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Sample records for nonlinear mixed-effects modeling

  1. Nonlinear Mixed-Effects Models for Repairable Systems Reliability

    Institute of Scientific and Technical Information of China (English)

    TAN Fu-rong; JIANG Zhi-bin; KUO Way; Suk Joo BAE

    2007-01-01

    Mixed-effects models, also called random-effects models, are a regression type of analysis which enables the analyst to not only describe the trend over time within each subject, but also to describe the variation among different subjects. Nonlinear mixed-effects models provide a powerful and flexible tool for handling the unbalanced count data. In this paper, nonlinear mixed-effects models are used to analyze the failure data from a repairable system with multiple copies. By using this type of models, statistical inferences about the population and all copies can be made when accounting for copy-to-copy variance. Results of fitting nonlinear mixed-effects models to nine failure-data sets show that the nonlinear mixed-effects models provide a useful tool for analyzing the failure data from multi-copy repairable systems.

  2. Non-linear mixed-effects pharmacokinetic/pharmacodynamic modelling in NLME using differential equations

    DEFF Research Database (Denmark)

    Tornøe, Christoffer Wenzel; Agersø, Henrik; Madsen, Henrik

    2004-01-01

    The standard software for non-linear mixed-effect analysis of pharmacokinetic/phar-macodynamic (PK/PD) data is NONMEM while the non-linear mixed-effects package NLME is an alternative as tong as the models are fairly simple. We present the nlmeODE package which combines the ordinary differential...... equation (ODE) solver package odesolve and the non-Linear mixed effects package NLME thereby enabling the analysis of complicated systems of ODEs by non-linear mixed-effects modelling. The pharmacokinetics of the anti-asthmatic drug theophylline is used to illustrate the applicability of the nlme...

  3. Design evaluation and optimisation in crossover pharmacokinetic studies analysed by nonlinear mixed effects models

    OpenAIRE

    Nguyen, Thu Thuy; Bazzoli, Caroline; Mentré, France

    2012-01-01

    International audience; Bioequivalence or interaction trials are commonly studied in crossover design and can be analysed by nonlinear mixed effects models as an alternative to noncompartmental approach. We propose an extension of the population Fisher information matrix in nonlinear mixed effects models to design crossover pharmacokinetic trials, using a linearisation of the model around the random effect expectation, including within-subject variability and discrete covariates fixed or chan...

  4. Preconditioning of Nonlinear Mixed Effects Models for Stabilisation of Variance-Covariance Matrix Computations

    National Research Council Canada - National Science Library

    Aoki, Yasunori; Nordgren, Rikard; Hooker, Andrew C

    2016-01-01

    ... a bottleneck in the analysis. We propose a preconditioning method for non-linear mixed effects models used in pharmacometric analyses to stabilise the computation of the variance-covariance matrix...

  5. A multilevel nonlinear mixed-effects approach to model growth in pigs

    DEFF Research Database (Denmark)

    Strathe, Anders Bjerring; Danfær, Allan Christian; Sørensen, H

    2009-01-01

    Growth functions have been used to predict market weight of pigs and maximize return over feed costs. This study was undertaken to compare 4 growth functions and methods of analyzing data, particularly one that considers nonlinear repeated measures. Data were collected from an experiment with 40...... pigs maintained from birth to maturity and their BW measured weekly or every 2 wk up to 1,007 d. Gompertz, logistic, Bridges, and Lopez functions were fitted to the data and compared using information criteria. For each function, a multilevel nonlinear mixed effects model was employed because....... Furthermore, studies should consider adding continuous autoregressive process when analyzing nonlinear mixed models with repeated measures....

  6. Design evaluation and optimisation in crossover pharmacokinetic studies analysed by nonlinear mixed effects models.

    Science.gov (United States)

    Nguyen, Thu Thuy; Bazzoli, Caroline; Mentré, France

    2012-05-20

    Bioequivalence or interaction trials are commonly studied in crossover design and can be analysed by nonlinear mixed effects models as an alternative to noncompartmental approach. We propose an extension of the population Fisher information matrix in nonlinear mixed effects models to design crossover pharmacokinetic trials, using a linearisation of the model around the random effect expectation, including within-subject variability and discrete covariates fixed or changing between periods. We use the expected standard errors of treatment effect to compute the power for the Wald test of comparison or equivalence and the number of subjects needed for a given power. We perform various simulations mimicking crossover two-period trials to show the relevance of these developments. We then apply these developments to design a crossover pharmacokinetic study of amoxicillin in piglets and implement them in the new version 3.2 of the r function PFIM.

  7. A nonlinear mixed-effects model for degradation data obtained from in-service inspections

    Energy Technology Data Exchange (ETDEWEB)

    Yuan, X.-X. [Department of Civil and Environmental Engineering, University of Waterloo, 200 University Avenue West, Waterloo, ON, N2L 3G1 (Canada); Pandey, M.D. [Department of Civil and Environmental Engineering, University of Waterloo, 200 University Avenue West, Waterloo, ON, N2L 3G1 (Canada)], E-mail: mdpandey@uwaterloo.ca

    2009-02-15

    Monitoring of degradation and predicting its progression using periodic inspection data are important to ensure safety and reliability of engineering systems. Traditional regression models are inadequate in modeling the periodic inspection data, as it ignores units specific random effects and potential correlation among repeated measurements. This paper presents an advanced nonlinear mixed-effects (NLME) model, generally adopted in bio-statistical literature, for modeling and predicting degradation in nuclear piping system. The proposed model offers considerable improvement by reducing the variance associated with degradation of a specific unit, which leads to more realistic estimates of risk.

  8. Multivariate t nonlinear mixed-effects models for multi-outcome longitudinal data with missing values.

    Science.gov (United States)

    Wang, Wan-Lun; Lin, Tsung-I

    2014-07-30

    The multivariate nonlinear mixed-effects model (MNLMM) has emerged as an effective tool for modeling multi-outcome longitudinal data following nonlinear growth patterns. In the framework of MNLMM, the random effects and within-subject errors are assumed to be normally distributed for mathematical tractability and computational simplicity. However, a serious departure from normality may cause lack of robustness and subsequently make invalid inference. This paper presents a robust extension of the MNLMM by considering a joint multivariate t distribution for the random effects and within-subject errors, called the multivariate t nonlinear mixed-effects model. Moreover, a damped exponential correlation structure is employed to capture the extra serial correlation among irregularly observed multiple repeated measures. An efficient expectation conditional maximization algorithm coupled with the first-order Taylor approximation is developed for maximizing the complete pseudo-data likelihood function. The techniques for the estimation of random effects, imputation of missing responses and identification of potential outliers are also investigated. The methodology is motivated by a real data example on 161 pregnant women coming from a study in a private fertilization obstetrics clinic in Santiago, Chile and used to analyze these data.

  9. Preconditioning of Nonlinear Mixed Effects Models for Stabilisation of Variance-Covariance Matrix Computations.

    Science.gov (United States)

    Aoki, Yasunori; Nordgren, Rikard; Hooker, Andrew C

    2016-03-01

    As the importance of pharmacometric analysis increases, more and more complex mathematical models are introduced and computational error resulting from computational instability starts to become a bottleneck in the analysis. We propose a preconditioning method for non-linear mixed effects models used in pharmacometric analyses to stabilise the computation of the variance-covariance matrix. Roughly speaking, the method reparameterises the model with a linear combination of the original model parameters so that the Hessian matrix of the likelihood of the reparameterised model becomes close to an identity matrix. This approach will reduce the influence of computational error, for example rounding error, to the final computational result. We present numerical experiments demonstrating that the stabilisation of the computation using the proposed method can recover failed variance-covariance matrix computations, and reveal non-identifiability of the model parameters.

  10. Nonlinear mixed effects modelling approach in investigating phenobarbital pharmacokinetic interactions in epileptic patients.

    Science.gov (United States)

    Vučićević, Katarina; Jovanović, Marija; Golubović, Bojana; Kovačević, Sandra Vezmar; Miljković, Branislava; Martinović, Žarko; Prostran, Milica

    2015-02-01

    The present study aimed to establish population pharmacokinetic model for phenobarbital (PB), examining and quantifying the magnitude of PB interactions with other antiepileptic drugs concomitantly used and to demonstrate its use for individualization of PB dosing regimen in adult epileptic patients. In total 205 PB concentrations were obtained during routine clinical monitoring of 136 adult epilepsy patients. PB steady state concentrations were measured by homogeneous enzyme immunoassay. Nonlinear mixed effects modelling (NONMEM) was applied for data analyses and evaluation of the final model. According to the final population model, significant determinant of apparent PB clearance (CL/F) was daily dose of concomitantly given valproic acid (VPA). Typical value of PB CL/F for final model was estimated at 0.314 l/h. Based on the final model, co-therapy with usual VPA dose of 1000 mg/day, resulted in PB CL/F average decrease of about 25 %, while 2000 mg/day leads to an average 50 % decrease in PB CL/F. Developed population PB model may be used in estimating individual CL/F for adult epileptic patients and could be applied for individualizing dosing regimen taking into account dose-dependent effect of concomitantly given VPA.

  11. A multivariate nonlinear mixed effects model for longitudinal image analysis: Application to amyloid imaging.

    Science.gov (United States)

    Bilgel, Murat; Prince, Jerry L; Wong, Dean F; Resnick, Susan M; Jedynak, Bruno M

    2016-07-01

    It is important to characterize the temporal trajectories of disease-related biomarkers in order to monitor progression and identify potential points of intervention. These are especially important for neurodegenerative diseases, as therapeutic intervention is most likely to be effective in the preclinical disease stages prior to significant neuronal damage. Neuroimaging allows for the measurement of structural, functional, and metabolic integrity of the brain at the level of voxels, whose volumes are on the order of mm(3). These voxelwise measurements provide a rich collection of disease indicators. Longitudinal neuroimaging studies enable the analysis of changes in these voxelwise measures. However, commonly used longitudinal analysis approaches, such as linear mixed effects models, do not account for the fact that individuals enter a study at various disease stages and progress at different rates, and generally consider each voxelwise measure independently. We propose a multivariate nonlinear mixed effects model for estimating the trajectories of voxelwise neuroimaging biomarkers from longitudinal data that accounts for such differences across individuals. The method involves the prediction of a progression score for each visit based on a collective analysis of voxelwise biomarker data within an expectation-maximization framework that efficiently handles large amounts of measurements and variable number of visits per individual, and accounts for spatial correlations among voxels. This score allows individuals with similar progressions to be aligned and analyzed together, which enables the construction of a trajectory of brain changes as a function of an underlying progression or disease stage. We apply our method to studying cortical β-amyloid deposition, a hallmark of preclinical Alzheimer's disease, as measured using positron emission tomography. Results on 104 individuals with a total of 300 visits suggest that precuneus is the earliest cortical region to

  12. Mixed Effects Models for Complex Data

    CERN Document Server

    Wu, Lang

    2009-01-01

    Presenting effective approaches to address missing data, measurement errors, censoring, and outliers in longitudinal data, this book covers linear, nonlinear, generalized linear, nonparametric, and semiparametric mixed effects models. It links each mixed effects model with the corresponding class of regression model for cross-sectional data and discusses computational strategies for likelihood estimations of mixed effects models. The author briefly describes generalized estimating equations methods and Bayesian mixed effects models and explains how to implement standard models using R and S-Pl

  13. A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies.

    Science.gov (United States)

    Foo, Lee Kien; McGree, James; Duffull, Stephen

    2012-01-01

    Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models. Copyright © 2012 John Wiley & Sons, Ltd.

  14. Benefits of Non-Linear Mixed Effect Modeling and Optimal Design : Pre-Clinical and Clinical Study Applications

    OpenAIRE

    Ernest II, Charles Steven

    2013-01-01

    Despite the growing promise of pharmaceutical research, inferior experimentation or interpretation of data can inhibit breakthrough molecules from finding their way out of research institutions and reaching patients. This thesis provides evidence that better characterization of pre-clinical and clinical data can be accomplished using non-linear mixed effect modeling (NLMEM) and more effective experiments can be conducted using optimal design (OD).  To demonstrate applicability of NLMEM and OD...

  15. Height-diameter Models of Chinese Fir (Cunninghamia lanceolata Based on Nonlinear Mixed Effects Models in Southeast China

    Directory of Open Access Journals (Sweden)

    Hao Xu

    2014-04-01

    Full Text Available Tree height and diameter at breast height are two important forest factors. The best model from 23 height-diameter equations was selected as the basic model to fit the height-diameter relationships of Chinese fir with one level (sites or plots effects and nested two levels (nested effects of sites and plots Nonlinear Mixed Effects (NLME models. The best model was chosen by smaller Bias, RMSE and larger Radj2. Then the best random-effects combinations for the NLME models were determined by AIC, BIC and -2LL. The results showed that the basic model with three random effects parameters &Phi &Phi &Phi1 &Phi2 and &Phi3 was considered the best mixed model. The nested two levels NLME model considering heteroscedasticity structure (power function possessed with higher predictable accuracy and significantly improved model performance (LRT = 469.43, p<0.0001. The NLME model would be allowed for estimating accuracy the height-diameter relationships of Chinese fir and provided better height predictions than the models using only fixed-effects parameters.

  16. Nonlinear mixed-effects (NLME diameter growth models for individual China-Fir (Cunninghamia lanceolata trees in Southeast China.

    Directory of Open Access Journals (Sweden)

    Hao Xu

    Full Text Available An individual-tree diameter growth model was developed for Cunninghamia lanceolata in Fujian province, southeast China. Data were obtained from 72 plantation-grown China-fir trees in 24 single-species plots. Ordinary non-linear least squares regression was used to choose the best base model from among 5 theoretical growth equations; selection criteria were the smallest absolute mean residual and root mean square error and the largest adjusted coefficient of determination. To account for autocorrelation in the repeated-measures data, we developed one-level and nested two-level nonlinear mixed-effects (NLME models, constructed on the selected base model; the NLME models incorporated random effects of the tree and plot. The best random-effects combinations for the NLME models were identified by Akaike's information criterion, Bayesian information criterion and -2 logarithm likelihood. Heteroscedasticity was reduced with two residual variance functions, a power function and an exponential function. The autocorrelation was addressed with three residual autocorrelation structures: a first-order autoregressive structure [AR(1], a combination of first-order autoregressive and moving average structures [ARMA(1,1] and a compound symmetry structure (CS. The one-level (tree NLME model performed best. Independent validation data were used to test the performance of the models and to demonstrate the advantage of calibrating the NLME models.

  17. Nonlinear mixed effects modeling of gametocyte carriage in patients with uncomplicated malaria

    Directory of Open Access Journals (Sweden)

    Little Francesca

    2010-02-01

    Full Text Available Abstract Background Gametocytes are the sexual form of the malaria parasite and the main agents of transmission. While there are several factors that influence host infectivity, the density of gametocytes appears to be the best single measure that is related to the human host's infectivity to mosquitoes. Despite the obviously important role that gametocytes play in the transmission of malaria and spread of anti-malarial resistance, it is common to estimate gametocyte carriage indirectly based on asexual parasite measurements. The objective of this research was to directly model observed gametocyte densities over time, during the primary infection. Methods Of 447 patients enrolled in sulphadoxine-pyrimethamine therapeutic efficacy studies in South Africa and Mozambique, a subset of 103 patients who had no gametocytes pre-treatment and who had at least three non-zero gametocyte densities over the 42-day follow up period were included in this analysis. Results A variety of different functions were examined. A modified version of the critical exponential function was selected for the final model given its robustness across different datasets and its flexibility in assuming a variety of different shapes. Age, site, initial asexual parasite density (logged to the base 10, and an empirical patient category were the co-variates that were found to improve the model. Conclusions A population nonlinear modeling approach seems promising and produced a flexible function whose estimates were stable across various different datasets. Surprisingly, dihydrofolate reductase and dihydropteroate synthetase mutation prevalence did not enter the model. This is probably related to a lack of power (quintuple mutations n = 12, and informative censoring; treatment failures were withdrawn from the study and given rescue treatment, usually prior to completion of follow up.

  18. Nonlinear mixed-effects modelling of in vitro drug susceptibility and molecular correlates of multidrug resistant Plasmodium falciparum.

    Directory of Open Access Journals (Sweden)

    Julie A Simpson

    Full Text Available The analysis of in vitro anti-malarial drug susceptibility testing is vulnerable to the effects of different statistical approaches and selection biases. These confounding factors were assessed with respect to pfmdr1 gene mutation and amplification in 490 clinical isolates. Two statistical approaches for estimating the drug concentration associated with 50% effect (EC50 were compared: the commonly used standard two-stage (STS method, and nonlinear mixed-effects modelling. The in vitro concentration-effect relationships for, chloroquine, mefloquine, lumefantrine and artesunate, were derived from clinical isolates obtained from patients on the western border of Thailand. All isolates were genotyped for polymorphisms in the pfmdr1 gene. The EC50 estimates were similar for the two statistical approaches but 15-28% of isolates in the STS method had a high coefficient of variation (>15% for individual estimates of EC50 and these isolates had EC50 values that were 32 to 66% higher than isolates derived with more precision. In total 41% (202/490 of isolates had amplification of pfmdr1 and single nucleotide polymorphisms were found in 50 (10%. Pfmdr1 amplification was associated with an increase in EC50 for mefloquine (139% relative increase in EC50 for 2 copies, 188% for 3+ copies, lumefantrine (82% and 75% for 2 and 3+ copies respectively and artesunate (63% and 127% for 2 and 3+ copies respectively. In contrast pfmdr1 mutation at codons 86 or 1042 were associated with an increase in chloroquine EC50 (44-48%. Sample size calculations showed that to demonstrate an EC50 shift of 50% or more with 80% power if the prevalence was 10% would require 430 isolates and 245 isolates if the prevalence was 20%. In conclusion, although nonlinear mixed-effects modelling did not demonstrate any major advantage for determining estimates of anti-malarial drug susceptibility, the method includes all isolates, thereby, potentially improving confirmation of candidate

  19. A nonlinear mixed-effects model for simultaneous smoothing and registration of functional data

    DEFF Research Database (Denmark)

    Raket, Lars Lau; Sommer, Stefan Horst; Markussen, Bo

    2014-01-01

    We consider misaligned functional data, where data registration is necessary for proper statistical analysis. This paper proposes to treat misalignment as a nonlinear random effect, which makes simultaneous likelihood inference for horizontal and vertical effects possible. By simultaneously fitting...

  20. Performance comparison of various maximum likelihood nonlinear mixed-effects estimation methods for dose-response models.

    Science.gov (United States)

    Plan, Elodie L; Maloney, Alan; Mentré, France; Karlsson, Mats O; Bertrand, Julie

    2012-09-01

    Estimation methods for nonlinear mixed-effects modelling have considerably improved over the last decades. Nowadays, several algorithms implemented in different software are used. The present study aimed at comparing their performance for dose-response models. Eight scenarios were considered using a sigmoid E(max) model, with varying sigmoidicity and residual error models. One hundred simulated datasets for each scenario were generated. One hundred individuals with observations at four doses constituted the rich design and at two doses, the sparse design. Nine parametric approaches for maximum likelihood estimation were studied: first-order conditional estimation (FOCE) in NONMEM and R, LAPLACE in NONMEM and SAS, adaptive Gaussian quadrature (AGQ) in SAS, and stochastic approximation expectation maximization (SAEM) in NONMEM and MONOLIX (both SAEM approaches with default and modified settings). All approaches started first from initial estimates set to the true values and second, using altered values. Results were examined through relative root mean squared error (RRMSE) of the estimates. With true initial conditions, full completion rate was obtained with all approaches except FOCE in R. Runtimes were shortest with FOCE and LAPLACE and longest with AGQ. Under the rich design, all approaches performed well except FOCE in R. When starting from altered initial conditions, AGQ, and then FOCE in NONMEM, LAPLACE in SAS, and SAEM in NONMEM and MONOLIX with tuned settings, consistently displayed lower RRMSE than the other approaches. For standard dose-response models analyzed through mixed-effects models, differences were identified in the performance of estimation methods available in current software, giving material to modellers to identify suitable approaches based on an accuracy-versus-runtime trade-off.

  1. Comparative population pharmacokinetics of fentanyl using non-linear mixed effect modeling: burns vs. non-burns.

    Science.gov (United States)

    Kaneda, Kotaro; Han, Tae-Hyung

    2009-09-01

    Fentanyl is a commonly used analgesic and sedative for the burned in the operating theater as well as the burn care units. The aim of this study was to characterize fentanyl population pharmacokinetics in burns and to identify clinically significant covariates. Twenty adults, aged 37+/-3 years, with 49+/-4% (mean+/-S.E.) total body surface area burn, were enrolled at 17+/-3 days after the injury. Twenty non-burn adults served as controls. After an intravenous bolus of 200 mcg fentanyl, the plasma concentrations were sequentially determined up to 4.5 h. Concentration-time profiles were subjected to non-linear mixed effect modeling. Cardiac indices were estimated with esophageal Doppler monitor. Burned patients have higher cardiac index than the non-burned. Three-compartment model was the best fit. The volumes of distribution were considerably expanded in all three compartments (27.9 L vs. 63.4 L, 64.7 L vs. 92.9 L, 153 L vs. 301 L, respectively) compared to the non-burned. BURN was the single most important covariate significantly improving the model. The primary effect of burn trauma on fentanyl pharmacokinetics is substantially expanded volumes of distribution, i.e., dilutional. Difference in simulation, however, was insufficient to explain the augmented resistance to fentanyl, implying the importance of titrating analgesics to the clinical effect.

  2. Multilevel Nonlinear Mixed-Effect Crown Ratio Models for Individual Trees of Mongolian Oak (Quercus mongolica) in Northeast China.

    Science.gov (United States)

    Fu, Liyong; Zhang, Huiru; Lu, Jun; Zang, Hao; Lou, Minghua; Wang, Guangxing

    2015-01-01

    In this study, an individual tree crown ratio (CR) model was developed with a data set from a total of 3134 Mongolian oak (Quercus mongolica) trees within 112 sample plots allocated in Wangqing Forest Bureau of northeast China. Because of high correlation among the observations taken from the same sampling plots, the random effects at levels of both blocks defined as stands that have different site conditions and plots were taken into account to develop a nested two-level nonlinear mixed-effect model. Various stand and tree characteristics were assessed to explore their contributions to improvement of model prediction. Diameter at breast height, plot dominant tree height and plot dominant tree diameter were found to be significant predictors. Exponential model with plot dominant tree height as a predictor had a stronger ability to account for the heteroskedasticity. When random effects were modeled at block level alone, the correlations among the residuals remained significant. These correlations were successfully reduced when random effects were modeled at both block and plot levels. The random effects from the interaction of blocks and sample plots on tree CR were substantially large. The model that took into account both the block effect and the interaction of blocks and sample plots had higher prediction accuracy than the one with the block effect and population average considered alone. Introducing stand density into the model through dummy variables could further improve its prediction. This implied that the developed method for developing tree CR models of Mongolian oak is promising and can be applied to similar studies for other tree species.

  3. A Nonlinear Mixed Effects Approach for Modeling the Cell-To-Cell Variability of Mig1 Dynamics in Yeast.

    Directory of Open Access Journals (Sweden)

    Joachim Almquist

    Full Text Available The last decade has seen a rapid development of experimental techniques that allow data collection from individual cells. These techniques have enabled the discovery and characterization of variability within a population of genetically identical cells. Nonlinear mixed effects (NLME modeling is an established framework for studying variability between individuals in a population, frequently used in pharmacokinetics and pharmacodynamics, but its potential for studies of cell-to-cell variability in molecular cell biology is yet to be exploited. Here we take advantage of this novel application of NLME modeling to study cell-to-cell variability in the dynamic behavior of the yeast transcription repressor Mig1. In particular, we investigate a recently discovered phenomenon where Mig1 during a short and transient period exits the nucleus when cells experience a shift from high to intermediate levels of extracellular glucose. A phenomenological model based on ordinary differential equations describing the transient dynamics of nuclear Mig1 is introduced, and according to the NLME methodology the parameters of this model are in turn modeled by a multivariate probability distribution. Using time-lapse microscopy data from nearly 200 cells, we estimate this parameter distribution according to the approach of maximizing the population likelihood. Based on the estimated distribution, parameter values for individual cells are furthermore characterized and the resulting Mig1 dynamics are compared to the single cell times-series data. The proposed NLME framework is also compared to the intuitive but limited standard two-stage (STS approach. We demonstrate that the latter may overestimate variabilities by up to almost five fold. Finally, Monte Carlo simulations of the inferred population model are used to predict the distribution of key characteristics of the Mig1 transient response. We find that with decreasing levels of post-shift glucose, the transient

  4. A Nonlinear Mixed Effects Approach for Modeling the Cell-To-Cell Variability of Mig1 Dynamics in Yeast.

    Science.gov (United States)

    Almquist, Joachim; Bendrioua, Loubna; Adiels, Caroline Beck; Goksör, Mattias; Hohmann, Stefan; Jirstrand, Mats

    2015-01-01

    The last decade has seen a rapid development of experimental techniques that allow data collection from individual cells. These techniques have enabled the discovery and characterization of variability within a population of genetically identical cells. Nonlinear mixed effects (NLME) modeling is an established framework for studying variability between individuals in a population, frequently used in pharmacokinetics and pharmacodynamics, but its potential for studies of cell-to-cell variability in molecular cell biology is yet to be exploited. Here we take advantage of this novel application of NLME modeling to study cell-to-cell variability in the dynamic behavior of the yeast transcription repressor Mig1. In particular, we investigate a recently discovered phenomenon where Mig1 during a short and transient period exits the nucleus when cells experience a shift from high to intermediate levels of extracellular glucose. A phenomenological model based on ordinary differential equations describing the transient dynamics of nuclear Mig1 is introduced, and according to the NLME methodology the parameters of this model are in turn modeled by a multivariate probability distribution. Using time-lapse microscopy data from nearly 200 cells, we estimate this parameter distribution according to the approach of maximizing the population likelihood. Based on the estimated distribution, parameter values for individual cells are furthermore characterized and the resulting Mig1 dynamics are compared to the single cell times-series data. The proposed NLME framework is also compared to the intuitive but limited standard two-stage (STS) approach. We demonstrate that the latter may overestimate variabilities by up to almost five fold. Finally, Monte Carlo simulations of the inferred population model are used to predict the distribution of key characteristics of the Mig1 transient response. We find that with decreasing levels of post-shift glucose, the transient response of Mig1 tend

  5. Noncompetitive Inhibition of 5-HT3 Receptors by Citral, Linalool, and Eucalyptol Revealed by Nonlinear Mixed-Effects Modeling.

    Science.gov (United States)

    Jarvis, Gavin E; Barbosa, Roseli; Thompson, Andrew J

    2016-03-01

    Citral, eucalyptol, and linalool are widely used as flavorings, fragrances, and cosmetics. Here, we examined their effects on electrophysiological and binding properties of human 5-HT3 receptors expressed in Xenopus oocytes and human embryonic kidney 293 cells, respectively. Data were analyzed using nonlinear mixed-effects modeling to account for random variance in the peak current response between oocytes. The oils caused an insurmountable inhibition of 5-HT-evoked currents (citral IC50 = 120 µM; eucalyptol = 258 µM; linalool = 141 µM) and did not compete with fluorescently labeled granisetron, suggesting a noncompetitive mechanism of action. Inhibition was not use-dependent but required a 30-second preapplication. Compound washout caused a slow (∼180 seconds) but complete recovery. Coapplication of the oils with bilobalide or diltiazem indicated they did not bind at the same locations as these channel blockers. Homology modeling and ligand docking predicted binding to a transmembrane cavity at the interface of adjacent subunits. Liquid chromatography coupled to mass spectrometry showed that an essential oil extracted from Lippia alba contained 75.9% citral. This inhibited expressed 5-HT3 receptors (IC50 = 45 µg ml(-1)) and smooth muscle contractions in rat trachea (IC50 = 200 µg ml(-1)) and guinea pig ileum (IC50 = 20 µg ml(-1)), providing a possible mechanistic explanation for why this oil has been used to treat gastrointestinal and respiratory ailments. These results demonstrate that citral, eucalyptol, and linalool inhibit 5-HT3 receptors, and their binding to a conserved cavity suggests a valuable target for novel allosteric modulators.

  6. Kriging with mixed effects models

    Directory of Open Access Journals (Sweden)

    Alessio Pollice

    2007-10-01

    Full Text Available In this paper the effectiveness of the use of mixed effects models for estimation and prediction purposes in spatial statistics for continuous data is reviewed in the classical and Bayesian frameworks. A case study on agricultural data is also provided.

  7. Investigations of a compartmental model for leucine kinetics using non-linear mixed effects models with ordinary and stochastic differential equations.

    Science.gov (United States)

    Berglund, Martin; Sunnåker, Mikael; Adiels, Martin; Jirstrand, Mats; Wennberg, Bernt

    2012-12-01

    Non-linear mixed effects (NLME) models represent a powerful tool to simultaneously analyse data from several individuals. In this study, a compartmental model of leucine kinetics is examined and extended with a stochastic differential equation to model non-steady-state concentrations of free leucine in the plasma. Data obtained from tracer/tracee experiments for a group of healthy control individuals and a group of individuals suffering from diabetes mellitus type 2 are analysed. We find that the interindividual variation of the model parameters is much smaller for the NLME models, compared to traditional estimates obtained from each individual separately. Using the mixed effects approach, the population parameters are estimated well also when only half of the data are used for each individual. For a typical individual, the amount of free leucine is predicted to vary with a standard deviation of 8.9% around a mean value during the experiment. Moreover, leucine degradation and protein uptake of leucine is smaller, proteolysis larger and the amount of free leucine in the body is much larger for the diabetic individuals than the control individuals. In conclusion, NLME models offers improved estimates for model parameters in complex models based on tracer/tracee data and may be a suitable tool to reduce data sampling in clinical studies.

  8. Pharmacokinetic/Pharmacodynamic Modelling of GnRH Antagonist Degarelix: A Comparison of the Non-linear Mixed-Effects Programs NONMEM and NLME

    DEFF Research Database (Denmark)

    Tornøe, Christoffer Wenzel; Agersø, Henrik; Nielsen, Henrik Aalborg

    2004-01-01

    In this paper, the two non-linear mixed-effects programs NONMEM and NLME were compared for their use in population pharmacokinetic/pharmacodynamic (PK/PD) modelling. We have described the first-order conditional estimation (FOCE) method as implemented in NONMEM and the alternating algorithm in NLME...... proposed by Lindstrom and Bates. The two programs were tested using clinical PK/PD data of a new gonadotropin-releasing hormone (GnRH) antagonist degarelix currently being developed for prostate cancer treatment. The pharmacokinetics of intravenous administered degarelix was analysed using a three...

  9. Estimation of tulathromycin depletion in plasma and milk after subcutaneous injection in lactating goats using a nonlinear mixed-effects pharmacokinetic modeling approach

    OpenAIRE

    Lin, Zhoumeng; Cuneo, Matthew; Rowe, Joan D.; Li, Mengjie; Tell, Lisa A; Allison, Shayna; Carlson, Jan; Riviere, Jim E.; Gehring, Ronette

    2016-01-01

    Background Extra-label use of tulathromycin in lactating goats is common and may cause violative residues in milk. The objective of this study was to develop a nonlinear mixed-effects pharmacokinetic (NLME-PK) model to estimate tulathromycin depletion in plasma and milk of lactating goats. Eight lactating goats received two subcutaneous injections of 2.5 mg/kg tulathromycin 7 days apart; blood and milk samples were analyzed for concentrations of tulathromycin and the common fragment of tulath...

  10. Metabolic Profiling of Human Long-Term Liver Models and Hepatic Clearance Predictions from In Vitro Data Using Nonlinear Mixed-Effects Modeling.

    Science.gov (United States)

    Kratochwil, Nicole A; Meille, Christophe; Fowler, Stephen; Klammers, Florian; Ekiciler, Aynur; Molitor, Birgit; Simon, Sandrine; Walter, Isabelle; McGinnis, Claudia; Walther, Johanna; Leonard, Brian; Triyatni, Miriam; Javanbakht, Hassan; Funk, Christoph; Schuler, Franz; Lavé, Thierry; Parrott, Neil J

    2017-03-01

    Early prediction of human clearance is often challenging, in particular for the growing number of low-clearance compounds. Long-term in vitro models have been developed which enable sophisticated hepatic drug disposition studies and improved clearance predictions. Here, the cell line HepG2, iPSC-derived hepatocytes (iCell®), the hepatic stem cell line HepaRG™, and human hepatocyte co-cultures (HμREL™ and HepatoPac®) were compared to primary hepatocyte suspension cultures with respect to their key metabolic activities. Similar metabolic activities were found for the long-term models HepaRG™, HμREL™, and HepatoPac® and the short-term suspension cultures when averaged across all 11 enzyme markers, although differences were seen in the activities of CYP2D6 and non-CYP enzymes. For iCell® and HepG2, the metabolic activity was more than tenfold lower. The micropatterned HepatoPac® model was further evaluated with respect to clearance prediction. To assess the in vitro parameters, pharmacokinetic modeling was applied. The determination of intrinsic clearance by nonlinear mixed-effects modeling in a long-term model significantly increased the confidence in the parameter estimation and extended the sensitive range towards 3% of liver blood flow, i.e., >10-fold lower as compared to suspension cultures. For in vitro to in vivo extrapolation, the well-stirred model was used. The micropatterned model gave rise to clearance prediction in man within a twofold error for the majority of low-clearance compounds. Further research is needed to understand whether transporter activity and drug metabolism by non-CYP enzymes, such as UGTs, SULTs, AO, and FMO, is comparable to the in vivo situation in these long-term culture models.

  11. Stochastic nonlinear mixed effects: a metformin case study.

    Science.gov (United States)

    Matzuka, Brett; Chittenden, Jason; Monteleone, Jonathan; Tran, Hien

    2016-02-01

    In nonlinear mixed effect (NLME) modeling, the intra-individual variability is a collection of errors due to assay sensitivity, dosing, sampling, as well as model misspecification. Utilizing stochastic differential equations (SDE) within the NLME framework allows the decoupling of the measurement errors from the model misspecification. This leads the SDE approach to be a novel tool for model refinement. Using Metformin clinical pharmacokinetic (PK) data, the process of model development through the use of SDEs in population PK modeling was done to study the dynamics of absorption rate. A base model was constructed and then refined by using the system noise terms of the SDEs to track model parameters and model misspecification. This provides the unique advantage of making no underlying assumptions about the structural model for the absorption process while quantifying insufficiencies in the current model. This article focuses on implementing the extended Kalman filter and unscented Kalman filter in an NLME framework for parameter estimation and model development, comparing the methodologies, and illustrating their challenges and utility. The Kalman filter algorithms were successfully implemented in NLME models using MATLAB with run time differences between the ODE and SDE methods comparable to the differences found by Kakhi for their stochastic deconvolution.

  12. Fisher information matrix for nonlinear mixed effects multiple response models: evaluation of the appropriateness of the first order linearization using a pharmacokinetic/pharmacodynamic model.

    Science.gov (United States)

    Bazzoli, Caroline; Retout, Sylvie; Mentré, France

    2009-06-30

    We focus on the Fisher information matrix used for design evaluation and optimization in nonlinear mixed effects multiple response models. We evaluate the appropriateness of its expression computed by linearization as proposed for a single response model. Using a pharmacokinetic-pharmacodynamic (PKPD) example, we first compare the computation of the Fisher information matrix with approximation to one derived from the observed matrix on a large simulation using the stochastic approximation expectation-maximization algorithm (SAEM). The expression of the Fisher information matrix for multiple responses is also evaluated by comparison with the empirical information obtained through a replicated simulation study using the first-order linearization estimation methods implemented in the NONMEM software (first-order (FO), first-order conditional estimate (FOCE)) and the SAEM algorithm in the MONOLIX software. The predicted errors given by the approximated information matrix are close to those given by the information matrix obtained without linearization using SAEM and to the empirical ones obtained with FOCE and SAEM. The simulation study also illustrates the accuracy of both FOCE and SAEM estimation algorithms when jointly modelling multiple responses and the major limitations of the FO method. This study highlights the appropriateness of the approximated Fisher information matrix for multiple responses, which is implemented in PFIM 3.0, an extension of the R function PFIM dedicated to design evaluation and optimization. It also emphasizes the use of this computing tool for designing population multiple response studies, as for instance in PKPD studies or in PK studies including the modelling of the PK of a drug and its active metabolite.

  13. Quantifying the Variability of Internode Allometry within and between Trees for Pinus tabulaeformis Carr. Using a Multilevel Nonlinear Mixed-Effect Model

    Directory of Open Access Journals (Sweden)

    Jun Diao

    2014-11-01

    Full Text Available Allometric models of internodes are an important component of Functional-Structural Plant Models (FSPMs, which represent the shape of internodes in tree architecture and help our understanding of resource allocation in organisms. Constant allometry is always assumed in these models. In this paper, multilevel nonlinear mixed-effect models were used to characterize the variability of internode allometry, describing the relationship between the last internode length and biomass of Pinus tabulaeformis Carr. trees within the GreenLab framework. We demonstrated that there is significant variability in allometric relationships at the tree and different-order branch levels, and the variability decreases among levels from trees to first-order branches and, subsequently, to second-order branches. The variability was partially explained by the random effects of site characteristics, stand age, density, and topological position of the internode. Tree- and branch-level-specific allometric models are recommended because they produce unbiased and accurate internode length estimates. The model and method developed in this study are useful for understanding and describing the structure and functioning of trees.

  14. Characterization of intestinal absorption of C-glycoside flavonoid vicenin-2 from Lychnophora ericoides leafs in rats by nonlinear mixed effects modeling

    Directory of Open Access Journals (Sweden)

    Gabriela A. Buqui

    2015-06-01

    Full Text Available AbstractVicenin-2 (apigenin-6,8-di-C-β-d-glucopyranoside is present in hydroalcoholic extracts of the Brazilian species Lychnophora ericoides Mart., Asteraceae, leaves, and the biological effects of this compound have been demonstrated including anti-inflammatory, antioxidant and anti-tumor effects in rat models. Given the potential of this compound as a pharmacological agent, the aims of this investigation were to evaluate the extent of intestinal absorption of vicenin-2, and to determine the intestinal permeation profile using an in situ single-pass intestinal perfusion technique. A validated HPLC–UV method was applied to measure the amount of unabsorbed vicenin-2 in the gut after an oral administration of 180 mg kg-1 in five rats. A nonlinear mixed effects model was used to determine the absorption pharmacokinetic parameters assuming a first order absorption and active secretion processes for this compound, wherein the active secretion was characterized by a zero-order process. The population pharmacokinetic parameters obtained were 0.274 min-1 for the first-order absorption rate constant, 16.3% min-1 for the zero-order rate constant; the final percentage of the original dose that was absorbed in vivo was 40.2 ± 2.5%. These parameters indicated that vicenin-2 was rapidly absorbed in the small intestine. In contrast to literature information indicating no absorption of vicenin-2 in Caco-2 cells, our results suggested that vicenin-2 can be absorbed in the small intestine of rats. The finding supports further investigation of vicenin-2 as a viable oral phytopharmaceutical agent for digestive diseases.

  15. Estimation of tulathromycin depletion in plasma and milk after subcutaneous injection in lactating goats using a nonlinear mixed-effects pharmacokinetic modeling approach.

    Science.gov (United States)

    Lin, Zhoumeng; Cuneo, Matthew; Rowe, Joan D; Li, Mengjie; Tell, Lisa A; Allison, Shayna; Carlson, Jan; Riviere, Jim E; Gehring, Ronette

    2016-11-18

    Extra-label use of tulathromycin in lactating goats is common and may cause violative residues in milk. The objective of this study was to develop a nonlinear mixed-effects pharmacokinetic (NLME-PK) model to estimate tulathromycin depletion in plasma and milk of lactating goats. Eight lactating goats received two subcutaneous injections of 2.5 mg/kg tulathromycin 7 days apart; blood and milk samples were analyzed for concentrations of tulathromycin and the common fragment of tulathromycin (i.e., the marker residue CP-60,300), respectively, using liquid chromatography mass spectrometry. Based on these new data and related literature data, a NLME-PK compartmental model with first-order absorption and elimination was used to model plasma concentrations and cumulative excreted amount in milk. Monte Carlo simulations with 100 replicates were performed to predict the time when the upper limit of the 95% confidence interval of milk concentrations was below the tolerance. All animals were healthy throughout the study with normal appetite and milk production levels, and with mild-moderate injection-site reactions that diminished by the end of the study. The measured data showed that milk concentrations of the marker residue of tulathromycin were below the limit of detection (LOD = 1.8 ng/ml) 39 days after the second injection. A 2-compartment model with milk as an excretory compartment best described tulathromycin plasma and CP-60,300 milk pharmacokinetic data. The model-predicted data correlated with the measured data very well. The NLME-PK model estimated that tulathromycin plasma concentrations were below LOD (1.2 ng/ml) 43 days after a single injection, and 62 days after the second injection with a 95% confidence. These estimated times are much longer than the current meat withdrawal time recommendation of 18 days for tulathromycin in non-lactating cattle. The results suggest that twice subcutaneous injections of 2.5 mg/kg tulathromycin are a clinically

  16. Translational mixed-effects PKPD modelling of recombinant human growth hormone - from hypophysectomized rat to patients

    DEFF Research Database (Denmark)

    Thorsted, A; Thygesen, P; Agersø, H;

    2016-01-01

    BACKGROUND AND PURPOSE: We aimed to develop a mechanistic mixed-effects pharmacokinetic (PK)-pharmacodynamic (PD) (PKPD) model for recombinant human growth hormone (rhGH) in hypophysectomized rats and to predict the human PKPD relationship. EXPERIMENTAL APPROACH: A non-linear mixed-effects model...

  17. A Second-Order Conditionally Linear Mixed Effects Model with Observed and Latent Variable Covariates

    Science.gov (United States)

    Harring, Jeffrey R.; Kohli, Nidhi; Silverman, Rebecca D.; Speece, Deborah L.

    2012-01-01

    A conditionally linear mixed effects model is an appropriate framework for investigating nonlinear change in a continuous latent variable that is repeatedly measured over time. The efficacy of the model is that it allows parameters that enter the specified nonlinear time-response function to be stochastic, whereas those parameters that enter in a…

  18. A Mixed Effects Randomized Item Response Model

    Science.gov (United States)

    Fox, J.-P.; Wyrick, Cheryl

    2008-01-01

    The randomized response technique ensures that individual item responses, denoted as true item responses, are randomized before observing them and so-called randomized item responses are observed. A relationship is specified between randomized item response data and true item response data. True item response data are modeled with a (non)linear…

  19. Longitudinal mixed-effects models for latent cognitive function

    NARCIS (Netherlands)

    Hout, van den Ardo; Fox, Jean-Paul; Muniz-Terrera, Graciela

    2015-01-01

    A mixed-effects regression model with a bent-cable change-point predictor is formulated to describe potential decline of cognitive function over time in the older population. For the individual trajectories, cognitive function is considered to be a latent variable measured through an item response t

  20. Mixed-effects Gaussian process functional regression models with application to dose-response curve prediction.

    Science.gov (United States)

    Shi, J Q; Wang, B; Will, E J; West, R M

    2012-11-20

    We propose a new semiparametric model for functional regression analysis, combining a parametric mixed-effects model with a nonparametric Gaussian process regression model, namely a mixed-effects Gaussian process functional regression model. The parametric component can provide explanatory information between the response and the covariates, whereas the nonparametric component can add nonlinearity. We can model the mean and covariance structures simultaneously, combining the information borrowed from other subjects with the information collected from each individual subject. We apply the model to dose-response curves that describe changes in the responses of subjects for differing levels of the dose of a drug or agent and have a wide application in many areas. We illustrate the method for the management of renal anaemia. An individual dose-response curve is improved when more information is included by this mechanism from the subject/patient over time, enabling a patient-specific treatment regime.

  1. Comparative pharmacokinetic analysis based on nonlinear mixed effect model%基于非线性混合效应模型的比较药动学分析方法研究

    Institute of Scientific and Technical Information of China (English)

    李禄金; 李宪星; 许羚; 吕映华; 陈君超; 郑青山

    2011-01-01

    比较药动学研究贯穿药物研发的整个阶段,通过求算个体药动学参数,推测各处理因素间AUC、Cmax比值的90%置信区间,然后与事先设定的等效区间进行比较,最终判断各处理因素间是否等效,为用药剂量的合理调整提供依据.然而,很多比较药动学研究为稀疏采样设计,传统的统计矩法很难对个体药动学参数进行估计,此时需要借助群体药动学的计算方法,利用非线性混合效应模型进行计算.本研究在密集采样设计比较药动学研究实例基础之上,模拟稀疏采样过程,对稀疏数据采用非线性混合效应模型分析,原密集数据采用统计矩法分析,通过Bootstrap法1000次重复抽样,最终比较两种方法所得参数的90%置信区间.结果表明非线性混合效应模型对稀疏数据处理结果可靠,与统计矩法计算结果一致,为此类比较药动学研究提供了参考.%Comparative pharmacokinetic (PK) analysis is often carried out throughout the entire period of drug development the common approach for the assessment of pharmacokinetics between different treatments requires that the individual PK parameters, which employs estimation of 90% confidence intervals for the ratio of average parameters, such as AUC and Cmax, these 90% confidence intervals then need to be compared with the pre-specified equivalent interval, and last we determine whether the two treatments are equivalent. Unfortunately in many clinical circumstances. some or even all of the individuals can only be sparsely sampled, making the individual evaluation difficult by the conventional non-compartmental analysis. In such cases, nonlinear mixed effect model (NONMEM) could be applied to analyze the sparse data. In this article, we simulated a sparsety sampling design trial based on the dense sampling data from a truly comparative PK study. The sparse data were analyzed with NONMEM method, and the original dense data were analyzed with non

  2. Translational mixed-effects PKPD modelling of recombinant human growth hormone - from hypophysectomized rat to patients

    DEFF Research Database (Denmark)

    Thorsted, Anders; Thygesen, Peter; Agersø, Henrik

    2016-01-01

    BACKGROUND AND PURPOSE: We aimed to develop a mechanistic mixed-effects pharmacokinetic (PK)-pharmacodynamic (PD) (PKPD) model for recombinant human growth hormone (rhGH) in hypophysectomized rats and to predict the human PKPD relationship. EXPERIMENTAL APPROACH: A non-linear mixed-effects model...... was developed from experimental PKPD studies of rhGH and effects of long-term treatment as measured by insulin-like growth factor 1 (IGF-1) and bodyweight gain in rats. Modelled parameter values were scaled to human values using the allometric approach with fixed exponents for PKs and unscaled for PDs...... a clinically relevant biomarker, IGF-1, to a primary clinical end-point, growth/bodyweight gain. Scaling of the model parameters provided robust predictions of the human PKPD in growth hormone-deficient patients including variability....

  3. Kinetic mixing effect in the 3 -3 -1 -1 model

    Science.gov (United States)

    Dong, P. V.; Si, D. T.

    2016-06-01

    We show that the mixing effect of the neutral gauge bosons in the 3 -3 -1 -1 model comes from two sources. The first one is due to the 3 -3 -1 -1 gauge symmetry breaking as usual, whereas the second one results from the kinetic mixing between the gauge bosons of U (1 )X and U (1 )N groups, which are used to determine the electric charge and baryon minus lepton numbers, respectively. Such mixings modify the ρ -parameter and the known couplings of Z with fermions. The constraints that arise from flavor-changing neutral currents due to the gauge boson mixings and nonuniversal fermion generations are also given.

  4. A multivariate nonlinear mixed effects method for analyzing energy partitioning in growing pigs

    DEFF Research Database (Denmark)

    Strathe, Anders Bjerring; Danfær, Allan Christian; Chwalibog, André

    2010-01-01

    Simultaneous equations have become increasingly popular for describing the effects of nutrition on the utilization of ME for protein (PD) and lipid deposition (LD) in animals. The study developed a multivariate nonlinear mixed effects (MNLME) framework and compared it with an alternative method...... for estimating parameters in simultaneous equations that described energy metabolism in growing pigs, and then proposed new PD and LD equations. The general statistical framework was implemented in the NLMIXED procedure in SAS. Alternative PD and LD equations were also developed, which assumed...... that the instantaneous response curve of an animal to varying energy supply followed the law of diminishing returns behavior. The Michaelis-Menten function was adopted to represent a biological relationship in which the affinity constant (k) represented the sensitivity of PD to ME above maintenance. The approach...

  5. Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

    Science.gov (United States)

    Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

    2014-12-01

    D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase

  6. Modelling subject-specific childhood growth using linear mixed-effect models with cubic regression splines.

    Science.gov (United States)

    Grajeda, Laura M; Ivanescu, Andrada; Saito, Mayuko; Crainiceanu, Ciprian; Jaganath, Devan; Gilman, Robert H; Crabtree, Jean E; Kelleher, Dermott; Cabrera, Lilia; Cama, Vitaliano; Checkley, William

    2016-01-01

    Childhood growth is a cornerstone of pediatric research. Statistical models need to consider individual trajectories to adequately describe growth outcomes. Specifically, well-defined longitudinal models are essential to characterize both population and subject-specific growth. Linear mixed-effect models with cubic regression splines can account for the nonlinearity of growth curves and provide reasonable estimators of population and subject-specific growth, velocity and acceleration. We provide a stepwise approach that builds from simple to complex models, and account for the intrinsic complexity of the data. We start with standard cubic splines regression models and build up to a model that includes subject-specific random intercepts and slopes and residual autocorrelation. We then compared cubic regression splines vis-à-vis linear piecewise splines, and with varying number of knots and positions. Statistical code is provided to ensure reproducibility and improve dissemination of methods. Models are applied to longitudinal height measurements in a cohort of 215 Peruvian children followed from birth until their fourth year of life. Unexplained variability, as measured by the variance of the regression model, was reduced from 7.34 when using ordinary least squares to 0.81 (p linear mixed-effect models with random slopes and a first order continuous autoregressive error term. There was substantial heterogeneity in both the intercept (p linear regression equation for both estimation and prediction of population- and individual-level growth in height. We show that cubic regression splines are superior to linear regression splines for the case of a small number of knots in both estimation and prediction with the full linear mixed effect model (AIC 19,352 vs. 19,598, respectively). While the regression parameters are more complex to interpret in the former, we argue that inference for any problem depends more on the estimated curve or differences in curves rather

  7. REGRESSION ANALYSIS OF PRODUCTIVITY USING MIXED EFFECT MODEL

    Directory of Open Access Journals (Sweden)

    Siana Halim

    2007-01-01

    Full Text Available Production plants of a company are located in several areas that spread across Middle and East Java. As the production process employs mostly manpower, we suspected that each location has different characteristics affecting the productivity. Thus, the production data may have a spatial and hierarchical structure. For fitting a linear regression using the ordinary techniques, we are required to make some assumptions about the nature of the residuals i.e. independent, identically and normally distributed. However, these assumptions were rarely fulfilled especially for data that have a spatial and hierarchical structure. We worked out the problem using mixed effect model. This paper discusses the model construction of productivity and several characteristics in the production line by taking location as a random effect. The simple model with high utility that satisfies the necessary regression assumptions was built using a free statistic software R version 2.6.1.

  8. Latent Fundamentals Arbitrage with a Mixed Effects Factor Model

    Directory of Open Access Journals (Sweden)

    Andrei Salem Gonçalves

    2012-09-01

    Full Text Available We propose a single-factor mixed effects panel data model to create an arbitrage portfolio that identifies differences in firm-level latent fundamentals. Furthermore, we show that even though the characteristics that affect returns are unknown variables, it is possible to identify the strength of the combination of these latent fundamentals for each stock by following a simple approach using historical data. As a result, a trading strategy that bought the stocks with the best fundamentals (strong fundamentals portfolio and sold the stocks with the worst ones (weak fundamentals portfolio realized significant risk-adjusted returns in the U.S. market for the period between July 1986 and June 2008. To ensure robustness, we performed sub period and seasonal analyses and adjusted for trading costs and we found further empirical evidence that using a simple investment rule, that identified these latent fundamentals from the structure of past returns, can lead to profit.

  9. Non-linear mixed-effects modeling for photosynhetic response of Rosa hybrida L. under elevated CO2 in greenhouses - short communication

    DEFF Research Database (Denmark)

    Ozturk, I.; Ottosen, C.O.; Ritz, Christian

    2011-01-01

    conditions. Leaf gas exchanges were measured at 11 light intensities from 0 to 1,400 µmol/m2s, at 800 ppm CO2, 25°C, and 65 ± 5% relative humidity. In order to describe the data corresponding to diff erent measurement dates, the non-linear mixed-eff ects regression analysis was used. Th e model successfully...... described the photosynthetic responses. Th e analysis indicated signifi cant diff erences in light saturated photosynthetic rates and in light compensation points. Th e cultivar with the lower light compensation points (Escimo) maintained a higher carbon gain despite its lower (but not-signifi cant) quantum...... effi ciency. Th e results suggested acclimation response, as carbon assimilation rates and stomatal conductance at each measurement date were higher for Escimo than Mercedes. Diff erences in photosynthesis rates were attributed to the adaptive capacity of the cultivars to light conditions at a specifi...

  10. Non-linear mixed-effects modeling for photosynthetic response of Rosa hybrida L. under elevated CO2 in greenhouses - Short communication

    DEFF Research Database (Denmark)

    Öztürk, I.; Ottosen, C.O.; Ritz, C.

    2011-01-01

    conditions. Leaf gas exchanges were measured at 11 light intensities from 0 to 1,400 μmol/m2s, at 800 ppm CO2, 25°C, and 65 ± 5% relative humidity. In order to describe the data corresponding to diff erent measurement dates, the non-linear mixed-eff ects regression analysis was used. Th e model successfully...... described the photosynthetic responses. Th e analysis indicated signifi cant diff erences in light saturated photosynthetic rates and in light compensation points. Th e cultivar with the lower light compensation points (Escimo) maintained a higher carbon gain despite its lower (but not-signifi cant) quantum...... effi ciency. Th e results suggested acclimation response, as carbon assimilation rates and stomatal conductance at each measurement date were higher for Escimo than Mercedes. Diff erences in photosynthesis rates were attributed to the adaptive capacity of the cultivars to light conditions at a specifi...

