, whereas for functions with multifractal increments one must use wavelets of order at least 1. One obtains K^(q as the slope of log( μ^rq against log(r over a range of r. Negative moments are sensitive to measurement noise and quantization. For them, one typically uses only the local maxima of | εr(τ| (modulus maxima methods. For the positive moments, we modify the standard estimator K^(q to significantly reduce its variance at the expense of a modest increase in the bias. This is done by separately estimating K(q from sub-records and averaging the results. For the negative moments, we show that the standard modulus maxima estimator is biased and, in the case of additive noise or quantization, is not applicable with wavelets of order 1 or higher. For these cases we propose alternative estimators. We also consider the fitting of parametric models of K(q and show how, by splitting the record into sub-records as indicated above, the accuracy of standard methods can be significantly improved.

  11. Multifractality and quantum diffusion from self-consistent theory of localization

    Energy Technology Data Exchange (ETDEWEB)

    Suslov, I. M., E-mail: suslov@kapitza.ras.ru [Kapitza Institute for Physical Problems (Russian Federation)

    2015-11-15

    Multifractal properties of wave functions in a disordered system can be derived from self-consistent theory of localization by Vollhardt and Wölfle. A diagrammatic interpretation of results allows to obtain all scaling relations used in numerical experiments. The arguments are given that the one-loop Wegner result for a space dimension d = 2 + ϵ is exact, so the multifractal spectrum is strictly parabolical. The σ-models are shown to be deficient at the four-loop level and the possible reasons of that are discussed. The extremely slow convergence to the thermodynamic limit is demonstrated. The open question on the relation between multifractality and a spatial dispersion of the diffusion coefficient D(ω, q) is resolved in the compromise manner due to ambiguity of the D(ω, q) definition. Comparison is made with the extensive numerical material.

  12. Corruption dynamics model

    Science.gov (United States)

    Malafeyev, O. A.; Nemnyugin, S. A.; Rylow, D.; Kolpak, E. P.; Awasthi, Achal

    2017-07-01

    The corruption dynamics is analyzed by means of the lattice model which is similar to the three-dimensional Ising model. Agents placed at nodes of the corrupt network periodically choose to perfom or not to perform the act of corruption at gain or loss while making decisions based on the process history. The gain value and its dynamics are defined by means of the Markov stochastic process modelling with parameters established in accordance with the influence of external and individual factors on the agent's gain. The model is formulated algorithmically and is studied by means of the computer simulation. Numerical results are obtained which demonstrate asymptotic behaviour of the corruption network under various conditions.

  13. A multifractal analysis of Asian foreign exchange markets

    Science.gov (United States)

    Oh, G.; Eom, C.; Havlin, S.; Jung, W.-S.; Wang, F.; Stanley, H. E.; Kim, S.

    2012-06-01

    We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States in the period from 1991 until 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronger related to the presence of high values of returns in the series.

  14. Multifractal Analysis of Asian Foreign Exchange Markets and Financial Crisis

    Science.gov (United States)

    Oh, Gabjin; Kwon, Okyu; Jung, Woo-Sung

    2012-02-01

    We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series.

  15. Submicron scale tissue multifractal anisotropy in polarized laser light scattering

    Science.gov (United States)

    Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

    2018-03-01

    The spatial fluctuations of the refractive index within biological tissues exhibit multifractal anisotropy, leaving its signature as a spectral linear diattenuation of scattered polarized light. The multifractal anisotropy has been quantitatively assessed by the processing of relevant Mueller matrix elements in the Fourier domain, utilizing the Born approximation and subsequent multifractal analysis. The differential scaling exponent and width of the singularity spectrum appear to be highly sensitive to the structural multifractal anisotropy at the micron/sub-micron length scales. An immediate practical use of these multifractal anisotropy parameters was explored for non-invasive screening of cervical precancerous alterations ex vivo, with the indication of a strong potential for clinical diagnostic purposes.

  16. Characterizing water fingering phenomena in soils using magnetic resonance imaging and multifractal theory

    Directory of Open Access Journals (Sweden)

    A. Posadas

    2009-02-01

    Full Text Available The study of water movement in soils is of fundamental importance in hydrologic science. It is generally accepted that in most soils, water and solutes flow through unsaturated zones via preferential paths or fingers. This paper combines magnetic resonance imaging (MRI with both fractal and multifractal theory to characterize preferential flow in three dimensions. A cubic double-layer column filled with fine and coarse textured sand was placed into a 500 gauss MRI system. Water infiltration through the column (0.15×0.15×0.15 m3 was recorded in steady state conditions. Twelve sections with a voxel volume of 0.1×0.1×10 mm3 each were obtained and characterized using fractal and multifractal theory. The MRI system provided a detailed description of the preferential flow under steady state conditions and was also useful in understanding the dynamics of the formation of the fingers. The f(α multifractal spectrum was very sensitive to the variation encountered at each horizontally-oriented slice of the column and provided a suitable characterization of the dynamics of the process identifying four spatial domains. In conclusion, MRI and fractal and multifractal analysis were able to characterize and describe the preferential flow process in soils. Used together, the two methods provide a good alternative to study flow transport phenomena in soils and in porous media.

  17. EXOPLANETARY DETECTION BY MULTIFRACTAL SPECTRAL ANALYSIS

    Energy Technology Data Exchange (ETDEWEB)

    Agarwal, Sahil; Wettlaufer, John S. [Program in Applied Mathematics, Yale University, New Haven, CT (United States); Sordo, Fabio Del [Department of Astronomy, Yale University, New Haven, CT (United States)

    2017-01-01

    Owing to technological advances, the number of exoplanets discovered has risen dramatically in the last few years. However, when trying to observe Earth analogs, it is often difficult to test the veracity of detection. We have developed a new approach to the analysis of exoplanetary spectral observations based on temporal multifractality, which identifies timescales that characterize planetary orbital motion around the host star and those that arise from stellar features such as spots. Without fitting stellar models to spectral data, we show how the planetary signal can be robustly detected from noisy data using noise amplitude as a source of information. For observation of transiting planets, combining this method with simple geometry allows us to relate the timescales obtained to primary and secondary eclipse of the exoplanets. Making use of data obtained with ground-based and space-based observations we have tested our approach on HD 189733b. Moreover, we have investigated the use of this technique in measuring planetary orbital motion via Doppler shift detection. Finally, we have analyzed synthetic spectra obtained using the SOAP 2.0 tool, which simulates a stellar spectrum and the influence of the presence of a planet or a spot on that spectrum over one orbital period. We have demonstrated that, so long as the signal-to-noise-ratio ≥ 75, our approach reconstructs the planetary orbital period, as well as the rotation period of a spot on the stellar surface.

  18. Singularity spectra of fractional Brownian motions as a multi-fractal

    International Nuclear Information System (INIS)

    Kim, T.S.; Kim, S.

    2004-01-01

    Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model

  19. To be and not to be: scale correlations in random multifractal processes

    DEFF Research Database (Denmark)

    Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

    We discuss various properties of a random multifractal process, which are related to the issue of scale correlations. By design, the process is homogeneous, non-conservative and has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based...... on a coarse-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several...

  20. Multifractals of investor behavior in stock market

    Science.gov (United States)

    Oh, Gabjin

    2017-07-01

    In this paper, we analyze the nonlinear properties of investor activity using the multifractal detrended fluctuation analysis (MF-DFA) method. Using the aggregated trading volumes of buying, selling, and normalized net investor trading (NIT) to quantify the characteristics of trader behavior in the KOSPI market, we find that the cumulative distribution functions of all NIT time series, except for individual traders, follow a power-law distribution with an exponent in the range of 2.92 ≤ γ ≤ 3.87. To observe the nonlinear features of investor activity, we also calculate the multifractal spectra for the buyer, seller, and NIT data sets and find that a multifractal structure exists in all of the data, regardless of the investor type studied.

  1. Correlation and multifractality in climatological time series

    International Nuclear Information System (INIS)

    Pedron, I T

    2010-01-01

    Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

  2. DYNAMIC LOAD DAMPER MODELING

    Directory of Open Access Journals (Sweden)

    Loktev Aleksey Alekseevich

    2013-01-01

    Full Text Available The authors present their findings associated with their modeling of a dynamic load damper. According to the authors, the damper is to be installed onto a structure or its element that may be exposed to impact, vibration or any other dynamic loading. The damper is composed of paralleled or consecutively connected viscous and elastic elements. The authors study the influence of viscosity and elasticity parameters of the damper produced onto the regular displacement of points of the structure to be protected and onto the regular acceleration transmitted immediately from the damper to the elements positioned below it.

  3. Multifractal properties of resistor diode percolation.

    Science.gov (United States)

    Stenull, Olaf; Janssen, Hans-Karl

    2002-03-01

    Focusing on multifractal properties we investigate electric transport on random resistor diode networks at the phase transition between the nonpercolating and the directed percolating phase. Building on first principles such as symmetries and relevance we derive a field theoretic Hamiltonian. Based on this Hamiltonian we determine the multifractal moments of the current distribution that are governed by a family of critical exponents [psi(l)]. We calculate the family [psi(l)] to two-loop order in a diagrammatic perturbation calculation augmented by renormalization group methods.

  4. Dynamic wake meandering modeling

    Energy Technology Data Exchange (ETDEWEB)

    Larsen, Gunner C.; Aagaard Madsen, H.; Bingoel, F. (and others)

    2007-06-15

    We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a stochastic model of the downstream wake meandering is formulated. In addition to the kinematic formulation of the dynamics of the 'meandering frame of reference', models characterizing the mean wake deficit as well as the added wake turbulence, described in the meandering frame of reference, are an integrated part the model complex. For design applications, the computational efficiency of wake deficit prediction is a key issue. Two computationally low cost models are developed for this purpose. The character of the added wake turbulence, generated by the up-stream turbine in the form of shed and trailed vorticity, has been approached by analytical as well as by numerical studies. The dynamic wake meandering philosophy has been verified by comparing model predictions with extensive full-scale measurements. These comparisons have demonstrated good agreement, both qualitatively and quantitatively, concerning both flow characteristics and turbine load characteristics. Contrary to previous attempts to model wake loading, the dynamic wake meandering approach opens for a unifying description in the sense that turbine power and load aspects can be treated simultaneously. This capability is a direct and attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as

  5. Dynamical chiral bag model

    International Nuclear Information System (INIS)

    Colanero, K.; Chu, M.-C.

    2002-01-01

    We study a dynamical chiral bag model, in which massless fermions are confined within an impenetrable but movable bag coupled to meson fields. The self-consistent motion of the bag is obtained by solving the equations of motion exactly assuming spherical symmetry. When the bag interacts with an external meson wave we find three different kinds of resonances: fermionic, geometric, and σ resonances. We discuss the phenomenological implications of our results

  6. Model for macroevolutionary dynamics.

    Science.gov (United States)

    Maruvka, Yosef E; Shnerb, Nadav M; Kessler, David A; Ricklefs, Robert E

    2013-07-02

    The highly skewed distribution of species among genera, although challenging to macroevolutionists, provides an opportunity to understand the dynamics of diversification, including species formation, extinction, and morphological evolution. Early models were based on either the work by Yule [Yule GU (1925) Philos Trans R Soc Lond B Biol Sci 213:21-87], which neglects extinction, or a simple birth-death (speciation-extinction) process. Here, we extend the more recent development of a generic, neutral speciation-extinction (of species)-origination (of genera; SEO) model for macroevolutionary dynamics of taxon diversification. Simulations show that deviations from the homogeneity assumptions in the model can be detected in species-per-genus distributions. The SEO model fits observed species-per-genus distributions well for class-to-kingdom-sized taxonomic groups. The model's predictions for the appearance times (the time of the first existing species) of the taxonomic groups also approximately match estimates based on molecular inference and fossil records. Unlike estimates based on analyses of phylogenetic reconstruction, fitted extinction rates for large clades are close to speciation rates, consistent with high rates of species turnover and the relatively slow change in diversity observed in the fossil record. Finally, the SEO model generally supports the consistency of generic boundaries based on morphological differences between species and provides a comparator for rates of lineage splitting and morphological evolution.

  7. RETRAN dynamic slip model

    International Nuclear Information System (INIS)

    McFadden, J.H.; Paulsen, M.P.; Gose, G.C.

    1981-01-01

    Thermal-hydraulic codes in general use for system calculations are based on extensive analyses of loss-of-coolant accidents following the postulated rupture of a large coolant pipe. In this study, time-dependent equation for the slip velocity in a two-phase flow condition has been incorporated into the RETRAN-02 computer code. This model addition was undertaken to remove a limitation in RETRAN-01 associated with the homogeneous equilibrium mixture model. The dynamic slip equation was derived from a set of two-fluid conservation equations. 18 refs

  8. Characterizing slope morphology using multifractal technique: a study from the western continental margin of India.

    Digital Repository Service at National Institute of Oceanography (India)

    Chakraborty, B.; Karisiddaiah, S.M.; Menezes, A.A.A.; Haris, K.; Gokul, G.S.; Fernandes, W.A.; Kavitha, G.

    margin of India. Geo-Mar Lett 26: 114–119. doi: 10.1007/s00367-006-0022-6 Cheng Q, Agterberg FP (1996) Comparison between two types of multifractal modeling. Math Geol 28 (8): 1001–1015 Dandapath S, Chakraborty B, Maslov N, Karisiddaiah SM...

  9. Contact dynamics math model

    Science.gov (United States)

    Glaese, John R.; Tobbe, Patrick A.

    1986-01-01

    The Space Station Mechanism Test Bed consists of a hydraulically driven, computer controlled six degree of freedom (DOF) motion system with which docking, berthing, and other mechanisms can be evaluated. Measured contact forces and moments are provided to the simulation host computer to enable representation of orbital contact dynamics. This report describes the development of a generalized math model which represents the relative motion between two rigid orbiting vehicles. The model allows motion in six DOF for each body, with no vehicle size limitation. The rotational and translational equations of motion are derived. The method used to transform the forces and moments from the sensor location to the vehicles' centers of mass is also explained. Two math models of docking mechanisms, a simple translational spring and the Remote Manipulator System end effector, are presented along with simulation results. The translational spring model is used in an attempt to verify the simulation with compensated hardware in the loop results.

  10. Anti-correlation and multifractal features of Spain electricity spot market

    NARCIS (Netherlands)

    Norouzzadeh, Payam; Dullaert, W.; Rahmani, Bahareh

    2007-01-01

    We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal

  11. Multifractal and higher-dimensional zeta functions

    International Nuclear Information System (INIS)

    Véhel, Jacques Lévy; Mendivil, Franklin

    2011-01-01

    In this paper, we generalize the zeta function for a fractal string (as in Lapidus and Frankenhuijsen 2006 Fractal Geometry, Complex Dimensions and Zeta Functions: Geometry and Spectra of Fractal Strings (New York: Springer)) in several directions. We first modify the zeta function to be associated with a sequence of covers instead of the usual definition involving gap lengths. This modified zeta function allows us to define both a multifractal zeta function and a zeta function for higher-dimensional fractal sets. In the multifractal case, the critical exponents of the zeta function ζ(q, s) yield the usual multifractal spectrum of the measure. The presence of complex poles for ζ(q, s) indicates oscillations in the continuous partition function of the measure, and thus gives more refined information about the multifractal spectrum of a measure. In the case of a self-similar set in R n , the modified zeta function yields asymptotic information about both the 'box' counting function of the set and the n-dimensional volume of the ε-dilation of the set

  12. Multifractality and value-at-risk forecasting of exchange rates

    Science.gov (United States)

    Batten, Jonathan A.; Kinateder, Harald; Wagner, Niklas

    2014-05-01

    This paper addresses market risk prediction for high frequency foreign exchange rates under nonlinear risk scaling behaviour. We use a modified version of the multifractal model of asset returns (MMAR) where trading time is represented by the series of volume ticks. Our dataset consists of 138,418 5-min round-the-clock observations of EUR/USD spot quotes and trading ticks during the period January 5, 2006 to December 31, 2007. Considering fat-tails, long-range dependence as well as scale inconsistency with the MMAR, we derive out-of-sample value-at-risk (VaR) forecasts and compare our approach to historical simulation as well as a benchmark GARCH(1,1) location-scale VaR model. Our findings underline that the multifractal properties in EUR/USD returns in fact have notable risk management implications. The MMAR approach is a parsimonious model which produces admissible VaR forecasts at the 12-h forecast horizon. For the daily horizon, the MMAR outperforms both alternatives based on conditional as well as unconditional coverage statistics.

  13. Multifractal rainfall extremes: Theoretical analysis and practical estimation

    International Nuclear Information System (INIS)

    Langousis, Andreas; Veneziano, Daniele; Furcolo, Pierluigi; Lepore, Chiara

    2009-01-01

    We study the extremes generated by a multifractal model of temporal rainfall and propose a practical method to estimate the Intensity-Duration-Frequency (IDF) curves. The model assumes that rainfall is a sequence of independent and identically distributed multiplicative cascades of the beta-lognormal type, with common duration D. When properly fitted to data, this simple model was found to produce accurate IDF results [Langousis A, Veneziano D. Intensity-duration-frequency curves from scaling representations of rainfall. Water Resour Res 2007;43. (doi:10.1029/2006WR005245)]. Previous studies also showed that the IDF values from multifractal representations of rainfall scale with duration d and return period T under either d → 0 or T → ∞, with different scaling exponents in the two cases. We determine the regions of the (d, T)-plane in which each asymptotic scaling behavior applies in good approximation, find expressions for the IDF values in the scaling and non-scaling regimes, and quantify the bias when estimating the asymptotic power-law tail of rainfall intensity from finite-duration records, as was often done in the past. Numerically calculated exact IDF curves are compared to several analytic approximations. The approximations are found to be accurate and are used to propose a practical IDF estimation procedure.

  14. Entropy and Multifractality in Relativistic Ion-Ion Collisions

    Directory of Open Access Journals (Sweden)

    Shaista Khan

    2018-01-01

    Full Text Available Entropy production in multiparticle systems is investigated by analyzing the experimental data on ion-ion collisions at AGS and SPS energies and comparing the findings with those reported earlier for hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. It is observed that the entropy produced in limited and full phase space, when normalized to maximum rapidity, exhibits a kind of scaling which is nicely supported by Monte Carlo model HIJING. Using Rényi’s order q information entropy, multifractal characteristics of particle production are examined in terms of generalized dimensions, Dq. Nearly the same values of multifractal specific heat, c, observed in hadronic and ion-ion collisions over a wide range of incident energies suggest that the quantity c might be used as a universal characteristic of multiparticle production in hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. The analysis is extended to the study of spectrum of scaling indices. The findings reveal that Rényi’s order q information entropy could be another way to investigate the fluctuations in multiplicity distributions in terms of spectral function f(α, which has been argued to be a convenient function for comparison sake not only among different experiments but also between the data and theoretical models.

  15. Cosmic microwave background and inflation in multi-fractional spacetimes

    Energy Technology Data Exchange (ETDEWEB)

    Calcagni, Gianluca [Instituto de Estructura de la Materia,CSIC, Serrano 121, 28006 Madrid (Spain); Kuroyanagi, Sachiko [Department of Physics, Nagoya University,Chikusa, Nagoya 464-8602 (Japan); Institute for Advanced Research, Nagoya University,Chikusa, Nagoya 464-8602 (Japan); Tsujikawa, Shinji [Department of Physics, Faculty of Science, Tokyo University of Science,1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601 (Japan)

    2016-08-18

    We use FIRAS and Planck 2015 data to place observational bounds on inflationary scenarios in multi-fractional spacetimes with q-derivatives. While a power-law expansion in the geometric time coordinate is subject to the usual constraints from the tensor-to-scalar ratio, model-independent best fits of the black-body and scalar spectra yield upper limits on the free parameters of the multi-fractal measure of the theory. When the measure describing the fractal spacetime geometry is non-oscillating, information on the CMB black-body spectrum places constraints on the theory independent from but weaker than those obtained from the Standard Model, astrophysical gravitational waves and gamma-ray bursts (GRBs). When log oscillations are included and the measure describes a discrete fractal spacetime at microscopic scales, we obtain the first observational constraints on the amplitudes of such oscillations and find, in general, strong constraints on the multi-scale geometry and on the dimension of space. These results complete the scan and reduction of the parameter space of the theory. Black-body bounds are obtained also for the theory with weighted derivatives.

  16. Cosmic microwave background and inflation in multi-fractional spacetimes

    International Nuclear Information System (INIS)

    Calcagni, Gianluca; Kuroyanagi, Sachiko; Tsujikawa, Shinji

    2016-01-01

    We use FIRAS and Planck 2015 data to place observational bounds on inflationary scenarios in multi-fractional spacetimes with q-derivatives. While a power-law expansion in the geometric time coordinate is subject to the usual constraints from the tensor-to-scalar ratio, model-independent best fits of the black-body and scalar spectra yield upper limits on the free parameters of the multi-fractal measure of the theory. When the measure describing the fractal spacetime geometry is non-oscillating, information on the CMB black-body spectrum places constraints on the theory independent from but weaker than those obtained from the Standard Model, astrophysical gravitational waves and gamma-ray bursts (GRBs). When log oscillations are included and the measure describes a discrete fractal spacetime at microscopic scales, we obtain the first observational constraints on the amplitudes of such oscillations and find, in general, strong constraints on the multi-scale geometry and on the dimension of space. These results complete the scan and reduction of the parameter space of the theory. Black-body bounds are obtained also for the theory with weighted derivatives.

  17. Multifractal analysis of managed and independent float exchange rates

    Science.gov (United States)

    Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; Stanley, H. Eugene

    2015-06-01

    We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition from managed to independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market efficiency. The observed changes are more pronounced for developed countries that have a well established trading market. After shuffling the series, we find that the multifractality is due to both probability density function and long term correlations for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability density function.

  18. The general dynamic model

    DEFF Research Database (Denmark)

    Borregaard, Michael K.; Matthews, Thomas J.; Whittaker, Robert James

    2016-01-01

    Aim: Island biogeography focuses on understanding the processes that underlie a set of well-described patterns on islands, but it lacks a unified theoretical framework for integrating these processes. The recently proposed general dynamic model (GDM) of oceanic island biogeography offers a step...... towards this goal. Here, we present an analysis of causality within the GDM and investigate its potential for the further development of island biogeographical theory. Further, we extend the GDM to include subduction-based island arcs and continental fragment islands. Location: A conceptual analysis...... of evolutionary processes in simulations derived from the mechanistic assumptions of the GDM corresponded broadly to those initially suggested, with the exception of trends in extinction rates. Expanding the model to incorporate different scenarios of island ontogeny and isolation revealed a sensitivity...

  19. Avalanching Systems with Longer Range Connectivity: Occurrence of a Crossover Phenomenon and Multifractal Finite Size Scaling

    Directory of Open Access Journals (Sweden)

    Simone Benella

    2017-07-01

    Full Text Available Many out-of-equilibrium systems respond to external driving with nonlinear and self-similar dynamics. This near scale-invariant behavior of relaxation events has been modeled through sand pile cellular automata. However, a common feature of these models is the assumption of a local connectivity, while in many real systems, we have evidence for longer range connectivity and a complex topology of the interacting structures. Here, we investigate the role that longer range connectivity might play in near scale-invariant systems, by analyzing the results of a sand pile cellular automaton model on a Newman–Watts network. The analysis clearly indicates the occurrence of a crossover phenomenon in the statistics of the relaxation events as a function of the percentage of longer range links and the breaking of the simple Finite Size Scaling (FSS. The more complex nature of the dynamics in the presence of long-range connectivity is investigated in terms of multi-scaling features and analyzed by the Rank-Ordered Multifractal Analysis (ROMA.

  20. Multifractal Detrended Fluctuation Analysis of Human gait Diseases

    Directory of Open Access Journals (Sweden)

    Srimonti eDutta

    2013-10-01

    Full Text Available IIn this paper multifractal detrended fluctuation analysis is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality. The study reveals that the degree of multifractality is more for normal set compared to diseased set. However the method fails to distinguish between the two diseased sets.

  1. Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

    Science.gov (United States)

    Zhuang, Xiaoyang; Wei, Yu; Ma, Feng

    2015-07-01

    In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.

  2. Study on multi-fractal fault diagnosis based on EMD fusion in hydraulic engineering

    International Nuclear Information System (INIS)

    Lu, Shibao; Wang, Jianhua; Xue, Yangang

    2016-01-01

    Highlights: • The measured shafting vibration data signal of the hydroelectric generating set is acquired through EMD. • The vibration signal waveform is identified and purified with EMD to obtain approximation coefficient of various fault signals. • The multi-fractal spectrum provides the distributed geometrical or probabilistic information of point. • EMD provides the real information for the next subsequent analysis and recognition. - Abstract: The vibration signal analysis of the hydraulic turbine unit aims at extracting the characteristic information of the unit vibration. The effective signal processing and information extraction are the key to state monitoring and fault diagnosis of the hydraulic turbine unit. In this paper, the vibration fault diagnosis model is established, which combines EMD, multi-fractal spectrum and modified BP neural network; the vibration signal waveform is identified and purified with EMD to obtain approximation coefficient of various fault signals; the characteristic vector of the vibration fault is acquired with the multi-fractal spectrum algorithm, which is classified and identified as input vector of BP neural network. The signal characteristics are extracted through the waveform, the diagnosis and identification are carried out in combination of the multi-fractal spectrum to provide a new method for fault diagnosis of the hydraulic turbine unit. After the application test, the results show that the method can improve the intelligence and humanization of diagnosis, enhance the man–machine interaction, and produce satisfactory identification result.

  3. Multifractal characteristics of multiparticle production in heavy-ion collisions at SPS energies

    Science.gov (United States)

    Khan, Shaista; Ahmad, Shakeel

    Entropy, dimensions and other multifractal characteristics of multiplicity distributions of relativistic charged hadrons produced in ion-ion collisions at SPS energies are investigated. The analysis of the experimental data is carried out in terms of phase space bin-size dependence of multiplicity distributions following the Takagi’s approach. Yet another method is also followed to study the multifractality which, is not related to the bin-width and (or) the detector resolution, rather involves multiplicity distribution of charged particles in full phase space in terms of information entropy and its generalization, Rényi’s order-q information entropy. The findings reveal the presence of multifractal structure — a remarkable property of the fluctuations. Nearly constant values of multifractal specific heat “c” estimated by the two different methods of analysis followed indicate that the parameter “c” may be used as a universal characteristic of the particle production in high energy collisions. The results obtained from the analysis of the experimental data agree well with the predictions of Monte Carlo model AMPT.

  4. Multi-time, multi-scale correlation functions in turbulence and in turbulent models

    NARCIS (Netherlands)

    Biferale, L.; Boffetta, G.; Celani, A.; Toschi, F.

    1999-01-01

    A multifractal-like representation for multi-time, multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of the dynamical constraints due to the equations of motion is

  5. Dynamic Linear Models with R

    CERN Document Server

    Campagnoli, Patrizia; Petris, Giovanni

    2009-01-01

    State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.

  6. GIS and dynamic phenomena modeling

    Czech Academy of Sciences Publication Activity Database

    Klimešová, Dana

    2006-01-01

    Roč. 4, č. 4 (2006), s. 11-15 ISSN 0139-570X Institutional research plan: CEZ:AV0Z10750506 Keywords : dynamic modelling * temporal analysis * dynamics evaluation * temporal space Subject RIV: BC - Control Systems Theory

  7. Multifractal characteristics of optical turbulence measured through a single beam holographic process

    OpenAIRE

    Perez, Dario G.; Barille, Regis; Morille, Yohann; Zielinska, Sonia; Ortyl, Ewelina

    2014-01-01

    We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a relation between the refractive index structure constant C2 as a function of the surface parameters was obtained. In this work, we show that these films capture much more information about the turbulence dynamics. Multifractal detrended fluctuation and fractal ...

  8. Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets

    Science.gov (United States)

    Zeng, Yayun; Wang, Jun; Xu, Kaixuan

    2017-04-01

    A new financial agent-based time series model is developed and investigated by multiscale-continuum percolation system, which can be viewed as an extended version of continuum percolation system. In this financial model, for different parameters of proportion and density, two Poisson point processes (where the radii of points represent the ability of receiving or transmitting information among investors) are applied to model a random stock price process, in an attempt to investigate the fluctuation dynamics of the financial market. To validate its effectiveness and rationality, we compare the statistical behaviors and the multifractal behaviors of the simulated data derived from the proposed model with those of the real stock markets. Further, the multiscale sample entropy analysis is employed to study the complexity of the returns, and the cross-sample entropy analysis is applied to measure the degree of asynchrony of return autocorrelation time series. The empirical results indicate that the proposed financial model can simulate and reproduce some significant characteristics of the real stock markets to a certain extent.

  9. A multifractal formalism for countable alphabet subshifts

    International Nuclear Information System (INIS)

    Meson, Alejandro; Vericat, Fernando

    2009-01-01

    We study here the multifractal spectrum of local entropies for subshifts with an infinite alphabet. The description of this spectrum is obtained from the Legendre transform of a free energy map and Gibbs states associated with adequate potentials. The lack of compactness in the symbolic space necessitates modifications to the description for the compact case, i.e. for finite alphabet. In particular, the class of potentials must be restricted to a narrower one than that considered for the compact case

  10. Modelling dynamic roughness during floods

    NARCIS (Netherlands)

    Paarlberg, Andries; Dohmen-Janssen, Catarine M.; Hulscher, Suzanne J.M.H.; Termes, A.P.P.

    2007-01-01

    In this paper, we present a dynamic roughness model to predict water levels during floods. Hysteresis effects of dune development are explicitly included. It is shown that differences between the new dynamic roughness model, and models where the roughness coefficient is calibrated, are most

  11. Econophysics vs Cardiophysics: the Dual Face of Multifractality

    NARCIS (Netherlands)

    Z.R. Struzik

    2003-01-01

    textabstractMultifractality in physiological time series and notably in human adult heart rate has been primarily attributed to the Fourier phase ordering of the signal [1]. In contrast, the primary cause for the width of the multifractal spectrum in financial time series has recently been connected

  12. Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

    International Nuclear Information System (INIS)

    Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

    2009-01-01

    The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.

  13. Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

    Directory of Open Access Journals (Sweden)

    Gang-Jin Wang

    2014-01-01

    Full Text Available We supply a new perspective to describe and understand the behavior of cross-correlations between energy and emissions markets. Namely, we investigate cross-correlations between oil and gas (Oil-Gas, oil and CO2 (Oil-CO2, and gas and CO2 (Gas-CO2 based on fractal and multifractal analysis. We focus our study on returns of the oil, gas, and CO2 during the period of April 22, 2005–April 30, 2013. In the empirical analysis, by using the detrended cross-correlation analysis (DCCA method, we find that cross-correlations for Oil-Gas, Oil-CO2, and Gas-CO2 obey a power-law and are weakly persistent. Then, we adopt the method of DCCA cross-correlation coefficient to quantify cross-correlations between energy and emissions markets. The results show that their cross-correlations are diverse at different time scales. Next, based on the multifractal DCCA method, we find that cross-correlated markets have the nonlinear and multifractal nature and that the multifractality strength for three cross-correlated markets is arranged in the order of Gas-CO2 > Oil-Gas > Oil-CO2. Finally, by employing the rolling windows method, which can be used to investigate time-varying cross-correlation scaling exponents, we analyze short-term and long-term market dynamics and find that the recent global financial crisis has a notable influence on short-term and long-term market dynamics.

  14. Hybrid dynamics for currency modeling

    OpenAIRE

    Theodosopoulos, Ted; Trifunovic, Alex

    2006-01-01

    We present a simple hybrid dynamical model as a tool to investigate behavioral strategies based on trend following. The multiplicative symbolic dynamics are generated using a lognormal diffusion model for the at-the-money implied volatility term structure. Thus, are model exploits information from derivative markets to obtain qualititative properties of the return distribution for the underlier. We apply our model to the JPY-USD exchange rate and the corresponding 1mo., 3mo., 6mo. and 1yr. im...

  15. Multifractal analysis of electronic transitions in a family of quasiperiodic potentials

    International Nuclear Information System (INIS)

    Thakur, P.K.; Brouers, F.; Ananthakrishna, G.

    1989-12-01

    We analyze the nature of extended, localized and critical states in an extension of the Aubry model where mobility edges have been reported. We calculate the multifractal spectra of exact eigenstates of this model for varying chain lengths and confirm the existence of mobility edges. Moreover we are able to show that the localized states can exhibit a behaviour rather different from the usual exponentially decaying states in a random potential. Lyapounov exponents or participation ratios are unable to produce such information. Our results also indicate that a stable multifractal distribution is a general feature of crossovers of states of different nature. This conjecture should be confirmed in other models. (author). 17 refs, 8 figs

  16. Multifractal features of spot rates in the Liquid Petroleum Gas shipping market

    International Nuclear Information System (INIS)

    Engelen, Steve; Norouzzadeh, Payam; Rahmani, Bahareh; Dullaert, Wout

    2011-01-01

    We investigate for the first time the spot rate dynamics of Very Large Gas Carriers (VLGCs) by means of multifractal detrended fluctuation analysis (MF-DFA) and rescaled range (R/S) analysis. Both non-parametric methods allow for a rigorous statistical analysis of the freight process by detecting correlation, scaling and fluctuation behavior regardless of nonlinearity issues. By applying different data-frequencies and a temporal framework, the Hurst exponents indicate that freight rates exhibit trend-reinforcement and persistence subject to limited time-dependency and controlled volatility. The found long-range dependence corroborates that a predictive freight model can be built undermining the efficient market hypothesis. Memory effects seem to each time build up until they are interrupted by seasonal transitions, stochastic events or cycles which all spark a sudden loss in correlations or increase in nonlinearities. The surrogate and shuffling data procedures demonstrate that, dependent on the data-frequency used, memory effects and fat-tail distributions should be contained differently in freight rate models. (author)

  17. Computer Modelling of Dynamic Processes

    Directory of Open Access Journals (Sweden)

    B. Rybakin

    2000-10-01

    Full Text Available Results of numerical modeling of dynamic problems are summed in the article up. These problems are characteristic for various areas of human activity, in particular for problem solving in ecology. The following problems are considered in the present work: computer modeling of dynamic effects on elastic-plastic bodies, calculation and determination of performances of gas streams in gas cleaning equipment, modeling of biogas formation processes.

  18. Multifractal analysis of the Korean agricultural market

    Science.gov (United States)

    Kim, Hongseok; Oh, Gabjin; Kim, Seunghwan

    2011-11-01

    We have studied the long-term memory effects of the Korean agricultural market using the detrended fluctuation analysis (DFA) method. In general, the return time series of various financial data, including stock indices, foreign exchange rates, and commodity prices, are uncorrelated in time, while the volatility time series are strongly correlated. However, we found that the return time series of Korean agricultural commodity prices are anti-correlated in time, while the volatility time series are correlated. The n-point correlations of time series were also examined, and it was found that a multifractal structure exists in Korean agricultural market prices.

  19. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

    Science.gov (United States)

    Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; Yoon, Seong-Min

    2017-10-01

    This study challenges the efficient market hypothesis, relying on the Dow Jones sector Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst exponent and multifractal detrended fluctuation analysis (MF-DFA) methods, using daily data over the timespan from 2000 to 2015. We compare the sector ETF indices in terms of market efficiency between short- and long-run horizons, small and large fluctuations, and before and after the global financial crisis (GFC). Our findings can be summarized as follows. First, there is clear evidence that the sector ETF markets are multifractal in nature. We also find a crossover in the multifractality of sector ETF market dynamics. Second, the utilities and consumer goods sector ETF markets are more efficient compared with the financial and telecommunications sector ETF markets, in terms of price prediction. Third, there are noteworthy discrepancies in terms of market efficiency, between the short- and long-term horizons. Fourth, the ETF market efficiency is considerably diminished after the global financial crisis.

  20. Classification of Prolapsed Mitral Valve versus Healthy Heart from Phonocardiograms by Multifractal Analysis

    Directory of Open Access Journals (Sweden)

    Ana Gavrovska

    2013-01-01

    Full Text Available Phonocardiography has shown a great potential for developing low-cost computer-aided diagnosis systems for cardiovascular monitoring. So far, most of the work reported regarding cardiosignal analysis using multifractals is oriented towards heartbeat dynamics. This paper represents a step towards automatic detection of one of the most common pathological syndromes, so-called mitral valve prolapse (MVP, using phonocardiograms and multifractal analysis. Subtle features characteristic for MVP in phonocardiograms may be difficult to detect. The approach for revealing such features should be locally based rather than globally based. Nevertheless, if their appearances are specific and frequent, they can affect a multifractal spectrum. This has been the case in our experiment with the click syndrome. Totally, 117 pediatric phonocardiographic recordings (PCGs, 8 seconds long each, obtained from 117 patients were used for PMV automatic detection. We propose a two-step algorithm to distinguish PCGs that belong to children with healthy hearts and children with prolapsed mitral valves (PMVs. Obtained results show high accuracy of the method. We achieved 96.91% accuracy on the dataset (97 recordings. Additionally, 90% accuracy is achieved for the evaluation dataset (20 recordings. Content of the datasets is confirmed by the echocardiographic screening.

  1. Price-volume multifractal analysis of the Moroccan stock market

    Science.gov (United States)

    El Alaoui, Marwane

    2017-11-01

    In this paper, we analyzed price-volume multifractal cross-correlations of Moroccan Stock Exchange. We chose the period from January 1st 2000 to January 20th 2017 to investigate the multifractal behavior of price change and volume change series. Then, we used multifractal detrended cross-correlations analysis method (MF-DCCA) and multifractal detrended fluctuation analysis (MF-DFA) to analyze the series. We computed bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively cross-correlations. Furthermore, we used detrended cross-correlations coefficient (DCCA) and cross-correlation test (Q(m)) to analyze cross-correlation quantitatively and qualitatively. By analyzing results, we found existence of price-volume multifractal cross-correlations. The spectrum width has a strong multifractal cross-correlation. We remarked that volume change series is anti-persistent when we analyzed the generalized Hurst exponent for all moments q. The cross-correlation test showed the presence of a significant cross-correlation. However, DCCA coefficient had a small positive value, which means that the level of correlation is not very significant. Finally, we analyzed sources of multifractality and their degree of contribution in the series.

  2. Alternative measure of multifractal content and its application in finance

    International Nuclear Information System (INIS)

    Grech, Dariusz

    2016-01-01

    An alternative method for analysis of multifractal properties of time series is provided. We propose a new kind of measure of multifractality strength which takes into account the behavior of multifractal profile of the generalized Hurst exponent h(q) for all moment orders q and is not limited only to the edge values of moment orders describing the scaling properties of smallest and largest fluctuations of a given signal in multifractal detrended fluctuation analysis (MFDFA). The meaning of this new measure is clarified and its performance is investigated for synthetic multifractal data and also for examples of real signals originating from stock markets. We provide also the interpretation of the alternative method following the scaling law that links together the geometric mean value of properly normalized standard q-fluctuation function F"2(q; τ) in MFDFA and the window length τ in which detrending of a signal is performed. We discuss in this context the influence of multifractal bias on the new measure, i.e., the influence of effects which give similar observed features as multiscaling properties however, are not generated by temporal multiscaling autocorrelation in data. It is shown that the proposed alternative measure is robust in some extend to nonstationarity in data. As a result one may avoid problems with interpretation of multifractal profile h(q) encountered in many real nonstationary signals investigated in the standard way.

