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...
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.
A non-linear state space approach to model groundwater fluctuations
Berendrecht, W.L.; Heemink, A.W.; Geer, F.C. van; Gehrels, J.C.
2006-01-01
A non-linear state space model is developed for describing groundwater fluctuations. Non-linearity is introduced by modeling the (unobserved) degree of water saturation of the root zone. The non-linear relations are based on physical concepts describing the dependence of both the actual
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...
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
Koopman, S.J.; Lucas, A.; Scharth, M.
2015-01-01
We propose a general likelihood evaluation method for nonlinear non-Gaussian state-space models using the simulation-based method of efficient importance sampling. We minimize the simulation effort by replacing some key steps of the likelihood estimation procedure by numerical integration. We refer
Recursive prediction error methods for online estimation in nonlinear state-space models
Directory of Open Access Journals (Sweden)
Dag Ljungquist
1994-04-01
Full Text Available Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive prediction error method are included, as well as a new method based on a line-search strategy. A comparison of the algorithms illustrates that they are very similar although the differences can be important for the online tracking capabilities and robustness. Simulation experiments on a simple nonlinear process show that the performance under certain conditions can be improved by including a line-search strategy.
State Space Modeling Using SAS
Directory of Open Access Journals (Sweden)
Rajesh Selukar
2011-05-01
Full Text Available This article provides a brief introduction to the state space modeling capabilities in SAS, a well-known statistical software system. SAS provides state space modeling in a few different settings. SAS/ETS, the econometric and time series analysis module of the SAS system, contains many procedures that use state space models to analyze univariate and multivariate time series data. In addition, SAS/IML, an interactive matrix language in the SAS system, provides Kalman filtering and smoothing routines for stationary and nonstationary state space models. SAS/IML also provides support for linear algebra and nonlinear function optimization, which makes it a convenient environment for general-purpose state space modeling.
Identification of a class of nonlinear state-space models using RPE techniques
DEFF Research Database (Denmark)
Zhou, W. W.; Blanke, Mogens
1986-01-01
The recursive prediction error methods in state-space form have been efficiently used as parameter identifiers for linear systems, and especially Ljung's innovations filter using a Newton search direction has proved to be quite ideal. In this paper, the RPE method in state-space form is developed...... a quite convincing performance of the filter as combined parameter and state estimator....
CVA identification of nonlinear systems with LPV state-space models of affine dependence
Larimore, W.E.; Cox, P.B.; Toth, R.
2015-01-01
This paper discusses an improvement on the extension of linear subspace methods (originally developed in the Linear Time-Invariant (LTI) context) to the identification of Linear Parameter-Varying (LPV) and state-affine nonlinear system models. This includes the fitting of a special polynomial
Relan, Rishi; Tiels, Koen; Marconato, Anna; Dreesen, Philippe; Schoukens, Johan
2018-05-01
Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time nonlinear state space model (NLSS) for the nonlinear dynamical system with relatively short data record is proposed. The capability of the NLSS model structure is demonstrated by introducing two different initialisation schemes, one of them using multivariate polynomials. In addition, a method using first-order information of the multivariate polynomials and tensor decomposition is employed to obtain the parsimonious decoupled representation of the set of multivariate real polynomials estimated during the identification of NLSS model. Finally, the experimental verification of the model structure is done on the cascaded water-benchmark identification problem.
Decuyper, J.; De Troyer, T.; Runacres, M. C.; Tiels, K.; Schoukens, J.
2018-01-01
The flow-induced vibration of bluff bodies is an important problem of many marine, civil, or mechanical engineers. In the design phase of such structures, it is vital to obtain good predictions of the fluid forces acting on the structure. Current methods rely on computational fluid dynamic simulations (CFD), with a too high computational cost to be effectively used in the design phase or for control applications. Alternative methods use heuristic mathematical models of the fluid forces, but these lack the accuracy (they often assume the system to be linear) or flexibility to be useful over a wide operating range. In this work we show that it is possible to build an accurate, flexible and low-computational-cost mathematical model using nonlinear system identification techniques. This model is data driven: it is trained over a user-defined region of interest using data obtained from experiments or simulations, or both. Here we use a Van der Pol oscillator as well as CFD simulations of an oscillating circular cylinder to generate the training data. Then a discrete-time polynomial nonlinear state-space model is fit to the data. This model relates the oscillation of the cylinder to the force that the fluid exerts on the cylinder. The model is finally validated over a wide range of oscillation frequencies and amplitudes, both inside and outside the so-called lock-in region. We show that forces simulated by the model are in good agreement with the data obtained from CFD.
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
DEFF Research Database (Denmark)
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.
and impulse response functions. Thus, our analysis introduces GMM estimation for DSGE models approximated up to third-order and provides the foundation for indirect inference and SMM when simulation is required. We illustrate the usefulness of our approach by estimating a New Keynesian model with habits...... and Epstein-Zin preferences by GMM when using …rst and second unconditional moments of macroeconomic and …nancial data and by SMM when using additional third and fourth unconditional moments and non-Gaussian innovations....
Dreano, Denis
2017-04-05
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.
My Life with State Space Models
DEFF Research Database (Denmark)
Lundbye-Christensen, Søren
2007-01-01
. The conceptual idea behind the state space model is that the evolution over time in the object we are observing and the measurement process itself are modelled separately. My very first serious analysis of a data set was done using a state space model, and since then I seem to have been "haunted" by state space...
Dreano, Denis; Tandeo, P.; Pulido, M.; Ait-El-Fquih, Boujemaa; Chonavel, T.; Hoteit, Ibrahim
2017-01-01
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended
State space modeling of Memristor-based Wien oscillator
Talukdar, Abdul Hafiz Ibne
2011-12-01
State space modeling of Memristor based Wien \\'A\\' oscillator has been demonstrated for the first time considering nonlinear ion drift in Memristor. Time dependant oscillating resistance of Memristor is reported in both state space solution and SPICE simulation which plausibly provide the basis of realizing parametric oscillation by Memristor based Wien oscillator. In addition to this part Memristor is shown to stabilize the final oscillation amplitude by means of its nonlinear dynamic resistance which hints for eliminating diode in the feedback network of conventional Wien oscillator. © 2011 IEEE.
State space modeling of Memristor-based Wien oscillator
Talukdar, Abdul Hafiz Ibne; Radwan, Ahmed G.; Salama, Khaled N.
2011-01-01
State space modeling of Memristor based Wien 'A' oscillator has been demonstrated for the first time considering nonlinear ion drift in Memristor. Time dependant oscillating resistance of Memristor is reported in both state space solution and SPICE simulation which plausibly provide the basis of realizing parametric oscillation by Memristor based Wien oscillator. In addition to this part Memristor is shown to stabilize the final oscillation amplitude by means of its nonlinear dynamic resistance which hints for eliminating diode in the feedback network of conventional Wien oscillator. © 2011 IEEE.
Modeling volatility using state space models.
Timmer, J; Weigend, A S
1997-08-01
In time series problems, noise can be divided into two categories: dynamic noise which drives the process, and observational noise which is added in the measurement process, but does not influence future values of the system. In this framework, we show that empirical volatilities (the squared relative returns of prices) exhibit a significant amount of observational noise. To model and predict their time evolution adequately, we estimate state space models that explicitly include observational noise. We obtain relaxation times for shocks in the logarithm of volatility ranging from three weeks (for foreign exchange) to three to five months (for stock indices). In most cases, a two-dimensional hidden state is required to yield residuals that are consistent with white noise. We compare these results with ordinary autoregressive models (without a hidden state) and find that autoregressive models underestimate the relaxation times by about two orders of magnitude since they do not distinguish between observational and dynamic noise. This new interpretation of the dynamics of volatility in terms of relaxators in a state space model carries over to stochastic volatility models and to GARCH models, and is useful for several problems in finance, including risk management and the pricing of derivative securities. Data sets used: Olsen & Associates high frequency DEM/USD foreign exchange rates (8 years). Nikkei 225 index (40 years). Dow Jones Industrial Average (25 years).
State-Space Modelling in Marine Science
DEFF Research Database (Denmark)
Albertsen, Christoffer Moesgaard
State-space models provide a natural framework for analysing time series that cannot be observed without error. This is the case for fisheries stock assessments and movement data from marine animals. In fisheries stock assessments, the aim is to estimate the stock size; however, the only data...... available is the number of fish removed from the population and samples on a small fraction of the population. In marine animal movement, accurate position systems such as GPS cannot be used. Instead, inaccurate alternative must be used yielding observations with large errors. Both assessment and individual...... animal movement models are important for management and conservation of marine animals. Consequently, models should be developed to be operational in a management context while adequately evaluating uncertainties in the models. This thesis develops state-space models using the Laplace approximation...
State-Space Modelling of Loudspeakers using Fractional Derivatives
DEFF Research Database (Denmark)
King, Alexander Weider; Agerkvist, Finn T.
2015-01-01
This work investigates the use of fractional order derivatives in modeling moving-coil loudspeakers. A fractional order state-space solution is developed, leading the way towards incorporating nonlinearities into a fractional order system. The method is used to calculate the response of a fractio......This work investigates the use of fractional order derivatives in modeling moving-coil loudspeakers. A fractional order state-space solution is developed, leading the way towards incorporating nonlinearities into a fractional order system. The method is used to calculate the response...... of a fractional harmonic oscillator, representing the mechanical part of a loudspeaker, showing the effect of the fractional derivative and its relationship to viscoelasticity. Finally, a loudspeaker model with a fractional order viscoelastic suspension and fractional order voice coil is fit to measurement data...
Grey-box state-space identification of nonlinear mechanical vibrations
Noël, J. P.; Schoukens, J.
2018-05-01
The present paper deals with the identification of nonlinear mechanical vibrations. A grey-box, or semi-physical, nonlinear state-space representation is introduced, expressing the nonlinear basis functions using a limited number of measured output variables. This representation assumes that the observed nonlinearities are localised in physical space, which is a generic case in mechanics. A two-step identification procedure is derived for the grey-box model parameters, integrating nonlinear subspace initialisation and weighted least-squares optimisation. The complete procedure is applied to an electrical circuit mimicking the behaviour of a single-input, single-output (SISO) nonlinear mechanical system and to a single-input, multiple-output (SIMO) geometrically nonlinear beam structure.
Validation of ecological state space models using the Laplace approximation
DEFF Research Database (Denmark)
Thygesen, Uffe Høgsbro; Albertsen, Christoffer Moesgaard; Berg, Casper Willestofte
2017-01-01
Many statistical models in ecology follow the state space paradigm. For such models, the important step of model validation rarely receives as much attention as estimation or hypothesis testing, perhaps due to lack of available algorithms and software. Model validation is often based on a naive...... for estimation in general mixed effects models. Implementing one-step predictions in the R package Template Model Builder, we demonstrate that it is possible to perform model validation with little effort, even if the ecological model is multivariate, has non-linear dynamics, and whether observations...... useful directions in which the model could be improved....
Multimedia Mapping using Continuous State Space Models
DEFF Research Database (Denmark)
Lehn-Schiøler, Tue
2004-01-01
In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space'. Simulations...... are performed on recordings of 3-5 sec. video sequences with sentences from the Timit database. The model is able to construct an image sequence from an unknown noisy speech sequence fairly well even though the number of training examples are limited....
Multivariable Wind Modeling in State Space
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Pedersen, B. J.
2011-01-01
Turbulence of the incoming wind field is of paramount importance to the dynamic response of wind turbines. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical...... for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modeling method....... the succeeding state space and ARMA modeling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross...
Directory of Open Access Journals (Sweden)
Esfandiar, H.
2013-05-01
Full Text Available In this paper, based on the VoigtKelvin constitutive model, nonlinear dynamic modelling and state space representation of a viscoelastic beam acting as a flexible robotic manipulator is investigated. Complete nonlinear dynamic modelling of a viscoelastic beam without premature linearisation of dynamic equations is developed. The adopted method is capable of reproducing nonlinear dynamic effects, such as beam stiffening due to centrifugal and Coriolis forces induced by rotation of the joints. Structural damping effects on the models dynamic behaviour are also shown. A reliable model for a viscoelastic beam is subsequently presented. The governing equations of motion are derived using Hamiltons principle, and using the finite difference method, nonlinear partial differential equations are reduced to ordinary differential equations. For the purpose of flexible manipulator control, the standard form of state space equations for the viscoelastic link and the actuator is obtained. Simulation results indicate substantial improvements in dynamic behaviour, and a parameter sensitivity study is carried out to investigate the effect of structural damping on the vibration amplitude.
Rizvi, S.Z.; Mohammadpour, J.; Toth, R.; Meskin, N.
2015-01-01
This paper first describes the development of a nonparametric identification method for linear parameter-varying (LPV) state-space models and then applies it to a nonlinear process system. The proposed method uses kernel-based least-squares support vector machines (LS-SVM). While parametric
Predictive Control Based upon State Space Models
Directory of Open Access Journals (Sweden)
Jens G. Balchen
1989-04-01
Full Text Available Repetitive online computation of the control vector by solving the optimal control problem of a non-linear multivariable process with arbitrary performance indices is investigated. Two different methods are considered in the search for an optimal, parameterized control vector: Pontryagin's Maximum Principle and optimization by using the performance index and its gradient directly. Unfortunately, solving this optimization problem has turned out to be a rather time-consuming task which has resulted in a time delay that cannot be accepted when the actual process is exposed to rapidly-varying disturbances. However, an instantaneous feedback strategy operating in parallel with the original control aogorithm was found to be able to cope with this problem.
State space model extraction of thermohydraulic systems – Part I: A linear graph approach
International Nuclear Information System (INIS)
Uren, K.R.; Schoor, G. van
2013-01-01
Thermohydraulic simulation codes are increasingly making use of graphical design interfaces. The user can quickly and easily design a thermohydraulic system by placing symbols on the screen resembling system components. These components can then be connected to form a system representation. Such system models may then be used to obtain detailed simulations of the physical system. Usually this kind of simulation models are too complex and not ideal for control system design. Therefore, a need exists for automated techniques to extract lumped parameter models useful for control system design. The goal of this first paper, in a two part series, is to propose a method that utilises a graphical representation of a thermohydraulic system, and a lumped parameter modelling approach, to extract state space models. In this methodology each physical domain of the thermohydraulic system is represented by a linear graph. These linear graphs capture the interaction between all components within and across energy domains – hydraulic, thermal and mechanical. These linear graphs are analysed using a graph-theoretic approach to derive reduced order state space models. These models capture the dominant dynamics of the thermohydraulic system and are ideal for control system design purposes. The proposed state space model extraction method is demonstrated by considering a U-tube system. A non-linear state space model is extracted representing both the hydraulic and thermal domain dynamics of the system. The simulated state space model is compared with a Flownex ® model of the U-tube. Flownex ® is a validated systems thermal-fluid simulation software package. - Highlights: • A state space model extraction methodology based on graph-theoretic concepts. • An energy-based approach to consider multi-domain systems in a common framework. • Allow extraction of transparent (white-box) state space models automatically. • Reduced order models containing only independent state
System resiliency quantification using non-state-space and state-space analytic models
International Nuclear Information System (INIS)
Ghosh, Rahul; Kim, DongSeong; Trivedi, Kishor S.