  11. Estimating nonlinear mixing effects for arid vegetation scenes with MISR channels and observation directions

    Energy Technology Data Exchange (ETDEWEB)

    Villeneuve, P.V.; Gerstl, S.A. [Los Alamos National Lab., NM (United States); Asner, G.P. [Univ. of Colorado, Boulder, CO (United States)

    1998-12-01

    A Monte-Carlo ray-trace model has been applied to simulated sparse vegetation desert canopies in an effort to quantify the spectral mixing (both linear and nonlinear) occurring as a result of radiative interactions between vegetation and soil. This work is of interest as NASA is preparing to launch new instruments such as MISR and MODIS. MISR will observe each ground pixel from nine different directions in three visible channels and one near-infrared channel. It is desired to study angular variations in spectral mixing by quantifying the amount of nonlinear spectral mixing occurring in the MISR observing directions.

  12. A Mixed-Effects Model with Different Strategies for Modeling Volume in Cunninghamia lanceolata Plantations.

    Directory of Open Access Journals (Sweden)

    Mei Guangyi

    Full Text Available A systematic evaluation of nonlinear mixed-effect taper models for volume prediction was performed. Of 21 taper equations with fewer than 5 parameters each, the best 4-parameter fixed-effect model according to fitting statistics was then modified by comparing its values for the parameters total height (H, diameter at breast height (DBH, and aboveground height (h to modeling data. Seven alternative prediction strategies were compared using the best new equation in the absence of calibration data, which is often unavailable in forestry practice. The results of this study suggest that because calibration may sometimes be a realistic option, though it is rarely used in practical applications, one of the best strategies for improving the accuracy of volume prediction is the strategy with 7 calculated total heights of 3, 6 and 9 trees in the largest, smallest and medium-size categories, respectively. We cannot use the average trees or dominant trees for calculating the random parameter for further predictions. The method described here will allow the user to make the best choices of taper type and the best random-effect calculated strategy for each practical application and situation at tree level.

  13. A Mixed-Effects Model with Different Strategies for Modeling Volume in Cunninghamia lanceolata Plantations.

    Science.gov (United States)

    Guangyi, Mei; Yujun, Sun; Hao, Xu; de-Miguel, Sergio

    2015-01-01

    A systematic evaluation of nonlinear mixed-effect taper models for volume prediction was performed. Of 21 taper equations with fewer than 5 parameters each, the best 4-parameter fixed-effect model according to fitting statistics was then modified by comparing its values for the parameters total height (H), diameter at breast height (DBH), and aboveground height (h) to modeling data. Seven alternative prediction strategies were compared using the best new equation in the absence of calibration data, which is often unavailable in forestry practice. The results of this study suggest that because calibration may sometimes be a realistic option, though it is rarely used in practical applications, one of the best strategies for improving the accuracy of volume prediction is the strategy with 7 calculated total heights of 3, 6 and 9 trees in the largest, smallest and medium-size categories, respectively. We cannot use the average trees or dominant trees for calculating the random parameter for further predictions. The method described here will allow the user to make the best choices of taper type and the best random-effect calculated strategy for each practical application and situation at tree level.

  14. A framework for meta-analysis of veterinary drug pharmacokinetic data using mixed effect modeling.

    Science.gov (United States)

    Li, Mengjie; Gehring, Ronette; Lin, Zhoumeng; Riviere, Jim

    2015-04-01

    Combining data from available studies is a useful approach to interpret the overwhelming amount of data generated in medical research from multiple studies. Paradoxically, in veterinary medicine, lack of data requires integrating available data to make meaningful population inferences. Nonlinear mixed-effects modeling is a useful tool to apply meta-analysis to diverse pharmacokinetic (PK) studies of veterinary drugs. This review provides a summary of the characteristics of PK data of veterinary drugs and how integration of these data may differ from human PK studies. The limits of meta-analysis include the sophistication of data mining, and generation of misleading results caused by biased or poor quality data. The overriding strength of meta-analysis applied to this field is that robust statistical analysis of the diverse sparse data sets inherent to veterinary medicine applications can be accomplished, thereby allowing population inferences to be made.

  15. Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

    Science.gov (United States)

    Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

    2015-05-01

    Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

  16. Functional-mixed effects models for candidate genetic mapping in imaging genetic studies.

    Science.gov (United States)

    Lin, Ja-An; Zhu, Hongtu; Mihye, Ahn; Sun, Wei; Ibrahim, Joseph G

    2014-12-01

    The aim of this paper is to develop a functional-mixed effects modeling (FMEM) framework for the joint analysis of high-dimensional imaging data in a large number of locations (called voxels) of a three-dimensional volume with a set of genetic markers and clinical covariates. Our FMEM is extremely useful for efficiently carrying out the candidate gene approaches in imaging genetic studies. FMEM consists of two novel components including a mixed effects model for modeling nonlinear genetic effects on imaging phenotypes by introducing the genetic random effects at each voxel and a jumping surface model for modeling the variance components of the genetic random effects and fixed effects as piecewise smooth functions of the voxels. Moreover, FMEM naturally accommodates the correlation structure of the genetic markers at each voxel, while the jumping surface model explicitly incorporates the intrinsically spatial smoothness of the imaging data. We propose a novel two-stage adaptive smoothing procedure to spatially estimate the piecewise smooth functions, particularly the irregular functional genetic variance components, while preserving their edges among different piecewise-smooth regions. We develop weighted likelihood ratio tests and derive their exact approximations to test the effect of the genetic markers across voxels. Simulation studies show that FMEM significantly outperforms voxel-wise approaches in terms of higher sensitivity and specificity to identify regions of interest for carrying out candidate genetic mapping in imaging genetic studies. Finally, FMEM is used to identify brain regions affected by three candidate genes including CR1, CD2AP, and PICALM, thereby hoping to shed light on the pathological interactions between these candidate genes and brain structure and function.

  17. robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models

    Directory of Open Access Journals (Sweden)

    Manuel Koller

    2016-12-01

    Full Text Available As any real-life data, data modeled by linear mixed-effects models often contain outliers or other contamination. Even little contamination can drive the classic estimates far away from what they would be without the contamination. At the same time, datasets that require mixed-effects modeling are often complex and large. This makes it difficult to spot contamination. Robust estimation methods aim to solve both problems: to provide estimates where contamination has only little influence and to detect and flag contamination. We introduce an R package, robustlmm, to robustly fit linear mixed-effects models. The package's functions and methods are designed to closely equal those offered by lme4, the R package that implements classic linear mixed-effects model estimation in R. The robust estimation method in robustlmm is based on the random effects contamination model and the central contamination model. Contamination can be detected at all levels of the data. The estimation method does not make any assumption on the data's grouping structure except that the model parameters are estimable. robustlmm supports hierarchical and non-hierarchical (e.g., crossed grouping structures. The robustness of the estimates and their asymptotic efficiency is fully controlled through the function interface. Individual parts (e.g., fixed effects and variance components can be tuned independently. In this tutorial, we show how to fit robust linear mixed-effects models using robustlmm, how to assess the model fit, how to detect outliers, and how to compare different fits.

  18. Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models.

    Science.gov (United States)

    Bello, Nora M; Steibel, Juan P; Tempelman, Robert J

    2010-06-01

    Bivariate mixed effects models are often used to jointly infer upon covariance matrices for both random effects (u) and residuals (e) between two different phenotypes in order to investigate the architecture of their relationship. However, these (co)variances themselves may additionally depend upon covariates as well as additional sets of exchangeable random effects that facilitate borrowing of strength across a large number of clusters. We propose a hierarchical Bayesian extension of the classical bivariate mixed effects model by embedding additional levels of mixed effects modeling of reparameterizations of u-level and e-level (co)variances between two traits. These parameters are based upon a recently popularized square-root-free Cholesky decomposition and are readily interpretable, each conveniently facilitating a generalized linear model characterization. Using Markov Chain Monte Carlo methods, we validate our model based on a simulation study and apply it to a joint analysis of milk yield and calving interval phenotypes in Michigan dairy cows. This analysis indicates that the e-level relationship between the two traits is highly heterogeneous across herds and depends upon systematic herd management factors.

  19. Interspecies mixed-effect pharmacokinetic modeling of penicillin G in cattle and swine.

    Science.gov (United States)

    Li, Mengjie; Gehring, Ronette; Tell, Lisa; Baynes, Ronald; Huang, Qingbiao; Riviere, Jim E

    2014-08-01

    Extralabel drug use of penicillin G in food-producing animals may cause an excess of residues in tissue which will have the potential to damage human health. Of all the antibiotics, penicillin G may have the greatest potential for producing allergic responses to the consumer of food animal products. There are, however, no population pharmacokinetic studies of penicillin G for food animals. The objective of this study was to develop a population pharmacokinetic model to describe the time-concentration data profile of penicillin G across two species. Data were collected from previously published pharmacokinetic studies in which several formulations of penicillin G were administered to diverse populations of cattle and swine. Liver, kidney, and muscle residue data were also used in this study. Compartmental models with first-order absorption and elimination were fit to plasma and tissue concentrations using a nonlinear mixed-effect modeling approach. A 3-compartment model with extra tissue compartments was selected to describe the pharmacokinetics of penicillin G. Typical population parameter estimates (interindividual variability) were central volumes of distribution of 3.45 liters (12%) and 3.05 liters (8.8%) and central clearance of 105 liters/h (32%) and 16.9 liters/h (14%) for cattle and swine, respectively, with peripheral clearance of 24.8 liters/h (13%) and 9.65 liters/h (23%) for cattle and 13.7 liters/h (85%) and 0.52 liters/h (40%) for swine. Body weight and age were the covariates in the final pharmacokinetic models. This study established a robust model of penicillin for a large and diverse population of food-producing animals which could be applied to other antibiotics and species in future analyses.

  20. Interspecies Mixed-Effect Pharmacokinetic Modeling of Penicillin G in Cattle and Swine

    Science.gov (United States)

    Li, Mengjie; Gehring, Ronette; Tell, Lisa; Baynes, Ronald; Huang, Qingbiao

    2014-01-01

    Extralabel drug use of penicillin G in food-producing animals may cause an excess of residues in tissue which will have the potential to damage human health. Of all the antibiotics, penicillin G may have the greatest potential for producing allergic responses to the consumer of food animal products. There are, however, no population pharmacokinetic studies of penicillin G for food animals. The objective of this study was to develop a population pharmacokinetic model to describe the time-concentration data profile of penicillin G across two species. Data were collected from previously published pharmacokinetic studies in which several formulations of penicillin G were administered to diverse populations of cattle and swine. Liver, kidney, and muscle residue data were also used in this study. Compartmental models with first-order absorption and elimination were fit to plasma and tissue concentrations using a nonlinear mixed-effect modeling approach. A 3-compartment model with extra tissue compartments was selected to describe the pharmacokinetics of penicillin G. Typical population parameter estimates (interindividual variability) were central volumes of distribution of 3.45 liters (12%) and 3.05 liters (8.8%) and central clearance of 105 liters/h (32%) and 16.9 liters/h (14%) for cattle and swine, respectively, with peripheral clearance of 24.8 liters/h (13%) and 9.65 liters/h (23%) for cattle and 13.7 liters/h (85%) and 0.52 liters/h (40%) for swine. Body weight and age were the covariates in the final pharmacokinetic models. This study established a robust model of penicillin for a large and diverse population of food-producing animals which could be applied to other antibiotics and species in future analyses. PMID:24867969

  1. The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

    Energy Technology Data Exchange (ETDEWEB)

    Rupšys, P. [Aleksandras Stulginskis University, Studenų g. 11, Akademija, Kaunas district, LT – 53361 Lithuania (Lithuania)

    2015-10-28

    A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

  2. The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

    Science.gov (United States)

    Rupšys, P.

    2015-10-01

    A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

  3. Mixed-effects state-space models for analysis of longitudinal dynamic systems.

    Science.gov (United States)

    Liu, Dacheng; Lu, Tao; Niu, Xu-Feng; Wu, Hulin

    2011-06-01

    The rapid development of new biotechnologies allows us to deeply understand biomedical dynamic systems in more detail and at a cellular level. Many of the subject-specific biomedical systems can be described by a set of differential or difference equations that are similar to engineering dynamic systems. In this article, motivated by HIV dynamic studies, we propose a class of mixed-effects state-space models based on the longitudinal feature of dynamic systems. State-space models with mixed-effects components are very flexible in modeling the serial correlation of within-subject observations and between-subject variations. The Bayesian approach and the maximum likelihood method for standard mixed-effects models and state-space models are modified and investigated for estimating unknown parameters in the proposed models. In the Bayesian approach, full conditional distributions are derived and the Gibbs sampler is constructed to explore the posterior distributions. For the maximum likelihood method, we develop a Monte Carlo EM algorithm with a Gibbs sampler step to approximate the conditional expectations in the E-step. Simulation studies are conducted to compare the two proposed methods. We apply the mixed-effects state-space model to a data set from an AIDS clinical trial to illustrate the proposed methodologies. The proposed models and methods may also have potential applications in other biomedical system analyses such as tumor dynamics in cancer research and genetic regulatory network modeling. © 2010, The International Biometric Society.

  4. Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

    Science.gov (United States)

    Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

    2009-06-01

    The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

  5. Extending the linear model with R generalized linear, mixed effects and nonparametric regression models

    CERN Document Server

    Faraway, Julian J

    2005-01-01

    Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...

  6. Review of: Mixed Effects Models and Extensions in Ecology with R

    OpenAIRE

    Royle, J. Andrew

    2013-01-01

    This is a review of the book "Mixed Effects Models and Extensions in Ecology with R" by Zuur, Ieno, Walker, Saveliev and Smith (2009, Springer). I was asked to review this book for The American Statistician in 2010. After I wrote the review, the invitation was revoked. This is the review.

  7. Mixed effect models for predicting breast height diameter from stump diameter of Oriental beech in Göldağ

    Directory of Open Access Journals (Sweden)

    Ilker Ercanli

    2015-06-01

    Full Text Available Diameter at breast height (DBH is the simplest, most common and most important tree dimension in forest inventory and is closely correlated with wood volume, height and biomass. In this study, a number of linear and nonlinear models predicting diameter at breast height from stump diameter were developed and evaluated for Oriental beech (Fagus orientalisLipsky stands located in the forest region of Ayancık, in the northeast of Turkey. A set of 1,501 pairs of diameter at breast height-stump measurements, originating from 70 sample plots of even-aged Oriental beech stands, were used in this study. About 80 % of the otal data (1,160 trees in 55 sample plots was used to fit a number of linear and nonlinear model parameters; the remaining 341 trees in 15 sample plots were randomly reserved for model validation and calibration response. The power model data set was found to produce the most satisfactory fits with the Adjusted Coefficient of Determination, R2adj (0.990, Root Mean Square Error, RMSE (1.25, Akaike’s Information Criterion, AIC (3820.5, Schwarz’s Bayesian Information Criterion, BIC (3837.2, and Absolute Bias (1.25. The nonlinear mixed-effect modeling approach for power model with R2adj(0.993, AIC (3598, BIC (3610.1, Absolute Bias (0.73 and RMSE (1.04 provided much better fitting and precise predictions for DBH from stump diameter than the conventional nonlinear fixed effect model structures for this model. The calibration response including tree DBH and stump diameter measurements of the four largest trees in a calibrated sample plot in calibration produced the highest Bias, -5.31 %, and RMSE, -6.30 %, the greatest reduction percentage.

  8. Mixed-Effects State Space Models for Analysis of Longitudinal Dynamic Systems

    OpenAIRE

    Liu, Dacheng; Lu, Tao; Niu, Xu-Feng; Wu, Hulin

    2010-01-01

    The rapid development of new biotechnologies allows us to deeply understand biomedical dynamic systems in more detail and at a cellular level. Many of the subject-specific biomedical systems can be described by a set of differential or difference equations which are similar to engineering dynamic systems. In this paper, motivated by HIV dynamic studies, we propose a class of mixed-effects state space models based on the longitudinal feature of dynamic systems. State space models with mixed-ef...

  9. Stochastic Mixed-Effects Parameters Bertalanffy Process, with Applications to Tree Crown Width Modeling

    Directory of Open Access Journals (Sweden)

    Petras Rupšys

    2015-01-01

    Full Text Available A stochastic modeling approach based on the Bertalanffy law gained interest due to its ability to produce more accurate results than the deterministic approaches. We examine tree crown width dynamic with the Bertalanffy type stochastic differential equation (SDE and mixed-effects parameters. In this study, we demonstrate how this simple model can be used to calculate predictions of crown width. We propose a parameter estimation method and computational guidelines. The primary goal of the study was to estimate the parameters by considering discrete sampling of the diameter at breast height and crown width and by using maximum likelihood procedure. Performance statistics for the crown width equation include statistical indexes and analysis of residuals. We use data provided by the Lithuanian National Forest Inventory from Scots pine trees to illustrate issues of our modeling technique. Comparison of the predicted crown width values of mixed-effects parameters model with those obtained using fixed-effects parameters model demonstrates the predictive power of the stochastic differential equations model with mixed-effects parameters. All results were implemented in a symbolic algebra system MAPLE.

  10. Estimating nonlinear models

    Science.gov (United States)

    Billings, S. A.

    1988-03-01

    Time and frequency domain identification methods for nonlinear systems are reviewed. Parametric methods, prediction error methods, structure detection, model validation, and experiment design are discussed. Identification of a liquid level system, a heat exchanger, and a turbocharge automotive diesel engine are illustrated. Rational models are introduced. Spectral analysis for nonlinear systems is treated. Recursive estimation is mentioned.

  11. High Dimensional ODEs Coupled with Mixed-Effects Modeling Techniques for Dynamic Gene Regulatory Network Identification.

    Science.gov (United States)

    Lu, Tao; Liang, Hua; Li, Hongzhe; Wu, Hulin

    2011-01-01

    Gene regulation is a complicated process. The interaction of many genes and their products forms an intricate biological network. Identification of this dynamic network will help us understand the biological process in a systematic way. However, the construction of such a dynamic network is very challenging for a high-dimensional system. In this article we propose to use a set of ordinary differential equations (ODE), coupled with dimensional reduction by clustering and mixed-effects modeling techniques, to model the dynamic gene regulatory network (GRN). The ODE models allow us to quantify both positive and negative gene regulations as well as feedback effects of one set of genes in a functional module on the dynamic expression changes of the genes in another functional module, which results in a directed graph network. A five-step procedure, Clustering, Smoothing, regulation Identification, parameter Estimates refining and Function enrichment analysis (CSIEF) is developed to identify the ODE-based dynamic GRN. In the proposed CSIEF procedure, a series of cutting-edge statistical methods and techniques are employed, that include non-parametric mixed-effects models with a mixture distribution for clustering, nonparametric mixed-effects smoothing-based methods for ODE models, the smoothly clipped absolute deviation (SCAD)-based variable selection, and stochastic approximation EM (SAEM) approach for mixed-effects ODE model parameter estimation. The key step, the SCAD-based variable selection of the proposed procedure is justified by investigating its asymptotic properties and validated by Monte Carlo simulations. We apply the proposed method to identify the dynamic GRN for yeast cell cycle progression data. We are able to annotate the identified modules through function enrichment analyses. Some interesting biological findings are discussed. The proposed procedure is a promising tool for constructing a general dynamic GRN and more complicated dynamic networks.

  12. Empirical Likelihood for Mixed-effects Error-in-variables Model

    Institute of Scientific and Technical Information of China (English)

    Qiu-hua Chen; Ping-shou Zhong; Heng-jian Cui

    2009-01-01

    This paper mainly introduces the method of empirical likelihood and its applications on two dif-ferent models.We discuss the empirical likelihood inference on fixed-effect parameter in mixed-effects model with error-in-variables.We first consider a linear mixed-effects model with measurement errors in both fixed and random effects.We construct the empirical likelihood confidence regions for the fixed-effects parameters and the mean parameters of random-effects.The limiting distribution of the empirical log likelihood ratio at the true parameter is χ2p+q,where p,q are dimension of fixed and random effects respectively.Then we discuss empirical likelihood inference in a semi-linear error-in-variable mixed-effects model.Under certain conditions,it is shown that the empirical log likelihood ratio at the true parameter also converges to χ2p+q.Simulations illustrate that the proposed confidence region has a coverage probability more closer to the nominal level than normal approximation based confidence region.

  13. A brief introduction to regression designs and mixed-effects modelling by a recent convert

    OpenAIRE

    Balling, Laura Winther

    2008-01-01

    This article discusses the advantages of multiple regression designs over the factorial designs traditionally used in many psycholinguistic experiments. It is shown that regression designs are typically more informative, statistically more powerful and better suited to the analysis of naturalistic tasks. The advantages of including both fixed and random effects are demonstrated with reference to linear mixed-effects models, and problems of collinearity, variable distribution and variable sele...

  14. On testing an unspecified function through a linear mixed effects model with multiple variance components.

    Science.gov (United States)

    Wang, Yuanjia; Chen, Huaihou

    2012-12-01

    We examine a generalized F-test of a nonparametric function through penalized splines and a linear mixed effects model representation. With a mixed effects model representation of penalized splines, we imbed the test of an unspecified function into a test of some fixed effects and a variance component in a linear mixed effects model with nuisance variance components under the null. The procedure can be used to test a nonparametric function or varying-coefficient with clustered data, compare two spline functions, test the significance of an unspecified function in an additive model with multiple components, and test a row or a column effect in a two-way analysis of variance model. Through a spectral decomposition of the residual sum of squares, we provide a fast algorithm for computing the null distribution of the test, which significantly improves the computational efficiency over bootstrap. The spectral representation reveals a connection between the likelihood ratio test (LRT) in a multiple variance components model and a single component model. We examine our methods through simulations, where we show that the power of the generalized F-test may be higher than the LRT, depending on the hypothesis of interest and the true model under the alternative. We apply these methods to compute the genome-wide critical value and p-value of a genetic association test in a genome-wide association study (GWAS), where the usual bootstrap is computationally intensive (up to 10(8) simulations) and asymptotic approximation may be unreliable and conservative. © 2012, The International Biometric Society.

  15. Marginal and mixed-effects models in the analysis of human papillomavirus natural history data.

    Science.gov (United States)

    Xue, Xiaonan; Gange, Stephen J; Zhong, Ye; Burk, Robert D; Minkoff, Howard; Massad, L Stewart; Watts, D Heather; Kuniholm, Mark H; Anastos, Kathryn; Levine, Alexandra M; Fazzari, Melissa; D'Souza, Gypsyamber; Plankey, Michael; Palefsky, Joel M; Strickler, Howard D

    2010-01-01

    Human papillomavirus (HPV) natural history has several characteristics that, at least from a statistical perspective, are not often encountered elsewhere in infectious disease and cancer research. There are, for example, multiple HPV types, and infection by each HPV type may be considered separate events. Although concurrent infections are common, the prevalence, incidence, and duration/persistence of each individual HPV can be separately measured. However, repeated measures involving the same subject tend to be correlated. The probability of detecting any given HPV type, for example, is greater among individuals who are currently positive for at least one other HPV type. Serial testing for HPV over time represents a second form of repeated measures. Statistical inferences that fail to take these correlations into account would be invalid. However, methods that do not use all the data would be inefficient. Marginal and mixed-effects models can address these issues but are not frequently used in HPV research. The current study provides an overview of these methods and then uses HPV data from a cohort of HIV-positive women to illustrate how they may be applied, and compare their results. The findings show the greater efficiency of these models compared with standard logistic regression and Cox models. Because mixed-effects models estimate subject-specific associations, they sometimes gave much higher effect estimates than marginal models, which estimate population-averaged associations. Overall, the results show that marginal and mixed-effects models are efficient for studying HPV natural history, but also highlight the importance of understanding how these models differ.

  16. FMEM: functional mixed effects modeling for the analysis of longitudinal white matter Tract data.

    Science.gov (United States)

    Yuan, Ying; Gilmore, John H; Geng, Xiujuan; Martin, Styner; Chen, Kehui; Wang, Jane-ling; Zhu, Hongtu

    2014-01-01

    Many longitudinal imaging studies have collected repeated diffusion tensor magnetic resonance imaging data to understand white matter maturation and structural connectivity pattern in normal controls and diseased subjects. There is an urgent demand for the development of statistical methods for the analysis of diffusion properties along fiber tracts and clinical data obtained from longitudinal studies. Jointly analyzing repeated fiber-tract diffusion properties and covariates (e.g., age or gender) raises several major challenges including (i) infinite-dimensional functional response data, (ii) complex spatial-temporal correlation structure, and (iii) complex spatial smoothness. To address these challenges, this article is to develop a functional mixed effects modeling (FMEM) framework to delineate the dynamic changes of diffusion properties along major fiber tracts and their association with a set of covariates of interest and the structure of the variability of these white matter tract properties in various longitudinal studies. Our FMEM consists of a functional mixed effects model for addressing all three challenges, an efficient method for spatially smoothing varying coefficient functions, an estimation method for estimating the spatial-temporal correlation structure, a test procedure with local and global test statistics for testing hypotheses of interest associated with functional response, and a simultaneous confidence band for quantifying the uncertainty in the estimated coefficient functions. Simulated data are used to evaluate the finite sample performance of FMEM and to demonstrate that FMEM significantly outperforms the standard pointwise mixed effects modeling approach. We apply FMEM to study the spatial-temporal dynamics of white-matter fiber tracts in a clinical study of neurodevelopment.

  17. A brief introduction to regression designs and mixed-effects modelling by a recent convert

    DEFF Research Database (Denmark)

    Balling, Laura Winther

    2008-01-01

    This article discusses the advantages of multiple regression designs over the factorial designs traditionally used in many psycholinguistic experiments. It is shown that regression designs are typically more informative, statistically more powerful and better suited to the analysis of naturalistic...... tasks. The advantages of including both fixed and random effects are demonstrated with reference to linear mixed-effects models, and problems of collinearity, variable distribution and variable selection are discussed. The advantages of these techniques are exemplified in an analysis of a word...

  18. A Model for Integrating Fixed-, Random-, and Mixed-Effects Meta-Analyses into Structural Equation Modeling

    Science.gov (United States)

    Cheung, Mike W.-L.

    2008-01-01

    Meta-analysis and structural equation modeling (SEM) are two important statistical methods in the behavioral, social, and medical sciences. They are generally treated as two unrelated topics in the literature. The present article proposes a model to integrate fixed-, random-, and mixed-effects meta-analyses into the SEM framework. By applying an…

  19. Mixed effects modeling of proliferation rates in cell-based models: consequence for pharmacogenomics and cancer.

    Directory of Open Access Journals (Sweden)

    Hae Kyung Im

    2012-02-01

    Full Text Available The International HapMap project has made publicly available extensive genotypic data on a number of lymphoblastoid cell lines (LCLs. Building on this resource, many research groups have generated a large amount of phenotypic data on these cell lines to facilitate genetic studies of disease risk or drug response. However, one problem that may reduce the usefulness of these resources is the biological noise inherent to cellular phenotypes. We developed a novel method, termed Mixed Effects Model Averaging (MEM, which pools data from multiple sources and generates an intrinsic cellular growth rate phenotype. This intrinsic growth rate was estimated for each of over 500 HapMap cell lines. We then examined the association of this intrinsic growth rate with gene expression levels and found that almost 30% (2,967 out of 10,748 of the genes tested were significant with FDR less than 10%. We probed further to demonstrate evidence of a genetic effect on intrinsic growth rate by determining a significant enrichment in growth-associated genes among genes targeted by top growth-associated SNPs (as eQTLs. The estimated intrinsic growth rate as well as the strength of the association with genetic variants and gene expression traits are made publicly available through a cell-based pharmacogenomics database, PACdb. This resource should enable researchers to explore the mediating effects of proliferation rate on other phenotypes.

  20. Spatial variability in floodplain sedimentation: the use of generalized linear mixed-effects models

    Directory of Open Access Journals (Sweden)

    A. Cabezas

    2010-02-01

    Full Text Available Sediment, Total Organic Carbon (TOC and total nitrogen (TN accumulation during one overbank flood (1.15 y were examined at one reach of the Middle Ebro River (NE Spain for elucidating spatial patterns. To achieve this goal, four areas with different geomorphological features and located within the study reach were examined by using artificial grass mats. Within each area, 1 m2 study plots consisting on three pseudo-replicates were placed in a semi-regular grid oriented perpendicular to the main channel. TOC, TN and Particle-Size composition of deposited sediments were examined and accumulation rates estimated. Generalized linear mixed-effects models were used to analyze sedimentation patterns in order to handle clustered sampling units, specific-site effects and spatial self-correlation between observations. Our results confirm the importance of channel-floodplain morphology and site micro-topography in explaining sediment, TOC and TN deposition patterns, although the importance of another factors as vegetation morphology should be included in further studies to explain small scale variability. Generalized linear mixed-effect models provide a good framework to deal with the high spatial heterogeneity of this phenomenon at different spatial scales, and should be further investigated in order to explore its validity when examining the importance of factors such as flood magnitude or suspended sediment solid concentration.

  1. Implementation of multivariate linear mixed-effects models in the analysis of indoor climate performance experiments

    DEFF Research Database (Denmark)

    Jensen, Kasper Lynge; Spliid, Henrik; Toftum, Jørn

    2011-01-01

    The aim of the current study was to apply multivariate mixed-effects modeling to analyze experimental data on the relation between air quality and the performance of office work. The method estimates in one step the effect of the exposure on a multi-dimensional response variable, and yields impor....... The analysis seems superior to conventional univariate statistics and the information provided may be important for the design of performance experiments in general and for the conclusions that can be based on such studies.......The aim of the current study was to apply multivariate mixed-effects modeling to analyze experimental data on the relation between air quality and the performance of office work. The method estimates in one step the effect of the exposure on a multi-dimensional response variable, and yields...... important information on the correlation between the different dimensions of the response variable, which in this study was composed of both subjective perceptions and a two-dimensional performance task outcome. Such correlation is typically not included in the output from univariate analysis methods. Data...

  2. Spatial variability in floodplain sedimentation: the use of generalized linear mixed-effects models

    Science.gov (United States)

    Cabezas, A.; Angulo-Martínez, M.; Gonzalez-Sanchís, M.; Jimenez, J. J.; Comín, F. A.

    2010-08-01

    Sediment, Total Organic Carbon (TOC) and total nitrogen (TN) accumulation during one overbank flood (1.15 y return interval) were examined at one reach of the Middle Ebro River (NE Spain) for elucidating spatial patterns. To achieve this goal, four areas with different geomorphological features and located within the study reach were examined by using artificial grass mats. Within each area, 1 m2 study plots consisting of three pseudo-replicates were placed in a semi-regular grid oriented perpendicular to the main channel. TOC, TN and Particle-Size composition of deposited sediments were examined and accumulation rates estimated. Generalized linear mixed-effects models were used to analyze sedimentation patterns in order to handle clustered sampling units, specific-site effects and spatial self-correlation between observations. Our results confirm the importance of channel-floodplain morphology and site micro-topography in explaining sediment, TOC and TN deposition patterns, although the importance of other factors as vegetation pattern should be included in further studies to explain small-scale variability. Generalized linear mixed-effect models provide a good framework to deal with the high spatial heterogeneity of this phenomenon at different spatial scales, and should be further investigated in order to explore its validity when examining the importance of factors such as flood magnitude or suspended sediment concentration.

  3. Design and analysis of Q-RT-PCR assays for haematological malignancies using mixed effects models

    DEFF Research Database (Denmark)

    Bøgsted, Martin; Mandrup, Charlotte; Petersen, Anders;

    research use and needs qualit control for accuracy and precision. Especially the identification of experimental variations and statistical analysis has recently created discussions. The standard analytical technique is to use the Delta-Delta-Ct method. Although this method accounts for sample specific...... variations such as RNA purification, it does not account for other experimental effects as variations in cDNA synthesis, amplification efficiency and assay variations. To obtain an assessment of the accuracy and precision of the assays a novel approach for the statistical analysis of Q-RT-PCR has been...... developed based on a linear mixed effects model for factorial designs. The model consists of an analysis of variance where the variation of each fixed effect of interest and identified experimental and biological nuisance variations are split. Hereby it accounts for varying efficiency, inhomogeneous...

  4. A Bayesian based functional mixed-effects model for analysis of LC-MS data.

    Science.gov (United States)

    Befekadu, Getachew K; Tadesse, Mahlet G; Ressom, Habtom W

    2009-01-01

    A Bayesian multilevel functional mixed-effects model with group specific random-effects is presented for analysis of liquid chromatography-mass spectrometry (LC-MS) data. The proposed framework allows alignment of LC-MS spectra with respect to both retention time (RT) and mass-to-charge ratio (m/z). Affine transformations are incorporated within the model to account for any variability along the RT and m/z dimensions. Simultaneous posterior inference of all unknown parameters is accomplished via Markov chain Monte Carlo method using the Gibbs sampling algorithm. The proposed approach is computationally tractable and allows incorporating prior knowledge in the inference process. We demonstrate the applicability of our approach for alignment of LC-MS spectra based on total ion count profiles derived from two LC-MS datasets.

  5. Generalized Nonlinear Yule Models

    Science.gov (United States)

    Lansky, Petr; Polito, Federico; Sacerdote, Laura

    2016-10-01

    With the aim of considering models related to random graphs growth exhibiting persistent memory, we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macroevolution. Here the model is analyzed and interpreted in the framework of the development of networks such as the World Wide Web. Nonlinearity is introduced by replacing the linear birth process governing the growth of the in-links of each specific webpage with a fractional nonlinear birth process with completely general birth rates. Among the main results we derive the explicit distribution of the number of in-links of a webpage chosen uniformly at random recognizing the contribution to the asymptotics and the finite time correction. The mean value of the latter distribution is also calculated explicitly in the most general case. Furthermore, in order to show the usefulness of our results, we particularize them in the case of specific birth rates giving rise to a saturating behaviour, a property that is often observed in nature. The further specialization to the non-fractional case allows us to extend the Yule model accounting for a nonlinear growth.

  6. Generalized Nonlinear Yule Models

    Science.gov (United States)

    Lansky, Petr; Polito, Federico; Sacerdote, Laura

    2016-11-01

    With the aim of considering models related to random graphs growth exhibiting persistent memory, we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macroevolution. Here the model is analyzed and interpreted in the framework of the development of networks such as the World Wide Web. Nonlinearity is introduced by replacing the linear birth process governing the growth of the in-links of each specific webpage with a fractional nonlinear birth process with completely general birth rates. Among the main results we derive the explicit distribution of the number of in-links of a webpage chosen uniformly at random recognizing the contribution to the asymptotics and the finite time correction. The mean value of the latter distribution is also calculated explicitly in the most general case. Furthermore, in order to show the usefulness of our results, we particularize them in the case of specific birth rates giving rise to a saturating behaviour, a property that is often observed in nature. The further specialization to the non-fractional case allows us to extend the Yule model accounting for a nonlinear growth.

  7. Monte Carlo Likelihood Estimation of Mixed-Effects State Space Models with Application to HIV Dynamics

    Institute of Scientific and Technical Information of China (English)

    ZHOU Jie; TANG Aiping; FENG Hailin

    2016-01-01

    The statistical inference for generalized mixed-effects state space models (MESSM) are investigated when the random effects are unknown.Two filtering algorithms are designed both of which are based on mixture Kalman filter.These algorithms are particularly useful when the longitudinal measurements are sparse.The authors also propose a globally convergent algorithm for parameter estimation of MESSM which can be used to locate the initial value of parameters for local while more efficient algorithms.Simulation examples are carried out which validate the efficacy of the proposed approaches.A data set from the clinical trial is investigated and a smaller mean square error is achieved compared to the existing results in literatures.

  8. Kinetic mixing effect in the 3-3-1-1 model

    CERN Document Server

    Dong, P V

    2015-01-01

    We show that the mixing effect of the neutral gauge bosons in the 3-3-1-1 model comes from two sources. The first one is due to the 3-3-1-1 gauge symmetry breaking as usual, whereas the second one results from the kinetic mixing between the gauge bosons of U(1)_X and U(1)_N groups, which are used to determine the electric charge and baryon minus lepton numbers, respectively. Such mixings modify the \\rho-parameter and the known couplings of Z with fermions. The constraints that arise from flavor-changing neutral currents due to the gauge boson mixings and non-universal fermion generations are also given.

  9. Assessment of gross motor function development in children with cerebral palsy by nonlinear mixed effect model%非线性混合效应模型评估脑瘫患儿粗大运动功能发育进程

    Institute of Scientific and Technical Information of China (English)

    史惟; 丁俊杰; 杨红; 廖元贵; 朱默; 侯方华; 王艺

    2012-01-01

    Objective To describe the patterns of gross motor development of children with cerebral palsy ( CP ) in each level of the Gross Motor Function Classification System ( GMFCS ) using nonlinear mixed effect model, as a basis for planning clinical management. Methods Patients with CP were enrolled from 7 rehabilitation centers in Shanghai form August 2000 to December 2007. Severity of CP was based solely on GMFCS level and motor function was assessed with Gross Motor Function Measure-66 ( GMFM-66 ). The stable limit model was used to make the gross motor development curve for children in each of the 5 GMFCS levels. The stable limit model has two parameters, corresponding to limit of motor function and the rate which can transforms to age-90. Age-90 means the age at which children are expected to achieve 90% of their predicted limit in GMFM-66. In addition, the results of our study were compared with those of Canada study. Results A total of 228 children ( 152 males, 76 females ) with CP were enrolled in the study. Types of CP in these children were spastic quadriplegia ( n = 63 ), spastic diplegia ( n = 87 ), spastic hemiplegia ( n = 48 ), athetotic ( n = 11 ), dystonia ( n = 4 ) and ataxic ( n = 11 ). Based on a total of 986 GMFM assessments ( 4. 32 assessments per child ), distinct motor development curves were constructed. The limit of GMFM-66 in GMFCS Ⅰ - Ⅴ level was 81.2, 62. 4, 52. 9, 40. 8 and 24. 4 scores, the corresponding age-90 was 3.8, 2. 7, 2. 1, 2. 0 and 1. 5 years respectively. GMFM-66 limit in GMFCS level I and II of our study was lower than that in Canada study, however GMFM-66 limit in GMFCS level Ⅲ — Ⅴ was closer to that in Canada study. Moreover, the corresponding age-90 in each 5 levels of GMFCS in our study was lower than that in Canada study. Conclusions The gross motor development more quickly reached its limit in GMFCS level Ⅰ and Ⅱ , however the limit of GMFM-66 was lower than that in Canada study. More attention should be paid

  10. New approach to assess bioequivalence parameters using generalized gamma mixed-effect model (model-based asymptotic bioequivalence test).

    Science.gov (United States)

    Chen, Yuh-Ing; Huang, Chi-Shen

    2014-02-28

    In the pharmacokinetic (PK) study under a 2x2 crossover design that involves both the test and reference drugs, we propose a mixed-effects model for the drug concentration-time profiles obtained from subjects who receive different drugs at different periods. In the proposed model, the drug concentrations repeatedly measured from the same subject at different time points are distributed according to a multivariate generalized gamma distribution, and the drug concentration-time profiles are described by a compartmental PK model with between-subject and within-subject variations. We then suggest a bioequivalence test based on the estimated bioavailability parameters in the proposed mixed-effects model. The results of a Monte Carlo study further show that the proposed model-based bioequivalence test is not only better on maintaining its level but also more powerful for detecting the bioequivalence of the two drugs than the conventional bioequivalence test based on a non-compartmental analysis or the one based on a mixed-effects model with a normal error variable. The application of the proposed model and test is finally illustrated by using data sets in two PK studies.

  11. Reduced Rank Mixed Effects Models for Spatially Correlated Hierarchical Functional Data

    KAUST Repository

    Zhou, Lan

    2010-03-01

    Hierarchical functional data are widely seen in complex studies where sub-units are nested within units, which in turn are nested within treatment groups. We propose a general framework of functional mixed effects model for such data: within unit and within sub-unit variations are modeled through two separate sets of principal components; the sub-unit level functions are allowed to be correlated. Penalized splines are used to model both the mean functions and the principal components functions, where roughness penalties are used to regularize the spline fit. An EM algorithm is developed to fit the model, while the specific covariance structure of the model is utilized for computational efficiency to avoid storage and inversion of large matrices. Our dimension reduction with principal components provides an effective solution to the difficult tasks of modeling the covariance kernel of a random function and modeling the correlation between functions. The proposed methodology is illustrated using simulations and an empirical data set from a colon carcinogenesis study. Supplemental materials are available online.

  12. Identifying differentially methylated genes using mixed effect and generalized least square models

    Directory of Open Access Journals (Sweden)

    Yan Pearlly S

    2009-12-01

    Full Text Available Abstract Background DNA methylation plays an important role in the process of tumorigenesis. Identifying differentially methylated genes or CpG islands (CGIs associated with genes between two tumor subtypes is thus an important biological question. The methylation status of all CGIs in the whole genome can be assayed with differential methylation hybridization (DMH microarrays. However, patient samples or cell lines are heterogeneous, so their methylation pattern may be very different. In addition, neighboring probes at each CGI are correlated. How these factors affect the analysis of DMH data is unknown. Results We propose a new method for identifying differentially methylated (DM genes by identifying the associated DM CGI(s. At each CGI, we implement four different mixed effect and generalized least square models to identify DM genes between two groups. We compare four models with a simple least square regression model to study the impact of incorporating random effects and correlations. Conclusions We demonstrate that the inclusion (or exclusion of random effects and the choice of correlation structures can significantly affect the results of the data analysis. We also assess the false discovery rate of different models using CGIs associated with housekeeping genes.

  13. Markov Mixed Effects Modeling Using Electronic Adherence Monitoring Records Identifies Influential Covariates to HIV Preexposure Prophylaxis.

    Science.gov (United States)

    Madrasi, Kumpal; Chaturvedula, Ayyappa; Haberer, Jessica E; Sale, Mark; Fossler, Michael J; Bangsberg, David; Baeten, Jared M; Celum, Connie; Hendrix, Craig W

    2016-12-06

    Adherence is a major factor in the effectiveness of preexposure prophylaxis (PrEP) for HIV prevention. Modeling patterns of adherence helps to identify influential covariates of different types of adherence as well as to enable clinical trial simulation so that appropriate interventions can be developed. We developed a Markov mixed-effects model to understand the covariates influencing adherence patterns to daily oral PrEP. Electronic adherence records (date and time of medication bottle cap opening) from the Partners PrEP ancillary adherence study with a total of 1147 subjects were used. This study included once-daily dosing regimens of placebo, oral tenofovir disoproxil fumarate (TDF), and TDF in combination with emtricitabine (FTC), administered to HIV-uninfected members of serodiscordant couples. One-coin and first- to third-order Markov models were fit to the data using NONMEM(®) 7.2. Model selection criteria included objective function value (OFV), Akaike information criterion (AIC), visual predictive checks, and posterior predictive checks. Covariates were included based on forward addition (α = 0.05) and backward elimination (α = 0.001). Markov models better described the data than 1-coin models. A third-order Markov model gave the lowest OFV and AIC, but the simpler first-order model was used for covariate model building because no additional benefit on prediction of target measures was observed for higher-order models. Female sex and older age had a positive impact on adherence, whereas Sundays, sexual abstinence, and sex with a partner other than the study partner had a negative impact on adherence. Our findings suggest adherence interventions should consider the role of these factors.

  14. Mixing effects in postdischarge modeling of electric discharge oxygen-iodine laser experiments

    Science.gov (United States)

    Palla, Andrew D.; Carroll, David L.; Verdeyen, Joseph T.; Solomon, Wayne C.

    2006-07-01

    In an electric discharge oxygen-iodine laser, laser action at 1315nm on the I(P1/22)→I(P3/22) transition of atomic iodine is obtained by a near resonant energy transfer from O2(aΔ1) which is produced using a low-pressure electric discharge. The discharge production of atomic oxygen, ozone, and other excited species adds higher levels of complexity to the postdischarge kinetics which are not encountered in a classic purely chemical O2(aΔ1) generation system. Mixing effects are also present. In this paper we present postdischarge modeling results obtained using a modified version of the BLAZE-II gas laser code. A 28 species, 105 reaction chemical kinetic reaction set for the postdischarge kinetics is presented. Calculations were performed to ascertain the impact of a two stream mixing mechanism on the numerical model and to study gain as a function of reactant mass flow rates. The calculations were compared with experimental data. Agreement with experimental data was improved with the addition of new kinetics and the mixing mechanism.

  15. The value of a statistical life: a meta-analysis with a mixed effects regression model.

    Science.gov (United States)

    Bellavance, François; Dionne, Georges; Lebeau, Martin

    2009-03-01

    The value of a statistical life (VSL) is a very controversial topic, but one which is essential to the optimization of governmental decisions. We see a great variability in the values obtained from different studies. The source of this variability needs to be understood, in order to offer public decision-makers better guidance in choosing a value and to set clearer guidelines for future research on the topic. This article presents a meta-analysis based on 39 observations obtained from 37 studies (from nine different countries) which all use a hedonic wage method to calculate the VSL. Our meta-analysis is innovative in that it is the first to use the mixed effects regression model [Raudenbush, S.W., 1994. Random effects models. In: Cooper, H., Hedges, L.V. (Eds.), The Handbook of Research Synthesis. Russel Sage Foundation, New York] to analyze studies on the value of a statistical life. We conclude that the variability found in the values studied stems in large part from differences in methodologies.

  16. Population pharmacokinetics of phenobarbital by mixed effect modelling using routine clinical pharmacokinetic data in Japanese neonates and infants: an update.

    Science.gov (United States)

    Yukawa, M; Yukawa, E; Suematsu, F; Takiguchi, T; Ikeda, H; Aki, H; Mimemoto, M

    2011-12-01

    Optimal use of phenobarbital in the neonatal population requires information regarding the drug's pharmacokinetics and the influence of various factors, such as different routes of administration, on the drug's disposition. However, because of sampling restrictions, it is often difficult to perform traditional pharmacokinetic studies in neonates and infants. This study was conducted to establish the role of patient characteristics in estimating doses of phenobarbital for neonates and infants using routine therapeutic drug monitoring data. The population pharmacokinetics of phenobarbital was evaluated using 109 serum concentration measurements obtained from routine phenobarbital monitoring of 70 neonates and infants. The data were analysed using the non-linear mixed effects model. A one-compartment pharmacokinetic model with first-order elimination was used. Covariates screened were current total bodyweight (TBW), gestational age, postnatal age (PNA), post-conceptional age, gender and neonates-infants clearance factor (serum concentration of phenobarbital; Conc). The final pharmacokinetic parameters were CL/F (mL/h) = (5.95.TBW (kg) +1.41.PNA (weeks)) Conc (serum phenobarbital concentration >50 μg/mL)(-0.221),Vd/F(L) =1.01.TBW (kg), and F = 0.483 for oral administration and F = 1 was assumed for suppository. Conc(-0.221) is 1 for phenobarbital concentration phenobarbital clearance in this study were TBW, PNA and Conc. Phenobarbital clearance increases proportionately with increasing TBW, and an older newborn was expected to have a higher rate of clearance than a younger newborn of equal bodyweight. Moreover, the clearance of phenobarbital decreased nonlinearly with increasing serum concentration of phenobarbital >50 μg/mL (Conc(-0.221) ). We developed a new model for neonate and infant dosing of phenobarbital with good predictive performance. Clinical application of our model should permit more accurate selection of initial and maintenance doses to achieve

  17. Optimal composite scores for longitudinal clinical trials under the linear mixed effects model.

    Science.gov (United States)

    Ard, M Colin; Raghavan, Nandini; Edland, Steven D

    2015-01-01

    Clinical trials of chronic, progressive conditions use rate of change on continuous measures as the primary outcome measure, with slowing of progression on the measure as evidence of clinical efficacy. For clinical trials with a single prespecified primary endpoint, it is important to choose an endpoint with the best signal-to-noise properties to optimize statistical power to detect a treatment effect. Composite endpoints composed of a linear weighted average of candidate outcome measures have also been proposed. Composites constructed as simple sums or averages of component tests, as well as composites constructed using weights derived from more sophisticated approaches, can be suboptimal, in some cases performing worse than individual outcome measures. We extend recent research on the construction of efficient linearly weighted composites by establishing the often overlooked connection between trial design and composite performance under linear mixed effects model assumptions and derive a formula for calculating composites that are optimal for longitudinal clinical trials of known, arbitrary design. Using data from a completed trial, we provide example calculations showing that the optimally weighted linear combination of scales can improve the efficiency of trials by almost 20% compared with the most efficient of the individual component scales. Additional simulations and analytical results demonstrate the potential losses in efficiency that can result from alternative published approaches to composite construction and explore the impact of weight estimation on composite performance.

  18. Summarizing EC50 estimates from multiple dose-response experiments: a comparison of a meta-analysis strategy to a mixed-effects model approach.

    Science.gov (United States)

    Jiang, Xiaoqi; Kopp-Schneider, Annette

    2014-05-01

    Dose-response studies are performed to investigate the potency of a compound. EC50 is the concentration of the compound that gives half-maximal response. Dose-response data are typically evaluated by using a log-logistic model that includes EC50 as one of the model parameters. Often, more than one experiment is carried out to determine the EC50 value for a compound, requiring summarization of EC50 estimates from a series of experiments. In this context, mixed-effects models are designed to estimate the average behavior of EC50 values over all experiments by considering the variabilities within and among experiments simultaneously. However, fitting nonlinear mixed-effects models is more complicated than in a linear situation, and convergence problems are often encountered. An alternative strategy is the application of a meta-analysis approach, which combines EC50 estimates obtained from separate log-logistic model fitting. These two proposed strategies to summarize EC50 estimates from multiple experiments are compared in a simulation study and real data example. We conclude that the meta-analysis strategy is a simple and robust method to summarize EC50 estimates from multiple experiments, especially suited in the case of a small number of experiments.

  19. Combined Use of Satellite Observations with Urban Surface Characteristics to Estimate PM Concentrations by Employing Mixed-Effects Models

    Science.gov (United States)

    Beloconi, Anton; Benas, Nikolaos; Chrysoulakis, Nektarios; Kamarianakis, Yiannis

    2008-11-01

    Linear mixed effects models were developed for the estimation of the average daily Particulate Matter (PM) concentration spatial distribution over the area of Greater London (UK). Both fine (PM2.5) and coarse (PM10) concentrations were predicted for the 2002- 2012 time period, based on satellite data. The latter included Aerosol Optical Thickness (AOT) at 3×3 km spatial resolution, as well as the Surface Relative Humidity, Surface Temperature and K-Index derived from MODIS (Moderate Resolution Imaging Spectroradiometer) sensor. For a meaningful interpretation of the association among these variables, all data were homogenized with regard to spatial support and geographic projection, thus addressing the change of support problem and leading to a valid statistical inference. To this end, spatial (2D) and spatio- temporal (3D) kriging techniques were applied to in-situ particulate matter concentrations and the leave-one- station-out cross-validation was performed on a daily level to gauge the quality of the predictions. Satellite- derived covariates displayed clear seasonal patterns; in order to work with data which is stationary in mean, for each covariate, deviations from its estimated annual profiles were computed using nonlinear least squares and nonlinear absolute deviations. High-resolution land- cover and morphology static datasets were additionally incorporated in the analysis in order to catch the effects of nearby emission sources and sequestration sites. For pairwise comparisons of the particulate matter concentration means at distinct land-cover classes, the pairwise comparisons method for unequal sample sizes, known as Tukey's method, was performed. The use of satellite-derived products allowed better assessment of space-time interactions of PM, since these daily spatial measurements were able to capture differences in PM concentrations between grid cells, while the use of high- resolution land-cover and morphology static datasets allowed accounting for

  20. Sample Sizes Required to Detect Interactions between Two Binary Fixed-Effects in a Mixed-Effects Linear Regression Model.

    Science.gov (United States)

    Leon, Andrew C; Heo, Moonseong

    2009-01-15

    Mixed-effects linear regression models have become more widely used for analysis of repeatedly measured outcomes in clinical trials over the past decade. There are formulae and tables for estimating sample sizes required to detect the main effects of treatment and the treatment by time interactions for those models. A formula is proposed to estimate the sample size required to detect an interaction between two binary variables in a factorial design with repeated measures of a continuous outcome. The formula is based, in part, on the fact that the variance of an interaction is fourfold that of the main effect. A simulation study examines the statistical power associated with the resulting sample sizes in a mixed-effects linear regression model with a random intercept. The simulation varies the magnitude (Δ) of the standardized main effects and interactions, the intraclass correlation coefficient (ρ ), and the number (k) of repeated measures within-subject. The results of the simulation study verify that the sample size required to detect a 2 × 2 interaction in a mixed-effects linear regression model is fourfold that to detect a main effect of the same magnitude.

  1. Linear mixed-effects models for within-participant psychology experiments: an introductory tutorial and free, graphical user interface (LMMgui)

    OpenAIRE

    Magezi, David A.

    2015-01-01

    Linear mixed-effects models (LMMs) are increasingly being used for data analysis in cognitive neuroscience and experimental psychology, where within-participant designs are common. The current article provides an introductory review of the use of LMMs for within-participant data analysis and describes a free, simple, graphical user interface (LMMgui). LMMgui uses the package lme4 (Bates et al., 2014a,b) in the statistical environment R (R Core Team).

  2. Linear mixed-effects models for within-participant psychology experiments: an introductory tutorial and free, graphical user interface (LMMgui).