  3. Structural dynamic modifications via models

    Indian Academy of Sciences (India)

    The study shows that as many as half of the matrix ... the dynamicist's analytical modelling skill which would appear both in the numerator as. Figure 2. ..... Brandon J A 1990 Strategies for structural dynamic modification (New York: John Wiley).

  4. Dynamic programming models and applications

    CERN Document Server

    Denardo, Eric V

    2003-01-01

    Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, more. 1982 edition.

  5. Dynamical models of the Galaxy

    Directory of Open Access Journals (Sweden)

    McMillan P.J.

    2012-02-01

    Full Text Available I discuss the importance of dynamical models for exploiting survey data, focusing on the advantages of “torus” models. I summarize a number of applications of these models to the study of the Milky Way, including the determination of the peculiar Solar velocity and investigation of the Hyades moving group.

  6. Characterization of turbulence stability through the identification of multifractional Brownian motions

    Science.gov (United States)

    Lee, K. C.

    2013-02-01

    Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

  7. Characterization of turbulence stability through the identification of multifractional Brownian motions

    Directory of Open Access Journals (Sweden)

    K. C. Lee

    2013-02-01

    Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

  8. Aging in autonomic control by multifractal studies of cardiac interbeat intervals in the VLF band

    International Nuclear Information System (INIS)

    Makowiec, Danuta; Kryszewski, Stanisław; Rynkiewicz, Andrzej; Wdowczyk-Szulc, Joanna; Żarczyńska-Buchowiecka, Marta; Gałąska, Rafał

    2011-01-01

    The heart rate responds dynamically to various intrinsic and environmental stimuli. The autonomic nervous system is said to play a major role in this response. Multifractal analysis offers a novel method to assess the response of cardiac interbeat intervals. Twenty-four hour ECG recordings of RR interbeat intervals (of 48 elderly volunteers (age 65–94), 40 middle-aged persons (age 45–53) and 36 young adults (age 18–26)) were investigated to study the effect of aging on autonomic regulation during normal activity in healthy adults. Heart RR-interval variability in the very low frequency (VLF) band (32–420 RR intervals) was evaluated by multifractal tools. The nocturnal and diurnal signals of 6 h duration were studied separately. For each signal, the analysis was performed twice: for a given signal and for the integrated signal. A multifractal spectrum was quantified by the h max value at which a multifractal spectrum attained its maximum, width of a spectrum, Hurst exponent, extreme events h left and distance between the maxima of a signal and its integrated counterpart. The following seven characteristics are suggested as quantifying the age-related decrease in the autonomic function ('int' refers to the integrated signal): (a) h sleep max − h max wake > 0.05 for a signal; (b) h int max > 1.15 for wake; (c) h int max − h max > 0.85 for sleep; (d) Hurst wake − Hurst sleep < 0.01; (e) width wake > 0.07; (f) width int < 0.30 for sleep; (g) h int left > 0.75. Eighty-one percent of elderly people had at least four of these properties, and ninety-two percent of young people had three or less. This shows that the multifractal approach offers a concise and reliable index of healthy aging for each individual. Additionally, the applied method yielded insights into dynamical changes in the autonomic regulation due to the circadian cycle and aging. Our observations support the hypothesis that imbalance in the autonomic control due to healthy aging could

  9. RETRAN dynamic slip model

    International Nuclear Information System (INIS)

    McFadden, J.H.; Paulsen, M.P.; Gose, G.C.

    1981-01-01

    A time dependent equation for the slip velocity in a two-phase flow condition has been incorporated into a developmental version of the RETRAN computer code. This model addition has been undertaken to remove a limitation in RETRAN-01 associated with the homogeneous equilibrium mixture model. In this paper, the development of the slip model is summarized and the corresponding constitutive equations are discussed. Comparisons of RETRAN analyses with steady-state void fraction data and data from the Semiscale S-02-6 small break test are also presented

  10. Modeling Propellant Tank Dynamics

    Data.gov (United States)

    National Aeronautics and Space Administration — The main objective of my work will be to develop accurate models of self-pressurizing propellant tanks for use in designing hybrid rockets. The first key goal is to...

  11. Daily extreme temperature multifractals in Catalonia (NE Spain)

    Energy Technology Data Exchange (ETDEWEB)

    Burgueño, A. [Departament d' Astronomia i Meteorologia, Universitat de Barcelona, Barcelona (Spain); Lana, X., E-mail: francisco.javier.lana@upc.edu [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Serra, C. [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Martínez, M.D. [Departament de Física Aplicada, Universitat Politècnica de Catalunya, Barcelona (Spain)

    2014-02-01

    The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

  12. The Multifractal Structure of Small-Scale Artificial Ionospheric Turbulence

    Directory of Open Access Journals (Sweden)

    Vybornov F. I.

    2013-03-01

    Full Text Available We present the results of investigation of a multifractal structure of the artificial ionospheric turbulence when the midlatitude ionosphere is affected by high-power radio waves. The experimental studies were performed on the basis of the SURA heating facility with the help of radio sounding of the disturbed region of ionospheric plasma by signals from the Earth’s orbital satellities. In the case of vertical radio sounding of the disturbed ionosphere region, the measured multipower and generalized multifractal spectra of turbulence coincide well with similar multifractal characteristics of the ionosperic turbulence under the natural conditions. In the case of oblique sounding of the disturbance region at small angles between the line of sight to the satellite and the direction of the Earth’s magnetic field, a nonuniform structure of the small-scale turbulence with a relatively narrow multipower spectrum and small variations in the generalized multifractal spectrum of the electron density was detected.

  13. Daily extreme temperature multifractals in Catalonia (NE Spain)

    International Nuclear Information System (INIS)

    Burgueño, A.; Lana, X.; Serra, C.; Martínez, M.D.

    2014-01-01

    The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

  14. Introduction to multifractal detrended fluctuation analysis in matlab.

    Science.gov (United States)

    Ihlen, Espen A F

    2012-01-01

    Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra.

  15. Multifractal detrended cross-correlation analysis in the MENA area

    Science.gov (United States)

    El Alaoui, Marwane; Benbachir, Saâd

    2013-12-01

    In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

  16. Multifractal Analysis of Seismically Induced Soft-Sediment Deformation Structures Imaged by X-Ray Computed Tomography

    Science.gov (United States)

    Nakashima, Yoshito; Komatsubara, Junko

    Unconsolidated soft sediments deform and mix complexly by seismically induced fluidization. Such geological soft-sediment deformation structures (SSDSs) recorded in boring cores were imaged by X-ray computed tomography (CT), which enables visualization of the inhomogeneous spatial distribution of iron-bearing mineral grains as strong X-ray absorbers in the deformed strata. Multifractal analysis was applied to the two-dimensional (2D) CT images with various degrees of deformation and mixing. The results show that the distribution of the iron-bearing mineral grains is multifractal for less deformed/mixed strata and almost monofractal for fully mixed (i.e. almost homogenized) strata. Computer simulations of deformation of real and synthetic digital images were performed using the egg-beater flow model. The simulations successfully reproduced the transformation from the multifractal spectra into almost monofractal spectra (i.e. almost convergence on a single point) with an increase in deformation/mixing intensity. The present study demonstrates that multifractal analysis coupled with X-ray CT and the mixing flow model is useful to quantify the complexity of seismically induced SSDSs, standing as a novel method for the evaluation of cores for seismic risk assessment.

  17. Modelling group dynamic animal movement

    DEFF Research Database (Denmark)

    Langrock, Roland; Hopcraft, J. Grant C.; Blackwell, Paul G.

    2014-01-01

    makes its movement decisions relative to the group centroid. The basic idea is framed within the flexible class of hidden Markov models, extending previous work on modelling animal movement by means of multi-state random walks. While in simulation experiments parameter estimators exhibit some bias......, to date, practical statistical methods which can include group dynamics in animal movement models have been lacking. We consider a flexible modelling framework that distinguishes a group-level model, describing the movement of the group's centre, and an individual-level model, such that each individual......Group dynamic movement is a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognised, particularly in order to differentiate the role of social forces in individual movement from environmental factors. However...

  18. Estimation of the global regularity of a multifractional Brownian motion

    DEFF Research Database (Denmark)

    Lebovits, Joachim; Podolskij, Mark

    This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....

  19. Multifractals embedded in short time series: An unbiased estimation of probability moment

    Science.gov (United States)

    Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

    2016-12-01

    An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

  20. Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

    Science.gov (United States)

    Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

    2001-03-01

    We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

  1. Modeling Internet Topology Dynamics

    NARCIS (Netherlands)

    Haddadi, H.; Uhlig, S.; Moore, A.; Mortier, R.; Rio, M.

    Despite the large number of papers on network topology modeling and inference, there still exists ambiguity about the real nature of the Internet AS and router level topology. While recent findings have illustrated the inaccuracies in maps inferred from BGP peering and traceroute measurements,

  2. Generative Models of Conformational Dynamics

    OpenAIRE

    Langmead, Christopher James

    2014-01-01

    Atomistic simulations of the conformational dynamics of proteins can be performed using either Molecular Dynamics or Monte Carlo procedures. The ensembles of three-dimensional structures produced during simulation can be analyzed in a number of ways to elucidate the thermodynamic and kinetic properties of the system. The goal of this chapter is to review both traditional and emerging methods for learning generative models from atomistic simulation data. Here, the term ‘generative’ refers to a...

  3. Investigation of multifractality in the Brazilian stock market

    Science.gov (United States)

    Maganini, Natália Diniz; Da Silva Filho, Antônio Carlos; Lima, Fabiano Guasti

    2018-05-01

    Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper analyzes the multifractality in the Brazilian market. This analysis is performed with daily data from IBOVESPA index (Brazilian stock exchange's main index) and other four highly marketable stocks in the Brazilian market (VALE5, ITUB4, BBDC4 and CIEL3), which represent more than 25% of the index composition, making up 1961 observations for each asset in the period from June 26 2009 to May 31 2017. We found that the studied stock prices and Brazilian index are multifractal, but that the multifractality degree is not the same for all the assets. The use of shuffled and surrogated series indicates that for the period and the actions considered the long-range correlations do not strongly influence the multifractality, but the distribution (fat tails) exerts a possible influence on IBOVESPA and CIEL3.

  4. Vehicle dynamics modeling and simulation

    CERN Document Server

    Schramm, Dieter; Bardini, Roberto

    2014-01-01

    The authors examine in detail the fundamentals and mathematical descriptions of the dynamics of automobiles. In this context different levels of complexity will be presented, starting with basic single-track models up to complex three-dimensional multi-body models. A particular focus is on the process of establishing mathematical models on the basis of real cars and the validation of simulation results. The methods presented are explained in detail by means of selected application scenarios.

  5. Containing Terrorism: A Dynamic Model

    Directory of Open Access Journals (Sweden)

    Giti Zahedzadeh

    2017-06-01

    Full Text Available The strategic interplay between counterterror measures and terror activity is complex. Herein, we propose a dynamic model to depict this interaction. The model generates stylized prognoses: (i under conditions of inefficient counterterror measures, terror groups enjoy longer period of activity but only if recruitment into terror groups remains low; high recruitment shortens the period of terror activity (ii highly efficient counterterror measures effectively contain terror activity, but only if recruitment remains low. Thus, highly efficient counterterror measures can effectively contain terrorism if recruitment remains restrained. We conclude that the trajectory of the dynamics between counterterror measures and terror activity is heavily altered by recruitment.

  6. A dynamical model of terrorism

    Directory of Open Access Journals (Sweden)

    Firdaus Udwadia

    2006-01-01

    Full Text Available This paper develops a dynamical model of terrorism. We consider the population in a given region as being made up of three primary components: terrorists, those susceptible to both terrorist and pacifist propaganda, and nonsusceptibles, or pacifists. The dynamical behavior of these three populations is studied using a model that incorporates the effects of both direct military/police intervention to reduce the terrorist population, and nonviolent, persuasive intervention to influence the susceptibles to become pacifists. The paper proposes a new paradigm for studying terrorism, and looks at the long-term dynamical evolution in time of these three population components when such interventions are carried out. Many important features—some intuitive, others not nearly so—of the nature of terrorism emerge from the dynamical model proposed, and they lead to several important policy implications for the management of terrorism. The different circumstances in which nonviolent intervention and/or military/police intervention may be beneficial, and the specific conditions under which each mode of intervention, or a combination of both, may be useful, are obtained. The novelty of the model presented herein is that it deals with the time evolution of terrorist activity. It appears to be one of the few models that can be tested, evaluated, and improved upon, through the use of actual field data.

  7. Multifractal characteristics of optical turbulence measured through a single beam holographic process.

    Science.gov (United States)

    Pérez, Darío G; Barillé, Regis; Morille, Yohann; Zielińska, Sonia; Ortyl, Ewelina

    2014-08-11

    We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a relation between the refractive index structure constant C(n)2 as a function of the surface parameters was obtained. In this work, we show that these films capture much more information about the turbulence dynamics. Multifractal detrended fluctuation and fractal dimension analysis from images of the surface roughness produced by the light on the azopolymer reveals scaling properties related to those of the optical turbulence.

  8. Generative Models of Conformational Dynamics

    Science.gov (United States)

    Langmead, Christopher James

    2014-01-01

    Atomistic simulations of the conformational dynamics of proteins can be performed using either Molecular Dynamics or Monte Carlo procedures. The ensembles of three-dimensional structures produced during simulation can be analyzed in a number of ways to elucidate the thermodynamic and kinetic properties of the system. The goal of this chapter is to review both traditional and emerging methods for learning generative models from atomistic simulation data. Here, the term ‘generative’ refers to a model of the joint probability distribution over the behaviors of the constituent atoms. In the context of molecular modeling, generative models reveal the correlation structure between the atoms, and may be used to predict how the system will respond to structural perturbations. We begin by discussing traditional methods, which produce multivariate Gaussian models. We then discuss GAMELAN (GrAphical Models of Energy LANdscapes), which produces generative models of complex, non-Gaussian conformational dynamics (e.g., allostery, binding, folding, etc) from long timescale simulation data. PMID:24446358

  9. Measuring complexity with multifractals in texts. Translation effects

    International Nuclear Information System (INIS)

    Ausloos, M.

    2012-01-01

    Highlights: ► Two texts in English and one in Esperanto are transformed into 6 time series. ► D(q) and f(alpha) of such (and shuffled) time series are obtained. ► A model for text construction is presented based on a parametrized Cantor set. ► The model parameters can also be used when examining machine translated texts. ► Suggested extensions to higher dimensions: in 2D image analysis and on hypertexts. - Abstract: Should quality be almost a synonymous of complexity? To measure quality appears to be audacious, even very subjective. It is hereby proposed to use a multifractal approach in order to quantify quality, thus through complexity measures. A one-dimensional system is examined. It is known that (all) written texts can be one-dimensional nonlinear maps. Thus, several written texts by the same author are considered, together with their translation, into an unusual language, Esperanto, and asa baseline their corresponding shuffled versions. Different one-dimensional time series can be used: e.g. (i) one based on word lengths, (ii) the other based on word frequencies; both are used for studying, comparing and discussing the map structure. It is shown that a variety in style can be measured through the D(q) and f(α) curves characterizing multifractal objects. This allows to observe on the one hand whether natural and artificial languages significantly influence the writing and the translation, and whether one author’s texts differ technically from each other. In fact, the f(α) curves of the original texts are similar to each other, but the translated text shows marked differences. However in each case, the f(α) curves are far from being parabolic, – in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. Criteria are thereby suggested for estimating a text quality, as if it is a time series only. A model is introduced in order to substantiate the findings: it consists in considering a text as a random Cantor set

  10. Experimental Modeling of Dynamic Systems

    DEFF Research Database (Denmark)

    Knudsen, Morten Haack

    2006-01-01

    An engineering course, Simulation and Experimental Modeling, has been developed that is based on a method for direct estimation of physical parameters in dynamic systems. Compared with classical system identification, the method appears to be easier to understand, apply, and combine with physical...

  11. Multifractal characterizations of nonstationary and intermittency in geophysical fields: Observed, retrieved, or simulated

    International Nuclear Information System (INIS)

    Davis, A.; Wiscombe, W.; Cahalan, R.; Marshak, A.

    1994-01-01

    Geophysical data rarely show any smoothness at any scale, and this often makes comparison with theoretical model output difficult. However, highly fluctuating signals and fractual structures are typical of open dissipative systems with nonlinear dynamics, the focus of most geophysical research. High levels of variability are excited over a large range of scales by the combined actions of external forcing and internal instability. At very small scales we expect geophysical fields to be smooth, but these are rarely resolved with available instrumentation or simulation tools; nondifferentiable and even discontinuous models are therefore in order. We need methods of statistically analyzing geophysical data, whether measured in situ, remotely sensed or even generated by a computer model, that are adapted to these characteristics. An important preliminary task is to define statistically stationary features in generally nonstationary signals. We first discuss a simple criterion for stationarity in finite data streams that exhibit power law energy spectra and then, guided by developments in turbulence studies, we advocate the use of two ways of analyzing the scale dependence of statistical information: singular measures and qth order structure functions. In nonstationary situations, the approach based on singular measures seeks power law behavior in integrals over all possible scales of a nonnegative stationary field derived from the data, leading to a characterization of the intermittency in this field. In contrast, the approach based on structure functions uses the signal itself, seeking power laws for the statistical moments of absolute increments over arbitrarily large scales, leading to a characterization of the prevailing nonstationarity in both quantitative and qualitative terms. We explain graphically, step by step, both multifractal statistics which are largely complementary to each other. 45 refs., 13 figs., 2 tabs

  12. Measuring efficiency of international crude oil markets: A multifractality approach

    Science.gov (United States)

    Niere, H. M.

    2015-01-01

    The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long

  13. Multifractal analysis of implied volatility in index options

    Science.gov (United States)

    Oh, GabJin

    2014-06-01

    In this paper, we analyze the statistical and the non-linear properties of the log-variations in implied volatility for the CAC40, DAX and S& P500 daily index options. The price of an index option is generally represented by its implied volatility surface, including its smile and skew properties. We utilize a Lévy process model as the underlying asset to deepen our understanding of the intrinsic property of the implied volatility in the index options and estimate the implied volatility surface. We find that the options pricing models with the exponential Lévy model can reproduce the smile or sneer features of the implied volatility that are observed in real options markets. We study the variation in the implied volatility for at-the-money index call and put options, and we find that the distribution function follows a power-law distribution with an exponent of 3.5 ≤ γ ≤ 4.5. Especially, the variation in the implied volatility exhibits multifractal spectral characteristics, and the global financial crisis has influenced the complexity of the option markets.

  14. Multifractal analysis of 2D gray soil images

    Science.gov (United States)

    González-Torres, Ivan; Losada, Juan Carlos; Heck, Richard; Tarquis, Ana M.

    2015-04-01

    Soil structure, understood as the spatial arrangement of soil pores, is one of the key factors in soil modelling processes. Geometric properties of individual and interpretation of the morphological parameters of pores can be estimated from thin sections or 3D Computed Tomography images (Tarquis et al., 2003), but there is no satisfactory method to binarized these images and quantify the complexity of their spatial arrangement (Tarquis et al., 2008, Tarquis et al., 2009; Baveye et al., 2010). The objective of this work was to apply a multifractal technique, their singularities (α) and f(α) spectra, to quantify it without applying any threshold (Gónzalez-Torres, 2014). Intact soil samples were collected from four horizons of an Argisol, formed on the Tertiary Barreiras group of formations in Pernambuco state, Brazil (Itapirema Experimental Station). The natural vegetation of the region is tropical, coastal rainforest. From each horizon, showing different porosities and spatial arrangements, three adjacent samples were taken having a set of twelve samples. The intact soil samples were imaged using an EVS (now GE Medical. London, Canada) MS-8 MicroCT scanner with 45 μm pixel-1 resolution (256x256 pixels). Though some samples required paring to fit the 64 mm diameter imaging tubes, field orientation was maintained. References Baveye, P.C., M. Laba, W. Otten, L. Bouckaert, P. Dello, R.R. Goswami, D. Grinev, A. Houston, Yaoping Hu, Jianli Liu, S. Mooney, R. Pajor, S. Sleutel, A. Tarquis, Wei Wang, Qiao Wei, Mehmet Sezgin. Observer-dependent variability of the thresholding step in the quantitative analysis of soil images and X-ray microtomography data. Geoderma, 157, 51-63, 2010. González-Torres, Iván. Theory and application of multifractal analysis methods in images for the study of soil structure. Master thesis, UPM, 2014. Tarquis, A.M., R.J. Heck, J.B. Grau; J. Fabregat, M.E. Sanchez and J.M. Antón. Influence of Thresholding in Mass and Entropy Dimension of 3-D

  15. Business model dynamics and innovation

    DEFF Research Database (Denmark)

    Cavalcante, Sergio Andre; Kesting, Peter; Ulhøi, John Parm

    2011-01-01

    the impact of specific changes to a firm's business model. Such a tool would be particularly useful in identifying path dependencies and resistance at the process level, and would therefore allow a firm's management to take focused action on this in advance. Originality/value – The paper makes two main...... and specifies four different types of business model change: business model creation, extension, revision, and termination. Each type of business model change is associated with specific challenges. Practical implications – The proposed typology can serve as a basis for developing a management tool to evaluate......Purpose – This paper aims to discuss the need to dynamize the existing conceptualization of business model, and proposes a new typology to distinguish different types of business model change. Design/methodology/approach – The paper integrates basic insights of innovation, business process...

  16. On whole Abelian model dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Chauca, J.; Doria, R. [CBPF, Rio de Janeiro (Brazil); Aprendanet, Petropolis, 25600 (Brazil)

    2012-09-24

    Physics challenge is to determine the objects dynamics. However, there are two ways for deciphering the part. The first one is to search for the ultimate constituents; the second one is to understand its behaviour in whole terms. Therefore, the parts can be defined either from elementary constituents or as whole functions. Historically, science has been moving through the first aspect, however, quarks confinement and complexity are interrupting this usual approach. These relevant facts are supporting for a systemic vision be introduced. Our effort here is to study on the whole meaning through gauge theory. Consider a systemic dynamics oriented through the U(1) - systemic gauge parameter which function is to collect a fields set {l_brace}A{sub {mu}I}{r_brace}. Derive the corresponding whole gauge invariant Lagrangian, equations of motion, Bianchi identities, Noether relationships, charges and Ward-Takahashi equations. Whole Lorentz force and BRST symmetry are also studied. These expressions bring new interpretations further than the usual abelian model. They are generating a systemic system governed by 2N+ 10 classical equations plus Ward-Takahashi identities. A whole dynamics based on the notions of directive and circumstance is producing a set determinism where the parts dynamics are inserted in the whole evolution. A dynamics based on state, collective and individual equations with a systemic interdependence.

  17. Relating structure and dynamics in organisation models

    NARCIS (Netherlands)

    Jonkers, C.M.; Treur, J.

    2002-01-01

    To understand how an organisational structure relates to dynamics is an interesting fundamental challenge in the area of social modelling. Specifications of organisational structure usually have a diagrammatic form that abstracts from more detailed dynamics. Dynamic properties of agent systems,

  18. Modelling MIZ dynamics in a global model

    Science.gov (United States)

    Rynders, Stefanie; Aksenov, Yevgeny; Feltham, Daniel; Nurser, George; Naveira Garabato, Alberto

    2016-04-01

    Exposure of large, previously ice-covered areas of the Arctic Ocean to the wind and surface ocean waves results in the Arctic pack ice cover becoming more fragmented and mobile, with large regions of ice cover evolving into the Marginal Ice Zone (MIZ). The need for better climate predictions, along with growing economic activity in the Polar Oceans, necessitates climate and forecasting models that can simulate fragmented sea ice with a greater fidelity. Current models are not fully fit for the purpose, since they neither model surface ocean waves in the MIZ, nor account for the effect of floe fragmentation on drag, nor include sea ice rheology that represents both the now thinner pack ice and MIZ ice dynamics. All these processes affect the momentum transfer to the ocean. We present initial results from a global ocean model NEMO (Nucleus for European Modelling of the Ocean) coupled to the Los Alamos sea ice model CICE. The model setup implements a novel rheological formulation for sea ice dynamics, accounting for ice floe collisions, thus offering a seamless framework for pack ice and MIZ simulations. The effect of surface waves on ice motion is included through wave pressure and the turbulent kinetic energy of ice floes. In the multidecadal model integrations we examine MIZ and basin scale sea ice and oceanic responses to the changes in ice dynamics. We analyse model sensitivities and attribute them to key sea ice and ocean dynamical mechanisms. The results suggest that the effect of the new ice rheology is confined to the MIZ. However with the current increase in summer MIZ area, which is projected to continue and may become the dominant type of sea ice in the Arctic, we argue that the effects of the combined sea ice rheology will be noticeable in large areas of the Arctic Ocean, affecting sea ice and ocean. With this study we assert that to make more accurate sea ice predictions in the changing Arctic, models need to include MIZ dynamics and physics.

  19. Finite-size effect and the components of multifractality in financial volatility

    International Nuclear Information System (INIS)

    Zhou Weixing

    2012-01-01

    Highlights: ► The apparent multifractality can be decomposed quantitatively. ► There is a marked finite-size effect in the detection of multifractality. ► The effective multifractality can be further decomposed into two components. ► A time series exhibits effective multifractality only if it possesses nonlinearity. ► The daily DJIA volatility is analyzed as an example. - Abstract: Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of multifractal analysis, we show that there is a marked finite-size effect in the detection of multifractality, and the effective multifractality is the apparent multifractality after removing the finite-size effect. We find that the effective multifractality can be further decomposed into two components, the PDF component and the nonlinearity component. Referring to the normal distribution, we can determine the PDF component by comparing the effective multifractality of the original time series and the surrogate data that have a normal distribution and keep the same linear and nonlinear correlations as the original data. We demonstrate our method by taking the daily volatility data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. Extensive numerical experiments show that a time series exhibits effective multifractality only if it possesses nonlinearity and the PDF has an impact on the effective multifractality only when the time series possesses nonlinearity. Our method can also be applied to judge the presence of multifractality and determine its components of multifractal time series in other complex systems.

  20. Social Dynamics Modeling and Inference

    Science.gov (United States)

    2018-03-29

    the experiment(s)/ theory and equipment or analyses. Development of innovative theoretical model and methodologies with experimental verifications...information. The methodology based on communication and information theory (thanks to leave at MIT supported by this research) is described in [J1], [C2...a dynamic system [C1] and as a social learning mechanism in details [J4]. Furthermore, by incentive seeding and rewiring connections, information

  1. Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

    Setty, V. A.; Sharma, A. S.

    2015-02-01

    The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.

  2. Multifractal structure of multiplicity distributions and negative binomials

    International Nuclear Information System (INIS)

    Malik, S.; Delhi, Univ.

    1997-01-01

    The paper presents experimental results of the multifractal structure analysis in proton-emulsion interactions at 800 GeV. The multiplicity moments have a power law dependence on the mean multiplicity in varying bin sizes of pseudorapidity. The values of generalised dimensions are calculated from the slope value. The multifractal characteristics are also examined in the light of negative binomials. The observed multiplicity moments and those derived from the negative-binomial fits agree well with each other. Also the values of D q , both observed and derived from the negative-binomial fits not only decrease with q typifying multifractality but also agree well each other showing consistency with the negative-binomial form

  3. Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

    International Nuclear Information System (INIS)

    He Lingyun; Chen Shupeng

    2011-01-01

    Highlights: → We investigated cross-correlations between China's and US agricultural futures markets. → Power-law cross-correlations are found between the geographically far but correlated markets. → Multifractal features are significant in all the markets. → Cross-correlation exponent is less than averaged GHE when q 0. - Abstract: We investigated geographically far but temporally correlated China's and US agricultural futures markets. We found that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the markets. It is very interesting that the geographically far markets show strong cross-correlations and share much of their multifractal structure. Furthermore, we found that for all the agricultural futures markets in our studies, the cross-correlation exponent is less than the averaged generalized Hurst exponents (GHE) when q 0.

  4. Repair during multifraction exposures: spheroids versus monolayers

    International Nuclear Information System (INIS)

    Durand, R.E.

    1984-01-01

    Many type of mammalian cells, when grown in culture as multicell spheroids, display an increased ability to accumulate and repair sublethal radiation damage which has been called the ''contact effect''. Since this effect has the potential to markedly modify the multifraction radiation response of cells in V79 spheroids relative to cells in monolayer cultures, an investigation was made of regimens ranging from 1 to 100 fractions. Effective dose rates were chosen near 1 Gy h -1 to inhibit cell progression and thus simplify analysis of the results. As expected, larger doses per fraction produced more net cell killing in both systems than lower doses per fraction. Additionally, less killing of spheroid cells was observed in all regimens, in accord with their greater potential for repair. However, when the data were expressed as isoeffect curves, the spheroid and monolayer curves converged as the number of fractions increased. Thus, quite similar inherent sensitivity and repair capabilities would be predicted for ultra-low doses per fraction. High precision techniques for defining survival after doses of radiation from 0.2 to 1 Gy were, however, still able to demonstrate a survival advantage for cells grown as spheroids. (author)

  5. Multi-fractal analysis of highway traffic data

    Institute of Scientific and Technical Information of China (English)

    Shang Peng-Jian; Shen Jin-Sheng

    2007-01-01

    The purpose of the present study is to investigate the presence of multi-fractal behaviours in the traffic time series not only by statistical approaches but also by geometrical approaches. The pointwise H(o)lder exponent of a function is calculated by developing an algorithm for the numerical evaluation of H(o)lder exponent of time series. The traffic time series observed on the Beijing Yuquanying highway are analysed. The results from all these methods indicate that the traffic data exhibit the multi-fractal behaviour.

  6. Multiscale modeling of pedestrian dynamics

    CERN Document Server

    Cristiani, Emiliano; Tosin, Andrea

    2014-01-01

    This book presents mathematical models and numerical simulations of crowd dynamics. The core topic is the development of a new multiscale paradigm, which bridges the microscopic and macroscopic scales taking the most from each of them for capturing the relevant clues of complexity of crowds. The background idea is indeed that most of the complex trends exhibited by crowds are due to an intrinsic interplay between individual and collective behaviors. The modeling approach promoted in this book pursues actively this intuition and profits from it for designing general mathematical structures susceptible of application also in fields different from the inspiring original one. The book considers also the two most traditional points of view: the microscopic one, in which pedestrians are tracked individually, and the macroscopic one, in which pedestrians are assimilated to a continuum. Selected existing models are critically analyzed. The work is addressed to researchers and graduate students.

  7. The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect

    Science.gov (United States)

    Drożdż, Stanisław; Kwapień, Jarosław; Oświȩcimka, Paweł; Rak, Rafał

    2010-10-01

    We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all of the pairs considered are well described by the non-extensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the non-extensivity q-parameter values for different exchange rates (which depend also on the time scales studied), and this can be related to the importance of a given exchange rate in the world's currency trade. Temporal correlations organize the series of returns such that they develop the multifractal characteristics for all of the exchange rates, with a varying degree of symmetry of the singularity spectrum f(α), however. The most symmetric spectrum is identified for the GBP/USD. We also form time series of triangular residual returns and find that the distributions of their fluctuations develop disproportionately heavier tails as compared to small fluctuations, which excludes description in terms of q-Gaussians. The multifractal characteristics of these residual returns reveal such anomalous properties as negative singularity exponents and even negative singularity spectra. Such anomalous multifractal measures have so far been considered in the literature in connection with diffusion-limited aggregation and with turbulence. Studying the cross-correlations among different exchange rates, we found that market inefficiency on short time scales leads to the occurrence of the Epps effect on much longer time scales, but comparable to the ones for the stock market. Although the currency market is much more liquid than the stock markets and has a much greater transaction frequency, the building up of correlations takes up to several hours—a duration that does not differ much from what is observed in the stock markets. This may suggest

  8. Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

    Science.gov (United States)

    Lu, Yunfan; Wang, Jun; Niu, Hongli

    2015-10-01

    Based on the epidemic dynamical system, we construct a new agent-based financial time series model. In order to check and testify its rationality, we compare the statistical properties of the time series model with the real stock market indices, Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index. For analyzing the statistical properties, we combine the multi-parameter analysis with the tail distribution analysis, the modified rescaled range analysis, and the multifractal detrended fluctuation analysis. For a better perspective, the three-dimensional diagrams are used to present the analysis results. The empirical research in this paper indicates that the long-range dependence property and the multifractal phenomenon exist in the real returns and the proposed model. Therefore, the new agent-based financial model can recurrence some important features of real stock markets.

  9. Characterizing and Modeling Citation Dynamics

    Science.gov (United States)

    Eom, Young-Ho; Fortunato, Santo

    2011-01-01

    Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which best describes the observed citation distributions. We used the goodness of fit with Kolmogorov-Smirnov statistics for three classes of functions: log-normal, simple power law and shifted power law. The shifted power law turns out to be the most reliable hypothesis for all citation networks we derived, which correspond to different time spans. We find that citation dynamics is characterized by bursts, usually occurring within a few years since publication of a paper, and the burst size spans several orders of magnitude. We also investigated the microscopic mechanisms for the evolution of citation networks, by proposing a linear preferential attachment with time dependent initial attractiveness. The model successfully reproduces the empirical citation distributions and accounts for the presence of citation bursts as well. PMID:21966387

  10. MATHEMATICAL MODEL FOR RIVERBOAT DYNAMICS

    Directory of Open Access Journals (Sweden)

    Aleksander Grm

    2017-01-01

    Full Text Available Present work describes a simple dynamical model for riverboat motion based on the square drag law. Air and water interactions with the boat are determined from aerodynamic coefficients. CFX simulations were performed with fully developed turbulent flow to determine boat aerodynamic coefficients for an arbitrary angle of attack for the air and water portions separately. The effect of wave resistance is negligible compared to other forces. Boat movement analysis considers only two-dimensional motion, therefore only six aerodynamics coefficients are required. The proposed model is solved and used to determine the critical environmental parameters (wind and current under which river navigation can be conducted safely. Boat simulator was tested in a single area on the Ljubljanica river and estimated critical wind velocity.

  11. CoDCon Dynamic Modeling.

    Energy Technology Data Exchange (ETDEWEB)

    Cipiti, Benjamin B. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2017-03-01

    The Co-Decontamination (CoDCon) Demonstration project is designed to test the separation of a mixed U and Pu product from dissolved spent nuclear fuel. The primary purpose of the project is to quantify the accuracy and precision to which a U/Pu mass ratio can be achieved without removing a pure Pu product. The system includes an on-line monitoring system using spectroscopy to monitor the ratios throughout the process. A dynamic model of the CoDCon flowsheet and on-line monitoring system was developed in order to expand the range of scenarios that can be examined for process control and determine overall measurement uncertainty. The model development and initial results are presented here.

  12. Modeling the dynamics of choice.

    Science.gov (United States)

    Baum, William M; Davison, Michael

    2009-06-01

    A simple linear-operator model both describes and predicts the dynamics of choice that may underlie the matching relation. We measured inter-food choice within components of a schedule that presented seven different pairs of concurrent variable-interval schedules for 12 food deliveries each with no signals indicating which pair was in force. This measure of local choice was accurately described and predicted as obtained reinforcer sequences shifted it to favor one alternative or the other. The effect of a changeover delay was reflected in one parameter, the asymptote, whereas the effect of a difference in overall rate of food delivery was reflected in the other parameter, rate of approach to the asymptote. The model takes choice as a primary dependent variable, not derived by comparison between alternatives-an approach that agrees with the molar view of behaviour.

  13. Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

    Science.gov (United States)

    Xie, Chi; Zhou, Yingying; Wang, Gangjin; Yan, Xinguo

    We use the multifractal detrended cross-correlation analysis (MF-DCCA) method to explore the multifractal behavior of the cross-correlation between exchange rates of onshore RMB (CNY) and offshore RMB (CNH) against US dollar (USD). The empirical data are daily prices of CNY/USD and CNH/USD from May 1, 2012 to February 29, 2016. The results demonstrate that: (i) the cross-correlation between CNY/USD and CNH/USD is persistent and its fluctuation is smaller when the order of fluctuation function is negative than that when the order is positive; (ii) the multifractal behavior of the cross-correlation between CNY/USD and CNH/USD is significant during the sample period; (iii) the dynamic Hurst exponents obtained by the rolling windows analysis show that the cross-correlation is stable when the global economic situation is good and volatile in bad situation; and (iv) the non-normal distribution of original data has a greater effect on the multifractality of the cross-correlation between CNY/USD and CNH/USD than the temporary correlation.

  14. Dynamical modeling of tidal streams

    International Nuclear Information System (INIS)

    Bovy, Jo

    2014-01-01

    I present a new framework for modeling the dynamics of tidal streams. The framework consists of simple models for the initial action-angle distribution of tidal debris, which can be straightforwardly evolved forward in time. Taking advantage of the essentially one-dimensional nature of tidal streams, the transformation to position-velocity coordinates can be linearized and interpolated near a small number of points along the stream, thus allowing for efficient computations of a stream's properties in observable quantities. I illustrate how to calculate the stream's average location (its 'track') in different coordinate systems, how to quickly estimate the dispersion around its track, and how to draw mock stream data. As a generative model, this framework allows one to compute the full probability distribution function and marginalize over or condition it on certain phase-space dimensions as well as convolve it with observational uncertainties. This will be instrumental in proper data analysis of stream data. In addition to providing a computationally efficient practical tool for modeling the dynamics of tidal streams, the action-angle nature of the framework helps elucidate how the observed width of the stream relates to the velocity dispersion or mass of the progenitor, and how the progenitors of 'orphan' streams could be located. The practical usefulness of the proposed framework crucially depends on the ability to calculate action-angle variables for any orbit in any gravitational potential. A novel method for calculating actions, frequencies, and angles in any static potential using a single orbit integration is described in the Appendix.

  15. Multifractal analysis of multiparticle emission data in the framework of visibility graph and sandbox algorithm

    Science.gov (United States)

    Mali, P.; Manna, S. K.; Mukhopadhyay, A.; Haldar, P. K.; Singh, G.

    2018-03-01

    Multiparticle emission data in nucleus-nucleus collisions are studied in a graph theoretical approach. The sandbox algorithm used to analyze complex networks is employed to characterize the multifractal properties of the visibility graphs associated with the pseudorapidity distribution of charged particles produced in high-energy heavy-ion collisions. Experimental data on 28Si+Ag/Br interaction at laboratory energy Elab = 14 . 5 A GeV, and 16O+Ag/Br and 32S+Ag/Br interactions both at Elab = 200 A GeV, are used in this analysis. We observe a scale free nature of the degree distributions of the visibility and horizontal visibility graphs associated with the event-wise pseudorapidity distributions. Equivalent event samples simulated by ultra-relativistic quantum molecular dynamics, produce degree distributions that are almost identical to the respective experiment. However, the multifractal variables obtained by using sandbox algorithm for the experiment to some extent differ from the respective simulated results.