2013-01-01
Resiliency is becoming an important service attribute for large scale distributed systems and networks. Key problems in resiliency quantification are lack of consensus on the definition of resiliency and systematic approach to quantify system resiliency. In general, resiliency is defined as the ability of (system/person/organization) to recover/defy/resist from any shock, insult, or disturbance [1]. Many researchers interpret resiliency as a synonym for fault-tolerance and reliability/availability. However, effect of failure/repair on systems is already covered by reliability/availability measures and that of on individual jobs is well covered under the umbrella of performability [2] and task completion time analysis [3]. We use Laprie [4] and Simoncini [5]'s definition in which resiliency is the persistence of service delivery that can justifiably be trusted, when facing changes. The changes we are referring to here are beyond the envelope of system configurations already considered during system design, that is, beyond fault tolerance. In this paper, we outline a general approach for system resiliency quantification. Using examples of non-state-space and state-space stochastic models, we analytically–numerically quantify the resiliency of system performance, reliability, availability and performability measures w.r.t. structural and parametric changes
International Nuclear Information System (INIS)
Uren, Kenneth Richard; Schoor, George van
2013-01-01
This second paper in a two part series presents the application of a developed state space model extraction methodology applied to a Brayton cycle-based PCU (power conversion unit) of a PBMR (pebble bed modular reactor). The goal is to investigate if the state space extraction methodology can cope with larger and more complex thermohydraulic systems. In Part I the state space model extraction methodology for the purpose of control was described in detail and a state space representation was extracted for a U-tube system to illustrate the concept. In this paper a 25th order nonlinear state space representation in terms of the different energy domains is extracted. This state space representation is solved and the responses of a number of important states are compared with results obtained from a PBMR PCU Flownex ® model. Flownex ® is a validated thermo fluid simulation software package. The results show that the state space model closely resembles the dynamics of the PBMR PCU. This kind of model may be used for nonlinear MIMO (multi-input, multi-output) type of control strategies. However, there is still a need for linear state space models since many control system design and analysis techniques require a linear state space model. This issue is also addressed in this paper by showing how a linear state space model can be derived from the extracted nonlinear state space model. The linearised state space model is also validated by comparing the state space model to an existing linear Simulink ® model of the PBMR PCU system. - Highlights: • State space model extraction of a pebble bed modular reactor PCU (power conversion unit). • A 25th order nonlinear time varying state space model is obtained. • Linearisation of a nonlinear state space model for use in power output control. • Non-minimum phase characteristic that is challenging in terms of control. • Models derived are useful for MIMO control strategies
State-space prediction model for chaotic time series
Alparslan, A. K.; Sayar, M.; Atilgan, A. R.
1998-08-01
A simple method for predicting the continuation of scalar chaotic time series ahead in time is proposed. The false nearest neighbors technique in connection with the time-delayed embedding is employed so as to reconstruct the state space. A local forecasting model based upon the time evolution of the topological neighboring in the reconstructed phase space is suggested. A moving root-mean-square error is utilized in order to monitor the error along the prediction horizon. The model is tested for the convection amplitude of the Lorenz model. The results indicate that for approximately 100 cycles of the training data, the prediction follows the actual continuation very closely about six cycles. The proposed model, like other state-space forecasting models, captures the long-term behavior of the system due to the use of spatial neighbors in the state space.
A Learning State-Space Model for Image Retrieval
Directory of Open Access Journals (Sweden)
Lee Greg C
2007-01-01
Full Text Available This paper proposes an approach based on a state-space model for learning the user concepts in image retrieval. We first design a scheme of region-based image representation based on concept units, which are integrated with different types of feature spaces and with different region scales of image segmentation. The design of the concept units aims at describing similar characteristics at a certain perspective among relevant images. We present the details of our proposed approach based on a state-space model for interactive image retrieval, including likelihood and transition models, and we also describe some experiments that show the efficacy of our proposed model. This work demonstrates the feasibility of using a state-space model to estimate the user intuition in image retrieval.
Dynamic State Space Partitioning for External Memory Model Checking
DEFF Research Database (Denmark)
Evangelista, Sami; Kristensen, Lars Michael
2009-01-01
We describe a dynamic partitioning scheme usable by model checking techniques that divide the state space into partitions, such as most external memory and distributed model checking algorithms. The goal of the scheme is to reduce the number of transitions that link states belonging to different...
State Space Reduction for Model Checking Agent Programs
S.-S.T.Q. Jongmans (Sung-Shik); K.V. Hindriks; M.B. van Riemsdijk; L. Dennis; O. Boissier; R.H. Bordini (Rafael)
2012-01-01
htmlabstractState space reduction techniques have been developed to increase the efficiency of model checking in the context of imperative programming languages. Unfortunately, these techniques cannot straightforwardly be applied to agents: the nature of states in the two programming paradigms
Modeling and Simulation of DC Power Electronics Systems Using Harmonic State Space (HSS) Method
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
based on the state-space averaging and generalized averaging, these also have limitations to show the same results as with the non-linear time domain simulations. This paper presents a modeling and simulation method for a large dc power electronic system by using Harmonic State Space (HSS) modeling......For the efficiency and simplicity of electric systems, the dc based power electronics systems are widely used in variety applications such as electric vehicles, ships, aircrafts and also in homes. In these systems, there could be a number of dynamic interactions between loads and other dc-dc....... Through this method, the required computation time and CPU memory for large dc power electronics systems can be reduced. Besides, the achieved results show the same results as with the non-linear time domain simulation, but with the faster simulation time which is beneficial in a large network....
Rapid State Space Modeling Tool for Rectangular Wing Aeroservoelastic Studies
Suh, Peter M.; Conyers, Howard Jason; Mavris, Dimitri N.
2015-01-01
This report introduces a modeling and simulation tool for aeroservoelastic analysis of rectangular wings with trailing-edge control surfaces. The inputs to the code are planform design parameters such as wing span, aspect ratio, and number of control surfaces. Using this information, the generalized forces are computed using the doublet-lattice method. Using Roger's approximation, a rational function approximation is computed. The output, computed in a few seconds, is a state space aeroservoelastic model which can be used for analysis and control design. The tool is fully parameterized with default information so there is little required interaction with the model developer. All parameters can be easily modified if desired. The focus of this report is on tool presentation, verification, and validation. These processes are carried out in stages throughout the report. The rational function approximation is verified against computed generalized forces for a plate model. A model composed of finite element plates is compared to a modal analysis from commercial software and an independently conducted experimental ground vibration test analysis. Aeroservoelastic analysis is the ultimate goal of this tool, therefore, the flutter speed and frequency for a clamped plate are computed using damping-versus-velocity and frequency-versus-velocity analysis. The computational results are compared to a previously published computational analysis and wind-tunnel results for the same structure. A case study of a generic wing model with a single control surface is presented. Verification of the state space model is presented in comparison to damping-versus-velocity and frequency-versus-velocity analysis, including the analysis of the model in response to a 1-cos gust.
Formulating state space models in R with focus on longitudinal regression models
DEFF Research Database (Denmark)
Dethlefsen, Claus; Lundbye-Christensen, Søren
We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms in the form...... We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms...
Mapping from Speech to Images Using Continuous State Space Models
DEFF Research Database (Denmark)
Lehn-Schiøler, Tue; Hansen, Lars Kai; Larsen, Jan
2005-01-01
In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space...... a subjective point of view the model is able to construct an image sequence from an unknown noisy speech sequence even though the number of training examples are limited.......'. The performance of the system is critically dependent on the number of hidden variables, with too few variables the model cannot represent data, and with too many overfitting is noticed. Simulations are performed on recordings of 3-5 sec.\\$\\backslash\\$ video sequences with sentences from the Timit database. From...
A Knowledge Discovery from POS Data using State Space Models
Sato, Tadahiko; Higuchi, Tomoyuki
The number of competing-brands changes by new product's entry. The new product introduction is endemic among consumer packaged goods firm and is an integral component of their marketing strategy. As a new product's entry affects markets, there is a pressing need to develop market response model that can adapt to such changes. In this paper, we develop a dynamic model that capture the underlying evolution of the buying behavior associated with the new product. This extends an application of a dynamic linear model, which is used by a number of time series analyses, by allowing the observed dimension to change at some point in time. Our model copes with a problem that dynamic environments entail: changes in parameter over time and changes in the observed dimension. We formulate the model with framework of a state space model. We realize an estimation of the model using modified Kalman filter/fixed interval smoother. We find that new product's entry (1) decreases brand differentiation for existing brands, as indicated by decreasing difference between cross-price elasticities; (2) decreases commodity power for existing brands, as indicated by decreasing trend; and (3) decreases the effect of discount for existing brands, as indicated by a decrease in the magnitude of own-brand price elasticities. The proposed framework is directly applicable to other fields in which the observed dimension might be change, such as economic, bioinformatics, and so forth.
Formulating state space models in R with focus on longitudinal regression models
DEFF Research Database (Denmark)
Dethlefsen, Claus; Lundbye-Christensen, Søren
2006-01-01
We provide a language for formulating a range of state space models with response densities within the exponential family. The described methodology is implemented in the R-package sspir. A state space model is specified similarly to a generalized linear model in R, and then the time-varying terms...
Bergboer, N.H.; Verdult, V.; Verhaegen, M.H.G.
2002-01-01
We present a numerically efficient implementation of the nonlinear least squares and maximum likelihood identification of multivariable linear time-invariant (LTI) state-space models. This implementation is based on a local parameterization of the system and a gradient search in the resulting
A State Space Model for the Wood Chip Refining Model
Directory of Open Access Journals (Sweden)
David Di Ruscio
1997-07-01
Full Text Available A detailed dynamic model of the fibre size distribution between the refiner discs, distributed along the refiner radius, is presented. Both one- and two-dimensional descriptions for the fibre or shive geometry are given. It is shown that this model may be simplified and that analytic solutions exist under non-restrictive assumptions. A direct method for the recursive estimation of unknown parameters is presented. This method is applicable to linear or linearized systems which have a triangular structure.
Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik
2018-05-01
Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.
State space modeling of reactor core in a pressurized water reactor
Energy Technology Data Exchange (ETDEWEB)
Ashaari, A.; Ahmad, T.; M, Wan Munirah W. [Department of Mathematical Science, Faculty of Science, Universiti Teknologi Malaysia, 81310 Skudai, Johor (Malaysia); Shamsuddin, Mustaffa [Institute of Ibnu Sina, Universiti Teknologi Malaysia, 81310 Skudai, Johor (Malaysia); Abdullah, M. Adib [Swinburne University of Technology, Faculty of Engineering, Computing and Science, Jalan Simpang Tiga, 93350 Kuching, Sarawak (Malaysia)
2014-07-10
The power control system of a nuclear reactor is the key system that ensures a safe operation for a nuclear power plant. However, a mathematical model of a nuclear power plant is in the form of nonlinear process and time dependent that give very hard to be described. One of the important components of a Pressurized Water Reactor is the Reactor core. The aim of this study is to analyze the performance of power produced from a reactor core using temperature of the moderator as an input. Mathematical representation of the state space model of the reactor core control system is presented and analyzed in this paper. The data and parameters are taken from a real time VVER-type Pressurized Water Reactor and will be verified using Matlab and Simulink. Based on the simulation conducted, the results show that the temperature of the moderator plays an important role in determining the power of reactor core.
Parameter and State Estimator for State Space Models
Directory of Open Access Journals (Sweden)
Ruifeng Ding
2014-01-01
Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.
Making Faces - State-Space Models Applied to Multi-Modal Signal Processing
DEFF Research Database (Denmark)
Lehn-Schiøler, Tue
2005-01-01
The two main focus areas of this thesis are State-Space Models and multi modal signal processing. The general State-Space Model is investigated and an addition to the class of sequential sampling methods is proposed. This new algorithm is denoted as the Parzen Particle Filter. Furthermore...... optimizer can be applied to speed up convergence. The linear version of the State-Space Model, the Kalman Filter, is applied to multi modal signal processing. It is demonstrated how a State-Space Model can be used to map from speech to lip movements. Besides the State-Space Model and the multi modal...... application an information theoretic vector quantizer is also proposed. Based on interactions between particles, it is shown how a quantizing scheme based on an analytic cost function can be derived....
Identified state-space prediction model for aero-optical wavefronts
Faghihi, Azin; Tesch, Jonathan; Gibson, Steve
2013-07-01
A state-space disturbance model and associated prediction filter for aero-optical wavefronts are described. The model is computed by system identification from a sequence of wavefronts measured in an airborne laboratory. Estimates of the statistics and flow velocity of the wavefront data are shown and can be computed from the matrices in the state-space model without returning to the original data. Numerical results compare velocity values and power spectra computed from the identified state-space model with those computed from the aero-optical data.
Adaptive kernels in approximate filtering of state-space models
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil
2017-01-01
Roč. 31, č. 6 (2017), s. 938-952 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : filtering * nonlinear filters * Bayesian filtering * sequential Monte Carlo * approximate filtering Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.708, year: 2016 http://library.utia.cs.cz/separaty/2016/AS/dedecius-0466448.pdf
Tse, Peter W; Wang, Dong
2017-02-14
Bearings are widely used in various industries to support rotating shafts. Their failures accelerate failures of other adjacent components and may cause unexpected machine breakdowns. In recent years, nonlinear vibration responses collected from a dynamic rotor-bearing system have been widely analyzed for bearing diagnostics. Numerous methods have been proposed to identify different bearing faults. However, these methods are unable to predict the future health conditions of bearings. To extend bearing diagnostics to bearing prognostics, this paper reports the design of a state space formulation of nonlinear vibration responses collected from a dynamic rotor-bearing system in order to intelligently predict bearing remaining useful life (RUL). Firstly, analyses of nonlinear vibration responses were conducted to construct a bearing health indicator (BHI) so as to assess the current bearing health condition. Secondly, a state space model of the BHI was developed to mathematically track the health evolution of the BHI. Thirdly, unscented particle filtering was used to predict bearing RUL. Lastly, a new bearing acceleration life testing setup was designed to collect natural bearing degradation data, which were used to validate the effectiveness of the proposed bearing prognostic method. Results show that the prediction accuracy of the proposed bearing prognostic method is promising and the proposed bearing prognostic method is able to reflect future bearing health conditions.
Directory of Open Access Journals (Sweden)
Peter W. Tse
2017-02-01
Full Text Available Bearings are widely used in various industries to support rotating shafts. Their failures accelerate failures of other adjacent components and may cause unexpected machine breakdowns. In recent years, nonlinear vibration responses collected from a dynamic rotor-bearing system have been widely analyzed for bearing diagnostics. Numerous methods have been proposed to identify different bearing faults. However, these methods are unable to predict the future health conditions of bearings. To extend bearing diagnostics to bearing prognostics, this paper reports the design of a state space formulation of nonlinear vibration responses collected from a dynamic rotor-bearing system in order to intelligently predict bearing remaining useful life (RUL. Firstly, analyses of nonlinear vibration responses were conducted to construct a bearing health indicator (BHI so as to assess the current bearing health condition. Secondly, a state space model of the BHI was developed to mathematically track the health evolution of the BHI. Thirdly, unscented particle filtering was used to predict bearing RUL. Lastly, a new bearing acceleration life testing setup was designed to collect natural bearing degradation data, which were used to validate the effectiveness of the proposed bearing prognostic method. Results show that the prediction accuracy of the proposed bearing prognostic method is promising and the proposed bearing prognostic method is able to reflect future bearing health conditions.
Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models
Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas
2017-02-01
A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally
Abellán-Nebot, J. V.; Liu, J.; Romero, F.
2009-11-01
The State Space modelling approach has been recently proposed as an engineering-driven technique for part quality prediction in Multistage Machining Processes (MMP). Current State Space models incorporate fixture and datum variations in the multi-stage variation propagation, without explicitly considering common operation variations such as machine-tool thermal distortions, cutting-tool wear, cutting-tool deflections, etc. This paper shows the limitations of the current State Space model through an experimental case study where the effect of the spindle thermal expansion, cutting-tool flank wear and locator errors are introduced. The paper also discusses the extension of the current State Space model to include operation variations and its potential benefits.