    Science.gov (United States)

    Magezi, David A

    2015-01-01

    Linear mixed-effects models (LMMs) are increasingly being used for data analysis in cognitive neuroscience and experimental psychology, where within-participant designs are common. The current article provides an introductory review of the use of LMMs for within-participant data analysis and describes a free, simple, graphical user interface (LMMgui). LMMgui uses the package lme4 (Bates et al., 2014a,b) in the statistical environment R (R Core Team).

  3. The transition model test for serial dependence in mixed-effects models for binary data

    DEFF Research Database (Denmark)

    Breinegaard, Nina; Rabe-Hesketh, Sophia; Skrondal, Anders

    2016-01-01

    Generalized linear mixed models for longitudinal data assume that responses at different occasions are conditionally independent, given the random effects and covariates. Although this assumption is pivotal for consistent estimation, violation due to serial dependence is hard to assess by model...... the targeted root mean squared error of approximation (TRSMEA) as a measure of the population misfit due to serial dependence....

  4. Non-linear Growth Models in Mplus and SAS.

    Science.gov (United States)

    Grimm, Kevin J; Ram, Nilam

    2009-10-01

    Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included.

  5. NONLINEAR STABILITY FOR EADY'S MODEL

    Institute of Scientific and Technical Information of China (English)

    LIU Yong-ming; QIU Ling-cun

    2005-01-01

    Poincaré type integral inequality plays an important role in the study of nonlinear stability ( in the sense of Arnold's second theorem) for three-dimensional quasigeostophic flow. The nonlinear stability of Eady's model is one of the most important cases in the application of the method. But the best nonlinear stability criterion obtained so far and the linear stability criterion are not coincident. The two criteria coincide only when the period of the channel is infinite.additional conservation law of momentum and by rigorous estimate of integral inequality. So the new nonlinear stability criterion was obtained, which shows that for Eady 's model in the periodic channel, the linear stable implies the nonlinear stable.

  6. Nonlinear models for autoregressive conditional heteroskedasticity

    DEFF Research Database (Denmark)

    Teräsvirta, Timo

    This paper contains a brief survey of nonlinear models of autore- gressive conditional heteroskedasticity. The models in question are parametric nonlinear extensions of the original model by Engle (1982). After presenting the individual models, linearity testing and parameter estimation...... are discussed. Forecasting volatility with nonlinear models is considered. Finally, parametric nonlinear models based on multi- plicative decomposition of the variance receive attention....

  7. Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features.

    Science.gov (United States)

    Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara

    2017-01-01

    In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.

  8. Estimation of non-linear growth models by linearization: a simulation study using a Gompertz function.

    Science.gov (United States)

    Vuori, Kaarina; Strandén, Ismo; Sevón-Aimonen, Marja-Liisa; Mäntysaari, Esa A

    2006-01-01

    A method based on Taylor series expansion for estimation of location parameters and variance components of non-linear mixed effects models was considered. An attractive property of the method is the opportunity for an easily implemented algorithm. Estimation of non-linear mixed effects models can be done by common methods for linear mixed effects models, and thus existing programs can be used after small modifications. The applicability of this algorithm in animal breeding was studied with simulation using a Gompertz function growth model in pigs. Two growth data sets were analyzed: a full set containing observations from the entire growing period, and a truncated time trajectory set containing animals slaughtered prematurely, which is common in pig breeding. The results from the 50 simulation replicates with full data set indicate that the linearization approach was capable of estimating the original parameters satisfactorily. However, estimation of the parameters related to adult weight becomes unstable in the case of a truncated data set.

  9. Unifying Amplitude and Phase Analysis: A Compositional Data Approach to Functional Multivariate Mixed-Effects Modeling of Mandarin Chinese.

    Science.gov (United States)

    Hadjipantelis, P Z; Aston, J A D; Müller, H G; Evans, J P

    2015-04-03

    Mandarin Chinese is characterized by being a tonal language; the pitch (or F0) of its utterances carries considerable linguistic information. However, speech samples from different individuals are subject to changes in amplitude and phase, which must be accounted for in any analysis that attempts to provide a linguistically meaningful description of the language. A joint model for amplitude, phase, and duration is presented, which combines elements from functional data analysis, compositional data analysis, and linear mixed effects models. By decomposing functions via a functional principal component analysis, and connecting registration functions to compositional data analysis, a joint multivariate mixed effect model can be formulated, which gives insights into the relationship between the different modes of variation as well as their dependence on linguistic and nonlinguistic covariates. The model is applied to the COSPRO-1 dataset, a comprehensive database of spoken Taiwanese Mandarin, containing approximately 50,000 phonetically diverse sample F0 contours (syllables), and reveals that phonetic information is jointly carried by both amplitude and phase variation. Supplementary materials for this article are available online.

  10. Modeling the oxygen uptake kinetics during exercise testing of patients with chronic obstructive pulmonary diseases using nonlinear mixed models

    DEFF Research Database (Denmark)

    Baty, Florent; Ritz, Christian; van Gestel, Arnoldus

    2016-01-01

    regression. Simultaneous modeling of multiple kinetics requires nonlinear mixed models methodology. To the best of our knowledge, no such curve-fitting approach has been used to analyze multiple [Formula: see text]O2 kinetics in both research and clinical practice so far. METHODS: In the present study, we...... describe functionality of the R package medrc that extends the framework of the commonly used packages drc and nlme and allows fitting nonlinear mixed effects models for automated nonlinear regression modeling. The methodology was applied to a data set including 6MWT [Formula: see text]O2 kinetics from 61...... patients with chronic obstructive pulmonary disease (disease severity stage II to IV). The mixed effects approach was compared to a traditional curve-by-curve approach. RESULTS: A six-parameter nonlinear regression model was jointly fitted to the set of [Formula: see text]O2 kinetics. Significant...

  11. Modeling the oxygen uptake kinetics during exercise testing of patients with chronic obstructive pulmonary diseases using nonlinear mixed models

    DEFF Research Database (Denmark)

    Baty, Florent; Ritz, Christian; van Gestel, Arnoldus;

    2016-01-01

    regression. Simultaneous modeling of multiple kinetics requires nonlinear mixed models methodology. To the best of our knowledge, no such curve-fitting approach has been used to analyze multiple [Formula: see text]O2 kinetics in both research and clinical practice so far. METHODS: In the present study, we...... describe functionality of the R package medrc that extends the framework of the commonly used packages drc and nlme and allows fitting nonlinear mixed effects models for automated nonlinear regression modeling. The methodology was applied to a data set including 6MWT [Formula: see text]O2 kinetics from 61...... patients with chronic obstructive pulmonary disease (disease severity stage II to IV). The mixed effects approach was compared to a traditional curve-by-curve approach. RESULTS: A six-parameter nonlinear regression model was jointly fitted to the set of [Formula: see text]O2 kinetics. Significant...

  12. Fitting and Calibrating a Multilevel Mixed-Effects Stem Taper Model for Maritime Pine in NW Spain

    Science.gov (United States)

    Arias-Rodil, Manuel; Castedo-Dorado, Fernando; Cámara-Obregón, Asunción; Diéguez-Aranda, Ulises

    2015-01-01

    Stem taper data are usually hierarchical (several measurements per tree, and several trees per plot), making application of a multilevel mixed-effects modelling approach essential. However, correlation between trees in the same plot/stand has often been ignored in previous studies. Fitting and calibration of a variable-exponent stem taper function were conducted using data from 420 trees felled in even-aged maritime pine (Pinus pinaster Ait.) stands in NW Spain. In the fitting step, the tree level explained much more variability than the plot level, and therefore calibration at plot level was omitted. Several stem heights were evaluated for measurement of the additional diameter needed for calibration at tree level. Calibration with an additional diameter measured at between 40 and 60% of total tree height showed the greatest improvement in volume and diameter predictions. If additional diameter measurement is not available, the fixed-effects model fitted by the ordinary least squares technique should be used. Finally, we also evaluated how the expansion of parameters with random effects affects the stem taper prediction, as we consider this a key question when applying the mixed-effects modelling approach to taper equations. The results showed that correlation between random effects should be taken into account when assessing the influence of random effects in stem taper prediction. PMID:26630156

  13. Nonlinear Control of Heartbeat Models

    Directory of Open Access Journals (Sweden)

    Witt Thanom

    2011-02-01

    Full Text Available This paper presents a novel application of nonlinear control theory to heartbeat models. Existing heartbeat models are investigated and modified by incorporating the control input as a pacemaker to provide the control channel. A nonlinear feedback linearization technique is applied to force the output of the systems to generate artificial electrocardiogram (ECG signal using discrete data as the reference inputs. The synthetic ECG may serve as a flexible signal source to assess the effectiveness of a diagnostic ECG signal-processing device.

  14. Linear mixed-effects models to describe individual tree crown width for China-fir in Fujian Province, southeast China.

    Directory of Open Access Journals (Sweden)

    Xu Hao

    Full Text Available A multiple linear model was developed for individual tree crown width of Cunninghamia lanceolata (Lamb. Hook in Fujian province, southeast China. Data were obtained from 55 sample plots of pure China-fir plantation stands. An Ordinary Linear Least Squares (OLS regression was used to establish the crown width model. To adjust for correlations between observations from the same sample plots, we developed one level linear mixed-effects (LME models based on the multiple linear model, which take into account the random effects of plots. The best random effects combinations for the LME models were determined by the Akaike's information criterion, the Bayesian information criterion and the -2logarithm likelihood. Heteroscedasticity was reduced by three residual variance functions: the power function, the exponential function and the constant plus power function. The spatial correlation was modeled by three correlation structures: the first-order autoregressive structure [AR(1], a combination of first-order autoregressive and moving average structures [ARMA(1,1], and the compound symmetry structure (CS. Then, the LME model was compared to the multiple linear model using the absolute mean residual (AMR, the root mean square error (RMSE, and the adjusted coefficient of determination (adj-R2. For individual tree crown width models, the one level LME model showed the best performance. An independent dataset was used to test the performance of the models and to demonstrate the advantage of calibrating LME models.

  15. Adverse events associated with incretin-based drugs in Japanese spontaneous reports: a mixed effects logistic regression model

    Directory of Open Access Journals (Sweden)

    Daichi Narushima

    2016-03-01

    Full Text Available Background: Spontaneous Reporting Systems (SRSs are passive systems composed of reports of suspected Adverse Drug Events (ADEs, and are used for Pharmacovigilance (PhV, namely, drug safety surveillance. Exploration of analytical methodologies to enhance SRS-based discovery will contribute to more effective PhV. In this study, we proposed a statistical modeling approach for SRS data to address heterogeneity by a reporting time point. Furthermore, we applied this approach to analyze ADEs of incretin-based drugs such as DPP-4 inhibitors and GLP-1 receptor agonists, which are widely used to treat type 2 diabetes. Methods: SRS data were obtained from the Japanese Adverse Drug Event Report (JADER database. Reported adverse events were classified according to the MedDRA High Level Terms (HLTs. A mixed effects logistic regression model was used to analyze the occurrence of each HLT. The model treated DPP-4 inhibitors, GLP-1 receptor agonists, hypoglycemic drugs, concomitant suspected drugs, age, and sex as fixed effects, while the quarterly period of reporting was treated as a random effect. Before application of the model, Fisher’s exact tests were performed for all drug-HLT combinations. Mixed effects logistic regressions were performed for the HLTs that were found to be associated with incretin-based drugs. Statistical significance was determined by a two-sided p-value <0.01 or a 99% two-sided confidence interval. Finally, the models with and without the random effect were compared based on Akaike’s Information Criteria (AIC, in which a model with a smaller AIC was considered satisfactory. Results: The analysis included 187,181 cases reported from January 2010 to March 2015. It showed that 33 HLTs, including pancreatic, gastrointestinal, and cholecystic events, were significantly associated with DPP-4 inhibitors or GLP-1 receptor agonists. In the AIC comparison, half of the HLTs reported with incretin-based drugs favored the random effect

  16. The structure of self-reported emotional experiences : A mixed-effects Poisson factor model

    NARCIS (Netherlands)

    Bockenholt, U; Kamakura, WA; Wedel, M

    2003-01-01

    Multivariate count data are commonly analysed by using Poisson distributions with varying intensity parameters, resulting in a random-effects model. In the analysis of a data set on the frequency of different emotion experiences we find that a Poisson model with a single random effect does not yield

  17. Nonlinear time series modelling: an introduction

    OpenAIRE

    Simon M. Potter

    1999-01-01

    Recent developments in nonlinear time series modelling are reviewed. Three main types of nonlinear models are discussed: Markov Switching, Threshold Autoregression and Smooth Transition Autoregression. Classical and Bayesian estimation techniques are described for each model. Parametric tests for nonlinearity are reviewed with examples from the three types of models. Finally, forecasting and impulse response analysis is developed.

  18. Higgs couplings and new signals from Flavon-Higgs mixing effects within multi-scalar models

    Science.gov (United States)

    Diaz-Cruz, J. Lorenzo; Saldaña-Salazar, Ulises J.

    2016-12-01

    Testing the properties of the Higgs particle discovered at the LHC and searching for new physics signals, are some of the most important tasks of Particle Physics today. Current measurements of the Higgs couplings to fermions and gauge bosons, seem consistent with the Standard Model, and when taken as a function of the particle mass, should lay on a single line. However, in models with an extended Higgs sector the diagonal Higgs couplings to up-quarks, down-quarks and charged leptons, could lay on different lines, while non-diagonal flavor-violating Higgs couplings could appear too. We describe these possibilities within the context of multi-Higgs doublet models that employ the Froggatt-Nielsen (FN) mechanism to generate the Yukawa hierarchies. Furthermore, one of the doublets can be chosen to be of the inert type, which provides a viable dark matter candidate. The mixing of the Higgs doublets with the flavon field, can provide plenty of interesting signals, including: i) small corrections to the couplings of the SM-like Higgs, ii) exotic signals from the flavon fields, iii) new signatures from the heavy Higgs bosons. These aspects are studied within a specific model with 3 + 1 Higgs doublets and a singlet FN field. Constraints on the model are derived from the study of K and D mixing and the Higgs search at the LHC. For last, the implications from the latter aforementioned constraints to the FCNC top decay t → ch are presented too.

  19. Quantifying Variation in Gait Features from Wearable Inertial Sensors Using Mixed Effects Models.

    Science.gov (United States)

    Cresswell, Kellen Garrison; Shin, Yongyun; Chen, Shanshan

    2017-02-25

    The emerging technology of wearable inertial sensors has shown its advantages in collecting continuous longitudinal gait data outside laboratories. This freedom also presents challenges in collecting high-fidelity gait data. In the free-living environment, without constant supervision from researchers, sensor-based gait features are susceptible to variation from confounding factors such as gait speed and mounting uncertainty, which are challenging to control or estimate. This paper is one of the first attempts in the field to tackle such challenges using statistical modeling. By accepting the uncertainties and variation associated with wearable sensor-based gait data, we shift our efforts from detecting and correcting those variations to modeling them statistically. From gait data collected on one healthy, non-elderly subject during 48 full-factorial trials, we identified four major sources of variation, and quantified their impact on one gait outcome-range per cycle-using a random effects model and a fixed effects model. The methodology developed in this paper lays the groundwork for a statistical framework to account for sources of variation in wearable gait data, thus facilitating informative statistical inference for free-living gait analysis.

  20. Quantifying Variation in Gait Features from Wearable Inertial Sensors Using Mixed Effects Models

    Directory of Open Access Journals (Sweden)

    Kellen Garrison Cresswell

    2017-02-01

    Full Text Available The emerging technology of wearable inertial sensors has shown its advantages in collecting continuous longitudinal gait data outside laboratories. This freedom also presents challenges in collecting high-fidelity gait data. In the free-living environment, without constant supervision from researchers, sensor-based gait features are susceptible to variation from confounding factors such as gait speed and mounting uncertainty, which are challenging to control or estimate. This paper is one of the first attempts in the field to tackle such challenges using statistical modeling. By accepting the uncertainties and variation associated with wearable sensor-based gait data, we shift our efforts from detecting and correcting those variations to modeling them statistically. From gait data collected on one healthy, non-elderly subject during 48 full-factorial trials, we identified four major sources of variation, and quantified their impact on one gait outcome—range per cycle—using a random effects model and a fixed effects model. The methodology developed in this paper lays the groundwork for a statistical framework to account for sources of variation in wearable gait data, thus facilitating informative statistical inference for free-living gait analysis.

  1. A multivariate multilevel Gaussian model with a mixed effects structure in the mean and covariance part.

    Science.gov (United States)

    Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

    2014-05-20

    A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.

  2. Mixed-effects modelling of the interspecies pharmacokinetic scaling of pegylated human erythropoietin.

    Science.gov (United States)

    Jolling, Koen; Perez Ruixo, Juan Jose; Hemeryck, Alex; Vermeulen, An; Greway, Tony

    2005-04-01

    The aim of this study was to develop a population pharmacokinetic model for interspecies allometric scaling of pegylated r-HuEPO (PEG-EPO) pharmacokinetics to man. A total of 927 serum concentrations from 193 rats, 6 rabbits, 34 monkeys, and 9 dogs obtained after a single dose of PEG-EPO, administered by the i.v. (dose range: 12.5-550 microg/kg) and s.c. (dose range: 12.5-500 microg/kg) routes, were pooled in this analysis. An open two-compartment model with first-order absorption and lag time (Tlag) and linear elimination from the central compartment was fitted to the data using the NONMEM V software. Body weight (WT) was used as a scaling factor and the effect of brain weight (BW), sex, and pregnancy status on the pharmacokinetic parameters was investigated. The final model was evaluated by means of a non-parametric bootstrap analysis and used to predict the PEG-EPO pharmacokinetic parameters in healthy male subjects. The systemic clearance (CL) in males was estimated to be 4.08WT1.030xBW-0.345 ml/h. In females, the CL was 90.7% of the CL in males. The volumes of the central (Vc) and the peripheral (Vp) compartment were characterized as 57.8WT0.959 ml, and 48.1WT1.150 ml, respectively. Intercompartmental flow was estimated at 2.32WT0.930 ml/h. Absorption rate constant (Ka) was estimated at 0.0538WT-0.149. The absolute s.c. bioavailability F was calculated at 52.5, 80.2, and 49.4% in rat, monkey, and dog, respectively. The interindividual variability in the population pharmacokinetic parameters was fairly low (parametric bootstrap confirmed the accuracy of the NONMEM estimates. The mean model predicted pharmacokinetic parameters in healthy male subjects of 70 kg were estimated at: CL: 26.2 ml/h; Vc: 3.6l; Q: 286 l/h; Vp: 6.9l, and Ka: 0.031 h-1. The population pharmacokinetic model developed was appropriate to describe the time course of PEG-EPO serum concentrations and their variability in different species. The model predicted pharmacokinetics of PEG-EPO in

  3. Mixed effects models for recurrent events data with partially observed time-varying covariates: Ecological momentary assessment of smoking.

    Science.gov (United States)

    Rathbun, Stephen L; Shiffman, Saul

    2016-03-01

    Cigarette smoking is a prototypical example of a recurrent event. The pattern of recurrent smoking events may depend on time-varying covariates including mood and environmental variables. Fixed effects and frailty models for recurrent events data assume that smokers have a common association with time-varying covariates. We develop a mixed effects version of a recurrent events model that may be used to describe variation among smokers in how they respond to those covariates, potentially leading to the development of individual-based smoking cessation therapies. Our method extends the modified EM algorithm of Steele (1996) for generalized mixed models to recurrent events data with partially observed time-varying covariates. It is offered as an alternative to the method of Rizopoulos, Verbeke, and Lesaffre (2009) who extended Steele's (1996) algorithm to a joint-model for the recurrent events data and time-varying covariates. Our approach does not require a model for the time-varying covariates, but instead assumes that the time-varying covariates are sampled according to a Poisson point process with known intensity. Our methods are well suited to data collected using Ecological Momentary Assessment (EMA), a method of data collection widely used in the behavioral sciences to collect data on emotional state and recurrent events in the every-day environments of study subjects using electronic devices such as Personal Digital Assistants (PDA) or smart phones.

  4. Estimation methods for nonlinear state-space models in ecology

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte; Thygesen, Uffe Høgsbro

    2011-01-01

    The use of nonlinear state-space models for analyzing ecological systems is increasing. A wide range of estimation methods for such models are available to ecologists, however it is not always clear, which is the appropriate method to choose. To this end, three approaches to estimation in the theta...... logistic model for population dynamics were benchmarked by Wang (2007). Similarly, we examine and compare the estimation performance of three alternative methods using simulated data. The first approach is to partition the state-space into a finite number of states and formulate the problem as a hidden...... Markov model (HMM). The second method uses the mixed effects modeling and fast numerical integration framework of the AD Model Builder (ADMB) open-source software. The third alternative is to use the popular Bayesian framework of BUGS. The study showed that state and parameter estimation performance...

  5. Modelling Loudspeaker Non-Linearities

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.

    2007-01-01

    This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...

  6. Processing Approach of Non-linear Adjustment Models in the Space of Non-linear Models

    Institute of Scientific and Technical Information of China (English)

    LI Chaokui; ZHU Qing; SONG Chengfang

    2003-01-01

    This paper investigates the mathematic features of non-linear models and discusses the processing way of non-linear factors which contributes to the non-linearity of a nonlinear model. On the basis of the error definition, this paper puts forward a new adjustment criterion, SGPE.Last, this paper investigates the solution of a non-linear regression model in the non-linear model space and makes the comparison between the estimated values in non-linear model space and those in linear model space.

  7. Nonlinear rheological models for structured interfaces

    NARCIS (Netherlands)

    Sagis, L.M.C.

    2010-01-01

    The GENERIC formalism is a formulation of nonequilibrium thermodynamics ideally suited to develop nonlinear constitutive equations for the stress–deformation behavior of complex interfaces. Here we develop a GENERIC model for multiphase systems with interfaces displaying nonlinear viscoelastic stres

  8. Mixed-effects modelling of scale growth profiles predicts the occurrence of early and late fish migrants.

    Directory of Open Access Journals (Sweden)

    Francisco Marco-Rius

    Full Text Available Fish growth is commonly used as a proxy for fitness but this is only valid if individual growth variation can be interpreted in relation to conspecifics' performance. Unfortunately, assessing individual variation in growth rates is problematic under natural conditions because subjects typically need to be marked, repeated measurements of body size are difficult to obtain in the field, and recaptures may be limited to a few time events which will generally vary among individuals. The analysis of consecutive growth rings (circuli found on scales and other hard structures offers an alternative to mark and recapture for examining individual growth variation in fish and other aquatic vertebrates where growth rings can be visualized, but accounting for autocorrelations and seasonal growth stanzas has proved challenging. Here we show how mixed-effects modelling of scale growth increments (inter-circuli spacing can be used to reconstruct the growth trajectories of sea trout (Salmo trutta and correctly classify 89% of individuals into early or late seaward migrants (smolts. Early migrants grew faster than late migrants during their first year of life in freshwater in two natural populations, suggesting that migration into the sea was triggered by ontogenetic (intrinsic drivers, rather than by competition with conspecifics. Our study highlights the profound effects that early growth can have on age at migration of a paradigmatic fish migrant and illustrates how the analysis of inter-circuli spacing can be used to reconstruct the detailed growth of individuals when these cannot be marked or are only caught once.

  9. Disparities in Cervical Cancer Mortality Rates as Determined by the Longitudinal Hyperbolastic Mixed-Effects Type II Model

    Science.gov (United States)

    Tabatabai, Mohammad A.; Kengwoung-Keumo, Jean-Jacques; Eby, Wayne M.; Bae, Sejong; Guemmegne, Juliette T.; Manne, Upender; Fouad, Mona; Partridge, Edward E.; Singh, Karan P.

    2014-01-01

    Background The main purpose of this study was to model and analyze the dynamics of cervical cancer mortality rates for African American (Black) and White women residing in 13 states located in the eastern half of the United States of America from 1975 through 2010. Methods The cervical cancer mortality rates of the Surveillance, Epidemiology, and End Results (SEER) were used to model and analyze the dynamics of cervical cancer mortality. A longitudinal hyperbolastic mixed-effects type II model was used to model the cervical cancer mortality data and SAS PROC NLMIXED and Mathematica were utilized to perform the computations. Results Despite decreasing trends in cervical cancer mortality rates for both races, racial disparities in mortality rates still exist. In all 13 states, Black women had higher mortality rates at all times. The degree of disparities and pace of decline in mortality rates over time differed among these states. Determining the paces of decline over 36 years showed that Tennessee had the most rapid decline in cervical cancer mortality for Black women, and Mississippi had the most rapid decline for White Women. In contrast, slow declines in cervical cancer mortality were noted for Black women in Florida and for White women in Maryland. Conclusions In all 13 states, cervical cancer mortality rates for both racial groups have fallen. Disparities in the pace of decline in mortality rates in these states may be due to differences in the rates of screening for cervical cancers. Of note, the gap in cervical cancer mortality rates between Black women and White women is narrowing. PMID:25226583

  10. Adaptive regression for modeling nonlinear relationships

    CERN Document Server

    Knafl, George J

    2016-01-01

    This book presents methods for investigating whether relationships are linear or nonlinear and for adaptively fitting appropriate models when they are nonlinear. Data analysts will learn how to incorporate nonlinearity in one or more predictor variables into regression models for different types of outcome variables. Such nonlinear dependence is often not considered in applied research, yet nonlinear relationships are common and so need to be addressed. A standard linear analysis can produce misleading conclusions, while a nonlinear analysis can provide novel insights into data, not otherwise possible. A variety of examples of the benefits of modeling nonlinear relationships are presented throughout the book. Methods are covered using what are called fractional polynomials based on real-valued power transformations of primary predictor variables combined with model selection based on likelihood cross-validation. The book covers how to formulate and conduct such adaptive fractional polynomial modeling in the s...

  11. Nonlinear Modelling of Low Frequency Loudspeakers

    DEFF Research Database (Denmark)

    Olsen, Erling Sandermann

    1997-01-01

    In the Danish LoDist project on distortion from dynamic low-frequency loudspeakers, a detailed nonlinear model of loudspeakers has been developed. The model has been implemented in a PC program so that it can be used to create signals for listening tests and analysis. Also, different methods...... for describing the nonlinearities have been developed. Different aspects of modelling loudspeaker nonlinearities are discussed, and the program is briefly described....

  12. Nonlinear Modelling of Low Frequency Loudspeakers

    DEFF Research Database (Denmark)

    Olsen, Erling Sandermann

    1997-01-01

    In the Danish LoDist project on distortion from dynamic low frequency loudspeakers a detailed nonlinear model of loudspeakers has been developed. The model has been implemented in a PC program so that it can be used to create signals for listening tests and analysis. Also, different methods...... for describing the nonlinearities have been developed. Different aspects of modelling loudspeaker nonlinearities are discussed and the program is briefly demonstrated....

  13. Effects of parental hypertension on longitudinal trends in blood pressure and plasma metabolic profile: mixed-effects model analysis.

    Science.gov (United States)

    Mitsumata, Kaneto; Saitoh, Shigeyuki; Ohnishi, Hirofumi; Akasaka, Hiroshi; Miura, Tetsuji

    2012-11-01

    The mechanism underlying the association of parental hypertension with cardiovascular events in offspring remains unclear. In this study, the effects of parental hypertension on longitudinal trends of blood pressure and metabolic parameters were examined by mixed-effects model analysis. From 1977 to 2006, 5198 subjects participated in the Tanno-Sobetsu Study, and we selected 2607 subjects (1095 men and 1512 women) for whom data on parental history of hypertension were available. In both men and women with and without parental hypertension, systolic blood pressure and fasting blood glucose levels consistently increased from the third to eighth decades of life, whereas diastolic blood pressure and serum triglyceride levels followed biphasic (inverted U shape) time courses during that period. However, the relationships between the parameters and age were significantly shifted upward (by ≈5.3 mm Hg in systolic blood pressure, 2.8 mm Hg in diastolic blood pressure, 0.30 mmol/L in blood glucose, and 0.09 mmol/L in triglyceride) in the group with parental hypertension compared with those in the group without parental hypertension. Both paternal and maternal histories of hypertension were determinants of systolic blood pressure and diastolic blood pressure, and there was no significant interaction between the sides of parental history. There were no significant effects of parental hypertension on age-dependent or body mass index-dependent changes in serum low-density lipoprotein cholesterol or high-density lipoprotein cholesterol level. The present results indicate that parental hypertension has an age-independent impact on elevation of blood pressure, plasma glucose, and triglyceride levels, which may underlie the reported increase in cardiovascular events by family history of hypertension.

  14. Alternatives for Mixed-Effects Meta-Regression Models in the Reliability Generalization Approach: A Simulation Study

    Science.gov (United States)

    López-López, José Antonio; Botella, Juan; Sánchez-Meca, Julio; Marín-Martínez, Fulgencio

    2013-01-01

    Since heterogeneity between reliability coefficients is usually found in reliability generalization studies, moderator analyses constitute a crucial step for that meta-analytic approach. In this study, different procedures for conducting mixed-effects meta-regression analyses were compared. Specifically, four transformation methods for the…

  15. Computational Models for Nonlinear Aeroelastic Systems Project

    Data.gov (United States)

    National Aeronautics and Space Administration — Clear Science Corp. and Duke University propose to develop and demonstrate new and efficient computational methods of modeling nonlinear aeroelastic systems. The...

  16. Model Updating Nonlinear System Identification Toolbox Project

    Data.gov (United States)

    National Aeronautics and Space Administration — ZONA Technology (ZONA) proposes to develop an enhanced model updating nonlinear system identification (MUNSID) methodology that utilizes flight data with...

  17. 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...

  18. Longitudinal mathematics development of students with learning disabilities and students without disabilities: a comparison of linear, quadratic, and piecewise linear mixed effects models.

    Science.gov (United States)

    Kohli, Nidhi; Sullivan, Amanda L; Sadeh, Shanna; Zopluoglu, Cengiz

    2015-04-01

    Effective instructional planning and intervening rely heavily on accurate understanding of students' growth, but relatively few researchers have examined mathematics achievement trajectories, particularly for students with special needs. We applied linear, quadratic, and piecewise linear mixed-effects models to identify the best-fitting model for mathematics development over elementary and middle school and to ascertain differences in growth trajectories of children with learning disabilities relative to their typically developing peers. The analytic sample of 2150 students was drawn from the Early Childhood Longitudinal Study - Kindergarten Cohort, a nationally representative sample of United States children who entered kindergarten in 1998. We first modeled students' mathematics growth via multiple mixed-effects models to determine the best fitting model of 9-year growth and then compared the trajectories of students with and without learning disabilities. Results indicate that the piecewise linear mixed-effects model captured best the functional form of students' mathematics trajectories. In addition, there were substantial achievement gaps between students with learning disabilities and students with no disabilities, and their trajectories differed such that students without disabilities progressed at a higher rate than their peers who had learning disabilities. The results underscore the need for further research to understand how to appropriately model students' mathematics trajectories and the need for attention to mathematics achievement gaps in policy. Copyright © 2015 Society for the Study of School Psychology. Published by Elsevier Ltd. All rights reserved.

  19. Time Out-of-Home and Cognitive, Physical, and Emotional Wellbeing of Older Adults: A Longitudinal Mixed Effects Model.

    Directory of Open Access Journals (Sweden)

    Johanna Petersen

    Full Text Available Time out-of-home has been linked with numerous health outcomes, including cognitive decline, poor physical ability and low emotional state. Comprehensive characterization of this important health metric would potentially enable objective monitoring of key health outcomes. The objective of this study is to determine the relationship between time out-of-home and cognitive status, physical ability and emotional state.Participants included 85 independent older adults, age 65-96 years (M = 86.36; SD = 6.79 who lived alone, from the Intelligent Systems for Assessing Aging Changes (ISAAC and the ORCATECH Life Laboratory cohorts. Factors hypothesized to affect time out-of-home were assessed on three different temporal levels: yearly (cognitive status, loneliness, clinical walking speed, weekly (pain and mood or daily (time out-of-home, in-home walking speed, weather, and season. Subject characteristics including age, race, and gender were assessed at baseline. Total daily time out-of-home in hours was assessed objectively and unobtrusively for up to one year using an in-home activity sensor platform. A longitudinal tobit mixed effects regression model was used to relate daily time out-of-home to cognitive status, physical ability and emotional state. More hours spend outside the home was associated with better cognitive function as assessed using the Clinical Dementia Rating (CDR Scale, where higher scores indicate lower cognitive function (βCDR = -1.69, p<0.001. More hours outside the home was also associated with superior physical ability (βPain = -0.123, p<0.001 and improved emotional state (βLonely = -0.046, p<0.001; βLow mood = -0.520, p<0.001. Weather, season, and weekday also affected the daily time out-of-home.These results suggest that objective longitudinal monitoring of time out-of-home may enable unobtrusive assessment of cognitive, physical and emotional state. In addition, these results indicate that the factors affecting out

  20. Integrating mixed-effect models into an architectural plant model to simulate inter- and intra-progeny variability: a case study on oil palm (Elaeis guineensis Jacq.).

    Science.gov (United States)

    Perez, Raphaël P A; Pallas, Benoît; Le Moguédec, Gilles; Rey, Hervé; Griffon, Sébastien; Caliman, Jean-Pierre; Costes, Evelyne; Dauzat, Jean

    2016-08-01

    Three-dimensional (3D) reconstruction of plants is time-consuming and involves considerable levels of data acquisition. This is possibly one reason why the integration of genetic variability into 3D architectural models has so far been largely overlooked. In this study, an allometry-based approach was developed to account for architectural variability in 3D architectural models of oil palm (Elaeis guineensis Jacq.) as a case study. Allometric relationships were used to model architectural traits from individual leaflets to the entire crown while accounting for ontogenetic and morphogenetic gradients. Inter- and intra-progeny variabilities were evaluated for each trait and mixed-effect models were used to estimate the mean and variance parameters required for complete 3D virtual plants. Significant differences in leaf geometry (petiole length, density of leaflets, and rachis curvature) and leaflet morphology (gradients of leaflet length and width) were detected between and within progenies and were modelled in order to generate populations of plants that were consistent with the observed populations. The application of mixed-effect models on allometric relationships highlighted an interesting trade-off between model accuracy and ease of defining parameters for the 3D reconstruction of plants while at the same time integrating their observed variability. Future research will be dedicated to sensitivity analyses coupling the structural model presented here with a radiative balance model in order to identify the key architectural traits involved in light interception efficiency. © The Author 2016. Published by Oxford University Press on behalf of the Society for Experimental Biology. All rights reserved. For permissions, please email: journals.permissions@oup.com.

  1. Optimal design for nonlinear response models

    CERN Document Server

    Fedorov, Valerii V

    2013-01-01

    Optimal Design for Nonlinear Response Models discusses the theory and applications of model-based experimental design with a strong emphasis on biopharmaceutical studies. The book draws on the authors' many years of experience in academia and the pharmaceutical industry. While the focus is on nonlinear models, the book begins with an explanation of the key ideas, using linear models as examples. Applying the linearization in the parameter space, it then covers nonlinear models and locally optimal designs as well as minimax, optimal on average, and Bayesian designs. The authors also discuss ada

  2. Nonlinear cumulative damage model for multiaxial fatigue

    Institute of Scientific and Technical Information of China (English)

    SHANG De-guang; SUN Guo-qin; DENG Jing; YAN Chu-liang

    2006-01-01

    On the basis of the continuum fatigue damage theory,a nonlinear uniaxial fatigue cumulative damage model is first proposed.In order to describe multiaxial fatigue damage characteristics,a nonlinear multiaxial fatigue cumulative damage model is developed based on the critical plane approach,The proposed model can consider the multiaxial fatigue limit,mean hydrostatic pressure and the unseparated characteristic for the damage variables and loading parameters.The recurrence formula of fatigue damage model was derived under multilevel loading,which is used to predict multiaxial fatigue life.The results showed that the proposed nonlinear multiaxial fatigue cumulative damage model is better than Miner's rule.

  3. Completely integrable models of nonlinear optics

    Indian Academy of Sciences (India)

    Andrey I Maimistov

    2001-11-01

    The models of the nonlinear optics in which solitons appeared are considered. These models are of paramount importance in studies of nonlinear wave phenomena. The classical examples of phenomena of this kind are the self-focusing, self-induced transparency and parametric interaction of three waves. At present there are a number of theories based on completely integrable systems of equations, which are, both, generations of the original known models and new ones. The modified Korteweg-de Vries equation, the nonlinear Schrödinger equation, the derivative nonlinear Schrödinger equation, Sine–Gordon equation, the reduced Maxwell–Bloch equation, Hirota equation, the principal chiral field equations, and the equations of massive Thirring model are some soliton equations, which are usually to be found in nonlinear optics theory.

  4. Power and sample size for the S:T repeated measures design combined with a linear mixed-effects model allowing for missing data.

    Science.gov (United States)

    Tango, Toshiro

    2017-02-13

    Tango (Biostatistics 2016) proposed a new repeated measures design called the S:T repeated measures design, combined with generalized linear mixed-effects models and sample size calculations for a test of the average treatment effect that depend not only on the number of subjects but on the number of repeated measures before and after randomization per subject used for analysis. The main advantages of the proposed design combined with the generalized linear mixed-effects models are (1) it can easily handle missing data by applying the likelihood-based ignorable analyses under the missing at random assumption and (2) it may lead to a reduction in sample size compared with the simple pre-post design. In this article, we present formulas for calculating power and sample sizes for a test of the average treatment effect allowing for missing data within the framework of the S:T repeated measures design with a continuous response variable combined with a linear mixed-effects model. Examples are provided to illustrate the use of these formulas.

  5. Designing Experiments for Nonlinear Models - An Introduction

    OpenAIRE

    Johnson, Rachel T.; Montgomery, Douglas C.

    2009-01-01

    The article of record as published may be found at http://dx.doi.org/10.1002/qre.1063 We illustrate the construction of Bayesian D-optimal designs for nonlinear models and compare the relative efficiency of standard designs with these designs for several models and prior distributions on the parameters. Through a relative efficiency analysis, we show that standard designs can perform well in situations where the nonlinear model is intrinsically linear. However, if the model is non...

  6. Multi-wavelength Erbium-doped fiber laser based on four-wave-mixing effect in single mode fiber and high nonlinear fiber.

    Science.gov (United States)

    Wang, Pinghe; Weng, Danmei; Li, Kun; Liu, Yong; Yu, Xuecai; Zhou, Xiaojun

    2013-05-20

    A multi-wavelength Erbium-doped fiber (EDF) laser based on four-wave-mixing is proposed and experimentally demonstrated. The 5 km single mode fiber in the cavity enhances the four-wave-mixing to suppress the homogenous broadening of the erbium-doped fiber and get the stable multi-wavelength comb. The lasing stability is investigated. When the pump power is 300 mW, the fiber laser has 5-lasing lines and the maximum fluctuation of the output power is about 3.18 dB. At the same time, a laser with 110 m high nonlinear fiber (HNFL) is demonstrated. When the pump power is 300 mW, it has 7-lasing lines (above -30 dBm) and the maximum fluctuation is 0.18dB.

  7. Functional uniform priors for nonlinear modeling.

    Science.gov (United States)

    Bornkamp, Björn

    2012-09-01

    This article considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a prior distribution that is uniform in the space of functional shapes of the underlying nonlinear function and then back-transform to obtain a prior distribution for the original model parameters. The primary application considered in this article is nonlinear regression, but the idea might be of interest beyond this case. For nonlinear regression the so constructed priors have the advantage that they are parametrization invariant and do not violate the likelihood principle, as opposed to uniform distributions on the parameters or the Jeffrey's prior, respectively. The utility of the proposed priors is demonstrated in the context of design and analysis of nonlinear regression modeling in clinical dose-finding trials, through a real data example and simulation.

  8. Non-linear finite element modeling

    DEFF Research Database (Denmark)

    Mikkelsen, Lars Pilgaard

    The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...... on the governing equations and methods of implementing....

  9. Modeling the oxygen uptake kinetics during exercise testing of patients with chronic obstructive pulmonary diseases using nonlinear mixed models

    Directory of Open Access Journals (Sweden)

    Florent Baty

    2016-06-01

    Full Text Available Abstract Background The six-minute walk test (6MWT is commonly used to quantify exercise capacity in patients with several cardio-pulmonary diseases. Oxygen uptake ( V ̇ $\\dot {\\mathrm {V}}$ O2 kinetics during 6MWT typically follow 3 distinct phases (rest, exercise, recovery that can be modeled by nonlinear regression. Simultaneous modeling of multiple kinetics requires nonlinear mixed models methodology. To the best of our knowledge, no such curve-fitting approach has been used to analyze multiple V ̇ $\\dot {\\mathrm {V}}$ O2 kinetics in both research and clinical practice so far. Methods In the present study, we describe functionality of the R package medrc that extends the framework of the commonly used packages drc and nlme and allows fitting nonlinear mixed effects models for automated nonlinear regression modeling. The methodology was applied to a data set including 6MWT V ̇ $\\dot {\\mathrm {V}}$ O2 kinetics from 61 patients with chronic obstructive pulmonary disease (disease severity stage II to IV. The mixed effects approach was compared to a traditional curve-by-curve approach. Results A six-parameter nonlinear regression model was jointly fitted to the set of V ̇ $\\dot {\\mathrm {V}}$ O2 kinetics. Significant differences between disease stages were found regarding steady state V ̇ $\\dot {\\mathrm {V}}$ O2 during exercise, V ̇ $\\dot {\\mathrm {V}}$ O2 level after recovery and V ̇ $\\dot {\\mathrm {V}}$ O2 inflection point in the recovery phase. Estimates obtained by the mixed effects approach showed standard errors that were consistently lower as compared to the curve-by-curve approach. Conclusions Hereby we demonstrate the novelty and usefulness of this methodology in the context of physiological exercise testing.

  10. Population stochastic modelling (PSM)-An R package for mixed-effects models based on stochastic differential equations

    DEFF Research Database (Denmark)

    Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode

    2009-01-01

    likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODES) with an observation link that incorporates noise. This state-space formulation only......The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model...... development, J. Pharmacokinet. Pharmacodyn. 32 (February(l)) (2005) 109-141; C.W. Tornoe, R.V Overgaard, H. Agerso, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8...

  11. Nonlinear Resistivity for Magnetohydrodynamical Models

    CERN Document Server

    Lingam, Manasvi; Pfefferlé, David; Comisso, Luca; Bhattacharjee, Amitava

    2016-01-01

    A nonlinear current-dependent resistivity that accurately accounts for the collisional electron-ion momentum transfer rate is derived. It is shown that the Spitzer resistivity overestimates the resistivity in certain observationally relevant regimes. The nonlinear resistivity computed herein is a strictly decreasing function of the current, in contrast to some notable previous proposals. The relative importance of the new expression with respect to the well-established electron inertia and Hall terms is also examined. The subtle implications of this current-dependent resistivity are discussed in the context of plasma systems and phenomena such as magnetic reconnection.

  12. Estimation of non-linear growth models by linearization: a simulation study using a Gompertz function

    Directory of Open Access Journals (Sweden)

    Mäntysaari Esa A

    2006-06-01

    Full Text Available Abstract A method based on Taylor series expansion for estimation of location parameters and variance components of non-linear mixed effects models was considered. An attractive property of the method is the opportunity for an easily implemented algorithm. Estimation of non-linear mixed effects models can be done by common methods for linear mixed effects models, and thus existing programs can be used after small modifications. The applicability of this algorithm in animal breeding was studied with simulation using a Gompertz function growth model in pigs. Two growth data sets were analyzed: a full set containing observations from the entire growing period, and a truncated time trajectory set containing animals slaughtered prematurely, which is common in pig breeding. The results from the 50 simulation replicates with full data set indicate that the linearization approach was capable of estimating the original parameters satisfactorily. However, estimation of the parameters related to adult weight becomes unstable in the case of a truncated data set.

  13. Nonlinear modeling of thermoacoustically driven energy cascade

    Science.gov (United States)

    Gupta, Prateek; Scalo, Carlo; Lodato, Guido

    2016-11-01

    We present an investigation of nonlinear energy cascade in thermoacoustically driven high-amplitude oscillations, from the initial weakly nonlinear regime to the shock wave dominated limit cycle. We develop a first principle based quasi-1D model for nonlinear wave propagation in a canonical minimal unit thermoacoustic device inspired by the experimental setup of Biwa et al.. Retaining up to quadratic nonlinear terms in the governing equations, we develop model equations for nonlinear wave propagation in the proximity of differentially heated no-slip boundaries. Furthermore, we discard the effects of acoustic streaming in the present study and focus on nonlinear energy cascade due to high amplitude wave propagation. Our model correctly predicts the observed exponential growth of the thermoacoustically amplified second harmonic, as well as the energy transfer rate to higher harmonics causing wave steepening. Moreover, we note that nonlinear coupling of local pressure with heat transfer reduces thermoacoustic amplification gradually thus causing the system to reach limit cycle exhibiting shock waves. Throughout, we verify the results from the quasi-1D model with fully compressible Navier-Stokes simulations.

  14. Multilevel mixed effects parametric survival models using adaptive Gauss-Hermite quadrature with application to recurrent events and individual participant data meta-analysis.

    Science.gov (United States)

    Crowther, Michael J; Look, Maxime P; Riley, Richard D

    2014-09-28

    Multilevel mixed effects survival models are used in the analysis of clustered survival data, such as repeated events, multicenter clinical trials, and individual participant data (IPD) meta-analyses, to investigate heterogeneity in baseline risk and covariate effects. In this paper, we extend parametric frailty models including the exponential, Weibull and Gompertz proportional hazards (PH) models and the log logistic, log normal, and generalized gamma accelerated failure time models to allow any number of normally distributed random effects. Furthermore, we extend the flexible parametric survival model of Royston and Parmar, modeled on the log-cumulative hazard scale using restricted cubic splines, to include random effects while also allowing for non-PH (time-dependent effects). Maximum likelihood is used to estimate the models utilizing adaptive or nonadaptive Gauss-Hermite quadrature. The methods are evaluated through simulation studies representing clinically plausible scenarios of a multicenter trial and IPD meta-analysis, showing good performance of the estimation method. The flexible parametric mixed effects model is illustrated using a dataset of patients with kidney disease and repeated times to infection and an IPD meta-analysis of prognostic factor studies in patients with breast cancer. User-friendly Stata software is provided to implement the methods. Copyright © 2014 John Wiley & Sons, Ltd.

  15. Model Updating Nonlinear System Identification Toolbox Project

    Data.gov (United States)

    National Aeronautics and Space Administration — ZONA Technology proposes to develop an enhanced model updating nonlinear system identification (MUNSID) methodology by adopting the flight data with state-of-the-art...

  16. Comparing coefficients of nested nonlinear probability models

    DEFF Research Database (Denmark)

    Kohler, Ulrich; Karlson, Kristian Bernt; Holm, Anders

    2011-01-01

    In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general decomposi......In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general...... decomposition method that is unaffected by the rescaling or attenuation bias that arise in cross-model comparisons in nonlinear models. It recovers the degree to which a control variable, Z, mediates or explains the relationship between X and a latent outcome variable, Y*, underlying the nonlinear probability...

  17. On a Nonlinear Model in Adiabatic Evolutions

    Science.gov (United States)

    Sun, Jie; Lu, Song-Feng

    2016-08-01

    In this paper, we study a kind of nonlinear model of adiabatic evolution in quantum search problem. As will be seen here, for this problem, there always exists a possibility that this nonlinear model can successfully solve the problem, while the linear model can not. Also in the same setting, when the overlap between the initial state and the final stare is sufficiently large, a simple linear adiabatic evolution can achieve O(1) time efficiency, but infinite time complexity for the nonlinear model of adiabatic evolution is needed. This tells us, it is not always a wise choice to use nonlinear interpolations in adiabatic algorithms. Sometimes, simple linear adiabatic evolutions may be sufficient for using. Supported by the National Natural Science Foundation of China under Grant Nos. 61402188 and 61173050. The first author also gratefully acknowledges the support from the China Postdoctoral Science Foundation under Grant No. 2014M552041

  18. Computational Models for Nonlinear Aeroelastic Systems Project

    Data.gov (United States)

    National Aeronautics and Space Administration — Clear Science Corp. and Duke University propose to develop and demonstrate a new and efficient computational method of modeling nonlinear aeroelastic systems. The...

  19. Non-linear Loudspeaker Unit Modelling

    DEFF Research Database (Denmark)

    Pedersen, Bo Rohde; Agerkvist, Finn T.

    2008-01-01

    Simulations of a 6½-inch loudspeaker unit are performed and compared with a displacement measurement. The non-linear loudspeaker model is based on the major nonlinear functions and expanded with time-varying suspension behaviour and flux modulation. The results are presented with FFT plots of three...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....

  20. Identifying nonlinear biomechanical models by multicriteria analysis

    Science.gov (United States)

    Srdjevic, Zorica; Cveticanin, Livija

    2012-02-01

    In this study, the methodology developed by Srdjevic and Cveticanin (International Journal of Industrial Ergonomics 34 (2004) 307-318) for the nonbiased (objective) parameter identification of the linear biomechanical model exposed to vertical vibrations is extended to the identification of n-degree of freedom (DOF) nonlinear biomechanical models. The dynamic performance of the n-DOF nonlinear model is described in terms of response functions in the frequency domain, such as the driving-point mechanical impedance and seat-to-head transmissibility function. For randomly generated parameters of the model, nonlinear equations of motion are solved using the Runge-Kutta method. The appropriate data transformation from the time-to-frequency domain is performed by a discrete Fourier transformation. Squared deviations of the response functions from the target values are used as the model performance evaluation criteria, thus shifting the problem into the multicriteria framework. The objective weights of criteria are obtained by applying the Shannon entropy concept. The suggested methodology is programmed in Pascal and tested on a 4-DOF nonlinear lumped parameter biomechanical model. The identification process over the 2000 generated sets of parameters lasts less than 20 s. The model response obtained with the imbedded identified parameters correlates well with the target values, therefore, justifying the use of the underlying concept and the mathematical instruments and numerical tools applied. It should be noted that the identified nonlinear model has an improved accuracy of the biomechanical response compared to the accuracy of a linear model.

  1. Nonlinear model predictive control theory and algorithms

    CERN Document Server

    Grüne, Lars

    2017-01-01

    This book offers readers a thorough and rigorous introduction to nonlinear model predictive control (NMPC) for discrete-time and sampled-data systems. NMPC schemes with and without stabilizing terminal constraints are detailed, and intuitive examples illustrate the performance of different NMPC variants. NMPC is interpreted as an approximation of infinite-horizon optimal control so that important properties like closed-loop stability, inverse optimality and suboptimality can be derived in a uniform manner. These results are complemented by discussions of feasibility and robustness. An introduction to nonlinear optimal control algorithms yields essential insights into how the nonlinear optimization routine—the core of any nonlinear model predictive controller—works. Accompanying software in MATLAB® and C++ (downloadable from extras.springer.com/), together with an explanatory appendix in the book itself, enables readers to perform computer experiments exploring the possibilities and limitations of NMPC. T...

  2. Nonlinear optical model for strip plasmonic waveguides

    DEFF Research Database (Denmark)

    Lysenko, Oleg; Bache, Morten; Lavrinenko, Andrei

    2016-01-01

    This paper presents a theoretical model of nonlinear optical properties for strip plasmonic waveguides. The particular waveguides geometry that we investigate contains a gold core, adhesion layers, and silicon dioxide cladding. It is shown that the third-order susceptibility of the gold core...... significantly depends on the layer thickness and has the dominant contribution to the effective third-order susceptibility of the long-range plasmon polariton mode. This results in two nonlinear optical effects in plasmonic waveguides, which we experimentally observed and reported in [Opt. Lett. 41, 317 (2016......)]. The first effect is the nonlinear power saturation of the plasmonic mode, and the second effect is the spectral broadening of the plasmonic mode. Both nonlinear plasmonic effects can be used for practical applications and their appropriate model will be important for further developments in communication...

  3. 线性混合效应模型的惩罚变量选择%Variable Selection for Linear Mixed Effects Model Via Penalization Approaches

    Institute of Scientific and Technical Information of China (English)

    陈峰

    2014-01-01

    目的研究基于惩罚的线性混合效应模型变量选择原理和方法。方法对线性混合效应模型中的固定效应施加惩罚,采用Lasso和SCAD进行变量选择,通过两步迭代算法估计惩罚似然,利用BIC原则选择惩罚参数。通过广泛的模拟研究评价Lasso和SCAD在线性混合效应模型变量选择中的性质表现,并应用于真实数据的数量性状位点选择。结果模拟研究和实际应用显示,在线性混合效应模型中,两步迭代算法简单可行,基于惩罚的变量选择方法能够有效识别有意义的协变量。结论基于惩罚的策略为线性混合效应模型提供了行之有效的变量选择方法。%Objective To investigate variable selection approaches for linear mixed effects model via penalization-based strategies. Method Lasso and SCAD were used to select important variables for linear mixed effects model, a new two-step iteration algorithm was developed to maximize the penalized likelihood, and the penalization parameter was chosen via the BIC procedure. Extensive simulations were implemented to evaluate the performance of the proposed approaches for variable selection. An application to quantitative trait loci was given to demonstrate these penalization approaches. Results Simulations and application have shown that the proposed two-step iteration algorithm is effective and feasible for maximization the penalized likelihood and the penalization-based methods are promising and powerful approaches for variable selection of linear mixed effects model. Conclusions Penalization-based strategies are powerful approaches for variable selection of linear mixed effects model.