  16. Understanding the source of multifractality in financial markets

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Aste, T.; Di Matteo, T.; Liu, R.

    2012-01-01

    Roč. 391, č. 17 (2012), s. 4234-4251 ISSN 0378-4371 R&D Projects: GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Keywords : Multifractality * Financial markets * Hurst exponent Subject RIV: AH - Economics Impact factor: 1.676, year: 2012 http://www.sciencedirect.com/science/article/pii/S0378437112002890

  17. Influence of urban morphology on total noise pollution: multifractal description.

    Science.gov (United States)

    Ariza-Villaverde, Ana B; Jiménez-Hornero, Francisco J; Gutiérrez De Ravé, Eduardo

    2014-02-15

    Exposure to ambient noise levels above 65 dB can cause public health problems. The spatial distribution of this kind of pollution is linked to various elements which make up the urban form, such as construction density, the existence of open spaces and the shape and physical position of buildings. Since urban morphology displays multifractal behaviour, the present research studies for the first time the relationship between total noise pollution and urban features, such as street width and building height by means of a joint multifractal spectrum in two neighbourhoods of the city of Cordoba (Andalusia, Spain). According to the results, the joint multifractal spectrum reveals a positive correlation between the total noise pollution and the street width to building height ratio, this being more evident when urban morphology is regular. The information provided by the multifractal analysis completes the description obtained by using urban indexes and landscape metrics and might be useful for urban planning once the linkage between both frameworks has been done. Copyright © 2013 Elsevier B.V. All rights reserved.

  18. System Dynamics Modelling for a Balanced Scorecard

    DEFF Research Database (Denmark)

    Nielsen, Steen; Nielsen, Erland Hejn

    2008-01-01

    /methodology/approach - We use a case study model to develop time or dynamic dimensions by using a System Dynamics modelling (SDM) approach. The model includes five perspectives and a number of financial and non-financial measures. All indicators are defined and related to a coherent number of different cause...... have a major influence on other indicators and profit and may be impossible to predict without using a dynamic model. Practical implications - The model may be used as the first step in quantifying the cause-and-effect relationships of an integrated BSC model. Using the System Dynamics model provides......Purpose - To construct a dynamic model/framework inspired by a case study based on an international company. As described by the theory, one of the main difficulties of BSC is to foresee the time lag dimension of different types of indicators and their combined dynamic effects. Design...

  19. Multifractal signal reconstruction based on singularity power spectrum

    International Nuclear Information System (INIS)

    Xiong, Gang; Yu, Wenxian; Xia, Wenxiang; Zhang, Shuning

    2016-01-01

    Highlights: • We propose a novel multifractal reconstruction method based on singularity power spectrum analysis (MFR-SPS). • The proposed MFR-SPS method has better power characteristic than the algorithm in Fraclab. • Further, the SPS-ISE algorithm performs better than the SPS-MFS algorithm. • Based on the proposed MFR-SPS method, we can restructure singularity white fractal noise (SWFN) and linear singularity modulation (LSM) multifractal signal, in equivalent sense, similar with the linear frequency modulation(LFM) signal and WGN in the Fourier domain. - Abstract: Fractal reconstruction (FR) and multifractal reconstruction (MFR) can be considered as the inverse problem of singularity spectrum analysis, and it is challenging to reconstruct fractal signal in accord with multifractal spectrum (MFS). Due to the multiple solutions of fractal reconstruction, the traditional methods of FR/MFR, such as FBM based method, wavelet based method, random wavelet series, fail to reconstruct fractal signal deterministically, and besides, those methods neglect the power spectral distribution in the singular domain. In this paper, we propose a novel MFR method based singularity power spectrum (SPS). Supposing the consistent uniform covering of multifractal measurement, we control the traditional power law of each scale of wavelet coefficients based on the instantaneous singularity exponents (ISE) or MFS, simultaneously control the singularity power law based on the SPS, and deduce the principle and algorithm of MFR based on SPS. Reconstruction simulation and error analysis of estimated ISE, MFS and SPS show the effectiveness and the improvement of the proposed methods compared to those obtained by the Fraclab package.

  20. Modeling Fluid’s Dynamics with Master Equations in Ultrametric Spaces Representing the Treelike Structure of Capillary Networks

    Directory of Open Access Journals (Sweden)

    Andrei Khrennikov

    2016-07-01

    Full Text Available We present a new conceptual approach for modeling of fluid flows in random porous media based on explicit exploration of the treelike geometry of complex capillary networks. Such patterns can be represented mathematically as ultrametric spaces and the dynamics of fluids by ultrametric diffusion. The images of p-adic fields, extracted from the real multiscale rock samples and from some reference images, are depicted. In this model the porous background is treated as the environment contributing to the coefficients of evolutionary equations. For the simplest trees, these equations are essentially less complicated than those with fractional differential operators which are commonly applied in geological studies looking for some fractional analogs to conventional Euclidean space but with anomalous scaling and diffusion properties. It is possible to solve the former equation analytically and, in particular, to find stationary solutions. The main aim of this paper is to attract the attention of researchers working on modeling of geological processes to the novel utrametric approach and to show some examples from the petroleum reservoir static and dynamic characterization, able to integrate the p-adic approach with multifractals, thermodynamics and scaling. We also present a non-mathematician friendly review of trees and ultrametric spaces and pseudo-differential operators on such spaces.

  1. Review of various dynamic modeling methods and development of an intuitive modeling method for dynamic systems

    International Nuclear Information System (INIS)

    Shin, Seung Ki; Seong, Poong Hyun

    2008-01-01

    Conventional static reliability analysis methods are inadequate for modeling dynamic interactions between components of a system. Various techniques such as dynamic fault tree, dynamic Bayesian networks, and dynamic reliability block diagrams have been proposed for modeling dynamic systems based on improvement of the conventional modeling methods. In this paper, we review these methods briefly and introduce dynamic nodes to the existing Reliability Graph with General Gates (RGGG) as an intuitive modeling method to model dynamic systems. For a quantitative analysis, we use a discrete-time method to convert an RGGG to an equivalent Bayesian network and develop a software tool for generation of probability tables

  2. Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

    Science.gov (United States)

    Schertzer, D. J. M.; Tchiguirinskaia, I.

    2016-12-01

    Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra

  3. From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

    Science.gov (United States)

    Zou, Hai-Long; Yu, Zu-Guo; Anh, Vo; Ma, Yuan-Lin

    2018-05-01

    In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

  4. Characterizing and modeling citation dynamics.

    Directory of Open Access Journals (Sweden)

    Young-Ho Eom

    Full Text Available Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which best describes the observed citation distributions. We used the goodness of fit with Kolmogorov-Smirnov statistics for three classes of functions: log-normal, simple power law and shifted power law. The shifted power law turns out to be the most reliable hypothesis for all citation networks we derived, which correspond to different time spans. We find that citation dynamics is characterized by bursts, usually occurring within a few years since publication of a paper, and the burst size spans several orders of magnitude. We also investigated the microscopic mechanisms for the evolution of citation networks, by proposing a linear preferential attachment with time dependent initial attractiveness. The model successfully reproduces the empirical citation distributions and accounts for the presence of citation bursts as well.

  5. Supply based on demand dynamical model

    Science.gov (United States)

    Levi, Asaf; Sabuco, Juan; Sanjuán, Miguel A. F.

    2018-04-01

    We propose and numerically analyze a simple dynamical model that describes the firm behaviors under uncertainty of demand. Iterating this simple model and varying some parameter values, we observe a wide variety of market dynamics such as equilibria, periodic, and chaotic behaviors. Interestingly, the model is also able to reproduce market collapses.

  6. Opinion dynamics model based on quantum formalism

    Energy Technology Data Exchange (ETDEWEB)

    Artawan, I. Nengah, E-mail: nengahartawan@gmail.com [Theoretical Physics Division, Department of Physics, Udayana University (Indonesia); Trisnawati, N. L. P., E-mail: nlptrisnawati@gmail.com [Biophysics, Department of Physics, Udayana University (Indonesia)

    2016-03-11

    Opinion dynamics model based on quantum formalism is proposed. The core of the quantum formalism is on the half spin dynamics system. In this research the implicit time evolution operators are derived. The analogy between the model with Deffuant dan Sznajd models is discussed.

  7. Relating structure and dynamics in organisation models

    NARCIS (Netherlands)

    Jonker, C.M.; Treur, J.

    2003-01-01

    To understand how an organisational structure relates to dynamics is an interesting fundamental challenge in the area of social modelling. Specifications of organisational structure usually have a diagrammatic form that abstracts from more detailed dynamics. Dynamic properties of agent systems, on

  8. Multifractal analysis of forest fires in complex regions

    Science.gov (United States)

    Vega Orozco, C. D.; Kanevski, M.; Golay, J.; Tonini, M.; Conedera, M.

    2012-04-01

    Forest fires can be studied as point processes where the ignition points represent the set of locations of the observed events in a defined study region. Their spatial and temporal patterns can be characterized by their fractal properties; which quantify the global aspect of the geometry of the support data. However, a monofractal dimension can not completely describe the pattern structure and related scaling properties. Enhancements in fractal theory had developed the multifractal concept which describes the measures from which interlinked fractal sets can be retrieved and characterized by their fractal dimension and singularity strength [1, 2]. The spatial variability of forest fires is conditioned by an intermixture of human, topographic, meteorological and vegetation factors. This heterogeneity makes fire patterns complex scale-invariant processes difficult to be depicted by a single scale. Therefore, this study proposes an exploratory data analysis through a multifractal formalism to characterize and quantify the multiscaling behaviour of the spatial distribution pattern of this phenomenon in a complex region like the Swiss Alps. The studied dataset is represented by 2,401 georeferenced forest fire ignition points in canton Ticino, Switzerland, in a 40-years period from 1969 to 2008. Three multifractal analyses are performed: one assesses the multiscaling behaviour of fire occurrence probability of the support data (raw data) and four random patterns simulated within three different support domains; second analysis studies the multifractal behavior of patterns from anthropogenic and natural ignited fires (arson-, accident- and lightning-caused fires); and third analysis aims at detecting scale-dependency of the size of burned area. To calculate the generalized dimensions, Dq, a generalization of the box counting methods is carried out based on the generalization of Rényi information of the qth order moment of the probability distribution. For q > 0, Dq

  9. Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis

    Science.gov (United States)

    Pavlov, A. N.; Pavlova, O. N.; Abdurashitov, A. S.; Sindeeva, O. A.; Semyachkina-Glushkovskaya, O. V.; Kurths, J.

    2018-01-01

    The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

  10. Dynamic modelling of nuclear steam generators

    International Nuclear Information System (INIS)

    Kerlin, T.W.; Katz, E.M.; Freels, J.; Thakkar, J.

    1980-01-01

    Moving boundary, nodal models with dynamic energy balances, dynamic mass balances, quasi-static momentum balances, and an equivalent single channel approach have been developed for steam generators used in nuclear power plants. The model for the U-tube recirculation type steam generator is described and comparisons are made of responses from models of different complexity; non-linear versus linear, high-order versus low order, detailed modeling of the control system versus a simple control assumption. The results of dynamic tests on nuclear power systems show that when this steam generator model is included in a system simulation there is good agreement with actual plant performance. (author)

  11. Dynamic Airspace Managment - Models and Algorithms

    OpenAIRE

    Cheng, Peng; Geng, Rui

    2010-01-01

    This chapter investigates the models and algorithms for implementing the concept of Dynamic Airspace Management. Three models are discussed. First two models are about how to use or adjust air route dynamically in order to speed up air traffic flow and reduce delay. The third model gives a way to dynamically generate the optimal sector configuration for an air traffic control center to both balance the controller’s workload and save control resources. The first model, called the Dynami...

  12. Wind Farm Decentralized Dynamic Modeling With Parameters

    DEFF Research Database (Denmark)

    Soltani, Mohsen; Shakeri, Sayyed Mojtaba; Grunnet, Jacob Deleuran

    2010-01-01

    Development of dynamic wind flow models for wind farms is part of the research in European research FP7 project AEOLUS. The objective of this report is to provide decentralized dynamic wind flow models with parameters. The report presents a structure for decentralized flow models with inputs from...... local models. The results of this report are especially useful, but not limited, to design a decentralized wind farm controller, since in centralized controller design one can also use the model and update it in a central computing node.......Development of dynamic wind flow models for wind farms is part of the research in European research FP7 project AEOLUS. The objective of this report is to provide decentralized dynamic wind flow models with parameters. The report presents a structure for decentralized flow models with inputs from...

  13. Multifractality and herding behavior in the Japanese stock market

    International Nuclear Information System (INIS)

    Cajueiro, Daniel O.; Tabak, Benjamin M.

    2009-01-01

    In this paper we present evidence of multifractality and herding behavior for a large set of Japanese stocks traded in the Tokyo Stock Exchange. We find evidence that herding behavior occurs in periods of extreme market movements. Therefore, based on the intuition behind the tests to detect herding phenomenon developed, for instance, in Christie and Huang [Christie W, Huang R. Following the pied pier: do individual returns herd around the market? Financ Analysts J 1995;51:31-7] and Chang et al. [Chang EC, Cheng JW, Khorana A. Examination of herd behavior in equity markets: an international perspective. J Bank Finance 2000;24:1651-99], we suggest that herding behavior may be one of the causes of multifractality.

  14. System dynamics modelling of situation awareness

    CSIR Research Space (South Africa)

    Oosthuizen, R

    2015-11-01

    Full Text Available . The feedback loops and delays in the Command and Control system also contribute to the complex dynamic behavior. This paper will build on existing situation awareness models to develop a System Dynamics model to support a qualitative investigation through...

  15. The Application of Fractal and Multifractal Theory in Hydraulic-Flow-Unit Characterization and Permeability Estimation

    Science.gov (United States)

    Chen, X.; Yao, G.; Cai, J.

    2017-12-01

    Pore structure characteristics are important factors in influencing the fluid transport behavior of porous media, such as pore-throat ratio, pore connectivity and size distribution, moreover, wettability. To accurately characterize the diversity of pore structure among HFUs, five samples selected from different HFUs (porosities are approximately equal, however permeability varies widely) were chosen to conduct micro-computerized tomography test to acquire direct 3D images of pore geometries and to perform mercury injection experiments to obtain the pore volume-radii distribution. To characterize complex and high nonlinear pore structure of all samples, three classic fractal geometry models were applied. Results showed that each HFU has similar box-counting fractal dimension and generalized fractal dimension in the number-area model, but there are significant differences in multifractal spectrums. In the radius-volume model, there are three obvious linear segments, corresponding to three fractal dimension values, and the middle one is proved as the actual fractal dimension according to the maximum radius. In the number-radius model, the spherical-pore size distribution extracted by maximum ball algorithm exist a decrease in the number of small pores compared with the fractal power rate rather than the traditional linear law. Among the three models, only multifractal analysis can classify the HFUs accurately. Additionally, due to the tightness and low-permeability in reservoir rocks, connate water film existing in the inner surface of pore channels commonly forms bound water. The conventional model which is known as Yu-Cheng's model has been proved to be typically not applicable. Considering the effect of irreducible water saturation, an improved fractal permeability model was also deduced theoretically. The comparison results showed that the improved model can be applied to calculate permeability directly and accurately in such unconventional rocks.

  16. An Agent Model Integrating an Adaptive Model for Environmental Dynamics

    NARCIS (Netherlands)

    Treur, J.; Umair, M.

    2011-01-01

    The environments in which agents are used often may be described by dynamical models, e.g., in the form of a set of differential equations. In this paper, an agent model is proposed that can perform model-based reasoning about the environment, based on a numerical (dynamical system) model of the

  17. Hydration dynamics near a model protein surface

    International Nuclear Information System (INIS)

    Russo, Daniela; Hura, Greg; Head-Gordon, Teresa

    2003-01-01

    The evolution of water dynamics from dilute to very high concentration solutions of a prototypical hydrophobic amino acid with its polar backbone, N-acetyl-leucine-methylamide (NALMA), is studied by quasi-elastic neutron scattering and molecular dynamics simulation for both the completely deuterated and completely hydrogenated leucine monomer. We observe several unexpected features in the dynamics of these biological solutions under ambient conditions. The NALMA dynamics shows evidence of de Gennes narrowing, an indication of coherent long timescale structural relaxation dynamics. The translational water dynamics are analyzed in a first approximation with a jump diffusion model. At the highest solute concentrations, the hydration water dynamics is significantly suppressed and characterized by a long residential time and a slow diffusion coefficient. The analysis of the more dilute concentration solutions takes into account the results of the 2.0M solution as a model of the first hydration shell. Subtracting the first hydration layer based on the 2.0M spectra, the translational diffusion dynamics is still suppressed, although the rotational relaxation time and residential time are converged to bulk-water values. Molecular dynamics analysis shows spatially heterogeneous dynamics at high concentration that becomes homogeneous at more dilute concentrations. We discuss the hydration dynamics results of this model protein system in the context of glassy systems, protein function, and protein-protein interfaces

  18. A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

    Science.gov (United States)

    Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

    2018-05-01

    It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

  19. Dual-induced multifractality in online viewing activity

    Science.gov (United States)

    Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H. Eugene

    2018-01-01

    Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.

  20. Multifractal diffusion entropy analysis: Optimal bin width of probability histograms

    Science.gov (United States)

    Jizba, Petr; Korbel, Jan

    2014-11-01

    In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi’s entropy and the mean squared error analysis to discuss the conditions under which the error in the multifractal spectrum estimation is minimal. We illustrate the utility of our approach by focusing on a scaling behavior of financial time series. In particular, we analyze the S&P500 stock index as sampled at a daily rate in the time period 1950-2013. In order to demonstrate a strength of the method proposed we compare the multifractal δ-spectrum for various bin-widths and show the robustness of the method, especially for large values of q. For such values, other methods in use, e.g., those based on moment estimation, tend to fail for heavy-tailed data or data with long correlations. Connection between the δ-spectrum and Rényi’s q parameter is also discussed and elucidated on a simple example of multiscale time series.

  1. A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

    Science.gov (United States)

    Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

    2018-04-01

    It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

  2. Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

    DEFF Research Database (Denmark)

    Bork, Lasse; Møller, Stig Vinther

    2015-01-01

    We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantia......We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...

  3. Adaptive numerical modeling of dynamic crack propagation

    International Nuclear Information System (INIS)

    Adouani, H.; Tie, B.; Berdin, C.; Aubry, D.

    2006-01-01

    We propose an adaptive numerical strategy that aims at developing reliable and efficient numerical tools to model dynamic crack propagation and crack arrest. We use the cohesive zone theory as behavior of interface-type elements to model crack. Since the crack path is generally unknown beforehand, adaptive meshing is proposed to model the dynamic crack propagation. The dynamic study requires the development of specific solvers for time integration. As both geometry and finite element mesh of the studied structure evolve in time during transient analysis, the stability behavior of dynamic solver becomes a major concern. For this purpose, we use the space-time discontinuous Galerkin finite element method, well-known to provide a natural framework to manage meshes that evolve in time. As an important result, we prove that the space-time discontinuous Galerkin solver is unconditionally stable, when the dynamic crack propagation is modeled by the cohesive zone theory, which is highly non-linear. (authors)

  4. Multifractality as a Measure of Complexity in Solar Flare Activity

    Science.gov (United States)

    Sen, Asok K.

    2007-03-01

    In this paper we use the notion of multifractality to describe the complexity in H α flare activity during the solar cycles 21, 22, and 23. Both northern and southern hemisphere flare indices are analyzed. Multifractal behavior of the flare activity is characterized by calculating the singularity spectrum of the daily flare index time series in terms of the Hölder exponent. The broadness of the singularity spectrum gives a measure of the degree of multifractality or complexity in the flare index data. The broader the spectrum, the richer and more complex is the structure with a higher degree of multifractality. Using this broadness measure, complexity in the flare index data is compared between the northern and southern hemispheres in each of the three cycles, and among the three cycles in each of the two hemispheres. Other parameters of the singularity spectrum can also provide information about the fractal properties of the flare index data. For instance, an asymmetry to the left or right in the singularity spectrum indicates a dominance of high or low fractal exponents, respectively, reflecting a relative abundance of large or small fluctuations in the total energy emitted by the flares. Our results reveal that in the even (22nd) cycle the singularity spectra are very similar for the northern and southern hemispheres, whereas in the odd cycles (21st and 23rd) they differ significantly. In particular, we find that in cycle 21, the northern hemisphere flare index data have higher complexity than its southern counterpart, with an opposite pattern prevailing in cycle 23. Furthermore, small-scale fluctuations in the flare index time series are predominant in the northern hemisphere in the 21st cycle and are predominant in the southern hemisphere in the 23rd cycle. Based on these findings one might suggest that, from cycle to cycle, there exists a smooth switching between the northern and southern hemispheres in the multifractality of the flaring process. This new

  5. Modeling Gas Dynamics in California Sea Lions

    Science.gov (United States)

    2015-09-30

    W. and Fahlman, A. (2009). Could beaked whales get the bends?. Effect of diving behaviour and physiology on modelled gas exchange for three species...1 DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. Modeling Gas Dynamics in California Sea Lions Andreas...to update a current gas dynamics model with recently acquired data for respiratory compliance (P-V), and body compartment size estimates in

  6. A Dynamic Model of Sustainment Investment

    Science.gov (United States)

    2015-02-01

    Sustainment System Dynamics Model 11 Figure 7: Core Structure of Sustainment Work 12 Figure 8: Bandwagon Effect Loop 13 Figure 9: Limits to Growth Loop 14...Dynamics Model sustainment capacity sustainment performance gap Bandwagon Effect R1 Limits to Growth B1 S Work Smarter B3 Work Bigger B2 desired...which is of concern primarily when using the model as a vehicle for research. Figure 8 depicts a reinforcing loop called the “ Bandwagon Effect

  7. Modeling the Dynamic Digestive System Microbiome†

    OpenAIRE

    Estes, Anne M.

    2015-01-01

    Modeling the Dynamic Digestive System Microbiome” is a hands-on activity designed to demonstrate the dynamics of microbiome ecology using dried pasta and beans to model disturbance events in the human digestive system microbiome. This exercise demonstrates how microbiome diversity is influenced by: 1) niche availability and habitat space and 2) a major disturbance event, such as antibiotic use. Students use a pictorial key to examine prepared models of digestive system microbiomes to determi...

  8. Multifractal properties of diffusion-limited aggregates and random multiplicative processes

    International Nuclear Information System (INIS)

    Canessa, E.

    1991-04-01

    We consider the multifractal properties of irreversible diffusion-limited aggregation (DLA) from the point of view of the self-similarity of fluctuations in random multiplicative processes. In particular we analyse the breakdown of multifractal behaviour and phase transition associated with the negative moments of the growth probabilities in DLA. (author). 20 refs, 5 figs

  9. Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer

    Science.gov (United States)

    Mukhopadhyay, Sabyasachi; Pratiher, Sawon; Kumar, Rajeev; Krishnamoorthy, Vigneshram; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

    2017-06-01

    An augmented set of multifractal parameters with physical interpretations have been proposed to quantify the varying distribution and shape of the multifractal spectrum. The statistical classifier with accuracy of 84.17% validates the adequacy of multi-feature MFDFA characterization of elastic scattering spectroscopy for optical diagnosis of cancer.

  10. Multifractal Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

    Science.gov (United States)

    Cervantes, F.; González-Trejo, J. I.; Real-Ramírez, C. A.; Hoyos-Reyes, L. F.; Area de Sistemas Computacionales

    2013-05-01

    In the current literature on seismo electromagnetic, it has been reported many earthquakes which present electromagnetic anomalies as probable precursors of their occurrences. Although this methodology remains yet under discussion, is relevant to study many particular cases. In this work, we report a multifractal detrended fluctuation analysis (MFDFA) of electroseismic signals recorded in the Acapulco station during 1993. In October 24, 1993, occurred and earthquake (EQ) with M 6.5, with epicenter at (16.54 N, 98.98 W), 100Km away from the mentioned station. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. We discuss the dynamical meaning of this analysis and its possible relation with the mentioned EQ.

  11. Differential equation models for sharp threshold dynamics.

    Science.gov (United States)

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

    We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

  12. Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

    Science.gov (United States)

    Lahmiri, Salim

    In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

  13. Rank-ordered multifractal analysis for intermittent fluctuations with global crossover behavior

    International Nuclear Information System (INIS)

    Tam, Sunny W. Y.; Chang, Tom; Kintner, Paul M.; Klatt, Eric M.

    2010-01-01

    The rank-ordered multifractal analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one-parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of intermittent fluctuations. The method allows one to understand the multifractal properties through rank-ordered scaling or nonscaling parametric variables. The idea of the ROMA technique is applied to analyze the multifractal characteristics of the auroral zone electric-field fluctuations observed by the SIERRA sounding rocket. The observed fluctuations span across contiguous multiple regimes of scales with different multifractal characteristics. We extend the ROMA technique such that it can take into account the crossover behavior - with the possibility of collapsing probability distribution functions - over these contiguous regimes.

  14. Nonlinear dynamic phenomena in the beer model

    DEFF Research Database (Denmark)

    Mosekilde, Erik; Laugesen, Jakob Lund

    2007-01-01

    The production-distribution system or "beer game" is one of the most well-known system dynamics models. Notorious for the complex dynamics it produces, the beer game has been used for nearly five decades to illustrate how structure generates behavior and to explore human decision making. Here we...

  15. Phone Routing using the Dynamic Memory Model

    DEFF Research Database (Denmark)

    Bendtsen, Claus Nicolaj; Krink, Thiemo

    2002-01-01

    In earlier studies a genetic algorithm (GA) extended with the dynamic memory model has shown remarkable performance on real-world-like problems. In this paper we experiment with routing in communication networks and show that the dynamic memory GA performs remarkable well compared to ant colony...

  16. Extracting sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis

    Science.gov (United States)

    Jiang, Shan; Wang, Fang; Shen, Luming; Liao, Guiping; Wang, Lin

    2017-03-01

    Spectrum technology has been widely used in crop non-destructive testing diagnosis for crop information acquisition. Since spectrum covers a wide range of bands, it is of critical importance to extract the sensitive bands. In this paper, we propose a methodology to extract the sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis. Our obtained sensitive bands are relatively robust in the range of 534 nm-574 nm. Further, by using the multifractal parameter (Hurst exponent) of the extracted sensitive bands, we propose a prediction model to forecast the Soil and plant analyzer development values ((SPAD), often used as a parameter to indicate the chlorophyll content) and an identification model to distinguish the different planting patterns. Three vegetation indices (VIs) based on previous work are used for comparison. Three evaluation indicators, namely, the root mean square error, the correlation coefficient, and the relative error employed in the SPAD values prediction model all demonstrate that our Hurst exponent has the best performance. Four rapeseed compound planting factors, namely, seeding method, planting density, fertilizer type, and weed control method are considered in the identification model. The Youden indices calculated by the random decision forest method and the K-nearest neighbor method show that our Hurst exponent is superior to other three Vis, and their combination for the factor of seeding method. In addition, there is no significant difference among the five features for other three planting factors. This interesting finding suggests that the transplanting and the direct seeding would make a big difference in the growth of rapeseed.

  17. Dynamic queuing transmission model for dynamic network loading

    DEFF Research Database (Denmark)

    Raovic, Nevena; Nielsen, Otto Anker; Prato, Carlo Giacomo

    2017-01-01

    and allowing for the representation of multiple vehicle classes, queue spillbacks and shock waves. The model assumes that a link is split into a moving part plus a queuing part, and p that traffic dynamics are given by a triangular fundamental diagram. A case-study is investigated and the DQTM is compared...

  18. Some dynamical aspects of interacting quintessence model

    Indian Academy of Sciences (India)

    Binayak S Choudhury

    2018-03-16

    Mar 16, 2018 ... Accelerated expansion of the Universe; quintessence; dynamical system; Friedmann–Lemaitre–. Robertson–Walker ... accepted theoretical model. One of the .... Thus, quintessence loses its self-strength and gives dark matter.

  19. Modeling of truck's braking dynamics with ABS

    Directory of Open Access Journals (Sweden)

    Maxym DYACHUK

    2014-09-01

    Full Text Available In the article some questions of ABS simulation on the basis of plane vehicle's dynamics and automatic modeling are considered. The author's algorithm of ABS modulators control is presented.

  20. Dynamic Models of Insurgent Activity

    Science.gov (United States)

    2014-05-19

    one dimension that has recently been studied in the computer science community. The model involves movement with a speed proportional to a “fear...more realistic model of human locomotion. The movement of the criminal agents follows a biased Levy flight with step sizes distributed according to a...power-law distribution. The biased Brownian motion of the original model is then derived as a special case. Starting with an agent-based model, we

  1. Stochastic population dynamic models as probability networks

    Science.gov (United States)

    M.E. and D.C. Lee. Borsuk

    2009-01-01

    The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...

  2. Bond graph modeling of nuclear reactor dynamics

    International Nuclear Information System (INIS)

    Tylee, J.L.

    1981-01-01

    A tenth-order linear model of a pressurized water reactor (PWR) is developed using bond graph techniques. The model describes the nuclear heat generation process and the transfer of this heat to the reactor coolant. Comparisons between the calculated model response and test data from a small-scale PWR show the model to be an adequate representation of the actual plant dynamics. Possible application of the model in an advanced plant diagnostic system is discussed

  3. Swarm Intelligence for Urban Dynamics Modelling

    International Nuclear Information System (INIS)

    Ghnemat, Rawan; Bertelle, Cyrille; Duchamp, Gerard H. E.

    2009-01-01

    In this paper, we propose swarm intelligence algorithms to deal with dynamical and spatial organization emergence. The goal is to model and simulate the developement of spatial centers using multi-criteria. We combine a decentralized approach based on emergent clustering mixed with spatial constraints or attractions. We propose an extension of the ant nest building algorithm with multi-center and adaptive process. Typically, this model is suitable to analyse and simulate urban dynamics like gentrification or the dynamics of the cultural equipment in urban area.

  4. Swarm Intelligence for Urban Dynamics Modelling

    Science.gov (United States)

    Ghnemat, Rawan; Bertelle, Cyrille; Duchamp, Gérard H. E.

    2009-04-01

    In this paper, we propose swarm intelligence algorithms to deal with dynamical and spatial organization emergence. The goal is to model and simulate the developement of spatial centers using multi-criteria. We combine a decentralized approach based on emergent clustering mixed with spatial constraints or attractions. We propose an extension of the ant nest building algorithm with multi-center and adaptive process. Typically, this model is suitable to analyse and simulate urban dynamics like gentrification or the dynamics of the cultural equipment in urban area.

  5. Understanding and Modeling Teams As Dynamical Systems

    Science.gov (United States)

    Gorman, Jamie C.; Dunbar, Terri A.; Grimm, David; Gipson, Christina L.

    2017-01-01

    By its very nature, much of teamwork is distributed across, and not stored within, interdependent people working toward a common goal. In this light, we advocate a systems perspective on teamwork that is based on general coordination principles that are not limited to cognitive, motor, and physiological levels of explanation within the individual. In this article, we present a framework for understanding and modeling teams as dynamical systems and review our empirical findings on teams as dynamical systems. We proceed by (a) considering the question of why study teams as dynamical systems, (b) considering the meaning of dynamical systems concepts (attractors; perturbation; synchronization; fractals) in the context of teams, (c) describe empirical studies of team coordination dynamics at the perceptual-motor, cognitive-behavioral, and cognitive-neurophysiological levels of analysis, and (d) consider the theoretical and practical implications of this approach, including new kinds of explanations of human performance and real-time analysis and performance modeling. Throughout our discussion of the topics we consider how to describe teamwork using equations and/or modeling techniques that describe the dynamics. Finally, we consider what dynamical equations and models do and do not tell us about human performance in teams and suggest future research directions in this area. PMID:28744231

  6. Multifractal character of the electronic states in disordered two-dimensional systems

    International Nuclear Information System (INIS)

    Tit, N.; Schreiber, M.

    1994-08-01

    The nature of electronic states in disordered two-dimensional (2D) systems is investigated. To this aim, we present our calculations of both density of states and dc-conductivity for square lattices modelling the Anderson Hamiltonian with on-site energies randomly chosen from a box distribution of width W. For weak disorder (W), the eigenfunctions calculated by means of the Lanczos diagonalization algorithm display spatial fluctuations reflecting their (multi)fractal behaviour. For increasing disorder or energy the observed increase of the curdling of the wavefunction reflects its stronger localization. Our dc-conductivity results suggest a critical fractal dimension d * c =1.48±0.05 to discriminate between the exponentially and the power-law localized states. Consequences of the localization on transport properties are also discussed. (author). 30 refs, 10 figs, 1 tab

  7. Dynamical models of spiral galaxies

    International Nuclear Information System (INIS)

    Grosbol, P.

    1990-01-01

    The effects of changing the basic parameters of rotation curve steepness, amount of bulge, and pitch angle of the imposed spiral pattern in the galactic model of Contoupolos and Grosbel (1986) are investigated. The general conclusions of the model are confirmed and shown to be insensitive to the specific choice of parameters for the galactic potential. The exact amplitude at which the nonlinear effects at the 4:1 resonance become important do, however, depend on the model

  8. Energy Balance Models and Planetary Dynamics

    Science.gov (United States)

    Domagal-Goldman, Shawn

    2012-01-01

    We know that planetary dynamics can have a significant affect on the climate of planets. Planetary dynamics dominate the glacial-interglacial periods on Earth, leaving a significant imprint on the geological record. They have also been demonstrated to have a driving influence on the climates of other planets in our solar system. We should therefore expect th.ere to be similar relationships on extrasolar planets. Here we describe a simple energy balance model that can predict the growth and thickness of glaciers, and their feedbacks on climate. We will also describe model changes that we have made to include planetary dynamics effects. This is the model we will use at the start of our collaboration to handle the influence of dynamics on climate.

  9. Stirling Engine Dynamic System Modeling

    Science.gov (United States)

    Nakis, Christopher G.

    2004-01-01

    The Thermo-Mechanical systems branch at the Glenn Research Center focuses a large amount time on Stirling engines. These engines will be used on missions where solar power is inefficient, especially in deep space. I work with Tim Regan and Ed Lewandowski who are currently developing and validating a mathematical model for the Stirling engines. This model incorporates all aspects of the system including, mechanical, electrical and thermodynamic components. Modeling is done through Simplorer, a program capable of running simulations of the model. Once created and then proven to be accurate, a model is used for developing new ideas for engine design. My largest specific project involves varying key parameters in the model and quantifying the results. This can all be done relatively trouble-free with the help of Simplorer. Once the model is complete, Simplorer will do all the necessary calculations. The more complicated part of this project is determining which parameters to vary. Finding key parameters depends on the potential for a value to be independently altered in the design. For example, a change in one dimension may lead to a proportional change to the rest of the model, and no real progress is made. Also, the ability for a changed value to have a substantial impact on the outputs of the system is important. Results will be condensed into graphs and tables with the purpose of better communication and understanding of the data. With the changing of these parameters, a more optimal design can be created without having to purchase or build any models. Also, hours and hours of results can be simulated in minutes. In the long run, using mathematical models can save time and money. Along with this project, I have many other smaller assignments throughout the summer. My main goal is to assist in the processes of model development, validation and testing.

  10. Statistical and Multifractal Evaluation of Soil Compaction in a Vineyard

    Science.gov (United States)

    Marinho, M.; Raposo, J. R.; Mirás Avalos, J. M.; Paz González, A.

    2012-04-01

    One of the detrimental effects caused by agricultural machines is soil compaction, which can be defined by an increase in soil bulk density. Soil compaction often has a negative impact on plant growth, since it reduces the macroporosity and soil permeability and increases resistance to penetration. Our research explored the effect of the agricultural machinery on soil when trafficking through a vineyard at a small spatial scale, based on the evaluation of the soil compaction status. The objectives of this study were: i) to quantify soil bulk density along transects following wine row, wheel track and outside track, and, ii) to characterize the variability of the bulk density along these transects using multifractal analysis. The field work was conducted at the experimental farm of EVEGA (Viticulture and Enology Centre of Galicia) located in Ponte San Clodio, Leiro, Orense, Spain. Three parallel transects were marked on positions with contrasting machine traffic effects, i.e. vine row, wheel-track and outside-track. Undisturbed samples were collected in 16 points of each transect, spaced 0.50 m apart, for bulk density determination using the cylinder method. Samples were taken in autumn 2011, after grape harvest. Since soil between vine rows was tilled and homogenized beginning spring 2011, cumulative effects of traffic during the vine growth period could be evaluated. The distribution patterns of soil bulk density were characterized by multifractal analysis carried out by the method of moments. Multifractality was assessed by several indexes derived from the mass exponent, τq, the generalized dimension, Dq, and the singularity spectrum, f(α), curves. Mean soil bulk density values determined for vine row, outside-track and wheel-track transects were 1.212 kg dm-3, 1.259 kg dm-3and 1.582 kg dm-3, respectively. The respective coefficients of variation (CV) for these three transects were 7.76%, 4.82% and 2.03%. Therefore mean bulk density under wheel-track was 30

  11. Brand Equity Evolution: a System Dynamics Model

    Directory of Open Access Journals (Sweden)

    Edson Crescitelli

    2009-04-01

    Full Text Available One of the greatest challenges in brand management lies in monitoring brand equity over time. This paper aimsto present a simulation model able to represent this evolution. The model was drawn on brand equity concepts developed by Aaker and Joachimsthaler (2000, using the system dynamics methodology. The use ofcomputational dynamic models aims to create new sources of information able to sensitize academics and managers alike to the dynamic implications of their brand management. As a result, an easily implementable model was generated, capable of executing continuous scenario simulations by surveying casual relations among the variables that explain brand equity. Moreover, the existence of a number of system modeling tools will allow extensive application of the concepts used in this study in practical situations, both in professional and educational settings

  12. Discrete dynamic modeling of cellular signaling networks.

    Science.gov (United States)

    Albert, Réka; Wang, Rui-Sheng

    2009-01-01

    Understanding signal transduction in cellular systems is a central issue in systems biology. Numerous experiments from different laboratories generate an abundance of individual components and causal interactions mediating environmental and developmental signals. However, for many signal transduction systems there is insufficient information on the overall structure and the molecular mechanisms involved in the signaling network. Moreover, lack of kinetic and temporal information makes it difficult to construct quantitative models of signal transduction pathways. Discrete dynamic modeling, combined with network analysis, provides an effective way to integrate fragmentary knowledge of regulatory interactions into a predictive mathematical model which is able to describe the time evolution of the system without the requirement for kinetic parameters. This chapter introduces the fundamental concepts of discrete dynamic modeling, particularly focusing on Boolean dynamic models. We describe this method step-by-step in the context of cellular signaling networks. Several variants of Boolean dynamic models including threshold Boolean networks and piecewise linear systems are also covered, followed by two examples of successful application of discrete dynamic modeling in cell biology.