A State Space Model for Spatial Updating of Remembered Visual Targets during Eye Movements.
Mohsenzadeh, Yalda; Dash, Suryadeep; Crawford, J Douglas
2016-01-01
In the oculomotor system, spatial updating is the ability to aim a saccade toward a remembered visual target position despite intervening eye movements. Although this has been the subject of extensive experimental investigation, there is still no unifying theoretical framework to explain the neural mechanism for this phenomenon, and how it influences visual signals in the brain. Here, we propose a unified state-space model (SSM) to account for the dynamics of spatial updating during two types of eye movement; saccades and smooth pursuit. Our proposed model is a non-linear SSM and implemented through a recurrent radial-basis-function neural network in a dual Extended Kalman filter (EKF) structure. The model parameters and internal states (remembered target position) are estimated sequentially using the EKF method. The proposed model replicates two fundamental experimental observations: continuous gaze-centered updating of visual memory-related activity during smooth pursuit, and predictive remapping of visual memory activity before and during saccades. Moreover, our model makes the new prediction that, when uncertainty of input signals is incorporated in the model, neural population activity and receptive fields expand just before and during saccades. These results suggest that visual remapping and motor updating are part of a common visuomotor mechanism, and that subjective perceptual constancy arises in part from training the visual system on motor tasks.
Secondary structure classification of amino-acid sequences using state-space modeling
Brunnert, Marcus; Krahnke, Tillmann; Urfer, Wolfgang
2001-01-01
The secondary structure classification of amino acid sequences can be carried out by a statistical analysis of sequence and structure data using state-space models. Aiming at this classification, a modified filter algorithm programmed in S is applied to data of three proteins. The application leads to correct classifications of two proteins even when using relatively simple estimation methods for the parameters of the state-space models. Furthermore, it has been shown that the assumed initial...
Directory of Open Access Journals (Sweden)
Nataliya Chukhrova
2017-05-01
Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.
Directory of Open Access Journals (Sweden)
R. Talebitooti
Full Text Available In this paper the effect of quadratic and cubic non-linearities of the system consisting of the crankshaft and torsional vibration damper (TVD is taken into account. TVD consists of non-linear elastomer material used for controlling the torsional vibration of crankshaft. The method of multiple scales is used to solve the governing equations of the system. Meanwhile, the frequency response of the system for both harmonic and sub-harmonic resonances is extracted. In addition, the effects of detuning parameters and other dimensionless parameters for a case of harmonic resonance are investigated. Moreover, the external forces including both inertia and gas forces are simultaneously applied into the model. Finally, in order to study the effectiveness of the parameters, the dimensionless governing equations of the system are solved, considering the state space method. Then, the effects of the torsional damper as well as all corresponding parameters of the system are discussed.
Hyperstate matrix models : extending demographic state spaces to higher dimensions
Roth, G.; Caswell, H.
2016-01-01
1. Demographic models describe population dynamics in terms of the movement of individuals among states (e.g. size, age, developmental stage, parity, frailty, physiological condition). Matrix population models originally classified individuals by a single characteristic. This was enlarged to two
A state-space model for residential real estate valuation
Francke, M.
2010-01-01
All property in the Netherlands has to be appraised yearly. Yearly valuation has only been made possible with the help of models. The number of real estate appraisers is simply too small to value the more than 7 million residential properties. This paper describes the statistical model that is used
Embedding a State Space Model Into a Markov Decision Process
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Jørgensen, Erik; Højsgaard, Søren
2011-01-01
In agriculture Markov decision processes (MDPs) with finite state and action space are often used to model sequential decision making over time. For instance, states in the process represent possible levels of traits of the animal and transition probabilities are based on biological models...
International Nuclear Information System (INIS)
Sahmani, S.; Ansari, R.
2011-01-01
Buckling analysis of nanobeams is investigated using nonlocal continuum beam models of the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), and Levinson beam theory (LBT). To this end, Eringen's equations of nonlocal elasticity are incorporated into the classical beam theories for buckling of nanobeams with rectangular cross-section. In contrast to the classical theories, the nonlocal elastic beam models developed here have the capability to predict critical buckling loads that allowing for the inclusion of size effects. The values of critical buckling loads corresponding to four commonly used boundary conditions are obtained using state-space method. The results are presented for different geometric parameters, boundary conditions, and values of nonlocal parameter to show the effects of each of them in detail. Then the results are fitted with those of molecular dynamics simulations through a nonlinear least square fitting procedure to find the appropriate values of nonlocal parameter for the buckling analysis of nanobeams relevant to each type of nonlocal beam model and boundary conditions analysis
Energy Technology Data Exchange (ETDEWEB)
Sahmani, S.; Ansari, R. [University of Guilan, Rasht (Iran, Islamic Republic of)
2011-09-15
Buckling analysis of nanobeams is investigated using nonlocal continuum beam models of the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), and Levinson beam theory (LBT). To this end, Eringen's equations of nonlocal elasticity are incorporated into the classical beam theories for buckling of nanobeams with rectangular cross-section. In contrast to the classical theories, the nonlocal elastic beam models developed here have the capability to predict critical buckling loads that allowing for the inclusion of size effects. The values of critical buckling loads corresponding to four commonly used boundary conditions are obtained using state-space method. The results are presented for different geometric parameters, boundary conditions, and values of nonlocal parameter to show the effects of each of them in detail. Then the results are fitted with those of molecular dynamics simulations through a nonlinear least square fitting procedure to find the appropriate values of nonlocal parameter for the buckling analysis of nanobeams relevant to each type of nonlocal beam model and boundary conditions analysis.
Review of State-Space Models for Fisheries Science
DEFF Research Database (Denmark)
Aeberhard, William H.; Flemming, Joanna Mills; Nielsen, Anders
2018-01-01
Fisheries science is concerned with the management and understanding of the raising and harvesting of fish. Fish stocks are assessed using biological and fisheries data with the goal of estimating either their total population or biomass. Stock assessment models also make it possible to predict how...... highlights what should be considered best practices for science-based fisheries management....
Online State Space Model Parameter Estimation in Synchronous Machines
Directory of Open Access Journals (Sweden)
Z. Gallehdari
2014-06-01
The suggested approach is evaluated for a sample synchronous machine model. Estimated parameters are tested for different inputs at different operating conditions. The effect of noise is also considered in this study. Simulation results show that the proposed approach provides good accuracy for parameter estimation.
SSM: Inference for time series analysis with State Space Models
Dureau, Joseph; Ballesteros, Sébastien; Bogich, Tiffany
2013-01-01
The main motivation behind the open source library SSM is to reduce the technical friction that prevents modellers from sharing their work, quickly iterating in crisis situations, and making their work directly usable by public authorities to serve decision-making.
Endogenous fishing mortalities: a state-space bioeconomic model
DA-ROCHA JOSÉ MARIA; GARCÍA-CUTRÍN JAVIER; GUTIÉRREZ MARÍA-JOSÉ; GAMITO JARDIM JOSÉ ERNESTO
2017-01-01
A methodology that endogenously determines catchability functions that link fishing mortality with contemporaneous stock abundance is presented. We consider a stochastic age-structured model for a fishery composed by a number of fishing units (fleets, vessels or métiers) that optimally select the level of fishing effort to be applied considering total mortalities as given. The introduction of a balance constrain which guarantees that total mortality is equal to the sum of individual fishing m...
Projective limits of state spaces III. Toy-models
Lanéry, Suzanne; Thiemann, Thomas
2018-01-01
In this series of papers, we investigate the projective framework initiated by Kijowski (1977) and Okołów (2009, 2014, 2013) [1,2], which describes the states of a quantum theory as projective families of density matrices. A short reading guide to the series can be found in Lanéry (2016). A strategy to implement the dynamics in this formalism was presented in our first paper Lanéry and Thiemann (2017) (see also Lanéry, 2016, section 4), which we now test in two simple toy-models. The first one is a very basic linear model, meant as an illustration of the general procedure, and we will only discuss it at the classical level. In the second one, we reformulate the Schrödinger equation, treated as a classical field theory, within this projective framework, and proceed to its (non-relativistic) second quantization. We are then able to reproduce the physical content of the usual Fock quantization.
State space modeling of time-varying contemporaneous and lagged relations in connectivity maps.
Molenaar, Peter C M; Beltz, Adriene M; Gates, Kathleen M; Wilson, Stephen J
2016-01-15
Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. Published by Elsevier Inc.
Mixture estimation with state-space components and Markov model of switching
Czech Academy of Sciences Publication Activity Database
Nagy, Ivan; Suzdaleva, Evgenia
2013-01-01
Roč. 37, č. 24 (2013), s. 9970-9984 ISSN 0307-904X R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : probabilistic dynamic mixtures, * probability density function * state-space models * recursive mixture estimation * Bayesian dynamic decision making under uncertainty * Kerridge inaccuracy Subject RIV: BC - Control Systems Theory Impact factor: 2.158, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf
Algorithms for a parallel implementation of Hidden Markov Models with a small state space
DEFF Research Database (Denmark)
Nielsen, Jesper; Sand, Andreas
2011-01-01
Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces...
System Identification of Civil Engineering Structures using State Space and ARMAV Models
DEFF Research Database (Denmark)
Andersen, P.; Kirkegaard, Poul Henning; Brincker, Rune
In this paper the relations between an ambient excited structural system, represented by an innovation state space system, and the Auto-Regressive Moving Average Vector (ARMAV) model are considered. It is shown how to obtain a multivariate estimate of the ARMAV model from output measurements, usi...
A direct derivation of the exact Fisther information matrix of Gaussian vector state space models
Klein, A.A.B.; Neudecker, H.
2000-01-01
This paper deals with a direct derivation of Fisher's information matrix of vector state space models for the general case, by which is meant the establishment of the matrix as a whole and not element by element. The method to be used is matrix differentiation, see [4]. We assume the model to be
Precise Model Analysis for 3-phase High Power Converter using the Harmonic State Space Modeling
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede
2015-01-01
This paper presents about the generalized multi-frequency modeling and analysis methodology, which can be used in control loop design and stability analysis. In terms of the switching frequency of high power converter, there can be harmonics interruption if the voltage source converter has a low...... switching frequency ratio or multi-sampling frequency. The range of the control bandwidth can include the switching component. Thus, the systems become unstable. This paper applies the Harmonic State Space (HSS) Modeling method in order to find out the transfer function for each harmonics terms...
Filtering and smoothing of stae vector for diffuse state space models
Koopman, S.J.; Durbin, J.
2003-01-01
This paper presents exact recursions for calculating the mean and mean square error matrix of the state vector given the observations for the multi-variate linear Gaussian state-space model in the case where the initial state vector is (partially) diffuse.
State-space modelling for the ejector-based refrigeration system driven by low grade energy
International Nuclear Information System (INIS)
Xue, Binqiang; Cai, Wenjian; Wang, Xinli
2015-01-01
This paper presents a novel global state-space model to describe the ejector-based refrigeration system, which includes the dynamics of the two heat exchangers and the static properties of ejector, compressor and expansion valve. Different from the existing methods, the proposed method introduces some intermediate variables into the dynamic modelling in developing reduced order models of the heat exchangers (evaporator and condenser) based on the Number of Transfer Units (NTU) method. This global model with fewer dimensions is much simpler and can be more convenient for the real-time control system design, compared with other dynamic models. Finally, the proposed state-space model has been validated by dynamic response experiments on the ejector-based refrigeration cycle with refrigerant R134a.The experimental results indicate that the proposed model can predict well the dynamics of the ejector-based refrigeration system. - Highlights: • A low-order state-space model of ejector-based refrigeration system is presented. • Reduced-order models of heat exchangers are developed based on NTU method. • The variations of mass flow rates are introduced in multiple fluid phase regions. • Experimental results show the proposed model has a good performance
Bayesian state space models for dynamic genetic network construction across multiple tissues.
Liang, Yulan; Kelemen, Arpad
2016-08-01
Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.
State-Space Inference and Learning with Gaussian Processes
Turner, R; Deisenroth, MP; Rasmussen, CE
2010-01-01
18.10.13 KB. Ok to add author version to spiral, authors hold copyright. State-space inference and learning with Gaussian processes (GPs) is an unsolved problem. We propose a new, general methodology for inference and learning in nonlinear state-space models that are described probabilistically by non-parametric GP models. We apply the expectation maximization algorithm to iterate between inference in the latent state-space and learning the parameters of the underlying GP dynamics model. C...
A state-space model for estimating detailed movements and home range from acoustic receiver data
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Weng, Kevin
2013-01-01
We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function of dista......We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function...... that the location error scales log-linearly with detection range and movement speed. This result can be used as guideline for designing network layout when species movement capacity and acoustic environment are known or can be estimated prior to network deployment. Finally, as an example, the state-space model...... is used to estimate home range and movement of a reef fish in the Pacific Ocean....
State-Space Dynamic Model for Estimation of Radon Entry Rate, based on Kalman Filtering
Czech Academy of Sciences Publication Activity Database
Brabec, Marek; Jílek, K.
2007-01-01
Roč. 98, - (2007), s. 285-297 ISSN 0265-931X Grant - others:GA SÚJB JC_11/2006 Institutional research plan: CEZ:AV0Z10300504 Keywords : air ventilation rate * radon entry rate * state-space modeling * extended Kalman filter * maximum likelihood estimation * prediction error decomposition Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.963, year: 2007
A novel Generalized State-Space Averaging (GSSA) model for advanced aircraft electric power systems
International Nuclear Information System (INIS)
Ebrahimi, Hadi; El-Kishky, Hassan
2015-01-01
Highlights: • A study model is developed for aircraft electric power systems. • A novel GSSA model is developed for the interconnected power grid. • The system’s dynamics are characterized under various conditions. • The averaged results are compared and verified with the actual model. • The obtained measured values are validated with available aircraft standards. - Abstract: The growing complexity of Advanced Aircraft Electric Power Systems (AAEPS) has made conventional state-space averaging models inadequate for systems analysis and characterization. This paper presents a novel Generalized State-Space Averaging (GSSA) model for the system analysis, control and characterization of AAEPS. The primary objective of this paper is to introduce a mathematically elegant and computationally simple model to copy the AAEPS behavior at the critical nodes of the electric grid. Also, to reduce some or all of the drawbacks (complexity, cost, simulation time…, etc) associated with sensor-based monitoring and computer aided design software simulations popularly used for AAEPS characterization. It is shown in this paper that the GSSA approach overcomes the limitations of the conventional state-space averaging method, which fails to predict the behavior of AC signals in a circuit analysis. Unlike conventional averaging method, the GSSA model presented in this paper includes both DC and AC components. This would capture the key dynamic and steady-state characteristics of the aircraft electric systems. The developed model is then examined for the aircraft system’s visualization and accuracy of computation under different loading scenarios. Through several case studies, the applicability and effectiveness of the GSSA method is verified by comparing to the actual real-time simulation model obtained from Powersim 9 (PSIM9) software environment. The simulations results represent voltage, current and load power at the major nodes of the AAEPS. It has been demonstrated that
DEFF Research Database (Denmark)
Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer Moesgaard
2016-01-01
problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter......State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible...
Addressing challenges in single species assessments via a simple state-space assessment model
DEFF Research Database (Denmark)
Nielsen, Anders
Single-species and age-structured fish stock assessments still remains the main tool for managing fish stocks. A simple state-space assessment model is presented as an alternative to (semi) deterministic procedures and the full parametric statistical catch at age models. It offers a solution...... to some of the key challenges of these models. Compared to the deterministic procedures it solves a list of problems originating from falsely assuming that age classified catches are known without errors and allows quantification of uncertainties of estimated quantities of interest. Compared to full...