  4. Topological approximation of the nonlinear Anderson model

    Science.gov (United States)

    Milovanov, Alexander V.; Iomin, Alexander

    2014-06-01

    We study the phenomena of Anderson localization in the presence of nonlinear interaction on a lattice. A class of nonlinear Schrödinger models with arbitrary power nonlinearity is analyzed. We conceive the various regimes of behavior, depending on the topology of resonance overlap in phase space, ranging from a fully developed chaos involving Lévy flights to pseudochaotic dynamics at the onset of delocalization. It is demonstrated that the quadratic nonlinearity plays a dynamically very distinguished role in that it is the only type of power nonlinearity permitting an abrupt localization-delocalization transition with unlimited spreading already at the delocalization border. We describe this localization-delocalization transition as a percolation transition on the infinite Cayley tree (Bethe lattice). It is found in the vicinity of the criticality that the spreading of the wave field is subdiffusive in the limit t →+∞. The second moment of the associated probability distribution grows with time as a power law ∝ tα, with the exponent α =1/3 exactly. Also we find for superquadratic nonlinearity that the analog pseudochaotic regime at the edge of chaos is self-controlling in that it has feedback on the topology of the structure on which the transport processes concentrate. Then the system automatically (without tuning of parameters) develops its percolation point. We classify this type of behavior in terms of self-organized criticality dynamics in Hilbert space. For subquadratic nonlinearities, the behavior is shown to be sensitive to the details of definition of the nonlinear term. A transport model is proposed based on modified nonlinearity, using the idea of "stripes" propagating the wave process to large distances. Theoretical investigations, presented here, are the basis for consistency analysis of the different localization-delocalization patterns in systems with many coupled degrees of freedom in association with the asymptotic properties of the

  5. Application of Linear Mixed-Effects Models in Human Neuroscience Research: A Comparison with Pearson Correlation in Two Auditory Electrophysiology Studies.

    Science.gov (United States)

    Koerner, Tess K; Zhang, Yang

    2017-02-27

    Neurophysiological studies are often designed to examine relationships between measures from different testing conditions, time points, or analysis techniques within the same group of participants. Appropriate statistical techniques that can take into account repeated measures and multivariate predictor variables are integral and essential to successful data analysis and interpretation. This work implements and compares conventional Pearson correlations and linear mixed-effects (LME) regression models using data from two recently published auditory electrophysiology studies. For the specific research questions in both studies, the Pearson correlation test is inappropriate for determining strengths between the behavioral responses for speech-in-noise recognition and the multiple neurophysiological measures as the neural responses across listening conditions were simply treated as independent measures. In contrast, the LME models allow a systematic approach to incorporate both fixed-effect and random-effect terms to deal with the categorical grouping factor of listening conditions, between-subject baseline differences in the multiple measures, and the correlational structure among the predictor variables. Together, the comparative data demonstrate the advantages as well as the necessity to apply mixed-effects models to properly account for the built-in relationships among the multiple predictor variables, which has important implications for proper statistical modeling and interpretation of human behavior in terms of neural correlates and biomarkers.

  6. Nonlinear modeling of an aerospace object dynamics

    Science.gov (United States)

    Davydov, I. E.; Davydov, E. I.

    2017-01-01

    Here are presented the scientific results, obtained by motion modeling of complicated technical systems of aerospace equipment with consideration of nonlinearities. Computerized panel that allows to measure mutual influence of the system's motion and stabilization device with consideration of its real characteristics has been developed. Analysis of motion stability of a system in general has been carried out and time relationships of the system's motion taking in account nonlinearities are presented.

  7. Nonlinear chaotic model for predicting storm surges

    NARCIS (Netherlands)

    Siek, M.; Solomatine, D.P.

    This paper addresses the use of the methods of nonlinear dynamics and chaos theory for building a predictive chaotic model from time series. The chaotic model predictions are made by the adaptive local models based on the dynamical neighbors found in the reconstructed phase space of the observables.

  8. On the nonlinear modeling of ring oscillators

    KAUST Repository

    Elwakil, Ahmed S.

    2009-06-01

    We develop higher-order nonlinear models of three-stage and five-stage ring oscillators based on a novel inverter model. The oscillation condition and oscillation frequency are derived and compared to classical linear model analysis. Two important special cases for five-stage ring oscillators are also studied. Numerical simulations are shown. © 2009 World Scientific Publishing Company.

  9. Prevention of chronic PTSD with early cognitive behavioral therapy. A meta-analysis using mixed-effects modeling.

    Science.gov (United States)

    Kliem, Sören; Kröger, Christoph

    2013-11-01

    Post-traumatic stress disorder (PTSD) is of great interest to public health, due to the high burden it places on both the individual and society. We meta-analyzed randomized-controlled trials to examine the effectiveness of early trauma-focused cognitive-behavioral treatment (TFCBT) for preventing chronic PTSD. Systematic bibliographic research was undertaken to find relevant literature from on-line databases (Pubmed, PsycINFO, Psyndex, Medline). Using a mixed-effect approach, we calculated effect sizes (ES) for the PTSD diagnoses (main outcome) as well as PTSD and depressive symptoms (secondary outcomes), respectively. Calculations of ES from pre-intervention to first follow-up assessment were based on 10 studies. A moderate effect (ES = 0.54) was found for the main outcome, whereas ES for secondary outcomes were predominantly small (ES = 0.27-0.45). The ES for the main outcome decreased to small (ES = 0.34) from first follow-up to long-term follow-up assessment. The mean dropout rate was 16.7% pre- to post-treatment. There was evidence for the impact of moderators on different outcomes (e.g., the number of sessions on PTSD symptoms). Future studies should include survivors of other trauma types (e.g., burn injuries) rather than predominantly survivors of accidents and physical assault, and should compare early TFCBT with other interventions that previously demonstrated effectiveness.

  10. Correlations and Non-Linear Probability Models

    DEFF Research Database (Denmark)

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt

    2014-01-01

    the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....

  11. Modeling of the vibrating beam accelerometer nonlinearities

    Science.gov (United States)

    Romanowski, P. A.; Knop, R. C.

    Successful modeling and processing of the output of a quartz Vibrating Beam Accelerometer (VBA), whose errors are inherently nonlinear with respect to input acceleration, are reported. The VBA output, with two signals that are frequencies of vibrating quartz beams, has inherent higher-order terms. In order to avoid vibration rectification errors, the signal output must be sampled at a rapid rate and the output must be reduced using a nonlinear model. The present model, with acceleration as a function of frequency, is derived by a least-squares process where the covariance matrix is obtained from simulated data. The system performance is found to be acceptable to strategic levels, and it is shown that a vibration rectification error of 400 micrograms/sq g can be reduced to 4 micrograms/sq g by using the processor electronics and a nonlinear model.

  12. Nonlinear observer design for a nonlinear string/cable FEM model using contraction theory

    DEFF Research Database (Denmark)

    Turkyilmaz, Yilmaz; Jouffroy, Jerome; Egeland, Olav

    Contraction theory is a recently developed nonlinear analysis tool which may be useful for solving a variety of nonlinear control problems. In this paper, using Contraction theory, a nonlinear observer is designed for a general nonlinear cable/string FEM (Finite Element Method) model. The cable...

  13. Nonlinear observer design for a nonlinear string/cable FEM model using contraction theory

    DEFF Research Database (Denmark)

    Turkyilmaz, Yilmaz; Jouffroy, Jerome; Egeland, Olav

    Contraction theory is a recently developed nonlinear analysis tool which may be useful for solving a variety of nonlinear control problems. In this paper, using Contraction theory, a nonlinear observer is designed for a general nonlinear cable/string FEM (Finite Element Method) model. The cable...

  14. A nonlinear constitutive model for magnetostrictive materials

    Institute of Scientific and Technical Information of China (English)

    Xin'en Liu; Xiaojing Zheng

    2005-01-01

    A general nonlinear constitutive model is proposed for magnetostrictive materials, based on the important physical fact that a nonlinear part of the elastic strain produced by a pre-stress is related to the magnetic domain rotation or movement and is responsible for the change of the maximum magnetostrictive strain with the pre-stress. To avoid the complicity of determining the tensor function describing the nonlinear elastic strain part, this paper proposes a simplified model by means of linearizing the nonlinear function.For the convenience of engineering applications, the expressions of the 3-D (bulk), 2-D (film) and 1-D (rod) models are, respectively, given for an isotropic material and their applicable ranges are also discussed. By comparison with the experimental data of a Terfenol-D rod, it is found that the proposed model can accurately predict the magnetostrictive strain curves in low, moderate and high magnetic field regions for various compressive pre-stress levels. The numerical simulation further illustrates that, for either magnetostrictive rods or thin films, the proposed model can effectively describe the effects of the pre-stress or residual stress on the magnetization and magnetostrictive strain curves, while none of the known models can capture all of them. Therefore, the proposed model enjoys higher precision and wider applicability than the previous models, especially in the region of the high field.

  15. A Nonlinear Model of Thermoacoustic Devices

    NARCIS (Netherlands)

    Karpov, Sergey; Prosperetti, Andrea

    2002-01-01

    This paper presents a nonlinear, time-domain model of thermoacoustic devices based on cross-sectional averaged equations. Heat transfer perpendicular to the device axis - which lies at the core of thermoacoustic effects - is modeled in a novel and more realistic way. Heat conduction in the solid sur

  16. Some Asymptotic Inference in Multinomial Nonlinear Models (a Geometric Approach)

    Institute of Scientific and Technical Information of China (English)

    WEIBOCHENG

    1996-01-01

    A geometric framework is proposed for multinomlat nonlinear modelsbased on a modified vemlon of the geometric structure presented by Bates & Watts[4]. We use this geometric framework to study some asymptotic inference in terms ofcurvtures for multlnomial nonlinear models. Our previous results [15] for ordlnary nonlinear regression models are extended to multlnomlal nonlinear models.

  17. Correlations and Non-Linear Probability Models

    DEFF Research Database (Denmark)

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt

    2014-01-01

    Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations betwee...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models.......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under...

  18. Perturbation analysis of nonlinear matrix population models

    Directory of Open Access Journals (Sweden)

    Hal Caswell

    2008-03-01

    Full Text Available Perturbation analysis examines the response of a model to changes in its parameters. It is commonly applied to population growth rates calculated from linear models, but there has been no general approach to the analysis of nonlinear models. Nonlinearities in demographic models may arise due to density-dependence, frequency-dependence (in 2-sex models, feedback through the environment or the economy, and recruitment subsidy due to immigration, or from the scaling inherent in calculations of proportional population structure. This paper uses matrix calculus to derive the sensitivity and elasticity of equilibria, cycles, ratios (e.g. dependency ratios, age averages and variances, temporal averages and variances, life expectancies, and population growth rates, for both age-classified and stage-classified models. Examples are presented, applying the results to both human and non-human populations.

  19. Nonlinear control of the Salnikov model reaction

    DEFF Research Database (Denmark)

    Recke, Bodil; Jørgensen, Sten Bay

    1999-01-01

    This paper explores different nonlinear control schemes, applied to a simple model reaction. The model is the Salnikov model, consisting of two ordinary differential equations. The control strategies investigated are I/O-linearisation, Exact linearisation, exact linearisation combined with LQR...... and Control Lyapunov Functions (CLF's). The results show that based on the lowest possible cost function and shortest settling time, the exact linearisation performs marginally better than the other methods....

  20. Nonlinear System Identification and Behavioral Modeling

    CERN Document Server

    Huq, Kazi Mohammed Saidul; Kabir, A F M Sultanul

    2010-01-01

    The problem of determining a mathematical model for an unknown system by observing its input-output data pair is generally referred to as system identification. A behavioral model reproduces the required behavior of the original analyzed system, such as there is a one-to-one correspondence between the behavior of the original system and the simulated system. This paper presents nonlinear system identification and behavioral modeling using a work assignment.

  1. Nonlinear distortion in wireless systems modeling and simulation with Matlab

    CERN Document Server

    Gharaibeh, Khaled M

    2011-01-01

    This book covers the principles of modeling and simulation of nonlinear distortion in wireless communication systems with MATLAB simulations and techniques In this book, the author describes the principles of modeling and simulation of nonlinear distortion in single and multichannel wireless communication systems using both deterministic and stochastic signals. Models and simulation methods of nonlinear amplifiers explain in detail how to analyze and evaluate the performance of data communication links under nonlinear amplification. The book addresses the analysis of nonlinear systems

  2. Nonlinearity detection in hyperspectral images using a polynomial post-nonlinear mixing model.

    Science.gov (United States)

    Altmann, Yoann; Dobigeon, Nicolas; Tourneret, Jean-Yves

    2013-04-01

    This paper studies a nonlinear mixing model for hyperspectral image unmixing and nonlinearity detection. The proposed model assumes that the pixel reflectances are nonlinear functions of pure spectral components contaminated by an additive white Gaussian noise. These nonlinear functions are approximated by polynomials leading to a polynomial post-nonlinear mixing model. We have shown in a previous paper that the parameters involved in the resulting model can be estimated using least squares methods. A generalized likelihood ratio test based on the estimator of the nonlinearity parameter is proposed to decide whether a pixel of the image results from the commonly used linear mixing model or from a more general nonlinear mixing model. To compute the test statistic associated with the nonlinearity detection, we propose to approximate the variance of the estimated nonlinearity parameter by its constrained Cramér-Rao bound. The performance of the detection strategy is evaluated via simulations conducted on synthetic and real data. More precisely, synthetic data have been generated according to the standard linear mixing model and three nonlinear models from the literature. The real data investigated in this study are extracted from the Cuprite image, which shows that some minerals seem to be nonlinearly mixed in this image. Finally, it is interesting to note that the estimated abundance maps obtained with the post-nonlinear mixing model are in good agreement with results obtained in previous studies.

  3. Nonlinear GARCH model and 1 / f noise

    Science.gov (United States)

    Kononovicius, A.; Ruseckas, J.

    2015-06-01

    Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we consider the well known GARCH(1,1) process and its nonlinear modifications, reminiscent of NGARCH model. We investigate the possibility to reproduce power law statistics, probability density function and power spectral density, using ARCH family models. For this purpose we derive stochastic differential equations from the GARCH processes in consideration. We find the obtained equations to be similar to a general class of stochastic differential equations known to reproduce power law statistics. We show that linear GARCH(1,1) process has power law distribution, but its power spectral density is Brownian noise-like. However, the nonlinear modifications exhibit both power law distribution and power spectral density of the 1 /fβ form, including 1 / f noise.

  4. Behavioral evidence for a differential modulation of semantic processing and lexical production by aging: a full linear mixed-effects modeling approach.

    Science.gov (United States)

    Boudiaf, Naïla; Laboissière, Rafael; Cousin, Émilie; Fournet, Nathalie; Krainik, Alexandre; Baciu, Monica

    2016-11-24

    The effect of normal aging on lexical production and semantic processing was evaluated in 72 healthy participants. Four tasks were used, picture naming (PN), picture categorization (PC), numerical judgment (NJ), and color judgment (CJ). The dependence of reaction time (RT) and correct responses with age was accounted by mixed-effects models. Participants underwent neuropsychological testing for verbal, executive, and memory functions. The RTs increase significantly with age for all tasks. After parceling out the non-specific cognitive decline, as reflected by the NJ task, the RT for the PN task decreases with age. Behavioral data were interpreted in relation with neuropsychological scores. Our results suggest that (a) naming becomes more automatic and semantic processing slightly more difficult with age, and (b) a non-specific general slowdown of cognitive processing occurs with age. Lexical production remained unaltered, based on compensatory automatic processes. This study also suggests a possible slowdown of semantic processing, even in normal aging.

  5. Dynamical effects of overparametrization in nonlinear models

    Science.gov (United States)

    Aguirre, Luis Antonio; Billings, S. A.

    1995-01-01

    This paper is concemed with dynamical reconstruction for nonlinear systems. The effects of the driving function and of the complexity of a given representation on the bifurcation patter are investigated. It is shown that the use of different driving functions to excite the system may yield models with different bifurcation patterns. The complexity of the reconstructions considered is quantified by the embedding dimension and the number of estimated parameters. In this respect it appears that models which reproduce the original bifurcation behaviour are of limited complexity and that excessively complex models tend to induce ghost bifurcations and spurious dynamical regimes. Moreover, some results suggest that the effects of overparametrization on the global dynamical behaviour of a nonlinear model may be more deleterious than the presence of moderate noise levels. In order to precisely quantify the complexity of the reconstructions, global polynomials are used although the results are believed to apply to a much wider class of representations including neural networks.

  6. Design of nonlinear PID controller and nonlinear model predictive controller for a continuous stirred tank reactor.

    Science.gov (United States)

    Prakash, J; Srinivasan, K

    2009-07-01

    In this paper, the authors have represented the nonlinear system as a family of local linear state space models, local PID controllers have been designed on the basis of linear models, and the weighted sum of the output from the local PID controllers (Nonlinear PID controller) has been used to control the nonlinear process. Further, Nonlinear Model Predictive Controller using the family of local linear state space models (F-NMPC) has been developed. The effectiveness of the proposed control schemes has been demonstrated on a CSTR process, which exhibits dynamic nonlinearity.

  7. Research on nonlinear stochastic dynamical price model

    Energy Technology Data Exchange (ETDEWEB)

    Li Jiaorui [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); School of Statistics, Xi' an University of Finance and Economics, Xi' an 710061 (China)], E-mail: jiaoruili@mail.nwpu.edu.cn; Xu Wei; Xie Wenxian; Ren Zhengzheng [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)

    2008-09-15

    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.

  8. Simplified Model of Nonlinear Landau Damping

    Energy Technology Data Exchange (ETDEWEB)

    N. A. Yampolsky and N. J. Fisch

    2009-07-16

    The nonlinear interaction of a plasma wave with resonant electrons results in a plateau in the electron distribution function close to the phase velocity of the plasma wave. As a result, Landau damping of the plasma wave vanishes and the resonant frequency of the plasma wave downshifts. However, this simple picture is invalid when the external driving force changes the plasma wave fast enough so that the plateau cannot be fully developed. A new model to describe amplification of the plasma wave including the saturation of Landau damping and the nonlinear frequency shift is proposed. The proposed model takes into account the change of the plasma wave amplitude and describes saturation of the Landau damping rate in terms of a single fluid equation, which simplifies the description of the inherently kinetic nature of Landau damping. A proposed fluid model, incorporating these simplifications, is verified numerically using a kinetic Vlasov code.

  9. Tristability in the iodate-As(III) chemical system arising from a model of stirring and mixing effects

    Science.gov (United States)

    Ganapathisubramanian, N.

    1991-08-01

    The iodate-As(III) system which exhibits bistability in an ideal continuous flow stirred tank reactor (CSTR), exhibits tristability when subjected to the mixing model of Kumpinsky and Epstein [J. Chem. Phys. 82, 53 (1985)]. The cross flow between the major and minor reactors influences the system's lower hysteresis limit more than its upper hysteresis limit.

  10. Confidence Intervals and "F" Tests for Intraclass Correlation Coefficients Based on Three-Way Mixed Effects Models

    Science.gov (United States)

    Zhou, Hong; Muellerleile, Paige; Ingram, Debra; Wong, Seok P.

    2011-01-01

    Intraclass correlation coefficients (ICCs) are commonly used in behavioral measurement and psychometrics when a researcher is interested in the relationship among variables of a common class. The formulas for deriving ICCs, or generalizability coefficients, vary depending on which models are specified. This article gives the equations for…

  11. Confidence Intervals and "F" Tests for Intraclass Correlation Coefficients Based on Three-Way Mixed Effects Models

    Science.gov (United States)

    Zhou, Hong; Muellerleile, Paige; Ingram, Debra; Wong, Seok P.

    2011-01-01

    Intraclass correlation coefficients (ICCs) are commonly used in behavioral measurement and psychometrics when a researcher is interested in the relationship among variables of a common class. The formulas for deriving ICCs, or generalizability coefficients, vary depending on which models are specified. This article gives the equations for…

  12. Investigating Effect of Ignoring Hierarchical Data Structures on Accuracy of Vertical Scaling Using Mixed-Effects Rasch Model

    Science.gov (United States)

    Wang, Shudong; Jiao, Hong; Jin, Ying; Thum, Yeow Meng

    2010-01-01

    The vertical scales of large-scale achievement tests created by using item response theory (IRT) models are mostly based on cluster (or correlated) educational data in which students usually are clustered in certain groups or settings (classrooms or schools). While such application directly violated assumption of independent sample of person in…

  13. STEW A Nonlinear Data Modeling Computer Program

    CERN Document Server

    Chen, H

    2000-01-01

    A nonlinear data modeling computer program, STEW, employing the Levenberg-Marquardt algorithm, has been developed to model the experimental sup 2 sup 3 sup 9 Pu(n,f) and sup 2 sup 3 sup 5 U(n,f) cross sections. This report presents results of the modeling of the sup 2 sup 3 sup 9 Pu(n,f) and sup 2 sup 3 sup 5 U(n,f) cross-section data. The calculation of the fission transmission coefficient is based on the double-humped-fission-barrier model of Bjornholm and Lynn. Incident neutron energies of up to 5 MeV are considered.

  14. STEW: A Nonlinear Data Modeling Computer Program

    Energy Technology Data Exchange (ETDEWEB)

    Chen, H.

    2000-03-04

    A nonlinear data modeling computer program, STEW, employing the Levenberg-Marquardt algorithm, has been developed to model the experimental {sup 239}Pu(n,f) and {sup 235}U(n,f) cross sections. This report presents results of the modeling of the {sup 239}Pu(n,f) and {sup 235}U(n,f) cross-section data. The calculation of the fission transmission coefficient is based on the double-humped-fission-barrier model of Bjornholm and Lynn. Incident neutron energies of up to 5 MeV are considered.

  15. Linear mixed-effects models to describe length-weight relationships for yellow croaker (Larimichthys Polyactis) along the north coast of China

    Science.gov (United States)

    Jiao, Yan; Ren, Yiping

    2017-01-01

    In this study, length-weight relationships and relative condition factors were analyzed for Yellow Croaker (Larimichthys polyactis) along the north coast of China. Data covered six regions from north to south: Yellow River Estuary, Coastal Waters of Northern Shandong, Jiaozhou Bay, Coastal Waters of Qingdao, Haizhou Bay, and South Yellow Sea. In total 3,275 individuals were collected during six years (2008, 2011–2015). One generalized linear model, two simply linear models and nine linear mixed effect models that applied the effects from regions and/or years to coefficient a and/or the exponent b were studied and compared. Among these twelve models, the linear mixed effect model with random effects from both regions and years fit the data best, with lowest Akaike information criterion value and mean absolute error. In this model, the estimated a was 0.0192, with 95% confidence interval 0.0178~0.0308, and the estimated exponent b was 2.917 with 95% confidence interval 2.731~2.945. Estimates for a and b with the random effects in intercept and coefficient from Region and Year, ranged from 0.013 to 0.023 and from 2.835 to 3.017, respectively. Both regions and years had effects on parameters a and b, while the effects from years were shown to be much larger than those from regions. Except for Coastal Waters of Northern Shandong, a decreased from north to south. Condition factors relative to reference years of 1960, 1986, 2005, 2007, 2008~2009 and 2010 revealed that the body shape of Yellow Croaker became thinner in recent years. Furthermore relative condition factors varied among months, years, regions and length. The values of a and relative condition factors decreased, when the environmental pollution became worse, therefore, length-weight relationships could be an indicator for the environment quality. Results from this study provided basic description of current condition of Yellow Croaker along the north coast of China. PMID:28225777

  16. Using Akaike's information theoretic criterion in mixed-effects modeling of pharmacokinetic data: a simulation study [version 3; referees: 2 approved, 1 approved with reservations

    Directory of Open Access Journals (Sweden)

    Erik Olofsen

    2015-07-01

    Full Text Available Akaike's information theoretic criterion for model discrimination (AIC is often stated to "overfit", i.e., it selects models with a higher dimension than the dimension of the model that generated the data. However, with experimental pharmacokinetic data it may not be possible to identify the correct model, because of the complexity of the processes governing drug disposition. Instead of trying to find the correct model, a more useful objective might be to minimize the prediction error of drug concentrations in subjects with unknown disposition characteristics. In that case, the AIC might be the selection criterion of choice. We performed Monte Carlo simulations using a model of pharmacokinetic data (a power function of time with the property that fits with common multi-exponential models can never be perfect - thus resembling the situation with real data. Prespecified models were fitted to simulated data sets, and AIC and AICc (the criterion with a correction for small sample sizes values were calculated and averaged. The average predictive performances of the models, quantified using simulated validation sets, were compared to the means of the AICs. The data for fits and validation consisted of 11 concentration measurements each obtained in 5 individuals, with three degrees of interindividual variability in the pharmacokinetic volume of distribution. Mean AICc corresponded very well, and better than mean AIC, with mean predictive performance. With increasing interindividual variability, there was a trend towards larger optimal models, but with respect to both lowest AICc and best predictive performance. Furthermore, it was observed that the mean square prediction error itself became less suitable as a validation criterion, and that a predictive performance measure should incorporate interindividual variability. This simulation study showed that, at least in a relatively simple mixed-effects modelling context with a set of prespecified models

  17. Simple nonlinear models suggest variable star universality

    CERN Document Server

    Lindner, John F; Kia, Behnam; Hippke, Michael; Learned, John G; Ditto, William L

    2015-01-01

    Dramatically improved data from observatories like the CoRoT and Kepler spacecraft have recently facilitated nonlinear time series analysis and phenomenological modeling of variable stars, including the search for strange (aka fractal) or chaotic dynamics. We recently argued [Lindner et al., Phys. Rev. Lett. 114 (2015) 054101] that the Kepler data includes "golden" stars, whose luminosities vary quasiperiodically with two frequencies nearly in the golden ratio, and whose secondary frequencies exhibit power-law scaling with exponent near -1.5, suggesting strange nonchaotic dynamics and singular spectra. Here we use a series of phenomenological models to make plausible the connection between golden stars and fractal spectra. We thereby suggest that at least some features of variable star dynamics reflect universal nonlinear phenomena common to even simple systems.

  18. Thermoviscous Model Equations in Nonlinear Acoustics

    DEFF Research Database (Denmark)

    Rasmussen, Anders Rønne

    Four nonlinear acoustical wave equations that apply to both perfect gasses and arbitrary fluids with a quadratic equation of state are studied. Shock and rarefaction wave solutions to the equations are studied. In order to assess the accuracy of the wave equations, their solutions are compared...... to solutions of the basic equations from which the wave equations are derived. A straightforward weakly nonlinear equation is the most accurate for shock modeling. A higher order wave equation is the most accurate for modeling of smooth disturbances. Investigations of the linear stability properties...... of solutions to the wave equations, reveal that the solutions may become unstable. Such instabilities are not found in the basic equations. Interacting shocks and standing shocks are investigated....

  19. Modified Nonlinear Model of Arcsin-Electrodynamics

    Science.gov (United States)

    Kruglov, S. I.

    2016-07-01

    A new modified model of nonlinear arcsin-electrodynamics with two parameters is proposed and analyzed. We obtain the corrections to the Coulomb law. The effect of vacuum birefringence takes place when the external constant magnetic field is present. We calculate indices of refraction for two perpendicular polarizations of electromagnetic waves and estimate bounds on the parameter γ from the BMV and PVLAS experiments. It is shown that the electric field of a point-like charge is finite at the origin. We calculate the finite static electric energy of point-like particles and demonstrate that the electron mass can have the pure electromagnetic nature. The symmetrical Belinfante energy-momentum tensor and dilatation current are found. We show that the dilatation symmetry and dual symmetry are broken in the model suggested. We have investigated the gauge covariant quantization of the nonlinear electrodynamics fields as well as the gauge fixing approach based on Dirac's brackets.

  20. Mathematical modelling of particle mixing effect on the combustion of municipal solid wastes in a packed-bed furnace.

    Science.gov (United States)

    Yang, Yao Bin; Swithenbank, Jim

    2008-01-01

    Packed bed combustion is still the most common way to burn municipal solid wastes. In this paper, a dispersion model for particle mixing, mainly caused by the movement of the grate in a moving-burning bed, has been proposed and transport equations for the continuity, momentum, species, and energy conservation are described. Particle-mixing coefficients obtained from model tests range from 2.0x10(-6) to 3.0x10(-5)m2/s. A numerical solution is sought to simulate the combustion behaviour of a full-scale 12-tonne-per-h waste incineration furnace at different levels of bed mixing. It is found that an increase in mixing causes a slight delay in the bed ignition but greatly enhances the combustion processes during the main combustion period in the bed. A medium-level mixing produces a combustion profile that is positioned more at the central part of the combustion chamber, and any leftover combustible gases (mainly CO) enter directly into the most intensive turbulence area created by the opposing secondary-air jets and thus are consumed quickly. Generally, the specific arrangement of the impinging secondary-air jets dumps most of the non-uniformity in temperature and CO into the gas flow coming from the bed-top, while medium-level mixing results in the lowest CO emission at the furnace exit and the highest combustion efficiency in the bed.

  1. Nonlinear modelling of polymer electrolyte membrane fuel cell stack using nonlinear cancellation technique

    Energy Technology Data Exchange (ETDEWEB)

    Barus, R. P. P., E-mail: rismawan.ppb@gmail.com [Engineering Physics, Faculty of Industrial Technology, Institut Teknologi Bandung, Jalan Ganesa 10 Bandung and Centre for Material and Technical Product, Jalan Sangkuriang No. 14 Bandung (Indonesia); Tjokronegoro, H. A.; Leksono, E. [Engineering Physics, Faculty of Industrial Technology, Institut Teknologi Bandung, Jalan Ganesa 10 Bandung (Indonesia); Ismunandar [Chemistry Study, Faculty of Mathematics and Science, Institut Teknologi Bandung, Jalan Ganesa 10 Bandung (Indonesia)

    2014-09-25

    Fuel cells are promising new energy conversion devices that are friendly to the environment. A set of control systems are required in order to operate a fuel cell based power plant system optimally. For the purpose of control system design, an accurate fuel cell stack model in describing the dynamics of the real system is needed. Currently, linear model are widely used for fuel cell stack control purposes, but it has limitations in narrow operation range. While nonlinear models lead to nonlinear control implemnetation whos more complex and hard computing. In this research, nonlinear cancellation technique will be used to transform a nonlinear model into a linear form while maintaining the nonlinear characteristics. The transformation is done by replacing the input of the original model by a certain virtual input that has nonlinear relationship with the original input. Then the equality of the two models is tested by running a series of simulation. Input variation of H2, O2 and H2O as well as disturbance input I (current load) are studied by simulation. The error of comparison between the proposed model and the original nonlinear model are less than 1 %. Thus we can conclude that nonlinear cancellation technique can be used to represent fuel cell nonlinear model in a simple linear form while maintaining the nonlinear characteristics and therefore retain the wide operation range.

  2. Nonlinear chaotic model for predicting storm surges

    Directory of Open Access Journals (Sweden)

    M. Siek

    2010-09-01

    Full Text Available This paper addresses the use of the methods of nonlinear dynamics and chaos theory for building a predictive chaotic model from time series. The chaotic model predictions are made by the adaptive local models based on the dynamical neighbors found in the reconstructed phase space of the observables. We implemented the univariate and multivariate chaotic models with direct and multi-steps prediction techniques and optimized these models using an exhaustive search method. The built models were tested for predicting storm surge dynamics for different stormy conditions in the North Sea, and are compared to neural network models. The results show that the chaotic models can generally provide reliable and accurate short-term storm surge predictions.

  3. The Nonlinear Magnetosphere: Expressions in MHD and in Kinetic Models

    Science.gov (United States)

    Hesse, Michael; Birn, Joachim

    2011-01-01

    Like most plasma systems, the magnetosphere of the Earth is governed by nonlinear dynamic evolution equations. The impact of nonlinearities ranges from large scales, where overall dynamics features are exhibiting nonlinear behavior, to small scale, kinetic, processes, where nonlinear behavior governs, among others, energy conversion and dissipation. In this talk we present a select set of examples of such behavior, with a specific emphasis on how nonlinear effects manifest themselves in MHD and in kinetic models of magnetospheric plasma dynamics.

  4. MCRG Flow for the nonlinear Sigma Model

    CERN Document Server

    Koerner, Daniel; Wipf, Andreas

    2013-01-01

    A study of the renormalization group flow in the three-dimensional nonlinear O(N) sigma model using Monte Carlo Renormalization Group (MCRG) techniques is presented. To achieve this, we combine an improved blockspin transformation with the canonical demon method to determine the flow diagram for a number of different truncations. Systematic errors of the approach are highlighted. Results are discussed with hindsight on the fixed point structure of the model and the corresponding critical exponents. Special emphasis is drawn on the existence of a nontrivial ultraviolet fixed point as required for theories modeling the asymptotic safety scenario of quantum gravity.

  5. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...

  6. Nonlinear Modelling of Low Frequency Loudspeakers

    DEFF Research Database (Denmark)

    Olsen, Erling Sandermann; Christensen, Knud Bank

    1996-01-01

    A central part of the Danish LoDist project has been the derivation of an extended equivalent circuit and a corresponding set of differential equations suitable for the simulation of high-fidelity woofers under large and very large (clipping) signal conditions. A model including suspension creep ...... and eddy current losses seems to be sufficient, but all the parameters of the model vary with the position of the diaphragm. The model and the associated set of nonlinear differential equations and the solution of the equations are discussed....

  7. NONLINEAR MODEL PREDICTIVE CONTROL OF CHEMICAL PROCESSES

    Directory of Open Access Journals (Sweden)

    R. G. SILVA

    1999-03-01

    Full Text Available A new algorithm for model predictive control is presented. The algorithm utilizes a simultaneous solution and optimization strategy to solve the model's differential equations. The equations are discretized by equidistant collocation, and along with the algebraic model equations are included as constraints in a nonlinear programming (NLP problem. This algorithm is compared with the algorithm that uses orthogonal collocation on finite elements. The equidistant collocation algorithm results in simpler equations, providing a decrease in computation time for the control moves. Simulation results are presented and show a satisfactory performance of this algorithm.

  8. The Use of Mixed Effects Models for Obtaining Low-Cost Ecosystem Carbon Stock Estimates in Mangroves of the Asia-Pacific

    Science.gov (United States)

    Bukoski, Jacob J.; Broadhead, Jeremy S.; Donato, Daniel C.; Murdiyarso, Daniel; Gregoire, Timothy G.

    2017-01-01

    Mangroves provide extensive ecosystem services that support local livelihoods and international environmental goals, including coastal protection, biodiversity conservation and the sequestration of carbon (C). While voluntary C market projects seeking to preserve and enhance forest C stocks offer a potential means of generating finance for mangrove conservation, their implementation faces barriers due to the high costs of quantifying C stocks through field inventories. To streamline C quantification in mangrove conservation projects, we develop predictive models for (i) biomass-based C stocks, and (ii) soil-based C stocks for the mangroves of the Asia-Pacific. We compile datasets of mangrove biomass C (197 observations from 48 sites) and soil organic C (99 observations from 27 sites) to parameterize the predictive models, and use linear mixed effect models to model the expected C as a function of stand attributes. The most parsimonious biomass model predicts total biomass C stocks as a function of both basal area and the interaction between latitude and basal area, whereas the most parsimonious soil C model predicts soil C stocks as a function of the logarithmic transformations of both latitude and basal area. Random effects are specified by site for both models, which are found to explain a substantial proportion of variance within the estimation datasets and indicate significant heterogeneity across-sites within the region. The root mean square error (RMSE) of the biomass C model is approximated at 24.6 Mg/ha (18.4% of mean biomass C in the dataset), whereas the RMSE of the soil C model is estimated at 4.9 mg C/cm3 (14.1% of mean soil C). The results point to a need for standardization of forest metrics to facilitate meta-analyses, as well as provide important considerations for refining ecosystem C stock models in mangroves. PMID:28068361

  9. The Use of Mixed Effects Models for Obtaining Low-Cost Ecosystem Carbon Stock Estimates in Mangroves of the Asia-Pacific.

    Science.gov (United States)

    Bukoski, Jacob J; Broadhead, Jeremy S; Donato, Daniel C; Murdiyarso, Daniel; Gregoire, Timothy G

    2017-01-01

    Mangroves provide extensive ecosystem services that support local livelihoods and international environmental goals, including coastal protection, biodiversity conservation and the sequestration of carbon (C). While voluntary C market projects seeking to preserve and enhance forest C stocks offer a potential means of generating finance for mangrove conservation, their implementation faces barriers due to the high costs of quantifying C stocks through field inventories. To streamline C quantification in mangrove conservation projects, we develop predictive models for (i) biomass-based C stocks, and (ii) soil-based C stocks for the mangroves of the Asia-Pacific. We compile datasets of mangrove biomass C (197 observations from 48 sites) and soil organic C (99 observations from 27 sites) to parameterize the predictive models, and use linear mixed effect models to model the expected C as a function of stand attributes. The most parsimonious biomass model predicts total biomass C stocks as a function of both basal area and the interaction between latitude and basal area, whereas the most parsimonious soil C model predicts soil C stocks as a function of the logarithmic transformations of both latitude and basal area. Random effects are specified by site for both models, which are found to explain a substantial proportion of variance within the estimation datasets and indicate significant heterogeneity across-sites within the region. The root mean square error (RMSE) of the biomass C model is approximated at 24.6 Mg/ha (18.4% of mean biomass C in the dataset), whereas the RMSE of the soil C model is estimated at 4.9 mg C/cm3 (14.1% of mean soil C). The results point to a need for standardization of forest metrics to facilitate meta-analyses, as well as provide important considerations for refining ecosystem C stock models in mangroves.

  10. Nonlinear Inertia Classification Model and Application

    Directory of Open Access Journals (Sweden)

    Mei Wang

    2014-01-01

    Full Text Available Classification model of support vector machine (SVM overcomes the problem of a big number of samples. But the kernel parameter and the punishment factor have great influence on the quality of SVM model. Particle swarm optimization (PSO is an evolutionary search algorithm based on the swarm intelligence, which is suitable for parameter optimization. Accordingly, a nonlinear inertia convergence classification model (NICCM is proposed after the nonlinear inertia convergence (NICPSO is developed in this paper. The velocity of NICPSO is firstly defined as the weighted velocity of the inertia PSO, and the inertia factor is selected to be a nonlinear function. NICPSO is used to optimize the kernel parameter and a punishment factor of SVM. Then, NICCM classifier is trained by using the optical punishment factor and the optical kernel parameter that comes from the optimal particle. Finally, NICCM is applied to the classification of the normal state and fault states of online power cable. It is experimentally proved that the iteration number for the proposed NICPSO to reach the optimal position decreases from 15 to 5 compared with PSO; the training duration is decreased by 0.0052 s and the recognition precision is increased by 4.12% compared with SVM.

  11. Model reduction of systems with localized nonlinearities.

    Energy Technology Data Exchange (ETDEWEB)

    Segalman, Daniel Joseph

    2006-03-01

    An LDRD funded approach to development of reduced order models for systems with local nonlinearities is presented. This method is particularly useful for problems of structural dynamics, but has potential application in other fields. The key elements of this approach are (1) employment of eigen modes of a reference linear system, (2) incorporation of basis functions with an appropriate discontinuity at the location of the nonlinearity. Galerkin solution using the above combination of basis functions appears to capture the dynamics of the system with a small basis set. For problems involving small amplitude dynamics, the addition of discontinuous (joint) modes appears to capture the nonlinear mechanics correctly while preserving the modal form of the predictions. For problems involving large amplitude dynamics of realistic joint models (macro-slip), the use of appropriate joint modes along with sufficient basis eigen modes to capture the frequencies of the system greatly enhances convergence, though the modal nature the result is lost. Also observed is that when joint modes are used in conjunction with a small number of elastic eigen modes in problems of macro-slip of realistic joint models, the resulting predictions are very similar to those of the full solution when seen through a low pass filter. This has significance both in terms of greatly reducing the number of degrees of freedom of the problem and in terms of facilitating the use of much larger time steps.

  12. The Use of Mixed Effects Models for Obtaining Low-Cost Ecosystem Carbon Stock Estimates in Mangroves of the Asia-Pacific

    Science.gov (United States)

    Bukoski, J. J.; Broadhead, J. S.; Donato, D.; Murdiyarso, D.; Gregoire, T. G.

    2016-12-01

    Mangroves provide extensive ecosystem services that support both local livelihoods and international environmental goals, including coastal protection, water filtration, biodiversity conservation and the sequestration of carbon (C). While voluntary C market projects that seek to preserve and enhance forest C stocks offer a potential means of generating finance for mangrove conservation, their implementation faces barriers due to the high costs of quantifying C stocks through measurement, reporting and verification (MRV) activities. To streamline MRV activities in mangrove C forestry projects, we develop predictive models for (i) biomass-based C stocks, and (ii) soil-based C stocks for the mangroves of the Asia-Pacific. We use linear mixed effect models to account for spatial correlation in modeling the expected C as a function of stand attributes. The most parsimonious biomass model predicts total biomass C stocks as a function of both basal area and the interaction between latitude and basal area, whereas the most parsimonious soil C model predicts soil C stocks as a function of the logarithmic transformations of both latitude and basal area. Random effects are specified by site for both models, and are found to explain a substantial proportion of variance within the estimation datasets. The root mean square error (RMSE) of the biomass C model is approximated at 24.6 Mg/ha (18.4% of mean biomass C in the dataset), whereas the RMSE of the soil C model is estimated at 4.9 mg C/cm 3 (14.1% of mean soil C). A substantial proportion of the variation in soil C, however, is explained by the random effects and thus the use of the SOC model may be most valuable for sites in which field measurements of soil C exist.

  13. Evaluation of model fit in nonlinear multilevel structural equation modeling

    Directory of Open Access Journals (Sweden)

    Karin eSchermelleh-Engel

    2014-03-01

    Full Text Available Evaluating model fit in nonlinear multilevel structural equation models (MSEM presents a challenge as no adequate test statistic is available. Nevertheless, using a product indicator approach a likelihood ratio test for linear models is provided which may also be useful for nonlinear MSEM. The main problem with nonlinear models is that product variables are nonnormally distributed. Although robust test statistics have been developed for linear SEM to ensure valid results under the condition of nonnormality, they were not yet investigated for nonlinear MSEM. In a Monte Carlo study, the performance of the robust likelihood ratio test was investigated for models with single-level latent interaction effects using the unconstrained product indicator approach. As overall model fit evaluation has a potential limitation in detecting the lack of fit at a single level even for linear models, level-specific model fit evaluation was also investigated using partially saturated models. Four population models were considered: a model with interaction effects at both levels, an interaction effect at the within-group level, an interaction effect at the between-group level, and a model with no interaction effects at both levels. For these models the number of groups, predictor correlation, and model misspecification was varied. The results indicate that the robust test statistic performed sufficiently well. Advantages of level-specific model fit evaluation for the detection of model misfit are demonstrated.

  14. Evaluation of model fit in nonlinear multilevel structural equation modeling.

    Science.gov (United States)

    Schermelleh-Engel, Karin; Kerwer, Martin; Klein, Andreas G

    2014-01-01

    Evaluating model fit in nonlinear multilevel structural equation models (MSEM) presents a challenge as no adequate test statistic is available. Nevertheless, using a product indicator approach a likelihood ratio test for linear models is provided which may also be useful for nonlinear MSEM. The main problem with nonlinear models is that product variables are non-normally distributed. Although robust test statistics have been developed for linear SEM to ensure valid results under the condition of non-normality, they have not yet been investigated for nonlinear MSEM. In a Monte Carlo study, the performance of the robust likelihood ratio test was investigated for models with single-level latent interaction effects using the unconstrained product indicator approach. As overall model fit evaluation has a potential limitation in detecting the lack of fit at a single level even for linear models, level-specific model fit evaluation was also investigated using partially saturated models. Four population models were considered: a model with interaction effects at both levels, an interaction effect at the within-group level, an interaction effect at the between-group level, and a model with no interaction effects at both levels. For these models the number of groups, predictor correlation, and model misspecification was varied. The results indicate that the robust test statistic performed sufficiently well. Advantages of level-specific model fit evaluation for the detection of model misfit are demonstrated.

  15. Nonlinear trading models through Sharpe Ratio maximization.

    Science.gov (United States)

    Choey, M; Weigend, A S

    1997-08-01

    While many trading strategies are based on price prediction, traders in financial markets are typically interested in optimizing risk-adjusted performance such as the Sharpe Ratio, rather than the price predictions themselves. This paper introduces an approach which generates a nonlinear strategy that explicitly maximizes the Sharpe Ratio. It is expressed as a neural network model whose output is the position size between a risky and a risk-free asset. The iterative parameter update rules are derived and compared to alternative approaches. The resulting trading strategy is evaluated and analyzed on both computer-generated data and real world data (DAX, the daily German equity index). Trading based on Sharpe Ratio maximization compares favorably to both profit optimization and probability matching (through cross-entropy optimization). The results show that the goal of optimizing out-of-sample risk-adjusted profit can indeed be achieved with this nonlinear approach.

  16. Nonlinear Model of non-Debye Relaxation

    CERN Document Server

    Zon, Boris A

    2010-01-01

    We present a simple nonlinear relaxation equation which contains the Debye equation as a particular case. The suggested relaxation equation results in power-law decay of fluctuations. This equation contains a parameter defining the frequency dependence of the dielectric permittivity similarly to the well-known one-parameter phenomenological equations of Cole-Cole, Davidson-Cole and Kohlrausch-Williams-Watts. Unlike these models, the obtained dielectric permittivity (i) obeys to the Kramers-Kronig relation; (ii) has proper behaviour at large frequency; (iii) its imaginary part, conductivity, shows a power-law frequency dependence \\sigma ~ \\omega^n where n1 is also observed in several experiments. The nonlinear equation proposed may be useful in various fields of relaxation theory.

  17. Residual models for nonlinear partial differential equations

    Directory of Open Access Journals (Sweden)

    Garry Pantelis

    2005-11-01

    Full Text Available Residual terms that appear in nonlinear PDEs that are constructed to generate filtered representations of the variables of the fully resolved system are examined by way of a consistency condition. It is shown that certain commonly used empirical gradient models for the residuals fail the test of consistency and therefore cannot be validated as approximations in any reliable sense. An alternate method is presented for computing the residuals. These residual models are independent of free or artificial parameters and there direct link with the functional form of the system of PDEs which describe the fully resolved system are established.

  18. Worldwide impact of economic cycles on suicide trends over 3 decades: differences according to level of development. A mixed effect model study

    Science.gov (United States)

    Perez-Rodriguez, M Mercedes; Garcia-Nieto, Rebeca; Fernandez-Navarro, Pablo; Galfalvy, Hanga; de Leon, Jose; Baca-Garcia, Enrique

    2012-01-01

    Objectives To investigate the trends and correlations of gross domestic product (GDP) adjusted for purchasing power parity (PPP) per capita on suicide rates in 10 WHO regions during the past 30 years. Design Analyses of databases of PPP-adjusted GDP per capita and suicide rates. Countries were grouped according to the Global Burden of Disease regional classification system. Data sources World Bank's official website and WHO's mortality database. Statistical analyses After graphically displaying PPP-adjusted GDP per capita and suicide rates, mixed effect models were used for representing and analysing clustered data. Results Three different groups of countries, based on the correlation between the PPP-adjusted GDP per capita and suicide rates, are reported: (1) positive correlation: developing (lower middle and upper middle income) Latin-American and Caribbean countries, developing countries in the South East Asian Region including India, some countries in the Western Pacific Region (such as China and South Korea) and high-income Asian countries, including Japan; (2) negative correlation: high-income and developing European countries, Canada, Australia and New Zealand and (3) no correlation was found in an African country. Conclusions PPP-adjusted GDP per capita may offer a simple measure for designing the type of preventive interventions aimed at lowering suicide rates that can be used across countries. Public health interventions might be more suitable for developing countries. In high-income countries, however, preventive measures based on the medical model might prove more useful. PMID:22586285

  19. Satellite-derived high resolution PM2.5 concentrations in Yangtze River Delta Region of China using improved linear mixed effects model

    Science.gov (United States)

    Ma, Zongwei; Liu, Yang; Zhao, Qiuyue; Liu, Miaomiao; Zhou, Yuanchun; Bi, Jun

    2016-05-01

    Satellite remotely sensed aerosol optical depth (AOD) provides an effective way to fill the spatial and temporal gaps left by ground PM2.5 monitoring network. Previous studies have established robust advanced statistical models to estimate PM2.5 using AOD data in China. However, their coarse resolutions (˜10 km or greater) of PM2.5 estimations are not enough to support the health effect studies at urban scales. In this study, 3 km AOD data from Moderate Resolution Imaging Spectroradiometer (MODIS) collection 6 products were used to estimate the high resolution PM2.5 concentrations in Yangtze Delta Region of China. We proposed a nested linear mixed effects (LME) model including nested month-, week-, and day-specific random effects of PM2.5-AOD relationships. Validation results show that the LME model only with day-specific random effects (non-nested model) used in previous studies has poor performance in the days without PM2.5-AOD matchups (the R2 of day-of-year-based cross validation (DOY-based CV) is 0.148). The results also show that our nested model cannot improve the performance of non-nested model in the days with PM2.5-AOD matchups (sample-based CV R2 = 0.671 for nested model vs. 0.661 for non-nested model), but can greatly improve the model performance beyond those days (DOY-based CV R2 = 0.339 for nested model vs. 0.148 for non-nested model). To further improve the model performance, we applied the "buffer models" (i.e., models fitted from datasets which ground PM2.5 were matched with the average AOD values within certain radius buffer zones of gridded PM2.5 data) on the 3 km AOD data since the "buffer models" has more days with PM2.5-AOD matchups and can provide more day-specific relationships. The results of this study show that 3 km MODIS C6 AOD data can be used to estimate PM2.5 concentrations and can provide more detailed spatial information for urban scale studies. The application of our nested LME model can greatly improve the accuracy of 3 km PM2

  20. Model of anisotropic nonlinearity in self-defocusing photorefractive media.

    Science.gov (United States)

    Barsi, C; Fleischer, J W

    2015-09-21

    We develop a phenomenological model of anisotropy in self-defocusing photorefractive crystals. In addition to an independent term due to nonlinear susceptibility, we introduce a nonlinear, non-separable correction to the spectral diffraction operator. The model successfully describes the crossover between photovoltaic and photorefractive responses and the spatially dispersive shock wave behavior of a nonlinearly spreading Gaussian input beam. It should prove useful for characterizing internal charge dynamics in complex materials and for accurate image reconstruction through nonlinear media.

  1. Modeling Wood Density with Two-Level Linear Mixed Effects Models for Dahurian Larch%基于2层次线性混合模型的落叶松木材密度模拟

    Institute of Scientific and Technical Information of China (English)

    李耀翔; 姜立春

    2013-01-01

    以黑龙江省七台河市林业局金沙林场9株人工落叶松432个样品密度数据为例,利用逐步回归技术构建落叶松木材密度模型:WD=β1+β2RN+β3RN2+β4h.利用S-PLUS软件中的LME过程,分别考虑单水平和多水平效应,拟合线性木材密度混合效应模型.结果表明:基于单水平和多水平效应的混合模型拟合精度高于传统的基本模型,并且考虑单水平树高效应和2层次效应时的混合模型精度高于考虑单水平样木效应影响的混合模型.模型检验结果表明:混合效应模型不但能反映总体平均木材密度变化趋势,还能反映分组之间的差异.%In this study,the sample data was based on 432 samples of 9 trees from dahurian larch(Larix gmelinii) plantations located in Qitaihe Forest Bureau in Heilongjiang Province.The stepwise regression techniques were used to develop wood density model:WD =β1 +β2RN +β3RN2 +β4h.Then,the developed model was fitted using single level and multilevel linear mixed-effects modeling approach based on LME procedure of S-PLUS software.The mixed effects models showed better model fitting results than basic model whatever considering single level and multilevel linear mixed effects.Moreover,the mixed effects model considering height effects and both effects showed more precision than that considering individual tree effects.Model test indicated that mixed effects models not only showed the mean trends of wood density,but also showed the variations among groups.

  2. Model updating of nonlinear structures from measured FRFs

    Science.gov (United States)

    Canbaloğlu, Güvenç; Özgüven, H. Nevzat

    2016-12-01

    There are always certain discrepancies between modal and response data of a structure obtained from its mathematical model and experimentally measured ones. Therefore it is a general practice to update the theoretical model by using experimental measurements in order to have a more accurate model. Most of the model updating methods used in structural dynamics are for linear systems. However, in real life applications most of the structures have nonlinearities, which restrict us applying model updating techniques available for linear structures, unless they work in linear range. Well-established frequency response function (FRF) based model updating methods would easily be extended to a nonlinear system if the FRFs of the underlying linear system (linear FRFs) could be experimentally measured. When frictional type of nonlinearity co-exists with other types of nonlinearities, it is not possible to obtain linear FRFs experimentally by using low level forcing. In this study a method (named as Pseudo Receptance Difference (PRD) method) is presented to obtain linear FRFs of a nonlinear structure having multiple nonlinearities including friction type of nonlinearity. PRD method, calculates linear FRFs of a nonlinear structure by using FRFs measured at various forcing levels, and simultaneously identifies all nonlinearities in the system. Then, any model updating method can be used to update the linear part of the mathematical model. In this present work, PRD method is used to predict the linear FRFs from measured nonlinear FRFs, and the inverse eigensensitivity method is employed to update the linear finite element (FE) model of the nonlinear structure. The proposed method is validated with different case studies using nonlinear lumped single-degree of freedom system, as well as a continuous system. Finally, a real nonlinear T-beam test structure is used to show the application and the accuracy of the proposed method. The accuracy of the updated nonlinear model of the

  3. From spiking neuron models to linear-nonlinear models.

    Directory of Open Access Journals (Sweden)

    Srdjan Ostojic

    Full Text Available Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF, exponential integrate-and-fire (EIF and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.

  4. Fallacies of composition in nonlinear marketing models

    Science.gov (United States)

    Bischi, Gian Italo; Cerboni Baiardi, Lorenzo

    2015-01-01

    In this paper we consider some nonlinear discrete-time dynamic models proposed in the literature to represent marketing competition, and we use these models to critically discuss the statement, often made in economic literature, that identical agents behave identically and quasi-identical ones behave in a similar way. We show, through examples and some general mathematical statements, that the one-dimensional model of a representative agent, whose dynamics summarize the common behavior of identical interacting agents, may be misleading. In order to discuss these topics some simple methods for the study of local stability and bifurcations are employed, as well as numerical examples where some results taken from the literature on chaos synchronization are applied to two-dimensional marketing models that exhibit riddling, blowout and other global phenomena related to the existence of measure-theoretic attractors.