  13. Dynamic Modelling with "MLE-Energy Dynamic" for Primary School

    Science.gov (United States)

    Giliberti, Enrico; Corni, Federico

    During the recent years simulation and modelling are growing instances in science education. In primary school, however, the main use of software is the simulation, due to the lack of modelling software tools specially designed to fit/accomplish the needs of primary education. In particular primary school teachers need to use simulation in a framework that is both consistent and simple enough to be understandable by children [2]. One of the possible area to approach modelling is about the construction of the concept of energy, in particular for what concerns the relations among substance, potential, power [3]. Following the previous initial research results with this approach [2], and with the static version of the software MLE Energy [1], we suggest the design and the experimentation of a dynamic modelling software—MLE dynamic-capable to represent dynamically the relations occurring when two substance-like quantities exchange energy, modifying their potential. By means of this software the user can graphically choose the dependent and independent variables and leave the other parameters fixed. The software has been initially evaluated, during a course of science education with a group of primary school teachers-to-be, to test the ability of the software to improve teachers' way of thinking in terms of substance-like quantities and their effects (graphical representation of the extensive, intensive variables and their mutual relations); moreover, the software has been tested with a group of primary school teachers, asking their opinion about the software didactical relevance in the class work.

  14. An extended algebraic variational multiscale-multigrid-multifractal method (XAVM4) for large-eddy simulation of turbulent two-phase flow

    Science.gov (United States)

    Rasthofer, U.; Wall, W. A.; Gravemeier, V.

    2018-04-01

    A novel and comprehensive computational method, referred to as the eXtended Algebraic Variational Multiscale-Multigrid-Multifractal Method (XAVM4), is proposed for large-eddy simulation of the particularly challenging problem of turbulent two-phase flow. The XAVM4 involves multifractal subgrid-scale modeling as well as a Nitsche-type extended finite element method as an approach for two-phase flow. The application of an advanced structural subgrid-scale modeling approach in conjunction with a sharp representation of the discontinuities at the interface between two bulk fluids promise high-fidelity large-eddy simulation of turbulent two-phase flow. The high potential of the XAVM4 is demonstrated for large-eddy simulation of turbulent two-phase bubbly channel flow, that is, turbulent channel flow carrying a single large bubble of the size of the channel half-width in this particular application.

  15. Dynamics of the standard model

    CERN Document Server

    Donoghue, John F; Holstein, Barry R

    2014-01-01

    Describing the fundamental theory of particle physics and its applications, this book provides a detailed account of the Standard Model, focusing on techniques that can produce information about real observed phenomena. The book begins with a pedagogic account of the Standard Model, introducing essential techniques such as effective field theory and path integral methods. It then focuses on the use of the Standard Model in the calculation of physical properties of particles. Rigorous methods are emphasized, but other useful models are also described. This second edition has been updated to include recent theoretical and experimental advances, such as the discovery of the Higgs boson. A new chapter is devoted to the theoretical and experimental understanding of neutrinos, and major advances in CP violation and electroweak physics have been given a modern treatment. This book is valuable to graduate students and researchers in particle physics, nuclear physics and related fields.

  16. Forecasting with Dynamic Regression Models

    CERN Document Server

    Pankratz, Alan

    2012-01-01

    One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

  17. Dynamic Modelling Of A SCARA Robot

    Science.gov (United States)

    Turiel, J. Perez; Calleja, R. Grossi; Diez, V. Gutierrez

    1987-10-01

    This paper describes a method for modelling industrial robots that considers dynamic approach to manipulation systems motion generation, obtaining the complete dynamic model for the mechanic part of the robot and taking into account the dynamic effect of actuators acting at the joints. For a four degree of freedom SCARA robot we obtain the dynamic model for the basic (minimal) configuration, that is, the three degrees of freedom that allow us to place the robot end effector in a desired point, using the Lagrange Method to obtain the dynamic equations in matrix form. The manipulator is considered to be a set of rigid bodies inter-connected by joints in the form of simple kinematic pairs. Then, the state space model is obtained for the actuators that move the robot joints, uniting the models of the single actuators, that is, two DC permanent magnet servomotors and an electrohydraulic actuator. Finally, using a computer simulation program written in FORTRAN language, we can compute the matrices of the complete model.

  18. Dynamic modeling of IGCC power plants

    International Nuclear Information System (INIS)

    Casella, F.; Colonna, P.

    2012-01-01

    Integrated Gasification Combined Cycle (IGCC) power plants are an effective option to reduce emissions and implement carbon-dioxide sequestration. The combination of a very complex fuel-processing plant and a combined cycle power station leads to challenging problems as far as dynamic operation is concerned. Dynamic performance is extremely relevant because recent developments in the electricity market push toward an ever more flexible and varying operation of power plants. A dynamic model of the entire system and models of its sub-systems are indispensable tools in order to perform computer simulations aimed at process and control design. This paper presents the development of the lumped-parameters dynamic model of an entrained-flow gasifier, with special emphasis on the modeling approach. The model is implemented into software by means of the Modelica language and validated by comparison with one set of data related to the steady operation of the gasifier of the Buggenum power station in the Netherlands. Furthermore, in order to demonstrate the potential of the proposed modeling approach and the use of simulation for control design purposes, a complete model of an exemplary IGCC power plant, including its control system, has been developed, by re-using existing models of combined cycle plant components; the results of a load dispatch ramp simulation are presented and shortly discussed. - Highlights: ► The acausal dynamic model of an entrained gasifier has been developed. ► The model can be used to perform system optimization and control studies. ► The model has been validated using field data. ► Model use is illustrated with an example showing the transient of an IGCC plant.

  19. Automated adaptive inference of phenomenological dynamical models

    Science.gov (United States)

    Daniels, Bryan

    Understanding the dynamics of biochemical systems can seem impossibly complicated at the microscopic level: detailed properties of every molecular species, including those that have not yet been discovered, could be important for producing macroscopic behavior. The profusion of data in this area has raised the hope that microscopic dynamics might be recovered in an automated search over possible models, yet the combinatorial growth of this space has limited these techniques to systems that contain only a few interacting species. We take a different approach inspired by coarse-grained, phenomenological models in physics. Akin to a Taylor series producing Hooke's Law, forgoing microscopic accuracy allows us to constrain the search over dynamical models to a single dimension. This makes it feasible to infer dynamics with very limited data, including cases in which important dynamical variables are unobserved. We name our method Sir Isaac after its ability to infer the dynamical structure of the law of gravitation given simulated planetary motion data. Applying the method to output from a microscopically complicated but macroscopically simple biological signaling model, it is able to adapt the level of detail to the amount of available data. Finally, using nematode behavioral time series data, the method discovers an effective switch between behavioral attractors after the application of a painful stimulus.

  20. Dynamical implications of sample shape for avalanches in 2-dimensional random-field Ising model with saw-tooth domain wall

    Science.gov (United States)

    Tadić, Bosiljka

    2018-03-01

    We study dynamics of a built-in domain wall (DW) in 2-dimensional disordered ferromagnets with different sample shapes using random-field Ising model on a square lattice rotated by 45 degrees. The saw-tooth DW of the length Lx is created along one side and swept through the sample by slow ramping of the external field until the complete magnetisation reversal and the wall annihilation at the open top boundary at a distance Ly. By fixing the number of spins N =Lx ×Ly = 106 and the random-field distribution at a value above the critical disorder, we vary the ratio of the DW length to the annihilation distance in the range Lx /Ly ∈ [ 1 / 16 , 16 ] . The periodic boundary conditions are applied in the y-direction so that these ratios comprise different samples, i.e., surfaces of cylinders with the changing perimeter Lx and height Ly. We analyse the avalanches of the DW slips between following field updates, and the multifractal structure of the magnetisation fluctuation time series. Our main findings are that the domain-wall lengths materialised in different sample shapes have an impact on the dynamics at all scales. Moreover, the domain-wall motion at the beginning of the hysteresis loop (HLB) probes the disorder effects resulting in the fluctuations that are significantly different from the large avalanches in the central part of the loop (HLC), where the strong fields dominate. Specifically, the fluctuations in HLB exhibit a wide multi-fractal spectrum, which shifts towards higher values of the exponents when the DW length is reduced. The distributions of the avalanches in this segments of the loops obey power-law decay and the exponential cutoffs with the exponents firmly in the mean-field universality class for long DW. In contrast, the avalanches in the HLC obey Tsallis density distribution with the power-law tails which indicate the new categories of the scale invariant behaviour for different ratios Lx /Ly. The large fluctuations in the HLC, on the other

  1. Fractal and multifractal analysis of LiF thin film surface

    International Nuclear Information System (INIS)

    Yadav, R.P.; Dwivedi, S.; Mittal, A.K.; Kumar, M.; Pandey, A.C.

    2012-01-01

    Highlights: ► Fractal and multifractal analysis of surface morphologies of the LiF thin films. ► Complexity and roughness of the LiF thin films increases as thickness increases. ► LiF thin films are multifractal in nature. ► Strength of the multifractality increases with thickness of the film. - Abstract: Fractal and multifractal analysis is performed on the atomic force microscopy (AFM) images of the surface morphologies of the LiF thin films of thickness 10 nm, 20 nm, and 40 nm, respectively. Autocorrelation function, height–height correlation function, and two-dimensional multifractal detrended fluctuation analysis (MFDFA) are used for characterizing the surface. It is found that the interface width, average roughness, lateral correlation length, and fractal dimension of the LiF thin film increase with the thickness of the film, whereas the roughness exponent decreases with thickness. Thus, the complexity and roughness of the LiF thin films increases as thickness increases. It is also demonstrated that the LiF thin films are multifractal in nature. Strength of the multifractality increases with thickness of the film.

  2. Online Learning of Industrial Manipulators' Dynamics Models

    DEFF Research Database (Denmark)

    Polydoros, Athanasios

    2017-01-01

    , it was compared with multiple other state-of-the-art machine learning algorithms. Moreover, the thesis presents the application of the proposed learning method on robot control for achieving trajectory execution while learning the inverse dynamics models  on-the-fly . Also it is presented the application...... of the dynamics models. Those mainly derive from physics-based methods and thus they are based on physical properties which are hard to be calculated.  In this thesis, is presented, a novel online machine learning approach  which is able to model both inverse and forward dynamics models of industrial manipulators....... The proposed method belongs to the class of deep learning and exploits the concepts of self-organization, recurrent neural networks and iterative multivariate Bayesian regression. It has been evaluated on multiple datasets captured from industrial robots while they were performing various tasks. Also...

  3. Dynamic optimization deterministic and stochastic models

    CERN Document Server

    Hinderer, Karl; Stieglitz, Michael

    2016-01-01

    This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

  4. Dynamic modeling of the INAPRO aquaponic system

    NARCIS (Netherlands)

    Karimanzira, Divas; Keesman, Karel J.; Kloas, Werner; Baganz, Daniela; Rauschenbach, Thomas

    2016-01-01

    The use of modeling techniques to analyze aquaponics systems is demonstrated with an example of dynamic modeling for the production of Nile tilapia (Oreochromis niloticus) and tomatoes (Solanum lycopersicon) using the innovative double recirculating aquaponic system ASTAF-PRO. For the management

  5. Dynamic spatial panels : models, methods, and inferences

    NARCIS (Netherlands)

    Elhorst, J. Paul

    This paper provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for spatial panels extended to include one or more of the following variables and/or error terms: a dependent variable lagged in time, a dependent

  6. A Discrete Dynamical Model of Signed Partitions

    Directory of Open Access Journals (Sweden)

    G. Chiaselotti

    2013-01-01

    Full Text Available We use a discrete dynamical model with three evolution rules in order to analyze the structure of a partially ordered set of signed integer partitions whose main properties are actually not known. This model is related to the study of some extremal combinatorial sum problems.

  7. Dynamic Factor Models for the Volatility Surface

    DEFF Research Database (Denmark)

    van der Wel, Michel; Ozturk, Sait R.; Dijk, Dick van

    The implied volatility surface is the collection of volatilities implied by option contracts for different strike prices and time-to-maturity. We study factor models to capture the dynamics of this three-dimensional implied volatility surface. Three model types are considered to examine desirable...

  8. Dynamical modeling of surface tension

    International Nuclear Information System (INIS)

    Brackbill, J.U.; Kothe, D.B.

    1996-01-01

    In a recent review it is said that free-surface flows ''represent some of the difficult remaining challenges in computational fluid dynamics''. There has been progress with the development of new approaches to treating interfaces, such as the level-set method and the improvement of older methods such as the VOF method. A common theme of many of the new developments has been the regularization of discontinuities at the interface. One example of this approach is the continuum surface force (CSF) formulation for surface tension, which replaces the surface stress given by Laplace's equation by an equivalent volume force. Here, we describe how CSF might be made more useful. Specifically, we consider a derivation of the CSF equations from a minimization of surface energy as outlined by Jacqmin. This reformulation suggests that if one eliminates the computation of curvature in terms of a unit normal vector, parasitic currents may be eliminated For this reformulation to work, it is necessary that transition region thickness be controlled. Various means for this, in addition to the one discussed by Jacqmin are discussed

  9. Session 6: Dynamic Modeling and Systems Analysis

    Science.gov (United States)

    Csank, Jeffrey; Chapman, Jeffryes; May, Ryan

    2013-01-01

    These presentations cover some of the ongoing work in dynamic modeling and dynamic systems analysis. The first presentation discusses dynamic systems analysis and how to integrate dynamic performance information into the systems analysis. The ability to evaluate the dynamic performance of an engine design may allow tradeoffs between the dynamic performance and operability of a design resulting in a more efficient engine design. The second presentation discusses the Toolbox for Modeling and Analysis of Thermodynamic Systems (T-MATS). T-MATS is a Simulation system with a library containing the basic building blocks that can be used to create dynamic Thermodynamic Systems. Some of the key features include Turbo machinery components, such as turbines, compressors, etc., and basic control system blocks. T-MAT is written in the Matlab-Simulink environment and is open source software. The third presentation focuses on getting additional performance from the engine by allowing the limit regulators only to be active when a limit is danger of being violated. Typical aircraft engine control architecture is based on MINMAX scheme, which is designed to keep engine operating within prescribed mechanical/operational safety limits. Using a conditionally active min-max limit regulator scheme, additional performance can be gained by disabling non-relevant limit regulators

  10. Mesoscale Models of Fluid Dynamics

    Science.gov (United States)

    Boghosian, Bruce M.; Hadjiconstantinou, Nicolas G.

    During the last half century, enormous progress has been made in the field of computational materials modeling, to the extent that in many cases computational approaches are used in a predictive fashion. Despite this progress, modeling of general hydrodynamic behavior remains a challenging task. One of the main challenges stems from the fact that hydrodynamics manifests itself over a very wide range of length and time scales. On one end of the spectrum, one finds the fluid's "internal" scale characteristic of its molecular structure (in the absence of quantum effects, which we omit in this chapter). On the other end, the "outer" scale is set by the characteristic sizes of the problem's domain. The resulting scale separation or lack thereof as well as the existence of intermediate scales are key to determining the optimal approach. Successful treatments require a judicious choice of the level of description which is a delicate balancing act between the conflicting requirements of fidelity and manageable computational cost: a coarse description typically requires models for underlying processes occuring at smaller length and time scales; on the other hand, a fine-scale model will incur a significantly larger computational cost.

  11. Modelling biased human trust dynamics

    NARCIS (Netherlands)

    Hoogendoorn, M.; Jaffry, S.W.; Maanen, P.P. van; Treur, J.

    2013-01-01

    Abstract. Within human trust related behaviour, according to the literature from the domains of Psychology and Social Sciences often non-rational behaviour can be observed. Current trust models that have been developed typically do not incorporate non-rational elements in the trust formation

  12. Dynamic model for a boiling water reactor

    International Nuclear Information System (INIS)

    Muscettola, M.

    1963-07-01

    A theoretical formulation is derived for the dynamics of a boiling water reactor of the pressure tube and forced circulation type. Attention is concentrated on neutron kinetics, fuel element heat transfer dynamics, and the primary circuit - that is the boiling channel, riser, steam drum, downcomer and recirculating pump of a conventional La Mont loop. Models for the steam and feedwater plant are not derived. (author)

  13. Clustering Multiple Sclerosis Subgroups with Multifractal Methods and Self-Organizing Map Algorithm

    Science.gov (United States)

    Karaca, Yeliz; Cattani, Carlo

    Magnetic resonance imaging (MRI) is the most sensitive method to detect chronic nervous system diseases such as multiple sclerosis (MS). In this paper, Brownian motion Hölder regularity functions (polynomial, periodic (sine), exponential) for 2D image, such as multifractal methods were applied to MR brain images, aiming to easily identify distressed regions, in MS patients. With these regions, we have proposed an MS classification based on the multifractal method by using the Self-Organizing Map (SOM) algorithm. Thus, we obtained a cluster analysis by identifying pixels from distressed regions in MR images through multifractal methods and by diagnosing subgroups of MS patients through artificial neural networks.

  14. Multifractals in Western Major STOCK Markets Historical Volatilities in Times of Financial Crisis

    Science.gov (United States)

    Lahmiri, Salim

    In this paper, the generalized Hurst exponent is used to investigate multifractal properties of historical volatility (CHV) in stock market price and return series before, during and after 2008 financial crisis. Empirical results from NASDAQ, S&P500, TSE, CAC40, DAX, and FTSE stock market data show that there is strong evidence of multifractal patterns in HV of both price and return series. In addition, financial crisis deeply affected the behavior and degree of multifractality in volatility of Western financial markets at price and return levels.

  15. A dynamical model for multifragmentation

    International Nuclear Information System (INIS)

    Ngo, H.; Ighezou, F.Z.; Ngo, C.

    1999-01-01

    The surface multifragmentation of highly excited (compression and thermal excitation) 208 Pb is investigated with a finite temperature spherical TDHF approximation coupled to a restructured aggregation model. This approach is discussed in terms of the data available from ALADIN collaboration at GSI on gold ion induced reactions on C, Al and Cu targets at 600 MeV/u excitation energy. The calculation showed that the slowest fragments originate in the nuclear volume while the smaller, faster fragments are emitted from surface

  16. Nonlinear Dynamic Models in Advanced Life Support

    Science.gov (United States)

    Jones, Harry

    2002-01-01

    To facilitate analysis, ALS systems are often assumed to be linear and time invariant, but they usually have important nonlinear and dynamic aspects. Nonlinear dynamic behavior can be caused by time varying inputs, changes in system parameters, nonlinear system functions, closed loop feedback delays, and limits on buffer storage or processing rates. Dynamic models are usually cataloged according to the number of state variables. The simplest dynamic models are linear, using only integration, multiplication, addition, and subtraction of the state variables. A general linear model with only two state variables can produce all the possible dynamic behavior of linear systems with many state variables, including stability, oscillation, or exponential growth and decay. Linear systems can be described using mathematical analysis. Nonlinear dynamics can be fully explored only by computer simulations of models. Unexpected behavior is produced by simple models having only two or three state variables with simple mathematical relations between them. Closed loop feedback delays are a major source of system instability. Exceeding limits on buffer storage or processing rates forces systems to change operating mode. Different equilibrium points may be reached from different initial conditions. Instead of one stable equilibrium point, the system may have several equilibrium points, oscillate at different frequencies, or even behave chaotically, depending on the system inputs and initial conditions. The frequency spectrum of an output oscillation may contain harmonics and the sums and differences of input frequencies, but it may also contain a stable limit cycle oscillation not related to input frequencies. We must investigate the nonlinear dynamic aspects of advanced life support systems to understand and counter undesirable behavior.

  17. Log wavelet leaders cumulant based multifractal analysis of EVI fMRI time series: evidence of scaling in ongoing and evoked brain activity

    Energy Technology Data Exchange (ETDEWEB)

    Ciuciu, P.; Rabrait, C. [CEA, Neuro Spin, Gif Sur Yvette (France); Abry, P.; Wendt, H. [Ecole Normale Super Lyon, Phys Lab, CNRS, UMR 5672, Lyon (France)

    2008-07-01

    Classical within-subject analysis in functional magnetic resonance imaging (fMRI) relies on a detection step to localize which parts of the brain are activated by a given stimulus type. This is usually achieved using model-based approaches. Here, we propose an alternative exploratory analysis. The originality of this contribution is twofold. First, we propose a synthetic, consistent, and comparative overview of the various stochastic processes and estimation procedures used to model and analyze scale invariance. Notably, it is explained how multifractal models are more versatile to adjust the scaling properties of fMRI data but require more elaborated analysis procedures. Second, we bring evidence of the existence of actual scaling in fMRI time series that are clearly disentangled from putative superimposed non-stationarities. By nature, scaling analysis requires the use of long enough signals with high frequency sampling rate. To this end, we make use of a localized 3-D echo volume imaging (EVI) technique, which has recently emerged in fMRI because it allows very fast acquisitions of successive brain volumes. High temporal resolution EVI fMRI data have been acquired both in resting state and during a slow event-related visual paradigm. A voxel-based systematic multifractal analysis has been performed over both kinds of data. Combining multifractal attribute estimates together with paired statistical tests, we observe significant scaling parameter changes between ongoing and evoked brain activity, which clearly validate an increase in long memory and suggest a global multi-fractality decrease effect under activation. (authors)

  18. System Dynamics Modeling of Multipurpose Reservoir Operation

    Directory of Open Access Journals (Sweden)

    Ebrahim Momeni

    2006-03-01

    Full Text Available System dynamics, a feedback – based object – oriented simulation approach, not only represents complex dynamic systemic systems in a realistic way but also allows the involvement of end users in model development to increase their confidence in modeling process. The increased speed of model development, the possibility of group model development, the effective communication of model results, and the trust developed in the model due to user participation are the main strengths of this approach. The ease of model modification in response to changes in the system and the ability to perform sensitivity analysis make this approach more attractive compared with systems analysis techniques for modeling water management systems. In this study, a system dynamics model was developed for the Zayandehrud basin in central Iran. This model contains river basin, dam reservoir, plains, irrigation systems, and groundwater. Current operation rule is conjunctive use of ground and surface water. Allocation factor for each irrigation system is computed based on the feedback from groundwater storage in its zone. Deficit water is extracted from groundwater.The results show that applying better rules can not only satisfy all demands such as Gawkhuni swamp environmental demand, but it can also  prevent groundwater level drawdown in future.

  19. Log-Normality and Multifractal Analysis of Flame Surface Statistics

    Science.gov (United States)

    Saha, Abhishek; Chaudhuri, Swetaprovo; Law, Chung K.

    2013-11-01

    The turbulent flame surface is typically highly wrinkled and folded at a multitude of scales controlled by various flame properties. It is useful if the information contained in this complex geometry can be projected onto a simpler regular geometry for the use of spectral, wavelet or multifractal analyses. Here we investigate local flame surface statistics of turbulent flame expanding under constant pressure. First the statistics of local length ratio is experimentally obtained from high-speed Mie scattering images. For spherically expanding flame, length ratio on the measurement plane, at predefined equiangular sectors is defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at corresponding area-ratio pdfs. Both the pdfs are found to be near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. Currently at Indian Institute of Science, India.

  20. ABC of multi-fractal spacetimes and fractional sea turtles

    Energy Technology Data Exchange (ETDEWEB)

    Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

    2016-04-15

    We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes. (orig.)

  1. ABC of multi-fractal spacetimes and fractional sea turtles

    International Nuclear Information System (INIS)

    Calcagni, Gianluca

    2016-01-01

    We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes. (orig.)

  2. ABC of multi-fractal spacetimes and fractional sea turtles

    Science.gov (United States)

    Calcagni, Gianluca

    2016-04-01

    We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes.

  3. Modeling and identification in structural dynamics

    OpenAIRE

    Jayakumar, Paramsothy

    1987-01-01

    Analytical modeling of structures subjected to ground motions is an important aspect of fully dynamic earthquake-resistant design. In general, linear models are only sufficient to represent structural responses resulting from earthquake motions of small amplitudes. However, the response of structures during strong ground motions is highly nonlinear and hysteretic. System identification is an effective tool for developing analytical models from experimental data. Testing of full-scale prot...

  4. Feature Extraction for Structural Dynamics Model Validation

    Energy Technology Data Exchange (ETDEWEB)

    Farrar, Charles [Los Alamos National Laboratory; Nishio, Mayuko [Yokohama University; Hemez, Francois [Los Alamos National Laboratory; Stull, Chris [Los Alamos National Laboratory; Park, Gyuhae [Chonnam Univesity; Cornwell, Phil [Rose-Hulman Institute of Technology; Figueiredo, Eloi [Universidade Lusófona; Luscher, D. J. [Los Alamos National Laboratory; Worden, Keith [University of Sheffield

    2016-01-13

    As structural dynamics becomes increasingly non-modal, stochastic and nonlinear, finite element model-updating technology must adopt the broader notions of model validation and uncertainty quantification. For example, particular re-sampling procedures must be implemented to propagate uncertainty through a forward calculation, and non-modal features must be defined to analyze nonlinear data sets. The latter topic is the focus of this report, but first, some more general comments regarding the concept of model validation will be discussed.

  5. Record Dynamics and the Parking Lot Model for granular dynamics

    Science.gov (United States)

    Sibani, Paolo; Boettcher, Stefan

    Also known for its application to granular compaction (E. Ben-Naim et al., Physica D, 1998), the Parking Lot Model (PLM) describes the random parking of identical cars in a strip with no marked bays. In the thermally activated version considered, cars can be removed at an energy cost and, in thermal equilibrium, their average density increases as temperature decreases. However, equilibration at high density becomes exceedingly slow and the system enters an aging regime induced by a kinematic constraint, the fact that parked cars may not overlap. As parking an extra car reduces the available free space,the next parking event is even harder to achieve. Records in the number of parked cars mark the salient features of the dynamics and are shown to be well described by the log-Poisson statistics known from other glassy systems with record dynamics. Clusters of cars whose positions must be rearranged to make the next insertion possible have a length scale which grows logarithmically with age, while their life-time grows exponentially with size. The implications for a recent cluster model of colloidal dynamics,(S. Boettcher and P. Sibani, J. Phys.: Cond. Matter, 2011 N. Becker et al., J. Phys.: Cond. Matter, 2014) are discussed. Support rom the Villum Foundation is gratefully acknowledged.

  6. Modeling the dynamics of dissent

    Science.gov (United States)

    Lee, Eun; Holme, Petter; Lee, Sang Hoon

    2017-11-01

    We investigate the formation of opinion against authority in an authoritarian society composed of agents with different levels of authority. We explore a ;dissenting; opinion, held by lower-ranking, obedient, or less authoritative people, spreading in an environment of an ;affirmative; opinion held by authoritative leaders. A real-world example would be a corrupt society where people revolt against such leaders, but it can be applied to more general situations. In our model, agents can change their opinion depending on their authority relative to their neighbors and their own confidence level. In addition, with a certain probability, agents can override the affirmative opinion to take the dissenting opinion of a neighbor. Based on analytic derivation and numerical simulations, we observe that both the network structure and heterogeneity in authority, and their correlation, significantly affect the possibility of the dissenting opinion to spread through the population. In particular, the dissenting opinion is suppressed when the authority distribution is very heterogeneous and there exists a positive correlation between the authority and the number of neighbors of people (degree). Except for such an extreme case, though, spreading of the dissenting opinion takes place when people have the tendency to override the authority to hold the dissenting opinion, but the dissenting opinion can take a long time to spread to the entire society, depending on the model parameters. We argue that the internal social structure of agents sets the scale of the time to reach consensus, based on the analysis of the underlying structural properties of opinion spreading.

  7. Modeling Dynamic Regulatory Processes in Stroke

    Science.gov (United States)

    McDermott, Jason E.; Jarman, Kenneth; Taylor, Ronald; Lancaster, Mary; Shankaran, Harish; Vartanian, Keri B.; Stevens, Susan L.; Stenzel-Poore, Mary P.; Sanfilippo, Antonio

    2012-01-01

    The ability to examine the behavior of biological systems in silico has the potential to greatly accelerate the pace of discovery in diseases, such as stroke, where in vivo analysis is time intensive and costly. In this paper we describe an approach for in silico examination of responses of the blood transcriptome to neuroprotective agents and subsequent stroke through the development of dynamic models of the regulatory processes observed in the experimental gene expression data. First, we identified functional gene clusters from these data. Next, we derived ordinary differential equations (ODEs) from the data relating these functional clusters to each other in terms of their regulatory influence on one another. Dynamic models were developed by coupling these ODEs into a model that simulates the expression of regulated functional clusters. By changing the magnitude of gene expression in the initial input state it was possible to assess the behavior of the networks through time under varying conditions since the dynamic model only requires an initial starting state, and does not require measurement of regulatory influences at each time point in order to make accurate predictions. We discuss the implications of our models on neuroprotection in stroke, explore the limitations of the approach, and report that an optimized dynamic model can provide accurate predictions of overall system behavior under several different neuroprotective paradigms. PMID:23071432

  8. Coupling population dynamics with earth system models: the POPEM model.

    Science.gov (United States)

    Navarro, Andrés; Moreno, Raúl; Jiménez-Alcázar, Alfonso; Tapiador, Francisco J

    2017-09-16

    Precise modeling of CO 2 emissions is important for environmental research. This paper presents a new model of human population dynamics that can be embedded into ESMs (Earth System Models) to improve climate modeling. Through a system dynamics approach, we develop a cohort-component model that successfully simulates historical population dynamics with fine spatial resolution (about 1°×1°). The population projections are used to improve the estimates of CO 2 emissions, thus transcending the bulk approach of existing models and allowing more realistic non-linear effects to feature in the simulations. The module, dubbed POPEM (from Population Parameterization for Earth Models), is compared with current emission inventories and validated against UN aggregated data. Finally, it is shown that the module can be used to advance toward fully coupling the social and natural components of the Earth system, an emerging research path for environmental science and pollution research.

  9. Dynamical properties of the Rabi model

    International Nuclear Information System (INIS)

    Hu, Binglu; Zhou, Huili; Chen, Shujie; Xianlong, Gao; Wang, Kelin

    2017-01-01

    We study the dynamical properties of the quantum Rabi model using a systematic expansion method. Based on the observation that the parity symmetry of the Rabi model is kept during evolution of the states, we decompose the initial state and the time-dependent one into positive and negative parity parts expanded by superposition of the coherent states. The evolutions of the corresponding positive and the negative parities are obtained, in which the expansion coefficients in the dynamical equations are known from the derived recurrence relation. (paper)

  10. Dynamic Modeling of ThermoFluid Systems

    DEFF Research Database (Denmark)

    Jensen, Jakob Munch

    2003-01-01

    The objective of the present study has been to developed dynamic models for two-phase flow in pipes (evaporation and condensation). Special attention has been given to modeling evaporators for refrigeration plant particular dry-expansion evaporators. Models of different complexity have been...... formulated. The different models deviate with respect to the detail¿s included and calculation time in connection with simulation. The models have been implemented in a new library named ThermoTwoPhase to the programming language Modelica. A test rig has been built with an evaporator instrumented in a way...

  11. Research on nonlinear stochastic dynamical price model

    International Nuclear Information System (INIS)

    Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng

    2008-01-01

    In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies

  12. Modelling environmental dynamics. Advances in goematic solutions

    Energy Technology Data Exchange (ETDEWEB)

    Paegelow, Martin [Toulouse-2 Univ., 31 (France). GEODE UMR 5602 CNRS; Camacho Olmedo, Maria Teresa (eds.) [Granada Univ (Spain). Dpto. de Analisis Geografico Regional y Geografia Fisica

    2008-07-01

    Modelling environmental dynamics is critical to understanding and predicting the evolution of the environment in response to the large number of influences including urbanisation, climate change and deforestation. Simulation and modelling provide support for decision making in environmental management. The first chapter introduces terminology and provides an overview of methodological modelling approaches which may be applied to environmental and complex dynamics. Based on this introduction this book illustrates various models applied to a large variety of themes: deforestation in tropical regions, fire risk, natural reforestation in European mountains, agriculture, biodiversity, urbanism, climate change and land management for decision support, etc. These case studies, provided by a large international spectrum of researchers and presented in a uniform structure, focus particularly on methods and model validation so that this book is not only aimed at researchers and graduates but also at professionals. (orig.)

  13. Modeling emotional dynamics : currency versus field.

    Energy Technology Data Exchange (ETDEWEB)

    Sallach, D .L.; Decision and Information Sciences; Univ. of Chicago

    2008-08-01

    Randall Collins has introduced a simplified model of emotional dynamics in which emotional energy, heightened and focused by interaction rituals, serves as a common denominator for social exchange: a generic form of currency, except that it is active in a far broader range of social transactions. While the scope of this theory is attractive, the specifics of the model remain unconvincing. After a critical assessment of the currency theory of emotion, a field model of emotion is introduced that adds expressiveness by locating emotional valence within its cognitive context, thereby creating an integrated orientation field. The result is a model which claims less in the way of motivational specificity, but is more satisfactory in modeling the dynamic interaction between cognitive and emotional orientations at both individual and social levels.

  14. Modeling initial contact dynamics during ambulation with dynamic simulation.

    Science.gov (United States)

    Meyer, Andrew R; Wang, Mei; Smith, Peter A; Harris, Gerald F

    2007-04-01

    Ankle-foot orthoses are frequently used interventions to correct pathological gait. Their effects on the kinematics and kinetics of the proximal joints are of great interest when prescribing ankle-foot orthoses to specific patient groups. Mathematical Dynamic Model (MADYMO) is developed to simulate motor vehicle crash situations and analyze tissue injuries of the occupants based multibody dynamic theories. Joint kinetics output from an inverse model were perturbed and input to the forward model to examine the effects of changes in the internal sagittal ankle moment on knee and hip kinematics following heel strike. Increasing the internal ankle moment (augmentation, equivalent to gastroc-soleus contraction) produced less pronounced changes in kinematic results at the hip, knee and ankle than decreasing the moment (attenuation, equivalent to gastroc-soleus relaxation). Altering the internal ankle moment produced two distinctly different kinematic curve morphologies at the hip. Decreased internal ankle moments increased hip flexion, peaking at roughly 8% of the gait cycle. Increasing internal ankle moments decreased hip flexion to a lesser degree, and approached normal at the same point in the gait cycle. Increasing the internal ankle moment produced relatively small, well-behaved extension-biased kinematic results at the knee. Decreasing the internal ankle moment produced more substantial changes in knee kinematics towards flexion that increased with perturbation magnitude. Curve morphologies were similar to those at the hip. Immediately following heel strike, kinematic results at the ankle showed movement in the direction of the internal moment perturbation. Increased internal moments resulted in kinematic patterns that rapidly approach normal after initial differences. When the internal ankle moment was decreased, differences from normal were much greater and did not rapidly decrease. This study shows that MADYMO can be successfully applied to accomplish forward

  15. A Stochastic Model for Malaria Transmission Dynamics

    Directory of Open Access Journals (Sweden)

    Rachel Waema Mbogo

    2018-01-01

    Full Text Available Malaria is one of the three most dangerous infectious diseases worldwide (along with HIV/AIDS and tuberculosis. In this paper we compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in malaria transmission dynamics. Relationships between the basic reproduction number for malaria transmission dynamics between humans and mosquitoes and the extinction thresholds of corresponding continuous-time Markov chain models are derived under certain assumptions. The stochastic model is formulated using the continuous-time discrete state Galton-Watson branching process (CTDSGWbp. The reproduction number of deterministic models is an essential quantity to predict whether an epidemic will spread or die out. Thresholds for disease extinction from stochastic models contribute crucial knowledge on disease control and elimination and mitigation of infectious diseases. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that malaria outbreak is more likely if the disease is introduced by infected mosquitoes as opposed to infected humans. These insights demonstrate the importance of a policy or intervention focusing on controlling the infected mosquito population if the control of malaria is to be realized.

  16. Modeling biological pathway dynamics with timed automata.

    Science.gov (United States)

    Schivo, Stefano; Scholma, Jetse; Wanders, Brend; Urquidi Camacho, Ricardo A; van der Vet, Paul E; Karperien, Marcel; Langerak, Rom; van de Pol, Jaco; Post, Janine N

    2014-05-01

    Living cells are constantly subjected to a plethora of environmental stimuli that require integration into an appropriate cellular response. This integration takes place through signal transduction events that form tightly interconnected networks. The understanding of these networks requires capturing their dynamics through computational support and models. ANIMO (analysis of Networks with Interactive Modeling) is a tool that enables the construction and exploration of executable models of biological networks, helping to derive hypotheses and to plan wet-lab experiments. The tool is based on the formalism of Timed Automata, which can be analyzed via the UPPAAL model checker. Thanks to Timed Automata, we can provide a formal semantics for the domain-specific language used to represent signaling networks. This enforces precision and uniformity in the definition of signaling pathways, contributing to the integration of isolated signaling events into complex network models. We propose an approach to discretization of reaction kinetics that allows us to efficiently use UPPAAL as the computational engine to explore the dynamic behavior of the network of interest. A user-friendly interface hides the use of Timed Automata from the user, while keeping the expressive power intact. Abstraction to single-parameter kinetics speeds up construction of models that remain faithful enough to provide meaningful insight. The resulting dynamic behavior of the network components is displayed graphically, allowing for an intuitive and interactive modeling experience.

  17. Simultaneous multifractal decompositions for the spectra of local entropies and ergodic averages

    International Nuclear Information System (INIS)

    Meson, Alejandro; Vericat, Fernando

    2009-01-01

    We consider different multifractal decompositions of the form K α i ={x:g i (x)=α i },i=1,2,...,d, and we study the dimension spectrum corresponding to the multiparameter decomposition K α = intersection i=1 d K α i ,α=(α 1 ,...,α d ). Then for an homeomorphism f : X → X and potentials φ, ψ : X → R we analyze the decompositions K α + ={x:lim n→∞ 1/n (S n + (φ))(x)=α},K β - ={x:lim n→∞ 1/n (S n - (ψ))(x)=β}, where 1/n (S n + (φ)),1/n (S n - (ψ)) are ergodic averages using forward and backward orbits of f respectively. We must emphasize that the analysis, in any case, is done without requiring conditions of hyperbolicity for the dynamical system or Hoelder continuity on the potentials. We illustrate with an application to galactic dynamics: a set of stars (which do not interact among them) moving in a galactic field.

  18. Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam’s Window*

    Science.gov (United States)

    Onorante, Luca; Raftery, Adrian E.

    2015-01-01

    Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam’s window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods. PMID:26917859

  19. Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window.

    Science.gov (United States)

    Onorante, Luca; Raftery, Adrian E

    2016-01-01

    Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam's window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods.

  20. Multifractal aspects of the scaling laws in fully developed compressible turbulence

    International Nuclear Information System (INIS)

    Shivamoggi, B.K.

    1995-01-01

    In this paper, multifractal aspects of the scalings laws in fully developed compressible turbulence are considered. Compressibility effects on known results of incompressible turbulence are pointed out. copyright 1995 Academic Press, Inc

  1. On the mathematical modeling of soccer dynamics

    Science.gov (United States)

    Machado, J. A. Tenreiro; Lopes, António M.