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede
2017-01-01
For the efficiency and simplicity of electric systems, the dc power electronic systems are widely used in a variety of applications such as electric vehicles, ships, aircraft and also in homes. In these systems, there could be a number of dynamic interactions and frequency coupling between network...... with different switching frequency or harmonics from ac-dc converters makes that harmonics and frequency coupling are both problems of ac system and challenges of dc system. This paper presents a modeling and simulation method for a large dc power electronic system by using Harmonic State Space (HSS) modeling...
A Beddoes-Leishman type dynamic stall model in state-space and indicial formulations
DEFF Research Database (Denmark)
Hansen, M.H.; Gaunaa, Mac; Aagaard Madsen, Helge
2004-01-01
This report contains a description of a Beddoes-Leishman type dynamic stall model in both a state-space and an indicial function formulation. The model predicts the unsteady aerodynamic forces and moment on an airfoil section undergoing arbitrary motionin heave, lead-lag, and pitch. The model...... features, such as overshoot of the lift, in the stall region. The linearized model is shown to give identicalresults to the full model for small amplitude oscillations. Furthermore, it is shown that the response of finite thichkness airfoils can be reproduced to a high accuracy by the use of specific...... is carried out by comparing the response of the model with inviscid solutions and observing the general behavior of the model using known airfoil data as input. Theproposed dynamic model gives results identical to inviscid solutions within the attached-flow region; and it exhibits the expected dynamic...
State-space modeling of the radio frequency inductively-coupled plasma generator
International Nuclear Information System (INIS)
Dewangan, Rakesh Kumar; Punjabi, Sangeeta B; Mangalvedekar, H A; Lande, B K; Joshi, N K; Barve, D N
2010-01-01
Computational fluid dynamics models of RF-ICP are useful in understanding the basic transport phenomenon in an ICP torch under a wide variety of operating conditions. However, these models lack the ability to evaluate the effects of the plasma condition on the RF generator. In this paper, simulation of an induction plasma generator has been done using state space modelling by considering inductively coupled plasma as a part of RF network .The time dependent response of the RF-ICP generator circuit to given input excitation has been computed by extracting the circuit's state-space variables and their constraint matrices. MATLAB 7.1 software has been used to solve the state equations. The values of RF coil current, frequency and plasma power has been measured experimentally also at different plate bias voltage. The simulated model is able to predict RF coil current, frequency, plasma power, overall efficiency of the generator. The simulated and measured values are in agreement with each other. This model can prove useful as a design tool for the Induction plasma generator.
A state-space-based prognostics model for lithium-ion battery degradation
International Nuclear Information System (INIS)
Xu, Xin; Chen, Nan
2017-01-01
This paper proposes to analyze the degradation of lithium-ion batteries with the sequentially observed discharging profiles. A general state-space model is developed in which the observation model is used to approximate the discharging profile of each cycle, the corresponding parameter vector is treated as the hidden state, and the state-transition model is used to track the evolution of the parameter vector as the battery ages. The EM and EKF algorithms are adopted to estimate and update the model parameters and states jointly. Based on this model, we construct prediction on the end of discharge times for unobserved cycles and the remaining useful cycles before the battery failure. The effectiveness of the proposed model is demonstrated using a real lithium-ion battery degradation data set. - Highlights: • Unifying model for Li-Ion battery SOC and SOH estimation. • Extended Kalman filter based efficient inference algorithm. • Using voltage curves in discharging to have wide validity.
State-space models for bio-loggers: A methodological road map
DEFF Research Database (Denmark)
Jonsen, I.D.; Basson, M.; Bestley, S.
2012-01-01
Ecologists have an unprecedented array of bio-logging technologies available to conduct in situ studies of horizontal and vertical movement patterns of marine animals. These tracking data provide key information about foraging, migratory, and other behaviours that can be linked with bio-physical...... development of state-space modelling approaches for animal movement data provides statistical rigor for inferring hidden behavioural states, relating these states to bio-physical data, and ultimately for predicting the potential impacts of climate change. Despite the widespread utility, and current popularity...
State and parameter estimation of state-space model with entry-wise correlated uniform noise
Czech Academy of Sciences Publication Activity Database
Pavelková, Lenka; Kárný, Miroslav
2014-01-01
Roč. 28, č. 11 (2014), s. 1189-1205 ISSN 0890-6327 R&D Projects: GA TA ČR TA01030123; GA ČR GA13-13502S Institutional research plan: CEZ:AV0Z1075907 Keywords : state-space models * bounded noise * filtering problems * estimation algorithms * uncertain dynamic systems Subject RIV: BC - Control Systems Theory Impact factor: 1.346, year: 2014 http://library.utia.cas.cz/separaty/2014/AS/pavelkova-0422958.pdf
Rigatos, Gerasimos G
2017-01-01
The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in ﬁnancial systems when these are described in the form of nonlinear ordinary diﬀerential equations. It then addresses problems associated with the control and estimation of ﬁnancial systems governed by partial diﬀerential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support ﬁnancial engineers in decision making. The application of state-space models in ﬁnancial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for ﬁnance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of ﬁnancial systems to be established. Covering the following key are...
Continuous Estimation of Human Multi-Joint Angles From sEMG Using a State-Space Model.
Ding, Qichuan; Han, Jianda; Zhao, Xingang
2017-09-01
Due to the couplings among joint-relative muscles, it is a challenge to accurately estimate continuous multi-joint movements from multi-channel sEMG signals. Traditional approaches always build a nonlinear regression model, such as artificial neural network, to predict the multi-joint movement variables using sEMG as inputs. However, the redundant sEMG-data are always not distinguished; the prediction errors cannot be evaluated and corrected online as well. In this work, a correlation-based redundancy-segmentation method is proposed to segment the sEMG-vector including redundancy into irredundant and redundant subvectors. Then, a general state-space framework is developed to build the motion model by regarding the irredundant subvector as input and the redundant one as measurement output. With the built state-space motion model, a closed-loop prediction-correction algorithm, i.e., the unscented Kalman filter (UKF), can be employed to estimate the multi-joint angles from sEMG, where the redundant sEMG-data are used to reject model uncertainties. After having fully employed the redundancy, the proposed method can provide accurate and smooth estimation results. Comprehensive experiments are conducted on the multi-joint movements of the upper limb. The maximum RMSE of the estimations obtained by the proposed method is 0.16±0.03, which is significantly less than 0.25±0.06 and 0.27±0.07 (p < 0.05) obtained by common neural networks.
An optical flow-based state-space model of the vocal folds
DEFF Research Database (Denmark)
Granados, Alba; Brunskog, Jonas
2017-01-01
High-speed movies of the vocal fold vibration are valuable data to reveal vocal fold features for voice pathology diagnosis. This work presents a suitable Bayesian model and a purely theoretical discussion for further development of a framework for continuum biomechanical features estimation. A l...... to capture different deformation patterns between the computed optical flow and the finite element deformation, controlled by the choice of the model tissue parameters........ A linear and Gaussian nonstationary state-space model is proposed and thoroughly discussed. The evolution model is based on a self-sustained three-dimensional finite element model of the vocal folds, and the observation model involves a dense optical flow algorithm. The results show that the method is able...
An optical flow-based state-space model of the vocal folds.
Granados, Alba; Brunskog, Jonas
2017-06-01
High-speed movies of the vocal fold vibration are valuable data to reveal vocal fold features for voice pathology diagnosis. This work presents a suitable Bayesian model and a purely theoretical discussion for further development of a framework for continuum biomechanical features estimation. A linear and Gaussian nonstationary state-space model is proposed and thoroughly discussed. The evolution model is based on a self-sustained three-dimensional finite element model of the vocal folds, and the observation model involves a dense optical flow algorithm. The results show that the method is able to capture different deformation patterns between the computed optical flow and the finite element deformation, controlled by the choice of the model tissue parameters.
A Beddoes-Leishman type dynamic stall model in state-space and indicial formulations[Wind turbines
Energy Technology Data Exchange (ETDEWEB)
Hansen, M.H.; Gaunaa, M.; Aagaard Madsen, H.
2004-06-01
This report contains a description of a Beddoes-Leishman type dynamic stall model in both a state-space and an indicial function formulation. The m odel predicts the unsteady aerodynamic foreces and moment on an airfoil section undergoing arbitrary motion in heavy, lead-lag, and pitch. The model includes the effects of shed vorticity from the trailing edge (Theodorsen Theory), and the effects of an instationary trailing edge separation point. The governing equations of the model are nonlinear, and they are linearized about a steady state for application in stability analyzes. A validation is carried out by comparing the response of the model with inviscid solutions and observing the general behavior of the model using known airfoil data as input. The proposed dyanmic model gives results identical to inviscid solutions within the attached-flow region; and it exhibits the expected dynamic features, such as overshoot of the lift, in the stall region. The linearized model is shown to give identical results to the full model for small amplitude oscillations. furthermore, it is shown that the response of finite thickness airfoils can be reproduced to a high accuracy by the use of specific inviscid response functions. (au)
A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing
Man Chung Fung; Gareth W. Peters; Pavel V. Shevchenko
2015-01-01
In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality forecasting or pricing of longevity derivatives, while the full implications and methods of using the state-space representation of the Lee-Carter model in pricing retirement income products is yet to be examined. The main contribution of this article is twofold. Fi...
Harmonic Interaction Analysis in Grid Connected Converter using Harmonic State Space (HSS) Modeling
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
-model, are introduced to analyze these problems. However, it is found that Linear Time Invariant (LTI) base model analysis makes it difficult to analyze these phenomenon because of time varying system operation trajectories, varying output impedance seen by grid connected systems and neglected switching component......An increasing number of power electronics based Distributed Generation (DG) systems and loads generate coupled harmonic as well as non-characteristic harmonic with each other. Several methods like impedance based analysis, which is derived from conventional small signal- and average...... during the modeling process. This paper investigates grid connected converter by means of Harmonic State Space (HSS) small signal model, which is modeled from Linear Time varying Periodically (LTP) system. Further, a grid connected converter harmonic matrix is investigated to analyze the harmonic...
Generalized Nonlinear Yule Models
Lansky, Petr; Polito, Federico; Sacerdote, Laura
2016-01-01
With the aim of considering models with persistent memory we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macrovolution. 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...
International Nuclear Information System (INIS)
Flisgen, Thomas
2015-01-01
The modeling of large chains of superconducting cavities with couplers is a challenging task in computational electrical engineering. The direct numerical treatment of these structures can easily lead to problems with more than ten million degrees of freedom. Problems of this complexity are typically solved with the help of parallel programs running on supercomputing infrastructures. However, these infrastructures are expensive to purchase, to operate, and to maintain. The aim of this thesis is to introduce and to validate an approach which allows for modeling large structures on a standard workstation. The novel technique is called State-Space Concatenations and is based on the decomposition of the complete structure into individual segments. The radio-frequency properties of the generated segments are described by a set of state-space equations which either emerge from analytical considerations or from numerical discretization schemes. The model order of these equations is reduced using dedicated model order reduction techniques. In a final step, the reduced-order state-space models of the segments are concatenated in accordance with the topology of the complete structure. The concatenation is based on algebraic continuity constraints of electric and magnetic fields on the decomposition planes and results in a compact state-space system of the complete radio-frequency structure. Compared to the original problem, the number of degrees of freedom is drastically reduced, i.e. a problem with more than ten million degrees of freedom can be reduced on a standard workstation to a problem with less than one thousand degrees of freedom. The final state-space system allows for determining frequency-domain transfer functions, field distributions, resonances, and quality factors of the complete structure in a convenient manner. This thesis presents the theory of the state-space concatenation approach and discusses several validation and application examples. The examples
Beatty, William; Jay, Chadwick V.; Fischbach, Anthony S.
2016-01-01
State-space models offer researchers an objective approach to modeling complex animal location data sets, and state-space model behavior classifications are often assumed to have a link to animal behavior. In this study, we evaluated the behavioral classification accuracy of a Bayesian state-space model in Pacific walruses using Argos satellite tags with sensors to detect animal behavior in real time. We fit a two-state discrete-time continuous-space Bayesian state-space model to data from 306 Pacific walruses tagged in the Chukchi Sea. We matched predicted locations and behaviors from the state-space model (resident, transient behavior) to true animal behavior (foraging, swimming, hauled out) and evaluated classification accuracy with kappa statistics (κ) and root mean square error (RMSE). In addition, we compared biased random bridge utilization distributions generated with resident behavior locations to true foraging behavior locations to evaluate differences in space use patterns. Results indicated that the two-state model fairly classified true animal behavior (0.06 ≤ κ ≤ 0.26, 0.49 ≤ RMSE ≤ 0.59). Kernel overlap metrics indicated utilization distributions generated with resident behavior locations were generally smaller than utilization distributions generated with true foraging behavior locations. Consequently, we encourage researchers to carefully examine parameters and priors associated with behaviors in state-space models, and reconcile these parameters with the study species and its expected behaviors.
PySSM: A Python Module for Bayesian Inference of Linear Gaussian State Space Models
Directory of Open Access Journals (Sweden)
Christopher Strickland
2014-04-01
Full Text Available PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models. PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries NumPy and SciPy and other high level features of the Python language. PySSM is also used as a platform for interfacing between optimized and parallelized Fortran routines. These Fortran routines heavily utilize basic linear algebra and linear algebra Package functions for maximum performance. PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.
Lee-Carter state space modeling: Application to the Malaysia mortality data
Zakiyatussariroh, W. H. Wan; Said, Z. Mohammad; Norazan, M. R.
2014-06-01
This article presents an approach that formalizes the Lee-Carter (LC) model as a state space model. Maximum likelihood through Expectation-Maximum (EM) algorithm was used to estimate the model. The methodology is applied to Malaysia's total population mortality data. Malaysia's mortality data was modeled based on age specific death rates (ASDR) data from 1971-2009. The fitted ASDR are compared to the actual observed values. However, results from the comparison of the fitted and actual values between LC-SS model and the original LC model shows that the fitted values from the LC-SS model and original LC model are quite close. In addition, there is not much difference between the value of root mean squared error (RMSE) and Akaike information criteria (AIC) from both models. The LC-SS model estimated for this study can be extended for forecasting ASDR in Malaysia. Then, accuracy of the LC-SS compared to the original LC can be further examined by verifying the forecasting power using out-of-sample comparison.
DEFF Research Database (Denmark)
Poulsen, T.G.; Christophersen, Mette; Moldrup, P.
2003-01-01
were applied: (I) State-space analysis was used to identify relations between gas flux and short-term (hourly) variations in atmospheric pressure. (II) A numerical gas transport model was fitted to the data and used to quantify short-term impacts of variations in atmospheric pressure, volumetric soil......-water content, soil gas permeability, soil gas diffusion coefficients, and biological CH4 degradation rate upon landfill gas concentration and fluxes in the soil. Fluxes and concentrations were found to be most sensitive to variations in volumetric soil water content, atmospheric pressure variations and gas...... permeability whereas variations in CH4 oxidation rate and molecular coefficients had less influence. Fluxes appeared to be most sensitive to atmospheric pressure at intermediate distances from the landfill edge. Also overall CH4 fluxes out of the soil over longer periods (years) were largest during periods...