  5. Nonlinear regime-switching state-space (RSSS) models.

    Science.gov (United States)

    Chow, Sy-Miin; Zhang, Guangjian

    2013-10-01

    Nonlinear dynamic factor analysis models extend standard linear dynamic factor analysis models by allowing time series processes to be nonlinear at the latent level (e.g., involving interaction between two latent processes). In practice, it is often of interest to identify the phases--namely, latent "regimes" or classes--during which a system is characterized by distinctly different dynamics. We propose a new class of models, termed nonlinear regime-switching state-space (RSSS) models, which subsumes regime-switching nonlinear dynamic factor analysis models as a special case. In nonlinear RSSS models, the change processes within regimes, represented using a state-space model, are allowed to be nonlinear. An estimation procedure obtained by combining the extended Kalman filter and the Kim filter is proposed as a way to estimate nonlinear RSSS models. We illustrate the utility of nonlinear RSSS models by fitting a nonlinear dynamic factor analysis model with regime-specific cross-regression parameters to a set of experience sampling affect data. The parallels between nonlinear RSSS models and other well-known discrete change models in the literature are discussed briefly.

  6. Model Reduction of Nonlinear Fire Dynamics Models

    OpenAIRE

    Lattimer, Alan Martin

    2016-01-01

    Due to the complexity, multi-scale, and multi-physics nature of the mathematical models for fires, current numerical models require too much computational effort to be useful in design and real-time decision making, especially when dealing with fires over large domains. To reduce the computational time while retaining the complexity of the domain and physics, our research has focused on several reduced-order modeling techniques. Our contributions are improving wildland fire reduced-order mod...

  7. Modeling of unusual nonlinear behaviors in superconducting microstrip transmission lines

    Energy Technology Data Exchange (ETDEWEB)

    Javadzadeh, S. Mohammad Hassan, E-mail: smh_javadzadeh@ee.sharif.edu [School of Electrical Engineering, Sharif University of Technology, P.O. Box 11365-9363, Tehran (Iran, Islamic Republic of); Farzaneh, Forouhar; Fardmanesh, Mehdi [School of Electrical Engineering, Sharif University of Technology, P.O. Box 11365-9363, Tehran (Iran, Islamic Republic of)

    2013-03-15

    Highlights: ► Avoiding of considering just quadratic or modulus nonlinearity. ► Proposing a nonlinear model to predict unusual nonlinear behaviors at low temperatures. ► Description of temperature dependency of nonlinear behaviors in superconducting lines. ► Analytical formulation for each parameter in our proposed model. ► Obtaining very good results which shows this model can predict unusual nonlinear behavior. -- Abstract: There are unusual nonlinear behaviors in superconducting materials, especially at low temperatures. This paper describes the procedure to reliably predict this nonlinearity in superconducting microstrip transmission lines (SMTLs). An accurate nonlinear distributed circuit model, based on simultaneously considering of both quadratic and modulus nonlinearity dependences, is proposed. All parameters of the equivalent circuit can be calculated analytically using proposed closed-form expressions. A numerical method based on Harmonic Balance approach is used to predict nonlinear phenomena like intermodulation distortions and third harmonic generations. Nonlinear analyses of the SMTLs at the different temperatures and the input powers have been presented. This proposed model can describe the unusual behaviors of the nonlinearity at low temperatures, which are frequently observed in the SMTLs.

  8. Model Reduction for Nonlinear Systems by Incremental Balanced Truncation

    NARCIS (Netherlands)

    Besselink, Bart; van de Wouw, Nathan; Scherpen, Jacquelien M. A.; Nijmeijer, Henk

    2014-01-01

    In this paper, the method of incremental balanced truncation is introduced as a tool for model reduction of nonlinear systems. Incremental balanced truncation provides an extension of balanced truncation for linear systems towards the nonlinear case and differs from existing nonlinear balancing tech

  9. Model Reduction for Nonlinear Systems by Incremental Balanced Truncation

    NARCIS (Netherlands)

    Besselink, Bart; van de Wouw, Nathan; Scherpen, Jacquelien M. A.; Nijmeijer, Henk

    2014-01-01

    In this paper, the method of incremental balanced truncation is introduced as a tool for model reduction of nonlinear systems. Incremental balanced truncation provides an extension of balanced truncation for linear systems towards the nonlinear case and differs from existing nonlinear balancing tech

  10. A nonlinear RDF model for waves propagating in shallow water

    Institute of Scientific and Technical Information of China (English)

    王厚杰; 杨作升; 李瑞杰; 张军

    2001-01-01

    In this paper, a composite explicit nonlinear dispersion relation is presented with reference to Stokes 2nd order dispersion relation and the empirical relation of Hedges. The explicit dispersion relation has such advantages that it can smoothly match the Stokes relation in deep and intermediate water and Hedgs’s relation in shallow water. As an explicit formula, it separates the nonlinear term from the linear dispersion relation. Therefore it is convenient to obtain the numerical solution of nonlinear dispersion relation. The present formula is combined with the modified mild-slope equation including nonlinear effect to make a Refraction-Diffraction (RDF) model for wave propagating in shallow water. This nonlinear model is verified over a complicated topography with two submerged elliptical shoals resting on a slope beach. The computation results compared with those obtained from linear model show that at present the nonlinear RDF model can predict the nonlinear characteristics and the combined refracti

  11. Nonlinear structural finite element model updating and uncertainty quantification

    Science.gov (United States)

    Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.

    2015-04-01

    This paper presents a framework for nonlinear finite element (FE) model updating, in which state-of-the-art nonlinear structural FE modeling and analysis techniques are combined with the maximum likelihood estimation method (MLE) to estimate time-invariant parameters governing the nonlinear hysteretic material constitutive models used in the FE model of the structure. The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem. A proof-of-concept example, consisting of a cantilever steel column representing a bridge pier, is provided to verify the proposed nonlinear FE model updating framework.

  12. Nonlinear system modeling based on experimental data

    Energy Technology Data Exchange (ETDEWEB)

    PAEZ,THOMAS L.; HUNTER,NORMAN F.

    2000-02-02

    The canonical variate analysis technique is used in this investigation, along with a data transformation algorithm, to identify a system in a transform space. The transformation algorithm involves the preprocessing of measured excitation/response data with a zero-memory-nonlinear transform, specifically, the Rosenblatt transform. This transform approximately maps the measured excitation and response data from its own space into the space of uncorrelated, standard normal random variates. Following this transform, it is appropriate to model the excitation/response relation as linear since Gaussian inputs excite Gaussian responses in linear structures. The linear model is identified in the transform space using the canonical variate analysis approach, and system responses in the original space are predicted using inverse Rosenblatt transformation. An example is presented.

  13. Modified nonlinear model of arcsin-electrodynamics

    CERN Document Server

    Kruglov, S I

    2015-01-01

    A new modified model of nonlinear arcsin-electrodynamics with two parameters is proposed and analyzed. We obtain the corrections to the Coulomb law. The effect of vacuum birefringence takes place when the external constant magnetic field is present. We calculate indices of refraction for two perpendicular polarizations of electromagnetic waves and estimate bounds on the parameter $\\gamma$ from the BMV and PVLAS experiments. It is shown that the electric field of a point-like charge is finite at the origin. We calculate the finite static electric energy of point-like particles and demonstrate that the electron mass can have the pure electromagnetic nature. The symmetrical Belinfante energy-momentum tensor and dilatation current are found. We show that the dilatation symmetry and dual symmetry are broken in the model suggested.

  14. Nonlinear time reversal of classical waves: experiment and model.

    Science.gov (United States)

    Frazier, Matthew; Taddese, Biniyam; Xiao, Bo; Antonsen, Thomas; Ott, Edward; Anlage, Steven M

    2013-12-01

    We consider time reversal of electromagnetic waves in a closed, wave-chaotic system containing a discrete, passive, harmonic-generating nonlinearity. An experimental system is constructed as a time-reversal mirror, in which excitations generated by the nonlinearity are gathered, time-reversed, transmitted, and directed exclusively to the location of the nonlinearity. Here we show that such nonlinear objects can be purely passive (as opposed to the active nonlinearities used in previous work), and we develop a higher data rate exclusive communication system based on nonlinear time reversal. A model of the experimental system is developed, using a star-graph network of transmission lines, with one of the lines terminated by a model diode. The model simulates time reversal of linear and nonlinear signals, demonstrates features seen in the experimental system, and supports our interpretation of the experimental results.

  15. Nonlinear dynamical model of an automotive dual mass flywheel

    Directory of Open Access Journals (Sweden)

    Lei Chen

    2015-06-01

    Full Text Available The hysteresis, stick–slip, and rotational speed-dependent characteristics in a basic dual mass flywheel are obtained from a static and a dynamic experiments. Based on the experimental results, a nonlinear model of the transferred torque in this dual mass flywheel is developed, with the overlying form of nonlinear elastic torque and frictional torque. The nonlinearities of stiffness are investigated, deriving a nonlinear model to describe the rotational speed-dependent stiffness. In addition, Bouc–Wen model is used to model the hysteretic frictional torque. Thus, the nonlinear 2-degree-of-freedom system of this dual mass flywheel is set up. Then, the Levenberg–Marquardt method is adopted for the parameter estimation of the frictional torque. Finally, taking the nonlinear stiffness in this model into account, the parameters of Bouc–Wen model are estimated based on the dynamic test data.

  16. Is gender policy related to the gender gap in external cause and circulatory disease mortality? A mixed effects model of 22 OECD countries 1973–2008

    Directory of Open Access Journals (Sweden)

    Backhans Mona

    2012-11-01

    Full Text Available Abstract Background Gender differences in mortality vary widely between countries and over time, but few studies have examined predictors of these variations, apart from smoking. The aim of this study is to investigate the link between gender policy and the gender gap in cause-specific mortality, adjusted for economic factors and health behaviours. Methods 22 OECD countries were followed 1973–2008 and the outcomes were gender gaps in external cause and circulatory disease mortality. A previously found country cluster solution was used, which includes indicators on taxes, parental leave, pensions, social insurances and social services in kind. Male breadwinner countries were made reference group and compared to earner-carer, compensatory breadwinner, and universal citizen countries. Specific policies were also analysed. Mixed effect models were used, where years were the level 1-units, and countries were the level 2-units. Results Both the earner-carer cluster (ns after adjustment for GDP and policies characteristic of that cluster are associated with smaller gender differences in external causes, particularly due to an association with increased female mortality. Cluster differences in the gender gap in circulatory disease mortality are the result of a larger relative decrease of male mortality in the compensatory breadwinner cluster and the earner-carer cluster. Policies characteristic of those clusters were however generally related to increased mortality. Conclusion Results for external cause mortality are in concordance with the hypothesis that women become more exposed to risks of accident and violence when they are economically more active. For circulatory disease mortality, results differ depending on approach – cluster or indicator. Whether cluster differences not explained by specific policies reflect other welfare policies or unrelated societal trends is an open question. Recommendations for further studies are made.

  17. Recovering map static nonlinearities from chaotic data using dynamical models

    Science.gov (United States)

    Aguirre, Luis Antonio

    1997-02-01

    This paper is concerned with the estimation from chaotic data of maps with static nonlinearities. A number of issues concerning model construction such as structure selection, over-parametrization and model validation are discussed in the light of the shape of the static non-linearities reproduced by the estimated maps. A new interpretation of term clusters and cluster coefficients of polynomial models is provided based on this approach. The paper discusses model limitations and some useful principles to select the structure of nonlinear maps. Some of the ideas have been tested using several nonlinear systems including a boost voltage regulator map and a set of real data from a chaotic circuit.

  18. Variational modelling of nonlinear water waves

    Science.gov (United States)

    Kalogirou, Anna; Bokhove, Onno

    2015-11-01

    Mathematical modelling of water waves is demonstrated by investigating variational methods. A potential flow water wave model is derived using variational techniques and extented to include explicit time-dependence, leading to non-autonomous dynamics. As a first example, we consider the problem of a soliton splash in a long wave channel with a contraction at its end, resulting after a sluice gate is removed at a finite time. The removal of the sluice gate is included in the variational principle through a time-dependent gravitational potential. A second example involving non-autonomous dynamics concerns the motion of a free surface in a vertical Hele-Shaw cell. Explicit time-dependence now enters the model through a linear damping term due to the effect of wall friction and a term representing the motion of an artificially driven wave pump. In both cases, the model is solved numerically using a Galerkin FEM and the numerical results are compared to wave structures observed in experiments. The water wave model is also adapted to accommodate nonlinear ship dynamics. The novelty is this case is the coupling between the water wave dynamics, the ship dynamics and water line dynamics on the ship. For simplicity, we consider a simple ship structure consisting of V-shaped cross-sections.

  19. Nonlinear Eddy Viscosity Models applied to Wind Turbine Wakes

    DEFF Research Database (Denmark)

    Laan, van der, Paul Maarten; Sørensen, Niels N.; Réthoré, Pierre-Elouan;

    2013-01-01

    The linear k−ε eddy viscosity model and modified versions of two existing nonlinear eddy viscosity models are applied to single wind turbine wake simulations using a Reynolds Averaged Navier-Stokes code. Results are compared with field wake measurements. The nonlinear models give better results...

  20. A simple numerical model of a geometrically nonlinear Timoshenko beam

    NARCIS (Netherlands)

    Keijdener, C.; Metrikine, A.

    2015-01-01

    In the original problem for which this model was developed, onedimensional flexible objects interact through a non-linear contact model. Due to the non-linear nature of the contact model, a numerical time-domain approach was adopted. One of the goals was to see if the coupling between axial and tran

  1. Non-Linear Sigma Model on Conifolds

    CERN Document Server

    Parthasarathy, R

    2002-01-01

    Explicit solutions to the conifold equations with complex dimension $n=3,4$ in terms of {\\it{complex coordinates (fields)}} are employed to construct the Ricci-flat K\\"{a}hler metrics on these manifolds. The K\\"{a}hler 2-forms are found to be closed. The complex realization of these conifold metrics are used in the construction of 2-dimensional non-linear sigma model with the conifolds as target spaces. The action for the sigma model is shown to be bounded from below. By a suitable choice of the 'integration constants', arising in the solution of Ricci flatness requirement, the metric and the equations of motion are found to be {\\it{non-singular}}. As the target space is Ricci flat, the perturbative 1-loop counter terms being absent, the model becomes topological. The inherent U(1) fibre over the base of the conifolds is shown to correspond to a gauge connection in the sigma model. The same procedure is employed to construct the metric for the resolved conifold, in terms of complex coordinates and the action ...

  2. Explicit Nonlinear Model Predictive Control Theory and Applications

    CERN Document Server

    Grancharova, Alexandra

    2012-01-01

    Nonlinear Model Predictive Control (NMPC) has become the accepted methodology to solve complex control problems related to process industries. The main motivation behind explicit NMPC is that an explicit state feedback law avoids the need for executing a numerical optimization algorithm in real time. The benefits of an explicit solution, in addition to the efficient on-line computations, include also verifiability of the implementation and the possibility to design embedded control systems with low software and hardware complexity. This book considers the multi-parametric Nonlinear Programming (mp-NLP) approaches to explicit approximate NMPC of constrained nonlinear systems, developed by the authors, as well as their applications to various NMPC problem formulations and several case studies. The following types of nonlinear systems are considered, resulting in different NMPC problem formulations: Ø  Nonlinear systems described by first-principles models and nonlinear systems described by black-box models; �...

  3. Highly Nonlinear Ising Model and Social Segregation

    CERN Document Server

    Sumour, M A; Shabat, M M

    2011-01-01

    The usual interaction energy of the random field Ising model in statistical physics is modified by complementing the random field by added to the energy of the usual Ising model a nonlinear term S^n were S is the sum of the neighbor spins, and n=0,1,3,5,7,9,11. Within the Schelling model of urban segregation, this modification corresponds to housing prices depending on the immediate neighborhood. Simulations at different temperatures, lattice size, magnetic field, number of neighbors and different time intervals showed that results for all n are similar, expect for n=3 in violation of the universality principle and the law of corresponding states. In order to find the critical temperatures, for large n we no longer start with all spins parallel but instead with a random configuration, in order to facilitate spin flips. However, in all cases we have a Curie temperature with phase separation or long-range segregation only below this Curie temperature, and it is approximated by a simple formula: Tc is proportion...

  4. Asymmetric and common absorption of shocks in nonlinear autoregressive models

    OpenAIRE

    Dijk, Dick van; Franses, Philip Hans; Boswijk, Peter

    2000-01-01

    textabstractA key feature of many nonlinear time series models is that they allow for the possibility that the model structure experiences changes, depending on for example the state of the economy or of the financial market. A common property of these models is that it generally is not possible to fully understand the structure of the model by considering the estimated values of the model parameters only. Put differently, it often is difficult to interpret a specific nonlinear model. To shed...

  5. 南京马尾松根径与胸径多元混合效应模型研建%Research on the multivariate mixed effect model of different ground diameters and DBHs ofPinus massoniana in Nanjing

    Institute of Scientific and Technical Information of China (English)

    赵浩彦; 张民侠; 张洁; 方彦; 邵长生; 陈戈萍

    2015-01-01

    In order to describe the relation between ground diameters and diameters at breast height (DBH) ofPinus massoniana Lamb trees in Nanjing, related mathematical models were established with 11 monadic models (linear equation, power equation, hyperbolic equation and so on) and multivariate nonlinear mixed effect model based on the data of 531Pinus massoniana Lamb trees from 28 20 m×20 m square plots. The results reveal that the correlation indexes of all monadic models were more than 0.8, the fit goodness of monadic linear model was best (R2=0.919,SEE=1.8548), and the values ofTRB,E andP(TRB=-1.34%,E=1.33%, P=7.734%) were least in all monadic models. The adaptability test shows that the monadic linear model has more widespread suitability (E=1.125%,P=7.4645%). The established multivariate nonlinear mixed effect model has higher accuracy andift goodness compared to monadic linear model (R2=0.9504,SEE=1.7973,TRB=0.32%,E=0.313%,P=5.6428%). The suitability test reveals that the multivariate nonlinear mixed effect model has more widespread application (E=-0.0888%,P=5.3594%), which indicates the multivariate mixed effect model canift more precisely the relation between ground diameters (d0) and DBHs ofPinus massoniana Lamb trees in Nanjing than monadic linear model .%为了建立南京地区马尾松Pinus massoniana根径与胸径的相关关系模型,基于28块20 m×20 m的方形样地的531株马尾松根径和胸径数据,分别采用线性、乘幂、双曲线、三次曲线等11种一元模型和多元非线性混合效应模型拟合了马尾松根径和胸径的相关关系。结果表明,所有一元模型的相关指数均大于0.8,其中,一元线性模型的拟合优度最高(R2=0.919,SEE=1.8548),总相对偏差、平均相对误差和平均相对误差绝对值最小(TRB=-1.34%,E=1.33%,P=7.734%)。适应性检验结果显示,一元线性模型有较好的适用性(E=1.125%,P=7.4645%)。与一元线性模型相比,多元非

  6. Fuzzy Modeling for Uncertainty Nonlinear Systems with Fuzzy Equations

    Directory of Open Access Journals (Sweden)

    Raheleh Jafari

    2017-01-01

    Full Text Available The uncertain nonlinear systems can be modeled with fuzzy equations by incorporating the fuzzy set theory. In this paper, the fuzzy equations are applied as the models for the uncertain nonlinear systems. The nonlinear modeling process is to find the coefficients of the fuzzy equations. We use the neural networks to approximate the coefficients of the fuzzy equations. The approximation theory for crisp models is extended into the fuzzy equation model. The upper bounds of the modeling errors are estimated. Numerical experiments along with comparisons demonstrate the excellent behavior of the proposed method.

  7. A NEW SOLUTION MODEL OF NONLINEAR DYNAMIC LEAST SQUARE ADJUSTMENT

    Institute of Scientific and Technical Information of China (English)

    陶华学; 郭金运

    2000-01-01

    The nonlinear least square adjustment is a head object studied in technology fields. The paper studies on the non-derivative solution to the nonlinear dynamic least square adjustment and puts forward a new algorithm model and its solution model. The method has little calculation load and is simple. This opens up a theoretical method to solve the linear dynamic least square adjustment.

  8. Lattice Boltzmann model for nonlinear convection-diffusion equations.

    Science.gov (United States)

    Shi, Baochang; Guo, Zhaoli

    2009-01-01

    A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.

  9. Nonlinear lower hybrid modeling in tokamak plasmas

    Energy Technology Data Exchange (ETDEWEB)

    Napoli, F.; Schettini, G. [Università Roma Tre, Dipartimento di Ingegneria, Roma (Italy); Castaldo, C.; Cesario, R. [Associazione EURATOM/ENEA sulla Fusione, Centro Ricerche Frascati (Italy)

    2014-02-12

    We present here new results concerning the nonlinear mechanism underlying the observed spectral broadening produced by parametric instabilities occurring at the edge of tokamak plasmas in present day LHCD (lower hybrid current drive) experiments. Low frequency (LF) ion-sound evanescent modes (quasi-modes) are the main parametric decay channel which drives a nonlinear mode coupling of lower hybrid (LH) waves. The spectrum of the LF fluctuations is calculated here considering the beating of the launched LH wave at the radiofrequency (RF) operating line frequency (pump wave) with the noisy background of the RF power generator. This spectrum is calculated in the frame of the kinetic theory, following a perturbative approach. Numerical solutions of the nonlinear LH wave equation show the evolution of the nonlinear mode coupling in condition of a finite depletion of the pump power. The role of the presence of heavy ions in a Deuterium plasma in mitigating the nonlinear effects is analyzed.

  10. A Modal Model to Simulate Typical Structural Dynamic Nonlinearity

    Energy Technology Data Exchange (ETDEWEB)

    Pacini, Benjamin Robert [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Mayes, Randall L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Roettgen, Daniel R [Univ. of Wisconsin, Madison, WI (United States)

    2015-10-01

    Some initial investigations have been published which simulate nonlinear response with almost traditional modal models: instead of connecting the modal mass to ground through the traditional spring and damper, a nonlinear Iwan element was added. This assumes that the mode shapes do not change with amplitude and there are no interactions between modal degrees of freedom. This work expands on these previous studies. An impact experiment is performed on a structure which exhibits typical structural dynamic nonlinear response, i.e. weak frequency dependence and strong damping dependence on the amplitude of vibration. Use of low level modal test results in combination with high level impacts are processed using various combinations of modal filtering, the Hilbert Transform and band-pass filtering to develop response data that are then fit with various nonlinear elements to create a nonlinear pseudo-modal model. Simulations of forced response are compared with high level experimental data for various nonlinear element assumptions.

  11. ASYMPTOTIC EFFICIENT ESTIMATION IN SEMIPARAMETRIC NONLINEAR REGRESSION MODELS

    Institute of Scientific and Technical Information of China (English)

    ZhuZhongyi; WeiBocheng

    1999-01-01

    In this paper, the estimation method based on the “generalized profile likelihood” for the conditionally parametric models in the paper given by Severini and Wong (1992) is extendedto fixed design semiparametrie nonlinear regression models. For these semiparametrie nonlinear regression models,the resulting estimator of parametric component of the model is shown to beasymptotically efficient and the strong convergence rate of nonparametric component is investigated. Many results (for example Chen (1988) ,Gao & Zhao (1993), Rice (1986) et al. ) are extended to fixed design semiparametric nonlinear regression models.

  12. Control design approaches for nonlinear systems using multiple models

    Institute of Scientific and Technical Information of China (English)

    Junyong ZHAI; Shumin FEI; Feipeng DA

    2007-01-01

    It is difficult to realize control for some complex nonlinear systems operated in different operating regions.Based on developing local models for different operating regions of the process, a novel algorithm using multiple models is proposed. It utilizes dynamic model bank to establish multiple local models, and their membership functions are defined according to respective regions. Then the nonlinear system is approximated to a weighted combination of the local models.The stability of the nonlinear system is proven. Finally, simulations are given to demonstrate the validity of the proposed method.

  13. TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS

    Institute of Scientific and Technical Information of China (English)

    LinJinguan; WeiBocheng; ZhangNansong

    2003-01-01

    It is necessary to test for varying dispersion in generalized nonlinear models. Wei ,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models. This type of problem in the framework of general discrete exponential family nonlinear models is discussed. Two types of varying dispersion, which are random coefficients model and random effects model, are proposed,and corresponding score test statistics are constructed and expressed in simple ,easy to use ,matrix formulas.

  14. Nonlinear flow model for well production in an underground formation

    Directory of Open Access Journals (Sweden)

    J. C. Guo

    2013-05-01

    Full Text Available Fluid flow in underground formations is a nonlinear process. In this article we modelled the nonlinear transient flow behaviour of well production in an underground formation. Based on Darcy's law and material balance equations, we used quadratic pressure gradients to deduce diffusion equations and discuss the origins of nonlinear flow issues. By introducing an effective-well-radius approach that considers skin factor, we established a nonlinear flow model for both gas and liquid (oil or water. The liquid flow model was solved using a semi-analytical method, while the gas flow model was solved using numerical simulations because the diffusion equation of gas flow is a stealth function of pressure. For liquid flow, a series of standard log-log type curves of pressure transients were plotted and nonlinear transient flow characteristics were analyzed. Qualitative and quantitative analyses were used to compare the solutions of the linear and nonlinear models. The effect of nonlinearity upon pressure transients should not be ignored. For gas flow, pressure transients were simulated and compared with oil flow under the same formation and well conditions, resulting in the conclusion that, under the same volume rate production, oil wells demand larger pressure drops than gas wells. Comparisons between theoretical data and field data show that nonlinear models will describe fluid flow in underground formations realistically and accurately.

  15. Model reduction of nonlinear systems subject to input disturbances

    KAUST Repository

    Ndoye, Ibrahima

    2017-07-10

    The method of convex optimization is used as a tool for model reduction of a class of nonlinear systems in the presence of disturbances. It is shown that under some conditions the nonlinear disturbed system can be approximated by a reduced order nonlinear system with similar disturbance-output properties to the original plant. The proposed model reduction strategy preserves the nonlinearity and the input disturbance nature of the model. It guarantees a sufficiently small error between the outputs of the original and the reduced-order systems, and also maintains the properties of input-to-state stability. The matrices of the reduced order system are given in terms of a set of linear matrix inequalities (LMIs). The paper concludes with a demonstration of the proposed approach on model reduction of a nonlinear electronic circuit with additive disturbances.

  16. Nonlinear and Non Normal Regression Models in Physiological Research

    OpenAIRE

    1984-01-01

    Applications of nonlinear and non normal regression models are in increasing order for appropriate interpretation of complex phenomenon of biomedical sciences. This paper reviews critically some applications of these models physiological research.

  17. Nonlinear Dynamic Model Explains The Solar Dynamic

    Science.gov (United States)

    Kuman, Maria

    Nonlinear mathematical model in torus representation describes the solar dynamic. Its graphic presentation shows that without perturbing force the orbits of the planets would be circles; only perturbing force could elongate the circular orbits into ellipses. Since the Hubble telescope found that the planetary orbits of other stars in the Milky Way are also ellipses, powerful perturbing force must be present in our galaxy. Such perturbing force is the Sagittarius Dwarf Galaxy with its heavy Black Hole and leftover stars, which we see orbiting around the center of our galaxy. Since observations of NASA's SDO found that magnetic fields rule the solar activity, we can expect when the planets align and their magnetic moments sum up, the already perturbed stars to reverse their magnetic parity (represented graphically as periodic looping through the hole of the torus). We predict that planets aligned on both sides of the Sun, when their magnetic moments sum-up, would induce more flares in the turbulent equatorial zone, which would bulge. When planets align only on one side of the Sun, the strong magnetic gradient of their asymmetric pull would flip the magnetic poles of the Sun. The Sun would elongate pole-to-pole, emit some energy through the poles, and the solar activity would cease. Similar reshaping and emission was observed in stars called magnetars and experimentally observed in super-liquid fast-spinning Helium nanodroplets. We are certain that NASA's SDO will confirm our predictions.

  18. Nonlinear State Space Modeling and System Identification for Electrohydraulic Control

    Directory of Open Access Journals (Sweden)

    Jun Yan

    2013-01-01

    Full Text Available The paper deals with nonlinear modeling and identification of an electrohydraulic control system for improving its tracking performance. We build the nonlinear state space model for analyzing the highly nonlinear system and then develop a Hammerstein-Wiener (H-W model which consists of a static input nonlinear block with two-segment polynomial nonlinearities, a linear time-invariant dynamic block, and a static output nonlinear block with single polynomial nonlinearity to describe it. We simplify the H-W model into a linear-in-parameters structure by using the key term separation principle and then use a modified recursive least square method with iterative estimation of internal variables to identify all the unknown parameters simultaneously. It is found that the proposed H-W model approximates the actual system better than the independent Hammerstein, Wiener, and ARX models. The prediction error of the H-W model is about 13%, 54%, and 58% less than the Hammerstein, Wiener, and ARX models, respectively.

  19. Modelling and Estimation of Hammerstein System with Preload Nonlinearity

    Directory of Open Access Journals (Sweden)

    Khaled ELLEUCH

    2010-12-01

    Full Text Available This paper deals with modelling and parameter identification of nonlinear systems described by Hammerstein model having asymmetric static nonlinearities known as preload nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the generalized orthonormal bases leads to a particular form of Hammerstein model containing a minimal parameters number. The employ of orthonormal bases for the description of the linear dynamic block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD technique has been applied to separate the coupled parameters. To demonstrate the feasibility of the identification method, an illustrative example is included.

  20. Applications of Nonlinear Dynamics Model and Design of Complex Systems

    CERN Document Server

    In, Visarath; Palacios, Antonio

    2009-01-01

    This edited book is aimed at interdisciplinary, device-oriented, applications of nonlinear science theory and methods in complex systems. In particular, applications directed to nonlinear phenomena with space and time characteristics. Examples include: complex networks of magnetic sensor systems, coupled nano-mechanical oscillators, nano-detectors, microscale devices, stochastic resonance in multi-dimensional chaotic systems, biosensors, and stochastic signal quantization. "applications of nonlinear dynamics: model and design of complex systems" brings together the work of scientists and engineers that are applying ideas and methods from nonlinear dynamics to design and fabricate complex systems.

  1. Extended models of nonlinear waves in liquid with gas bubbles

    CERN Document Server

    Kudryashov, Nikolay A

    2016-01-01

    In this work we generalize the models for nonlinear waves in a gas--liquid mixture taking into account an interphase heat transfer, a surface tension and a weak liquid compressibility simultaneously at the derivation of the equations for nonlinear waves. We also take into consideration high order terms with respect to the small parameter. Two new nonlinear differential equations are derived for long weakly nonlinear waves in a liquid with gas bubbles by the reductive perturbation method considering both high order terms with respect to the small parameter and the above mentioned physical properties. One of these equations is the perturbation of the Burgers equation and corresponds to main influence of dissipation on nonlinear waves propagation. The other equation is the perturbation of the Burgers--Korteweg--de Vries equation and corresponds to main influence of dispersion on nonlinear waves propagation.

  2. A Boussinesq model with alleviated nonlinearity and dispersion

    Institute of Scientific and Technical Information of China (English)

    ZHANG Dian-xin; TAO Jian-hua

    2008-01-01

    The classical Boussinesq equation is a weakly nonlinear and weakly dispersive equation, which has been widely applied to simulate wave propagation in off-coast shallow waters. A new form of the Boussinesq model for an uneven bottoms is derived in this paper. In the new model, nonlinearity is reduced without increasing the order of the highest derivative in the differential equations. Dispersion relationship of the model is improved to the order of Pade (2,2) by adjusting a parameter in the model based on the long wave approximation. Analysis of the linear dispersion, linear shoaling and nonlinearity of the present model shows that the performances in terms of nonlinearity, dispersion and shoaling of this model are improved. Numerical results obtained with the present model are in agreement with experimental data.

  3. Employment of CB models for non-linear dynamic analysis

    Science.gov (United States)

    Klein, M. R. M.; Deloo, P.; Fournier-Sicre, A.

    1990-01-01

    The non-linear dynamic analysis of large structures is always very time, effort and CPU consuming. Whenever possible the reduction of the size of the mathematical model involved is of main importance to speed up the computational procedures. Such reduction can be performed for the part of the structure which perform linearly. Most of the time, the classical Guyan reduction process is used. For non-linear dynamic process where the non-linearity is present at interfaces between different structures, Craig-Bampton models can provide a very rich information, and allow easy selection of the relevant modes with respect to the phenomenon driving the non-linearity. The paper presents the employment of Craig-Bampton models combined with Newmark direct integration for solving non-linear friction problems appearing at the interface between the Hubble Space Telescope and its solar arrays during in-orbit maneuvers. Theory, implementation in the FEM code ASKA, and practical results are shown.

  4. Linear and Nonlinear Thinking: A Multidimensional Model and Measure

    Science.gov (United States)

    Groves, Kevin S.; Vance, Charles M.

    2015-01-01

    Building upon previously developed and more general dual-process models, this paper provides empirical support for a multidimensional thinking style construct comprised of linear thinking and multiple dimensions of nonlinear thinking. A self-report assessment instrument (Linear/Nonlinear Thinking Style Profile; LNTSP) is presented and…

  5. Combined forecasts from linear and nonlinear time series models

    NARCIS (Netherlands)

    N. Terui (Nobuhiko); H.K. van Dijk (Herman)

    1999-01-01

    textabstractCombined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)line

  6. Temperature effects in a nonlinear model of monolayer Scheibe aggregates

    DEFF Research Database (Denmark)

    Bang, Ole; Christiansen, Peter Leth; If, F.

    1994-01-01

    A nonlinear dynamical model of molecular monolayers arranged in Scheibe aggregates is derived from a proper Hamiltonian. Thermal fluctuations of the phonons are included. The resulting equation for the excitons is the two dimensional nonlinear Schrodinger equation with noise. Two limits...

  7. Linear and Nonlinear Thinking: A Multidimensional Model and Measure

    Science.gov (United States)

    Groves, Kevin S.; Vance, Charles M.

    2015-01-01

    Building upon previously developed and more general dual-process models, this paper provides empirical support for a multidimensional thinking style construct comprised of linear thinking and multiple dimensions of nonlinear thinking. A self-report assessment instrument (Linear/Nonlinear Thinking Style Profile; LNTSP) is presented and…

  8. AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models

    DEFF Research Database (Denmark)

    Fournier, David A.; Skaug, Hans J.; Ancheta, Johnoel

    2011-01-01

    Many criteria for statistical parameter estimation, such as maximum likelihood, are formulated as a nonlinear optimization problem.Automatic Differentiation Model Builder (ADMB) is a programming framework based on automatic differentiation, aimed at highly nonlinear models with a large number...

  9. Nonlinear Economic Model Predictive Control Strategy for Active Smart Buildings

    DEFF Research Database (Denmark)

    Santos, Rui Mirra; Zong, Yi; Sousa, Joao M. C.

    2016-01-01

    Nowadays, the development of advanced and innovative intelligent control techniques for energy management in buildings is a key issue within the smart grid topic. A nonlinear economic model predictive control (EMPC) scheme, based on the branch-and-bound tree search used as optimization algorithm...... for solving the nonconvex optimization problem is proposed in this paper. A simulation using the nonlinear model-based controller to control the temperature levels of an intelligent office building (PowerFlexHouse) is addressed. Its performance is compared with a linear model-based controller. The nonlinear...

  10. Local Influence Analysis for Semiparametric Reproductive Dispersion Nonlinear Models

    Institute of Scientific and Technical Information of China (English)

    Xue-dong CHEN; Nian-sheng TANG; Xue-ren WANG

    2012-01-01

    The present paper proposes a semiparametric reproductive dispersion nonlinear model (SRDNM)which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models.Maximum penalized likelihood estimates (MPLEs) of unknown parameters and nonparametric functions in SRDNM are presented.Assessment of local influence for various perturbation schemes are investigated.Some local influence diagnostics are given.A simulation study and a real example are used to illustrate the proposed methodologies.

  11. General expression for linear and nonlinear time series models

    Institute of Scientific and Technical Information of China (English)

    Ren HUANG; Feiyun XU; Ruwen CHEN

    2009-01-01

    The typical time series models such as ARMA, AR, and MA are founded on the normality and stationarity of a system and expressed by a linear difference equation; therefore, they are strictly limited to the linear system. However, some nonlinear factors are within the practical system; thus, it is difficult to fit the model for real systems with the above models. This paper proposes a general expression for linear and nonlinear auto-regressive time series models (GNAR). With the gradient optimization method and modified AIC information criteria integrated with the prediction error, the parameter estimation and order determination are achieved. The model simulation and experiments show that the GNAR model can accurately approximate to the dynamic characteristics of the most nonlinear models applied in academics and engineering. The modeling and prediction accuracy of the GNAR model is superior to the classical time series models. The proposed GNAR model is flexible and effective.

  12. Bayesian model comparison in nonlinear BOLD fMRI hemodynamics

    DEFF Research Database (Denmark)

    Jacobsen, Danjal Jakup; Hansen, Lars Kai; Madsen, Kristoffer Hougaard

    2008-01-01

    Nonlinear hemodynamic models express the BOLD (blood oxygenation level dependent) signal as a nonlinear, parametric functional of the temporal sequence of local neural activity. Several models have been proposed for both the neural activity and the hemodynamics. We compare two such combined models......: the original balloon model with a square-pulse neural model (Friston, Mechelli, Turner, & Price, 2000) and an extended balloon model with a more sophisticated neural model (Buxton, Uludag, Dubowitz, & Liu, 2004). We learn the parameters of both models using a Bayesian approach, where the distribution...

  13. Coupled Oscillator Model for Nonlinear Gravitational Perturbations

    CERN Document Server

    Yang, Huan; Green, Stephen R; Lehner, Luis

    2015-01-01

    Motivated by the gravity/fluid correspondence, we introduce a new method for characterizing nonlinear gravitational interactions. Namely we map the nonlinear perturbative form of the Einstein equation to the equations of motion of a collection of nonlinearly-coupled harmonic oscillators. These oscillators correspond to the quasinormal or normal modes of the background spacetime. We demonstrate the mechanics and the utility of this formalism within the context of perturbed asymptotically anti-de Sitter black brane spacetimes. We confirm in this case that the boundary fluid dynamics are equivalent to those of the hydrodynamic quasinormal modes of the bulk spacetime. We expect this formalism to remain valid in more general spacetimes, including those without a fluid dual. In other words, although borne out of the gravity/fluid correspondence, the formalism is fully independent and it has a much wider range of applicability. In particular, as this formalism inspires an especially transparent physical intuition, w...

  14. Reduced Noise Effect in Nonlinear Model Estimation Using Multiscale Representation

    Directory of Open Access Journals (Sweden)

    Mohamed N. Nounou

    2010-01-01

    Full Text Available Nonlinear process models are widely used in various applications. In the absence of fundamental models, it is usually relied on empirical models, which are estimated from measurements of the process variables. Unfortunately, measured data are usually corrupted with measurement noise that degrades the accuracy of the estimated models. Multiscale wavelet-based representation of data has been shown to be a powerful data analysis and feature extraction tool. In this paper, these characteristics of multiscale representation are utilized to improve the estimation accuracy of the linear-in-the-parameters nonlinear model by developing a multiscale nonlinear (MSNL modeling algorithm. The main idea in this MSNL modeling algorithm is to decompose the data at multiple scales, construct multiple nonlinear models at multiple scales, and then select among all scales the model which best describes the process. The main advantage of the developed algorithm is that it integrates modeling and feature extraction to improve the robustness of the estimated model to the presence of measurement noise in the data. This advantage of MSNL modeling is demonstrated using a nonlinear reactor model.

  15. Individual tree diameter increment model for managed even-aged stands of ponderosa pine throughout the western United States using a multilevel linear mixed effects model

    Science.gov (United States)

    Fabian C.C. Uzoh; William W. Oliver

    2008-01-01

    A diameter increment model is developed and evaluated for individual trees of ponderosa pine throughout the species range in the United States using a multilevel linear mixed model. Stochastic variability is broken down among period, locale, plot, tree and within-tree components. Covariates acting at tree and stand level, as breast height diameter, density, site index...

  16. Estimation of growth parameters using a nonlinear mixed Gompertz model.

    Science.gov (United States)

    Wang, Z; Zuidhof, M J

    2004-06-01

    In order to maximize the utility of simulation models for decision making, accurate estimation of growth parameters and associated variances is crucial. A mixed Gompertz growth model was used to account for between-bird variation and heterogeneous variance. The mixed model had several advantages over the fixed effects model. The mixed model partitioned BW variation into between- and within-bird variation, and the covariance structure assumed with the random effect accounted for part of the BW correlation across ages in the same individual. The amount of residual variance decreased by over 55% with the mixed model. The mixed model reduced estimation biases that resulted from selective sampling. For analysis of longitudinal growth data, the mixed effects growth model is recommended.

  17. Blind channel identication of nonlinear folding mixing model

    Institute of Scientific and Technical Information of China (English)

    Su Yong; Xu Shangzhi; Ye Zhongfu

    2006-01-01

    Signals from multi-sensor systems are often mixtures of (statistically) independent sources by unknown mixing method. Blind source separation(BSS) and independent component analysis(ICA) are the methods to identify/recover the channels and the sources. BSS/ICA of nonlinear mixing models are difficult problems. For instance, the post-nonlinear model has been studied by several authors. It is noticed that in most cases, the proposed models are always with an invertible mixing. According to this fact there is an interesting question: how about the situation of the non-invertible non-linear mixing in BSS or ICA? A new simple non-linear mixing model is proposed with a kind of non-invertible mixing, the folding mixing, and method to identify its channel, blindly.

  18. Review of Nonlinear Methods and Modelling

    CERN Document Server

    Borg, F G

    2005-01-01

    The first part of this Review describes a few of the main methods that have been employed in non-linear time series analysis with special reference to biological applications (biomechanics). The second part treats the physical basis of posturogram data (human balance) and EMG (electromyography, a measure of muscle activity).

  19. Exact travelling wave solutions for some important nonlinear physical models

    Indian Academy of Sciences (India)

    Jonu Lee; Rathinasamy Sakthivel

    2013-05-01

    The two-dimensional nonlinear physical models and coupled nonlinear systems such as Maccari equations, Higgs equations and Schrödinger–KdV equations have been widely applied in many branches of physics. So, finding exact travelling wave solutions of such equations are very helpful in the theories and numerical studies. In this paper, the Kudryashov method is used to seek exact travelling wave solutions of such physical models. Further, three-dimensional plots of some of the solutions are also given to visualize the dynamics of the equations. The results reveal that the method is a very effective and powerful tool for solving nonlinear partial differential equations arising in mathematical physics.

  20. Integrating mixed-effect models into an architectural plant model to simulate inter- and intra-progeny variability: a case study on oil palm (Elaeis guineensis Jacq.)

    National Research Council Canada - National Science Library

    Perez, Raphaël P A; Pallas, Benoît; Le Moguédec, Gilles; Rey, Hervé; Griffon, Sébastien; Caliman, Jean-Pierre; Costes, Evelyne; Dauzat, Jean

    2016-01-01

    ... (Elaeis guineensis Jacq.) as a case study. Allometric relationships were used to model architectural traits from individual leaflets to the entire crown while accounting for ontogenetic and morphogenetic gradients...

  1. A reduced order model for nonlinear vibroacoustic problems

    Directory of Open Access Journals (Sweden)

    Ouisse Morvan

    2012-07-01

    Full Text Available This work is related to geometrical nonlinearities applied to thin plates coupled with fluid-filled domain. Model reduction is performed to reduce the computation time. Reduced order model (ROM is issued from the uncoupled linear problem and enriched with residues to describe the nonlinear behavior and coupling effects. To show the efficiency of the proposed method, numerical simulations in the case of an elastic plate closing an acoustic cavity are presented.

  2. A Comment on the Renormalization of the Nonlinear Sigma Model

    CERN Document Server

    Bettinelli, D; Quadri, A; Bettinelli, Daniele; Ferrari, Ruggero; Quadri, Andrea

    2007-01-01

    We consider the recently proposed renormalization procedure for the nonlinear sigma model, consisting in the recursive subtraction of the divergences in a symmetric fashion. We compare this subtraction with the conventional procedure in power counting renormalizable (PCR) theories. We argue that symmetric subtraction in the nonlinear sigma model does not follow the lore by which nonrenormalizable theories require an infinite number of parameter fixings. Our conclusion is that only two parameters can be consistently used as physical constants.

  3. Robust Designs for Three Commonly Used Nonlinear Models

    Science.gov (United States)

    Xu, Xiaojian; Chen, Arnold

    2011-11-01

    In this paper, we study the robust designs for a few nonlinear models, including an exponential model with an intercept, a compartmental model, and a Michaelis-Menten model, when these models are possibly misspecified. The minimax robust designs we considered in this paper are under consideration of not only minimizing the variances but also reducing the possible biases in estimation. Both prediction and extrapolation cases are discussed. The robust designs are found incorporating the approximation of these models with several situations such as homoscedasticity, and heteroscedasticity. Both ordinary and weighted nonlinear least squares methods are utilized.

  4. RECENT PROGRESS IN NONLINEAR EDDY-VISCOSITY TURBULENCE MODELING

    Institute of Scientific and Technical Information of China (English)

    符松; 郭阳; 钱炜祺; 王辰

    2003-01-01

    This article presents recent progresses in turbulence modeling in the Unit for Turbulence Simulation in the Department of Engineering Mechanics at Tsinghua University. The main contents include: compact Non-Linear Eddy-Viscosity Model (NLEVM) based on the second-moment closure, near-wall low-Re non-linear eddy-viscosity model and curvature sensitive turbulence model.The models have been validated in a wide range of complex flow test cases and the calculated results show that the present models exhibited overall good performance.

  5. Modeling of nonlinear responses for reciprocal transducers involving polarization switching

    DEFF Research Database (Denmark)

    Willatzen, Morten; Wang, Linxiang

    2007-01-01

    Nonlinearities and hysteresis effects in a reciprocal PZT transducer are examined by use of a dynamical mathematical model on the basis of phase-transition theory. In particular, we consider the perovskite piezoelectric ceramic in which the polarization process in the material can be modeled....... We present numerical results for the reciprocal-transducer system and identify the influence of nonlinearities on the system dynamics at high and low frequency as well as electrical impedance effects due to tuning by a series inductance. It is found that nonlinear effects are not important at high...... by Landau theory for the first-order phase transformation, in which each polarization state is associated with a minimum of the Landau free-energy function. Nonlinear constitutive laws are obtained by using thermodynamical equilibrium conditions, and hysteretic behavior of the material can be modeled...

  6. Nonlinear unmixing of hyperspectral images: models and algorithms

    CERN Document Server

    Dobigeon, Nicolas; Richard, Cédric; Bermudez, José C M; McLaughlin, Stephen; Hero, Alfred O

    2013-01-01

    When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas rely on the widely acknowledged linear mixing model (LMM). However, in specific but common contexts, the LMM may be not valid and other nonlinear models should be invoked. Consequently, over the last few years, several significant contributions have been proposed to overcome the limitations inherent in the LMM. In this paper, we present an overview of recent advances that deal with the nonlinear unmixing problem. The main nonlinear models are introduced and their validity discussed. Then, we describe the main classes of unmixing strategies designed to solve the problem in supervised and unsupervised frameworks. Finally, the problem of detecting nonlinear mixtures in hyperspectral images is addressed.

  7. A Study of Thermal Contact using Nonlinear System Identification Models

    Directory of Open Access Journals (Sweden)

    M. H. Shojaeefard

    2008-01-01

    Full Text Available One interesting application of system identification method is to identify and control the heat transfer from the exhaust valve to the seat to keep away the valve from being damaged. In this study, two co-axial cylindrical specimens are used as exhaust valve and its seat. Using the measured temperatures at different locations of the specimens and with a semi-analytical method, the temperature distribution of the specimens is calculated and consequently, the thermal contact conductance is calculated. By applying the system identification method and having the temperatures at both sides of the contact surface, the temperature transfer function is calculated. With regard to the fact that the thermal contact has nonlinear behavior, two nonlinear black-box models called nonlinear ARX and NLN Hammerstein-Wiener models are taken for accurate estimation. Results show that the NLN Hammerstein-Wiener models with wavelet network nonlinear estimator is the best.

  8. A Simple Holographic Model of Nonlinear Conductivity

    CERN Document Server

    Horowitz, Gary T; Santos, Jorge E

    2013-01-01

    We present a simple analytic gravitational solution which describes the holographic dual of a 2+1-dimensional conductor which goes beyond the usual linear response. In particular it includes Joule heating. We find that the nonlinear frequency-dependent conductivity is a constant. Surprisingly, the pressure remains isotropic. We also apply an electric field to a holographic insulator and show that there is a maximum electric field below which it can remain an insulator. Above this critical value, we argue that it becomes a conductor due to pair creation of charged particles. Finally, we study 1+1 and 3+1 dimensional conductors at the nonlinear level; here exact solutions are not available and a perturbative analysis shows that the current becomes time dependent, but in a way that is captured by a time-dependent effective temperature.

  9. Nonlinear dynamics new directions models and applications

    CERN Document Server

    Ugalde, Edgardo

    2015-01-01

    This book, along with its companion volume, Nonlinear Dynamics New Directions: Theoretical Aspects, covers topics ranging from fractal analysis to very specific applications of the theory of dynamical systems to biology. This second volume contains mostly new applications of the theory of dynamical systems to both engineering and biology. The first volume is devoted to fundamental aspects and includes a number of important new contributions as well as some review articles that emphasize new development prospects. The topics addressed in the two volumes include a rigorous treatment of fluctuations in dynamical systems, topics in fractal analysis, studies of the transient dynamics in biological networks, synchronization in lasers, and control of chaotic systems, among others. This book also: ·         Develops applications of nonlinear dynamics on a diversity of topics such as patterns of synchrony in neuronal networks, laser synchronization, control of chaotic systems, and the study of transient dynam...

  10. Modeling of nonlinear propagation in fiber tapers

    DEFF Research Database (Denmark)

    Lægsgaard, Jesper

    2012-01-01

    A full-vectorial nonlinear propagation equation for short pulses in tapered optical fibers is developed. Specific emphasis is placed on the importance of the field normalization convention for the structure of the equations, and the interpretation of the resulting field amplitudes. Different...... numerical schemes for interpolation of fiber parameters along the taper are discussed and tested in numerical simulations on soliton propagation and generation of continuum radiation in short photonic-crystal fiber tapers....

  11. Practical Soil-Shallow Foundation Model for Nonlinear Structural Analysis

    Directory of Open Access Journals (Sweden)

    Moussa Leblouba

    2016-01-01

    Full Text Available Soil-shallow foundation interaction models that are incorporated into most structural analysis programs generally lack accuracy and efficiency or neglect some aspects of foundation behavior. For instance, soil-shallow foundation systems have been observed to show both small and large loops under increasing amplitude load reversals. This paper presents a practical macroelement model for soil-shallow foundation system and its stability under simultaneous horizontal and vertical loads. The model comprises three spring elements: nonlinear horizontal, nonlinear rotational, and linear vertical springs. The proposed macroelement model was verified using experimental test results from large-scale model foundations subjected to small and large cyclic loading cases.

  12. Geometrically nonlinear creeping mathematic models of shells with variable thickness

    Directory of Open Access Journals (Sweden)

    V.M. Zhgoutov

    2012-08-01

    Full Text Available Calculations of strength, stability and vibration of shell structures play an important role in the design of modern devices machines and structures. However, the behavior of thin-walled structures of variable thickness during which geometric nonlinearity, lateral shifts, viscoelasticity (creep of the material, the variability of the profile take place and thermal deformation starts up is not studied enough.In this paper the mathematical deformation models of variable thickness shells (smoothly variable and ribbed shells, experiencing either mechanical load or permanent temperature field and taking into account the geometrical nonlinearity, creeping and transverse shear, were developed. The refined geometrical proportions for geometrically nonlinear and steadiness problems are given.

  13. Haar basis and nonlinear modeling of complex systems

    Science.gov (United States)

    García, P.; Merlitti, A.

    2007-04-01

    In this work we introduce a technique to perform nonlinear modeling of chaotic time series using the kernel method. The basic idea behind this method is to map the data into a high dimensional space via nonlinear mapping and do a linear regression in this space. Here we use a Haar wavelet-like kernel to achieve the task. This strategy, in contrast to Support Vector Machines technique, shows the conceptual simplicity of least mean square algoritm for linear regression but allows local nonlinear aproximation of the system evolution, with low computational cost.

  14. Physical mechanisms of nonlinear conductivity: A model analysis

    Science.gov (United States)

    Heuer, Andreas; Lühning, Lars

    2014-03-01

    Nonlinear effects are omnipresent in thin films of ion conducting materials showing up as a significant increase of the conductivity. For a disordered hopping model general physical mechanisms are identified giving rise to the occurrence of positive or negative nonlinear effects, respectively. Analytical results are obtained in the limit of high but finite dimensions. They are compared with the numerical results for 3D up to 6D systems. A very good agreement can be found, in particular for higher dimensions. The results can also be used to rationalize previous numerical simulations. The implications for the interpretation of nonlinear conductivity experiments on inorganic ion conductors are discussed.

  15. Nonlinear analysis of lipid tubules by nonlocal beam model.

    Science.gov (United States)

    Shen, Hui-Shen

    2011-05-07

    Postbuckling, nonlinear bending and nonlinear vibration analyses are presented for lipid tubules. The lipid tubule is modeled as a nonlocal micro/nano-beam which contains small scale effect. The material properties are assumed to be size-dependent. The governing equation is solved by a two-step perturbation technique. The numerical results reveal that the small scale parameter e₀a reduces the postbuckling equilibrium paths, the static large deflections and natural frequencies of lipid tubules. In contrast, it increases the nonlinear to linear frequency ratios slightly for the lipid tubule with immovable end conditions.