    2017-12-01

    This paper addresses the modeling and dynamical analysis of soccer teams. Two modeling perspectives based on the concepts of fractional calculus are adopted. In the first, the power law behavior and fractional-order integration are explored. In the second, a league season is interpreted in the light of a system where the teams are represented by objects (particles) that evolve in time and interact (collide) at successive rounds with dynamics driven by the outcomes of the matches. The two proposed models embed implicitly details of players and coaches, or strategical and tactical maneuvers during the matches. Therefore, the scale of observation focuses on the teams behavior in the scope of the observed variables. Data characterizing two European soccer leagues in the season 2015-2016 are adopted and processed. The model leads to the emergence of patterns that are analyzed and interpreted.

  2. BWR stability using a reducing dynamical model

    International Nuclear Information System (INIS)

    Ballestrin Bolea, J. M.; Blazquez Martinez, J. B.

    1990-01-01

    BWR stability can be treated with reduced order dynamical models. When the parameters of the model came from dynamical models. When the parameters of the model came from experimental data, the predictions are accurate. In this work an alternative derivation for the void fraction equation is made, but remarking the physical structure of the parameters. As the poles of power/reactivity transfer function are related with the parameters, the measurement of the poles by other techniques such as noise analysis will lead to the parameters, but the system of equations is non-linear. Simple parametric calculation of decay ratio are performed, showing why BWRs become unstable when they are operated at low flow and high power. (Author)

  3. Modelling the Dynamics of Emotional Awareness

    NARCIS (Netherlands)

    Thilakarathne, D.J.; Treur, J.; Schaub, T.

    2014-01-01

    In this paper, based on literature from Cognitive and Affective Neuroscience, a computational agent model is introduced incorporating the role of emotional awareness states in the dynamics of action generation. More specifically, it covers both automatic, unconscious (bottom-up) and more cognitive

  4. Object Oriented Modelling and Dynamical Simulation

    DEFF Research Database (Denmark)

    Wagner, Falko Jens; Poulsen, Mikael Zebbelin

    1998-01-01

    This report with appendix describes the work done in master project at DTU.The goal of the project was to develop a concept for simulation of dynamical systems based on object oriented methods.The result was a library of C++-classes, for use when both building componentbased models and when...

  5. Modeling the population dynamics of Pacific yew.

    Science.gov (United States)

    Richard T. Busing; Thomas A. Spies

    1995-01-01

    A study of Pacific yew (Taxus brevifolia Nutt.) population dynamics in the mountains of western Oregon and Washington was based on a combination of long-term population data and computer modeling. Rates of growth and mortality were low in mature and old-growth forest stands. Diameter growth at breast height ranged from 0 to 3 centimeters per decade...

  6. CFTSIM-ITER dynamic fuel cycle model

    International Nuclear Information System (INIS)

    Busigin, A.; Gierszewski, P.

    1998-01-01

    Dynamic system models have been developed for specific tritium systems with considerable detail and for integrated fuel cycles with lesser detail (e.g. D. Holland, B. Merrill, Analysis of tritium migration and deposition in fusion reactor systems, Proceedings of the Ninth Symposium Eng. Problems of Fusion Research (1981); M.A. Abdou, E. Vold, C. Gung, M. Youssef, K. Shin, DT fuel self-sufficiency in fusion reactors, Fusion Technol. (1986); G. Spannagel, P. Gierszewski, Dynamic tritium inventory of a NET/ITER fuel cycle with lithium salt solution blanket, Fusion Eng. Des. (1991); W. Kuan, M.A. Abdou, R.S. Willms, Dynamic simulation of a proposed ITER tritium processing system, Fusion Technol. (1995)). In order to provide a tool to understand and optimize the behavior of the ITER fuel cycle, a dynamic fuel cycle model called CFTSIM is under development. The CFTSIM code incorporates more detailed ITER models, specifically for the important isotope separation system, and also has an easier-to-use graphical interface. This paper provides an overview of CFTSIM Version 1.0. The models included are those with significant and varying tritium inventories over a test campaign: fueling, plasma and first wall, pumping, fuel cleanup, isotope separation and storage. An illustration of the results is shown. (orig.)

  7. Multifractal and Singularity Maps of soil surface moisture distribution derived from 2D image analysis.

    Science.gov (United States)

    Cumbrera, Ramiro; Millán, Humberto; Martín-Sotoca, Juan Jose; Pérez Soto, Luis; Sanchez, Maria Elena; Tarquis, Ana Maria

    2016-04-01

    Soil moisture distribution usually presents extreme variation at multiple spatial scales. Image analysis could be a useful tool for investigating these spatial patterns of apparent soil moisture at multiple resolutions. The objectives of the present work were (i) to describe the local scaling of apparent soil moisture distribution and (ii) to define apparent soil moisture patterns from vertical planes of Vertisol pit images. Two soil pits (0.70 m long × 0.60 m width × 0.30 m depth) were excavated on a bare Mazic Pellic Vertisol. One was excavated in April/2011 and the other pit was established in May/2011 after 3 days of a moderate rainfall event. Digital photographs were taken from each Vertisol pit using a Kodak™ digital camera. The mean image size was 1600 × 945 pixels with one physical pixel ≈373 μm of the photographed soil pit. For more details see Cumbrera et al. (2012). Geochemical exploration have found with increasingly interests and benefits of using fractal (power-law) models to characterize geochemical distribution, using the concentration-area (C-A) model (Cheng et al., 1994; Cheng, 2012). This method is based on the singularity maps of a measure that at each point define areas with self-similar properties that are shown in power-law relationships in Concentration-Area plots (C-A method). The C-A method together with the singularity map ("Singularity-CA" method) define thresholds that can be applied to segment the map. We have applied it to each soil image. The results show that, in spite of some computational and practical limitations, image analysis of apparent soil moisture patterns could be used to study the dynamical change of soil moisture sampling in agreement with previous results (Millán et al., 2016). REFERENCES Cheng, Q., Agterberg, F. P. and Ballantyne, S. B. (1994). The separation of geochemical anomalies from background by fractal methods. Journal of Geochemical Exploration, 51, 109-130. Cheng, Q. (2012). Singularity theory and

  8. Transfer of spatio-temporal multifractal properties of rainfall to simulated surface runoff

    Science.gov (United States)

    Gires, Auguste; Giangola-Murzyn, Agathe; Richard, Julien; Abbes, Jean-Baptiste; Tchiguirinskaia, Ioulia; Schertzer, Daniel; Willinger, Bernard; Cardinal, Hervé; Thouvenot, Thomas

    2014-05-01

    In this paper we suggest to use scaling laws and more specifically Universal Multifractals (UM) to analyse in a spatio-temporal framework both the radar rainfall and the simulated surface runoff. Such tools have been extensively used to analyse and simulate geophysical fields extremely variable over wide range of spatio-temporal scales such as rainfall, but have not often if ever been applied to surface runoff. Such novel combined analysis helps to improve the understanding of the rainfall-runoff relationship. Two catchments of the chair "Hydrology for resilient cities" sponsored by Véolia, and of the European Interreg IV RainGain project are used. They are both located in the Paris area: a 144 ha flat urban area in the Seine-Saint-Denis County, and a 250 ha urban area with a significant portion of forest located on a steep hillside of the Bièvre River. A fully distributed urban hydrological model currently under development called Multi-Hydro is implemented to represent the catchments response. It consists in an interacting core between open source software packages, each of them representing a portion of the water cycle in urban environment. The fully distributed model is tested with pixels of size 5, 10 and 20 m. In a first step the model is validated for three rainfall events that occurred in 2010 and 2011, for which the Météo-France radar mosaic with a resolution of 1 km in space and 5 min in time is available. These events generated significant surface runoff and some local flooding. The sensitivity of the model to the rainfall resolution is briefly checked by stochastically generating an ensemble of realistic downscaled rainfall fields (obtained by continuing the underlying cascade process which is observed on the available range of scales) and inputting them into the model. The impact is significant on both the simulated sewer flow and surface runoff. Then rainfall fields are generated with the help of discrete multifractal cascades and inputted in the

  9. The quantum Rabi model: solution and dynamics

    International Nuclear Information System (INIS)

    Xie, Qiongtao; Zhong, Honghua; Lee, Chaohong; Batchelor, Murray T

    2017-01-01

    This article presents a review of recent developments on various aspects of the quantum Rabi model. Particular emphasis is given on the exact analytic solution obtained in terms of confluent Heun functions. The analytic solutions for various generalisations of the quantum Rabi model are also discussed. Results are also reviewed on the level statistics and the dynamics of the quantum Rabi model. The article concludes with an introductory overview of several experimental realisations of the quantum Rabi model. An outlook towards future developments is also given. (topical review)

  10. A complete dynamic model of primary sedimentation.

    Science.gov (United States)

    Paraskevas, P; Kolokithas, G; Lekkas, T

    1993-11-01

    A dynamic mathematical model for the primary clarifier of a wastewater treatment plant is described, which is represented by a general tanks-in-series model, to simulate insufficient mixing. The model quantifies successfully the diurnal response of both the suspended and dissolved species. It is general enough, so that the values of the parameters can be replaced with those applicable to a specific case. The model was verified through data from the Biological Centre of Metamorfosi, in Athens, Greece, and can be used to assist in the design of new plants or in the analysis and output predictions of existing ones.

  11. Dynamic Modeling of CDS Index Tranche Spreads

    DEFF Research Database (Denmark)

    Dorn, Jochen

    This paper provides a Market Model which implies a dynamics for standardized CDS index tranche spreads, i.e. tranches which securitise CDS index series and dispose of predefined subordination. This model is useful for pricing options on tranches with future Issue Dates as well as for modeling...... options on structured credit derivatives. With the upcoming regulation of the CDS market in perspective, the model presented here is also an attempt to face the effects on pricing approaches provoked by an eventual Clearing Chamber . It becomes also possible to calibrate Index Tranche Options with bespoke...... tenors/tranche subordination to market data obtained by more liquid Index Tranche Options with standard characteristics....

  12. Uncertainty and its propagation in dynamics models

    International Nuclear Information System (INIS)

    Devooght, J.

    1994-01-01

    The purpose of this paper is to bring together some characteristics due to uncertainty when we deal with dynamic models and therefore to propagation of uncertainty. The respective role of uncertainty and inaccuracy is examined. A mathematical formalism based on Chapman-Kolmogorov equation allows to define a open-quotes subdynamicsclose quotes where the evolution equation takes the uncertainty into account. The problem of choosing or combining models is examined through a loss function associated to a decision

  13. A multifractal approach to characterize cumulative rainfall and tillage effects on soil surface micro-topography and to predict depression storage

    Directory of Open Access Journals (Sweden)

    E. Vidal Vázquez

    2010-10-01

    discriminate data sets with similar values for the vertical component of roughness. Conversely, both, rough and smooth soil surfaces, with high and low roughness values, respectively, can display similar levels of spectral complexity. Although in most of the studied cases trend removal produces increasing homogeneity in the spatial configuration of height readings, spectral complexity of individual data sets may increase or decrease, when slope or slope plus tillage tool marks are filtered. Increased cumulative rainfall had significant effects on various parameters from the generalized dimension, Dq, and singularity spectrum, f(α. Overall, micro-topography decay by rainfall was reflected on a shift of the singularity spectra, f(α from the left side (q>>0 to the right side (q<<0 and also on a shift of the generalized dimension spectra from the right side (q>>0 to the left side (q<<0. The use of an exponential model of vertical roughness indices, RR, and multifractal parameters accounting for the spatial configuration such as D1 or D5 improved estimation of water stored in surface depressions.

  14. Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

    Science.gov (United States)

    Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

    2016-12-01

    The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.

  15. Dynamic multibody modeling for tethered space elevators

    Science.gov (United States)

    Williams, Paul

    2009-08-01

    This paper presents a fundamental modeling strategy for dealing with powered and propelled bodies moving along space tethers. The tether is divided into a large number of discrete masses, which are connected by viscoelastic springs. The tether is subject to the full range of forces expected in Earth orbit in a relatively simple manner. Two different models of the elevator dynamics are presented. In order to capture the effect of the elevator moving along the tether, the elevator dynamics are included as a separate body in both models. One model treats the elevator's motion dynamically, where propulsive and friction forces are applied to the elevator body. The second model treats the elevator's motion kinematically, where the distance along the tether is determined by adjusting the lengths of tether on either side of the elevator. The tether model is used to determine optimal configurations for the space elevator. A modal analysis of two different configurations is presented which show that the fundamental mode of oscillation is a pendular one around the anchor point with a period on the order of 160 h for the in-plane motion, and 24 h for the out-of-plane motion. Numerical simulation results of the effects of the elevator moving along the cable are presented for different travel velocities and different elevator masses.

  16. Sepsis progression and outcome: a dynamical model

    Directory of Open Access Journals (Sweden)

    Gessler Damian DG

    2006-02-01

    Full Text Available Abstract Background Sepsis (bloodstream infection is the leading cause of death in non-surgical intensive care units. It is diagnosed in 750,000 US patients per annum, and has high mortality. Current understanding of sepsis is predominately observational and correlational, with only a partial and incomplete understanding of the physiological dynamics underlying the syndrome. There exists a need for dynamical models of sepsis progression, based upon basic physiologic principles, which could eventually guide hourly treatment decisions. Results We present an initial mathematical model of sepsis, based on metabolic rate theory that links basic vascular and immunological dynamics. The model includes the rate of vascular circulation, a surrogate for the metabolic rate that is mechanistically associated with disease progression. We use the mass-specific rate of blood circulation (SRBC, a correlate of the body mass index, to build a differential equation model of circulation, infection, organ damage, and recovery. This introduces a vascular component into an infectious disease model that describes the interaction between a pathogen and the adaptive immune system. Conclusion The model predicts that deviations from normal SRBC correlate with disease progression and adverse outcome. We compare the predictions with population mortality data from cardiovascular disease and cancer and show that deviations from normal SRBC correlate with higher mortality rates.

  17. Mineral vein dynamics modeling (FRACS). Phase 1

    Energy Technology Data Exchange (ETDEWEB)

    Urai, J.; Virgo, S.; Arndt, M. [RWTH Aachen (Germany). Geologie-Endogene Dynamik] [and others

    2013-07-15

    The Mineral Vein Dynamics Modeling group ''FRACS'' is a team of 7 research groups from the Universities of Mainz, Aachen, Tuebingen, Karlsruhe, Bayreuth, ETH Zuerich and Glasgow working on an understanding of the dynamic development of fracturing, fluid flow and fracture sealing. World-class field laboratories, especially carbonate sequences from the Oman Mountains are studied and classified. State of the art numerical programs are written, expanded and used to simulate the dynamic interaction of fracturing, flow and resealing and the results are compared with the natural examples. Newest analytical technologies including laser scanning, high resolution X-ray microtomography, fluid inclusion and isotope analysis are performed to understand and compare the results of simulations with natural examples. A new statistical program was developed to classify the natural fracture and vein systems and compare them with dynamic numerical simulations and analytical models. The results of the first project phase are extremely promising. Most of the numerical models have been developed up to the stage where they can be used to simulate the natural examples. The models allow a definition of the first proxies for high fluid pressure and tectonic stresses. It was found out that the Oman Mountains are a complex and very dynamic system that constantly fractures and reseals from the scale of small veins up to the scale of large normal and strike slip faults. The numerical simulations also indicate that the permeability of such systems is not a constant but that the system adjusts to the driving force, for ex-ample high fluid pressure. When the system reseals fast a fluctuating behavior can be observed in the models where the system constantly fractures and reseals, which is in accordance with the observation of the natural laboratory.

  18. Assessment of 48 Stock markets using adaptive multifractal approach

    Science.gov (United States)

    Ferreira, Paulo; Dionísio, Andreia; Movahed, S. M. S.

    2017-11-01

    In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Since underlying data sets are affected by non-stationarities and trends, we also apply Adaptive Multifractal Detrended Fluctuation Analysis (AMF-DFA) and Adaptive Multifractal Detrended Cross-Correlation Analysis (AMF-DXA). We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q = 2) > 1, we find that all underlying data sets belong to non-stationary process. According to Efficient Market Hypothesis (EMH), only 8 markets are classified in uncorrelated processes at 2 σ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H = 0 . 457 ± 0 . 004 and Jordan with H = 0 . 602 ± 0 . 006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy ≤ [Hxx +Hyy ] / 2, is confirmed. Mentioned relation for q > 0 is also satisfied while for q behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local (internal) and global (external) conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx ∈ [ 0 . 304 , 0 . 905 ] and Δαxy ∈ [ 0 . 246 , 1 . 178 ] , respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA indicates that all pairs of stock market studied in this time interval

  19. The weather and Climate: emergent laws and multifractal cascades

    Science.gov (United States)

    Lovejoy, S.

    2016-12-01

    In the atmosphere, nonlinear terms are typically about a trillion times larger than linear ones; we anticipate the emergence of high level turbulence laws. The classical turbulence laws were restricted to homogeneous and isotropic systems; to apply them to the atmosphere they must be generalized to account for strong anisotropy (especially stratification) and variability (intermittency). Over the last 30 years, using scaling symmetry principles and multifractal cascades, this has been done. While hitherto they were believed applicable only up to ≈ 100 m, (generalized) turbulence laws now anisotropic and multifractal, they cover spatial scales up planetary in extent and in time well beyond weather scales to include the climate. These higher level laws are stochastic in nature and provide the theoretical basis both for stochastic parametrizations as well as stochastic forecasting. In the time domain the emergent laws for fluctuations DT (for example in temperature T) have means T > ≈ DtH i.e. they are scaling (power laws) in the time interval Dt. We find find exponents H>0 (fluctuations increase with scale) up to ≈ Dt ≈10 days (the lifetime of planetary scale structures, the analogous transition in the ocean is at Dt ≈ 1 year on Mars it is Dt ≈ 2 sols). At larger Dt, there is a transition to a new "macroweather" regime with H≈30 years (anthropocene; larger in the pre-industrial epoch), new climate processes begin to dominate, leading to H>0. "The climate is what you expect, the weather is what you get": the climate is thought to be a kind of "average weather". However this "expected" behavior is macroweather, not the climate. On the contrary, the climate is the new even lower frequency regime at scales Dt> 30 yrs and it has statistical properties very similar to the weather. At these scales, "macroweather is what you expect, the climate is what you get". The scaling in the macroweather regime implies that there is a long-term memory. We show how the

  20. Direct modeling for computational fluid dynamics

    Science.gov (United States)

    Xu, Kun

    2015-06-01

    All fluid dynamic equations are valid under their modeling scales, such as the particle mean free path and mean collision time scale of the Boltzmann equation and the hydrodynamic scale of the Navier-Stokes (NS) equations. The current computational fluid dynamics (CFD) focuses on the numerical solution of partial differential equations (PDEs), and its aim is to get the accurate solution of these governing equations. Under such a CFD practice, it is hard to develop a unified scheme that covers flow physics from kinetic to hydrodynamic scales continuously because there is no such governing equation which could make a smooth transition from the Boltzmann to the NS modeling. The study of fluid dynamics needs to go beyond the traditional numerical partial differential equations. The emerging engineering applications, such as air-vehicle design for near-space flight and flow and heat transfer in micro-devices, do require further expansion of the concept of gas dynamics to a larger domain of physical reality, rather than the traditional distinguishable governing equations. At the current stage, the non-equilibrium flow physics has not yet been well explored or clearly understood due to the lack of appropriate tools. Unfortunately, under the current numerical PDE approach, it is hard to develop such a meaningful tool due to the absence of valid PDEs. In order to construct multiscale and multiphysics simulation methods similar to the modeling process of constructing the Boltzmann or the NS governing equations, the development of a numerical algorithm should be based on the first principle of physical modeling. In this paper, instead of following the traditional numerical PDE path, we introduce direct modeling as a principle for CFD algorithm development. Since all computations are conducted in a discretized space with limited cell resolution, the flow physics to be modeled has to be done in the mesh size and time step scales. Here, the CFD is more or less a direct

  1. New concepts for dynamic plant uptake models

    DEFF Research Database (Denmark)

    Rein, Arno; Legind, Charlotte Nielsen; Trapp, Stefan

    2011-01-01

    Models for the prediction of chemical uptake into plants are widely applied tools for human and wildlife exposure assessment, pesticide design and for environmental biotechnology such as phytoremediation. Steady-state considerations are often applied, because they are simple and have a small data...... need. However, often the emission pattern is non-steady. Examples are pesticide spraying, or the application of manure and sewage sludge on agricultural fields. In these scenarios, steady-state solutions are not valid, and dynamic simulation is required. We compared different approaches for dynamic...

  2. Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

    OpenAIRE

    M. L. Kavvas; T. Tu; A. Ercan; J. Polsinelli

    2017-01-01

    Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally...

  3. Statistical models of petrol engines vehicles dynamics

    Science.gov (United States)

    Ilie, C. O.; Marinescu, M.; Alexa, O.; Vilău, R.; Grosu, D.

    2017-10-01

    This paper focuses on studying statistical models of vehicles dynamics. It was design and perform a one year testing program. There were used many same type cars with gasoline engines and different mileage. Experimental data were collected of onboard sensors and those on the engine test stand. A database containing data of 64th tests was created. Several mathematical modelling were developed using database and the system identification method. Each modelling is a SISO or a MISO linear predictive ARMAX (AutoRegressive-Moving-Average with eXogenous inputs) model. It represents a differential equation with constant coefficients. It were made 64th equations for each dependency like engine torque as output and engine’s load and intake manifold pressure, as inputs. There were obtained strings with 64 values for each type of model. The final models were obtained using average values of the coefficients. The accuracy of models was assessed.

  4. Indonesia’s Electricity Demand Dynamic Modelling

    Science.gov (United States)

    Sulistio, J.; Wirabhuana, A.; Wiratama, M. G.

    2017-06-01

    Electricity Systems modelling is one of the emerging area in the Global Energy policy studies recently. System Dynamics approach and Computer Simulation has become one the common methods used in energy systems planning and evaluation in many conditions. On the other hand, Indonesia experiencing several major issues in Electricity system such as fossil fuel domination, demand - supply imbalances, distribution inefficiency, and bio-devastation. This paper aims to explain the development of System Dynamics modelling approaches and computer simulation techniques in representing and predicting electricity demand in Indonesia. In addition, this paper also described the typical characteristics and relationship of commercial business sector, industrial sector, and family / domestic sector as electricity subsystems in Indonesia. Moreover, it will be also present direct structure, behavioural, and statistical test as model validation approach and ended by conclusions.

  5. Friction modelling of preloaded tube contact dynamics

    International Nuclear Information System (INIS)

    Hassan, M.A.; Rogers, R.J.

    2004-01-01

    Many loosely supported components are subjected to flow-induced vibration leading to localized wear. Life prediction depends on robust and accurate modelling of the nonlinear dynamics as the components interact with their supports. The output of such analysis is the component dynamic response and impact forces, including friction forces during stick-slip motions. Such results are used to determine the normal work rates, which are utilized to predict fretting wear damage. Accurate estimates of these parameters are essential. This paper presents simulations of a loosely supported fuel-channel tube subject to turbulence excitation. The effects of tube/support clearance and preload are investigated. Several friction models, including velocity-limited, spring-damper, and force-balance are utilized. A comparison of these models is carried out to investigate their accuracy. The results show good agreement with experimental work rates when a simple iterative procedure to update the friction forces is used. (authors)

  6. Dynamic Circuit Model for Spintronic Devices

    KAUST Repository

    Alawein, Meshal

    2017-01-09

    In this work we propose a finite-difference scheme based circuit model of a general spintronic device and benchmark it with other models proposed for spintronic switching devices. Our model is based on the four-component spin circuit theory and utilizes the widely used coupled stochastic magnetization dynamics/spin transport framework. In addition to the steady-state analysis, this work offers a transient analysis of carrier transport. By discretizing the temporal and spatial derivatives to generate a linear system of equations, we derive new and simple finite-difference conductance matrices that can, to the first order, capture both static and dynamic behaviors of a spintronic device. We also discuss an extension of the spin modified nodal analysis (SMNA) for time-dependent situations based on the proposed scheme.

  7. Dynamic Circuit Model for Spintronic Devices

    KAUST Repository

    Alawein, Meshal; Fariborzi, Hossein

    2017-01-01

    In this work we propose a finite-difference scheme based circuit model of a general spintronic device and benchmark it with other models proposed for spintronic switching devices. Our model is based on the four-component spin circuit theory and utilizes the widely used coupled stochastic magnetization dynamics/spin transport framework. In addition to the steady-state analysis, this work offers a transient analysis of carrier transport. By discretizing the temporal and spatial derivatives to generate a linear system of equations, we derive new and simple finite-difference conductance matrices that can, to the first order, capture both static and dynamic behaviors of a spintronic device. We also discuss an extension of the spin modified nodal analysis (SMNA) for time-dependent situations based on the proposed scheme.

  8. Dynamic Intellectual Capital Model in a Company

    Directory of Open Access Journals (Sweden)

    Vladimir Shatrevich

    2015-06-01

    Full Text Available The aim of this paper is to indicate the relations between company’s value added (VA and intangible assets. Authors declare that Intellectual capital (IC is one of the most relevant intangibles for a company, and the concept with measurement, and the relation with value creation is necessary for modern markets. Since relationship between IC elements and VA are complicated, this paper is aimed to create a usable dynamic model for building company’s value added through intellectual capital. The model is incorporating that outputs from IC elements are not homogeneously received and made some contributions to dynamic nature of IC relation and VA. Variables that will help companies to evaluate contribution of each element of IC are added to the model. This paper emphasizes the importance of a company’s IC and the positive interaction between them in generating profits for company.

  9. Friction modelling of preloaded tube contact dynamics

    International Nuclear Information System (INIS)

    Hassan, M.A.; Rogers, R.J.

    2005-01-01

    Many loosely supported components are subjected to flow-induced vibration leading to localized wear. Life prediction depends on robust and accurate modelling of the nonlinear dynamics as the components interact with their supports. The output of such analysis is the component dynamic response and impact forces, including friction forces during stick-slip motions. Such results are used to determine the normal work rates, which are utilized to predict fretting wear damage. Accurate estimates of these parameters are essential. This paper presents simulations of a loosely supported fuel-channel tube subject to turbulence excitation. The effects of tube/support clearance and preload are investigated. Several friction models, including velocity-limited, spring-damper and force-balance are utilized. A comparison of these models is carried out to investigate their accuracy. The results show good agreement with experimental work rates when a simple iterative procedure to update the friction forces is used

  10. Traffic flow dynamics data, models and simulation

    CERN Document Server

    Treiber, Martin

    2013-01-01

    This textbook provides a comprehensive and instructive coverage of vehicular traffic flow dynamics and modeling. It makes this fascinating interdisciplinary topic, which to date was only documented in parts by specialized monographs, accessible to a broad readership. Numerous figures and problems with solutions help the reader to quickly understand and practice the presented concepts. This book is targeted at students of physics and traffic engineering and, more generally, also at students and professionals in computer science, mathematics, and interdisciplinary topics. It also offers material for project work in programming and simulation at college and university level. The main part, after presenting different categories of traffic data, is devoted to a mathematical description of the dynamics of traffic flow, covering macroscopic models which describe traffic in terms of density, as well as microscopic many-particle models in which each particle corresponds to a vehicle and its driver. Focus chapters on ...

  11. Complex networks under dynamic repair model

    Science.gov (United States)

    Chaoqi, Fu; Ying, Wang; Kun, Zhao; Yangjun, Gao

    2018-01-01

    Invulnerability is not the only factor of importance when considering complex networks' security. It is also critical to have an effective and reasonable repair strategy. Existing research on network repair is confined to the static model. The dynamic model makes better use of the redundant capacity of repaired nodes and repairs the damaged network more efficiently than the static model; however, the dynamic repair model is complex and polytropic. In this paper, we construct a dynamic repair model and systematically describe the energy-transfer relationships between nodes in the repair process of the failure network. Nodes are divided into three types, corresponding to three structures. We find that the strong coupling structure is responsible for secondary failure of the repaired nodes and propose an algorithm that can select the most suitable targets (nodes or links) to repair the failure network with minimal cost. Two types of repair strategies are identified, with different effects under the two energy-transfer rules. The research results enable a more flexible approach to network repair.

  12. Collisional model for granular impact dynamics.

    Science.gov (United States)

    Clark, Abram H; Petersen, Alec J; Behringer, Robert P

    2014-01-01

    When an intruder strikes a granular material from above, the grains exert a stopping force which decelerates and stops the intruder. Many previous studies have used a macroscopic force law, including a drag force which is quadratic in velocity, to characterize the decelerating force on the intruder. However, the microscopic origins of the force-law terms are still a subject of debate. Here, drawing from previous experiments with photoelastic particles, we present a model which describes the velocity-squared force in terms of repeated collisions with clusters of grains. From our high speed photoelastic data, we infer that "clusters" correspond to segments of the strong force network that are excited by the advancing intruder. The model predicts a scaling relation for the velocity-squared drag force that accounts for the intruder shape. Additionally, we show that the collisional model predicts an instability to rotations, which depends on the intruder shape. To test this model, we perform a comprehensive experimental study of the dynamics of two-dimensional granular impacts on beds of photoelastic disks, with different profiles for the leading edge of the intruder. We particularly focus on a simple and useful case for testing shape effects by using triangular-nosed intruders. We show that the collisional model effectively captures the dynamics of intruder deceleration and rotation; i.e., these two dynamical effects can be described as two different manifestations of the same grain-scale physical processes.

  13. Next Generation Carbon-Nitrogen Dynamics Model

    Science.gov (United States)

    Xu, C.; Fisher, R. A.; Vrugt, J. A.; Wullschleger, S. D.; McDowell, N. G.

    2012-12-01

    Nitrogen is a key regulator of vegetation dynamics, soil carbon release, and terrestrial carbon cycles. Thus, to assess energy impacts on the global carbon cycle and future climates, it is critical that we have a mechanism-based and data-calibrated nitrogen model that simulates nitrogen limitation upon both above and belowground carbon dynamics. In this study, we developed a next generation nitrogen-carbon dynamic model within the NCAR Community Earth System Model (CESM). This next generation nitrogen-carbon dynamic model utilized 1) a mechanistic model of nitrogen limitation on photosynthesis with nitrogen trade-offs among light absorption, electron transport, carboxylation, respiration and storage; 2) an optimal leaf nitrogen model that links soil nitrogen availability and leaf nitrogen content; and 3) an ecosystem demography (ED) model that simulates the growth and light competition of tree cohorts and is currently coupled to CLM. Our three test cases with changes in CO2 concentration, growing temperature and radiation demonstrate the model's ability to predict the impact of altered environmental conditions on nitrogen allocations. Currently, we are testing the model against different datasets including soil fertilization and Free Air CO2 enrichment (FACE) experiments across different forest types. We expect that our calibrated model will considerably improve our understanding and predictability of vegetation-climate interactions.itrogen allocation model evaluations. The figure shows the scatter plots of predicted and measured Vc,max and Jmax scaled to 25 oC (i.e.,Vc,max25 and Jmax25) at elevated CO2 (570 ppm, test case one), reduced radiation in canopy (0.1-0.9 of the radiation at the top of canopy, test case two) and reduced growing temperature (15oC, test case three). The model is first calibrated using control data under ambient CO2 (370 ppm), radiation at the top of the canopy (621 μmol photon/m2/s), the normal growing temperature (30oC). The fitted model

  14. Fractal model of polarization switching kinetics in ferroelectrics under nonequilibrium conditions of electron irradiation

    Science.gov (United States)

    Maslovskaya, A. G.; Barabash, T. K.

    2018-03-01

    The paper presents the results of the fractal and multifractal analysis of polarization switching current in ferroelectrics under electron irradiation, which allows statistical memory effects to be estimated at dynamics of domain structure. The mathematical model of formation of electron beam-induced polarization current in ferroelectrics was suggested taking into account the fractal nature of domain structure dynamics. In order to realize the model the computational scheme was constructed using the numerical solution approximation of fractional differential equation. Evidences of electron beam-induced polarization switching process in ferroelectrics were specified at a variation of control model parameters.

  15. Analysing the temporal dynamics of model performance for hydrological models

    NARCIS (Netherlands)

    Reusser, D.E.; Blume, T.; Schaefli, B.; Zehe, E.

    2009-01-01

    The temporal dynamics of hydrological model performance gives insights into errors that cannot be obtained from global performance measures assigning a single number to the fit of a simulated time series to an observed reference series. These errors can include errors in data, model parameters, or

  16. An introduction to modeling neuronal dynamics

    CERN Document Server

    Börgers, Christoph

    2017-01-01

    This book is intended as a text for a one-semester course on Mathematical and Computational Neuroscience for upper-level undergraduate and beginning graduate students of mathematics, the natural sciences, engineering, or computer science. An undergraduate introduction to differential equations is more than enough mathematical background. Only a slim, high school-level background in physics is assumed, and none in biology. Topics include models of individual nerve cells and their dynamics, models of networks of neurons coupled by synapses and gap junctions, origins and functions of population rhythms in neuronal networks, and models of synaptic plasticity. An extensive online collection of Matlab programs generating the figures accompanies the book. .

  17. Multifractal detrended fluctuation analysis of analog random multiplicative processes

    Energy Technology Data Exchange (ETDEWEB)

    Silva, L.B.M.; Vermelho, M.V.D. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil); Lyra, M.L. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)], E-mail: marcelo@if.ufal.br; Viswanathan, G.M. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)

    2009-09-15

    We investigate non-Gaussian statistical properties of stationary stochastic signals generated by an analog circuit that simulates a random multiplicative process with weak additive noise. The random noises are originated by thermal shot noise and avalanche processes, while the multiplicative process is generated by a fully analog circuit. The resulting signal describes stochastic time series of current interest in several areas such as turbulence, finance, biology and environment, which exhibit power-law distributions. Specifically, we study the correlation properties of the signal by employing a detrended fluctuation analysis and explore its multifractal nature. The singularity spectrum is obtained and analyzed as a function of the control circuit parameter that tunes the asymptotic power-law form of the probability distribution function.

  18. Multifractal-based nuclei segmentation in fish images.

    Science.gov (United States)

    Reljin, Nikola; Slavkovic-Ilic, Marijeta; Tapia, Coya; Cihoric, Nikola; Stankovic, Srdjan

    2017-09-01

    The method for nuclei segmentation in fluorescence in-situ hybridization (FISH) images, based on the inverse multifractal analysis (IMFA) is proposed. From the blue channel of the FISH image in RGB format, the matrix of Holder exponents, with one-by-one correspondence with the image pixels, is determined first. The following semi-automatic procedure is proposed: initial nuclei segmentation is performed automatically from the matrix of Holder exponents by applying predefined hard thresholding; then the user evaluates the result and is able to refine the segmentation by changing the threshold, if necessary. After successful nuclei segmentation, the HER2 (human epidermal growth factor receptor 2) scoring can be determined in usual way: by counting red and green dots within segmented nuclei, and finding their ratio. The IMFA segmentation method is tested over 100 clinical cases, evaluated by skilled pathologist. Testing results show that the new method has advantages compared to already reported methods.

  19. Five challenges in modelling interacting strain dynamics

    Directory of Open Access Journals (Sweden)

    Paul S. Wikramaratna

    2015-03-01

    Full Text Available Population epidemiological models where hosts can be infected sequentially by different strains have the potential to help us understand many important diseases. Researchers have in recent years started to develop and use such models, but the extra layer of complexity from multiple strains brings with it many technical challenges. It is therefore hard to build models which have realistic assumptions yet are tractable. Here we outline some of the main challenges in this area. First we begin with the fundamental question of how to translate from complex small-scale dynamics within a host to useful population models. Next we consider the nature of so-called “strain space”. We describe two key types of host heterogeneities, and explain how models could help generate a better understanding of their effects. Finally, for diseases with many strains, we consider the challenge of modelling how immunity accumulates over multiple exposures.

  20. Structural system identification: Structural dynamics model validation

    Energy Technology Data Exchange (ETDEWEB)

    Red-Horse, J.R.

    1997-04-01

    Structural system identification is concerned with the development of systematic procedures and tools for developing predictive analytical models based on a physical structure`s dynamic response characteristics. It is a multidisciplinary process that involves the ability (1) to define high fidelity physics-based analysis models, (2) to acquire accurate test-derived information for physical specimens using diagnostic experiments, (3) to validate the numerical simulation model by reconciling differences that inevitably exist between the analysis model and the experimental data, and (4) to quantify uncertainties in the final system models and subsequent numerical simulations. The goal of this project was to develop structural system identification techniques and software suitable for both research and production applications in code and model validation.

  1. Modeling the dynamic characteristics of pneumatic muscle.

    Science.gov (United States)

    Reynolds, D B; Repperger, D W; Phillips, C A; Bandry, G

    2003-03-01

    A pneumatic muscle (PM) system was studied to determine whether a three-element model could describe its dynamics. As far as the authors are aware, this model has not been used to describe the dynamics of PM. A new phenomenological model consists of a contractile (force-generating) element, spring element, and damping element in parallel. The PM system was investigated using an apparatus that allowed precise and accurate actuation pressure (P) control by a linear servo-valve. Length change of the PM was measured by a linear potentiometer. Spring and damping element functions of P were determined by a static perturbation method at several constant P values. These results indicate that at constant P, PM behaves as a spring and damper in parallel. The contractile element function of P was determined by the response to a step input in P, using values of spring and damping elements from the perturbation study. The study showed that the resulting coefficient functions of the three-element model describe the dynamic response to the step input of P accurately, indicating that the static perturbation results can be applied to the dynamic case. This model is further validated by accurately predicting the contraction response to a triangular P waveform. All three elements have pressure-dependent coefficients for pressure P in the range 207 < or = P < or = 621 kPa (30 < or = P < or = 90 psi). Studies with a step decrease in P (relaxation of the PM) indicate that the damping element coefficient is smaller during relaxation than contraction.

  2. ITER Dynamic Tritium Inventory Modeling Code

    International Nuclear Information System (INIS)

    Cristescu, Ioana-R.; Doerr, L.; Busigin, A.; Murdoch, D.

    2005-01-01

    A tool for tritium inventory evaluation within each sub-system of the Fuel Cycle of ITER is vital, with respect to both the process of licensing ITER and also for operation. It is very likely that measurements of total tritium inventories may not be possible for all sub-systems, however tritium accounting may be achieved by modeling its hold-up within each sub-system and by validating these models in real-time against the monitored flows and tritium streams between the systems. To get reliable results, an accurate dynamic modeling of the tritium content in each sub-system is necessary. In order to optimize the configuration and operation of the ITER fuel cycle, a dynamic fuel cycle model was developed progressively in the decade up to 2000-2001. As the design for some sub-systems from the fuel cycle (i.e. Vacuum pumping, Neutral Beam Injectors (NBI)) have substantially progressed meanwhile, a new code developed under a different platform to incorporate these modifications has been developed. The new code is taking over the models and algorithms for some subsystems, such as Isotope Separation System (ISS); where simplified models have been previously considered, more detailed have been introduced, as for the Water Detritiation System (WDS). To reflect all these changes, the new code developed inside EU participating team was nominated TRIMO (Tritium Inventory Modeling), to emphasize the use of the code on assessing the tritium inventory within ITER

  3. Simple mathematical models of gene regulatory dynamics

    CERN Document Server

    Mackey, Michael C; Tyran-Kamińska, Marta; Zeron, Eduardo S

    2016-01-01

    This is a short and self-contained introduction to the field of mathematical modeling of gene-networks in bacteria. As an entry point to the field, we focus on the analysis of simple gene-network dynamics. The notes commence with an introduction to the deterministic modeling of gene-networks, with extensive reference to applicable results coming from dynamical systems theory. The second part of the notes treats extensively several approaches to the study of gene-network dynamics in the presence of noise—either arising from low numbers of molecules involved, or due to noise external to the regulatory process. The third and final part of the notes gives a detailed treatment of three well studied and concrete examples of gene-network dynamics by considering the lactose operon, the tryptophan operon, and the lysis-lysogeny switch. The notes contain an index for easy location of particular topics as well as an extensive bibliography of the current literature. The target audience of these notes are mainly graduat...