Complete synchronization of chaotic atmospheric models by connecting only a subset of state space
Directory of Open Access Journals (Sweden)
P. H. Hiemstra
2012-11-01
Full Text Available Connected chaotic systems can, under some circumstances, synchronize their states with an exchange of matter and energy between the systems. This is the case for toy models like the Lorenz 63, and more complex models. In this study we perform synchronization experiments with two connected quasi-geostrophic (QG models of the atmosphere with 1449 degrees of freedom. The purpose is to determine whether connecting only a subset of the model state space can still lead to complete synchronization (CS. In addition, we evaluated whether empirical orthogonal functions (EOF form efficient basis functions for synchronization in order to limit the number of connections. In this paper, we show that only the intermediate spectral wavenumbers (5–12 need to be connected in order to achieve CS. In addition, the minimum connection timescale needed for CS is 7.3 days. Both the connection subset and the connection timescale, or strength, are consistent with the time and spatial scales of the baroclinic instabilities in the model. This is in line with the fact that the baroclinic instabilities are the largest source of divergence between the two connected models. Using the Lorenz 63 model, we show that EOFs are nearly optimal basis functions for synchronization. The QG model results show that the minimum number of EOFs that need to be connected for CS is a factor of three smaller than when connecting the original state variables.
Correlations in state space can cause sub-optimal adaptation of optimal feedback control models.
Aprasoff, Jonathan; Donchin, Opher
2012-04-01
Control of our movements is apparently facilitated by an adaptive internal model in the cerebellum. It was long thought that this internal model implemented an adaptive inverse model and generated motor commands, but recently many reject that idea in favor of a forward model hypothesis. In theory, the forward model predicts upcoming state during reaching movements so the motor cortex can generate appropriate motor commands. Recent computational models of this process rely on the optimal feedback control (OFC) framework of control theory. OFC is a powerful tool for describing motor control, it does not describe adaptation. Some assume that adaptation of the forward model alone could explain motor adaptation, but this is widely understood to be overly simplistic. However, an adaptive optimal controller is difficult to implement. A reasonable alternative is to allow forward model adaptation to 're-tune' the controller. Our simulations show that, as expected, forward model adaptation alone does not produce optimal trajectories during reaching movements perturbed by force fields. However, they also show that re-optimizing the controller from the forward model can be sub-optimal. This is because, in a system with state correlations or redundancies, accurate prediction requires different information than optimal control. We find that adding noise to the movements that matches noise found in human data is enough to overcome this problem. However, since the state space for control of real movements is far more complex than in our simple simulations, the effects of correlations on re-adaptation of the controller from the forward model cannot be overlooked.
State-space dynamic model for estimation of radon entry rate, based on Kalman filtering
International Nuclear Information System (INIS)
Brabec, Marek; Jilek, Karel
2007-01-01
To predict the radon concentration in a house environment and to understand the role of all factors affecting its behavior, it is necessary to recognize time variation in both air exchange rate and radon entry rate into a house. This paper describes a new approach to the separation of their effects, which effectively allows continuous estimation of both radon entry rate and air exchange rate from simultaneous tracer gas (carbon monoxide) and radon gas measurement data. It is based on a state-space statistical model which permits quick and efficient calculations. Underlying computations are based on (extended) Kalman filtering, whose practical software implementation is easy. Key property is the model's flexibility, so that it can be easily adjusted to handle various artificial regimens of both radon gas and CO gas level manipulation. After introducing the statistical model formally, its performance will be demonstrated on real data from measurements conducted in our experimental, naturally ventilated and unoccupied room. To verify our method, radon entry rate calculated via proposed statistical model was compared with its known reference value. The results from several days of measurement indicated fairly good agreement (up to 5% between reference value radon entry rate and its value calculated continuously via proposed method, in average). Measured radon concentration moved around the level approximately 600 Bq m -3 , whereas the range of air exchange rate was 0.3-0.8 (h -1 )
DEFF Research Database (Denmark)
Wang, Yanbo; Wang, Xiongfei; Blaabjerg, Frede
2017-01-01
parameters on the harmonic instability of the power system. Moreover, the harmonic-frequency oscillation modes are identified, where participation analysis is presented to evaluate the contributions of different states to these modes and to further reveal how the system gives rise to harmonic instability......This paper presents a harmonic instability analysis method using state-space modeling and participation analysis in the inverter-fed ac power systems. A full-order state-space model for the droop-controlled Distributed Generation (DG) inverter is built first, including the time delay of the digital...... control system, inner current and voltage control loops, and outer droop-based power control loop. Based on the DG inverter model, an overall state-space model of a two-inverter-fed system is established. The eigenvalue-based stability analysis is then presented to assess the influence of controller...
SiGN-SSM: open source parallel software for estimating gene networks with state space models.
Tamada, Yoshinori; Yamaguchi, Rui; Imoto, Seiya; Hirose, Osamu; Yoshida, Ryo; Nagasaki, Masao; Miyano, Satoru
2011-04-15
SiGN-SSM is an open-source gene network estimation software able to run in parallel on PCs and massively parallel supercomputers. The software estimates a state space model (SSM), that is a statistical dynamic model suitable for analyzing short time and/or replicated time series gene expression profiles. SiGN-SSM implements a novel parameter constraint effective to stabilize the estimated models. Also, by using a supercomputer, it is able to determine the gene network structure by a statistical permutation test in a practical time. SiGN-SSM is applicable not only to analyzing temporal regulatory dependencies between genes, but also to extracting the differentially regulated genes from time series expression profiles. SiGN-SSM is distributed under GNU Affero General Public Licence (GNU AGPL) version 3 and can be downloaded at http://sign.hgc.jp/signssm/. The pre-compiled binaries for some architectures are available in addition to the source code. The pre-installed binaries are also available on the Human Genome Center supercomputer system. The online manual and the supplementary information of SiGN-SSM is available on our web site. tamada@ims.u-tokyo.ac.jp.
State-space model with deep learning for functional dynamics estimation in resting-state fMRI.
Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang
2016-04-01
Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. Copyright © 2016 Elsevier Inc. All rights reserved.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim
2015-01-01
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
Bivariate autoregressive state-space modeling of psychophysiological time series data.
Smith, Daniel M; Abtahi, Mohammadreza; Amiri, Amir Mohammad; Mankodiya, Kunal
2016-08-01
Heart rate (HR) and electrodermal activity (EDA) are often used as physiological measures of psychological arousal in various neuropsychology experiments. In this exploratory study, we analyze HR and EDA data collected from four participants, each with a history of suicidal tendencies, during a cognitive task known as the Paced Auditory Serial Addition Test (PASAT). A central aim of this investigation is to guide future research by assessing heterogeneity in the population of individuals with suicidal tendencies. Using a state-space modeling approach to time series analysis, we evaluate the effect of an exogenous input, i.e., the stimulus presentation rate which was increased systematically during the experimental task. Participants differed in several parameters characterizing the way in which psychological arousal was experienced during the task. Increasing the stimulus presentation rate was associated with an increase in EDA in participants 2 and 4. The effect on HR was positive for participant 2 and negative for participants 3 and 4. We discuss future directions in light of the heterogeneity in the population indicated by these findings.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa
2015-08-13
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
State-space modeling of the relationship between air quality and mortality.
Murray, C J; Nelson, C R
2000-07-01
A portion of a population is assumed to be at risk, with the mortality hazard varying with atmospheric conditions including total suspended particulates (TSP). This at-risk population is not observed and the hazard function is unknown; we wish to estimate these from mortality count and atmospheric variables. Consideration of population dynamics leads to a state-space representation, allowing the Kalman Filter (KF) to be used for estimation. A harvesting effect is thus implied; high mortality is followed by lower mortality until the population is replenished by new arrivals. The model is applied to daily data for Philadelphia, PA, 1973-1990. The estimated hazard function rises with the level of TSP and at extremes of temperature and also reflects a positive interaction between TSP and temperature. The estimated at-risk population averages about 480 and varies seasonally. We find that lags of TSP are statistically significant, but the presence of negative coefficients suggests their role may be partially statistical rather than biological. In the population dynamics framework, the natural metric for health damage from air pollution is its impact on life expectancy. The range of hazard rates over the sample period is 0.07 to 0.085, corresponding to life expectancies of 14.3 and 11.8 days, respectively.
The consciousness state space (CSS – a unifying model for consciousness and self
Directory of Open Access Journals (Sweden)
Aviva eBerkovich-Ohana
2014-04-01
Full Text Available Every experience, those we are aware of and those we are not, is embedded in a subjective timeline, is tinged with emotion, and inevitably evokes a certain sense of self. Here, we present a phenomenological model for consciousness and selfhood which relates time, awareness, and emotion within one framework. The consciousness state space (CSS model is a theoretical one. It relies on a broad range of literature, hence has high explanatory and integrative strength, and helps in visualizing the relationship between different aspects of experience.Briefly, it is suggested that all phenomenological states fall into two categories of consciousness, core and extended (CC and EC, respectively. CC supports minimal selfhood that is short of temporal extension, its scope being the here and now. EC supports narrative selfhood, which involves personal identity and continuity across time, as well as memory, imagination and conceptual thought. The CSS is a phenomenological space, created by three dimensions: time, awareness and emotion. Each of the three dimensions is shown to have a dual phenomenological composition, falling within CC and EC. The neural spaces supporting each of these dimensions, as well as CC and EC, are laid out based on the neuroscientific literature.The CSS dynamics includes two simultaneous trajectories, one in CC and one in EC, typically antagonistic in normal experiences. However, this characteristic behavior is altered in states in which a person experiences an altered sense of self. Two examples are laid out, flow and meditation. The CSS model creates a broad theoretical framework with explanatory and unificatory power. It constructs a detailed map of the consciousness and selfhood phenomenology, which offers constraints for the science of consciousness. We conclude by outlaying several testable predictions raised by the CSS model.
The consciousness state space (CSS)-a unifying model for consciousness and self.
Berkovich-Ohana, Aviva; Glicksohn, Joseph
2014-01-01
Every experience, those we are aware of and those we are not, is embedded in a subjective timeline, is tinged with emotion, and inevitably evokes a certain sense of self. Here, we present a phenomenological model for consciousness and selfhood which relates time, awareness, and emotion within one framework. The consciousness state space (CSS) model is a theoretical one. It relies on a broad range of literature, hence has high explanatory and integrative strength, and helps in visualizing the relationship between different aspects of experience. Briefly, it is suggested that all phenomenological states fall into two categories of consciousness, core and extended (CC and EC, respectively). CC supports minimal selfhood that is short of temporal extension, its scope being the here and now. EC supports narrative selfhood, which involves personal identity and continuity across time, as well as memory, imagination and conceptual thought. The CSS is a phenomenological space, created by three dimensions: time, awareness and emotion. Each of the three dimensions is shown to have a dual phenomenological composition, falling within CC and EC. The neural spaces supporting each of these dimensions, as well as CC and EC, are laid out based on the neuroscientific literature. The CSS dynamics include two simultaneous trajectories, one in CC and one in EC, typically antagonistic in normal experiences. However, this characteristic behavior is altered in states in which a person experiences an altered sense of self. Two examples are laid out, flow and meditation. The CSS model creates a broad theoretical framework with explanatory and unificatory power. It constructs a detailed map of the consciousness and selfhood phenomenology, which offers constraints for the science of consciousness. We conclude by outlining several testable predictions raised by the CSS model.
Durbin, J.; Koopman, S.J.M.
1998-01-01
The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian
State-space modeling to support management of brucellosis in the Yellowstone bison population
Hobbs, N. Thompson; Geremia, Chris; Treanor, John; Wallen, Rick; White, P.J.; Hooten, Mevin B.; Rhyan, Jack C.
2015-01-01
The bison (Bison bison) of the Yellowstone ecosystem, USA, exemplify the difficulty of conserving large mammals that migrate across the boundaries of conservation areas. Bison are infected with brucellosis (Brucella abortus) and their seasonal movements can expose livestock to infection. Yellowstone National Park has embarked on a program of adaptive management of bison, which requires a model that assimilates data to support management decisions. We constructed a Bayesian state-space model to reveal the influence of brucellosis on the Yellowstone bison population. A frequency-dependent model of brucellosis transmission was superior to a density-dependent model in predicting out-of-sample observations of horizontal transmission probability. A mixture model including both transmission mechanisms converged on frequency dependence. Conditional on the frequency-dependent model, brucellosis median transmission rate was 1.87 yr−1. The median of the posterior distribution of the basic reproductive ratio (R0) was 1.75. Seroprevalence of adult females varied around 60% over two decades, but only 9.6 of 100 adult females were infectious. Brucellosis depressed recruitment; estimated population growth rate λ averaged 1.07 for an infected population and 1.11 for a healthy population. We used five-year forecasting to evaluate the ability of different actions to meet management goals relative to no action. Annually removing 200 seropositive female bison increased by 30-fold the probability of reducing seroprevalence below 40% and increased by a factor of 120 the probability of achieving a 50% reduction in transmission probability relative to no action. Annually vaccinating 200 seronegative animals increased the likelihood of a 50% reduction in transmission probability by fivefold over no action. However, including uncertainty in the ability to implement management by representing stochastic variation in the number of accessible bison dramatically reduced the probability of
Directory of Open Access Journals (Sweden)
Mónica A Silva
Full Text Available Argos recently implemented a new algorithm to calculate locations of satellite-tracked animals that uses a Kalman filter (KF. The KF algorithm is reported to increase the number and accuracy of estimated positions over the traditional Least Squares (LS algorithm, with potential advantages to the application of state-space methods to model animal movement data. We tested the performance of two Bayesian state-space models (SSMs fitted to satellite tracking data processed with KF algorithm. Tracks from 7 harbour seals (Phoca vitulina tagged with ARGOS satellite transmitters equipped with Fastloc GPS loggers were used to calculate the error of locations estimated from SSMs fitted to KF and LS data, by comparing those to "true" GPS locations. Data on 6 fin whales (Balaenoptera physalus were used to investigate consistency in movement parameters, location and behavioural states estimated by switching state-space models (SSSM fitted to data derived from KF and LS methods. The model fit to KF locations improved the accuracy of seal trips by 27% over the LS model. 82% of locations predicted from the KF model and 73% of locations from the LS model were <5 km from the corresponding interpolated GPS position. Uncertainty in KF model estimates (5.6 ± 5.6 km was nearly half that of LS estimates (11.6 ± 8.4 km. Accuracy of KF and LS modelled locations was sensitive to precision but not to observation frequency or temporal resolution of raw Argos data. On average, 88% of whale locations estimated by KF models fell within the 95% probability ellipse of paired locations from LS models. Precision of KF locations for whales was generally higher. Whales' behavioural mode inferred by KF models matched the classification from LS models in 94% of the cases. State-space models fit to KF data can improve spatial accuracy of location estimates over LS models and produce equally reliable behavioural estimates.
Energy Technology Data Exchange (ETDEWEB)
Wang, Guo Xu; Wu, Jie; Zeng, Bifan; Wu, Wangqiang; Ma, Xiao Qian [School of Electric Power, South China University of Technology, Guangzhou (China); Xu, Zhibin [Electric Power Research Institute of Guangdong Power Grid Corporation, Guangzhou (China)
2017-02-15
A well-performed core power control to track load changes is crucial in pressurized water reactor (PWR) nuclear power stations. It is challenging to keep the core power stable at the desired value within acceptable error bands for the safety demands of the PWR due to the sensitivity of nuclear reactors. In this paper, a state-space model predictive control (MPC) method was applied to the control of the core power. The model for core power control was based on mathematical models of the reactor core, the MPC model, and quadratic programming (QP). The mathematical models of the reactor core were based on neutron dynamic models, thermal hydraulic models, and reactivity models. The MPC model was presented in state-space model form, and QP was introduced for optimization solution under system constraints. Simulations of the proposed state-space MPC control system in PWR were designed for control performance analysis, and the simulation results manifest the effectiveness and the good performance of the proposed control method for core power control.