  16. Numerical modelling of nonlinear full-wave acoustic propagation

    Energy Technology Data Exchange (ETDEWEB)

    Velasco-Segura, Roberto, E-mail: roberto.velasco@ccadet.unam.mx; Rendón, Pablo L., E-mail: pablo.rendon@ccadet.unam.mx [Grupo de Acústica y Vibraciones, Centro de Ciencias Aplicadas y Desarrollo Tecnológico, Universidad Nacional Autónoma de México, Ciudad Universitaria, Apartado Postal 70-186, C.P. 04510, México D.F., México (Mexico)

    2015-10-28

    The various model equations of nonlinear acoustics are arrived at by making assumptions which permit the observation of the interaction with propagation of either single or joint effects. We present here a form of the conservation equations of fluid dynamics which are deduced using slightly less restrictive hypothesis than those necessary to obtain the well known Westervelt equation. This formulation accounts for full wave diffraction, nonlinearity, and thermoviscous dissipative effects. A two-dimensional, finite-volume method using Roe’s linearisation has been implemented to obtain numerically the solution of the proposed equations. This code, which has been written for parallel execution on a GPU, can be used to describe moderate nonlinear phenomena, at low Mach numbers, in domains as large as 100 wave lengths. Applications range from models of diagnostic and therapeutic HIFU, to parametric acoustic arrays and nonlinear propagation in acoustic waveguides. Examples related to these applications are shown and discussed.

  17. Residual Minimizing Model Reduction for Parameterized Nonlinear Dynamical Systems

    CERN Document Server

    Constantine, Paul G

    2010-01-01

    We present a method for approximating the solution of a parameterized, nonlinear dynamical (or static) system using an affine combination of solutions computed at other points in the input parameter space. The coefficients of the affine combination are computed with a nonlinear least squares procedure that minimizes the residual of the dynamical system. The approximation properties of this residual minimizing scheme are comparable to existing reduced basis and POD-Galerkin model reduction methods, but its implementation requires only independent evaluations of the nonlinear forcing function. We prove some interesting characteristics of the scheme including uniqueness and an interpolatory property, and we present heuristics for mitigating the effects of the ill-conditioning and reducing the overall cost of the method. We apply the method to representative numerical examples from kinetics - a three state system with one parameter controlling the stiffness - and groundwater modeling - a nonlinear parabolic PDE w...

  18. Physics, Nonlinear Time Series Analysis, Data Assimilation and Hyperfast Modeling of Nonlinear Ocean Waves

    Science.gov (United States)

    2010-09-30

    Hyperfast Modeling of Nonlinear Ocean Waves A. R. Osborne Dipartimento di Fisica Generale, Università di Torino Via Pietro Giuria 1, 10125...PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Universit?i Torino,Dipartimento di Fisica Generale,Via Pietro Giuria 1,10125 Torino, Italy, 8. PERFORMING

  19. Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbek, Anders

    In this paper, we consider a general class of vector error correction models which allow for asymmetric and non-linear error correction. We provide asymptotic results for (quasi-)maximum likelihood (QML) based estimators and tests. General hypothesis testing is considered, where testing...... symmetric non-linear error correction are considered. A simulation study shows that the finite sample properties of the bootstrapped tests are satisfactory with good size and power properties for reasonable sample sizes....

  20. Recent Advances in Explicit Multiparametric Nonlinear Model Predictive Control

    KAUST Repository

    Domínguez, Luis F.

    2011-01-19

    In this paper we present recent advances in multiparametric nonlinear programming (mp-NLP) algorithms for explicit nonlinear model predictive control (mp-NMPC). Three mp-NLP algorithms for NMPC are discussed, based on which novel mp-NMPC controllers are derived. The performance of the explicit controllers are then tested and compared in a simulation example involving the operation of a continuous stirred-tank reactor (CSTR). © 2010 American Chemical Society.

  1. Inference of a nonlinear stochastic model of the cardiorespiratory interaction

    CERN Document Server

    Smelyanskiy, V N; Stefanovska, A; McClintock, P V E

    2005-01-01

    A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system oscillations. The strength and direction of coupling, and the noise intensity are simultaneously inferred from a univariate blood pressure signal, monitored in a clinical environment. The technique does not require extensive global optimization and it is applicable to a wide range of complex dynamical systems subject to noise.

  2. Asymmetric and common absorption of shocks in nonlinear autoregressive models

    NARCIS (Netherlands)

    D.J.C. van Dijk (Dick); Ph.H.B.F. Franses (Philip Hans); H.P. Boswijk (Peter)

    2000-01-01

    textabstractA key feature of many nonlinear time series models is that they allow for the possibility that the model structure experiences changes, depending on for example the state of the economy or of the financial market. A common property of these models is that it generally is not possible to

  3. Asymmetric and common absorption of shocks in nonlinear autoregressive models

    NARCIS (Netherlands)

    D.J.C. van Dijk (Dick); Ph.H.B.F. Franses (Philip Hans); H.P. Boswijk (Peter)

    2000-01-01

    textabstractA key feature of many nonlinear time series models is that they allow for the possibility that the model structure experiences changes, depending on for example the state of the economy or of the financial market. A common property of these models is that it generally is not possible to

  4. Modeling and nonlinear heading control for sailing yachts

    DEFF Research Database (Denmark)

    Xiao, Lin; Jouffroy, Jerome

    2011-01-01

    This paper presents a study on the development and testing of a model-based heading controller for a sailing yacht. Using Fossen's compact notation for marine vehicles, we first describe a nonlinear 4-DOF dynamic model for a sailing yacht, including roll. Starting from this model, we then design ...

  5. Modeling and nonlinear heading control for sailing yachts

    DEFF Research Database (Denmark)

    Xiao, Lin; Jouffroy, Jerome

    2014-01-01

    This paper presents a study on the development and testing of a model-based heading controller for a sailing yacht. Using Fossen’s compact notation for marine vehicles, we first describe a nonlinear four-degree-of-freedom (DOF) dynamic model for a sailing yacht, including roll. Our model also inc...

  6. Modeling of Nonlinear Signal Distortion in Fiber-Optical Networks

    CERN Document Server

    Johannisson, Pontus

    2013-01-01

    A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic dispersion, nonlinear signal distortion, and amplifier noise. The center frequencies, bandwidths, and transmit powers can be chosen independently for each channel, which makes the model suitable for analysis and optimization of resource allocation, routing, and scheduling in large-scale optical networks applying flexible-grid wavelength-division multiplexing.

  7. An Improved Nonlinear Five-Point Model for Photovoltaic Modules

    Directory of Open Access Journals (Sweden)

    Sakaros Bogning Dongue

    2013-01-01

    Full Text Available This paper presents an improved nonlinear five-point model capable of analytically describing the electrical behaviors of a photovoltaic module for each generic operating condition of temperature and solar irradiance. The models used to replicate the electrical behaviors of operating PV modules are usually based on some simplified assumptions which provide convenient mathematical model which can be used in conventional simulation tools. Unfortunately, these assumptions cause some inaccuracies, and hence unrealistic economic returns are predicted. As an alternative, we used the advantages of a nonlinear analytical five-point model to take into account the nonideal diode effects and nonlinear effects generally ignored, which PV modules operation depends on. To verify the capability of our method to fit PV panel characteristics, the procedure was tested on three different panels. Results were compared with the data issued by manufacturers and with the results obtained using the five-parameter model proposed by other authors.

  8. Earthquake analysis of structures using nonlinear models

    OpenAIRE

    Cemalovic, Miran

    2015-01-01

    Throughout the governing design codes, several different methods are presented for the evaluation of seismic problems. This thesis assesses the non-linear static and dynamic procedures presented in EN 1998-1 through the structural response of a RC wall-frame building. The structure is designed in detail according to the guidelines for high ductility (DCH) in EN 1998-1. The applied procedures are meticulously evaluated and the requirements in EN 1998-1 are reviewed. In addition, the finite ele...

  9. Similarity transformation approach to identifiability analysis of nonlinear compartmental models.

    Science.gov (United States)

    Vajda, S; Godfrey, K R; Rabitz, H

    1989-04-01

    Through use of the local state isomorphism theorem instead of the algebraic equivalence theorem of linear systems theory, the similarity transformation approach is extended to nonlinear models, resulting in finitely verifiable sufficient and necessary conditions for global and local identifiability. The approach requires testing of certain controllability and observability conditions, but in many practical examples these conditions prove very easy to verify. In principle the method also involves nonlinear state variable transformations, but in all of the examples presented in the paper the transformations turn out to be linear. The method is applied to an unidentifiable nonlinear model and a locally identifiable nonlinear model, and these are the first nonlinear models other than bilinear models where the reason for lack of global identifiability is nontrivial. The method is also applied to two models with Michaelis-Menten elimination kinetics, both of considerable importance in pharmacokinetics, and for both of which the complicated nature of the algebraic equations arising from the Taylor series approach has hitherto defeated attempts to establish identifiability results for specific input functions.

  10. Bayesian parameter estimation for nonlinear modelling of biological pathways

    Directory of Open Access Journals (Sweden)

    Ghasemi Omid

    2011-12-01

    Full Text Available Abstract Background The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. Results We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC method. We applied this approach to the biological pathways involved in the left ventricle (LV response to myocardial infarction (MI and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly

  11. Variable structure control of nonlinear systems through simplified uncertain models

    Science.gov (United States)

    Sira-Ramirez, Hebertt

    1986-01-01

    A variable structure control approach is presented for the robust stabilization of feedback equivalent nonlinear systems whose proposed model lies in the same structural orbit of a linear system in Brunovsky's canonical form. An attempt to linearize exactly the nonlinear plant on the basis of the feedback control law derived for the available model results in a nonlinearly perturbed canonical system for the expanded class of possible equivalent control functions. Conservatism tends to grow as modeling errors become larger. In order to preserve the internal controllability structure of the plant, it is proposed that model simplification be carried out on the open-loop-transformed system. As an example, a controller is developed for a single link manipulator with an elastic joint.

  12. A Simple Model for Nonlinear Confocal Ultrasonic Beams

    Institute of Scientific and Technical Information of China (English)

    ZHANG Dong; ZHOU Lin; SI Li-Sheng; GONG Xiu-Fen

    2007-01-01

    @@ A confocally and coaxially arranged pair of focused transmitter and receiver represents one of the best geometries for medical ultrasonic imaging and non-invasive detection. We develop a simple theoretical model for describing the nonlinear propagation of a confocal ultrasonic beam in biological tissues. On the basis of the parabolic approximation and quasi-linear approximation, the nonlinear Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation is solved by using the angular spectrum approach. Gaussian superposition technique is applied to simplify the solution, and an analytical solution for the second harmonics in the confocal ultrasonic beam is presented.Measurements are performed to examine the validity of the theoretical model. This model provides a preliminary model for acoustic nonlinear microscopy.

  13. Nonlinear dispersion effects in elastic plates: numerical modelling and validation

    Science.gov (United States)

    Kijanka, Piotr; Radecki, Rafal; Packo, Pawel; Staszewski, Wieslaw J.; Uhl, Tadeusz; Leamy, Michael J.

    2017-04-01

    Nonlinear features of elastic wave propagation have attracted significant attention recently. The particular interest herein relates to complex wave-structure interactions, which provide potential new opportunities for feature discovery and identification in a variety of applications. Due to significant complexity associated with wave propagation in nonlinear media, numerical modeling and simulations are employed to facilitate design and development of new measurement, monitoring and characterization systems. However, since very high spatio- temporal accuracy of numerical models is required, it is critical to evaluate their spectral properties and tune discretization parameters for compromise between accuracy and calculation time. Moreover, nonlinearities in structures give rise to various effects that are not present in linear systems, e.g. wave-wave interactions, higher harmonics generation, synchronism and | recently reported | shifts to dispersion characteristics. This paper discusses local computational model based on a new HYBRID approach for wave propagation in nonlinear media. The proposed approach combines advantages of the Local Interaction Simulation Approach (LISA) and Cellular Automata for Elastodynamics (CAFE). The methods are investigated in the context of their accuracy for predicting nonlinear wavefields, in particular shifts to dispersion characteristics for finite amplitude waves and secondary wavefields. The results are validated against Finite Element (FE) calculations for guided waves in copper plate. Critical modes i.e., modes determining accuracy of a model at given excitation frequency - are identified and guidelines for numerical model parameters are proposed.

  14. Notes on holographic superconductor models with the nonlinear electrodynamics

    CERN Document Server

    Zhao, Zixu; Chen, Songbai; Jing, Jiliang

    2013-01-01

    We investigate systematically the effect of the nonlinear correction to the usual Maxwell electrodynamics on the holographic dual models in the backgrounds of AdS black hole and AdS soliton. Considering three types of typical nonlinear electrodynamics, we observe that in the black hole background the higher nonlinear electrodynamics correction makes the condensation harder to form and changes the expected relation in the gap frequency, which is similar to that caused by the curvature correction. However, in strong contrast to the influence of the curvature correction, we find that in the AdS soliton background the nonlinear electrodynamics correction will not affect the properties of the holographic superconductor and insulator phase transitions, which may be a quite general feature for the s-wave holographic superconductor/insulator system.

  15. The fractional-nonlinear robotic manipulator: Modeling and dynamic simulations

    Science.gov (United States)

    David, S. A.; Balthazar, J. M.; Julio, B. H. S.; Oliveira, C.

    2012-11-01

    In this paper, we applied the Riemann-Liouville approach and the fractional Euler-Lagrange equations in order to obtain the fractional-order nonlinear dynamics equations of a two link robotic manipulator. The aformentioned equations have been simulated for several cases involving: integer and non-integer order analysis, with and without external forcing acting and some different initial conditions. The fractional nonlinear governing equations of motion are coupled and the time evolution of the angular positions and the phase diagrams have been plotted to visualize the effect of fractional order approach. The new contribution of this work arises from the fact that the dynamics equations of a two link robotic manipulator have been modeled with the fractional Euler-Lagrange dynamics approach. The results reveal that the fractional-nonlinear robotic manipulator can exhibit different and curious behavior from those obtained with the standard dynamical system and can be useful for a better understanding and control of such nonlinear systems.

  16. Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity

    Directory of Open Access Journals (Sweden)

    Isao Ishida

    2015-01-01

    Full Text Available We introduce and investigate some properties of a class of nonlinear time series models based on the moving sample quantiles in the autoregressive data generating process. We derive a test fit to detect this type of nonlinearity. Using the daily realized volatility data of Standard & Poor’s 500 (S&P 500 and several other indices, we obtained good performance using these models in an out-of-sample forecasting exercise compared with the forecasts obtained based on the usual linear heterogeneous autoregressive and other models of realized volatility.

  17. A propagation model of computer virus with nonlinear vaccination probability

    Science.gov (United States)

    Gan, Chenquan; Yang, Xiaofan; Liu, Wanping; Zhu, Qingyi

    2014-01-01

    This paper is intended to examine the effect of vaccination on the spread of computer viruses. For that purpose, a novel computer virus propagation model, which incorporates a nonlinear vaccination probability, is proposed. A qualitative analysis of this model reveals that, depending on the value of the basic reproduction number, either the virus-free equilibrium or the viral equilibrium is globally asymptotically stable. The results of simulation experiments not only demonstrate the validity of our model, but also show the effectiveness of nonlinear vaccination strategies. Through parameter analysis, some effective strategies for eradicating viruses are suggested.

  18. Building mixed effect models of stand biomass for Simao pine (Pinus kesiya var. langbianensis) natural forest%思茅松天然林林分生物量混合效应模型构建

    Institute of Scientific and Technical Information of China (English)

    欧光龙; 胥辉; 王俊峰; 肖义发; 陈科屹; 郑海妹

    2015-01-01

    本研究以云南省普洱市的思茅松天然林为对象,调查了3个位点45块样地的林分地上、根系和总生物量。以幂函数模型为基础构建林分生物量的基本模型;采用混合效应模型技术,考虑区域效应随机效应,选择基本混合效应模型,并分析模型的方差和协方差结构,分别构建3个维量的区域效应随机效应的混合效应模型;考虑林分因子、地形因子和气象因子固定效应,构建含环境因子固定效应和区域效应随机效应的林分生物量混合效应模型。所有模型均采用拟合指标和独立检验指标进行评价。结果表明:1)从模型拟合情况看,考虑区域效应的随机效应模型均能显著提高一般回归模型的精度;在3类含环境因子固定效应模型中,含地形因子固定效应的区域混合效应模型均具有最低的AIC和BIC值,表现最好;2)就模型独立性检验看,除地形因子固定效应的林分根系混合效应模型外,其余模型均优于一般回归模型;考虑环境因子固定效应的混合效应模型与普通区域效应混合模型相比,各个维量模型的独立性检验指标表现不一,但总体上差异不大;3)综合考虑模型拟合和独立性检验结果,除林分根系生物量选择普通区域效应混合模型外,另2个维量均选择含地形因子固定效应和区域效应随机效应的混合效应模型。%In this paper we took natural Simao pine ( Pinus kesiya var. langbianensis) forest as the research object, and investigated the aboveground, root and total biomass of 45 plots of at three typical sites ( Tongguan town of Mojiang County, Yunxian town of Simao District, and Nuofu town of Lancang County) in Pu'er City, Yunnan Province. Firstly, we chose the best power function to the basic model. Secondly, considering random effect of the regional effect we constructed the mixed effects models of the biomass components of stand

  19. Nonlinear model predictive control of a packed distillation column

    Energy Technology Data Exchange (ETDEWEB)

    Patwardhan, A.A.; Edgar, T.F. (Univ. of Texas, Austin, TX (United States). Dept. of Chemical Engineering)

    1993-10-01

    A rigorous dynamic model based on fundamental chemical engineering principles was formulated for a packed distillation column separating a mixture of cyclohexane and n-heptane. This model was simplified to a form suitable for use in on-line model predictive control calculations. A packed distillation column was operated at several operating conditions to estimate two unknown model parameters in the rigorous and simplified models. The actual column response to step changes in the feed rate, distillate rate, and reboiler duty agreed well with dynamic model predictions. One unusual characteristic observed was that the packed column exhibited gain-sign changes, which are very difficult to treat using conventional linear feedback control. Nonlinear model predictive control was used to control the distillation column at an operating condition where the process gain changed sign. An on-line, nonlinear model-based scheme was used to estimate unknown/time-varying model parameters.

  20. Finite element model calibration of a nonlinear perforated plate

    Science.gov (United States)

    Ehrhardt, David A.; Allen, Matthew S.; Beberniss, Timothy J.; Neild, Simon A.

    2017-03-01

    This paper presents a case study in which the finite element model for a curved circular plate is calibrated to reproduce both the linear and nonlinear dynamic response measured from two nominally identical samples. The linear dynamic response is described with the linear natural frequencies and mode shapes identified with a roving hammer test. Due to the uncertainty in the stiffness characteristics from the manufactured perforations, the linear natural frequencies are used to update the effective modulus of elasticity of the full order finite element model (FEM). The nonlinear dynamic response is described with nonlinear normal modes (NNMs) measured using force appropriation and high speed 3D digital image correlation (3D-DIC). The measured NNMs are used to update the boundary conditions of the full order FEM through comparison with NNMs calculated from a nonlinear reduced order model (NLROM). This comparison revealed that the nonlinear behavior could not be captured without accounting for the small curvature of the plate from manufacturing as confirmed in literature. So, 3D-DIC was also used to identify the initial static curvature of each plate and the resulting curvature was included in the full order FEM. The updated models are then used to understand how the stress distribution changes at large response amplitudes providing a possible explanation of failures observed during testing.

  1. Geometry of exponential family nonlinear models and some asymptotic inference

    Institute of Scientific and Technical Information of China (English)

    韦博成

    1995-01-01

    A differential geometric framework in Euclidean space for exponential family nonlinear models is presented. Based on this framework, some asymptotic inference related to statistical curvatures and Fisher information are studied. This geometric framework can also be extended to more genera) dass of models and used to study some other problems.

  2. A Novel Nonlinear Programming Model for Distribution Protection Optimization

    NARCIS (Netherlands)

    Zambon, Eduardo; Bossois, Débora Z.; Garcia, Berilhes B.; Azeredo, Elias F.

    2009-01-01

    This paper presents a novel nonlinear binary programming model designed to improve the reliability indices of a distribution network. This model identifies the type and location of protection devices that should be installed in a distribution feeder and is a generalization of the classical optimizat

  3. STABILITY OF INNOVATION DIFFUSION MODEL WITH NONLINEAR ACCEPTANCE

    Institute of Scientific and Technical Information of China (English)

    Yu Yumei; Wang Wendi

    2007-01-01

    In this article, an innovation diffusion model with the nonlinear acceptance is proposed to describe the dynamics of three competing products in a market. It is proved that the model admits a unique positive equilibrium, which is globally stable by excluding the existence of periodic solutions and by using the theory of three dimensional competition systems.

  4. Modeling of Nonlinear Marine Cooling Systems with Closed Circuit Flow

    DEFF Research Database (Denmark)

    Hansen, Michael; Stoustrup, Jakob; Bendtsen, Jan Dimon

    2011-01-01

    of container ships. The purpose of the model is to describe the important dynamics of the system, such as nonlinearities, transport delays and closed circuit flow dynamics to enable the model to be used for control design and simulation. The control challenge is related to the highly non-standard type of step...

  5. A toolkit for analyzing nonlinear dynamic stochastic models easily

    NARCIS (Netherlands)

    Uhlig, H.F.H.V.S.

    1995-01-01

    Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper provides a toolkit for solving such models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the meth

  6. A toolkit for analyzing nonlinear dynamic stochastic models easily

    NARCIS (Netherlands)

    Uhlig, H.F.H.V.S.

    1995-01-01

    Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper provides a toolkit for solving such models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the meth

  7. Locally supersymmetric D=3 non-linear sigma models

    NARCIS (Netherlands)

    Wit, B. de; Tollsten, A. K.; Nicolai, H.

    1992-01-01

    We study non-linear sigma models with N local supersymmetries in three space-time dimensions. For N=1 and 2 the target space of these models is Riemannian or Kahler, respectively. All N>2 theories are associated with Einstein spaces. For N=3 the target space is quaternionic, while for N=4 it general

  8. Structure and Asymptotic theory for Nonlinear Models with GARCH Errors

    NARCIS (Netherlands)

    F. Chan (Felix); M.J. McAleer (Michael); M.C. Medeiros (Marcelo)

    2011-01-01

    textabstractNonlinear time series models, especially those with regime-switching and conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature. However, much of the research has concentrated on the empirical applications of various models, with li

  9. An Alternative Approach for Nonlinear Latent Variable Models

    Science.gov (United States)

    Mooijaart, Ab; Bentler, Peter M.

    2010-01-01

    In the last decades there has been an increasing interest in nonlinear latent variable models. Since the seminal paper of Kenny and Judd, several methods have been proposed for dealing with these kinds of models. This article introduces an alternative approach. The methodology involves fitting some third-order moments in addition to the means and…

  10. A Multilevel Nonlinear Profile Analysis Model for Dichotomous Data

    Science.gov (United States)

    Culpepper, Steven Andrew

    2009-01-01

    This study linked nonlinear profile analysis (NPA) of dichotomous responses with an existing family of item response theory models and generalized latent variable models (GLVM). The NPA method offers several benefits over previous internal profile analysis methods: (a) NPA is estimated with maximum likelihood in a GLVM framework rather than…

  11. Nonlinear Kalman Filtering in Affine Term Structure Models

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Dorion, Christian; Jacobs, Kris;

    When the relationship between security prices and state variables in dynamic term structure models is nonlinear, existing studies usually linearize this relationship because nonlinear fi…ltering is computationally demanding. We conduct an extensive investigation of this linearization and analyze...... Monte Carlo experiment demonstrates that the unscented Kalman fi…lter is much more accurate than its extended counterpart in fi…ltering the states and forecasting swap rates and caps. Our fi…ndings suggest that the unscented Kalman fi…lter may prove to be a good approach for a number of other problems...... in fi…xed income pricing with nonlinear relationships between the state vector and the observations, such as the estimation of term structure models using coupon bonds and the estimation of quadratic term structure models....

  12. Interval standard neural network models for nonlinear systems

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    A neural-network-based robust control design is suggested for control of a class of nonlinear systems. The design approach employs a neural network, whose activation functions satisfy the sector conditions, to approximate the nonlinear system. To improve the approximation performance and to account for the parameter perturbations during operation, a novel neural network model termed standard neural network model (SNNM) is proposed. If the uncertainty is bounded, the SNNM is called an interval SNNM (ISNNM). A state-feedback control law is designed for the nonlinear system modelled by an ISNNM such that the closed-loop system is globally, robustly, and asymptotically stable. The control design equations are shown to be a set of linear matrix inequalities (LMIs) that can be easily solved by available convex optimization algorithms. An example is given to illustrate the control design procedure, and the performance of the proposed approach is compared with that of a related method reported in literature.

  13. Adaptive modeling of shallow fully nonlinear gravity waves

    CERN Document Server

    Dutykh, Denys; Mitsotakis, Dimitrios

    2014-01-01

    This paper presents an extended version of the celebrated Serre-Green-Naghdi (SGN) system. This extension is based on the well-known Bona-Smith-Nwogu trick which aims to improve the linear dispersion properties. We show that in the fully nonlinear setting it results in modifying the vertical acceleration. Even if this technique is well-known, the effect of this modification on the nonlinear properties of the model is not clear. The first goal of this study is to shed some light on the properties of solitary waves, as the most important class of nonlinear permanent solutions. Then, we propose a simple adaptive strategy to choose the optimal value of the free parameter at every instance of time. This strategy is validated by comparing the model prediction with the reference solutions of the full Euler equations and its classical counterpart. Numerical simulations show that the new adaptive model provides a much better accuracy for the same computational complexity.

  14. Nonlinear Modeling and Neuro-Fuzzy Control of PEMFC

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    The proton exchange membrane generation technology is highly efficient, and clean and is considered as the most hopeful "green" power technology. The operating principles of proton exchange membrane fuel cell (PEMFC) system involve thermodynamics, electrochemistry, hydrodynamics and mass transfer theory, which comprise a complex nonlinear system, for which it is difficult to establish a mathematical model and control online.This paper analyzed the characters of the PEMFC; and used the approach and self-study ability of artificial neural networks to build the model of nonlinear system, and adopted the adaptive neural-networks fuzzy infer system to build the temperature model of PEMFC which is used as the reference model of the control system, and adjusted the model parameters to control online. The model and control were implemented in SIMULINK environment.The results of simulation show the test data and model have a good agreement. The model is useful for the optimal and real time control of PEMFC system.

  15. Groundwater transport modeling with nonlinear sorption and intraparticle diffusion

    Science.gov (United States)

    Singh, Anshuman; Allen-King, Richelle M.; Rabideau, Alan J.

    2014-08-01

    Despite recent advances in the mechanistic understanding of sorption in groundwater systems, most contaminant transport models provide limited support for nonideal sorption processes such as nonlinear isotherms and/or diffusion-limited sorption. However, recent developments in the conceptualization of "dual mode" sorption for hydrophobic organic contaminants have provided more realistic and mechanistically sound alternatives to the commonly used Langmuir and Freundlich models. To support the inclusion of both nonlinear and diffusion-limited sorption processes in groundwater transport models, this paper presents two numerical algorithms based on the split operator approach. For the nonlinear equilibrium scenario, the commonly used two-step split operator algorithm has been modified to provide a more robust treatment of complex multi-parameter isotherms such as the Polanyi-partitioning model. For diffusion-limited sorption, a flexible three step split-operator procedure is presented to simulate intraparticle diffusion in multiple spherical particles with different sizes and nonlinear isotherms. Numerical experiments confirmed the accuracy of both algorithms for several candidate isotherms. However, the primary advantages of the algorithms are: (1) flexibility to accommodate any isotherm equation including "dual mode" and similar expressions, and (2) ease of adapting existing grid-based transport models of any dimensionality to include nonlinear sorption and/or intraparticle diffusion. Comparisons are developed for one-dimensional transport scenarios with different isotherms and particle configurations. Illustrative results highlight (1) the potential influence of isotherm model selection on solute transport predictions, and (2) the combined effects of intraparticle diffusion and nonlinear sorption on the plume transport and flushing for both single-particle and multi-particle scenarios.

  16. Nonlinear Dynamic Modeling of Langevin-Type Piezoelectric Transducers

    Directory of Open Access Journals (Sweden)

    Nicolás Peréz Alvarez

    2015-11-01

    Full Text Available Langevin transducers are employed in several applications, such as power ultrasound systems, naval hydrophones, and high-displacement actuators. Nonlinear effects can influence their performance, especially at high vibration amplitude levels. These nonlinear effects produce variations in the resonant frequency, harmonics of the excitation frequency, in addition to loss of symmetry in the frequency response and “frequency domain hysteresis”. In this context, this paper presents a simplified nonlinear dynamic model of power ultrasound transducers requiring only two parameters for simulating the most relevant nonlinear effects. One parameter reproduces the changes in the resonance frequency and the other introduces the dependence of the frequency response on the history of the system. The piezoelectric constitutive equations are extended by a linear dependence of the elastic constant on the mechanical displacement amplitude. For introducing the frequency hysteresis, the elastic constant is computed by combining the current value of the mechanical amplitude with the previous state amplitude. The model developed in this work is applied for predicting the dynamic responses of a 26 kHz ultrasonic transducer. The comparison of theoretical and experimental responses, obtained at several input voltages around the tuned frequency, shows a good agreement, indicating that the model can accurately describe the transducer nonlinear behavior.

  17. Parallel Evolutionary Modeling for Nonlinear Ordinary Differential Equations

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    We introduce a new parallel evolutionary algorithm in modeling dynamic systems by nonlinear higher-order ordinary differential equations (NHODEs). The NHODEs models are much more universal than the traditional linear models. In order to accelerate the modeling process, we propose and realize a parallel evolutionary algorithm using distributed CORBA object on the heterogeneous networking. Some numerical experiments show that the new algorithm is feasible and efficient.

  18. Likelihood-Based Inference in Nonlinear Error-Correction Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbæk, Anders

    We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...

  19. Modeling and stability analysis of the nonlinear reactive sputtering process

    Directory of Open Access Journals (Sweden)

    György Katalin

    2011-12-01

    Full Text Available The model of the reactive sputtering process has been determined from the dynamic equilibrium of the reactive gas inside the chamber and the dynamic equilibrium of the sputtered metal atoms which form the compound with the reactive gas atoms on the surface of the substrate. The analytically obtained dynamical model is a system of nonlinear differential equations which can result in a histeresis-type input/output nonlinearity. The reactive sputtering process has been simulated by integrating these differential equations. Linearization has been applied for classical analysis of the sputtering process and control system design.

  20. Modeling and equalization of nonlinear bandlimited satellite channels

    Science.gov (United States)

    Konstantinides, K.; Yao, K.

    1986-01-01

    The problem of modeling and equalization of a nonlinear satellite channel is considered. The channel is assumed to be bandlimited and exhibits both amplitude and phase nonlinearities. A discrete time satellite link is modeled under both uplink and downlink white Gaussian noise. Under conditions of practical interest, a simple and computationally efficient design technique for the minimum mean square error linear equalizer is presented. The bit error probability and some numerical results for a binary phase shift keyed (BPSK) system demonstrate that the proposed equalization technique outperforms standard linear receiver structures.

  1. A Nonlinear Vortex Induced Vibration Model of Marine Risers

    Institute of Scientific and Technical Information of China (English)

    LIU Juan; HUANG Weiping

    2013-01-01

    With the exploitation of oil and gas in deep water,the traditional vortex induced vibration (VIV) theory is challenged by the unprecedented flexibility of risers.A nonlinear time-dependent VIV model is developed in this paper based on a VIV lift force model and the Morison equation.Both the inline vibration induced by the flow due to vortex shedding and the fluid-structure interaction in the transverse direction are included in the model.One of the characteristics of the model is the response-dependent lift force with nonlinear damping,which is different from other VIV models.The calculations show that the model can well describe the VIV of deepwater risers with the results agreeing with those calculated by other models.

  2. A Stochastic Nonlinear Water Wave Model for Efficient Uncertainty Quantification

    CERN Document Server

    Bigoni, Daniele; Eskilsson, Claes

    2014-01-01

    A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a stochastic formulation of a fully nonlinear and dispersive potential flow water wave model for the probabilistic description of the evolution waves. This model is discretized using the Stochastic Collocation Method (SCM), which provides an approximate surrogate of the model. This can be used to accurately and efficiently estimate the probability distribution of the unknown time dependent stochastic solution after the forward propagation of uncertainties. We revisit experimental benchmarks often used for validation of deterministic water wave models. We do this using a fully nonlinear and dispersive model and show how uncertainty in the model input can influence the model output. Based on numerical experiments and assumed uncertainties in boundary data, our analysis reveals that some of the known discrepancies from deterministic simulation in compa...

  3. Testing linearity against nonlinear moving average models

    NARCIS (Netherlands)

    de Gooijer, J.G.; Brännäs, K.; Teräsvirta, T.

    1998-01-01

    Lagrange multiplier (LM) test statistics are derived for testing a linear moving average model against an additive smooth transition moving average model. The latter model is introduced in the paper. The small sample performance of the proposed tests are evaluated in a Monte Carlo study and compared

  4. Mathematical models for suspension bridges nonlinear structural instability

    CERN Document Server

    Gazzola, Filippo

    2015-01-01

    This work provides a detailed and up-to-the-minute survey of the various stability problems that can affect suspension bridges. In order to deduce some experimental data and rules on the behavior of suspension bridges, a number of historical events are first described, in the course of which several questions concerning their stability naturally arise. The book then surveys conventional mathematical models for suspension bridges and suggests new nonlinear alternatives, which can potentially supply answers to some stability questions. New explanations are also provided, based on the nonlinear structural behavior of bridges. All the models and responses presented in the book employ the theory of differential equations and dynamical systems in the broader sense, demonstrating that methods from nonlinear analysis can allow us to determine the thresholds of instability.

  5. Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbek, Anders

    In this paper, we consider a general class of vector error correction models which allow for asymmetric and non-linear error correction. We provide asymptotic results for (quasi-)maximum likelihood (QML) based estimators and tests. General hypothesis testing is considered, where testing...... for linearity is of particular interest as parameters of non-linear components vanish under the null. To solve the latter type of testing, we use the so-called sup tests, which here requires development of new (uniform) weak convergence results. These results are potentially useful in general for analysis...... of non-stationary non-linear time series models. Thus the paper provides a full asymptotic theory for estimators as well as standard and non-standard test statistics. The derived asymptotic results prove to be new compared to results found elsewhere in the literature due to the impact of the estimated...

  6. Non-linear calibration models for near infrared spectroscopy.

    Science.gov (United States)

    Ni, Wangdong; Nørgaard, Lars; Mørup, Morten

    2014-02-27

    Different calibration techniques are available for spectroscopic applications that show nonlinear behavior. This comprehensive comparative study presents a comparison of different nonlinear calibration techniques: kernel PLS (KPLS), support vector machines (SVM), least-squares SVM (LS-SVM), relevance vector machines (RVM), Gaussian process regression (GPR), artificial neural network (ANN), and Bayesian ANN (BANN). In this comparison, partial least squares (PLS) regression is used as a linear benchmark, while the relationship of the methods is considered in terms of traditional calibration by ridge regression (RR). The performance of the different methods is demonstrated by their practical applications using three real-life near infrared (NIR) data sets. Different aspects of the various approaches including computational time, model interpretability, potential over-fitting using the non-linear models on linear problems, robustness to small or medium sample sets, and robustness to pre-processing, are discussed. The results suggest that GPR and BANN are powerful and promising methods for handling linear as well as nonlinear systems, even when the data sets are moderately small. The LS-SVM is also attractive due to its good predictive performance for both linear and nonlinear calibrations.

  7. Modeling and non-linear responses of MEMS capacitive accelerometer

    Directory of Open Access Journals (Sweden)

    Sri Harsha C.

    2014-01-01

    Full Text Available A theoretical investigation of an electrically actuated beam has been illustrated when the electrostatic-ally actuated micro-cantilever beam is separated from the electrode by a moderately large gap for two distinct types of geometric configurations of MEMS accelerometer. Higher order nonlinear terms have been taken into account for studying the pull in voltage analysis. A nonlinear model of gas film squeezing damping, another source of nonlinearity in MEMS devices is included in obtaining the dynamic responses. Moreover, in the present work, the possible source of nonlinearities while formulating the mathematical model of a MEMS accelerometer and their influences on the dynamic responses have been investigated. The theoretical results obtained by using MATLAB has been verified with the results obtained in FE software and has been found in good agreement. Criterion towards stable micro size accelerometer for each configuration has been investigated. This investigation clearly provides an understanding of nonlinear static and dynamics characteristics of electrostatically micro cantilever based device in MEMS.

  8. Nonlinear Pressure Wave Analysis by Concentrated Mass Model

    Science.gov (United States)

    Ishikawa, Satoshi; Kondou, Takahiro; Matsuzaki, Kenichiro

    A pressure wave propagating in a tube often changes to a shock wave because of the nonlinear effect of fluid. Analyzing this phenomenon by the finite difference method requires high computational cost. To lessen the computational cost, a concentrated mass model is proposed. This model consists of masses, connecting nonlinear springs, connecting dampers, and base support dampers. The characteristic of a connecting nonlinear spring is derived from the adiabatic change of fluid, and the equivalent mass and equivalent damping coefficient of the base support damper are derived from the equation of motion of fluid in a cylindrical tube. Pressure waves generated in a hydraulic oil tube, a sound tube and a plane-wave tube are analyzed numerically by the proposed model to confirm the validity of the model. All numerical computational results agree very well with the experimental results carried out by Okamura, Saenger and Kamakura. Especially, the numerical analysis reproduces the phenomena that a pressure wave with large amplitude propagating in a sound tube or in a plane tube changes to a shock wave. Therefore, it is concluded that the proposed model is valid for the numerical analysis of nonlinear pressure wave problem.

  9. Full Hydrodynamic Model of Nonlinear Electromagnetic Response in Metallic Metamaterials

    CERN Document Server

    Fang, Ming; Sha, Wei E I; Xiong, Xiaoyan Y Z; Wu, Xianliang

    2016-01-01

    Applications of metallic metamaterials have generated significant interest in recent years. Electromagnetic behavior of metamaterials in the optical range is usually characterized by a local-linear response. In this article, we develop a finite-difference time-domain (FDTD) solution of the hydrodynamic model that describes a free electron gas in metals. Extending beyond the local-linear response, the hydrodynamic model enables numerical investigation of nonlocal and nonlinear interactions between electromagnetic waves and metallic metamaterials. By explicitly imposing the current continuity constraint, the proposed model is solved in a self-consistent manner. Charge, energy and angular momentum conservation laws of high-order harmonic generation have been demonstrated for the first time by the Maxwell-hydrodynamic FDTD model. The model yields nonlinear optical responses for complex metallic metamaterials irradiated by a variety of waveforms. Consequently, the multiphysics model opens up unique opportunities f...

  10. Estimating Nonlinear Structural Models: EMM and the Kenny-Judd Model

    Science.gov (United States)

    Lyhagen, Johan

    2007-01-01

    The estimation of nonlinear structural models is not trivial. One reason for this is that a closed form solution of the likelihood may not be feasible or does not exist. We propose to estimate nonlinear structural models using the efficient method of moments, as generating data according to the models is often very easy. A simulation study of the…

  11. The Nonlinear Sigma Model With Distributed Adaptive Mesh Refinement

    CERN Document Server

    Liebling, S L

    2004-01-01

    An adaptive mesh refinement (AMR) scheme is implemented in a distributed environment using Message Passing Interface (MPI) to find solutions to the nonlinear sigma model. Previous work studied behavior similar to black hole critical phenomena at the threshold for singularity formation in this flat space model. This work is a follow-up describing extensions to distribute the grid hierarchy and presenting tests showing the correctness of the model.

  12. INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS

    Institute of Scientific and Technical Information of China (English)

    宗序平; 赵俊; 王海斌; 韦博成

    2003-01-01

    This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991.The authors show that the case deletion model is equivalent to mean shift outlier model.From this point of view,several diagnostic measures,such as Cook distance,score statistics are derived.The local influence measure of Cook is also presented.Numerical example illustrates that our method is available.

  13. INFLUENCE ANALYSIS IN NONLINEAR MODELS WITH RANDOM EFFECTS

    Institute of Scientific and Technical Information of China (English)

    WeiBocheng; ZhongXuping

    2001-01-01

    Abstract. In this paper,a unified diagnostic method for the nonlinear models with random ef-fects based upon the joint likelihood given by Robinson in 1991 is presented. It is shown that thecase deletion model is equivalent to the mean shift outlier model. From this point of view ,sever-al diagnostic measures, such as Cook distance, score statistics are derived. The local influencemeasure of Cook is also presented. A numerical example illustrates that the method is avail-able

  14. Analyzing the Dynamics of Nonlinear Multivariate Time Series Models

    Institute of Scientific and Technical Information of China (English)

    DenghuaZhong; ZhengfengZhang; DonghaiLiu; StefanMittnik

    2004-01-01

    This paper analyzes the dynamics of nonlinear multivariate time series models that is represented by generalized impulse response functions and asymmetric functions. We illustrate the measures of shock persistences and asymmetric effects of shocks derived from the generalized impulse response functions and asymmetric function in bivariate smooth transition regression models. The empirical work investigates a bivariate smooth transition model of US GDP and the unemployment rate.

  15. Nonlinear diffusion model for Rayleigh-Taylor mixing.

    Science.gov (United States)

    Boffetta, G; De Lillo, F; Musacchio, S

    2010-01-22

    The complex evolution of turbulent mixing in Rayleigh-Taylor convection is studied in terms of eddy diffusivity models for the mean temperature profile. It is found that a nonlinear model, derived within the general framework of Prandtl mixing theory, reproduces accurately the evolution of turbulent profiles obtained from numerical simulations. Our model allows us to give very precise predictions for the turbulent heat flux and for the Nusselt number in the ultimate state regime of thermal convection.

  16. Nonlinear diffusion model for Rayleigh-Taylor mixing

    CERN Document Server

    Boffetta, G; Musacchio, S

    2010-01-01

    The complex evolution of turbulent mixing in Rayleigh-Taylor convection is studied in terms of eddy diffusiviy models for the mean temperature profile. It is found that a non-linear model, derived within the general framework of Prandtl mixing theory, reproduces accurately the evolution of turbulent profiles obtained from numerical simulations. Our model allows to give very precise predictions for the turbulent heat flux and for the Nusselt number in the ultimate state regime of thermal convection.

  17. Hybrid nonlinear model of the angular vestibulo-ocular reflex.

    Science.gov (United States)

    Ranjbaran, Mina; Galiana, Henrietta L

    2013-01-01

    A hybrid nonlinear bilateral model for the horizontal angular vestibulo-ocular reflex (AVOR) is presented in this paper. The model relies on known interconnections between saccadic burst circuits in the brainstem and ocular premotor areas in the vestibular nuclei during slow and fast phase intervals. A viable switching strategy for the timing of nystagmus events is proposed. Simulations show that this hybrid model replicates AVOR nystagmus patterns that are observed in experimentally recorded data.

  18. Nonlinear stochastic inflation modelling using SEASETARs

    NARCIS (Netherlands)

    de Gooijer, J.G.; Vidiella-i-Anguera, A.

    2003-01-01

    The development of stochastic inflation models for actuarial and investment applications has become an important topic to actuaries since Wilkie [Transactions of the Faculty of Actuaries 39 (1986) 341] introduced his first investment model. Two empirical features of monthly inflation rates are dynam

  19. 纵向研究缺失数据多重填补及混合效应模型分析%Using multiple imputation and mixed-effects model on missing data:a longitudinal study

    Institute of Scientific and Technical Information of China (English)

    申宁宁; 房瑞玲; 高宇钊; 李少琼; 张军锋; 刘桂芬

    2015-01-01

    目的阐明马尔可夫链蒙特卡罗(MCMC)多重填补与重复测量资料混合效应线性模型分析的原理,完成纵向监测数据缺失模型的软件实现。方法根据222例高血压患者纵向监测的完全数据,产生缺失比例为18.92%的随机缺失数据集。应用MCMC多重填补方法,进行缺失值填补的模拟研究以及实例分析,并实现重复测量混合效应线性模型分析。结果模拟研究和实例分析表明,样本例数200,缺失比例20%,MCMC法多重填补5次所得结果最稳健;填补前缺失数据与完全数据的混合效应模型分析结果不同,填补后完整数据与完全数据的混合效应模型分析结果相同。结论 MCMC多重填补可以充分利用缺失资料信息,是处理缺失数据模型分析的有效方法之一;针对出现缺失的重复测量资料,结合应用混合效应模型与MCMC多重填补2种方法,从而得出更为符合客观实际的结果。%Objective To investigate the mechanisms of Markov Chain Monte Carlo (MCMC) multiple imputa-tion and mixed-effects linear model analysis of repeated measurement data, and to achieve software implementation of longitudinal monitoring on missing data model. Methods Depending on 222 longitudinal monitored complete data of patients with hypertension, a ratio of 18.92% random missing data set was generated. MCMC multiple imputation was used for simulation study and case study on multiple imputation of the missing value, and to achieve mixed-effects linear model analysis of repeated measurement data. Results The simulation study and case study showed that the findings of five-times MCMC multiple imputation on 200 samples with 20%missing data were the most reliable. The findings of mixed-effects model analysis between the missing data and the complete data were different before imputa-tion, which were same after imputation. Conclusion MCMC multiple imputation can take full advantage of the infor

  20. Prediction of peptide bonding affinity: kernel methods for nonlinear modeling

    CERN Document Server

    Bergeron, Charles; Sundling, C Matthew; Krein, Michael; Katt, Bill; Sukumar, Nagamani; Breneman, Curt M; Bennett, Kristin P

    2011-01-01

    This paper presents regression models obtained from a process of blind prediction of peptide binding affinity from provided descriptors for several distinct datasets as part of the 2006 Comparative Evaluation of Prediction Algorithms (COEPRA) contest. This paper finds that kernel partial least squares, a nonlinear partial least squares (PLS) algorithm, outperforms PLS, and that the incorporation of transferable atom equivalent features improves predictive capability.

  1. Nonlinear dynamics of incommensurately contacting surfaces : a model study

    NARCIS (Netherlands)

    Consoli, Luca

    2002-01-01

    This PhD thesis is about the nonlinear dynamics of contacting surfaces. More specifically, it deals with the problem of modelling at the microscopic level some of the contributions that lead to the macroscopic effect of dry sliding friction. In chapter 1, we try to give an overview of the physical q

  2. RF Circuit linearity optimization using a general weak nonlinearity model

    NARCIS (Netherlands)

    Cheng, W.; Oude Alink, M.S.; Annema, Anne J.; Croon, Jeroen A.; Nauta, Bram

    2012-01-01

    This paper focuses on optimizing the linearity in known RF circuits, by exploring the circuit design space that is usually available in today’s deep submicron CMOS technologies. Instead of using brute force numerical optimizers we apply a generalized weak nonlinearity model that only involves AC

  3. UAV Formation Flight Based on Nonlinear Model Predictive Control

    Directory of Open Access Journals (Sweden)

    Zhou Chao

    2012-01-01

    Full Text Available We designed a distributed collision-free formation flight control law in the framework of nonlinear model predictive control. Formation configuration is determined in the virtual reference point coordinate system. Obstacle avoidance is guaranteed by cost penalty, and intervehicle collision avoidance is guaranteed by cost penalty combined with a new priority strategy.

  4. Dynamics of breathers in discrete nonlinear Schrodinger models

    DEFF Research Database (Denmark)

    Christiansen, Peter Leth; Johansson, Magnus; Aubry, Serge

    1998-01-01

    We review some recent results concerning the existence and stability of spatially localized and temporally quasiperiodic (non-stationary) excitations in discrete nonlinear Schrodinger (DNLS) models. In two dimensions, we show the existence of linearly stable, stationary and non-stationary localized...

  5. Control mechanisms for a nonlinear model of international relations

    Energy Technology Data Exchange (ETDEWEB)

    Pentek, A.; Kadtke, J. [Univ. of California, San Diego, La Jolla, CA (United States). Inst. for Pure and Applied Physical Sciences; Lenhart, S. [Univ. of Tennessee, Knoxville, TN (United States). Mathematics Dept.; Protopopescu, V. [Oak Ridge National Lab., TN (United States). Computer Science and Mathematics Div.

    1997-07-15

    Some issues of control in complex dynamical systems are considered. The authors discuss two control mechanisms, namely: a short range, reactive control based on the chaos control idea and a long-term strategic control based on an optimal control algorithm. They apply these control ideas to simple examples in a discrete nonlinear model of a multi-nation arms race.

  6. Two-dimensional effects in nonlinear Kronig-Penney models

    DEFF Research Database (Denmark)

    Gaididei, Yuri Borisovich; Christiansen, Peter Leth; Rasmussen, Kim

    1997-01-01

    An analysis of two-dimensional (2D) effects in the nonlinear Kronig-Penney model is presented. We establish an effective one-dimensional description of the 2D effects, resulting in a set of pseudodifferential equations. The stationary states of the 2D system and their stability is studied...

  7. Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

    Science.gov (United States)

    Lee, Sik-Yum; Zhu, Hong-Tu

    2002-01-01

    Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)

  8. Case-Deletion Diagnostics for Nonlinear Structural Equation Models

    Science.gov (United States)

    Lee, Sik-Yum; Lu, Bin

    2003-01-01

    In this article, a case-deletion procedure is proposed to detect influential observations in a nonlinear structural equation model. The key idea is to develop the diagnostic measures based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm. An one-step pseudo approximation is proposed to reduce the…

  9. Local Influence Analysis of Nonlinear Structural Equation Models

    Science.gov (United States)

    Lee, Sik-Yum; Tang, Nian-Sheng

    2004-01-01

    By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…

  10. Unstructured Spectral Element Model for Dispersive and Nonlinear Wave Propagation

    DEFF Research Database (Denmark)

    Engsig-Karup, Allan Peter; Eskilsson, Claes; Bigoni, Daniele

    2016-01-01

    ). In the present paper we use a single layer of quadratic (in 2D) and prismatic (in 3D) elements. The model has been stabilized through a combination of over-integration of the Galerkin projections and a mild modal filter. We present numerical tests of nonlinear waves serving as a proof-of-concept validation...

  11. S-AMP for non-linear observation models

    DEFF Research Database (Denmark)

    Cakmak, Burak; Winther, Ole; Fleury, Bernard H.

    2015-01-01

    Recently we presented the S-AMP approach, an extension of approximate message passing (AMP), to be able to handle general invariant matrix ensembles. In this contribution we extend S-AMP to non-linear observation models. We obtain generalized AMP (GAMP) as the special case when the measurement...

  12. A nonlinear regression model-based predictive control algorithm.

    Science.gov (United States)

    Dubay, R; Abu-Ayyad, M; Hernandez, J M

    2009-04-01

    This paper presents a unique approach for designing a nonlinear regression model-based predictive controller (NRPC) for single-input-single-output (SISO) and multi-input-multi-output (MIMO) processes that are common in industrial applications. The innovation of this strategy is that the controller structure allows nonlinear open-loop modeling to be conducted while closed-loop control is executed every sampling instant. Consequently, the system matrix is regenerated every sampling instant using a continuous function providing a more accurate prediction of the plant. Computer simulations are carried out on nonlinear plants, demonstrating that the new approach is easily implemented and provides tight control. Also, the proposed algorithm is implemented on two real time SISO applications; a DC motor, a plastic injection molding machine and a nonlinear MIMO thermal system comprising three temperature zones to be controlled with interacting effects. The experimental closed-loop responses of the proposed algorithm were compared to a multi-model dynamic matrix controller (MPC) with improved results for various set point trajectories. Good disturbance rejection was attained, resulting in improved tracking of multi-set point profiles in comparison to multi-model MPC.

  13. Nonlinear Hyperbolic-Parabolic System Modeling Some Biological Phenomena

    Institute of Scientific and Technical Information of China (English)

    WU Shaohua; CHEN Hua

    2011-01-01

    In this paper, we study a nonlinear hyperbolic-parabolic system modeling some biological phenomena. By semigroup theory and Leray-Schauder fixed point argument, the local existence and uniqueness of the weak solutions for this system are proved. For the spatial dimension N = 1, the global existence of the weak solution will be established by the bootstrap argument.

  14. Visualization of nonlinear kernel models in neuroimaging by sensitivity maps

    DEFF Research Database (Denmark)

    Rasmussen, Peter Mondrup; Madsen, Kristoffer Hougaard; Lund, Torben Ellegaard

    2011-01-01

    There is significant current interest in decoding mental states from neuroimages. In this context kernel methods, e.g., support vector machines (SVM) are frequently adopted to learn statistical relations between patterns of brain activation and experimental conditions. In this paper we focus......, and conclude that the sensitivity map is a versatile and computationally efficient tool for visualization of nonlinear kernel models in neuroimaging....

  15. An Adaptive Neural Network Model for Nonlinear Programming Problems

    Institute of Scientific and Technical Information of China (English)

    Xiang-sun Zhang; Xin-jian Zhuo; Zhu-jun Jing

    2002-01-01

    In this paper a canonical neural network with adaptively changing synaptic weights and activation function parameters is presented to solve general nonlinear programming problems. The basic part of the model is a sub-network used to find a solution of quadratic programming problems with simple upper and lower bounds. By sequentially activating the sub-network under the control of an external computer or a special analog or digital processor that adjusts the weights and parameters, one then solves general nonlinear programming problems. Convergence proof and numerical results are given.