  4. Modeling of Dynamic Responses in Building Insulation

    Directory of Open Access Journals (Sweden)

    Anna Antonyová

    2015-10-01

    Full Text Available In this research a measurement systemwas developedfor monitoring humidity and temperature in the cavity between the wall and the insulating material in the building envelope. This new technology does not disturb the insulating material during testing. The measurement system can also be applied to insulation fixed ten or twenty years earlier and sufficiently reveals the quality of the insulation. A mathematical model is proposed to characterize the dynamic responses in the cavity between the wall and the building insulation as influenced by weather conditions.These dynamic responses are manifested as a delay of both humidity and temperature changes in the cavity when compared with the changes in the ambient surrounding of the building. The process is then modeled through numerical methods and statistical analysis of the experimental data obtained using the new system of measurement.

  5. Dynamic energy-demand models. A comparison

    International Nuclear Information System (INIS)

    Yi, Feng

    2000-01-01

    This paper compares two second-generation dynamic energy demand models, a translog (TL) and a general Leontief (GL), in the study of price elasticities and factor substitutions of nine Swedish manufacturing industries: food, textiles, wood, paper, printing, chemicals, non-metallic minerals, base metals and machinery. Several model specifications are tested with likelihood ratio test. There is a disagreement on short-run adjustments; the TL model accepts putty-putty production technology of immediate adjustments, implying equal short- and long-run price elasticities of factors, while the GL model rejects immediate adjustments, giving out short-run elasticities quite different from the long-run. The two models also disagree in substitutability in many cases. 21 refs

  6. The dynamic radiation environment assimilation model (DREAM)

    International Nuclear Information System (INIS)

    Reeves, Geoffrey D.; Koller, Josef; Tokar, Robert L.; Chen, Yue; Henderson, Michael G.; Friedel, Reiner H.

    2010-01-01

    The Dynamic Radiation Environment Assimilation Model (DREAM) is a 3-year effort sponsored by the US Department of Energy to provide global, retrospective, or real-time specification of the natural and potential nuclear radiation environments. The DREAM model uses Kalman filtering techniques that combine the strengths of new physical models of the radiation belts with electron observations from long-term satellite systems such as GPS and geosynchronous systems. DREAM includes a physics model for the production and long-term evolution of artificial radiation belts from high altitude nuclear explosions. DREAM has been validated against satellites in arbitrary orbits and consistently produces more accurate results than existing models. Tools for user-specific applications and graphical displays are in beta testing and a real-time version of DREAM has been in continuous operation since November 2009.

  7. Molecular dynamics modeling of polymer flammability

    International Nuclear Information System (INIS)

    Nyden, M.R.; Brown, J.E.; Lomakin, S.M.

    1992-01-01

    Molecular dynamic simulations were used to identify factors which promote char formation during the thermal degradation of polymers. Computer movies based on these simulations, indicate that cross-linked model polymers tend to undergo further cross-linking when burned, eventually forming a high molecular weight, thermally stable char. This paper reports that the prediction was confirmed by char yield measurements made on γ and e - -irradiated polyethylene and chemically cross-linked poly(methyl methacrylate)

  8. Dynamical chaos and beam-beam models

    International Nuclear Information System (INIS)

    Izrailev, F.M.

    1990-01-01

    Some aspects of the nonlinear dynamics of beam-beam interaction for simple one-dimensional and two-dimensional models of round and flat beams are discussed. The main attention is paid to the stochasticity threshold due to the overlapping of nonlinear resonances. The peculiarities of a round beam are investigated in view of using the round beams in storage rings to get high luminosity. 16 refs.; 7 figs

  9. Dynamical Model for Indoor Radon Concentration Monitoring

    Czech Academy of Sciences Publication Activity Database

    Brabec, Marek; Jílek, K.

    2009-01-01

    Roč. 20, č. 6 (2009), s. 718-729 ISSN 1180-4009. [TIES 2007. Annual Meeting of the International Environmental Society /18./. Mikulov, 16.08.2007-20.08.2007] Institutional research plan: CEZ:AV0Z10300504 Keywords : non-parametric regression * dynamic modeling * time-varying coefficients Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.000, year: 2009

  10. Dynamical symmetries of the shell model

    International Nuclear Information System (INIS)

    Van Isacker, P.

    2000-01-01

    The applications of spectrum generating algebras and of dynamical symmetries in the nuclear shell model are many and varied. They stretch back to Wigner's early work on the supermultiplet model and encompass important landmarks in our understanding of the structure of the atomic nucleus such as Racah's SU(2) pairing model and Elliot's SU(3) rotational model. One of the aims of this contribution has been to show the historical importance of the idea of dynamical symmetry in nuclear physics. Another has been to indicate that, in spite of being old, this idea continues to inspire developments that are at the forefront of today's research in nuclear physics. It has been argued in this contribution that the main driving features of nuclear structure can be represented algebraically but at the same time the limitations of the symmetry approach must be recognised. It should be clear that such approach can only account for gross properties and that any detailed description requires more involved numerical calculations of which we have seen many fine examples during this symposium. In this way symmetry techniques can be used as an appropriate starting point for detailed calculations. A noteworthy example of this approach is the pseudo-SU(3) model which starting from its initial symmetry Ansatz has grown into an adequate and powerful description of the nucleus in terms of a truncated shell model. (author)

  11. A model for nuclear research reactor dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Barati, Ramin, E-mail: Barati.ramin@aut.ac.ir; Setayeshi, Saeed, E-mail: setayesh@aut.ac.ir

    2013-09-15

    Highlights: • A thirty-fourth order model is used to simulate the dynamics of a research reactor. • We consider delayed neutrons fraction as a function of time. • Variable fuel and temperature reactivity coefficients are used. • WIMS, BORGES and CITVAP codes are used for initial condition calculations. • Results are in agreement with experimental data rather than common codes. -- Abstract: In this paper, a useful thirty-fourth order model is presented to simulate the kinetics and dynamics of a research reactor core. The model considers relevant physical phenomena that govern the core such as reactor kinetics, reactivity feedbacks due to coolant and fuel temperatures (Doppler effects) with variable reactivity coefficients, xenon, samarium, boron concentration, fuel burn up and thermal hydraulics. WIMS and CITVAP codes are used to extract neutron cross sections and calculate the initial neuron flux respectively. The purpose is to present a model with results similar to reality as much as possible with reducing common simplifications in reactor modeling to be used in different analyses such as reactor control, functional reliability and safety. The model predictions are qualified by comparing with experimental data, detailed simulations of reactivity insertion transients, and steady state for Tehran research reactor reported in the literature and satisfactory results have been obtained.

  12. Improving SMOS Sea Surface Salinity in the Western Mediterranean Sea through Multivariate and Multifractal Analysis

    Directory of Open Access Journals (Sweden)

    Estrella Olmedo

    2018-03-01

    Full Text Available A new methodology using a combination of debiased non-Bayesian retrieval, DINEOF (Data Interpolating Empirical Orthogonal Functions and multifractal fusion has been used to obtain Soil Moisture and Ocean Salinity (SMOS Sea Surface Salinity (SSS fields over the North Atlantic Ocean and the Mediterranean Sea. The debiased non-Bayesian retrieval mitigates the systematic errors produced by the contamination of the land over the sea. In addition, this retrieval improves the coverage by means of multiyear statistical filtering criteria. This methodology allows obtaining SMOS SSS fields in the Mediterranean Sea. However, the resulting SSS suffers from a seasonal (and other time-dependent bias. This time-dependent bias has been characterized by means of specific Empirical Orthogonal Functions (EOFs. Finally, high resolution Sea Surface Temperature (OSTIA SST maps have been used for improving the spatial and temporal resolution of the SMOS SSS maps. The presented methodology practically reduces the error of the SMOS SSS in the Mediterranean Sea by half. As a result, the SSS dynamics described by the new SMOS maps in the Algerian Basin and the Balearic Front agrees with the one described by in situ SSS, and the mesoscale structures described by SMOS in the Alboran Sea and in the Gulf of Lion coincide with the ones described by the high resolution remotely-sensed SST images (AVHRR.

  13. New method dynamically models hydrocarbon fractionation

    Energy Technology Data Exchange (ETDEWEB)

    Kesler, M.G.; Weissbrod, J.M.; Sheth, B.V. [Kesler Engineering, East Brunswick, NJ (United States)

    1995-10-01

    A new method for calculating distillation column dynamics can be used to model time-dependent effects of independent disturbances for a range of hydrocarbon fractionation. It can model crude atmospheric and vacuum columns, with relatively few equilibrium stages and a large number of components, to C{sub 3} splitters, with few components and up to 300 equilibrium stages. Simulation results are useful for operations analysis, process-control applications and closed-loop control in petroleum, petrochemical and gas processing plants. The method is based on an implicit approach, where the time-dependent variations of inventory, temperatures, liquid and vapor flows and compositions are superimposed at each time step on the steady-state solution. Newton-Raphson (N-R) techniques are then used to simultaneously solve the resulting finite-difference equations of material, equilibrium and enthalpy balances that characterize distillation dynamics. The important innovation is component-aggregation and tray-aggregation to contract the equations without compromising accuracy. This contraction increases the N-R calculations` stability. It also significantly increases calculational speed, which is particularly important in dynamic simulations. This method provides a sound basis for closed-loop, supervisory control of distillation--directly or via multivariable controllers--based on a rigorous, phenomenological column model.

  14. Dynamic analysis of a parasite population model

    Science.gov (United States)

    Sibona, G. J.; Condat, C. A.

    2002-03-01

    We study the dynamics of a model that describes the competitive interaction between an invading species (a parasite) and its antibodies in an living being. This model was recently used to examine the dynamical competition between Tripanosoma cruzi and its antibodies during the acute phase of Chagas' disease. Depending on the antibody properties, the model yields three types of outcomes, corresponding, respectively, to healing, chronic disease, and host death. Here, we study the dynamics of the parasite-antibody interaction with the help of simulations, obtaining phase trajectories and phase diagrams for the system. We show that, under certain conditions, the size of the parasite inoculation can be crucial for the infection outcome and that a retardation in the stimulated production of an antibody species may result in the parasite gaining a definitive advantage. We also find a criterion for the relative sizes of the parameters that are required if parasite-generated decoys are indeed to help the invasion. Decoys may also induce a qualitatively different outcome: a limit cycle for the antibody-parasite population phase trajectories.

  15. Simple Models for the Dynamic Modeling of Rotating Tires

    Directory of Open Access Journals (Sweden)

    J.C. Delamotte

    2008-01-01

    Full Text Available Large Finite Element (FE models of tires are currently used to predict low frequency behavior and to obtain dynamic model coefficients used in multi-body models for riding and comfort. However, to predict higher frequency behavior, which may explain irregular wear, critical rotating speeds and noise radiation, FE models are not practical. Detailed FE models are not adequate for optimization and uncertainty predictions either, as in such applications the dynamic solution must be computed a number of times. Therefore, there is a need for simpler models that can capture the physics of the tire and be used to compute the dynamic response with a low computational cost. In this paper, the spectral (or continuous element approach is used to derive such a model. A circular beam spectral element that takes into account the string effect is derived, and a method to simulate the response to a rotating force is implemented in the frequency domain. The behavior of a circular ring under different internal pressures is investigated using modal and frequency/wavenumber representations. Experimental results obtained with a real untreaded truck tire are presented and qualitatively compared with the simple model predictions with good agreement. No attempt is made to obtain equivalent parameters for the simple model from the real tire results. On the other hand, the simple model fails to represent the correct variation of the quotient of the natural frequency by the number of circumferential wavelengths with the mode count. Nevertheless, some important features of the real tire dynamic behavior, such as the generation of standing waves and part of the frequency/wavenumber behavior, can be investigated using the proposed simplified model.

  16. Dynamical model of birdsong maintenance and control

    Science.gov (United States)

    Abarbanel, Henry D. I.; Talathi, Sachin S.; Mindlin, Gabriel; Rabinovich, Misha; Gibb, Leif

    2004-11-01

    The neuroethology of song learning, production, and maintenance in songbirds presents interesting similarities to human speech. We have developed a biophysical model of the manner in which song could be maintained in adult songbirds. This model may inform us about the human counterpart to these processes. In songbirds, signals generated in nucleus High Vocal center (HVc) follow a direct route along a premotor pathway to the robust nucleus of the archistriatum (RA) as well as an indirect route to RA through the anterior forebrain pathway (AFP): the neurons of RA are innervated from both sources. HVc expresses very sparse bursts of spikes having interspike intervals of about 2ms . The expressions of these bursts arrive at the RA with a time difference ΔT≈50±10ms between the two pathways. The observed combination of AMPA and NMDA receptors at RA projection neurons suggests that long-term potentiation and long-term depression can both be induced by spike timing plasticity through the pairing of the HVc and AFP signals. We present a dynamical model that stabilizes this synaptic plasticity through a feedback from the RA to the AFP using known connections. The stabilization occurs dynamically and is absent when the RA→AFP connection is removed. This requires a dynamical selection of ΔT . The model does this, and ΔT lies within the observed range. Our model represents an illustration of a functional consequence of activity-dependent plasticity directly connected with neuroethological observations. Within the model the parameters of the AFP, and thus the magnitude of ΔT , can also be tuned to an unstable regime. This means that destabilization might be induced by neuromodulation of the AFP.

  17. Nonparametric modeling of dynamic functional connectivity in fmri data

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

    2015-01-01

    dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...

  18. Chancroid transmission dynamics: a mathematical modeling approach.

    Science.gov (United States)

    Bhunu, C P; Mushayabasa, S

    2011-12-01

    Mathematical models have long been used to better understand disease transmission dynamics and how to effectively control them. Here, a chancroid infection model is presented and analyzed. The disease-free equilibrium is shown to be globally asymptotically stable when the reproduction number is less than unity. High levels of treatment are shown to reduce the reproduction number suggesting that treatment has the potential to control chancroid infections in any given community. This result is also supported by numerical simulations which show a decline in chancroid cases whenever the reproduction number is less than unity.

  19. Population Model with a Dynamic Food Supply

    Science.gov (United States)

    Dickman, Ronald; da Silva Nascimento, Jonas

    2009-09-01

    We propose a simple population model including the food supply as a dynamic variable. In the model, survival of an organism depends on a certain minimum rate of food consumption; a higher rate of consumption is required for reproduction. We investigate the stationary behavior under steady food input, and the transient behavior of growth and decay when food is present initially but is not replenished. Under a periodic food supply, the system exhibits period-doubling bifurcations and chaos in certain ranges of the reproduction rate. Bifurcations and chaos are favored by a slow reproduction rate and a long period of food-supply oscillation.

  20. Conceptual Model of Dynamic Geographic Environment

    Directory of Open Access Journals (Sweden)

    Martínez-Rosales Miguel Alejandro

    2014-04-01

    Full Text Available In geographic environments, there are many and different types of geographic entities such as automobiles, trees, persons, buildings, storms, hurricanes, etc. These entities can be classified into two groups: geographic objects and geographic phenomena. By its nature, a geographic environment is dynamic, thus, it’s static modeling is not sufficient. Considering the dynamics of geographic environment, a new type of geographic entity called event is introduced. The primary target is a modeling of geographic environment as an event sequence, because in this case the semantic relations are much richer than in the case of static modeling. In this work, the conceptualization of this model is proposed. It is based on the idea to process each entity apart instead of processing the environment as a whole. After that, the so called history of each entity and its spatial relations to other entities are defined to describe the whole environment. The main goal is to model systems at a conceptual level that make use of spatial and temporal information, so that later it can serve as the semantic engine for such systems.

  1. Modeling the Dynamic Digestive System Microbiome

    Directory of Open Access Journals (Sweden)

    Anne M. Estes

    2015-08-01

    Full Text Available “Modeling the Dynamic Digestive System Microbiome” is a hands-on activity designed to demonstrate the dynamics of microbiome ecology using dried pasta and beans to model disturbance events in the human digestive system microbiome. This exercise demonstrates how microbiome diversity is influenced by: 1 niche availability and habitat space and 2 a major disturbance event, such as antibiotic use. Students use a pictorial key to examine prepared models of digestive system microbiomes to determine what the person with the microbiome “ate.” Students then model the effect of taking antibiotics by removing certain “antibiotic sensitive” pasta. Finally, they add in “environmental microbes” or “native microbes” to recolonize the digestive system, determine how resilient their model microbome community is to disturbance, and discuss the implications. Throughout the exercise, students discuss differences in the habitat space available and microbiome community diversity. This exercise can be modified to discuss changes in the microbiome due to diet shifts and the emergence of antibiotic resistance in more depth.

  2. Quadratic tracer dynamical models tobacco growth

    International Nuclear Information System (INIS)

    Qiang Jiyi; Hua Cuncai; Wang Shaohua

    2011-01-01

    In order to study the non-uniformly transferring process of some tracer dosages, we assume that the absorption of some tracer by tobacco is a quadratic function of the tracer quantity of the tracer in the case of fast absorption, whereas the exclusion of the tracer from tobacco is a linear function of the tracer quantity in the case of slow exclusion, after the tracer is introduced into tobacco once at zero time. A single-compartment quadratic dynamical model of Logistic type is established for the leaves of tobacco. Then, a two-compartment quadratic dynamical model is established for leaves and calms of the tobacco. Qualitative analysis of the models shows that the tracer applied to the leaves of the tobacco is excluded finally; however, the tracer stays at the tobacco for finite time. Two methods are also given for computing the parameters in the models. Finally, the results of the models are verified by the 32 P experiment for the absorption of tobacco. (authors)

  3. A multiscale model for virus capsid dynamics.

    Science.gov (United States)

    Chen, Changjun; Saxena, Rishu; Wei, Guo-Wei

    2010-01-01

    Viruses are infectious agents that can cause epidemics and pandemics. The understanding of virus formation, evolution, stability, and interaction with host cells is of great importance to the scientific community and public health. Typically, a virus complex in association with its aquatic environment poses a fabulous challenge to theoretical description and prediction. In this work, we propose a differential geometry-based multiscale paradigm to model complex biomolecule systems. In our approach, the differential geometry theory of surfaces and geometric measure theory are employed as a natural means to couple the macroscopic continuum domain of the fluid mechanical description of the aquatic environment from the microscopic discrete domain of the atomistic description of the biomolecule. A multiscale action functional is constructed as a unified framework to derive the governing equations for the dynamics of different scales. We show that the classical Navier-Stokes equation for the fluid dynamics and Newton's equation for the molecular dynamics can be derived from the least action principle. These equations are coupled through the continuum-discrete interface whose dynamics is governed by potential driven geometric flows.

  4. A Multiscale Model for Virus Capsid Dynamics

    Directory of Open Access Journals (Sweden)

    Changjun Chen

    2010-01-01

    Full Text Available Viruses are infectious agents that can cause epidemics and pandemics. The understanding of virus formation, evolution, stability, and interaction with host cells is of great importance to the scientific community and public health. Typically, a virus complex in association with its aquatic environment poses a fabulous challenge to theoretical description and prediction. In this work, we propose a differential geometry-based multiscale paradigm to model complex biomolecule systems. In our approach, the differential geometry theory of surfaces and geometric measure theory are employed as a natural means to couple the macroscopic continuum domain of the fluid mechanical description of the aquatic environment from the microscopic discrete domain of the atomistic description of the biomolecule. A multiscale action functional is constructed as a unified framework to derive the governing equations for the dynamics of different scales. We show that the classical Navier-Stokes equation for the fluid dynamics and Newton's equation for the molecular dynamics can be derived from the least action principle. These equations are coupled through the continuum-discrete interface whose dynamics is governed by potential driven geometric flows.

  5. Multifractal cross-correlations between crude oil and tanker freight rate

    Science.gov (United States)

    Chen, Feier; Miao, Yuqi; Tian, Kang; Ding, Xiaoxu; Li, Tingyi

    2017-05-01

    Analysis of crude oil price and tanker freight rate volatility attract more attention as the mechanism is not only the basis of industrialization but also a vital role in economics, especially after the year 2008 when financial crisis notably blew the maritime transportation. In this paper, we studied the cross-correlations between the West Texas International crude oil (WTI) and Baltic Exchange Dirty Tanker Index (BDTI) employing the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA). Empirical results show that the degree of short-term cross-correlation is higher than that in the long term and that the strength of multifractality after financial crisis is larger than that before. Moreover, the components of multifractal spectrum are quantified with the finite-size effect taken into consideration and an improved method in terms of constructing the surrogated time series provided. Numerical results show that the multifractality is generated mostly from the nonlinear and the fat-tailed probability distribution (PDF) part. Also, it is apparent that the PDF part changes a lot after the financial crisis. The research is contributory to risk management by providing various instructions for participants in shipping markets. Our main contribution is that we investigated both the multifractal features and the origin of multifractality and provided confirming evidence of multifractality through numerical results while applying quantitative analysis based on MF-DCCA; furthermore, the research is contributory to risk management since it provides instructions in both economic market and stock market simultaneously. However, constructing the surrogated series in order to obtain consistence seems less convincing which requires further discussion and attempts.

  6. AFDM: An Advanced Fluid-Dynamics Model

    International Nuclear Information System (INIS)

    Bohl, W.R.; Parker, F.R.; Wilhelm, D.; Goutagny, L.; Ninokata, H.

    1990-09-01

    AFDM, or the Advanced Fluid-Dynamics Model, is a computer code that investigates new approaches simulating the multiphase-flow fluid-dynamics aspects of severe accidents in fast reactors. The AFDM formalism starts with differential equations similar to those in the SIMMER-II code. These equations are modified to treat three velocity fields and supplemented with a variety of new models. The AFDM code has 12 topologies describing what material contacts are possible depending on the presence or absence of a given material in a computational cell, on the dominant liquid, and on the continuous phase. Single-phase, bubbly, churn-turbulent, cellular, and dispersed flow regimes are permitted for the pool situations modeled. Virtual mass terms are included for vapor in liquid-continuous flow. Interfacial areas between the continuous and discontinuous phases are convected to allow some tracking of phenomenological histories. Interfacial areas are also modified by models of nucleation, dynamic forces, turbulence, flashing, coalescence, and mass transfer. Heat transfer is generally treated using engineering correlations. Liquid-vapor phase transitions are handled with the nonequilibrium, heat-transfer-limited model, whereas melting and freezing processes are based on equilibrium considerations. Convection is treated using a fractional-step method of time integration, including a semi-implicit pressure iteration. A higher-order differencing option is provided to control numerical diffusion. The Los Alamos SESAME equation-of-state has been implemented using densities and temperatures as the independent variables. AFDM programming has vectorized all computational loops consistent with the objective of producing an exportable code. 24 refs., 4 figs

  7. Mathematical modeling and applications in nonlinear dynamics

    CERN Document Server

    Merdan, Hüseyin

    2016-01-01

    The book covers nonlinear physical problems and mathematical modeling, including molecular biology, genetics, neurosciences, artificial intelligence with classical problems in mechanics and astronomy and physics. The chapters present nonlinear mathematical modeling in life science and physics through nonlinear differential equations, nonlinear discrete equations and hybrid equations. Such modeling can be effectively applied to the wide spectrum of nonlinear physical problems, including the KAM (Kolmogorov-Arnold-Moser (KAM)) theory, singular differential equations, impulsive dichotomous linear systems, analytical bifurcation trees of periodic motions, and almost or pseudo- almost periodic solutions in nonlinear dynamical systems. Provides methods for mathematical models with switching, thresholds, and impulses, each of particular importance for discontinuous processes Includes qualitative analysis of behaviors on Tumor-Immune Systems and methods of analysis for DNA, neural networks and epidemiology Introduces...

  8. Dynamical models of happiness with fractional order

    Science.gov (United States)

    Song, Lei; Xu, Shiyun; Yang, Jianying

    2010-03-01

    This present study focuses on a dynamical model of happiness described through fractional-order differential equations. By categorizing people of different personality and different impact factor of memory (IFM) with different set of model parameters, it is demonstrated via numerical simulations that such fractional-order models could exhibit various behaviors with and without external circumstance. Moreover, control and synchronization problems of this model are discussed, which correspond to the control of emotion as well as emotion synchronization in real life. This study is an endeavor to combine the psychological knowledge with control problems and system theories, and some implications for psychotherapy as well as hints of a personal approach to life are both proposed.

  9. Modeling Computer Virus and Its Dynamics

    Directory of Open Access Journals (Sweden)

    Mei Peng

    2013-01-01

    Full Text Available Based on that the computer will be infected by infected computer and exposed computer, and some of the computers which are in suscepitible status and exposed status can get immunity by antivirus ability, a novel coumputer virus model is established. The dynamic behaviors of this model are investigated. First, the basic reproduction number R0, which is a threshold of the computer virus spreading in internet, is determined. Second, this model has a virus-free equilibrium P0, which means that the infected part of the computer disappears, and the virus dies out, and P0 is a globally asymptotically stable equilibrium if R01 then this model has only one viral equilibrium P*, which means that the computer persists at a constant endemic level, and P* is also globally asymptotically stable. Finally, some numerical examples are given to demonstrate the analytical results.

  10. 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.

  11. Advances in dynamic network modeling in complex transportation systems

    CERN Document Server

    Ukkusuri, Satish V

    2013-01-01

    This book focuses on the latest in dynamic network modeling, including route guidance and traffic control in transportation systems and other complex infrastructure networks. Covers dynamic traffic assignment, flow modeling, mobile sensor deployment and more.

  12. OFFl Models: Novel Schema for Dynamical Modeling of Biological Systems.

    Science.gov (United States)

    Ogbunugafor, C Brandon; Robinson, Sean P

    2016-01-01

    Flow diagrams are a common tool used to help build and interpret models of dynamical systems, often in biological contexts such as consumer-resource models and similar compartmental models. Typically, their usage is intuitive and informal. Here, we present a formalized version of flow diagrams as a kind of weighted directed graph which follow a strict grammar, which translate into a system of ordinary differential equations (ODEs) by a single unambiguous rule, and which have an equivalent representation as a relational database. (We abbreviate this schema of "ODEs and formalized flow diagrams" as OFFL.) Drawing a diagram within this strict grammar encourages a mental discipline on the part of the modeler in which all dynamical processes of a system are thought of as interactions between dynamical species that draw parcels from one or more source species and deposit them into target species according to a set of transformation rules. From these rules, the net rate of change for each species can be derived. The modeling schema can therefore be understood as both an epistemic and practical heuristic for modeling, serving both as an organizational framework for the model building process and as a mechanism for deriving ODEs. All steps of the schema beyond the initial scientific (intuitive, creative) abstraction of natural observations into model variables are algorithmic and easily carried out by a computer, thus enabling the future development of a dedicated software implementation. Such tools would empower the modeler to consider significantly more complex models than practical limitations might have otherwise proscribed, since the modeling framework itself manages that complexity on the modeler's behalf. In this report, we describe the chief motivations for OFFL, carefully outline its implementation, and utilize a range of classic examples from ecology and epidemiology to showcase its features.

  13. OFFl Models: Novel Schema for Dynamical Modeling of Biological Systems.

    Directory of Open Access Journals (Sweden)

    C Brandon Ogbunugafor

    Full Text Available Flow diagrams are a common tool used to help build and interpret models of dynamical systems, often in biological contexts such as consumer-resource models and similar compartmental models. Typically, their usage is intuitive and informal. Here, we present a formalized version of flow diagrams as a kind of weighted directed graph which follow a strict grammar, which translate into a system of ordinary differential equations (ODEs by a single unambiguous rule, and which have an equivalent representation as a relational database. (We abbreviate this schema of "ODEs and formalized flow diagrams" as OFFL. Drawing a diagram within this strict grammar encourages a mental discipline on the part of the modeler in which all dynamical processes of a system are thought of as interactions between dynamical species that draw parcels from one or more source species and deposit them into target species according to a set of transformation rules. From these rules, the net rate of change for each species can be derived. The modeling schema can therefore be understood as both an epistemic and practical heuristic for modeling, serving both as an organizational framework for the model building process and as a mechanism for deriving ODEs. All steps of the schema beyond the initial scientific (intuitive, creative abstraction of natural observations into model variables are algorithmic and easily carried out by a computer, thus enabling the future development of a dedicated software implementation. Such tools would empower the modeler to consider significantly more complex models than practical limitations might have otherwise proscribed, since the modeling framework itself manages that complexity on the modeler's behalf. In this report, we describe the chief motivations for OFFL, carefully outline its implementation, and utilize a range of classic examples from ecology and epidemiology to showcase its features.

  14. Dynamic modeling of gearbox faults: A review

    Science.gov (United States)

    Liang, Xihui; Zuo, Ming J.; Feng, Zhipeng

    2018-01-01

    Gearbox is widely used in industrial and military applications. Due to high service load, harsh operating conditions or inevitable fatigue, faults may develop in gears. If the gear faults cannot be detected early, the health will continue to degrade, perhaps causing heavy economic loss or even catastrophe. Early fault detection and diagnosis allows properly scheduled shutdowns to prevent catastrophic failure and consequently result in a safer operation and higher cost reduction. Recently, many studies have been done to develop gearbox dynamic models with faults aiming to understand gear fault generation mechanism and then develop effective fault detection and diagnosis methods. This paper focuses on dynamics based gearbox fault modeling, detection and diagnosis. State-of-art and challenges are reviewed and discussed. This detailed literature review limits research results to the following fundamental yet key aspects: gear mesh stiffness evaluation, gearbox damage modeling and fault diagnosis techniques, gearbox transmission path modeling and method validation. In the end, a summary and some research prospects are presented.

  15. Dynamic neutron scattering from conformational dynamics. II. Application using molecular dynamics simulation and Markov modeling.

    Science.gov (United States)

    Yi, Zheng; Lindner, Benjamin; Prinz, Jan-Hendrik; Noé, Frank; Smith, Jeremy C

    2013-11-07

    Neutron scattering experiments directly probe the dynamics of complex molecules on the sub pico- to microsecond time scales. However, the assignment of the relaxations seen experimentally to specific structural rearrangements is difficult, since many of the underlying dynamical processes may exist on similar timescales. In an accompanying article, we present a theoretical approach to the analysis of molecular dynamics simulations with a Markov State Model (MSM) that permits the direct identification of structural transitions leading to each contributing relaxation process. Here, we demonstrate the use of the method by applying it to the configurational dynamics of the well-characterized alanine dipeptide. A practical procedure for deriving the MSM from an MD is introduced. The result is a 9-state MSM in the space of the backbone dihedral angles and the side-chain methyl group. The agreement between the quasielastic spectrum calculated directly from the atomic trajectories and that derived from the Markov state model is excellent. The dependence on the wavevector of the individual Markov processes is described. The procedure means that it is now practicable to interpret quasielastic scattering spectra in terms of well-defined intramolecular transitions with minimal a priori assumptions as to the nature of the dynamics taking place.

  16. A simple dynamic energy capacity model

    International Nuclear Information System (INIS)

    Gander, James P.

    2012-01-01

    I develop a simple dynamic model showing how total energy capacity is allocated to two different uses and how these uses and their corresponding energy flows are related and behave through time. The control variable of the model determines the allocation. All the variables of the model are in terms of a composite energy equivalent measured in BTU's. A key focus is on the shadow price of energy capacity and its behavior through time. Another key focus is on the behavior of the control variable that determines the allocation of overall energy capacity. The matching or linking of the model's variables to real world U.S. energy data is undertaken. In spite of some limitations of the data, the model and its behavior fit the data fairly well. Some energy policy implications are discussed. - Highlights: ► The model shows how energy capacity is allocated to current output production versus added energy capacity production. ► Two variables in the allocation are the shadow price of capacity and the control variable that determines the allocation. ► The model was linked to U.S. historical energy data and fit the data quite well. ► In particular, the policy control variable was cyclical and consistent with the model. ► Policy implications relevant to the allocation of energy capacity are discussed briefly.

  17. Dynamic modelling of Industrial Heavy Water Plant

    International Nuclear Information System (INIS)

    Teruel, F.E.

    1997-01-01

    The dynamic behavior of the isotopic enrichment unites of the Industrial Heavy Water Plant, located in Arroyito, Neuquen, Argentina, was modeled and simulated in the present work. Dynamic models of the chemical and isotopic interchange processes existent in the plant, were developed. This served as a base to obtain representative models of the different unit and control systems. The developed models were represented in a modular code for each unit. Each simulator consists of approximately one hundred non-linear-first-order differential equations and some other algebraic equation, which are time resolved by the code. The different simulators allow to change a big number of boundary conditions and the control systems set point for each simulation, so that the program become very versatile. The output of the code allows to see the evolution through time of the variables of interest. An interface which facilitates the use of the first enrichment stage simulator was developed. This interface allows an easy access to generate wished events during the simulation and includes the possibility to plot evolution of the variables involved. The obtained results agree with the expected tendencies. The calculated nominal steady state matches by the manufacturer. The different steady states obtained, agree with previous works. The times and tendencies involved in the transients generated by the program, are in good agreement with the experience obtained at the plant. Based in the obtained results, it is concluded that the characteristic times of the plant are determined by the masses involved in the process. Different characteristics in the system dynamic behavior were generated with the different simulators, and were validated by plant personnel. This work allowed to understand the different process involved in the heavy water manufacture, and to develop a very useful tool for the personnel of the plant. (author). 14 refs., figs., tabs. plant. (author). 14 refs., figs., tabs

  18. Modeling dynamic functional connectivity using a wishart mixture model

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer Hougaard; Schmidt, Mikkel Nørgaard

    2017-01-01

    framework provides model selection by quantifying models generalization to new data. We use this to quantify the number of states within a prespecified window length. We further propose a heuristic procedure for choosing the window length based on contrasting for each window length the predictive...... together whereas short windows are more unstable and influenced by noise and we find that our heuristic correctly identifies an adequate level of complexity. On single subject resting state fMRI data we find that dynamic models generally outperform static models and using the proposed heuristic points...

  19. Adaptive-network models of collective dynamics

    Science.gov (United States)

    Zschaler, G.

    2012-09-01

    Complex systems can often be modelled as networks, in which their basic units are represented by abstract nodes and the interactions among them by abstract links. This network of interactions is the key to understanding emergent collective phenomena in such systems. In most cases, it is an adaptive network, which is defined by a feedback loop between the local dynamics of the individual units and the dynamical changes of the network structure itself. This feedback loop gives rise to many novel phenomena. Adaptive networks are a promising concept for the investigation of collective phenomena in different systems. However, they also present a challenge to existing modelling approaches and analytical descriptions due to the tight coupling between local and topological degrees of freedom. In this work, which is essentially my PhD thesis, I present a simple rule-based framework for the investigation of adaptive networks, using which a wide range of collective phenomena can be modelled and analysed from a common perspective. In this framework, a microscopic model is defined by the local interaction rules of small network motifs, which can be implemented in stochastic simulations straightforwardly. Moreover, an approximate emergent-level description in terms of macroscopic variables can be derived from the microscopic rules, which we use to analyse the system's collective and long-term behaviour by applying tools from dynamical systems theory. We discuss three adaptive-network models for different collective phenomena within our common framework. First, we propose a novel approach to collective motion in insect swarms, in which we consider the insects' adaptive interaction network instead of explicitly tracking their positions and velocities. We capture the experimentally observed onset of collective motion qualitatively in terms of a bifurcation in this non-spatial model. We find that three-body interactions are an essential ingredient for collective motion to emerge

  20. Modelling forest dynamics along climate gradients in Bolivia

    NARCIS (Netherlands)

    Seiler, C.; Hutjes, R.W.A.; Kruijt, B.; Quispe, J.; Añez, S.; Arora, V.K.; Melton, J.R.; Hickler, T.; Kabat, P.

    2014-01-01

    Dynamic vegetation models have been used to assess the resilience of tropical forests to climate change, but the global application of these modeling experiments often misrepresents carbon dynamics at a regional level, limiting the validity of future projections. Here a dynamic vegetation model

  1. Modelling Market Dynamics with a "Market Game"

    Science.gov (United States)

    Katahira, Kei; Chen, Yu

    In the financial market, traders, especially speculators, typically behave as to yield capital gains by the difference between selling and buying prices. Making use of the structure of Minority Game, we build a novel market toy model which takes account of such the speculative mind involving a round-trip trade to analyze the market dynamics as a system. Even though the micro-level behavioral rules of players in this new model is quite simple, its macroscopic aggregational output has the reproducibility of the well-known stylized facts such as volatility clustering and heavy tails. The proposed model may become a new alternative bottom-up approach in order to study the emerging mechanism of those stylized qualitative properties of asset returns.

  2. Dynamics of a Stochastic Intraguild Predation Model

    Directory of Open Access Journals (Sweden)

    Zejing Xing

    2016-04-01

    Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.

  3. Agent-based modeling and network dynamics

    CERN Document Server

    Namatame, Akira

    2016-01-01

    The book integrates agent-based modeling and network science. It is divided into three parts, namely, foundations, primary dynamics on and of social networks, and applications. The book begins with the network origin of agent-based models, known as cellular automata, and introduce a number of classic models, such as Schelling’s segregation model and Axelrod’s spatial game. The essence of the foundation part is the network-based agent-based models in which agents follow network-based decision rules. Under the influence of the substantial progress in network science in late 1990s, these models have been extended from using lattices into using small-world networks, scale-free networks, etc. The book also shows that the modern network science mainly driven by game-theorists and sociophysicists has inspired agent-based social scientists to develop alternative formation algorithms, known as agent-based social networks. The book reviews a number of pioneering and representative models in this family. Upon the gi...

  4. Flight Dynamic Model Exchange using XML

    Science.gov (United States)

    Jackson, E. Bruce; Hildreth, Bruce L.

    2002-01-01

    The AIAA Modeling and Simulation Technical Committee has worked for several years to develop a standard by which the information needed to develop physics-based models of aircraft can be specified. The purpose of this standard is to provide a well-defined set of information, definitions, data tables and axis systems so that cooperating organizations can transfer a model from one simulation facility to another with maximum efficiency. This paper proposes using an application of the eXtensible Markup Language (XML) to implement the AIAA simulation standard. The motivation and justification for using a standard such as XML is discussed. Necessary data elements to be supported are outlined. An example of an aerodynamic model as an XML file is given. This example includes definition of independent and dependent variables for function tables, definition of key variables used to define the model, and axis systems used. The final steps necessary for implementation of the standard are presented. Software to take an XML-defined model and import/export it to/from a given simulation facility is discussed, but not demonstrated. That would be the next step in final implementation of standards for physics-based aircraft dynamic models.