Generalized Nonlinear Yule Models
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.
Estimation of Unobserved Inflation Expectations in India using State-Space Model
Chattopadhyay, Siddhartha; Sahu, Sohini; Jha, Saakshi
2016-01-01
Inflation expectations is an important marker for monetary policy makers. India being a new entrant to the group of countries that pursue inflation targeting as its monetary policy objective, estimating the inflation expectation is of paramount importance. This paper estimates the unobserved inflation expectations in India between 1993:Q1 to 2016:Q1 from the Fisher equation relation using the state space approach (Kalman Filter). We find that our results match well with the inflation forecast...
Directory of Open Access Journals (Sweden)
Patrícia Ramos
2016-11-01
Full Text Available In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences and, if the time series is seasonal, seasonal differencing (up to first order differences. The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung–Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women’s footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant.
New integrable model of quantum field theory in the state space with indefinite metric
International Nuclear Information System (INIS)
Makhankov, V.G.; Pashaev, O.K.
1981-01-01
The system of coupled nonlinear Schroedinger eqs. (NLS) with noncompact internal symmetry group U(p, q) is considered. It describes in quasiclassical limit the system of two ''coloured'' Bose-gases with point-like interaction. The structure of tran-sition matrix is studied via the spectral transform (ST) (in-verse method). The Poisson brackets of the elements of this matrix and integrals of motion it generates are found. The theory under consideration may be put in the corresponding quantum field theory in the state vector space with indefinite metric. The so-called R matrix (Faddeev) and commutation relations for the transition matrix elements are also obtained, which implies the model to be investigated with the help of the quantum version of ST
Phan, Anh Tuan; Ho, Duc Du; Hermann, Gilles; Wira, Patrice
2015-12-01
For power quality issues like reducing harmonic pollution, reactive power and load unbalance, the estimation of the fundamental frequency of a power lines in a fast and precise way is essential. This paper introduces a new state-space model to be used with an extended Kalman filter (EKF) for estimating the frequency of distorted power system signals in real-time. The proposed model takes into account all the characteristics of a general three-phase power system and mainly the unbalance. Therefore, the symmetrical components of the power system, i.e., their amplitude and phase angle values, can also be deduced at each iteration from the proposed state-space model. The effectiveness of the method has been evaluated. Results and comparisons of online frequency estimation and symmetrical components identification show the efficiency of the proposed method for disturbed and time-varying signals.
Directory of Open Access Journals (Sweden)
L. Santos
2018-04-01
Full Text Available In many conceptual rainfall–runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall–runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs, which are frequent in rainfall–runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.
Santos, Léonard; Thirel, Guillaume; Perrin, Charles
2018-04-01
In many conceptual rainfall-runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall-runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs), which are frequent in rainfall-runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.
International Nuclear Information System (INIS)
Domijan, A.D. Jr.; Emami, M.V.
1990-01-01
This paper reports on a simulation of a MHO distance relay developed to study the effect of its operation under various system conditions. Simulation is accomplished using a state space approach and a modeling technique using ElectroMagnetic Transient Program (Transient Analysis of Control Systems). Furthermore, simulation results are compared with those obtained in another independent study as a control, to validate the results. A data code for the practical utilization of this simulation is given
Modelling population dynamics model formulation, fitting and assessment using state-space methods
Newman, K B; Morgan, B J T; King, R; Borchers, D L; Cole, D J; Besbeas, P; Gimenez, O; Thomas, L
2014-01-01
This book gives a unifying framework for estimating the abundance of open populations: populations subject to births, deaths and movement, given imperfect measurements or samples of the populations. The focus is primarily on populations of vertebrates for which dynamics are typically modelled within the framework of an annual cycle, and for which stochastic variability in the demographic processes is usually modest. Discrete-time models are developed in which animals can be assigned to discrete states such as age class, gender, maturity, population (within a metapopulation), or species (for multi-species models). The book goes well beyond estimation of abundance, allowing inference on underlying population processes such as birth or recruitment, survival and movement. This requires the formulation and fitting of population dynamics models. The resulting fitted models yield both estimates of abundance and estimates of parameters characterizing the underlying processes.
Feeney, Daniel F; Meyer, François G; Noone, Nicholas; Enoka, Roger M
2017-10-01
Motor neurons appear to be activated with a common input signal that modulates the discharge activity of all neurons in the motor nucleus. It has proven difficult for neurophysiologists to quantify the variability in a common input signal, but characterization of such a signal may improve our understanding of how the activation signal varies across motor tasks. Contemporary methods of quantifying the common input to motor neurons rely on compiling discrete action potentials into continuous time series, assuming the motor pool acts as a linear filter, and requiring signals to be of sufficient duration for frequency analysis. We introduce a space-state model in which the discharge activity of motor neurons is modeled as inhomogeneous Poisson processes and propose a method to quantify an abstract latent trajectory that represents the common input received by motor neurons. The approach also approximates the variation in synaptic noise in the common input signal. The model is validated with four data sets: a simulation of 120 motor units, a pair of integrate-and-fire neurons with a Renshaw cell providing inhibitory feedback, the discharge activity of 10 integrate-and-fire neurons, and the discharge times of concurrently active motor units during an isometric voluntary contraction. The simulations revealed that a latent state-space model is able to quantify the trajectory and variability of the common input signal across all four conditions. When compared with the cumulative spike train method of characterizing common input, the state-space approach was more sensitive to the details of the common input current and was less influenced by the duration of the signal. The state-space approach appears to be capable of detecting rather modest changes in common input signals across conditions. NEW & NOTEWORTHY We propose a state-space model that explicitly delineates a common input signal sent to motor neurons and the physiological noise inherent in synaptic signal
Identification of nonlinear anelastic models
International Nuclear Information System (INIS)
Draganescu, G E; Bereteu, L; Ercuta, A
2008-01-01
A useful nonlinear identification technique applied to the anelastic and rheologic models is presented in this paper. First introduced by Feldman, the method is based on the Hilbert transform, and is currently used for identification of the nonlinear vibrations
DEFF Research Database (Denmark)
Hansen, Jørgen Vinsløv; Jensen, Jens Ledet; Højsgaard, Søren
Progesterone is a hormone linked to the reproductive status of dairy cows. Hence, with the increasing availability of on-line records of the concentration of progesterone in cow milk, there is a need for new tools to analyse such data. The aim is to find techniques for better determination...... of the time when cows are in oestrus to increase the rate of succesful inseminations. In this paper we propose a state space model for data with a continuous and cyclic trend in the mean. Furthermore a matching Kalman filter is developed. The model is tested on progesterone data from 112 cow...
Energy Technology Data Exchange (ETDEWEB)
Frank, T D [Center for the Ecological Study of Perception and Action, Department of Psychology, University of Connecticut, 406 Babbidge Road, Storrs, CT 06269 (United States)
2008-07-18
We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)
International Nuclear Information System (INIS)
Frank, T D
2008-01-01
We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)
Directory of Open Access Journals (Sweden)
Salvidio Sebastiano
2010-02-01
Full Text Available Abstract Background It has been suggested that Plethodontid salamanders are excellent candidates for indicating ecosystem health. However, detailed, long-term data sets of their populations are rare, limiting our understanding of the demographic processes underlying their population fluctuations. Here we present a demographic analysis based on a 1996 - 2008 data set on an underground population of Speleomantes strinatii (Aellen in NW Italy. We utilised a Bayesian state-space approach allowing us to parameterise a stage-structured Lefkovitch model. We used all the available population data from annual temporary removal experiments to provide us with the baseline data on the numbers of juveniles, subadults and adult males and females present at any given time. Results Sampling the posterior chains of the converged state-space model gives us the likelihood distributions of the state-specific demographic rates and the associated uncertainty of these estimates. Analysing the resulting parameterised Lefkovitch matrices shows that the population growth is very close to 1, and that at population equilibrium we expect half of the individuals present to be adults of reproductive age which is what we also observe in the data. Elasticity analysis shows that adult survival is the key determinant for population growth. Conclusion This analysis demonstrates how an understanding of population demography can be gained from structured population data even in a case where following marked individuals over their whole lifespan is not practical.
Directory of Open Access Journals (Sweden)
H. Bassi
2017-04-01
Full Text Available Advancements in wind energy technologies have led wind turbines from fixed speed to variable speed operation. This paper introduces an innovative version of a variable-speed wind turbine based on a model predictive control (MPC approach. The proposed approach provides maximum power point tracking (MPPT, whose main objective is to capture the maximum wind energy in spite of the variable nature of the wind’s speed. The proposed MPC approach also reduces the constraints of the two main functional parts of the wind turbine: the full load and partial load segments. The pitch angle for full load and the rotating force for the partial load have been fixed concurrently in order to balance power generation as well as to reduce the operations of the pitch angle. A mathematical analysis of the proposed system using state-space approach is introduced. The simulation results using MATLAB/SIMULINK show that the performance of the wind turbine with the MPC approach is improved compared to the traditional PID controller in both low and high wind speeds.
Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.
2018-05-01
This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
The increasing number of renewable energy sources at the distribution grid is becoming a major issue for utility companies, since the grid connected converters are operating at different operating points due to the probabilistic characteristics of renewable energy. Besides, typically, the harmonics...... proposes a new model of a single phase grid connected renewable energy source using the Harmonic State Space modeling approach, which is able to identify such problems and the model can be extended to be applied in the multiple connected converter analysis. The modeling results show the different harmonic...... and impedance from other renewable energy sources are not taken carefully into account in the installation and design. However, this may bring an unknown harmonic instability into the multiple power sourced system and also make the analysis difficult due to the complexity of the grid network. This paper...
Correlations in state space can cause sub-optimal adaptation of optimal feedback control models
Aprasoff, Jonathan; Donchin, Opher
2011-01-01
Control of our movements is apparently facilitated by an adaptive internal model in the cerebellum. It was long thought that this internal model implemented an adaptive inverse model and generated motor commands, but recently many reject that idea in favor of a forward model hypothesis. In theory, the forward model predicts upcoming state during reaching movements so the motor cortex can generate appropriate motor commands. Recent computational models of this process rely on the optimal feedb...
Nonlinear Model Predictive Control for Solid Oxide Fuel Cell System Based On Wiener Model
T. H. Lee; J. H. Park; S. M. Lee; S. C. Lee
2010-01-01
In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of ...
LDRD report nonlinear model reduction
Energy Technology Data Exchange (ETDEWEB)
Segalman, D.; Heinstein, M.
1997-09-01
The very general problem of model reduction of nonlinear systems was made tractable by focusing on the very large subclass consisting of linear subsystems connected by nonlinear interfaces. Such problems constitute a large part of the nonlinear structural problems encountered in addressing the Sandia missions. A synthesis approach to this class of problems was developed consisting of: detailed modeling of the interface mechanics; collapsing the interface simulation results into simple nonlinear interface models; constructing system models by assembling model approximations of the linear subsystems and the nonlinear interface models. These system models, though nonlinear, would have very few degrees of freedom. A paradigm problem, that of machine tool vibration, was selected for application of the reduction approach outlined above. Research results achieved along the way as well as the overall modeling of a specific machine tool have been very encouraging. In order to confirm the interface models resulting from simulation, it was necessary to develop techniques to deduce interface mechanics from experimental data collected from the overall nonlinear structure. A program to develop such techniques was also pursued with good success.
DEFF Research Database (Denmark)
Mailund, Thomas
The thesis describes the sweep-line method, a newly developed reduction method for alleviating the state explosion problem inherent in explicit-state state space exploration. The basic idea underlying the sweep-line method is, when calculating the state space, to recognise and delete states...... that are not reachable from the currently unprocessed states. Intuitively we drag a sweep-line through the state space with the invariant that all states behind the sweep-line have been processed and are unreachable from the states in front of the sweep-line. When calculating the state space of a system we iteratively...
A new state space model for the NASA/JPL 70-meter antenna servo controls
Hill, R. E.
1987-01-01
A control axis referenced model of the NASA/JPL 70-m antenna structure is combined with the dynamic equations of servo components to produce a comprehansive state variable (matrix) model of the coupled system. An interactive Fortran program for generating the linear system model and computing its salient parameters is described. Results are produced in a state variable, block diagram, and in factored transfer function forms to facilitate design and analysis by classical as well as modern control methods.
Accounting for correlated observations in an age-based state-space stock assessment model
DEFF Research Database (Denmark)
Berg, Casper Willestofte; Nielsen, Anders
2016-01-01
Fish stock assessment models often relyon size- or age-specific observations that are assumed to be statistically independent of each other. In reality, these observations are not raw observations, but rather they are estimates from a catch-standardization model or similar summary statistics base...... the independence assumption is rejected. Less fluctuating estimates of the fishing mortality is obtained due to a reduced process error. The improved model does not suffer from correlated residuals unlike the independent model, and the variance of forecasts is decreased....
International Nuclear Information System (INIS)
Han, Jaeyoung; Jung, Mooncheong; Yu, Sangseok; Yi, Sun
2016-01-01
In this study, a model reference adaptive controller is developed to regulate the outlet air flow rate of centrifugal compressor for automotive supercharger. The centrifugal compressor is developed using the analytical based method to predict the transient behavior of operating and the designed model is validated with experimental data to confirm the system accuracy. The model reference adaptive control structure consists of a compressor model and a MRAC(model reference adaptive control) mechanism. The feedback control do not robust with variation of system parameter but the applied adaptive control is robust even if the system parameter is changed. As a result, the MRAC was regulated to reference air flow rate. Also MRAC was found to be more robust control compared with the feedback control even if the system parameter is changed.
Energy Technology Data Exchange (ETDEWEB)
Han, Jaeyoung; Jung, Mooncheong; Yu, Sangseok [Chungnam Nat’l Univ., Daejeon (Korea, Republic of); Yi, Sun [North Carolina A and T State Univ., Raleigh (United States)
2016-08-15
In this study, a model reference adaptive controller is developed to regulate the outlet air flow rate of centrifugal compressor for automotive supercharger. The centrifugal compressor is developed using the analytical based method to predict the transient behavior of operating and the designed model is validated with experimental data to confirm the system accuracy. The model reference adaptive control structure consists of a compressor model and a MRAC(model reference adaptive control) mechanism. The feedback control do not robust with variation of system parameter but the applied adaptive control is robust even if the system parameter is changed. As a result, the MRAC was regulated to reference air flow rate. Also MRAC was found to be more robust control compared with the feedback control even if the system parameter is changed.
Harmonic Interaction Analysis in Grid-connected Converter using Harmonic State Space (HSS) Modeling
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede
2017-01-01
research about the harmonic interaction. However, it is found that the Linear Time Invariant (LTI) based model analysis makes it difficult to analyze these phenomena because of the time-varying properties of the power electronic based systems. This paper investigates grid-connected converter by using......An increasing number of power electronic based Distributed Generation (DG) systems and loads generate not only characteristic harmonics but also unexpected harmonics. Several methods like impedance based analysis, which are derived from the conventional average model, are introduced to perform...
Continuous-time state-space unsteady aerodynamic modelling for efficient aeroelastic load analysis
Werter, N.P.M.; De Breuker, R.; Abdalla, M.M.
2015-01-01
Over the years, wings have become lighter and more flexible, making them more prone to aeroelastic effects. Thus, aeroelasticity in design becomes more important. In order to determine the response of an aircraft to, for example, a gust, an unsteady aerodynamic model is required to determine the
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Philipsen, Kirsten Riber; Christiansen, Lasse Engbo
2012-01-01
In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states...
Khairudin, N.; Keesman, K.J.