  16. NONLINEAR MICRO-MECHANICAL MODEL FOR PLAIN WOVEN FABRIC

    Institute of Scientific and Technical Information of China (English)

    ZhangYitong; XieYuxin

    2003-01-01

    The warp yarns and weft yarns of plain woven fabric which, being the principal axes of material of fabric, are orthogonal in the original configuration, but are obliquely crossed in the deformed configuration in general. The orthotropic constitutive model is unsuitable for fabric. In the oblique principal axes system the relations between loaded stress vectors and stress tensor are investigated, the stress fields of micro-weaving structures of fabric due to pure shear are carefully studied and, finally, a nonlinear micro-mechanical model for plain woven fabric is proposed. This model can accurately describe the nonlinear mechanical behavior of fabric observed in experiments. Under the assumption of small deformation and linearity of mechanical properties of fabric the model will degenerate into the existing linear model.

  17. Mathematical Modeling: Immune System Dynamics in the Presence of Cancer and Immunodeficiency in vivo

    Science.gov (United States)

    2016-05-11

    standard fixed effects nonlinear model, taken from Bates and Lindstrom [16]. In the case of our study, we define a general nonlinear mixed effects...and Francis Group, 2007. [16] Lindstrom , Mary J., and Douglas M. Bates. “Nonlinear Mixed Effects Models for Repeated Measures Data.” Biometrics 46...Nowak, Martin A., and Robert M. May. Virus Dynamics: Mathematical Principles of Im- munology and Virology. New York, NY: Oxford University Press, 2000

  18. Nonlinear Model Identification from Operating Records.

    Science.gov (United States)

    1980-11-01

    34, Submitted July 1979 to Proc. IEEE. [13] Wellstead , P., "Model Order Identification Using an Auxillary System," Proc. IEEE, vol. 123, No. 12, December...C and Systems, Nov. 1979 . I I ~I lt( -~ I -l.. .... .. . ... . .. . . , _. . - -"

  19. Population mixture model for nonlinear telomere dynamics

    Science.gov (United States)

    Itzkovitz, Shalev; Shlush, Liran I.; Gluck, Dan; Skorecki, Karl

    2008-12-01

    Telomeres are DNA repeats protecting chromosomal ends which shorten with each cell division, eventually leading to cessation of cell growth. We present a population mixture model that predicts an exponential decrease in telomere length with time. We analytically solve the dynamics of the telomere length distribution. The model provides an excellent fit to available telomere data and accounts for the previously unexplained observation of telomere elongation following stress and bone marrow transplantation, thereby providing insight into the nature of the telomere clock.

  20. Validating a quasi-linear transport model versus nonlinear simulations

    Science.gov (United States)

    Casati, A.; Bourdelle, C.; Garbet, X.; Imbeaux, F.; Candy, J.; Clairet, F.; Dif-Pradalier, G.; Falchetto, G.; Gerbaud, T.; Grandgirard, V.; Gürcan, Ö. D.; Hennequin, P.; Kinsey, J.; Ottaviani, M.; Sabot, R.; Sarazin, Y.; Vermare, L.; Waltz, R. E.

    2009-08-01

    In order to gain reliable predictions on turbulent fluxes in tokamak plasmas, physics based transport models are required. Nonlinear gyrokinetic electromagnetic simulations for all species are still too costly in terms of computing time. On the other hand, interestingly, the quasi-linear approximation seems to retain the relevant physics for fairly reproducing both experimental results and nonlinear gyrokinetic simulations. Quasi-linear fluxes are made of two parts: (1) the quasi-linear response of the transported quantities and (2) the saturated fluctuating electrostatic potential. The first one is shown to follow well nonlinear numerical predictions; the second one is based on both nonlinear simulations and turbulence measurements. The resulting quasi-linear fluxes computed by QuaLiKiz (Bourdelle et al 2007 Phys. Plasmas 14 112501) are shown to agree with the nonlinear predictions when varying various dimensionless parameters, such as the temperature gradients, the ion to electron temperature ratio, the dimensionless collisionality, the effective charge and ranging from ion temperature gradient to trapped electron modes turbulence.

  1. Model Reduction of Nonlinear Aeroelastic Systems Experiencing Hopf Bifurcation

    KAUST Repository

    Abdelkefi, Abdessattar

    2013-06-18

    In this paper, we employ the normal form to derive a reduced - order model that reproduces nonlinear dynamical behavior of aeroelastic systems that undergo Hopf bifurcation. As an example, we consider a rigid two - dimensional airfoil that is supported by nonlinear springs in the pitch and plunge directions and subjected to nonlinear aerodynamic loads. We apply the center manifold theorem on the governing equations to derive its normal form that constitutes a simplified representation of the aeroelastic sys tem near flutter onset (manifestation of Hopf bifurcation). Then, we use the normal form to identify a self - excited oscillator governed by a time - delay ordinary differential equation that approximates the dynamical behavior while reducing the dimension of the original system. Results obtained from this oscillator show a great capability to predict properly limit cycle oscillations that take place beyond and above flutter as compared with the original aeroelastic system.

  2. Nonlinear analysis of traffic jams in an anisotropic continuum model

    Institute of Scientific and Technical Information of China (English)

    Arvind Kumar Gupta; Sapna Sharma

    2010-01-01

    This paper presents our study of the nonlinear stability of a new anisotropic continuum traffic flow model in which the dimensionless parameter or anisotropic factor controls the non-isotropic character and diffusive influence. In order to establish traffic flow stability criterion or to know the critical parameters that lead, on one hand, to a stable response to perturbations or disturbances or, on the other hand, to an unstable response and therefore to a possible congestion, a nonlinear stability criterion is derived by using a wavefront expansion technique. The stability criterion is illustrated by numerical results using the finite difference method for two different values of anisotropic parameter. It is also been observed that the newly derived stability results are consistent with previously reported results obtained using approximate linearisation methods. Moreover, the stability criterion derived in this paper can provide more refined information from the perspective of the capability to reproduce nonlinear traffic flow behaviors observed in real traffic than previously established methodologies.

  3. Nonlinear Dynamical Modeling and Forecast of ENSO Variability

    Science.gov (United States)

    Feigin, Alexander; Mukhin, Dmitry; Gavrilov, Andrey; Seleznev, Aleksey; Loskutov, Evgeny

    2017-04-01

    New methodology of empirical modeling and forecast of nonlinear dynamical system variability [1] is applied to study of ENSO climate system. The methodology is based on two approaches: (i) nonlinear decomposition of data [2], that provides low-dimensional embedding for further modeling, and (ii) construction of empirical model in the form of low dimensional random dynamical ("stochastic") system [3]. Three monthly data sets are used for ENSO modeling and forecast: global sea surface temperature anomalies, troposphere zonal wind speed, and thermocline depth; all data sets are limited by 30 S, 30 N and have horizontal resolution 10x10 . We compare results of optimal data decomposition as well as prognostic skill of the constructed models for different combinations of involved data sets. We also present comparative analysis of ENSO indices forecasts fulfilled by our models and by IRI/CPC ENSO Predictions Plume. [1] A. Gavrilov, D. Mukhin, E. Loskutov, A. Feigin, 2016: Construction of Optimally Reduced Empirical Model by Spatially Distributed Climate Data. 2016 AGU Fall Meeting, Abstract NG31A-1824. [2] D. Mukhin, A. Gavrilov, E. Loskutov , A.Feigin, J.Kurths, 2015: Principal nonlinear dynamical modes of climate variability, Scientific Reports, rep. 5, 15510; doi: 10.1038/srep15510. [3] Ya. Molkov, D. Mukhin, E. Loskutov, A. Feigin, 2012: Random dynamical models from time series. Phys. Rev. E, Vol. 85, n.3.

  4. Relation Between Health-Related Quality of Life and Sleep Quality With Adjustment for Comorbidity Among the Korean Elderly: Mixed-Effects Model With a 6-Year Follow-up Study.

    Science.gov (United States)

    Kwon, Amy M; Shin, Chol

    2016-04-01

    It is an important public health problem to identify risk factors of health-related quality of life (HRQoL) among the elderly. We recruited subjects from Ansan, Korea, as a subset of the Korean Genome and Epidemiology Study (KoGES), which is an ongoing population study, and followed up their sleep quality for 6 years. Mixed effect models were used to estimate the association between sleep quality and HRQoL, and we found that overall HRQoL was significantly lower to the elderly having poor sleep quality with adjustment for significant covariates although sleep quality showed a significant interaction effect with time for the mental component summary of SF-12. In particular, the elderly having lack of quality sleep appeared to have good general health, but their functional performances were significantly poor.

  5. Adaptive Predistortion Using Cubic Spline Nonlinearity Based Hammerstein Modeling

    Science.gov (United States)

    Wu, Xiaofang; Shi, Jianghong

    In this paper, a new Hammerstein predistorter modeling for power amplifier (PA) linearization is proposed. The key feature of the model is that the cubic splines, instead of conventional high-order polynomials, are utilized as the static nonlinearities due to the fact that the splines are able to represent hard nonlinearities accurately and circumvent the numerical instability problem simultaneously. Furthermore, according to the amplifier's AM/AM and AM/PM characteristics, real-valued cubic spline functions are utilized to compensate the nonlinear distortion of the amplifier and the following finite impulse response (FIR) filters are utilized to eliminate the memory effects of the amplifier. In addition, the identification algorithm of the Hammerstein predistorter is discussed. The predistorter is implemented on the indirect learning architecture, and the separable nonlinear least squares (SNLS) Levenberg-Marquardt algorithm is adopted for the sake that the separation method reduces the dimension of the nonlinear search space and thus greatly simplifies the identification procedure. However, the convergence performance of the iterative SNLS algorithm is sensitive to the initial estimation. Therefore an effective normalization strategy is presented to solve this problem. Simulation experiments were carried out on a single-carrier WCDMA signal. Results show that compared to the conventional polynomial predistorters, the proposed Hammerstein predistorter has a higher linearization performance when the PA is near saturation and has a comparable linearization performance when the PA is mildly nonlinear. Furthermore, the proposed predistorter is numerically more stable in all input back-off cases. The results also demonstrate the validity of the convergence scheme.

  6. Nonclassical measurements errors in nonlinear models

    DEFF Research Database (Denmark)

    Madsen, Edith; Mulalic, Ismir

    Discrete choice models and in particular logit type models play an important role in understanding and quantifying individual or household behavior in relation to transport demand. An example is the choice of travel mode for a given trip under the budget and time restrictions that the individuals...... estimates of the income effect it is of interest to investigate the magnitude of the estimation bias and if possible use estimation techniques that take the measurement error problem into account. We use data from the Danish National Travel Survey (NTS) and merge it with administrative register data...... of a households face. In this case an important policy parameter is the effect of income (reflecting the household budget) on the choice of travel mode. This paper deals with the consequences of measurement error in income (an explanatory variable) in discrete choice models. Since it is likely to give misleading...

  7. 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...

  8. Defects in the discrete non-linear Schroedinger model

    Energy Technology Data Exchange (ETDEWEB)

    Doikou, Anastasia, E-mail: adoikou@upatras.gr [University of Patras, Department of Engineering Sciences, Physics Division, GR-26500 Patras (Greece)

    2012-01-01

    The discrete non-linear Schroedinger (NLS) model in the presence of an integrable defect is examined. The problem is viewed from a purely algebraic point of view, starting from the fundamental algebraic relations that rule the model. The first charges in involution are explicitly constructed, as well as the corresponding Lax pairs. These lead to sets of difference equations, which include particular terms corresponding to the impurity point. A first glimpse regarding the corresponding continuum limit is also provided.

  9. Non-linear models: coal combustion efficiency and emissions control

    Energy Technology Data Exchange (ETDEWEB)

    Bulsari, A.; Wemberg, A.; Anttila, A.; Multas, A. [Nonlinear Solutions Oy, Turku (Finland)

    2009-04-15

    Today's power plants feel the pressure to limit their NOx emissions and improve their production economics. The article describes how nonlinear models are effective for process guidance of various kinds of processes, including coal fired boilers. These models were developed for the Naantati 2 boiler at the electricity and heat generating coal-fired plant in Naantali, near Turku, Finland. 4 refs., 6 figs.

  10. Nonlinear modeling of neural population dynamics for hippocampal prostheses

    OpenAIRE

    Song, Dong; Chan, Rosa H.M.; Vasilis Z Marmarelis; Hampson, Robert E.; Deadwyler, Sam A.; Berger, Theodore W.

    2009-01-01

    Developing a neural prosthesis for the damaged hippocampus requires restoring the transformation of population neural activities performed by the hippocampal circuitry. To bypass a damaged region, output spike trains need to be predicted from the input spike trains and then reinstated through stimulation. We formulate a multiple-input, multiple-output (MIMO) nonlinear dynamic model for the input–output transformation of spike trains. In this approach, a MIMO model comprises a series of physio...

  11. Geometric Properties of AR(q) Nonlinear Regression Models

    Institute of Scientific and Technical Information of China (English)

    LIUYing-ar; WEIBo-cheng

    2004-01-01

    This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].

  12. Solutions to a nonlinear drift-diffusion model for semiconductors

    Directory of Open Access Journals (Sweden)

    Weifu Fang

    1999-05-01

    Full Text Available A nonlinear drift-diffusion model for semiconductors is analyzed to show the existence of non-vacuum global solutions and stationary solutions. The long time behavior of the solutions is studied by establishing the existence of an absorbing set and a compact attractor of the dynamical system. Parallel results on vacuum solutions are also obtained under weaker conditions on model parameters.

  13. CONSERVATIVE ESTIMATING FUNCTIONIN THE NONLINEAR REGRESSION MODEL WITHAGGREGATED DATA

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    The purpose of this paper is to study the theory of conservative estimating functions in nonlinear regression model with aggregated data. In this model, a quasi-score function with aggregated data is defined. When this function happens to be conservative, it is projection of the true score function onto a class of estimation functions. By constructing, the potential function for the projected score with aggregated data is obtained, which have some properties of log-likelihood function.

  14. Supersymmetric Q-Lumps in the Grassmannian nonlinear sigma models

    CERN Document Server

    Bak, D; Lee, J; Oh, P; Bak, Dongsu; Hahn, Sang-Ok; Lee, Joohan; Oh, Phillial

    2007-01-01

    We construct the N=2 supersymmetric Grassmannian nonlinear sigma model for the massless case and extend it to massive N=2 model by adding an appropriate superpotential. We then study their BPS equations leading to supersymmetric Q-lumps carrying both topological and Noether charges. These solutions are shown to be always time dependent even sometimes involving multiple frequencies. Thus we illustrate explicitly that the time dependence is consistent with remaining supersymmetries of solitons.

  15. Nonlinear Dynamic Model of PMBLDC Motor Considering Core Losses

    DEFF Research Database (Denmark)

    Fasil, Muhammed; Mijatovic, Nenad; Jensen, Bogi Bech

    2017-01-01

    The phase variable model is used commonly when simulating a motor drive system with a three-phase permanent magnet brushless DC (PMBLDC) motor. The phase variable model neglects core losses and this affects its accuracy when modelling fractional-slot machines. The inaccuracy of phase variable model...... on the detailed analysis of the flux path and the variation of flux in different components of the machine. A prototype of fractional slot axial flux PMBLDC in-wheel motor is used to assess the proposed nonlinear dynamic model....

  16. A three-part, mixed-effects model to estimate the habitual total vitamin D intake distribution from food and dietary supplements in Dutch young children.

    Science.gov (United States)

    Verkaik-Kloosterman, Janneke; Dodd, Kevin W; Dekkers, Arnold L M; van 't Veer, Pieter; Ocké, Marga C

    2011-11-01

    Statistical modeling of habitual micronutrient intake from food and dietary supplements using short-term measurements is hampered by heterogeneous variances and multimodality. Summing short-term intakes from food and dietary supplements prior to simple correction for within-person variation (first add then shrink) may produce estimates of habitual total micronutrient intake so badly biased as to be smaller than estimates of habitual intake from food sources only. A 3-part model using a first shrink then add approach is proposed to estimate the habitual micronutrient intake from food among nonsupplement users, food among supplement users, and supplements. The population distribution of habitual total micronutrient intake is estimated by combining these 3 habitual intake distributions, accounting for possible interdependence between Eq. 2 and 3. The new model is an extension of a model developed by the USA National Cancer Institute. Habitual total vitamin D intake among young children was estimated using the proposed model and data from the Dutch food consumption survey (n = 1279). The model always produced habitual total intakes similar to or higher than habitual intakes from food sources only and also preserved the multimodal shape of the observed total vitamin D intake distribution. This proposed method incorporates several sources of covariate information that should provide more precise estimates of the habitual total intake distribution and the proportion of the population with intakes below/above cutpoint values. The proposed methodology could be useful for other complex situations, e.g. where high concentrations of micronutrients appear in episodically consumed foods.

  17. A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution.

    Science.gov (United States)

    Nikoloulopoulos, Aristidis K

    2015-12-20

    Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives, because studies that adopt less stringent criterion for declaring a test positive invoke higher sensitivities and lower specificities. A generalized linear mixed model (GLMM) is currently recommended to synthesize diagnostic test accuracy studies. We propose a copula mixed model for bivariate meta-analysis of diagnostic test accuracy studies. Our general model includes the GLMM as a special case and can also operate on the original scale of sensitivity and specificity. Summary receiver operating characteristic curves are deduced for the proposed model through quantile regression techniques and different characterizations of the bivariate random effects distribution. Our general methodology is demonstrated with an extensive simulation study and illustrated by re-analysing the data of two published meta-analyses. Our study suggests that there can be an improvement on GLMM in fit to data and makes the argument for moving to copula random effects models. Our modelling framework is implemented in the package CopulaREMADA within the open source statistical environment R.

  18. Robust nonlinear system identification using neural-network models.

    Science.gov (United States)

    Lu, S; Basar, T

    1998-01-01

    We study the problem of identification for nonlinear systems in the presence of unknown driving noise, using both feedforward multilayer neural network and radial basis function network models. Our objective is to resolve the difficulty associated with the persistency of excitation condition inherent to the standard schemes in the neural identification literature. This difficulty is circumvented here by a novel formulation and by using a new class of identification algorithms recently obtained by Didinsky et al. We show how these algorithms can be exploited to successfully identify the nonlinearity in the system using neural-network models. By embedding the original problem in one with noise-perturbed state measurements, we present a class of identifiers (under L1 and L2 cost criteria) which secure a good approximant for the system nonlinearity provided that some global optimization technique is used. In this respect, many available learning algorithms in the current neural-network literature, e.g., the backpropagation scheme and the genetic algorithms-based scheme, with slight modifications, can ensure the identification of the system nonlinearity. Subsequently, we address the same problem under a third, worst case L(infinity) criterion for an RBF modeling. We present a neural-network version of an H(infinity)-based identification algorithm from Didinsky et al and show how, along with an appropriate choice of control input to enhance excitation, under both full-state-derivative information (FSDI) and noise-perturbed full-state-information (NPFSI), it leads to satisfaction of a relevant persistency of excitation condition, and thereby to robust identification of the nonlinearity. Results from several simulation studies have been included to demonstrate the effectiveness of these algorithms.

  19. Reduced Complexity Volterra Models for Nonlinear System Identification

    Directory of Open Access Journals (Sweden)

    Hacıoğlu Rıfat

    2001-01-01

    Full Text Available A broad class of nonlinear systems and filters can be modeled by the Volterra series representation. However, its practical use in nonlinear system identification is sometimes limited due to the large number of parameters associated with the Volterra filter′s structure. The parametric complexity also complicates design procedures based upon such a model. This limitation for system identification is addressed in this paper using a Fixed Pole Expansion Technique (FPET within the Volterra model structure. The FPET approach employs orthonormal basis functions derived from fixed (real or complex pole locations to expand the Volterra kernels and reduce the number of estimated parameters. That the performance of FPET can considerably reduce the number of estimated parameters is demonstrated by a digital satellite channel example in which we use the proposed method to identify the channel dynamics. Furthermore, a gradient-descent procedure that adaptively selects the pole locations in the FPET structure is developed in the paper.

  20. Structure and asymptotic theory for nonlinear models with GARCH errors

    Directory of Open Access Journals (Sweden)

    Felix Chan

    2015-01-01

    Full Text Available Nonlinear time series models, especially those with regime-switching and/or conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature. However, much of the research has concentrated on the empirical applications of various models, with little theoretical or statistical analysis associated with the structure of the processes or the associated asymptotic theory. In this paper, we derive sufficient conditions for strict stationarity and ergodicity of three different specifications of the first-order smooth transition autoregressions with heteroskedastic errors. This is essential, among other reasons, to establish the conditions under which the traditional LM linearity tests based on Taylor expansions are valid. We also provide sufficient conditions for consistency and asymptotic normality of the Quasi-Maximum Likelihood Estimator for a general nonlinear conditional mean model with first-order GARCH errors.

  1. Modeling and study of nonlinear effects in electrodynamic shakers

    Science.gov (United States)

    Saraswat, Abhishek; Tiwari, Nachiketa

    2017-02-01

    An electrodynamic shaker is inherently a nonlinear electro-mechanical system. In this work, we have developed a lumped parameter model for the entire electromechanical system, developed an approach to non-destructively determine these parameters, and predict the nonlinear response of the shaker. This predicted response has been validated using experimental data. Through such an approach, we have been able to accurately predict the resulting distortions in the response of the shaker and other nonlinear effects like DC offset in the displacement response. Our approach offers a key advantage vis-à-vis other approaches which rely on techniques involving Volterra Series expansions or techniques based on blackbox models like neural networks, which is that in our approach, apart from predicting the response of the shaker, the model parameters obtained have a physical significance and changes in the parameters can be directly mapped to modification in key design parameters of the shaker. The proposed approach is also advantageous in one more way: it requires measurement of only four parameters, voltage, current, displacement and acceleration for estimating shaker model parameters non-destructively. The proposed model can be used for the design of linearization controllers, prototype testing and simulation of new shaker designs as well as for performance prediction of shakers under testing conditions.

  2. A data driven nonlinear stochastic model for blood glucose dynamics.

    Science.gov (United States)

    Zhang, Yan; Holt, Tim A; Khovanova, Natalia

    2016-03-01

    The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles.

  3. Large-N Analysis of Three Dimensional Nonlinear Sigma Models

    CERN Document Server

    Higashijima, K; Tsuzuki, M; Higashijima, Kiyoshi; Itou, Etsuko; Tsuzuki, Makoto

    2005-01-01

    Non-perturbative renormalization group approach suggests that a large class of nonlinear sigma models are renormalizable in three dimensional space-time, while they are non-renormalizable in perturbation theory. ${\\cal N}=2$ supersymmetric nonlinear sigma models whose target spaces are Einstein-K\\"{a}hler manifolds with positive scalar curvature belongs to this class. hermitian symmetric spaces, being homogeneous, are specially simple examples of these manifolds. To find an independent evidence of the nonperturbative renormalizability of these models, the large N method, another nonperturbative method, is applied to 3-dimensional ${\\cal N}=2$ supersymmetric nonlinear sigma models on the target spaces $CP^{N-1}=SU(N)/[SU(N-1)\\times U(1)]$ and $Q^{N-2}=SO(N)/[SO(N-2)\\times SO(2)]$, two typical examples of hermitian symmetric spaces. We find that $\\beta$ functions in these models agree with the results of the nonperturbative renormalization group approach in the next-to-leading order of 1/N expansion, and have n...

  4. A three-part, mixed-effects model to estimate the habitual total vitamin D intake distribution from food and dietary supplements in Dutch young children

    NARCIS (Netherlands)

    Verkaik-Kloosterman, J.; Dodd, K.W.; Dekkers, A.L.M.; Veer, van 't P.; Ocke, M.C.

    2011-01-01

    Statistical modeling of habitual micronutrient intake from food and dietary supplements using short-term measurements is hampered by heterogeneous variances and multimodality. Summing short-term intakes from food and dietary supplements prior to simple correction for within-person variation (first a

  5. Reduction of the curvature of a class of nonlinear regression models

    Institute of Scientific and Technical Information of China (English)

    吴翊; 易东云

    2000-01-01

    It is proved that the curvature of nonlinear model can be reduced to zero by increasing measured data for a class of nonlinear regression models. The result is important to actual problem and has obtained satisfying effect on data fusing.

  6. Estimation of Nonlinear DC-Motor Models Using a Sensitivity Approach

    DEFF Research Database (Denmark)

    Knudsen, Morten; Jensen, J.G.

    1995-01-01

    A nonlinear model structure for a permanent magnet DC-motor, appropriate for simulation and controller design, is developed.......A nonlinear model structure for a permanent magnet DC-motor, appropriate for simulation and controller design, is developed....

  7. Enhanced Model of Nonlinear Spiral High Voltage Divider

    Directory of Open Access Journals (Sweden)

    V. Panko

    2015-04-01

    Full Text Available This paper deals with the enhanced accurate DC and RF model of nonlinear spiral polysilicon voltage divider. The high resistance polysilicon divider is a sensing part of the high voltage start-up MOSFET transistor that can operate up to 700 V. This paper presents the structure of a proposed model, implemented voltage, frequency and temperature dependency, and scalability. A special attention is paid to the ability of the created model to cover the mismatch and influence of a variation of process parameters on the device characteristics. Finally, the comparison of measured data vs. simulation is presented in order to confirm the model validity and a typical application is demonstrated.

  8. Spatio-temporal modeling of nonlinear distributed parameter systems

    CERN Document Server

    Li, Han-Xiong

    2011-01-01

    The purpose of this volume is to provide a brief review of the previous work on model reduction and identifi cation of distributed parameter systems (DPS), and develop new spatio-temporal models and their relevant identifi cation approaches. In this book, a systematic overview and classifi cation on the modeling of DPS is presented fi rst, which includes model reduction, parameter estimation and system identifi cation. Next, a class of block-oriented nonlinear systems in traditional lumped parameter systems (LPS) is extended to DPS, which results in the spatio-temporal Wiener and Hammerstein s

  9. Nonlinear Reynolds stress models and the renormalization group

    Science.gov (United States)

    Rubinstein, Robert; Barton, J. Michael

    1990-01-01

    The renormalization group is applied to derive a nonlinear algebraic Reynolds stress model of anisotropic turbulence in which the Reynolds stresses are quadratic functions of the mean velocity gradients. The model results from a perturbation expansion that is truncated systematically at second order with subsequent terms contributing no further information. The resulting turbulence model applied to both low and high Reynolds number flows without requiring wall functions or ad hoc modifications of the equations. All constants are derived from the renormalization group procedure; no adjustable constants arise. The model permits inequality of the Reynolds normal stresses, a necessary condition for calculating turbulence-driven secondary flows in noncircular ducts.

  10. Discrete state space modeling and control of nonlinear unknown systems.

    Science.gov (United States)

    Savran, Aydogan

    2013-11-01

    A novel procedure for integrating neural networks (NNs) with conventional techniques is proposed to design industrial modeling and control systems for nonlinear unknown systems. In the proposed approach, a new recurrent NN with a special architecture is constructed to obtain discrete-time state-space representations of nonlinear dynamical systems. It is referred as the discrete state-space neural network (DSSNN). In the DSSNN, the outputs of the hidden layer neurons of the DSSNN represent the system's (pseudo) state. The inputs are fed to output neurons and the delayed outputs of the hidden layer neurons are fed to their inputs via adjustable weights. The discrete state space model of the actual system is directly obtained by training the DSSNN with the input-output data. A training procedure based on the back-propagation through time (BPTT) algorithm is developed. The Levenberg-Marquardt (LM) method with a trust region approach is used to update the DSSNN weights. Linear state space models enable to use well developed conventional analysis and design techniques. Thus, building a linear model of a system has primary importance in industrial applications. Thus, a suitable linearization procedure is proposed to derive the linear state space model from the nonlinear DSSNN representation. The controllability, observability and stability properties are examined. The state feedback controllers are designed with both the linear quadratic regulator (LQR) and the pole placement techniques. The regulator and servo control problems are both addressed. A full order observer is also designed to estimate the state variables. The performance of the proposed procedure is demonstrated by applying for both single-input single-output (SISO) and multiple-input multiple-output (MIMO) nonlinear control problems. © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

  11. NONLINEAR EXTENSION OF ASYMMETRIC GARCH MODEL WITHIN NEURAL NETWORK FRAMEWORK

    Directory of Open Access Journals (Sweden)

    Josip Arnerić

    2016-05-01

    Full Text Available The importance of volatility for all market participants has led to the development and application of various econometric models. The most popular models in modelling volatility are GARCH type models because they can account excess kurtosis and asymmetric effects of financial time series. Since standard GARCH(1,1 model usually indicate high persistence in the conditional variance, the empirical researches turned to GJR-GARCH model and reveal its superiority in fitting the asymmetric heteroscedasticity in the data. In order to capture both asymmetry and nonlinearity in data, the goal of this paper is to develop a parsimonious NN model as an extension to GJR-GARCH model and to determine if GJR-GARCH-NN outperforms the GJR-GARCH model.

  12. Nonlinear Mathematical Modeling in Pneumatic Servo Position Applications

    Directory of Open Access Journals (Sweden)

    Antonio Carlos Valdiero

    2011-01-01

    Full Text Available This paper addresses a new methodology for servo pneumatic actuators mathematical modeling and selection from the dynamic behavior study in engineering applications. The pneumatic actuator is very common in industrial application because it has the following advantages: its maintenance is easy and simple, with relatively low cost, self-cooling properties, good power density (power/dimension rate, fast acting with high accelerations, and installation flexibility. The proposed fifth-order nonlinear mathematical model represents the main characteristics of this nonlinear dynamic system, as servo valve dead zone, air flow-pressure relationship through valve orifice, air compressibility, and friction effects between contact surfaces in actuator seals. Simulation results show the dynamic performance for different pneumatic cylinders in order to see which features contribute to a better behavior of the system. The knowledge of this behavior allows an appropriate choice of pneumatic actuator, mainly contributing to the success of their precise control in several applications.

  13. NON-LINEAR FINITE ELEMENT MODELING OF DEEP DRAWING PROCESS

    Directory of Open Access Journals (Sweden)

    Hasan YILDIZ

    2004-03-01

    Full Text Available Deep drawing process is one of the main procedures used in different branches of industry. Finding numerical solutions for determination of the mechanical behaviour of this process will save time and money. In die surfaces, which have complex geometries, it is hard to determine the effects of parameters of sheet metal forming. Some of these parameters are wrinkling, tearing, and determination of the flow of the thin sheet metal in the die and thickness change. However, the most difficult one is determination of material properties during plastic deformation. In this study, the effects of all these parameters are analyzed before producing the dies. The explicit non-linear finite element method is chosen to be used in the analysis. The numerical results obtained for non-linear material and contact models are also compared with the experiments. A good agreement between the numerical and the experimental results is obtained. The results obtained for the models are given in detail.

  14. A Linearization Approach for Rational Nonlinear Models in Mathematical Physics

    Institute of Scientific and Technical Information of China (English)

    Robert A. Van Gorder

    2012-01-01

    In this paper, a novel method for linearization of rational second order nonlinear models is discussed. In particular, we discuss an application of the 5 expansion method (created to deal with problems in Quantum Field Theory) which will enable both the linearization and perturbation expansion of such equations. Such a method allows for one to quickly obtain the order zero perturbation theory in terms of certain special functions which are governed by linear equations. Higher order perturbation theories can then be obtained in terms of such special functions. One benefit to such a method is that it may be applied even to models without small physical parameters, as the perturbation is given in terms of the degree of nonlinearity, rather than any physical parameter. As an application, we discuss a method of linearizing the six Painlev~ equations by an application of the method. In addition to highlighting the benefits of the method, we discuss certain shortcomings of the method.

  15. A non-linear model of economic production processes

    Science.gov (United States)

    Ponzi, A.; Yasutomi, A.; Kaneko, K.

    2003-06-01

    We present a new two phase model of economic production processes which is a non-linear dynamical version of von Neumann's neoclassical model of production, including a market price-setting phase as well as a production phase. The rate of an economic production process is observed, for the first time, to depend on the minimum of its input supplies. This creates highly non-linear supply and demand dynamics. By numerical simulation, production networks are shown to become unstable when the ratio of different products to total processes increases. This provides some insight into observed stability of competitive capitalist economies in comparison to monopolistic economies. Capitalist economies are also shown to have low unemployment.

  16. Off-shell BCJ Relation in Nonlinear Sigma Model

    CERN Document Server

    Chen, Gang; Liu, Hanqing

    2016-01-01

    We investigate relations among tree-level off-shell currents in nonlinear sigma model. Under Cayley parametrization, we propose and prove a general revised BCJ relation for even-point currents. Unlike the on-shell BCJ relation, the off-shell one behaves quite differently from Yang-Mills theory although the algebraic structure is the same. After performing the permutation summation in the revised BCJ relation, the sum is non-vanishing, instead, it equals to the sum of sub-current products with the BCJ coefficients under a specific ordering, which is presented by an explicit formula. Taking on-shell limit, this identity is reduced to the on-shell BCJ relation, and thus provides the full off-shell correspondence of tree-level BCJ relation in nonlinear sigma model.

  17. Likelihood-Based Inference in Nonlinear Error-Correction Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbæk, Anders

    We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... of the process in terms of stochastic and deter- ministic trends as well as stationary components. In particular, the behaviour of the cointegrating relations is described in terms of geo- metric ergodicity. Despite the fact that no deterministic terms are included, the process will have both stochastic trends...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...

  18. SIVS EPIDEMIC MODELS WITH INFECTION AGE AND NONLINEAR VACCINATION RATE

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Vaccination is a very important strategy for the elimination of infectious diseaVaccination is a very important strategy for the elimination of infectious diseases. A SIVS epidemic model with infection age and nonlinear vaccination has been formulated in this paper. Using the theory of differential and integral equation, we show the local asymptotic stability of the infection-free equilibrium and the endemic equilibrium under some assumptions.

  19. Nonlinear dynamics mathematical models for rigid bodies with a liquid

    CERN Document Server

    Lukovsky, Ivan A

    2015-01-01

    This book is devoted to analytically approximate methods in the nonlinear dynamics of a rigid body with cavities partly filled by liquid. It combines several methods and compares the results with experimental data. It is useful for experienced and early-stage readers interested in analytical approaches to fluid-structure interaction problems, the fundamental mathematical background and modeling the dynamics of such complex mechanical systems.

  20. A Nonlinear Viscous Model for Sn-Whisker Growth

    Science.gov (United States)

    Yang, Fuqian

    2016-12-01

    Based on the mechanism of the grain boundary fluid flow, a nonlinear viscous model for the growth of Sn-whiskers is proposed. This model consists of two units, one with a stress exponent of one and one with a stress exponent of n -1. By letting one of the constants be zero in the model, the constitutive relationship reduces to a linear flow relation or a power-law relation, representing the flow behavior of various metals. Closed-form solutions for the growth behavior of a whisker are derived, which can be used to predict the whisker growth and the stress evolution.

  1. A nonlinear poroelastic model for the periodontal ligament

    Science.gov (United States)

    Favino, Marco; Bourauel, Christoph; Krause, Rolf

    2016-05-01

    A coupled elastic-poroelastic model for the simulation of the PDL and the adjacent tooth is presented. A poroelastic constitutive material model for the periodontal ligament (PDL) is derived. The solid phase is modeled by means of a Fung material law, accounting for large displacements and strains. Numerical solutions are performed by means of a multigrid Newton method to solve the arising large nonlinear system. Finally, by means of numerical experiments, the biomechanical response of the PDL is studied. In particular, the effect of the hydraulic conductivity and of the mechanical parameters of a Fung potential is investigated in two realistic applications.

  2. Linear and nonlinear viscoelastic arterial wall models: application on animals

    CERN Document Server

    Ghigo, Arthur; Armentano, Ricardo; Lagrée, Pierre-Yves; Fullana, Jose-Maria

    2016-01-01

    This work deals with the viscoelasticity of the arterial wall and its influence on the pulse waves. We describe the viscoelasticity by a non-linear Kelvin-Voigt model in which the coefficients are fitted using experimental time series of pressure and radius measured on a sheep's arterial network. We obtained a good agreement between the results of the nonlinear Kelvin-Voigt model and the experimental measurements. We found that the viscoelastic relaxation time-defined by the ratio between the viscoelastic coefficient and the Young's modulus-is nearly constant throughout the network. Therefore, as it is well known that smaller arteries are stiffer, the viscoelastic coefficient rises when approaching the peripheral sites to compensate the rise of the Young's modulus, resulting in a higher damping effect. We incorporated the fitted viscoelastic coefficients in a nonlinear 1D fluid model to compute the pulse waves in the network. The damping effect of viscoelasticity on the high frequency waves is clear especiall...

  3. A numerical model for pipelaying on nonlinear soil stiffness seabed

    Institute of Scientific and Technical Information of China (English)

    昝英飞; 韩端锋; 袁利毫; 李志刚

    2016-01-01

    The J-lay method is regarded as one of the most feasible methods to lay a pipeline in deep water and ultra-deep water. A numerical model that accounts for the nonlinear soil stiffness is developed in this study to evaluate a J-lay pipeline. The pipeline considered in this model is divided into two parts: the part one is suspended in water, and the part two is laid on the seabed. In addition to the boundary conditions at the two end points of the pipeline, a special set of the boundary conditions is required at the touchdown point that connects the two parts of the pipeline. The two parts of the pipeline are solved by a numerical iterative method and the finite difference method, respectively. The proposed numerical model is validated for a special case using a catenary model and a numerical model with linear soil stiffness. A good agreement in the pipeline configuration, the tension force and the bending moment is obtained among these three models. Furthermore, the present model is used to study the importance of the nonlinear soil stiffness. Finally, the parametric study is performed to study the effect of the mudline shear strength, the gradient of the soil shear strength, and the outer diameter of the pipeline on the pipelaying solution.

  4. Bayesian framework for modeling diffusion processes with nonlinear drift based on nonlinear and incomplete observations.

    Science.gov (United States)

    Wu, Hao; Noé, Frank

    2011-03-01

    Diffusion processes are relevant for a variety of phenomena in the natural sciences, including diffusion of cells or biomolecules within cells, diffusion of molecules on a membrane or surface, and diffusion of a molecular conformation within a complex energy landscape. Many experimental tools exist now to track such diffusive motions in single cells or molecules, including high-resolution light microscopy, optical tweezers, fluorescence quenching, and Förster resonance energy transfer (FRET). Experimental observations are most often indirect and incomplete: (1) They do not directly reveal the potential or diffusion constants that govern the diffusion process, (2) they have limited time and space resolution, and (3) the highest-resolution experiments do not track the motion directly but rather probe it stochastically by recording single events, such as photons, whose properties depend on the state of the system under investigation. Here, we propose a general Bayesian framework to model diffusion processes with nonlinear drift based on incomplete observations as generated by various types of experiments. A maximum penalized likelihood estimator is given as well as a Gibbs sampling method that allows to estimate the trajectories that have caused the measurement, the nonlinear drift or potential function and the noise or diffusion matrices, as well as uncertainty estimates of these properties. The approach is illustrated on numerical simulations of FRET experiments where it is shown that trajectories, potentials, and diffusion constants can be efficiently and reliably estimated even in cases with little statistics or nonequilibrium measurement conditions.

  5. Application of nonlinear forecasting techniques for meteorological modeling

    Directory of Open Access Journals (Sweden)

    V. Pérez-Muñuzuri

    Full Text Available A nonlinear forecasting method was used to predict the behavior of a cloud coverage time series several hours in advance. The method is based on the reconstruction of a chaotic strange attractor using four years of cloud absorption data obtained from half-hourly Meteosat infrared images from Northwestern Spain. An exhaustive nonlinear analysis of the time series was carried out to reconstruct the phase space of the underlying chaotic attractor. The forecast values are used by a non-hydrostatic meteorological model ARPS for daily weather prediction and their results compared with surface temperature measurements from a meteorological station and a vertical sounding. The effect of noise in the time series is analyzed in terms of the prediction results.

    Key words: Meterology and atmospheric dynamics (mesoscale meteorology; general – General (new fields

  6. The inherent complexity in nonlinear business cycle model in resonance

    Energy Technology Data Exchange (ETDEWEB)

    Ma Junhai [School of Management, Tianjin University, Tianjin 300072 (China) and Tianjin University of Finance and Economics, Tianjin 300222 (China)], E-mail: lzqsly@126.com; Sun Tao; Liu Lixia [School of Management, Tianjin University, Tianjin 300072 (China)

    2008-08-15

    Based on Abraham C.-L. Chian's research, we applied nonlinear dynamic system theory to study the first-order and second-order approximate solutions to one category of the nonlinear business cycle model in resonance condition. We have also analyzed the relation between amplitude and phase of second-order approximate solutions as well as the relation between outer excitements' amplitude, frequency approximate solutions, and system bifurcation parameters. Then we studied the system quasi-periodical solutions, annulus periodical solutions and the path leading to system bifurcation and chaotic state with different parameter combinations. Finally, we conducted some numerical simulations for various complicated circumstances. Therefore this research will lay solid foundation for detecting the complexity of business cycles and systems in the future.

  7. Vainshtein mechanism in massive gravity nonlinear sigma models

    CERN Document Server

    Aoki, Katsuki

    2016-01-01

    We study the stability of the Vainshtein screening solution of the massive/bi-gravity based on the massive nonlinear sigma model as the effective action inside the Vainshtein radius. The effective action is obtained by taking the $\\Lambda_2$ decoupling limit around a curved spacetime. First we derive a general consequence that any Ricci flat Vainshtein screening solution is unstable when we take into account the excitation of the scalar graviton only. This instability suggests that the nonlinear excitation of the scalar graviton is not sufficient to obtain a successful Vainshtein screening in massive/bi-gravity. Then to see the role of the excitation of the vector graviton, we study perturbations around the static and spherically symmetric solution obtained in bigravity explicitly. As a result, we find that linear excitations of the vector graviton cannot be helpful and the solution still suffers from a ghost and/or a gradient instability for any parameters of the theory for this background.

  8. Augmented twin-nonlinear two-box behavioral models for multicarrier LTE power amplifiers.

    Science.gov (United States)

    Hammi, Oualid

    2014-01-01

    A novel class of behavioral models is proposed for LTE-driven Doherty power amplifiers with strong memory effects. The proposed models, labeled augmented twin-nonlinear two-box models, are built by cascading a highly nonlinear memoryless function with a mildly nonlinear memory polynomial with cross terms. Experimental validation on gallium nitride based Doherty power amplifiers illustrates the accuracy enhancement and complexity reduction achieved by the proposed models. When strong memory effects are observed, the augmented twin-nonlinear two-box models can improve the normalized mean square error by up to 3 dB for the same number of coefficients when compared to state-of-the-art twin-nonlinear two-box models. Furthermore, the augmented twin-nonlinear two-box models lead to the same performance as previously reported twin-nonlinear two-box models while requiring up to 80% less coefficients.

  9. Augmented Twin-Nonlinear Two-Box Behavioral Models for Multicarrier LTE Power Amplifiers

    Directory of Open Access Journals (Sweden)

    Oualid Hammi

    2014-01-01

    Full Text Available A novel class of behavioral models is proposed for LTE-driven Doherty power amplifiers with strong memory effects. The proposed models, labeled augmented twin-nonlinear two-box models, are built by cascading a highly nonlinear memoryless function with a mildly nonlinear memory polynomial with cross terms. Experimental validation on gallium nitride based Doherty power amplifiers illustrates the accuracy enhancement and complexity reduction achieved by the proposed models. When strong memory effects are observed, the augmented twin-nonlinear two-box models can improve the normalized mean square error by up to 3 dB for the same number of coefficients when compared to state-of-the-art twin-nonlinear two-box models. Furthermore, the augmented twin-nonlinear two-box models lead to the same performance as previously reported twin-nonlinear two-box models while requiring up to 80% less coefficients.

  10. Nonlinear mathematical modeling and sensitivity analysis of hydraulic drive unit

    Science.gov (United States)

    Kong, Xiangdong; Yu, Bin; Quan, Lingxiao; Ba, Kaixian; Wu, Liujie

    2015-09-01

    The previous sensitivity analysis researches are not accurate enough and also have the limited reference value, because those mathematical models are relatively simple and the change of the load and the initial displacement changes of the piston are ignored, even experiment verification is not conducted. Therefore, in view of deficiencies above, a nonlinear mathematical model is established in this paper, including dynamic characteristics of servo valve, nonlinear characteristics of pressure-flow, initial displacement of servo cylinder piston and friction nonlinearity. The transfer function block diagram is built for the hydraulic drive unit closed loop position control, as well as the state equations. Through deriving the time-varying coefficient items matrix and time-varying free items matrix of sensitivity equations respectively, the expression of sensitivity equations based on the nonlinear mathematical model are obtained. According to structure parameters of hydraulic drive unit, working parameters, fluid transmission characteristics and measured friction-velocity curves, the simulation analysis of hydraulic drive unit is completed on the MATLAB/Simulink simulation platform with the displacement step 2 mm, 5 mm and 10 mm, respectively. The simulation results indicate that the developed nonlinear mathematical model is sufficient by comparing the characteristic curves of experimental step response and simulation step response under different constant load. Then, the sensitivity function time-history curves of seventeen parameters are obtained, basing on each state vector time-history curve of step response characteristic. The maximum value of displacement variation percentage and the sum of displacement variation absolute values in the sampling time are both taken as sensitivity indexes. The sensitivity indexes values above are calculated and shown visually in histograms under different working conditions, and change rules are analyzed. Then the sensitivity

  11. Probability bounds analysis for nonlinear population ecology models.

    Science.gov (United States)

    Enszer, Joshua A; Andrei Măceș, D; Stadtherr, Mark A

    2015-09-01

    Mathematical models in population ecology often involve parameters that are empirically determined and inherently uncertain, with probability distributions for the uncertainties not known precisely. Propagating such imprecise uncertainties rigorously through a model to determine their effect on model outputs can be a challenging problem. We illustrate here a method for the direct propagation of uncertainties represented by probability bounds though nonlinear, continuous-time, dynamic models in population ecology. This makes it possible to determine rigorous bounds on the probability that some specified outcome for a population is achieved, which can be a core problem in ecosystem modeling for risk assessment and management. Results can be obtained at a computational cost that is considerably less than that required by statistical sampling methods such as Monte Carlo analysis. The method is demonstrated using three example systems, with focus on a model of an experimental aquatic food web subject to the effects of contamination by ionic liquids, a new class of potentially important industrial chemicals.

  12. Nonlinear modeling of PEMFC based on neural networks identification

    Institute of Scientific and Technical Information of China (English)

    SUN Tao; CAO Guang-yi; ZHU Xin-jian

    2005-01-01

    The proton exchange membrane generation technology is highly efficient and clean, and is considered as the most hopeful "green" power technology. The operating principles of proton exchange membrane fuel cell (PEMFC) system involve thermodynamics, electrochemistry, hydrodynamics and mass transfer theory, which comprise a complex nonlinear system, for which it is difficult to establish a mathematical model. This paper first simply analyzes the necessity of the PEMFC generation technology, then introduces the generating principle from four aspects: electrode, single cell, stack, system; and then uses the approach and self-study ability of artificial neural network to build the model of nonlinear system, and adapts the Levenberg-Marquardt BP (LMBP) to build the electric characteristic model of PEMFC. The model uses experimental data as training specimens, on the condition the system is provided enough hydrogen. Considering the flow velocity of air (or oxygen) and the cell operational temperature as inputs, the cell voltage and current density as the outputs and establishing the electric characteristic model of PEMFC according to the different cell temperatures. The voltage-current output curves of model has some guidance effect for improving the cell performance, and provide basic data for optimizing cell performance that have practical significance.

  13. A Class of New Biased Estimators for Coefficients in Mixed Effect Linear Model%混合系数线性模型参数的一类有偏估计

    Institute of Scientific and Technical Information of China (English)

    张华伟

    2013-01-01

    Ab stract:In the repeated -measures data model,in order to deal with the multicollinearity,an estimator called s -K -B for the parameters in mixed effect linear model is proposed.Under certain conditions,s -K -B estimators are shown to superior to the Ridge estimators,Stein estimators,s -K estimators and least squared estimator,respectively.%  在连续测量数据的情况下,针对模型的复共线性,本文给出了混合系数线性模型参数的一类有偏估计,称之为 s -K -B 估计。在一定条件下证明了这类估计分别优于岭估计,Stein 估计,s -K 估计以及最小二乘估计。

  14. Nonlinear Time Series Model for Shape Classification Using Neural Networks

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    A complex nonlinear exponential autoregressive (CNEAR) model for invariant feature extraction is developed for recognizing arbitrary shapes on a plane. A neural network is used to calculate the CNEAR coefficients. The coefficients, which constitute the feature set, are proven to be invariant to boundary transformations such as translation, rotation, scale and choice of starting point in tracing the boundary. The feature set is then used as the input to a complex multilayer perceptron (C-MLP) network for learning and classification. Experimental results show that complicated shapes can be accurately recognized even with the low-order model and that the classification method has good fault tolerance when noise is present.

  15. Stability Analysis of Some Nonlinear Anaerobic Digestion Models

    Directory of Open Access Journals (Sweden)

    Ivan Simeonov

    2010-04-01

    Full Text Available Abstract: The paper deals with local asymptotic stability analysis of some mass balance dynamic models (based on one and on two-stage reaction schemes of the anaerobic digestion (AD in CSTR. The equilibrium states for models based on one (with Monod, Contois and Haldane shapes for the specific growth rate and on two-stage (only with Monod shapes for both the specific growth rate of acidogenic and methanogenic bacterial populations reaction schemes have been determined solving sets of nonlinear algebraic equations using Maples. Their stability has been analyzed systematically, which provides insight and guidance for AD bioreactors design, operation and control.

  16. Linear and non-linear perturbations in dark energy models

    CERN Document Server

    Escamilla-Rivera, Celia; Fabris, Julio C; Alcaniz, Jailson S

    2016-01-01

    In this work we discuss observational aspects of three time-dependent parameterisations of the dark energy equation of state $w(z)$. In order to determine the dynamics associated with these models, we calculate their background evolution and perturbations in a scalar field representation. After performing a complete treatment of linear perturbations, we also show that the non-linear contribution of the selected $w(z)$ parameterisations to the matter power spectra is almost the same for all scales, with no significant difference from the predictions of the standard $\\Lambda$CDM model.

  17. Elimination of Nonlinear Deviations in Thermal Lattice BGK Models

    CERN Document Server

    Chen, Y; Hongo, T; Chen, Yu; Ohashi, Hirotada; Akiyam, Mamoru

    1993-01-01

    Abstracet: We present a new thermal lattice BGK model in D-dimensional space for the numerical calculation of fluid dynamics. This model uses a higher order expansion of equilibrium distribution in Maxwellian type. In the mean time the lattice symmetry is upgraded to ensure the isotropy of 6th order tensor. These manipulations lead to macroscopic equations free from nonlinear deviations. We demonstrate the improvements by conducting classical Chapman-Enskog analysis and by numerical simulation of shear wave flow. The transport coefficients are measured numerically, too.

  18. Extended nonlinear feedback model for describing episodes of high inflation

    OpenAIRE

    Szybisz, M A; Szybisz, L.

    2016-01-01

    An extension of the nonlinear feedback (NLF) formalism to describe regimes of hyper- and high-inflation in economy is proposed in the present work. In the NLF model the consumer price index (CPI) exhibits a finite time singularity of the type $1/(t_c -t)^{(1- \\beta)/\\beta}$, with $\\beta>0$, predicting a blow up of the economy at a critical time $t_c$. However, this model fails in determining $t_c$ in the case of weak hyperinflation regimes like, e.g., that occurred in Israel. To overcome this...

  19. The Precession Index and a Nonlinear Energy Balance Climate Model

    Science.gov (United States)

    Rubincam, David

    2004-01-01

    A simple nonlinear energy balance climate model yields a precession index-like term in the temperature. Despite its importance in the geologic record, the precession index e sin (Omega)S, where e is the Earth's orbital eccentricity and (Omega)S is the Sun's perigee in the geocentric frame, is not present in the insolation at the top of the atmosphere. Hence there is no one-for-one mapping of 23,000 and 19,000 year periodicities from the insolation to the paleoclimate record; a nonlinear climate model is needed to produce these long periods. A nonlinear energy balance climate model with radiative terms of form T n, where T is surface temperature and n less than 1, does produce e sin (omega)S terms in temperature; the e sin (omega)S terms are called Seversmith psychroterms. Without feedback mechanisms, the model achieves extreme values of 0.64 K at the maximum orbital eccentricity of 0.06, cooling one hemisphere while simultaneously warming the other; the hemisphere over which perihelion occurs is the cooler. In other words, the nonlinear energy balance model produces long-term cooling in the northern hemisphere when the Sun's perihelion is near northern summer solstice and long-term warming in the northern hemisphere when the aphelion is near northern summer solstice. (This behavior is similar to the inertialess gray body which radiates like T 4, but the amplitude is much lower for the energy balance model because of its thermal inertia.) This seemingly paradoxical behavior works against the standard Milankovitch model, which requires cool northern summers (Sun far from Earth in northern summer) to build up northern ice sheets, so that if the standard model is correct it must be more efficient than previously thought. Alternatively, the new mechanism could possibly be dominant and indicate southern hemisphere control of the northern ice sheets, wherein the southern oceans undergo a long-term cooling when the Sun is far from the Earth during northern summer. The cold

  20. Filtering nonlinear dynamical systems with linear stochastic models

    Science.gov (United States)

    Harlim, J.; Majda, A. J.