  5. Traffic flow dynamics. Data, models and simulation

    Energy Technology Data Exchange (ETDEWEB)

    Treiber, Martin [Technische Univ. Dresden (Germany). Inst. fuer Wirtschaft und Verkehr; Kesting, Arne [TomTom Development Germany GmbH, Berlin (Germany)

    2013-07-01

    First comprehensive textbook of this fascinating interdisciplinary topic which explains advances in a way that it is easily accessible to engineering, physics and math students. Presents practical applications of traffic theory such as driving behavior, stability analysis, stop-and-go waves, and travel time estimation. Presents the topic in a novel and systematic way by addressing both microscopic and macroscopic models with a focus on traffic instabilities. Revised and extended edition of the German textbook ''Verkehrsdynamik und -simulation''. This textbook provides a comprehensive and instructive coverage of vehicular traffic flow dynamics and modeling. It makes this fascinating interdisciplinary topic, which to date was only documented in parts by specialized monographs, accessible to a broad readership. Numerous figures and problems with solutions help the reader to quickly understand and practice the presented concepts. This book is targeted at students of physics and traffic engineering and, more generally, also at students and professionals in computer science, mathematics, and interdisciplinary topics. It also offers material for project work in programming and simulation at college and university level. The main part, after presenting different categories of traffic data, is devoted to a mathematical description of the dynamics of traffic flow, covering macroscopic models which describe traffic in terms of density, as well as microscopic many-particle models in which each particle corresponds to a vehicle and its driver. Focus chapters on traffic instabilities and model calibration/validation present these topics in a novel and systematic way. Finally, the theoretical framework is shown at work in selected applications such as traffic-state and travel-time estimation, intelligent transportation systems, traffic operations management, and a detailed physics-based model for fuel consumption and emissions.

  6. Mineral vein dynamics modelling (FRACS II)

    International Nuclear Information System (INIS)

    Urai, J.; Virgo, S.; Arndt, M.

    2016-08-01

    The Mineral Vein Dynamics Modeling group ''FRACS'' started out as a team of 7 research groups in its first phase and continued with a team of 5 research groups at the Universities of Aachen, Tuebingen, Karlsruhe, Mainz and Glasgow during its second phase ''FRACS 11''. The aim of the group was to develop an advanced understanding of the interplay between fracturing, fluid flow and fracture healing with a special emphasis on the comparison of field data and numerical models. Field areas comprised the Oman mountains in Oman (which where already studied in detail in the first phase), a siliciclastic sequence in the Internal Ligurian Units in Italy (closed to Sestri Levante) and cores of Zechstein carbonates from a Lean Gas reservoir in Northern Germany. Numerical models of fracturing, sealing and interaction with fluid that were developed in phase I where expanded in phase 11. They were used to model small scale fracture healing by crystal growth and the resulting influence on flow, medium scale fracture healing and its influence on successive fracturing and healing, as well as large scale dynamic fluid flow through opening and closing fractures and channels as a function of fluid overpressure. The numerical models were compared with structures in the field and we were able to identify first proxies for mechanical vein-hostrock properties and fluid overpressures versus tectonic stresses. Finally we propose a new classification of stylolites based on numerical models and observations in the Zechstein cores and continued to develop a new stress inversion tool to use stylolites to estimate depth of their formation.

  7. Mineral vein dynamics modelling (FRACS II)

    Energy Technology Data Exchange (ETDEWEB)

    Urai, J.; Virgo, S.; Arndt, M. [RWTH Aachen (Germany); and others

    2016-08-15

    The Mineral Vein Dynamics Modeling group ''FRACS'' started out as a team of 7 research groups in its first phase and continued with a team of 5 research groups at the Universities of Aachen, Tuebingen, Karlsruhe, Mainz and Glasgow during its second phase ''FRACS 11''. The aim of the group was to develop an advanced understanding of the interplay between fracturing, fluid flow and fracture healing with a special emphasis on the comparison of field data and numerical models. Field areas comprised the Oman mountains in Oman (which where already studied in detail in the first phase), a siliciclastic sequence in the Internal Ligurian Units in Italy (closed to Sestri Levante) and cores of Zechstein carbonates from a Lean Gas reservoir in Northern Germany. Numerical models of fracturing, sealing and interaction with fluid that were developed in phase I where expanded in phase 11. They were used to model small scale fracture healing by crystal growth and the resulting influence on flow, medium scale fracture healing and its influence on successive fracturing and healing, as well as large scale dynamic fluid flow through opening and closing fractures and channels as a function of fluid overpressure. The numerical models were compared with structures in the field and we were able to identify first proxies for mechanical vein-hostrock properties and fluid overpressures versus tectonic stresses. Finally we propose a new classification of stylolites based on numerical models and observations in the Zechstein cores and continued to develop a new stress inversion tool to use stylolites to estimate depth of their formation.

  8. Multifractal analysis of radar rainfall fields over the area of Rome

    Directory of Open Access Journals (Sweden)

    G. Calenda

    2005-01-01

    Full Text Available A scale-invariance analysis of space and time rainfall events monitored by meteorological radar over the area of Rome (Italy is proposed. The study of the scale-invariance properties of intense precipitation storms, particularly important in flood forecast and risk mitigation, allows to transfer rainfall information from the large scale predictive meteorological models to the small scale hydrological rainfall-runoff models. Precipitation events are monitored using data collected by the polarimetric Doppler radar Polar 55C (ISAC-CNR, located 15 km Southeast from downtown. The meteorological radar provides the estimates of rainfall intensity over an area of about 10 000 km2 at a resolution of 2×2 km2 in space and 5 min in time. Many precipitation events have been observed from autumn 2001 up to now. A scale-invariance analysis is performed on some of these events with the aim at exploring the multifractal properties and at understanding their dependence on the meteorological large-scale conditions.

  9. Analyzing the LiF thin films deposited at different substrate temperatures using multifractal technique

    Energy Technology Data Exchange (ETDEWEB)

    Yadav, R.P. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); Dwivedi, S., E-mail: suneetdwivedi@gmail.com [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Mittal, A.K. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Kumar, Manvendra [Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India); Pandey, A.C. [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India)

    2014-07-01

    The Atomic Force Microscopy technique is used to characterize the surface morphology of LiF thin films deposited at substrate temperatures 77 K, 300 K and 500 K, respectively. It is found that the surface roughness of thin film increases with substrate temperature. The multifractal nature of the LiF thin film at each substrate temperature is investigated using the backward two-dimensional multifractal detrended moving average analysis. The strength of multifractility and the non-uniformity of the height probabilities of the thin films increase as the substrate temperature increases. Both the width of the multifractal spectrum and the difference of fractal dimensions of the thin films increase sharply as the temperature reaches 500 K, indicating that the multifractility of the thin films becomes more pronounced at the higher substrate temperatures with greater cluster size. - Highlights: • Analyzing LiF thin films using multifractal detrended moving average technique • Surface roughness of LiF thin film increases with substrate temperature. • LiF thin films at each substrate temperature exhibit multifractality. • Multifractility becomes more pronounced at the higher substrate temperatures.

  10. Multiscale characterization of pore spaces using multifractals analysis of scanning electronic microscopy images of carbonates

    Directory of Open Access Journals (Sweden)

    M. S. Jouini

    2011-12-01

    Full Text Available Pore spaces heterogeneity in carbonates rocks has long been identified as an important factor impacting reservoir productivity. In this paper, we study the heterogeneity of carbonate rocks pore spaces based on the image analysis of scanning electron microscopy (SEM data acquired at various magnifications. Sixty images of twelve carbonate samples from a reservoir in the Middle East were analyzed. First, pore spaces were extracted from SEM images using a segmentation technique based on watershed algorithm. Pores geometries revealed a multifractal behavior at various magnifications from 800x to 12 000x. In addition, the singularity spectrum provided quantitative values that describe the degree of heterogeneity in the carbonates samples. Moreover, for the majority of the analyzed samples, we found low variations (around 5% in the multifractal dimensions for magnifications between 1700x and 12 000x. Finally, these results demonstrate that multifractal analysis could be an appropriate tool for characterizing quantitatively the heterogeneity of carbonate pore spaces geometries. However, our findings show that magnification has an impact on multifractal dimensions, revealing the limit of applicability of multifractal descriptions for these natural structures.

  11. Price-volume multifractal analysis and its application in Chinese stock markets

    Science.gov (United States)

    Yuan, Ying; Zhuang, Xin-tian; Liu, Zhi-ying

    2012-06-01

    An empirical research on Chinese stock markets is conducted using statistical tools. First, the multifractality of stock price return series, ri(ri=ln(Pt+1)-ln(Pt)) and trading volume variation series, vi(vi=ln(Vt+1)-ln(Vt)) is confirmed using multifractal detrended fluctuation analysis. Furthermore, a multifractal detrended cross-correlation analysis between stock price return and trading volume variation in Chinese stock markets is also conducted. It is shown that the cross relationship between them is also found to be multifractal. Second, the cross-correlation between stock price Pi and trading volume Vi is empirically studied using cross-correlation function and detrended cross-correlation analysis. It is found that both Shanghai stock market and Shenzhen stock market show pronounced long-range cross-correlations between stock price and trading volume. Third, a composite index R based on price and trading volume is introduced. Compared with stock price return series ri and trading volume variation series vi, R variation series not only remain the characteristics of original series but also demonstrate the relative correlation between stock price and trading volume. Finally, we analyze the multifractal characteristics of R variation series before and after three financial events in China (namely, Price Limits, Reform of Non-tradable Shares and financial crisis in 2008) in the whole period of sample to study the changes of stock market fluctuation and financial risk. It is found that the empirical results verified the validity of R.

  12. MODELS AND THE DYNAMICS OF THEORIES

    Directory of Open Access Journals (Sweden)

    Paulo Abrantes

    2007-12-01

    Full Text Available Abstract: This paper gives a historical overview of the ways various trends in the philosophy of science dealt with models and their relationship with the topics of heuristics and theoretical dynamics. First of all, N. Campbell’s account of analogies as components of scientific theories is presented. Next, the notion of ‘model’ in the reconstruction of the structure of scientific theories proposed by logical empiricists is examined. This overview finishes with M. Hesse’s attempts to develop Campbell’s early ideas in terms of an analogical inference. The final part of the paper points to contemporary developments on these issues which adopt a cognitivist perspective. It is indicated how discussions in the cognitive sciences might help to flesh out some of the insights philosophers of science had concerning the role models and analogies play in actual scientific theorizing. Key words: models, analogical reasoning, metaphors in science, the structure of scientific theories, theoretical dynamics, heuristics, scientific discovery.

  13. Mathematical modeling of infectious disease dynamics

    Science.gov (United States)

    Siettos, Constantinos I.; Russo, Lucia

    2013-01-01

    Over the last years, an intensive worldwide effort is speeding up the developments in the establishment of a global surveillance network for combating pandemics of emergent and re-emergent infectious diseases. Scientists from different fields extending from medicine and molecular biology to computer science and applied mathematics have teamed up for rapid assessment of potentially urgent situations. Toward this aim mathematical modeling plays an important role in efforts that focus on predicting, assessing, and controlling potential outbreaks. To better understand and model the contagious dynamics the impact of numerous variables ranging from the micro host–pathogen level to host-to-host interactions, as well as prevailing ecological, social, economic, and demographic factors across the globe have to be analyzed and thoroughly studied. Here, we present and discuss the main approaches that are used for the surveillance and modeling of infectious disease dynamics. We present the basic concepts underpinning their implementation and practice and for each category we give an annotated list of representative works. PMID:23552814

  14. Numerical modeling of bubble dynamics in magmas

    Science.gov (United States)

    Huber, Christian; Su, Yanqing; Parmigiani, Andrea

    2014-05-01

    Understanding the complex non-linear physics that governs volcanic eruptions is contingent on our ability to characterize the dynamics of bubbles and its effect on the ascending magma. The exsolution and migration of bubbles has also a great impact on the heat and mass transport in and out of magma bodies stored at shallow depths in the crust. Multiphase systems like magmas are by definition heterogeneous at small scales. Although mixture theory or homogenization methods are convenient to represent multiphase systems as a homogeneous equivalent media, these approaches do not inform us on possible feedbacks at the pore-scale and can be significantly misleading. In this presentation, we discuss the development and application of bubble-scale multiphase flow modeling to address the following questions : How do bubbles impact heat and mass transport in magma chambers ? How efficient are chemical exchanges between the melt and bubbles during magma decompression? What is the role of hydrodynamic interactions on the deformation of bubbles while the magma is sheared? Addressing these questions requires powerful numerical methods that accurately model the balance between viscous, capillary and pressure stresses. We discuss how these bubble-scale models can provide important constraints on the dynamics of magmas stored at shallow depth or ascending to the surface during an eruption.

  15. Models for inference in dynamic metacommunity systems

    Science.gov (United States)

    Dorazio, Robert M.; Kery, Marc; Royle, J. Andrew; Plattner, Matthias

    2010-01-01

    A variety of processes are thought to be involved in the formation and dynamics of species assemblages. For example, various metacommunity theories are based on differences in the relative contributions of dispersal of species among local communities and interactions of species within local communities. Interestingly, metacommunity theories continue to be advanced without much empirical validation. Part of the problem is that statistical models used to analyze typical survey data either fail to specify ecological processes with sufficient complexity or they fail to account for errors in detection of species during sampling. In this paper, we describe a statistical modeling framework for the analysis of metacommunity dynamics that is based on the idea of adopting a unified approach, multispecies occupancy modeling, for computing inferences about individual species, local communities of species, or the entire metacommunity of species. This approach accounts for errors in detection of species during sampling and also allows different metacommunity paradigms to be specified in terms of species- and location-specific probabilities of occurrence, extinction, and colonization: all of which are estimable. In addition, this approach can be used to address inference problems that arise in conservation ecology, such as predicting temporal and spatial changes in biodiversity for use in making conservation decisions. To illustrate, we estimate changes in species composition associated with the species-specific phenologies of flight patterns of butterflies in Switzerland for the purpose of estimating regional differences in biodiversity.

  16. Dynamical Vertex Approximation for the Hubbard Model

    Science.gov (United States)

    Toschi, Alessandro

    A full understanding of correlated electron systems in the physically relevant situations of three and two dimensions represents a challenge for the contemporary condensed matter theory. However, in the last years considerable progress has been achieved by means of increasingly more powerful quantum many-body algorithms, applied to the basic model for correlated electrons, the Hubbard Hamiltonian. Here, I will review the physics emerging from studies performed with the dynamical vertex approximation, which includes diagrammatic corrections to the local description of the dynamical mean field theory (DMFT). In particular, I will first discuss the phase diagram in three dimensions with a special focus on the commensurate and incommensurate magnetic phases, their (quantum) critical properties, and the impact of fluctuations on electronic lifetimes and spectral functions. In two dimensions, the effects of non-local fluctuations beyond DMFT grow enormously, determining the appearance of a low-temperature insulating behavior for all values of the interaction in the unfrustrated model: Here the prototypical features of the Mott-Hubbard metal-insulator transition, as well as the existence of magnetically ordered phases, are completely overwhelmed by antiferromagnetic fluctuations of exponentially large extension, in accordance with the Mermin-Wagner theorem. Eventually, by a fluctuation diagnostics analysis of cluster DMFT self-energies, the same magnetic fluctuations are identified as responsible for the pseudogap regime in the holed-doped frustrated case, with important implications for the theoretical modeling of the cuprate physics.

  17. A dynamic model of the wormhole and the Multiverse model

    International Nuclear Information System (INIS)

    Shatskii, A A; Kardashev, N S; Novikov, I D

    2008-01-01

    An analytic solution methodology for general relativity (GR) equations describing the hypothetical phenomenon of wormholes is presented and the analysis of wormholes in terms of their physical properties is discussed. An analytic solution of the GR equations for static and dynamic spherically symmetric wormholes is given. The dynamic solution generally describes a 'traversable' wormhole, i.e., one allowing matter, energy, and information to pass through it. It is shown how the energy-momentum tensor of matter in a wormhole can be represented in a form allowing the GR equations to be solved analytically, which has a crucial methodological importance for analyzing the properties of the solution obtained. The energy-momentum tensor of wormhole matter is represented as a superposition of a spherically symmetric magnetic (or electric) field and negative-density dust matter, serving as exotic matter necessary for a 'traversable' wormhole to exist. The dynamics of the model are investigated. A similar model is considered (and analyzed in terms of inflation) for the Einstein equations with a Λ term. Superposing enough dust matter, a magnetic field, and a Λ term can produce a static solution, which turns out to be a spherical Multiverse model with an infinite number of wormhole-connected spherical universes. This Multiverse can have its total energy positive everywhere in space, and in addition can be out of equilibrium (i.e., dynamic). (methodological notes)

  18. A dynamic model of the wormhole and the Multiverse model

    Energy Technology Data Exchange (ETDEWEB)

    Shatskii, A A; Kardashev, N S [Astro-Space Centre of the P. N. Lebedev Physics Institute, Russian Academy of Sciences, Moscow (Russian Federation); Novikov, I D [Russian Research Centre ' Kurchatov Institute' , Moscow (Russian Federation)

    2008-05-31

    An analytic solution methodology for general relativity (GR) equations describing the hypothetical phenomenon of wormholes is presented and the analysis of wormholes in terms of their physical properties is discussed. An analytic solution of the GR equations for static and dynamic spherically symmetric wormholes is given. The dynamic solution generally describes a 'traversable' wormhole, i.e., one allowing matter, energy, and information to pass through it. It is shown how the energy-momentum tensor of matter in a wormhole can be represented in a form allowing the GR equations to be solved analytically, which has a crucial methodological importance for analyzing the properties of the solution obtained. The energy-momentum tensor of wormhole matter is represented as a superposition of a spherically symmetric magnetic (or electric) field and negative-density dust matter, serving as exotic matter necessary for a 'traversable' wormhole to exist. The dynamics of the model are investigated. A similar model is considered (and analyzed in terms of inflation) for the Einstein equations with a {lambda} term. Superposing enough dust matter, a magnetic field, and a {lambda} term can produce a static solution, which turns out to be a spherical Multiverse model with an infinite number of wormhole-connected spherical universes. This Multiverse can have its total energy positive everywhere in space, and in addition can be out of equilibrium (i.e., dynamic). (methodological notes)

  19. Development of Dynamic Environmental Effect Calculation Model

    International Nuclear Information System (INIS)

    Jeong, Chang Joon; Ko, Won Il

    2010-01-01

    The short-term, long-term decay heat, and radioactivity are considered as main environmental parameters of SF and HLA. In this study, the dynamic calculation models for radioactivity, short-term decay heat, and long-term heat load of the SF are developed and incorporated into the Doneness code. The spent fuel accumulation has become a major issue for sustainable operation of nuclear power plants. If a once-through fuel cycle is selected, the SF will be disposed into the repository. Otherwise, in case of fast reactor or reuse cycle, the SF will be reprocessed and the high level waste will be disposed

  20. Trophic dynamics of a simple model ecosystem.

    Science.gov (United States)

    Bell, Graham; Fortier-Dubois, Étienne

    2017-09-13

    We have constructed a model of community dynamics that is simple enough to enumerate all possible food webs, yet complex enough to represent a wide range of ecological processes. We use the transition matrix to predict the outcome of succession and then investigate how the transition probabilities are governed by resource supply and immigration. Low-input regimes lead to simple communities whereas trophically complex communities develop when there is an adequate supply of both resources and immigrants. Our interpretation of trophic dynamics in complex communities hinges on a new principle of mutual replenishment, defined as the reciprocal alternation of state in a pair of communities linked by the invasion and extinction of a shared species. Such neutral couples are the outcome of succession under local dispersal and imply that food webs will often be made up of suites of trophically equivalent species. When immigrants arrive from an external pool of fixed composition a similar principle predicts a dynamic core of webs constituting a neutral interchange network, although communities may express an extensive range of other webs whose membership is only in part predictable. The food web is not in general predictable from whole-community properties such as productivity or stability, although it may profoundly influence these properties. © 2017 The Author(s).

  1. Computational fluid dynamics modelling in cardiovascular medicine.

    Science.gov (United States)

    Morris, Paul D; Narracott, Andrew; von Tengg-Kobligk, Hendrik; Silva Soto, Daniel Alejandro; Hsiao, Sarah; Lungu, Angela; Evans, Paul; Bressloff, Neil W; Lawford, Patricia V; Hose, D Rodney; Gunn, Julian P

    2016-01-01

    This paper reviews the methods, benefits and challenges associated with the adoption and translation of computational fluid dynamics (CFD) modelling within cardiovascular medicine. CFD, a specialist area of mathematics and a branch of fluid mechanics, is used routinely in a diverse range of safety-critical engineering systems, which increasingly is being applied to the cardiovascular system. By facilitating rapid, economical, low-risk prototyping, CFD modelling has already revolutionised research and development of devices such as stents, valve prostheses, and ventricular assist devices. Combined with cardiovascular imaging, CFD simulation enables detailed characterisation of complex physiological pressure and flow fields and the computation of metrics which cannot be directly measured, for example, wall shear stress. CFD models are now being translated into clinical tools for physicians to use across the spectrum of coronary, valvular, congenital, myocardial and peripheral vascular diseases. CFD modelling is apposite for minimally-invasive patient assessment. Patient-specific (incorporating data unique to the individual) and multi-scale (combining models of different length- and time-scales) modelling enables individualised risk prediction and virtual treatment planning. This represents a significant departure from traditional dependence upon registry-based, population-averaged data. Model integration is progressively moving towards 'digital patient' or 'virtual physiological human' representations. When combined with population-scale numerical models, these models have the potential to reduce the cost, time and risk associated with clinical trials. The adoption of CFD modelling signals a new era in cardiovascular medicine. While potentially highly beneficial, a number of academic and commercial groups are addressing the associated methodological, regulatory, education- and service-related challenges. Published by the BMJ Publishing Group Limited. For permission

  2. A Mathematical Model of Cardiovascular Response to Dynamic Exercise

    National Research Council Canada - National Science Library

    Magosso, E

    2001-01-01

    A mathematical model of cardiovascular response to dynamic exercise is presented, The model includes the pulsating heart, the systemic and pulmonary, circulation, a functional description of muscle...

  3. Fractional integration and radiative transfer in a multifractal atmosphere

    Energy Technology Data Exchange (ETDEWEB)

    Naud, C.; Schertzer, D. [Universite Pierre et Marie Curie, Paris (France); Lovejoy, S. [McGill Univ., Montreal (Canada)

    1996-04-01

    Recently, Cess et al. (1995) and Ramathan et al. (1995) cited observations which exhibit an anomalous absorption of cloudy skies in comparison with the value predicted by usual models and which thus introduce large uncertainties for climatic change assessments. These observation raise questions concerning the way general circulation models have been tuned for decades, relying on classical methods, of both radiative transfer and dynamical modeling. The observations also tend to demonstrate that homogeneous models are simply not relevant in relating the highly variable properties of clouds and radiation fields. However smoothed, the intensity of cloud`s multi-scattered radiation fields reflect this extreme variability.

  4. Quantitative assessment of submicron scale anisotropy in tissue multifractality by scattering Mueller matrix in the framework of Born approximation

    Science.gov (United States)

    Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

    2018-04-01

    A number of tissue-like disordered media exhibit local anisotropy of scattering in the scaling behavior. Scaling behavior contains wealth of fractal or multifractal properties. We demonstrate that the spatial dielectric fluctuations in a sample of biological tissue exhibit multifractal anisotropy. Multifractal anisotropy encoded in the wavelength variation of the light scattering Mueller matrix and manifesting as an intriguing spectral diattenuation effect. We developed an inverse method for the quantitative assessment of the multifractal anisotropy. The method is based on the processing of relevant Mueller matrix elements in Fourier domain by using Born approximation, followed by the multifractal analysis. The approach promises for probing subtle micro-structural changes in biological tissues associated with the cancer and precancer, as well as for non-destructive characterization of a wide range of scattering materials.

  5. Multifractal characterization of single wall carbon nanotube thin films surface upon exposure to optical parametric oscillator laser irradiation

    International Nuclear Information System (INIS)

    Ţălu, Ştefan; Marković, Zoran; Stach, Sebastian; Todorović Marković, B.; Ţălu, Mihai

    2014-01-01

    This study presents a multifractal approach, obtained with atomic force microscopy analysis, to characterize the structural evolution of single wall carbon nanotube thin films upon exposure to optical parametric oscillator laser irradiation at wavelength of 430 nm. Microstructure and morphological changes of carbon nanotube films deposited on different substrates (mica and TGX grating) were recorded by atomic force microscope. A detailed methodology for surface multifractal characterization, which may be applied for atomic force microscopy data, was presented. Multifractal analysis of surface roughness revealed that carbon nanotube films surface has a multifractal geometry at various magnifications. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of carbon nanotube films surface morphology at nanometer scale. Multifractal analysis provides different yet complementary information to that offered by traditional surface statistical parameters.

  6. Testing substellar models with dynamical mass measurements

    Directory of Open Access Journals (Sweden)

    Liu M.C.

    2011-07-01

    Full Text Available We have been using Keck laser guide star adaptive optics to monitor the orbits of ultracool binaries, providing dynamical masses at lower luminosities and temperatures than previously available and enabling strong tests of theoretical models. We have identified three specific problems with theory: (1 We find that model color–magnitude diagrams cannot be reliably used to infer masses as they do not accurately reproduce the colors of ultracool dwarfs of known mass. (2 Effective temperatures inferred from evolutionary model radii are typically inconsistent with temperatures derived from fitting atmospheric models to observed spectra by 100–300 K. (3 For the only known pair of field brown dwarfs with a precise mass (3% and age determination (≈25%, the measured luminosities are ~2–3× higher than predicted by model cooling rates (i.e., masses inferred from Lbol and age are 20–30% larger than measured. To make progress in understanding the observed discrepancies, more mass measurements spanning a wide range of luminosity, temperature, and age are needed, along with more accurate age determinations (e.g., via asteroseismology for primary stars with brown dwarf binary companions. Also, resolved optical and infrared spectroscopy are needed to measure lithium depletion and to characterize the atmospheres of binary components in order to better assess model deficiencies.

  7. Computational social dynamic modeling of group recruitment.

    Energy Technology Data Exchange (ETDEWEB)

    Berry, Nina M.; Lee, Marinna; Pickett, Marc; Turnley, Jessica Glicken (Sandia National Laboratories, Albuquerque, NM); Smrcka, Julianne D. (Sandia National Laboratories, Albuquerque, NM); Ko, Teresa H.; Moy, Timothy David (Sandia National Laboratories, Albuquerque, NM); Wu, Benjamin C.

    2004-01-01

    The Seldon software toolkit combines concepts from agent-based modeling and social science to create a computationally social dynamic model for group recruitment. The underlying recruitment model is based on a unique three-level hybrid agent-based architecture that contains simple agents (level one), abstract agents (level two), and cognitive agents (level three). This uniqueness of this architecture begins with abstract agents that permit the model to include social concepts (gang) or institutional concepts (school) into a typical software simulation environment. The future addition of cognitive agents to the recruitment model will provide a unique entity that does not exist in any agent-based modeling toolkits to date. We use social networks to provide an integrated mesh within and between the different levels. This Java based toolkit is used to analyze different social concepts based on initialization input from the user. The input alters a set of parameters used to influence the values associated with the simple agents, abstract agents, and the interactions (simple agent-simple agent or simple agent-abstract agent) between these entities. The results of phase-1 Seldon toolkit provide insight into how certain social concepts apply to different scenario development for inner city gang recruitment.

  8. AFDM: An advanced fluid-dynamics model

    International Nuclear Information System (INIS)

    Henneges, G.; Kleinheins, S.

    1994-01-01

    This volume of the Advanced Fluid-Dynamics Model (AFDM) documents the modeling of the equation of state (EOS) in the code. The authors present an overview of the basic concepts underlying the thermodynamics modeling and resulting EOS, which is a set of relations between the thermodynamic properties of materials. The AFDM code allows for multiphase-multimaterial systems, which they explore in three phase models: two-material solid, two-material liquid, and three-material vapor. They describe and compare two ways of specifying the EOS of materials: (1) as simplified analytic expressions, or (2) as tables that precisely describe the properties of materials and their interactions for mechanical equilibrium. Either of the two EOS models implemented in AFDM can be selected by specifying the option when preprocessing the source code for compilation. Last, the authors determine thermophysical properties such as surface tension, thermal conductivities, and viscosities in the model for the intracell exchanges of AFDM. Specific notations, routines, EOS data, plots, test results, and corrections to the code are available in the appendices

  9. Dynamic models for distributed generation resources

    Energy Technology Data Exchange (ETDEWEB)

    Morched, A.S. [BPR Energie, Sherbrooke, PQ (Canada)

    2010-07-01

    Distributed resources can impact the performance of host power systems during both normal and abnormal system conditions. This PowerPoint presentation discussed the use of dynamic models for identifying potential interaction problems between interconnected systems. The models were designed to simulate steady state behaviour as well as transient responses to system disturbances. The distributed generators included directly coupled and electronically coupled generators. The directly coupled generator was driven by wind turbines. Simplified models of grid-side inverters, electronically coupled wind generators and doubly-fed induction generators (DFIGs) were presented. The responses of DFIGs to wind variations were evaluated. Synchronous machine and electronically coupled generator responses were compared. The system model components included load models, generators, protection systems, and system equivalents. Frequency responses to islanding events were reviewed. The study demonstrated that accurate simulations are needed to predict the impact of distributed generation resources on the performance of host systems. Advances in distributed generation technology have outpaced the development of models needed for integration studies. tabs., figs.

  10. AFDM: An Advanced Fluid-Dynamics Model

    International Nuclear Information System (INIS)

    Wilhelm, D.

    1990-09-01

    This volume describes the Advanced Fluid-Dynamics Model (AFDM) for topologies, flow regimes, and interfacial areas. The objective of these models is to provide values for the interfacial areas between all components existing in a computational cell. The interfacial areas are then used to evaluate the mass, energy, and momentum transfer between the components. A new approach has been undertaken in the development of a model to convect the interfacial areas of the discontinuous velocity fields in the three-velocity-field environment of AFDM. These interfacial areas are called convectible surface areas. The continuous and discontinuous components are chosen using volume fraction and levitation criteria. This establishes so-called topologies for which the convectible surface areas can be determined. These areas are functions of space and time. Solid particulates that are limited to being discontinuous within the bulk fluid are assumed to have a constant size. The convectible surface areas are subdivided to model contacts between two discontinuous components or discontinuous components and the structure. The models have been written for the flow inside of large pools. Therefore, the structure is tracked only as a boundary to the fluid volume without having a direct influence on velocity or volume fraction distribution by means of flow regimes or boundary layer models. 17 refs., 7 tabs., 18 figs

  11. Graphical models for inferring single molecule dynamics

    Directory of Open Access Journals (Sweden)

    Gonzalez Ruben L

    2010-10-01

    Full Text Available Abstract Background The recent explosion of experimental techniques in single molecule biophysics has generated a variety of novel time series data requiring equally novel computational tools for analysis and inference. This article describes in general terms how graphical modeling may be used to learn from biophysical time series data using the variational Bayesian expectation maximization algorithm (VBEM. The discussion is illustrated by the example of single-molecule fluorescence resonance energy transfer (smFRET versus time data, where the smFRET time series is modeled as a hidden Markov model (HMM with Gaussian observables. A detailed description of smFRET is provided as well. Results The VBEM algorithm returns the model’s evidence and an approximating posterior parameter distribution given the data. The former provides a metric for model selection via maximum evidence (ME, and the latter a description of the model’s parameters learned from the data. ME/VBEM provide several advantages over the more commonly used approach of maximum likelihood (ML optimized by the expectation maximization (EM algorithm, the most important being a natural form of model selection and a well-posed (non-divergent optimization problem. Conclusions The results demonstrate the utility of graphical modeling for inference of dynamic processes in single molecule biophysics.

  12. Forward and backward dynamics in implicitly defined overlapping generations models

    NARCIS (Netherlands)

    Gardini, L.; Hommes, C.; Tramontana, F.; de Vilder, R.

    2009-01-01

    In dynamic economic models derived from optimization principles, the forward equilibrium dynamics may not be uniquely defined, while the backward dynamics is well defined. We derive properties of the global forward equilibrium paths based on properties of the backward dynamics. We propose the

  13. Constructing Dynamic Event Trees from Markov Models

    International Nuclear Information System (INIS)

    Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood

    2006-01-01

    In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: (a) partitioning the process variable state space into magnitude intervals (cells), (b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, (c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank

  14. Nonsmooth mechanics models, dynamics and control

    CERN Document Server

    Brogliato, Bernard

    2016-01-01

    Now in its third edition, this standard reference is a comprehensive treatment of nonsmooth mechanical systems refocused to give more prominence to control and modelling. It covers Lagrangian and Newton–Euler systems, detailing mathematical tools such as convex analysis and complementarity theory. The ways in which nonsmooth mechanics influence and are influenced by well-posedness analysis, numerical analysis and simulation, modelling and control are explained. Contact/impact laws, stability theory and trajectory-tracking control are given in-depth exposition connected by a framework formed from complementarity systems and measure-differential inclusions. Links are established with electrical circuits with set-valued nonsmooth elements and with other nonsmooth dynamical systems like impulsive and piecewise linear systems. Nonsmooth Mechanics (third edition) has been substantially rewritten, edited and updated to account for the significant body of results that have emerged in the twenty-first century—incl...

  15. Driven dynamics of simplified tribological models

    Energy Technology Data Exchange (ETDEWEB)

    Vanossi, A [CNR-INFM National Research Center S3 and Department of Physics, University of Modena and Reggio Emilia, Via Campi 213/A, 41100 Modena (Italy); Braun, O M [Institute of Physics, National Academy of Sciences of Ukraine, 03028 Kiev (Ukraine)

    2007-08-01

    Over the last decade, remarkable developments in nanotechnology, notably the use of atomic and friction force microscopes (AFM/FFM), the surface-force apparatus (SFA) and the quartz-crystal microbalance (QCM), have provided the possibility to build experimental devices able to perform analysis on well-characterized materials at the nano- and microscale. Simultaneously, tremendous advances in computing hardware and methodology (molecular dynamics techniques and ab initio calculations) have dramatically increased the ability of theoreticians to simulate tribological processes, supplying very detailed information on the atomic scale for realistic sliding systems. This acceleration in experiments and computations, leading often to very detailed yet complex data, has deeply stimulated the search, rediscovery and implementation of simpler mathematical models such as the generalized Frenkel-Kontorova and Tomlinson models, capable of describing and interpreting, in a more immediate way, the essential physics involved in nonlinear sliding phenomena.

  16. Dynamic modeling and control of CFSTF

    International Nuclear Information System (INIS)

    Danesh, Y.; Jalali Farahani, F.

    2001-01-01

    This paper deals with the modeling and control of a continuous-flow fermentation process for the production of alcohol: The dynamic behavior of ferment ors has been developed from mass balance and leads to nonlinear differential equations. Based on the proposed model, two computer algorithms are provided to control output alcohol concentration at the desired value by input flow rate manipulation. The first algorithm is based on a conventional Proportional-Integral-Derivative, in which its parameters are determined in a trial and error procedure. The second algorithm is based on optimal controllers. In this way, the difference between output alcohol concentration and desired value is minimized by flow rate manipulation. Minimization (optimization) is done based on the MARQYARDT procedure. The advantages of this method over the conventional Proportional-Integral-Derivative controller are its higher speed and lack of overshoot

  17. Driven dynamics of simplified tribological models

    International Nuclear Information System (INIS)

    Vanossi, A; Braun, O M

    2007-01-01

    Over the last decade, remarkable developments in nanotechnology, notably the use of atomic and friction force microscopes (AFM/FFM), the surface-force apparatus (SFA) and the quartz-crystal microbalance (QCM), have provided the possibility to build experimental devices able to perform analysis on well-characterized materials at the nano- and microscale. Simultaneously, tremendous advances in computing hardware and methodology (molecular dynamics techniques and ab initio calculations) have dramatically increased the ability of theoreticians to simulate tribological processes, supplying very detailed information on the atomic scale for realistic sliding systems. This acceleration in experiments and computations, leading often to very detailed yet complex data, has deeply stimulated the search, rediscovery and implementation of simpler mathematical models such as the generalized Frenkel-Kontorova and Tomlinson models, capable of describing and interpreting, in a more immediate way, the essential physics involved in nonlinear sliding phenomena

  18. Organic production in a dynamic CGE model

    DEFF Research Database (Denmark)

    Jacobsen, Lars Bo

    2004-01-01

    for conventional production into land for organic production, a period of two years must pass before the land being transformed can be used for organic production. During that time, the land is counted as land of the organic industry, but it can only produce the conventional product. To handle this rule, we make......Concerns about the impact of modern agriculture on the environment have in recent years led to an interest in supporting the development of organic farming. In addition to environmental benefits, the aim is to encourage the provision of other “multifunctional” properties of organic farming...... such as rural amenities and rural development that are spillover benefit additional to the supply of food. In this paper we further develop an existing dynamic general equilibrium model of the Danish economy to specifically incorporate organic farming. In the model and input-output data each primary...

  19. BWR stability using a reduced dynamical model

    International Nuclear Information System (INIS)

    Ballestrin Bolea, J.M.; Blazquez, J.B.

    1990-01-01

    BWR stability can be treated with reduced order dynamical models. When the parameters of the model came from experimental data, the predictions are accurate. In this work an alternative derivation for the void fraction equation is made, but remarking the physical struct-ure of the parameters. As the poles of power/reactivity transfer function are related with the parameters, the measurement of the poles by other techniques such as noise analysis will lead to the parameters, but the system of equations in non-linear. Simple parametric calculat-ion of decay ratio are performed, showing why BWRs become unstable when they are operated at low flow and high power. (Author). 7 refs

  20. Dynamical relaxation in 2HDM models

    Science.gov (United States)

    Lalak, Zygmunt; Markiewicz, Adam

    2018-03-01

    Dynamical relaxation provides an interesting solution to the hierarchy problem in face of the missing signatures of any new physics in recent experiments. Through a dynamical process taking place in the inflationary phase of the Universe it manages to achieve a small electroweak scale without introducing new states observable in current experiments. Appropriate approximation makes it possible to derive an explicit formula for the final vevs in the double-scanning scenario extended to a model with two Higgs doublets (2HDM). Analysis of the relaxation in the 2HDM confirms that in a general case it is impossible to keep vevs of both scalars small, unless fine-tuning is present or additional symmetries are cast upon the Lagrangian. Within the slightly constrained variant of the 2HDM, where odd powers of the fields’ expectation values are not present (which can be easily enforced by requiring that the doublets have different gauge transformations or by imposing a global symmetry) it is shown that the difference between the vevs of two scalars tends to be proportional to the cutoff. The analysis of the relaxation in 2HDM indicates that in a general case the relaxation would be stopped by the first doublet that gains a vev, with the other one remaining vevless with a mass of the order of the cutoff. This happens to conform with the inert doublet model.