2009-01-01
In this paper a novel approach to estimate parameters in an LTI continuous-time statespace model is proposed. Essentially, the approach is based on a so-called pqR-decomposition of the numerator and denominator polynomials of the system’s transfer function. This approach allows the physical
Kurniati, Devi; Hoyyi, Abdul; Widiharih, Tatik
2018-05-01
Time series data is a series of data taken or measured based on observations at the same time interval. Time series data analysis is used to perform data analysis considering the effect of time. The purpose of time series analysis is to know the characteristics and patterns of a data and predict a data value in some future period based on data in the past. One of the forecasting methods used for time series data is the state space model. This study discusses the modeling and forecasting of electric energy consumption using the state space model for univariate data. The modeling stage is began with optimal Autoregressive (AR) order selection, determination of state vector through canonical correlation analysis, estimation of parameter, and forecasting. The result of this research shows that modeling of electric energy consumption using state space model of order 4 with Mean Absolute Percentage Error (MAPE) value 3.655%, so the model is very good forecasting category.
Active vibration control using state space LQG and internal model control methods
DEFF Research Database (Denmark)
Mørkholt, Jakob; Elliott, S.J.
1998-01-01
Two ways of designing discrete time robust H2-controllers for feedback broadband active vibration control are compared through computer simulations. The methods are based on different models of disturbance and plant transfer functions, but yield controllers with identical properties. Two simple...... ways of introducing robustness into the H2-design are compared, and finally an efficient way of designing a practical IIR-controller is proposed....
Stochastic State Space Modelling of Nonlinear systems - With application to Marine Ecosystems
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg
of unobserved states. Based on estimation of random walk hidden states and examination of simulated distributions and stationarity characteristics, a methodological framework for structural identification based on information embedded in the observations of the system has been developed. The applicability...
NON-LINEAR STATE SPACE MODEL AND CONTROL STRATEGY FOR PEM FUEL CELL SYSTEMS
Directory of Open Access Journals (Sweden)
RICHARD RIOS
2011-01-01
Full Text Available Este artículo presenta un modelo no lineal en el espacio de estado y un sistema de control lineal para una celda de combustible de Membrana de Intercambio Protónico. El modelo tiene como dinámicas la temperatura de la pila y el fl ujo de aire, y su principal rasgo es la reproducción del comportamiento de la razón de exceso de oxigeno. El sistema de control lineal es un regulador optimo cuadrático y un fi ltro de Kalman, cuyo objetivo de control es evitar el agotamiento de oxigeno y minimizar el consumo de combustible, a través del seguimiento de un perfi l optimo de potencia de carga. El observador es diseñado con el fi nde obtener una completa información de los estados.
Input Harmonic Analysis on the Slim DC-Link Drive Using Harmonic State Space Model
DEFF Research Database (Denmark)
Yang, Feng; Kwon, Jun Bum; Wang, Xiongfei
2017-01-01
The harmonic performance of the slim dc-link adjustable speed drives has shown good performance in some studies but poor in some others. The contradiction indicates that a feasible theoretical analysis is still lacking to characterize the harmonic distortion for the slim dc-link drive. Considerin...... results of the slim dc-link drive, loaded up to 2.0 kW, are presented to validate the theoretical analysis....... variation according to the switching instant, the harmonics at the steady-state condition, as well as the coupling between the multiple harmonic impedances. By using this model, the impaction on the harmonics performance by the film capacitor and the grid inductance is derived. Simulation and experimental...
Modeling nonlinearities in MEMS oscillators.
Agrawal, Deepak K; Woodhouse, Jim; Seshia, Ashwin A
2013-08-01
We present a mathematical model of a microelectromechanical system (MEMS) oscillator that integrates the nonlinearities of the MEMS resonator and the oscillator circuitry in a single numerical modeling environment. This is achieved by transforming the conventional nonlinear mechanical model into the electrical domain while simultaneously considering the prominent nonlinearities of the resonator. The proposed nonlinear electrical model is validated by comparing the simulated amplitude-frequency response with measurements on an open-loop electrically addressed flexural silicon MEMS resonator driven to large motional amplitudes. Next, the essential nonlinearities in the oscillator circuit are investigated and a mathematical model of a MEMS oscillator is proposed that integrates the nonlinearities of the resonator. The concept is illustrated for MEMS transimpedance-amplifier- based square-wave and sine-wave oscillators. Closed-form expressions of steady-state output power and output frequency are derived for both oscillator models and compared with experimental and simulation results, with a good match in the predicted trends in all three cases.
Directory of Open Access Journals (Sweden)
Ibrahim Delibalta
2017-01-01
Full Text Available We provide a causal inference framework to model the effects of machine learning algorithms on user preferences. We then use this mathematical model to prove that the overall system can be tuned to alter those preferences in a desired manner. A user can be an online shopper or a social media user, exposed to digital interventions produced by machine learning algorithms. A user preference can be anything from inclination towards a product to a political party affiliation. Our framework uses a state-space model to represent user preferences as latent system parameters which can only be observed indirectly via online user actions such as a purchase activity or social media status updates, shares, blogs, or tweets. Based on these observations, machine learning algorithms produce digital interventions such as targeted advertisements or tweets. We model the effects of these interventions through a causal feedback loop, which alters the corresponding preferences of the user. We then introduce algorithms in order to estimate and later tune the user preferences to a particular desired form. We demonstrate the effectiveness of our algorithms through experiments in different scenarios.
Fukaya, Keiichi; Kawamori, Ai; Osada, Yutaka; Kitazawa, Masumi; Ishiguro, Makio
2017-09-20
Women's basal body temperature (BBT) shows a periodic pattern that associates with menstrual cycle. Although this fact suggests a possibility that daily BBT time series can be useful for estimating the underlying phase state as well as for predicting the length of current menstrual cycle, little attention has been paid to model BBT time series. In this study, we propose a state-space model that involves the menstrual phase as a latent state variable to explain the daily fluctuation of BBT and the menstruation cycle length. Conditional distributions of the phase are obtained by using sequential Bayesian filtering techniques. A predictive distribution of the next menstruation day can be derived based on this conditional distribution and the model, leading to a novel statistical framework that provides a sequentially updated prediction for upcoming menstruation day. We applied this framework to a real data set of women's BBT and menstruation days and compared prediction accuracy of the proposed method with that of previous methods, showing that the proposed method generally provides a better prediction. Because BBT can be obtained with relatively small cost and effort, the proposed method can be useful for women's health management. Potential extensions of this framework as the basis of modeling and predicting events that are associated with the menstrual cycles are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
International Nuclear Information System (INIS)
Lenz, Michael; Linke, Yannick; Timmer, Jens; Schelter, Björn; Musso, Mariachristina; Weiller, Cornelius; Tüscher, Oliver
2011-01-01
An often addressed challenge in neuroscience research is the assignment of different tasks to specific brain regions. In many cases several brain regions are activated during a single task. Therefore, one is also interested in the temporal evolution of brain activity to infer causal relations between activated brain regions. These causal relations may be described by a directed, task specific network which consists of activated brain regions as vertices and directed edges. The edges describe the causal relations. Inference of the task specific brain network from measurements like electroencephalography (EEG) or functional magnetic resonance imaging (fMRI) is challenging, due to the low spatial resolution of the former and the low temporal resolution of the latter. Here, we present a simulation study investigating a possible combined analysis of simultaneously measured EEG and fMRI data to address the challenge specified above. A nonlinear state space model is used to distinguish between the underlying brain states and the (simulated) EEG/fMRI measurements. We make use of a modified unscented Kalman filter and a corresponding unscented smoother for the estimation of the underlying neural activity. Model parameters are estimated using an expectation-maximization algorithm, which exploits the partial linearity of our model. Inference of the brain network structure is then achieved using directed partial correlation, a measure for Granger causality. The results indicate that the convolution effect of the fMRI forward model imposes a big challenge for the parameter estimation and reduces the influence of the fMRI in combined EEG–fMRI models. It remains to be investigated whether other models or similar combinations of other modalities such as, e.g., EEG and magnetoencephalography can increase the profit of the promising idea of combining various modalities
Flisgen, Thomas
2015-01-01
The modeling of large chains of superconducting cavities with couplers is a challeng- ing task in computational electrical engineering. The direct numerical treatment of these structures can easily lead to problems with more than ten million degrees of freedom. Problems of this complexity are typically solved with the help of parallel programs running on supercomputing infrastructures. However, these infrastructures are expensive to purchase, to operate, and to maintain. The aim of this thesis is to introduce and to validate an approach which allows for modeling large structures on a standard workstation. The novel technique is called State-Space Concatena- tions and is based on the decomposition of the complete structure into individual segments. The radio-frequency properties of the generated segments are described by a set of state-space equations which either emerge from analytical considera- tions or from numerical discretization schemes. The model order of these equations is reduced...
Practical Application of Neural Networks in State Space Control
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon
the networks, although some modifications are needed for the method to apply to the multilayer perceptron network. In connection with the multilayer perceptron networks it is also pointed out how instantaneous, sample-by-sample linearized state space models can be extracted from a trained network, thus opening......In the present thesis we address some problems in discrete-time state space control of nonlinear dynamical systems and attempt to solve them using generic nonlinear models based on artificial neural networks. The main aim of the work is to examine how well such control algorithms perform when...... theoretic notions followed by a detailed description of the topology, neuron functions and learning rules of the two types of neural networks treated in the thesis, the multilayer perceptron and the neurofuzzy networks. In both cases, a Least Squares second-order gradient method is used to train...
Directory of Open Access Journals (Sweden)
Luca Faes
2017-01-01
Full Text Available The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE and refined MSE (RMSE measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR stochastic processes. The method makes use of linear state-space (SS models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.
Polansky, Leo; Kilian, Werner; Wittemyer, George
2015-04-22
Spatial memory facilitates resource acquisition where resources are patchy, but how it influences movement behaviour of wide-ranging species remains to be resolved. We examined African elephant spatial memory reflected in movement decisions regarding access to perennial waterholes. State-space models of movement data revealed a rapid, highly directional movement behaviour almost exclusively associated with visiting perennial water. Behavioural change point (BCP) analyses demonstrated that these goal-oriented movements were initiated on average 4.59 km, and up to 49.97 km, from the visited waterhole, with the closest waterhole accessed 90% of the time. Distances of decision points increased when switching to different waterholes, during the dry season, or for female groups relative to males, while selection of the closest waterhole decreased when switching. Overall, our analyses indicated detailed spatial knowledge over large scales, enabling elephants to minimize travel distance through highly directional movement when accessing water. We discuss the likely cognitive and socioecological mechanisms driving these spatially precise movements that are most consistent with our findings. By applying modern analytic techniques to high-resolution movement data, this study illustrates emerging approaches for studying how cognition structures animal movement behaviour in different ecological and social contexts. © 2015 The Author(s) Published by the Royal Society. All rights reserved.
Nonlinear Modeling by Assembling Piecewise Linear Models
Yao, Weigang; Liou, Meng-Sing
2013-01-01
To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.
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.
Bell, David M; Ward, Eric J; Oishi, A Christopher; Oren, Ram; Flikkema, Paul G; Clark, James S
2015-07-01
Uncertainties in ecophysiological responses to environment, such as the impact of atmospheric and soil moisture conditions on plant water regulation, limit our ability to estimate key inputs for ecosystem models. Advanced statistical frameworks provide coherent methodologies for relating observed data, such as stem sap flux density, to unobserved processes, such as canopy conductance and transpiration. To address this need, we developed a hierarchical Bayesian State-Space Canopy Conductance (StaCC) model linking canopy conductance and transpiration to tree sap flux density from a 4-year experiment in the North Carolina Piedmont, USA. Our model builds on existing ecophysiological knowledge, but explicitly incorporates uncertainty in canopy conductance, internal tree hydraulics and observation error to improve estimation of canopy conductance responses to atmospheric drought (i.e., vapor pressure deficit), soil drought (i.e., soil moisture) and above canopy light. Our statistical framework not only predicted sap flux observations well, but it also allowed us to simultaneously gap-fill missing data as we made inference on canopy processes, marking a substantial advance over traditional methods. The predicted and observed sap flux data were highly correlated (mean sensor-level Pearson correlation coefficient = 0.88). Variations in canopy conductance and transpiration associated with environmental variation across days to years were many times greater than the variation associated with model uncertainties. Because some variables, such as vapor pressure deficit and soil moisture, were correlated at the scale of days to weeks, canopy conductance responses to individual environmental variables were difficult to interpret in isolation. Still, our results highlight the importance of accounting for uncertainty in models of ecophysiological and ecosystem function where the process of interest, canopy conductance in this case, is not observed directly. The StaCC modeling
Directory of Open Access Journals (Sweden)
Andrew D Lowther
Full Text Available Understanding how an animal utilises its surroundings requires its movements through space to be described accurately. Satellite telemetry is the only means of acquiring movement data for many species however data are prone to varying amounts of spatial error; the recent application of state-space models (SSMs to the location estimation problem have provided a means to incorporate spatial errors when characterising animal movements. The predominant platform for collecting satellite telemetry data on free-ranging animals, Service Argos, recently provided an alternative Doppler location estimation algorithm that is purported to be more accurate and generate a greater number of locations that its predecessor. We provide a comprehensive assessment of this new estimation process performance on data from free-ranging animals relative to concurrently collected Fastloc GPS data. Additionally, we test the efficacy of three readily-available SSM in predicting the movement of two focal animals. Raw Argos location estimates generated by the new algorithm were greatly improved compared to the old system. Approximately twice as many Argos locations were derived compared to GPS on the devices used. Root Mean Square Errors (RMSE for each optimal SSM were less than 4.25 km with some producing RMSE of less than 2.50 km. Differences in the biological plausibility of the tracks between the two focal animals used to investigate the utility of SSM highlights the importance of considering animal behaviour in movement studies. The ability to reprocess Argos data collected since 2008 with the new algorithm should permit questions of animal movement to be revisited at a finer resolution.
Directory of Open Access Journals (Sweden)
Daifeng Wang
2016-10-01
Full Text Available Gene expression is controlled by the combinatorial effects of regulatory factors from different biological subsystems such as general transcription factors (TFs, cellular growth factors and microRNAs. A subsystem's gene expression may be controlled by its internal regulatory factors, exclusively, or by external subsystems, or by both. It is thus useful to distinguish the degree to which a subsystem is regulated internally or externally-e.g., how non-conserved, species-specific TFs affect the expression of conserved, cross-species genes during evolution. We developed a computational method (DREISS, dreiss.gerteinlab.org for analyzing the Dynamics of gene expression driven by Regulatory networks, both External and Internal based on State Space models. Given a subsystem, the "state" and "control" in the model refer to its own (internal and another subsystem's (external gene expression levels. The state at a given time is determined by the state and control at a previous time. Because typical time-series data do not have enough samples to fully estimate the model's parameters, DREISS uses dimensionality reduction, and identifies canonical temporal expression trajectories (e.g., degradation, growth and oscillation representing the regulatory effects emanating from various subsystems. To demonstrate capabilities of DREISS, we study the regulatory effects of evolutionarily conserved vs. divergent TFs across distant species. In particular, we applied DREISS to the time-series gene expression datasets of C. elegans and D. melanogaster during their embryonic development. We analyzed the expression dynamics of the conserved, orthologous genes (orthologs, seeing the degree to which these can be accounted for by orthologous (internal versus species-specific (external TFs. We found that between two species, the orthologs have matched, internally driven expression patterns but very different externally driven ones. This is particularly true for genes with
Gerstein, Mark
2016-01-01
Gene expression is controlled by the combinatorial effects of regulatory factors from different biological subsystems such as general transcription factors (TFs), cellular growth factors and microRNAs. A subsystem’s gene expression may be controlled by its internal regulatory factors, exclusively, or by external subsystems, or by both. It is thus useful to distinguish the degree to which a subsystem is regulated internally or externally–e.g., how non-conserved, species-specific TFs affect the expression of conserved, cross-species genes during evolution. We developed a computational method (DREISS, dreiss.gerteinlab.org) for analyzing the Dynamics of gene expression driven by Regulatory networks, both External and Internal based on State Space models. Given a subsystem, the “state” and “control” in the model refer to its own (internal) and another subsystem’s (external) gene expression levels. The state at a given time is determined by the state and control at a previous time. Because typical time-series data do not have enough samples to fully estimate the model’s parameters, DREISS uses dimensionality reduction, and identifies canonical temporal expression trajectories (e.g., degradation, growth and oscillation) representing the regulatory effects emanating from various subsystems. To demonstrate capabilities of DREISS, we study the regulatory effects of evolutionarily conserved vs. divergent TFs across distant species. In particular, we applied DREISS to the time-series gene expression datasets of C. elegans and D. melanogaster during their embryonic development. We analyzed the expression dynamics of the conserved, orthologous genes (orthologs), seeing the degree to which these can be accounted for by orthologous (internal) versus species-specific (external) TFs. We found that between two species, the orthologs have matched, internally driven expression patterns but very different externally driven ones. This is particularly true for genes with
Peter W. Tse; Dong Wang
2017-01-01
Bearings are widely used in various industries to support rotating shafts. Their failures accelerate failures of other adjacent components and may cause unexpected machine breakdowns. In recent years, nonlinear vibration responses collected from a dynamic rotor-bearing system have been widely analyzed for bearing diagnostics. Numerous methods have been proposed to identify different bearing faults. However, these methods are unable to predict the future health conditions of bearings. To exten...