    2008-06-01

    An important emerging scientific issue is the real time filtering through observations of noisy signals for nonlinear dynamical systems as well as the statistical accuracy of spatio-temporal discretizations for filtering such systems. From the practical standpoint, the demand for operationally practical filtering methods escalates as the model resolution is significantly increased. For example, in numerical weather forecasting the current generation of global circulation models with resolution of 35 km has a total of billions of state variables. Numerous ensemble based Kalman filters (Evensen 2003 Ocean Dyn. 53 343-67 Bishop et al 2001 Mon. Weather Rev. 129 420-36 Anderson 2001 Mon. Weather Rev. 129 2884-903 Szunyogh et al 2005 Tellus A 57 528-45 Hunt et al 2007 Physica D 230 112-26) show promising results in addressing this issue; however, all these methods are very sensitive to model resolution, observation frequency, and the nature of the turbulent signals when a practical limited ensemble size (typically less than 100) is used. In this paper, we implement a radical filtering approach to a relatively low (40) dimensional toy model, the L-96 model (Lorenz 1996 Proc. on Predictability (ECMWF, 4-8 September 1995) pp 1-18) in various chaotic regimes in order to address the 'curse of ensemble size' for complex nonlinear systems. Practically, our approach has several desirable features such as extremely high computational efficiency, filter robustness towards variations of ensemble size (we found that the filter is reasonably stable even with a single realization) which makes it feasible for high dimensional problems, and it is independent of any tunable parameters such as the variance inflation coefficient in an ensemble Kalman filter. This radical filtering strategy decouples the problem of filtering a spatially extended nonlinear deterministic system to filtering a Fourier diagonal system of parametrized linear stochastic differential equations (Majda and Grote

  1. Mixed effects in stochastic differential equation models

    DEFF Research Database (Denmark)

    Ditlevsen, Susanne; De Gaetano, Andrea

    2005-01-01

    maximum likelihood; pharmacokinetics; population estimates; random effects; repeated measurements; stochastic processes......maximum likelihood; pharmacokinetics; population estimates; random effects; repeated measurements; stochastic processes...

  2. Frequency Response of Synthetic Vocal Fold Models with Linear and Nonlinear Material Properties

    Science.gov (United States)

    Shaw, Stephanie M.; Thomson, Scott L.; Dromey, Christopher; Smith, Simeon

    2012-01-01

    Purpose: The purpose of this study was to create synthetic vocal fold models with nonlinear stress-strain properties and to investigate the effect of linear versus nonlinear material properties on fundamental frequency (F[subscript 0]) during anterior-posterior stretching. Method: Three materially linear and 3 materially nonlinear models were…

  3. Demonstration of leapfrogging for implementing nonlinear model predictive control on a heat exchanger.

    Science.gov (United States)

    Sridhar, Upasana Manimegalai; Govindarajan, Anand; Rhinehart, R Russell

    2016-01-01

    This work reveals the applicability of a relatively new optimization technique, Leapfrogging, for both nonlinear regression modeling and a methodology for nonlinear model-predictive control. Both are relatively simple, yet effective. The application on a nonlinear, pilot-scale, shell-and-tube heat exchanger reveals practicability of the techniques.

  4. Nonlinear stochastic modeling of river dissolved-oxygen

    Energy Technology Data Exchange (ETDEWEB)

    Tabios, G.Q. III.

    1984-01-01

    An important aspect of water quality modeling is forecasting water quality variables for real-time management and control applications to enhance, maintain and sustain desirable water qualities. The major objective of this research is to develop daily time series models for forecasting river dissolved-oxygen (DO). The modeling approach adopted herein combines deterministic and stochastic concepts for determining properties of the DO process based on time series data and dynamic mechanisms governing the said process. This is accomplished by deriving a general DO stochastic model structure based on a modified Streeter-Phelps DO-BOD dynamic model. Then some types of nonlinear models namely, self-exciting threshold autoregressive-moving average (SETARMA), amplitude-dependent autoregressive (ADAR) and bilinear (BL) models, and the class of linear autoregressive-moving average (ARMA) models are adopted for model identification and parameter estimation. Six stream-water quality gaging stations located in the eastern portion of the continental U.S.A. are utilized in this study. Various orders of ARMA, SETARMA, ADAR and BL models are fitted to the data. Results obtained indicated that ADAR and BL models are superior for one-step ahead forecasts, while SETARMA models are better for forecasts of longer lead times. In general, the SETARMA, ADAR and BL models show promise as alternative models for river DO time series modeling and forecasting with unique advantages in each.

  5. Recent advances in estimating nonlinear models with applications in economics and finance

    CERN Document Server

    Ma, Jun

    2013-01-01

    Featuring current research in economics, finance and management, this book surveys nonlinear estimation techniques and offers new methods and insights into nonlinear time series analysis. Covers Markov Switching Models for analyzing economics series and more.

  6. On Models of Nonlinear Evolution Paths in Adiabatic Quantum Algorithms

    Institute of Scientific and Technical Information of China (English)

    SUN Jie; LU Song-Feng; Samuel L.Braunstein

    2013-01-01

    In this paper,we study two different nonlinear interpolating paths in adiabatic evolution algorithms for solving a particular class of quantum search problems where both the initial and final Hamiltonian are one-dimensional projector Hamiltonians on the corresponding ground state.If the overlap between the initial state and final state of the quantum system is not equal to zero,both of these models can provide a constant time speedup over the usual adiabatic algorithms by increasing some another corresponding "complexity".But when the initial state has a zero overlap with the solution state in the problem,the second model leads to an infinite time complexity of the algorithm for whatever interpolating functions being applied while the first one can still provide a constant running time.However,inspired by a related reference,a variant of the first model can be constructed which also fails for the problem when the overlap is exactly equal to zero if we want to make up the "intrinsic" fault of the second model — an increase in energy.Two concrete theorems are given to serve as explanations why neither of these two models can improve the usual adiabatic evolution algorithms for the phenomenon above.These just tell us what should be noted when using certain nonlinear evolution paths in adiabatic quantum algorithms for some special kind of problems.

  7. A non-linear model of information seeking behaviour

    Directory of Open Access Journals (Sweden)

    Allen E. Foster

    2005-01-01

    Full Text Available The results of a qualitative, naturalistic, study of information seeking behaviour are reported in this paper. The study applied the methods recommended by Lincoln and Guba for maximising credibility, transferability, dependability, and confirmability in data collection and analysis. Sampling combined purposive and snowball methods, and led to a final sample of 45 inter-disciplinary researchers from the University of Sheffield. In-depth semi-structured interviews were used to elicit detailed examples of information seeking. Coding of interview transcripts took place in multiple iterations over time and used Atlas-ti software to support the process. The results of the study are represented in a non-linear Model of Information Seeking Behaviour. The model describes three core processes (Opening, Orientation, and Consolidation and three levels of contextual interaction (Internal Context, External Context, and Cognitive Approach, each composed of several individual activities and attributes. The interactivity and shifts described by the model show information seeking to be non-linear, dynamic, holistic, and flowing. The paper concludes by describing the whole model of behaviours as analogous to an artist's palette, in which activities remain available throughout information seeking. A summary of key implications of the model and directions for further research are included.

  8. A nonlinear inversion for the velocity background and perturbation models

    KAUST Repository

    Wu, Zedong

    2015-08-19

    Reflected waveform inversion (RWI) provides a method to reduce the nonlinearity of the standard full waveform inversion (FWI) by inverting for the single scattered wavefield obtained using an image. However, current RWI methods usually neglect diving waves, which is an important source of information for extracting the long wavelength components of the velocity model. Thus, we propose a new optimization problem through breaking the velocity model into the background and the perturbation in the wave equation directly. In this case, the perturbed model is no longer the single scattering model, but includes all scattering. We optimize both components simultaneously, and thus, the objective function is nonlinear with respect to both the background and perturbation. The new introduced w can absorb the non-smooth update of background naturally. Application to the Marmousi model with frequencies that start at 5 Hz shows that this method can converge to the accurate velocity starting from a linearly increasing initial velocity. Application to the SEG2014 demonstrates the versatility of the approach.

  9. A nonlinear model of gold production in Malaysia

    Science.gov (United States)

    Ramli, Norashikin; Muda, Nora; Umor, Mohd Rozi

    2014-06-01

    Malaysia is a country which is rich in natural resources and one of it is a gold. Gold has already become an important national commodity. This study is conducted to determine a model that can be well fitted with the gold production in Malaysia from the year 1995-2010. Five nonlinear models are presented in this study which are Logistic model, Gompertz, Richard, Weibull and Chapman-Richard model. These model are used to fit the cumulative gold production in Malaysia. The best model is then selected based on the model performance. The performance of the fitted model is measured by sum squares error, root mean squares error, coefficient of determination, mean relative error, mean absolute error and mean absolute percentage error. This study has found that a Weibull model is shown to have significantly outperform compare to the other models. To confirm that Weibull is the best model, the latest data are fitted to the model. Once again, Weibull model gives the lowest readings at all types of measurement error. We can concluded that the future gold production in Malaysia can be predicted according to the Weibull model and this could be important findings for Malaysia to plan their economic activities.

  10. Validation of a Hertzian contact model with nonlinear damping

    Science.gov (United States)

    Sierakowski, Adam

    2015-11-01

    Due to limited spatial resolution, most disperse particle simulation methods rely on simplified models for incorporating short-range particle interactions. In this presentation, we introduce a contact model that combines the Hertz elastic restoring force with a nonlinear damping force, requiring only material properties and no tunable parameters. We have implemented the model in a resolved-particle flow solver that implements the Physalis method, which accurately captures hydrodynamic interactions by analytically enforcing the no-slip condition on the particle surface. We summarize the results of a few numerical studies that suggest the validity of the contact model over a range of particle interaction intensities (i.e., collision Stokes numbers) when compared with experimental data. This work was supported by the National Science Foundation under Grant Number CBET1335965 and the Johns Hopkins University Modeling Complex Systems IGERT program.

  11. Nonlinear oscillations in a muscle pacemaker cell model

    Science.gov (United States)

    González-Miranda, J. M.

    2017-02-01

    This article presents a numerical simulation study of the nonlinear oscillations displayed by the Morris-Lecar model [Biophys. J. 35 (1981) 193] for the oscillations experimentally observed in the transmembrane potential of a muscle fiber subject to an external electrical stimulus. We consider the model in the case when there is no external stimulation, aiming to establish the ability of the model to display biophysically reasonable pacemaker dynamics. We obtain 2D bifurcation diagrams showing that indeed the model presents oscillatory dynamics, displaying the two main types of action potentials that are observed in muscle fibers. The results obtained are shown to be structurally stable; that is, robust against changes in the values of system parameters. Moreover, it is demonstrated how the model is appropriate to analyze the action potentials observed in terms of the transmembrane currents creating them.

  12. Digital simulation and modeling of nonlinear stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Richardson, J M; Rowland, J R

    1981-04-01

    Digitally generated solutions of nonlinear stochastic systems are not unique but depend critically on the numerical integration algorithm used. Some theoretical and practical implications of this dependence are examined. The Ito-Stratonovich controversy concerning the solution of nonlinear stochastic systems is shown to be more than a theoretical debate on maintaining Markov properties as opposed to utilizing the computational rules of ordinary calculus. The theoretical arguments give rise to practical considerations in the formation and solution of discrete models from continuous stochastic systems. Well-known numerical integration algorithms are shown not only to provide different solutions for the same stochastic system but also to correspond to different stochastic integral definitions. These correspondences are proved by considering first and second moments of solutions that result from different integration algorithms and then comparing the moments to those arising from various stochastic integral definitions. This algorithm-dependence of solutions is in sharp contrast to the deterministic and linear stochastic cases in which unique solutions are determined by any convergent numerical algorithm. Consequences of the relationship between stochastic system solutions and simulation procedures are presented for a nonlinear filtering example. Monte Carlo simulations and statistical tests are applied to the example to illustrate the determining role which computational procedures play in generating solutions.

  13. Digital simulation and modeling of nonlinear stochastic systems

    Energy Technology Data Exchange (ETDEWEB)

    Richardson, J M; Rowland, J R

    1980-01-01

    Digitally generated solutions of nonlinear stochastic systems are not unique, but depend critically on the numerical integration algorithm used. Some theoretical and practical implications of this dependence are examined. The Ito-Stratonovich controversy concerning the solution of nonlinear stochastic systems is shown to be more than a theoretical debate on maintaining Markov properties as opposed to utilizing the computational rules of ordinary calculus. The theoretical arguments give rise to practical considerations in the formation and solution of discrete models from continuous stochastic systems. Well-known numerical integration algorithms are shown not only to provide different solutions for the same stochastic system, but also to correspond to different stochastic integral definitions. These correspondences are proved by considering first and second moments of solutions resulting from different integration algorithms and comparing the moments to those arising from various stochastic integral definitions. Monte Carlo simulations and statistical tests are applied to illustrate the determining role that computational procedures play in generating solutions. This algorithm dependence of solutions is in sharp contrast to the deterministic and linear stochastic cases, in which unique solutions are determined by any convergent numerical algorithm. Consequences of this relationship between stochastic system solutions and simulation procedures are presented for a nonlinear filtering example. 2 figures.

  14. Extension of the SAEM algorithm for nonlinear mixed models with 2 levels of random effects.

    Science.gov (United States)

    Panhard, Xavière; Samson, Adeline

    2009-01-01

    This article focuses on parameter estimation of multilevel nonlinear mixed-effects models (MNLMEMs). These models are used to analyze data presenting multiple hierarchical levels of grouping (cluster data, clinical trials with several observation periods, ...). The variability of the individual parameters of the regression function is thus decomposed as a between-subject variability and higher levels of variability (e.g. within-subject variability). We propose maximum likelihood estimates of parameters of those MNLMEMs with 2 levels of random effects, using an extension of the stochastic approximation version of expectation-maximization (SAEM)-Monte Carlo Markov chain algorithm. The extended SAEM algorithm is split into an explicit direct expectation-maximization (EM) algorithm and a stochastic EM part. Compared to the original algorithm, additional sufficient statistics have to be approximated by relying on the conditional distribution of the second level of random effects. This estimation method is evaluated on pharmacokinetic crossover simulated trials, mimicking theophylline concentration data. Results obtained on those data sets with either the SAEM algorithm or the first-order conditional estimates (FOCE) algorithm (implemented in the nlme function of R software) are compared: biases and root mean square errors of almost all the SAEM estimates are smaller than the FOCE ones. Finally, we apply the extended SAEM algorithm to analyze the pharmacokinetic interaction of tenofovir on atazanavir, a novel protease inhibitor, from the Agence Nationale de Recherche sur le Sida 107-Puzzle 2 study. A significant decrease of the area under the curve of atazanavir is found in patients receiving both treatments.

  15. 混合效应模型下ANOVA估计和SD估计相等的充分条件%Some Sufficient Conditions for the Identity of ANOVA Estimator and SD Estimator in Mixed-Effects Models

    Institute of Scientific and Technical Information of China (English)

    吴密霞; 赵延

    2014-01-01

    混合效应模型是统计模型中非常重要的一类模型,广泛地应用到许多领域.本文比较了该模型下方差分量的两种估计:方差分析(ANOVA)估计和谱分解(SD)估计,借助吴密霞和王松桂[A new method of spectral decomposition of covariance matrix in mixed effects models and its applications,Sci.China,Ser.A,2005,48:1451-1464]协方差矩阵的谱分解结果,给出了ANOVA估计和SD估计相等的两个充分条件及其相应的统计性质,并将以上的结果应用于圆形部件数据模型和混合方差分析模型.

  16. Reduced nonlinear prognostic model construction from high-dimensional data

    Science.gov (United States)

    Gavrilov, Andrey; Mukhin, Dmitry; Loskutov, Evgeny; Feigin, Alexander

    2017-04-01

    Construction of a data-driven model of evolution operator using universal approximating functions can only be statistically justified when the dimension of its phase space is small enough, especially in the case of short time series. At the same time in many applications real-measured data is high-dimensional, e.g. it is space-distributed and multivariate in climate science. Therefore it is necessary to use efficient dimensionality reduction methods which are also able to capture key dynamical properties of the system from observed data. To address this problem we present a Bayesian approach to an evolution operator construction which incorporates two key reduction steps. First, the data is decomposed into a set of certain empirical modes, such as standard empirical orthogonal functions or recently suggested nonlinear dynamical modes (NDMs) [1], and the reduced space of corresponding principal components (PCs) is obtained. Then, the model of evolution operator for PCs is constructed which maps a number of states in the past to the current state. The second step is to reduce this time-extended space in the past using appropriate decomposition methods. Such a reduction allows us to capture only the most significant spatio-temporal couplings. The functional form of the evolution operator includes separately linear, nonlinear (based on artificial neural networks) and stochastic terms. Explicit separation of the linear term from the nonlinear one allows us to more easily interpret degree of nonlinearity as well as to deal better with smooth PCs which can naturally occur in the decompositions like NDM, as they provide a time scale separation. Results of application of the proposed method to climate data are demonstrated and discussed. The study is supported by Government of Russian Federation (agreement #14.Z50.31.0033 with the Institute of Applied Physics of RAS). 1. Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical

  17. Nonlinear structure formation in the Cubic Galileon gravity model

    CERN Document Server

    Barreira, Alexandre; Hellwing, Wojciech A; Baugh, Carlton M; Pascoli, Silvia

    2013-01-01

    We model the linear and nonlinear growth of large scale structure in the Cubic Galileon gravity model, by running a suite of N-body cosmological simulations using the {\\tt ECOSMOG} code. Our simulations include the Vainshtein screening effect, which reconciles the Cubic Galileon model with local tests of gravity. In the linear regime, the amplitude of the matter power spectrum increases by $\\sim 25%$ with respect to the standard $\\Lambda$CDM model today. The modified expansion rate accounts for $\\sim 20%$ of this enhancement, while the fifth force is responsible for only $\\sim 5%$. This is because the effective unscreened gravitational strength deviates from standard gravity only at late times, even though it can be twice as large today. In the nonlinear regime ($k \\gtrsim 0.1 h\\rm{Mpc}^{-1}$), the fifth force leads to only a modest increase ($\\lesssim 8%$) in the clustering power on all scales due to the very efficient operation of the Vainshtein mechanism. Such a strong effect is typically not seen in other...

  18. On the Identifiability of the Post-Nonlinear Causal Model

    CERN Document Server

    Zhang, Kun

    2012-01-01

    By taking into account the nonlinear effect of the cause, the inner noise effect, and the measurement distortion effect in the observed variables, the post-nonlinear (PNL) causal model has demonstrated its excellent performance in distinguishing the cause from effect. However, its identifiability has not been properly addressed, and how to apply it in the case of more than two variables is also a problem. In this paper, we conduct a systematic investigation on its identifiability in the two-variable case. We show that this model is identifiable in most cases; by enumerating all possible situations in which the model is not identifiable, we provide sufficient conditions for its identifiability. Simulations are given to support the theoretical results. Moreover, in the case of more than two variables, we show that the whole causal structure can be found by applying the PNL causal model to each structure in the Markov equivalent class and testing if the disturbance is independent of the direct causes for each va...

  19. Chaotic Inflation from Nonlinear Sigma Models in Supergravity

    CERN Document Server

    Hellerman, Simeon; Yanagida, Tsutomu T

    2014-01-01

    We present a common solution to the puzzles of the light Higgs or quark masses and the need for a shift symmetry and large field values in high scale chaotic inflation. One way to protect, for example, the Higgs from a large supersymmetric mass term is if it is the Nambu-Goldstone boson (NGB) of a nonlinear sigma model. However, it is well known that nonlinear sigma models (NLSMs) with nontrivial K\\"ahler transformations are problematic to couple to supergravity. An additional field is necessary to make the K\\"ahler potential of the NLSM invariant in supergravity. This field must have a shift symmetry --- making it a candidate for the inflaton (or axion). We give an explicit example of such a model for the coset space $SU(3)/SU(2) \\times U(1)$, with the Higgs as the NGB, including breaking the inflaton's shift symmetry and producing a chaotic inflation potential. This construction can also be applied to other models, such as one based on $E_7/SO(10) \\times U(1) \\times U(1)$ which incorporates the first two ge...

  20. Models of the delayed nonlinear Raman response in diatomic gases

    Science.gov (United States)

    Palastro, J. P.; Antonsen, T. M., Jr.; Pearson, A.

    2011-07-01

    We examine the delayed response of a diatomic gas to a polarizing laser field with the goal of obtaining computationally efficient methods for use with laser pulse propagation simulations. We demonstrate that for broadband pulses, heavy molecules such as O2 and N2, and typical atmospheric temperatures, the initial delayed response requires only classical physics. The linear kinetic Green's function is derived from the Boltzmann equation and shown to be in excellent agreement with full density-matrix calculations. A straightforward perturbation approach for the fully nonlinear, kinetic impulse response is also presented. With the kinetic theory a reduced fluid model of the diatomic gas’ orientation is derived. Transport coefficients are introduced to model the kinetic phase mixing of the delayed response. In addition to computational rapidity, the fluid model provides intuition through the use of familiar macroscopic quantities. Both the kinetic and the fluid descriptions predict a nonlinear steady-state alignment after passage of the laser pulse, which in the fluid model is interpreted as an anisotropic temperature of the diatomic fluid with respect to motion about the polarization axis.

  1. On the nonlinear models of the vibrating string

    Science.gov (United States)

    Watzky, Alexandre

    2005-09-01

    Vibrations of strings (threads, wires, cables...) are of great interest because of their various domains of application. In musical acoustics, phenomena which could have been neglected elsewhere take a particular importance since perception, which is very sensitive to nonlinear effects, is involved. Some phenomena can also be emphasized when a string is coupled to a sound-radiating structure. Reliable physical models are thus necessary to account for these phenomena, and to understand the true behavior of a vibrating string. Despite the fact that the first nonlinear models were published more than one century ago, and that accurate equations of motion can be naturally achieved within a finite displacement continuum mechanics framework, general models never received the attention they deserved, most authors focusing on particular phenomena and often settling on approximate models. This can be explained by the awkward multiplicity of the involved phenomena. The aim of this presentation is to discuss the consequences of some common assumptions and the true nature of some observed couplings. Particular attention will be paid to the preponderance of the spatial shape of the modes, which are usually underestimated with respect to their temporal form.

  2. Nonlinear Sigma Models with Compact Hyperbolic Target Spaces

    CERN Document Server

    Gubser, Steven; Schoenholz, Samuel S; Stoica, Bogdan; Stokes, James

    2015-01-01

    We explore the phase structure of nonlinear sigma models with target spaces corresponding to compact quotients of hyperbolic space, focusing on the case of a hyperbolic genus-2 Riemann surface. The continuum theory of these models can be approximated by a lattice spin system which we simulate using Monte Carlo methods. The target space possesses interesting geometric and topological properties which are reflected in novel features of the sigma model. In particular, we observe a topological phase transition at a critical temperature, above which vortices proliferate, reminiscent of the Kosterlitz-Thouless phase transition in the $O(2)$ model. Unlike in the $O(2)$ case, there are many different types of vortices, suggesting a possible analogy to the Hagedorn treatment of statistical mechanics of a proliferating number of hadron species. Below the critical temperature the spins cluster around six special points in the target space known as Weierstrass points. The diversity of compact hyperbolic manifolds suggest...

  3. Fault Diagnosis of Nonlinear Systems Using Structured Augmented State Models

    Institute of Scientific and Technical Information of China (English)

    Jochen Aβfalg; Frank Allg(o)wer

    2007-01-01

    This paper presents an internal model approach for modeling and diagnostic functionality design for nonlinear systems operating subject to single- and multiple-faults. We therefore provide the framework of structured augmented state models. Fault characteristics are considered to be generated by dynamical exosystems that are switched via equality constraints to overcome the augmented state observability limiting the number of diagnosable faults. Based on the proposed model, the fault diagnosis problem is specified as an optimal hybrid augmented state estimation problem. Sub-optimal solutions are motivated and exemplified for the fault diagnosis of the well-known three-tank benchmark. As the considered class of fault diagnosis problems is large, the suggested approach is not only of theoretical interest but also of high practical relevance.

  4. Nonlinear Thermoelastic Model for SMAs and SMA Hybrid Composites

    Science.gov (United States)

    Turner, Travis L.

    2004-01-01

    A constitutive mathematical model has been developed that predicts the nonlinear thermomechanical behaviors of shape-memory-alloys (SMAs) and of shape-memory-alloy hybrid composite (SMAHC) structures, which are composite-material structures that contain embedded SMA actuators. SMAHC structures have been investigated for their potential utility in a variety of applications in which there are requirements for static or dynamic control of the shapes of structures, control of the thermoelastic responses of structures, or control of noise and vibrations. The present model overcomes deficiencies of prior, overly simplistic or qualitative models that have proven ineffective or intractable for engineering of SMAHC structures. The model is sophisticated enough to capture the essential features of the mechanics of SMAHC structures yet simple enough to accommodate input from fundamental engineering measurements and is in a form that is amenable to implementation in general-purpose structural analysis environments.

  5. Modelling of nonlinear shoaling based on stochastic evolution equations

    DEFF Research Database (Denmark)

    Kofoed-Hansen, Henrik; Rasmussen, Jørgen Hvenekær

    1998-01-01

    A one-dimensional stochastic model is derived to simulate the transformation of wave spectra in shallow water including generation of bound sub- and super-harmonics, near-resonant triad wave interaction and wave breaking. Boussinesq type equations with improved linear dispersion characteristics...... are recast into evolution equations for the complex amplitudes, and serve as the underlying deterministic model. Next, a set of evolution equations for the cumulants is derived. By formally introducing the well-known Gaussian closure hypothesis, nonlinear evolution equations for the power spectrum...... and bispectrum are derived. A simple description of depth-induced wave breaking is incorporated in the model equations, assuming that the total rate of dissipation may be distributed in proportion to the spectral energy density on each discrete frequency. The proposed phase-averaged model is compared...

  6. Improved Methodology for Parameter Inference in Nonlinear, Hydrologic Regression Models

    Science.gov (United States)

    Bates, Bryson C.

    1992-01-01

    A new method is developed for the construction of reliable marginal confidence intervals and joint confidence regions for the parameters of nonlinear, hydrologic regression models. A parameter power transformation is combined with measures of the asymptotic bias and asymptotic skewness of maximum likelihood estimators to determine the transformation constants which cause the bias or skewness to vanish. These optimized constants are used to construct confidence intervals and regions for the transformed model parameters using linear regression theory. The resulting confidence intervals and regions can be easily mapped into the original parameter space to give close approximations to likelihood method confidence intervals and regions for the model parameters. Unlike many other approaches to parameter transformation, the procedure does not use a grid search to find the optimal transformation constants. An example involving the fitting of the Michaelis-Menten model to velocity-discharge data from an Australian gauging station is used to illustrate the usefulness of the methodology.

  7. Nonlinear elastic model for compacted clay concrete interface

    Institute of Scientific and Technical Information of China (English)

    R. R. SHAKIR; Jungao ZHU

    2009-01-01

    In this paper, a nonlinear elastic model was developed to simulate the behavior of compacted clay concrete interface (CCCI) based on the principle of transition mechanism failure (TMF). A number of simple shear tests were conducted on CCCI to demonstrate different failure mechanisms; i.e., sliding failure and deformation failure. The clay soil used in the test was collected from the "Shuang Jang Kou" earth rockfill dam project. It was found that the behavior of the interface depends on the critical water contents by which two failure mechanisms can be recognized. Mathematical relations were proposed between the shear at failure and water content in addition to the transition mechanism indicator.The mathematical relations were then incorporated into the interface model. The performance of the model is verified with the experimental results. The verification shows that the proposed model is capable of predicting the interface shear stress versus the total shear displacement very well.

  8. Non-linear DSGE Models and The Optimized Particle Filter

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller

    This paper improves the accuracy and speed of particle filtering for non-linear DSGE models with potentially non-normal shocks. This is done by introducing a new proposal distribution which i) incorporates information from new observables and ii) has a small optimization step that minimizes...... the distance to the optimal proposal distribution. A particle filter with this proposal distribution is shown to deliver a high level of accuracy even with relatively few particles, and this filter is therefore much more efficient than the standard particle filter....

  9. Dynamics in a nonlinear Keynesian good market model

    Energy Technology Data Exchange (ETDEWEB)

    Naimzada, Ahmad, E-mail: ahmad.naimzada@unimib.it [Department of Economics, Quantitative Methods and Management, University of Milano-Bicocca, U7 Building, Via Bicocca degli Arcimboldi 8, 20126 Milano (Italy); Pireddu, Marina, E-mail: marina.pireddu@unimib.it [Department of Mathematics and Applications, University of Milano-Bicocca, U5 Building, Via Cozzi 55, 20125 Milano (Italy)

    2014-03-15

    In this paper, we show how a rich variety of dynamical behaviors can emerge in the standard Keynesian income-expenditure model when a nonlinearity is introduced, both in the cases with and without endogenous government spending. A specific sigmoidal functional form is used for the adjustment mechanism of income with respect to the excess demand, in order to bound the income variation. With the aid of analytical and numerical tools, we investigate the stability conditions, bifurcations, as well as periodic and chaotic dynamics. Globally, we study multistability phenomena, i.e., the coexistence of different kinds of attractors.

  10. Modeling highly-dispersive transparency in planar nonlinear metamaterials

    Science.gov (United States)

    Potravkin, N. N.; Makarov, V. A.; Perezhogin, I. A.

    2017-02-01

    We consider propagation of light in planar optical metamaterial, which basic element is composed of two silver stripes, and it possesses strong dispersion in optical range. Our method of numerical modeling allows us to take into consideration the nonlinearity of the material and the effects of light self-action without considerable increase of the calculation time. It is shown that plasmonic resonances originating in such a structure result in multiple enhancement of local field and high sensitivity of the transmission coefficient to the intensity of incident monochromatic wave.

  11. Nonzero solutions of nonlinear integral equations modeling infectious disease

    Energy Technology Data Exchange (ETDEWEB)

    Williams, L.R. (Indiana Univ., South Bend); Leggett, R.W.

    1982-01-01

    Sufficient conditions to insure the existence of periodic solutions to the nonlinear integral equation, x(t) = ..integral../sup t//sub t-tau/f(s,x(s))ds, are given in terms of simple product and product integral inequalities. The equation can be interpreted as a model for the spread of infectious diseases (e.g., gonorrhea or any of the rhinovirus viruses) if x(t) is the proportion of infectives at time t and f(t,x(t)) is the proportion of new infectives per unit time.

  12. A Nonlinear k-ε Turbulence Model Applicable to High Pressure Gradient and Large Curvature Flow

    Directory of Open Access Journals (Sweden)

    Xiyao Gu

    2014-01-01

    Full Text Available Most of the RANS turbulence models solve the Reynolds stress by linear hypothesis with isotropic model. They can not capture all kinds of vortexes in the turbomachineries. In this paper, an improved nonlinear k-ε turbulence model is proposed, which is modified from the RNG k-ε turbulence model and Wilcox's k-ω turbulence model. The Reynolds stresses are solved by nonlinear methods. The nonlinear k-ε turbulence model can calculate the near wall region without the use of wall functions. The improved nonlinear k-ε turbulence model is used to simulate the flow field in a curved rectangular duct. The results based on the improved nonlinear k-ε turbulence model agree well with the experimental results. The calculation results prove that the nonlinear k-ε turbulence model is available for high pressure gradient flows and large curvature flows, and it can be used to capture complex vortexes in a turbomachinery.

  13. PRINCIPAL COMPONENT DECOMPOSITION BASED FINITE ELEMENT MODEL UPDATING FOR STRAIN-RATE-DEPENDENCE NONLINEAR DYNAMIC PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    GUO Qintao; ZHANG Lingmi; TAO Zheng

    2008-01-01

    Thin wall component is utilized to absorb impact energy of a structure. However, the dynamic behavior of such thin-walled structure is highly non-linear with material, geometry and boundary non-linearity. A model updating and validation procedure is proposed to build accurate finite element model of a frame structure with a non-linear thin-walled component for dynamic analysis. Design of experiments (DOE) and principal component decomposition (PCD) approach are applied to extract dynamic feature from nonlinear impact response for correlation of impact test result and FE model of the non-linear structure. A strain-rate-dependent non-linear model updating method is then developed to build accurate FE model of the structure. Computer simulation and a real frame structure with a highly non-linear thin-walled component are employed to demonstrate the feasibility and effectiveness of the proposed approach.

  14. Empirical intrinsic geometry for nonlinear modeling and time series filtering.

    Science.gov (United States)

    Talmon, Ronen; Coifman, Ronald R

    2013-07-30

    In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

  15. On concurvity in nonlinear and nonparametric regression models

    Directory of Open Access Journals (Sweden)

    Sonia Amodio

    2014-12-01

    Full Text Available When data are affected by multicollinearity in the linear regression framework, then concurvity will be present in fitting a generalized additive model (GAM. The term concurvity describes nonlinear dependencies among the predictor variables. As collinearity results in inflated variance of the estimated regression coefficients in the linear regression model, the result of the presence of concurvity leads to instability of the estimated coefficients in GAMs. Even if the backfitting algorithm will always converge to a solution, in case of concurvity the final solution of the backfitting procedure in fitting a GAM is influenced by the starting functions. While exact concurvity is highly unlikely, approximate concurvity, the analogue of multicollinearity, is of practical concern as it can lead to upwardly biased estimates of the parameters and to underestimation of their standard errors, increasing the risk of committing type I error. We compare the existing approaches to detect concurvity, pointing out their advantages and drawbacks, using simulated and real data sets. As a result, this paper will provide a general criterion to detect concurvity in nonlinear and non parametric regression models.

  16. 2-D Composite Model for Numerical Simulations of Nonlinear Waves

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    - A composite model, which is the combination of Boussinesq equations and Volume of Fluid (VOF) method, has been developed for 2-D time-domain computations of nonlinear waves in a large region. The whole computational region Ω is divided into two subregions. In the near-field around a structure, Ω2, the flow is governed by 2-D Reynolds Averaged Navier-Stokes equations with a turbulence closure model of k-ε equations and numerically solved by the improved VOF method; whereas in the subregion Ω1 (Ω1 = Ω - Ω2) the flow is governed by one-D Boussinesq equations and numerically solved with the predictor-corrector algorithm. The velocity and the wave surface elevation are matched on the common boundary of the two subregions. Numerical tests have been conducted for the case of wave propagation and interaction with a wave barrier. It is shown that the composite model can help perform efficient computation of nonlinear waves in a large region with the complicated flow fields near structures taken into account.

  17. Nonlinear turbulence models for predicting strong curvature effects

    Institute of Scientific and Technical Information of China (English)

    XU Jing-lei; MA Hui-yang; HUANG Yu-ning

    2008-01-01

    Prediction of the characteristics of turbulent flows with strong streamline curvature, such as flows in turbomachines, curved channel flows, flows around airfoils and buildings, is of great importance in engineering applicatious and poses a very practical challenge for turbulence modeling. In this paper, we analyze qualitatively the curvature effects on the structure of turbulence and conduct numerical simulations of a turbulent U- duct flow with a number of turbulence models in order to assess their overall performance. The models evaluated in this work are some typical linear eddy viscosity turbulence models, nonlinear eddy viscosity turbulence models (NLEVM) (quadratic and cubic), a quadratic explicit algebraic stress model (EASM) and a Reynolds stress model (RSM) developed based on the second-moment closure. Our numerical results show that a cubic NLEVM that performs considerably well in other benchmark turbulent flows, such as the Craft, Launder and Suga model and the Huang and Ma model, is able to capture the major features of the highly curved turbulent U-duct flow, including the damping of turbulence near the convex wall, the enhancement of turbulence near the concave wall, and the subsequent turbulent flow separation. The predictions of the cubic models are quite close to that of the RSM, in relatively good agreement with the experimental data, which suggests that these inodels may be employed to simulate the turbulent curved flows in engineering applications.

  18. Nonlinear wave equation in frequency domain: accurate modeling of ultrafast interaction in anisotropic nonlinear media

    DEFF Research Database (Denmark)

    Guo, Hairun; Zeng, Xianglong; Zhou, Binbin

    2013-01-01

    We interpret the purely spectral forward Maxwell equation with up to third-order induced polarizations for pulse propagation and interactions in quadratic nonlinear crystals. The interpreted equation, also named the nonlinear wave equation in the frequency domain, includes quadratic and cubic...

  19. New holographic dark energy model with non-linear interaction

    CERN Document Server

    Oliveros, A

    2014-01-01

    In this paper the cosmological evolution of a holographic dark energy model with a non-linear interaction between the dark energy and dark matter components in a FRW type flat universe is analysed. In this context, the deceleration parameter $q$ and the equation state $w_{\\Lambda}$ are obtained. We found that, as the square of the speed of sound remains positive, the model is stable under perturbations since early times; it also shows that the evolution of the matter and dark energy densities are of the same order for a long period of time, avoiding the so--called coincidence problem. We have also made the correspondence of the model with the dark energy densities and pressures for the quintessence and tachyon fields. From this correspondence we have reconstructed the potential of scalar fields and their dynamics.

  20. Nonlinear sensor fault diagnosis using mixture of probabilistic PCA models

    Science.gov (United States)

    Sharifi, Reza; Langari, Reza

    2017-02-01

    This paper presents a methodology for sensor fault diagnosis in nonlinear systems using a Mixture of Probabilistic Principal Component Analysis (MPPCA) models. This methodology separates the measurement space into several locally linear regions, each of which is associated with a Probabilistic PCA (PPCA) model. Using the transformation associated with each PPCA model, a parity relation scheme is used to construct a residual vector. Bayesian analysis of the residuals forms the basis for detection and isolation of sensor faults across the entire range of operation of the system. The resulting method is demonstrated in its application to sensor fault diagnosis of a fully instrumented HVAC system. The results show accurate detection of sensor faults under the assumption that a single sensor is faulty.

  1. Sensor Fault Tolerant Generic Model Control for Nonlinear Systems

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    A modified Strong Tracking Filter (STF) is used to develop a new approach to sensor fault tolerant control. Generic Model Control (GMC) is used to control the nonlinear process while the process runs normally because of its robust control performance. If a fault occurs in the sensor, a sensor bias vector is then introduced to the output equation of the process model. The sensor bias vector is estimated on-line during every control period using the STF. The estimated sensor bias vector is used to develop a fault detection mechanism to supervise the sensors. When a sensor fault occurs, the conventional GMC is switched to a fault tolerant control scheme, which is, in essence, a state estimation and output prediction based GMC. The laboratory experimental results on a three-tank system demonstrate the effectiveness of the proposed Sensor Fault Tolerant Generic Model Control (SFTGMC) approach.

  2. Nonlinear model accounting for minor hysteresis of embedded SMA actuators

    Institute of Scientific and Technical Information of China (English)

    YANG Kai; GU Chenglin

    2007-01-01

    A quantitative index martensite fraction was used to describe the phase transformation degree of shape memory alloy (SMA).On the basis of the martensite fraction,a nonlinear analysis model for major and minor hysteresis loops was developed.The model adopted two exponential equations to calculate the martensite fractions for cooling and heating,respectively.The martensite fractions were derived as the relative parameters were adjusted timely according to continuous,common initial and common limit constraints.By use of the linear relationship between the curvature of embedded SMA actuator and SMA's martensite fraction,the curvature was determined.The results of the simulations and experiments prove the validity and veracity of the model.

  3. A NONLINEAR MATHEMATICAL MODEL FOR ASTHMA: EFFECT OF ENVIRONMENTAL POLLUTION

    Directory of Open Access Journals (Sweden)

    NARESHA RAM

    2009-04-01

    Full Text Available In this paper, we explore a nonlinear mathematical model to study the spread of asthma due to inhaled pollutants from industry as well as tobacco smoke from smokers in a variable size population. The model is analyzed using stability theory of differential equations and computer simulation. It is shown that with an increase in the level of air pollutants concentration, the asthmatic (diseased population increases. It is also shown that along with pollutants present in the environment, smoking (active or passive also helps in the spread of asthma. Moreover, with the increase in the rate of interaction between susceptibles and smokers, the persistence of the spread of asthma is higher. A numerical study of the model is also performed to see the role of certain key parameters on the spread of asthma and to support the analytical results.

  4. Similar Constructive Method for Solving a nonlinearly Spherical Percolation Model

    Directory of Open Access Journals (Sweden)

    WANG Yong

    2013-01-01

    Full Text Available In the view of nonlinear spherical percolation problem of dual porosity reservoir, a mathematical model considering three types of outer boundary conditions: closed, constant pressure, infinity was established in this paper. The mathematical model was linearized by substitution of variable and became a boundary value problem of ordinary differential equation in Laplace space by Laplace transformation. It was verified that such boundary value problem with one type of outer boundary had a similar structure of solution. And a new method: Similar Constructive Method was obtained for solving such boundary value problem. By this method, solutions with similar structure in other two outer boundary conditions were obtained. The Similar Constructive Method raises efficiency of solving such percolation model.

  5. Nonlinear dynamic modeling of multicomponent batch distillation: a case study

    Directory of Open Access Journals (Sweden)

    Jiménez L.

    2002-01-01

    Full Text Available The aim of this work is to compare several of the commercial dynamic models for batch distillation available worldwide. In this context, BATCHFRAC(TM, CHEMCAD(TM BATCH, and HYSYS.Plant® software performances are compared to experimental data. The software can be used as soft sensors, playing the roll of ad-hoc observers or estimators for control objectives. Rigorous models were used as an alternative to predict the concentration profile and to specify the optimal switching time from products to slop cuts. The performance of a nonlinear model obtained using a novel identification algorithm was also studied. In addition, the strategy for continuous separation was revised with residue curve map analysis using Aspen SPLIT(TM.

  6. Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

    Directory of Open Access Journals (Sweden)

    Yi Hu

    2014-01-01

    Full Text Available This paper suggests a generalized method of moments (GMM based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend Hansen’s (Hansen, 1999 original setup to models including endogenous regressors, specifically, lagged dependent variables. To address the problem of endogeneity of these nonlinear dynamic panel data models, we prove that the orthogonality conditions proposed by Arellano and Bond (1991 are valid. The threshold and slope parameters are estimated by GMM, and asymptotic distribution of the slope parameters is derived. Finite sample performance of the estimation is investigated through Monte Carlo simulations. It shows that the threshold and slope parameter can be estimated accurately and also the finite sample distribution of slope parameters is well approximated by the asymptotic distribution.

  7. Design Intelligent Model base Online Tuning Methodology for Nonlinear System

    Directory of Open Access Journals (Sweden)

    Ali Roshanzamir

    2014-04-01

    Full Text Available In various dynamic parameters systems that need to be training on-line adaptive control methodology is used. In this paper fuzzy model-base adaptive methodology is used to tune the linear Proportional Integral Derivative (PID controller. The main objectives in any systems are; stability, robust and reliability. However PID controller is used in many applications but it has many challenges to control of continuum robot. To solve these problems nonlinear adaptive methodology based on model base fuzzy logic is used. This research is used to reduce or eliminate the PID controller problems based on model reference fuzzy logic theory to control of flexible robot manipulator system and testing of the quality of process control in the simulation environment of MATLAB/SIMULINK Simulator.

  8. Modelling of an ASR countercurrent pyrolysis reactor with nonlinear kinetics

    Energy Technology Data Exchange (ETDEWEB)

    Chiarioni, A.; Reverberi, A.P.; Dovi, V.G. [Universita degli Studi di Genova (Italy). Dipartimento di Ingegneria Chimica e di Processo ' G.B. Bonino' ; El-Shaarawi, A.H. [National Water Research Institute, Burlington, Ont. (Canada)

    2003-10-01

    The main objective of this work is focused on the modelling of a steady-state reactor where an automotive shredder residue (ASR) is subject to pyrolysis. The gas and solid temperature inside the reactor and the relevant density profiles of both phases are simulated for fixed values of the geometry of the apparatus and a lumped kinetic model is adopted to take into account the high heterogeneity of the ASR material. The key elements for the simulation are the inlet solid temperature and the outlet gas temperature. The problem is modelled by a system of first-order boundary-value ordinary differential equations and it is solved by means of a relaxation technique owing to the nonlinearities contained in the chemical kinetic expression. (author)

  9. A note on nonlinear σ-models in noncommutative geometry

    Science.gov (United States)

    Lee, Hyun Ho

    2016-03-01

    We study nonlinear σ-models defined on a noncommutative torus as a two-dimensional string worldsheet. We consider (i) a two-point space, (ii) a circle, (iii) a noncommutative torus, (iv) a classical group SU(2, ℂ) as examples of space-time. Based on established results, the trivial harmonic unitaries of the noncommutative chiral model known as local minima are shown not to be global minima by comparing them to the symmetric unitaries derived from instanton solutions of the noncommutative Ising model corresponding to a two-point space. In addition, a ℤ2-action on field maps is introduced to a noncommutative torus, and its action on solutions of various Euler-Lagrange equations is described.

  10. Quasilinear Extreme Learning Machine Model Based Internal Model Control for Nonlinear Process

    Directory of Open Access Journals (Sweden)

    Dazi Li

    2015-01-01

    Full Text Available A new strategy for internal model control (IMC is proposed using a regression algorithm of quasilinear model with extreme learning machine (QL-ELM. Aimed at the chemical process with nonlinearity, the learning process of the internal model and inverse model is derived. The proposed QL-ELM is constructed as a linear ARX model with a complicated nonlinear coefficient. It shows some good approximation ability and fast convergence. The complicated coefficients are separated into two parts. The linear part is determined by recursive least square (RLS, while the nonlinear part is identified through extreme learning machine. The parameters of linear part and the output weights of ELM are estimated iteratively. The proposed internal model control is applied to CSTR process. The effectiveness and accuracy of the proposed method are extensively verified through numerical results.

  11. Modeling the cardiovascular system using a nonlinear additive autoregressive model with exogenous input

    Science.gov (United States)

    Riedl, M.; Suhrbier, A.; Malberg, H.; Penzel, T.; Bretthauer, G.; Kurths, J.; Wessel, N.

    2008-07-01

    The parameters of heart rate variability and blood pressure variability have proved to be useful analytical tools in cardiovascular physics and medicine. Model-based analysis of these variabilities additionally leads to new prognostic information about mechanisms behind regulations in the cardiovascular system. In this paper, we analyze the complex interaction between heart rate, systolic blood pressure, and respiration by nonparametric fitted nonlinear additive autoregressive models with external inputs. Therefore, we consider measurements of healthy persons and patients suffering from obstructive sleep apnea syndrome (OSAS), with and without hypertension. It is shown that the proposed nonlinear models are capable of describing short-term fluctuations in heart rate as well as systolic blood pressure significantly better than similar linear ones, which confirms the assumption of nonlinear controlled heart rate and blood pressure. Furthermore, the comparison of the nonlinear and linear approaches reveals that the heart rate and blood pressure variability in healthy subjects is caused by a higher level of noise as well as nonlinearity than in patients suffering from OSAS. The residue analysis points at a further source of heart rate and blood pressure variability in healthy subjects, in addition to heart rate, systolic blood pressure, and respiration. Comparison of the nonlinear models within and among the different groups of subjects suggests the ability to discriminate the cohorts that could lead to a stratification of hypertension risk in OSAS patients.

  12. Identification of a Class of Non-linear State Space Models using RPE Techniques

    DEFF Research Database (Denmark)

    Zhou, Wei-Wu; Blanke, Mogens

    1989-01-01

    The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions...... of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator...

  13. Output tracking and regulation of nonlinear system based on Takagi-Sugeno fuzzy model.

    Science.gov (United States)

    Ma, X J; Sun, Z Q

    2000-01-01

    On the basis of the Takagi-Sugeno (TS) fuzzy model, this paper discusses in detail the following three problems: (1) output tracking of the nonlinear system; (2) output regulation of the nonlinear system via a state feedback; (3) output regulation of the nonlinear system via a error feedback. Numerical simulations are given to illustrate the soundness of these results and the effectiveness of the new methodology solving the output tracking and regulation problem of the nonlinear system.

  14. Study of Super-Twisting sliding mode control for U model based nonlinear system

    OpenAIRE

    Zhang, Jianhua; Li, Yang; Xueli WU; Jianan HUO; Shenyang ZHUANG

    2016-01-01

    The Super-Twisting control algorithm is adopted to analyze the U model based nonlinear control system in order to solve the controller design problems of non-affine nonlinear systems. The non-affine nonlinear systems are studied, the neural network approximation of the nonlinear function is performed, and the Super-Twisting control algorithm is used to control. The convergence of the Super-Twisting algorithm is proved by selecting an appropriate Lyapunov function. The Matlab simulation is car...

  15. Harmonic amplitude dependent dynamic stiffness of hydraulic bushings: Alternate nonlinear models and experimental validation

    Science.gov (United States)

    Fredette, Luke; Dreyer, Jason T.; Rook, Todd E.; Singh, Rajendra

    2016-06-01

    The dynamic stiffness properties of automotive hydraulic bushings exhibit significant amplitude sensitivity which cannot be captured by linear time-invariant models. Quasi-linear and nonlinear models are therefore proposed with focus on the amplitude sensitivity in magnitude and loss angle spectra (up to 50 Hz). Since production bushing model parameters are unknown, dynamic stiffness tests and laboratory experiments are utilized to extract model parameters. Nonlinear compliance and resistance elements are incorporated, including their interactions in order to improve amplitude sensitive predictions. New solution approximations for the new nonlinear system equations refine the multi-term harmonic balance term method. Quasi-linear models yield excellent accuracy but cannot predict trends in amplitude sensitivity since they rely on available dynamic stiffness measurements. Nonlinear models containing both nonlinear resistance and compliance elements yield superior predictions to those of prior models (with a single nonlinearity) while also providing more physical insight. Suggestion for further work is briefly mentioned.

  16. Chaotic inflation from nonlinear sigma models in supergravity

    Directory of Open Access Journals (Sweden)

    Simeon Hellerman

    2015-03-01

    Full Text Available We present a common solution to the puzzles of the light Higgs or quark masses and the need for a shift symmetry and large field values in high scale chaotic inflation. One way to protect, for example, the Higgs from a large supersymmetric mass term is if it is the Nambu–Goldstone boson (NGB of a nonlinear sigma model. However, it is well known that nonlinear sigma models (NLSMs with nontrivial Kähler transformations are problematic to couple to supergravity. An additional field is necessary to make the Kähler potential of the NLSM invariant in supergravity. This field must have a shift symmetry — making it a candidate for the inflaton (or axion. We give an explicit example of such a model for the coset space SU(3/SU(2×U(1, with the Higgs as the NGB, including breaking the inflaton's shift symmetry and producing a chaotic inflation potential. This construction can also be applied to other models, such as one based on E7/SO(10×U(1×U(1 which incorporates the first two generations of (light quarks as the Nambu–Goldstone multiplets, and has an axion in addition to the inflaton. Along the way we clarify and connect previous work on understanding NLSMs in supergravity and the origin of the extra field (which is the inflaton here, including a connection to Witten–Bagger quantization. This framework has wide applications to model building; a light particle from a NLSM requires, in supergravity, exactly the structure for chaotic inflaton or an axion.

  17. Chaotic inflation from nonlinear sigma models in supergravity

    Science.gov (United States)

    Hellerman, Simeon; Kehayias, John; Yanagida, Tsutomu T.

    2015-03-01

    We present a common solution to the puzzles of the light Higgs or quark masses and the need for a shift symmetry and large field values in high scale chaotic inflation. One way to protect, for example, the Higgs from a large supersymmetric mass term is if it is the Nambu-Goldstone boson (NGB) of a nonlinear sigma model. However, it is well known that nonlinear sigma models (NLSMs) with nontrivial Kähler transformations are problematic to couple to supergravity. An additional field is necessary to make the Kähler potential of the NLSM invariant in supergravity. This field must have a shift symmetry - making it a candidate for the inflaton (or axion). We give an explicit example of such a model for the coset space SU (3) / SU (2) × U (1), with the Higgs as the NGB, including breaking the inflaton's shift symmetry and producing a chaotic inflation potential. This construction can also be applied to other models, such as one based on E7 / SO (10) × U (1) × U (1) which incorporates the first two generations of (light) quarks as the Nambu-Goldstone multiplets, and has an axion in addition to the inflaton. Along the way we clarify and connect previous work on understanding NLSMs in supergravity and the origin of the extra field (which is the inflaton here), including a connection to Witten-Bagger quantization. This framework has wide applications to model building; a light particle from a NLSM requires, in supergravity, exactly the structure for chaotic inflaton or an axion.

  18. Non-linear calibration models for near infrared spectroscopy

    DEFF Research Database (Denmark)

    Ni, Wangdong; Nørgaard, Lars; Mørup, Morten

    2014-01-01

    Different calibration techniques are available for spectroscopic applications that show nonlinear behavior. This comprehensive comparative study presents a comparison of different nonlinear calibration techniques: kernel PLS (KPLS), support vector machines (SVM), least-squares SVM (LS-SVM), relev...

  19. Nonlinear Fuzzy Model Predictive Control for a PWR Nuclear Power Plant

    Directory of Open Access Journals (Sweden)

    Xiangjie Liu

    2014-01-01

    Full Text Available Reliable power and temperature control in pressurized water reactor (PWR nuclear power plant is necessary to guarantee high efficiency and plant safety. Since the nuclear plants are quite nonlinear, the paper presents nonlinear fuzzy model predictive control (MPC, by incorporating the realistic constraints, to realize the plant optimization. T-S fuzzy modeling on nuclear power plant is utilized to approximate the nonlinear plant, based on which the nonlinear MPC controller is devised via parallel distributed compensation (PDC scheme in order to solve the nonlinear constraint optimization problem. Improved performance compared to the traditional PID controller for a TMI-type PWR is obtained in the simulation.

  20. Min-max model predictive control for constrained nonlinear systems via multiple LPV embeddings

    Institute of Scientific and Technical Information of China (English)

    ZHAO Min; LI Ning; LI ShaoYuan

    2009-01-01

    A min-max model predictive control strategy is proposed for a class of constrained nonlinear system whose trajectories can be embedded within those of a bank of linear parameter varying (LPV) models. The embedding LPV models can yield much better approximation of the nonlinear system dynamics than a single LTV model. For each LPV model, a parameter-dependent Lyapunov function is introduced to obtain poly-quadratically stable control law and to guarantee the feasibility and stability of the original nonlinear system. This approach can greatly reduce computational burden in traditional nonlinear predictive control strategy. Finally a simulation example illustrating the strategy is presented.