  1. Dynamical Model about Rumor Spreading with Medium

    Directory of Open Access Journals (Sweden)

    Xiaxia Zhao

    2013-01-01

    Full Text Available Rumor is a kind of social remark, that is untrue, and not be confirmed, and spreads on a large scale in a short time. Usually, it can induce a cloud of pressure, anxiety, and panic. Traditionally, it is propagated by word of mouth. Nowadays, with the emergence of the internet, rumors can be spread by instant messengers, emails, or publishing. With this new pattern of spreading, an ISRW dynamical model considering the medium as a subclass is established. Beside the dynamical analysis of the model, we mainly explore the mechanism of spreading of individuals-to-individuals and medium-to-individual. By numerical simulation, we find that if we want to control the rumor spreading, it will not only need to control the rate of change of the spreader subclass, but also need to control the change of the information about rumor in medium which has larger influence. Moreover, to control the effusion of rumor is more important than deleting existing information about rumor. On the one hand, government should enhance the management of internet. On the other hand, relevant legal institutions for punishing the rumor creator and spreader on internet who can be tracked should be established. Using this way, involved authorities can propose efficient measures to control the rumor spreading to keep the stabilization of society and development of economy.

  2. A Model of Project and Organisational Dynamics

    Directory of Open Access Journals (Sweden)

    Jenny Leonard

    2012-04-01

    Full Text Available The strategic, transformational nature of many information systems projects is now widely understood. Large-scale implementations of systems are known to require significant management of organisational change in order to be successful. Moreover, projects are rarely executed in isolation – most organisations have a large programme of projects being implemented at any one time. However, project and value management methodologies provide ad hoc definitions of the relationship between a project and its environment. This limits the ability of an organisation to manage the larger dynamics between projects and organisations, over time, and between projects. The contribution of this paper, therefore, is to use literature on organisational theory to provide a more systematic understanding of this area. The organisational facilitators required to obtain value from a project are categorised, and the processes required to develop those facilitators are defined. This formalisation facilitates generalisation between projects and highlights any time and path dependencies required in developing organisational facilitators. The model therefore has the potential to contribute to the development of IS project management theory within dynamic organisational contexts. Six cases illustrate how this model could be used.

  3. Microscopic to Macroscopic Dynamical Models of Sociality

    Science.gov (United States)

    Solis Salas, Citlali; Woolley, Thomas; Pearce, Eiluned; Dunbar, Robin; Maini, Philip; Social; Evolutionary Neuroscience Research Group (Senrg) Collaboration

    To help them survive, social animals, such as humans, need to share knowledge and responsibilities with other members of the species. The larger their social network, the bigger the pool of knowledge available to them. Since time is a limited resource, a way of optimising its use is meeting amongst individuals whilst fulfilling other necessities. In this sense it is useful to know how many, and how often, early humans could meet during a given period of time whilst performing other necessary tasks, such as food gathering. Using a simplified model of these dynamics, which comprehend encounter and memory, we aim at producing a lower-bound to the number of meetings hunter-gatherers could have during a year. We compare the stochastic agent-based model to its mean-field approximation and explore some of the features necessary for the difference between low population dynamics and its continuum limit. We observe an emergent property that could have an inference in the layered structure seen in each person's social organisation. This could give some insight into hunter-gatherer's lives and the development of the social layered structure we have today. With support from the Mexican Council for Science and Technology (CONACyT), the Public Education Secretariat (SEP), and the Mexican National Autonomous University's Foundation (Fundacion UNAM).

  4. Modeling Insurgent Network Structure and Dynamics

    Science.gov (United States)

    Gabbay, Michael; Thirkill-Mackelprang, Ashley

    2010-03-01

    We present a methodology for mapping insurgent network structure based on their public rhetoric. Indicators of cooperative links between insurgent groups at both the leadership and rank-and-file levels are used, such as joint policy statements or joint operations claims. In addition, a targeting policy measure is constructed on the basis of insurgent targeting claims. Network diagrams which integrate these measures of insurgent cooperation and ideology are generated for different periods of the Iraqi and Afghan insurgencies. The network diagrams exhibit meaningful changes which track the evolution of the strategic environment faced by insurgent groups. Correlations between targeting policy and network structure indicate that insurgent targeting claims are aimed at establishing a group identity among the spectrum of rank-and-file insurgency supporters. A dynamical systems model of insurgent alliance formation and factionalism is presented which evolves the relationship between insurgent group dyads as a function of their ideological differences and their current relationships. The ability of the model to qualitatively and quantitatively capture insurgent network dynamics observed in the data is discussed.

  5. Modeling quantum fluid dynamics at nonzero temperatures

    Science.gov (United States)

    Berloff, Natalia G.; Brachet, Marc; Proukakis, Nick P.

    2014-01-01

    The detailed understanding of the intricate dynamics of quantum fluids, in particular in the rapidly growing subfield of quantum turbulence which elucidates the evolution of a vortex tangle in a superfluid, requires an in-depth understanding of the role of finite temperature in such systems. The Landau two-fluid model is the most successful hydrodynamical theory of superfluid helium, but by the nature of the scale separations it cannot give an adequate description of the processes involving vortex dynamics and interactions. In our contribution we introduce a framework based on a nonlinear classical-field equation that is mathematically identical to the Landau model and provides a mechanism for severing and coalescence of vortex lines, so that the questions related to the behavior of quantized vortices can be addressed self-consistently. The correct equation of state as well as nonlocality of interactions that leads to the existence of the roton minimum can also be introduced in such description. We review and apply the ideas developed for finite-temperature description of weakly interacting Bose gases as possible extensions and numerical refinements of the proposed method. We apply this method to elucidate the behavior of the vortices during expansion and contraction following the change in applied pressure. We show that at low temperatures, during the contraction of the vortex core as the negative pressure grows back to positive values, the vortex line density grows through a mechanism of vortex multiplication. This mechanism is suppressed at high temperatures. PMID:24704874

  6. Computational Fluid Dynamics Modeling of Bacillus anthracis ...

    Science.gov (United States)

    Journal Article Three-dimensional computational fluid dynamics and Lagrangian particle deposition models were developed to compare the deposition of aerosolized Bacillus anthracis spores in the respiratory airways of a human with that of the rabbit, a species commonly used in the study of anthrax disease. The respiratory airway geometries for each species were derived from computed tomography (CT) or µCT images. Both models encompassed airways that extended from the external nose to the lung with a total of 272 outlets in the human model and 2878 outlets in the rabbit model. All simulations of spore deposition were conducted under transient, inhalation-exhalation breathing conditions using average species-specific minute volumes. Four different exposure scenarios were modeled in the rabbit based upon experimental inhalation studies. For comparison, human simulations were conducted at the highest exposure concentration used during the rabbit experimental exposures. Results demonstrated that regional spore deposition patterns were sensitive to airway geometry and ventilation profiles. Despite the complex airway geometries in the rabbit nose, higher spore deposition efficiency was predicted in the upper conducting airways of the human at the same air concentration of anthrax spores. This greater deposition of spores in the upper airways in the human resulted in lower penetration and deposition in the tracheobronchial airways and the deep lung than that predict

  7. Dynamic Causal Models and Autopoietic Systems

    Directory of Open Access Journals (Sweden)

    OLIVIER DAVID

    2007-01-01

    Full Text Available Dynamic Causal Modelling (DCM and the theory of autopoietic systems are two important conceptual frameworks. In this review, we suggest that they can be combined to answer important questions about self-organising systems like the brain. DCM has been developed recently by the neuroimaging community to explain, using biophysical models, the non-invasive brain imaging data are caused by neural processes. It allows one to ask mechanistic questions about the implementation of cerebral processes. In DCM the parameters of biophysical models are estimated from measured data and the evidence for each model is evaluated. This enables one to test different functional hypotheses (i.e., models for a given data set. Autopoiesis and related formal theories of biological systems as autonomous machines represent a body of concepts with many successful applications. However, autopoiesis has remained largely theoretical and has not penetrated the empiricism of cognitive neuroscience. In this review, we try to show the connections that exist between DCM and autopoiesis. In particular, we propose a simple modification to standard formulations of DCM that includes autonomous processes. The idea is to exploit the machinery of the system identification of DCMs in neuroimaging to test the face validity of the autopoietic theory applied to neural subsystems. We illustrate the theoretical concepts and their implications for interpreting electroencephalographic signals acquired during amygdala stimulation in an epileptic patient. The results suggest that DCM represents a relevant biophysical approach to brain functional organisation, with a potential that is yet to be fully evaluated

  8. Coordinated supply chain dynamic production planning model

    Science.gov (United States)

    Chandra, Charu; Grabis, Janis

    2001-10-01

    Coordination of different and often contradicting interests of individual supply chain members is one of the important issues in supply chain management because the individual members can not succeed without success of the supply chain and vice versa. This paper investigates a supply chain dynamic production planning problem with emphasis on coordination. A planning problem is formally described using a supply chain kernel, which defines supply chain configuration, management policies, available resources and objectives both at supply chain or macro and supply chain member or micro levels. The coordinated model is solved in order to balance decisions made at the macro and micro levels and members' profitability is used as the coordination criterion. The coordinated model is used to determine inventory levels and production capacity across the supply chain. Application of the coordinated model distributes costs burden uniformly among supply chain members and preserves overall efficiency of the supply chain. Influence of the demand series uncertainty is investigated. The production planning model is a part of the integrated supply chain decision modeling system, which is shared among the supply chain members across the Internet.

  9. DYNAMIC MODELLING OF VIBRATIONS ASSISTED DRILLING

    Directory of Open Access Journals (Sweden)

    Mathieu LADONNE

    2015-05-01

    Full Text Available The number of multi-materials staking configurations for aeronautical structures is increasing, with the evolution of composite and metallic materials. For drilling the fastening holes, the processes of Vibration Assisted Drilling (VAD expand rapidly, as it permits to improve reliability of drilling operations on multilayer structures. Among these processes of VAD, the solution with forced vibrations added to conventional feed to create a discontinuous cutting is the more developed in industry. The back and forth movement allows to improve the evacuation of chips by breaking it. This technology introduces two new operating parameters, the frequency and the amplitude of the oscillation. To optimize the process, the choice of those parameters requires first to model precisely the operation cutting and dynamics. In this paper, a kinematic modelling of the process is firstly proposed. The limits of the model are analysed through comparison between simulations and measurements. The proposed model is used to develop a cutting force model that allows foreseeing the operating conditions which ensure good chips breaking and tool life improvement.

  10. Hypericin-photodynamic therapy (PDT) using an alternative treatment regime suitable for multi-fraction PDT.

    Science.gov (United States)

    Thong, Patricia Soo-Ping; Watt, Frank; Ren, Min Qin; Tan, Puay Hoon; Soo, Khee Chee; Olivo, Malini

    2006-01-02

    Photodynamic therapy (PDT) outcome depends on the conditions under which it is carried out. Maintaining the tumour tissue oxygen level is important for PDT efficacy and using a low fluence rate can improve outcome. In this work we studied the response of human nasopharyngeal carcinoma tumours in murine models to hypericin-PDT carried out under low fluence and fluence rate. A drug-light interval (DLI) of 1h or 6h was used for 1h-PDT and 6h-PDT, respectively. Evan's blue test was used to assess necrosis and TUNEL staining for apoptosis. Nuclear microscopy was used to quantify elemental concentrations in tumours. Serum vascular endothelial growth factor (VEGF) levels were also determined. TUNEL results showed that 6h-PDT induced significantly more apoptosis compared to 1h-PDT (ptreatment regime is suitable for the alternative approach of multi-fraction PDT in which the tumour can be exposed to multiple PDT fractions for complete tumour response. This alternative approach might yield improved outcome.

  11. Multifractal analysis of visibility graph-based Ito-related connectivity time series.

    Science.gov (United States)

    Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

    2016-02-01

    In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

  12. Multifractals Properties on the Near Infrared Spectroscopy of Human Brain Hemodynamic

    Directory of Open Access Journals (Sweden)

    Truong Quang Dang Khoa

    2012-01-01

    Full Text Available Nonlinear physics presents us with a perplexing variety of complicated fractal objects and strange sets. Naturally one wishes to characterize the objects and describe the events occurring on them. Moreover, most time series found in “real-life” applications appear quite noisy. Therefore, at almost every point in time, they cannot be approximated either by the Taylor series or by the Fourier series of just a few terms. Many experimental time series have fractal features and display singular behavior, the so-called singularities. The multifractal spectrum quantifies the degree of fractals in the processes generating the time series. A novel definition is proposed called full-width Hölder exponents that indicate maximum expansion of multifractal spectrum. The obtained results have demonstrated the multifractal structure of near-infrared spectroscopy time series and the evidence for brain imagery activities.

  13. Empirical method to measure stochasticity and multifractality in nonlinear time series

    Science.gov (United States)

    Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

    2013-12-01

    An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

  14. A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory.

    Science.gov (United States)

    Li, Jingchao; Cao, Yunpeng; Ying, Yulong; Li, Shuying

    2016-01-01

    Bearing failure is one of the dominant causes of failure and breakdowns in rotating machinery, leading to huge economic loss. Aiming at the nonstationary and nonlinear characteristics of bearing vibration signals as well as the complexity of condition-indicating information distribution in the signals, a novel rolling element bearing fault diagnosis method based on multifractal theory and gray relation theory was proposed in the paper. Firstly, a generalized multifractal dimension algorithm was developed to extract the characteristic vectors of fault features from the bearing vibration signals, which can offer more meaningful and distinguishing information reflecting different bearing health status in comparison with conventional single fractal dimension. After feature extraction by multifractal dimensions, an adaptive gray relation algorithm was applied to implement an automated bearing fault pattern recognition. The experimental results show that the proposed method can identify various bearing fault types as well as severities effectively and accurately.

  15. Lethal and sublethal cellular injury in multifraction irradiation

    International Nuclear Information System (INIS)

    Withers, H.R.

    1975-01-01

    Work has been carried out on cellular injury in multifraction irradiation of mouse tissues and compared with similar work on human skin reported earlier by Dutreix et al (Eur. J. Cancer.; 9:159 (1973)). In agreement with Dutreix et al it is emphasized that the absolute amount of sublethal injury repaired per fractionation interval (Dsub(r)) is not as important to radiotherapists as the change in the amount repaired (ΔDsub(r)) when the dose-per-fraction is altered. It was found that although there is a critical divergence at low doses, the data for mouse tissues are similar to those previously given for human skin and support the conclusions: (i) That the capacity of many normal cells for accumulating and repairing sublethal radiation injury is probably not greatly different. (ii) That fixed exponents used for fraction number and time in iso-effect formulae are inaproporiate. At low doses-per-fraction, repair of sublethal injury is complete, or nearly so, and hence, additional fractionation of dose does not give appreciable additional sparing, whereas rapidly-regenerating tissues, due to the lengthening of overall time, would continue being spared by repopulation. (U.K.)

  16. Multifractal spatial patterns and diversity in an ecological succession.

    Directory of Open Access Journals (Sweden)

    Leonardo Ariel Saravia

    Full Text Available We analyzed the relationship between biodiversity and spatial biomass heterogeneity along an ecological succession developed in the laboratory. Periphyton (attached microalgae biomass spatial patterns at several successional stages were obtained using digital image analysis and at the same time we estimated the species composition and abundance. We show that the spatial pattern was self-similar and as the community developed in an homogeneous environment the pattern is self-organized. To characterize it we estimated the multifractal spectrum of generalized dimensions D(q. Using D(q we analyze the existence of cycles of heterogeneity during succession and the use of the information dimension D(1 as an index of successional stage. We did not find cycles but the values of D(1 showed an increasing trend as the succession developed and the biomass was higher. D(1 was also negatively correlated with Shannon's diversity. Several studies have found this relationship in different ecosystems but here we prove that the community self-organizes and generates its own spatial heterogeneity influencing diversity. If this is confirmed with more experimental and theoretical evidence D(1 could be used as an index, easily calculated from remote sensing data, to detect high or low diversity areas.

  17. Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

    Directory of Open Access Journals (Sweden)

    G. M. Siqueira

    2013-07-01

    Full Text Available Soil penetration resistance (PR is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV, skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

  18. Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

    Science.gov (United States)

    Siqueira, G. M.; Silva, E. F. F.; Montenegro, A. A. A.; Vidal Vázquez, E.; Paz-Ferreiro, J.

    2013-07-01

    Soil penetration resistance (PR) is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV), skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

  19. Computational modeling of intraocular gas dynamics

    International Nuclear Information System (INIS)

    Noohi, P; Abdekhodaie, M J; Cheng, Y L

    2015-01-01

    The purpose of this study was to develop a computational model to simulate the dynamics of intraocular gas behavior in pneumatic retinopexy (PR) procedure. The presented model predicted intraocular gas volume at any time and determined the tolerance angle within which a patient can maneuver and still gas completely covers the tear(s). Computational fluid dynamics calculations were conducted to describe PR procedure. The geometrical model was constructed based on the rabbit and human eye dimensions. SF_6 in the form of pure and diluted with air was considered as the injected gas. The presented results indicated that the composition of the injected gas affected the gas absorption rate and gas volume. After injection of pure SF_6, the bubble expanded to 2.3 times of its initial volume during the first 23 h, but when diluted SF_6 was used, no significant expansion was observed. Also, head positioning for the treatment of retinal tear influenced the rate of gas absorption. Moreover, the determined tolerance angle depended on the bubble and tear size. More bubble expansion and smaller retinal tear caused greater tolerance angle. For example, after 23 h, for the tear size of 2 mm the tolerance angle of using pure SF_6 is 1.4 times more than that of using diluted SF_6 with 80% air. Composition of the injected gas and conditions of the tear in PR may dramatically affect the gas absorption rate and gas volume. Quantifying these effects helps to predict the tolerance angle and improve treatment efficiency. (paper)

  20. Dynamic complexities in a parasitoid-host-parasitoid ecological model

    International Nuclear Information System (INIS)

    Yu Hengguo; Zhao Min; Lv Songjuan; Zhu Lili

    2009-01-01

    Chaotic dynamics have been observed in a wide range of population models. In this study, the complex dynamics in a discrete-time ecological model of parasitoid-host-parasitoid are presented. The model shows that the superiority coefficient not only stabilizes the dynamics, but may strongly destabilize them as well. Many forms of complex dynamics were observed, including pitchfork bifurcation with quasi-periodicity, period-doubling cascade, chaotic crisis, chaotic bands with narrow or wide periodic window, intermittent chaos, and supertransient behavior. Furthermore, computation of the largest Lyapunov exponent demonstrated the chaotic dynamic behavior of the model

  1. Dynamic complexities in a parasitoid-host-parasitoid ecological model

    Energy Technology Data Exchange (ETDEWEB)

    Yu Hengguo [School of Mathematic and Information Science, Wenzhou University, Wenzhou, Zhejiang 325035 (China); Zhao Min [School of Life and Environmental Science, Wenzhou University, Wenzhou, Zhejiang 325027 (China)], E-mail: zmcn@tom.com; Lv Songjuan; Zhu Lili [School of Mathematic and Information Science, Wenzhou University, Wenzhou, Zhejiang 325035 (China)

    2009-01-15

    Chaotic dynamics have been observed in a wide range of population models. In this study, the complex dynamics in a discrete-time ecological model of parasitoid-host-parasitoid are presented. The model shows that the superiority coefficient not only stabilizes the dynamics, but may strongly destabilize them as well. Many forms of complex dynamics were observed, including pitchfork bifurcation with quasi-periodicity, period-doubling cascade, chaotic crisis, chaotic bands with narrow or wide periodic window, intermittent chaos, and supertransient behavior. Furthermore, computation of the largest Lyapunov exponent demonstrated the chaotic dynamic behavior of the model.

  2. Prediction Models for Dynamic Demand Response

    Energy Technology Data Exchange (ETDEWEB)

    Aman, Saima; Frincu, Marc; Chelmis, Charalampos; Noor, Muhammad; Simmhan, Yogesh; Prasanna, Viktor K.

    2015-11-02

    As Smart Grids move closer to dynamic curtailment programs, Demand Response (DR) events will become necessary not only on fixed time intervals and weekdays predetermined by static policies, but also during changing decision periods and weekends to react to real-time demand signals. Unique challenges arise in this context vis-a-vis demand prediction and curtailment estimation and the transformation of such tasks into an automated, efficient dynamic demand response (D2R) process. While existing work has concentrated on increasing the accuracy of prediction models for DR, there is a lack of studies for prediction models for D2R, which we address in this paper. Our first contribution is the formal definition of D2R, and the description of its challenges and requirements. Our second contribution is a feasibility analysis of very-short-term prediction of electricity consumption for D2R over a diverse, large-scale dataset that includes both small residential customers and large buildings. Our third, and major contribution is a set of insights into the predictability of electricity consumption in the context of D2R. Specifically, we focus on prediction models that can operate at a very small data granularity (here 15-min intervals), for both weekdays and weekends - all conditions that characterize scenarios for D2R. We find that short-term time series and simple averaging models used by Independent Service Operators and utilities achieve superior prediction accuracy. We also observe that workdays are more predictable than weekends and holiday. Also, smaller customers have large variation in consumption and are less predictable than larger buildings. Key implications of our findings are that better models are required for small customers and for non-workdays, both of which are critical for D2R. Also, prediction models require just few days’ worth of data indicating that small amounts of

  3. Analytical dynamic modeling of fast trilayer polypyrrole bending actuators

    International Nuclear Information System (INIS)

    Amiri Moghadam, Amir Ali; Moavenian, Majid; Tahani, Masoud; Torabi, Keivan

    2011-01-01

    Analytical modeling of conjugated polymer actuators with complicated electro-chemo-mechanical dynamics is an interesting area for research, due to the wide range of applications including biomimetic robots and biomedical devices. Although there have been extensive reports on modeling the electrochemical dynamics of polypyrrole (PPy) bending actuators, mechanical dynamics modeling of the actuators remains unexplored. PPy actuators can operate with low voltage while producing large displacement in comparison to robotic joints, they do not have friction or backlash, but they suffer from some disadvantages such as creep and hysteresis. In this paper, a complete analytical dynamic model for fast trilayer polypyrrole bending actuators has been proposed and named the analytical multi-domain dynamic actuator (AMDDA) model. First an electrical admittance model of the actuator will be obtained based on a distributed RC line; subsequently a proper mechanical dynamic model will be derived, based on Hamilton's principle. The purposed modeling approach will be validated based on recently published experimental results

  4. e-Commerce and supply chains: Modelling of dynamics through ...

    Indian Academy of Sciences (India)

    R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22

    The dynamics associated with two production planning and control policies are modelled, viz. .... Hence, there is a strong need to design a dynamic knowledge inference system .... sell a variety of components to the subassembly manufacturer.

  5. Immersive visualization of dynamic CFD model results

    International Nuclear Information System (INIS)

    Comparato, J.R.; Ringel, K.L.; Heath, D.J.

    2004-01-01

    With immersive visualization the engineer has the means for vividly understanding problem causes and discovering opportunities to improve design. Software can generate an interactive world in which collaborators experience the results of complex mathematical simulations such as computational fluid dynamic (CFD) modeling. Such software, while providing unique benefits over traditional visualization techniques, presents special development challenges. The visualization of large quantities of data interactively requires both significant computational power and shrewd data management. On the computational front, commodity hardware is outperforming large workstations in graphical quality and frame rates. Also, 64-bit commodity computing shows promise in enabling interactive visualization of large datasets. Initial interactive transient visualization methods and examples are presented, as well as development trends in commodity hardware and clustering. Interactive, immersive visualization relies on relevant data being stored in active memory for fast response to user requests. For large or transient datasets, data management becomes a key issue. Techniques for dynamic data loading and data reduction are presented as means to increase visualization performance. (author)

  6. Modelling of the PELE fragmentation dynamics

    Science.gov (United States)

    Verreault, J.

    2014-05-01

    The Penetrator with Enhanced Lateral Effect (PELE) is a type of explosive-free projectile that undergoes radial fragmentation upon an impact with a target plate. This type of projectile is composed of a brittle cylindrical shell (the jacket) filled in its core with a material characterized with a large Poisson's ratio. Upon an impact with a target, the axial compression causes the filling to expand in the radial direction. However, due to the brittleness of the jacket material, very little radial deformation can occur which creates a radial stress between the two materials and a hoop stress in the jacket. Fragmentation of the jacket occurs if the hoop stress exceeds the material's ultimate stress. The PELE fragmentation dynamics is explored via Finite-Element Method (FEM) simulations using the Autodyn explicit dynamics hydrocode. The numerical results are compared with an analytical model based on wave interactions, as well as with the experimental investigation of Paulus and Schirm (1996). The comparison is based on the mechanical stress in the filling and the qualitative fragmentation of the jacket.

  7. Modelling of the PELE fragmentation dynamics

    International Nuclear Information System (INIS)

    Verreault, J

    2014-01-01

    The Penetrator with Enhanced Lateral Effect (PELE) is a type of explosive-free projectile that undergoes radial fragmentation upon an impact with a target plate. This type of projectile is composed of a brittle cylindrical shell (the jacket) filled in its core with a material characterized with a large Poisson's ratio. Upon an impact with a target, the axial compression causes the filling to expand in the radial direction. However, due to the brittleness of the jacket material, very little radial deformation can occur which creates a radial stress between the two materials and a hoop stress in the jacket. Fragmentation of the jacket occurs if the hoop stress exceeds the material's ultimate stress. The PELE fragmentation dynamics is explored via Finite-Element Method (FEM) simulations using the Autodyn explicit dynamics hydrocode. The numerical results are compared with an analytical model based on wave interactions, as well as with the experimental investigation of Paulus and Schirm (1996). The comparison is based on the mechanical stress in the filling and the qualitative fragmentation of the jacket.

  8. Models of dynamical R-parity violation

    Energy Technology Data Exchange (ETDEWEB)

    Csáki, Csaba; Kuflik, Eric [Department of Physics, LEPP, Cornell University, Ithaca, NY 14853 (United States); Slone, Oren; Volansky, Tomer [Raymond and Beverly Sackler School of Physics and Astronomy, Tel-Aviv University, Tel-Aviv 69978 (Israel)

    2015-06-08

    The presence of R-parity violating interactions may relieve the tension between existing LHC constraints and natural supersymmetry. In this paper we lay down the theoretical framework and explore models of dynamical R-parity violation in which the breaking of R-parity is communicated to the visible sector by heavy messenger fields. We find that R-parity violation is often dominated by non-holomorphic operators that have so far been largely ignored, and might require a modification of the existing searches at the LHC. The dynamical origin implies that the effects of such operators are suppressed by the ratio of either the light fermion masses or the supersymmetry breaking scale to the mediation scale, thereby providing a natural explanation for the smallness of R-parity violation. We consider various scenarios, classified by whether R-parity violation, flavor breaking and/or supersymmetry breaking are mediated by the same messenger fields. The most compact case, corresponding to a deformation of the so called flavor mediation scenario, allows for the mediation of supersymmetry breaking, R-parity breaking, and flavor symmetry breaking in a unified manner.

  9. Dynamical Models for Computer Viruses Propagation

    Directory of Open Access Journals (Sweden)

    José R. C. Piqueira

    2008-01-01

    Full Text Available Nowadays, digital computer systems and networks are the main engineering tools, being used in planning, design, operation, and control of all sizes of building, transportation, machinery, business, and life maintaining devices. Consequently, computer viruses became one of the most important sources of uncertainty, contributing to decrease the reliability of vital activities. A lot of antivirus programs have been developed, but they are limited to detecting and removing infections, based on previous knowledge of the virus code. In spite of having good adaptation capability, these programs work just as vaccines against diseases and are not able to prevent new infections based on the network state. Here, a trial on modeling computer viruses propagation dynamics relates it to other notable events occurring in the network permitting to establish preventive policies in the network management. Data from three different viruses are collected in the Internet and two different identification techniques, autoregressive and Fourier analyses, are applied showing that it is possible to forecast the dynamics of a new virus propagation by using the data collected from other viruses that formerly infected the network.

  10. Application of Rqd-Number and Rqd-Volume Multifractal Modelling to Delineate Rock Mass Characterisation in Kahang Cu-Mo Porphyry Deposit, Central Iran / Zastosowanie Metod Modelowania Numerycznego Oraz Modelowania Fraktalnego do Analizy JAKOŚCI SKAŁ W Celu OKREŚLENIA Charakterystyki GÓROTWORU W Obszarze ZŁOŻA Cu-Mo W Kahang, ŚRODKOWY Iran

    Science.gov (United States)

    Yasrebi, Amir Bijan; Wetherelt, Andrew; Foster, Patrick J.; Afzal, Peyman; Coggan, John; Ahangaran, Dariush Kaveh

    2013-12-01

    Identification of rock mass properties in terms of Rock Quality Designation (RQD) plays a significant role in mine planning and design. This study aims to separate the rock mass characterisation based on RQD data analysed from 48 boreholes in Kahang Cu-Mo porphyry deposit situated in the central Iran utilising RQD-Volume (RQD-V) and RQD-Number (RQD-N) fractal models. The log-log plots for RQD-V and RQD-N models show four rock mass populations defined by RQD thresholds of 3.55, 25.12 and 89.12% and 10.47, 41.68 and 83.17% respectively which represent very poor, poor, good and excellent rocks based on Deere and Miller rock classification. The RQD-V and RQD-N models indicate that the excellent rocks are situated in the NW and central parts of this deposit however, the good rocks are located in the most parts of the deposit. The results of validation of the fractal models with the RQD block model show that the RQD-N fractal model of excellent rock quality is better than the RQD-V fractal model of the same rock quality. Correlation between results of the fractal and the geological models illustrates that the excellent rocks are associated with porphyric quartz diorite (PQD) units. The results reveal that there is a multifractal nature in rock characterisation with respect to RQD for the Kahang deposit. The proposed fractal model can be intended for the better understanding of the rock quality for purpose of determination of the final pit slope. Identyfikacja właściwości górotworu odgrywa zasadniczą rolę w planowaniu wydobycia i projektowaniu kopalni. Praca niniejsza ma na celu określenie charakterystyki górotworu w oparciu o dane o jakości skał zebrane na podstawie próbek uzyskanych z 48 odwiertów wykonanych w złożu porfiru Cu-Mo w Kahang, zalegającym w środkowym Iranie przy użyciu modeli fraktalnych RQD-V - Rock Quality Determination-Volume [Określenie jakości skał-objętość]) i RQD-N (Rock Quality Determination-Number [Określenie jakości ska

  11. A Multi-Actor Dynamic Integrated Assessment Model (MADIAM)

    OpenAIRE

    Weber, Michael

    2004-01-01

    The interactions between climate and the socio-economic system are investigated with a Multi-Actor Dynamic Integrated Assessment Model (MADIAM) obtained by coupling a nonlinear impulse response model of the climate sub-system (NICCS) to a multi-actor dynamic economic model (MADEM). The main goal is to initiate a model development that is able to treat the dynamics of the coupled climate socio-economic system, including endogenous technological change, in a non-equilibrium situation, thereby o...

  12. Bio-Inspired Neural Model for Learning Dynamic Models

    Science.gov (United States)

    Duong, Tuan; Duong, Vu; Suri, Ronald

    2009-01-01

    A neural-network mathematical model that, relative to prior such models, places greater emphasis on some of the temporal aspects of real neural physical processes, has been proposed as a basis for massively parallel, distributed algorithms that learn dynamic models of possibly complex external processes by means of learning rules that are local in space and time. The algorithms could be made to perform such functions as recognition and prediction of words in speech and of objects depicted in video images. The approach embodied in this model is said to be "hardware-friendly" in the following sense: The algorithms would be amenable to execution by special-purpose computers implemented as very-large-scale integrated (VLSI) circuits that would operate at relatively high speeds and low power demands.

  13. R-process nucleosynthesis: a dynamical model

    Energy Technology Data Exchange (ETDEWEB)

    Hillebrandt, W; Takahashi, K [Technische Hochschule Darmstadt (Germany, F.R.). Inst. fuer Kernphysik; Kodama, T [Centro Brasileiro de Pesquisas Fisicas, Rio de Janeiro

    1976-10-01

    The synthesis of heavy and neutron-rich elements (with the mass number A > approximately 70) is reconsidered in the framework of a dynamical supernova model. The synthesis equation for the rapid neutron-capture (or, the r-) process and the hydrodynamical equations for the supernova explosion are solved simultaneously. Improved systematics of nuclear parameters are used, and the energy release due to ..beta..-decays as well as the energy loss due to neutrinos is taken into account. It is shown that the observed solar-system abundance curve can be reproduced fairly well by assuming only one supernova event on a time-scale of the order of 1 s. However there are still some discrepancies which may be explained by uncertainties in the nuclear data used.

  14. Dynamical system analysis of interacting models

    Science.gov (United States)

    Carneiro, S.; Borges, H. A.

    2018-01-01

    We perform a dynamical system analysis of a cosmological model with linear dependence between the vacuum density and the Hubble parameter, with constant-rate creation of dark matter. We show that the de Sitter spacetime is an asymptotically stable critical point, future limit of any expanding solution. Our analysis also shows that the Minkowski spacetime is an unstable critical point, which eventually collapses to a singularity. In this way, such a prescription for the vacuum decay not only predicts the correct future de Sitter limit, but also forbids the existence of a stable Minkowski universe. We also study the effect of matter creation on the growth of structures and their peculiar velocities, showing that it is inside the current errors of redshift space distortions observations.

  15. Analysis of A Virus Dynamics Model

    Science.gov (United States)

    Zhang, Baolin; Li, Jianquan; Li, Jia; Zhao, Xin

    2018-03-01

    In order to more accurately characterize the virus infection in the host, a virus dynamics model with latency and virulence is established and analyzed in this paper. The positivity and boundedness of the solution are proved. After obtaining the basic reproduction number and the existence of infected equilibrium, the Lyapunov method and the LaSalle invariance principle are used to determine the stability of the uninfected equilibrium and infected equilibrium by constructing appropriate Lyapunov functions. We prove that, when the basic reproduction number does not exceed 1, the uninfected equilibrium is globally stable, the virus can be cleared eventually; when the basic reproduction number is more than 1, the infected equilibrium is globally stable, the virus will persist in the host at a certain level. The effect of virulence and latency on infection is also discussed.

  16. Coarsening dynamics in the Vicsek model

    Science.gov (United States)

    Dey, Supravat; Katyal, Nisha; Das, Dibyendu; Puri, Sanjay

    We numerically study the flocking model introduced by Vicsek et al. (1995) in the coarsening regime. At standard self-propulsion speeds, we find two distinct growth laws for the coupled density and velocity fields. The characteristic length scale of the density domains grows as Lρ (t) t 1 / 4 , while the velocity length scale grows much faster, viz . , Lv (t) t 5 / 6 . The spatial fluctuations in the density and velocity ordering are studied by calculating the two-point correlation function and the structure factor, which show deviations from the well-known Porod's law. This is a natural consequence of scattering from irregular morphologies that dynamically arise in the system. In contrast, at lower self-propulsion speeds, the morphology is distinct, and as a result a new set of scaling exponents emerge. Most strikingly, the velocity order follows the density order with Lρ (t) Lv (t) t 1 / 4 .

  17. Relativistic dynamical reduction models and nonlocality

    International Nuclear Information System (INIS)

    Ghirardi, G.C.; Grassi, R.

    1990-09-01

    We discuss some features of continuous dynamical models yielding state vector reduction and we briefly sketch some recent attempts to get a relativistic generalization of them. Within the relativistic context we analyze in detail the local an nonlocal features of the reduction mechanism and we investigate critically the possibility of attributing objective properties to individual systems in the micro and macroscopic cases. At the nonrelativistic level, two physically equivalent versions of continuous reduction mechanisms have been presented. However, only one of them can be taken as a starting point for the above considered relativistic generalization. By resorting to counterfactual arguments we show that the reason for this lies in the fact that the stochasticity involved in the two approaches has different conceptual implications. (author). 7 refs, 4 figs

  18. A dynamical theory for the Rishon model

    International Nuclear Information System (INIS)

    Harari, H.; Seiberg, N.

    1980-09-01

    We propose a composite model for quarks and leptons based on an exact SU(3)sub(C)xSU(3)sub(H) gauge theory and two fundamental J=1/2 fermions: a charged T-rishon and a neutral V-rishon. Quarks, leptons and W-bosons are SU(3)sub(H)-singlet composites of rishons. A dynamically broken effective SU(3)sub(C)xSU(2)sub(L)xSU(2)sub(R)xU(1)sub(B-L) gauge theory emerges at the composite level. The theory is ''natural'', anomaly-free, has no fundamental scalar particles, and describes at least three generations of quarks and leptons. Several ''technicolor'' mechanisms are automatically present. (Author)

  19. Dynamic modeling and simulation of wind turbines

    International Nuclear Information System (INIS)

    Ghafari Seadat, M.H.; Kheradmand Keysami, M.; Lari, H.R.

    2002-01-01

    Using wind energy for generating electricity in wind turbines is a good way for using renewable energies. It can also help to protect the environment. The main objective of this paper is dynamic modeling by energy method and simulation of a wind turbine aided by computer. In this paper, the equations of motion are extracted for simulating the system of wind turbine and then the behavior of the system become obvious by solving the equations. The turbine is considered with three blade rotor in wind direction, induced generator that is connected to the network and constant revolution for simulation of wind turbine. Every part of the wind turbine should be simulated for simulation of wind turbine. The main parts are blades, gearbox, shafts and generator

  20. Modelling the Congo basin ecosystems with a dynamic vegetation model

    Science.gov (United States)

    Dury, Marie; Hambuckers, Alain; Trolliet, Franck; Huynen, Marie-Claude; Haineaux, Damien; Fontaine, Corentin M.; Fayolle, Adeline; François, Louis

    2014-05-01

    The scarcity of field observations in some parts of the world makes difficult a deep understanding of some ecosystems such as humid tropical forests in Central Africa. Therefore, modelling tools are interesting alternatives to study those regions even if the lack of data often prevents sharp calibration and validation of the model projections. Dynamic vegetation models (DVMs) are process-based models that simulate shifts in potential vegetation and its associated biogeochemical and hydrological cycles in response to climate. Initially run at the global scale, DVMs can be run at any spatial scale provided that climate and soil data are available. In the framework of the BIOSERF project ("Sustainability of tropical forest biodiversity and services under climate and human pressure"), we use and adapt the CARAIB dynamic vegetation model (Dury et al., iForest - Biogeosciences and Forestry, 4:82-99, 2011) to study the Congo basin vegetation dynamics. The field campaigns have notably allowed the refinement of the vegetation representation from plant functional types (PFTs) to individual species through the collection of parameters such as the specific leaf area or the leaf C:N ratio of common tropical tree species and the location of their present-day occurrences from literature and available database. Here, we test the model ability to reproduce the present spatial and temporal variations of carbon stocks (e.g. biomass, soil carbon) and fluxes (e.g. gross and net primary productivities (GPP and NPP), net ecosystem production (NEP)) as well as the observed distribution of the studied species over the Congo basin. In the lack of abundant and long-term measurements, we compare model results with time series of remote sensing products (e.g. vegetation leaf area index (LAI), GPP and NPP). Several sensitivity tests are presented: we assess consecutively the impacts of the level at which the vegetation is simulated (PFTs or species), the spatial resolution and the initial land