Nonlinear dynamical modeling and prediction of the terrestrial magnetospheric activity
International Nuclear Information System (INIS)
Vassiliadis, D.
1992-01-01
The irregular activity of the magnetosphere results from its complex internal dynamics as well as the external influence of the solar wind. The dominating self-organization of the magnetospheric plasma gives rise to repetitive, large-scale coherent behavior manifested in phenomena such as the magnetic substorm. Based on the nonlinearity of the global dynamics this dissertation examines the magnetosphere as a nonlinear dynamical system using time series analysis techniques. Initially the magnetospheric activity is modeled in terms of an autonomous system. A dimension study shows that its observed time series is self-similar, but the correlation dimension is high. The implication of a large number of degrees of freedom is confirmed by other state space techniques such as Poincare sections and search for unstable periodic orbits. At the same time a stability study of the time series in terms of Lyapunov exponents suggests that the series is not chaotic. The absence of deterministic chaos is supported by the low predictive capability of the autonomous model. Rather than chaos, it is an external input which is largely responsible for the irregularity of the magnetospheric activity. In fact, the external driving is so strong that the above state space techniques give results for magnetospheric and solar wind time series that are at least qualitatively similar. Therefore the solar wind input has to be included in a low-dimensional nonautonomous model. Indeed it is shown that such a model can reproduce the observed magnetospheric behavior up to 80-90 percent. The characteristic coefficients of the model show little variation depending on the external disturbance. The impulse response is consistent with earlier results of linear prediction filters. The model can be easily extended to contain nonlinear features of the magnetospheric activity and in particular the loading-unloading behavior of substorms
Directory of Open Access Journals (Sweden)
Dimitrios V Vavoulis
Full Text Available Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm, often in combination with a local search method (such as gradient descent in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a
Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-01-01
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctu...
Directory of Open Access Journals (Sweden)
Fernando Gómez-Salas
2015-01-01
Full Text Available This work proposes a discrete-time nonlinear rational approximate model for the unstable magnetic levitation system. Based on this model and as an application of the input-output linearization technique, a discrete-time tracking control design will be derived using the corresponding classical state space representation of the model. A simulation example illustrates the efficiency of the proposed methodology.
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...
Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder
DEFF Research Database (Denmark)
Albertsen, Christoffer Moesgaard; Whoriskey, Kim; Yurkowski, David
2015-01-01
recommend using the Laplace approximation combined with automatic differentiation (as implemented in the novel R package Template Model Builder; TMB) for the fast fitting of continuous-time multivariate non-Gaussian SSMs. Through Argos satellite tracking data, we demonstrate that the use of continuous...... are able to estimate additional parameters compared to previous methods, all without requiring a substantial increase in computational time. The model implementation is made available through the R package argosTrack....
Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-01-01
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. PMID:24876585
Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-03-01
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. © 2014 Diabetes Technology Society.
Adaptive regression for modeling nonlinear relationships
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...
Statistical Software for State Space Methods
Directory of Open Access Journals (Sweden)
Jacques J. F. Commandeur
2011-05-01
Full Text Available In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software. We first provide some background on the history of state space methods for the analysis of time series. This is followed by a concise overview of linear Gaussian state space analysis including the modelling framework and appropriate estimation methods. We discuss the important class of unobserved component models which incorporate a trend, a seasonal, a cycle, and fixed explanatory and intervention variables for the univariate and multivariate analysis of time series. We continue the discussion by presenting methods for the computation of different estimates for the unobserved state vector: filtering, prediction, and smoothing. Estimation approaches for the other parameters in the model are also considered. Next, we discuss how the estimation procedures can be used for constructing confidence intervals, detecting outlier observations and structural breaks, and testing model assumptions of residual independence, homoscedasticity, and normality. We then show how ARIMA and ARIMA components models fit in the state space framework to time series analysis. We also provide a basic introduction for non-Gaussian state space models. Finally, we present an overview of the software tools currently available for the analysis of time series with state space methods as they are discussed in the other contributions to this special volume.
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 discu...
Fractional-Order Nonlinear Systems Modeling, Analysis and Simulation
Petráš, Ivo
2011-01-01
"Fractional-Order Nonlinear Systems: Modeling, Analysis and Simulation" presents a study of fractional-order chaotic systems accompanied by Matlab programs for simulating their state space trajectories, which are shown in the illustrations in the book. Description of the chaotic systems is clearly presented and their analysis and numerical solution are done in an easy-to-follow manner. Simulink models for the selected fractional-order systems are also presented. The readers will understand the fundamentals of the fractional calculus, how real dynamical systems can be described using fractional derivatives and fractional differential equations, how such equations can be solved, and how to simulate and explore chaotic systems of fractional order. The book addresses to mathematicians, physicists, engineers, and other scientists interested in chaos phenomena or in fractional-order systems. It can be used in courses on dynamical systems, control theory, and applied mathematics at graduate or postgraduate level. ...
Relation between nonlinear models and gauge ambiguities
International Nuclear Information System (INIS)
Balachandran, A.P.; Ramachandran, R.; Rupertsberger, H.; Skagerstam, B.S.
1980-01-01
We show that the solutions of a class of nonlinear models also generate gauge ambiguities in the vacuum sector of Yang-Mills theories. Our results extend known connections between gauge ambiguities and certain nonlinear sigma-models, and clarify the underlying group theory. For many nonlinear models, we also give a simple, intrinsic parametrization of physical fields (which have values in a homogeneous space of a group). (orig.)
Superspace formulation of new nonlinear sigma models
International Nuclear Information System (INIS)
Gates, S.J. Jr.
1983-07-01
The superspace formulation of two classes of supersymmetric nonlinear σ-models are presented. Two alternative N=1 superspace formulations are given for the d=2 supersymmetric nonlinear σ-models with Killing vector potentials: (a) formulation uses an active central charge and, (b) formulation uses a spurion superfield without inducing a classical breakdown of supersymmetry. The N=2 vector multiplet is used to construct a new class of d=4 nonlinear σ-models which when reduced to d=2 possess N=4 supersymmetry. Implications of these two classes of nonlinear σ-models for N>=4 superfield supergravity are discussed. (author)
Mathematical modeling and applications in nonlinear dynamics
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...
Modeling of nonlinear biological phenomena modeled by S-systems.
Mansouri, Majdi M; Nounou, Hazem N; Nounou, Mohamed N; Datta, Aniruddha A
2014-03-01
A central challenge in computational modeling of biological systems is the determination of the model parameters. In such cases, estimating these variables or parameters from other easily obtained measurements can be extremely useful. For example, time-series dynamic genomic data can be used to develop models representing dynamic genetic regulatory networks, which can be used to design intervention strategies to cure major diseases and to better understand the behavior of biological systems. Unfortunately, biological measurements are usually highly infected by errors that hide the important characteristics in the data. Therefore, these noisy measurements need to be filtered to enhance their usefulness in practice. This paper addresses the problem of state and parameter estimation of biological phenomena modeled by S-systems using Bayesian approaches, where the nonlinear observed system is assumed to progress according to a probabilistic state space model. The performances of various conventional and state-of-the-art state estimation techniques are compared. These techniques include the extended Kalman filter (EKF), unscented Kalman filter (UKF), particle filter (PF), and the developed variational Bayesian filter (VBF). Specifically, two comparative studies are performed. In the first comparative study, the state variables (the enzyme CadA, the model cadBA, the cadaverine Cadav and the lysine Lys for a model of the Cad System in Escherichia coli (CSEC)) are estimated from noisy measurements of these variables, and the various estimation techniques are compared by computing the estimation root mean square error (RMSE) with respect to the noise-free data. In the second comparative study, the state variables as well as the model parameters are simultaneously estimated. In this case, in addition to comparing the performances of the various state estimation techniques, the effect of the number of estimated model parameters on the accuracy and convergence of these
Holbrook, Christopher M.; Johnson, Nicholas S.; Steibel, Juan P.; Twohey, Michael B.; Binder, Thomas R.; Krueger, Charles C.; Jones, Michael L.
2014-01-01
Improved methods are needed to evaluate barriers and traps for control and assessment of invasive sea lamprey (Petromyzon marinus) in the Great Lakes. A Bayesian state-space model provided reach-specific probabilities of movement, including trap capture and dam passage, for 148 acoustic tagged invasive sea lamprey in the lower Cheboygan River, Michigan, a tributary to Lake Huron. Reach-specific movement probabilities were combined to obtain estimates of spatial distribution and abundance needed to evaluate a barrier and trap complex for sea lamprey control and assessment. Of an estimated 21 828 – 29 300 adult sea lampreys in the river, 0%–2%, or 0–514 untagged lampreys, could have passed upstream of the dam, and 46%–61% were caught in the trap. Although no tagged lampreys passed above the dam (0/148), our sample size was not sufficient to consider the lock and dam a complete barrier to sea lamprey. Results also showed that existing traps are in good locations because 83%–96% of the population was vulnerable to existing traps. However, only 52%–69% of lampreys vulnerable to traps were caught, suggesting that traps can be improved. The approach used in this study was a novel use of Bayesian state-space models that may have broader applications, including evaluation of barriers for other invasive species (e.g., Asian carp (Hypophthalmichthys spp.)) and fish passage structures for other diadromous fishes.
A general U-block model-based design procedure for nonlinear polynomial control systems
Zhu, Q. M.; Zhao, D. Y.; Zhang, Jianhua
2016-10-01
The proposition of U-model concept (in terms of 'providing concise and applicable solutions for complex problems') and a corresponding basic U-control design algorithm was originated in the first author's PhD thesis. The term of U-model appeared (not rigorously defined) for the first time in the first author's other journal paper, which established a framework for using linear polynomial control system design approaches to design nonlinear polynomial control systems (in brief, linear polynomial approaches → nonlinear polynomial plants). This paper represents the next milestone work - using linear state-space approaches to design nonlinear polynomial control systems (in brief, linear state-space approaches → nonlinear polynomial plants). The overall aim of the study is to establish a framework, defined as the U-block model, which provides a generic prototype for using linear state-space-based approaches to design the control systems with smooth nonlinear plants/processes described by polynomial models. For analysing the feasibility and effectiveness, sliding mode control design approach is selected as an exemplary case study. Numerical simulation studies provide a user-friendly step-by-step procedure for the readers/users with interest in their ad hoc applications. In formality, this is the first paper to present the U-model-oriented control system design in a formal way and to study the associated properties and theorems. The previous publications, in the main, have been algorithm-based studies and simulation demonstrations. In some sense, this paper can be treated as a landmark for the U-model-based research from intuitive/heuristic stage to rigour/formal/comprehensive studies.
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...
Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation
Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet
2015-01-01
When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating
DEFF Research Database (Denmark)
Baadsgaard, Mikkel; Nielsen, Jan Nygaard; Madsen, Henrik
2000-01-01
An econometric analysis of continuous-timemodels of the term structure of interest rates is presented. A panel of coupon bond prices with different maturities is used to estimate the embedded parameters of a continuous-discrete state space model of unobserved state variables: the spot interest rate...... noise term should account for model errors. A nonlinear filtering method is used to compute estimates of the state variables, and the model parameters are estimated by a quasimaximum likelihood method provided that some assumptions are imposed on the model residuals. Both Monte Carlo simulation results...
David M. Bell; Eric J. Ward; A. Christopher Oishi; Ram Oren; Paul G. Flikkema; James S. Clark; David Whitehead
2015-01-01
Uncertainties in ecophysiological responses to environment, such as the impact of atmospheric and soil moisture conditions on plant water regulation, limit our ability to estimate key inputs for ecosystem models. Advanced statistical frameworks provide coherent methodologies for relating observed data, such as stem sap flux density, to unobserved processes, such as...
DEFF Research Database (Denmark)
Payne, Mark
2010-01-01
the other components, whereas the Downs component has been the slowest. These differences give rise to changes in stock composition, which are shown to vary widely within a relatively short time. The modelling framework provides a valuable tool for studying and monitoring the dynamics of the individual...
Automatic Design of a Maglev Controller in State Space
1991-12-01
Design of a Maglev Controller in State Space Feng Zhao Richard Thornton Abstract We describe the automatic synthesis of a global nonlinear controller for...the global switching points of the controller is presented. The synthesized control system can stabilize the maglev vehicle with large initial displace...NUMBERS Automation Desing of a Maglev Controller in State Space N00014-89-J-3202 MIP-9001651 6. AUTHOR(S) Feng Zhao and Richard Thornton 7. PERFORMING
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...
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 thr...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....
Parameter Estimation of Nonlinear Models in Forestry.
Fekedulegn, Desta; Mac Siúrtáin, Máirtín Pádraig; Colbert, Jim J.
1999-01-01
Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these partial derivatives in estimating the model parameters is illustrated. The parameters are estimated using the Marquardt iterative method of nonlinear regression relating top height to age of Norway spruce (Picea abies L.) from the Bowmont Norway Spruce Thinnin...
Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
Hazan, Aurélien
2017-05-01
We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP). The set of solutions is a polytope, which volume depends on the constraints applied and reveals the potential fragility of the economic circuit, with no need to study the dynamics. Several methods to compute the volume are compared, inspired by operations research methods and the analysis of metabolic networks, both exact and approximate. We also introduce a random transaction matrix, and study the particular case of linear flows with respect to money stocks.
Forecasting with nonlinear time series models
DEFF Research Database (Denmark)
Kock, Anders Bredahl; Teräsvirta, Timo
In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... 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...... 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...
Parazynski, Scott E
2006-01-01
From simple childhood dreams to their fulfillment, this presentation chronicles the author's life journey from young model rocketteer through his medical training and eventual career as a NASA astronaut. Over the course of four Space Shuttle flights and a cumulative 6 weeks in space, including 20 hours of Extravehicular Activity (EVA, or spacewalking), this article describes a wide range of activities and scientific payloads that are representative of the unique and valuable science that can be accomplished in the microgravity of space. NASA's efforts to develop inspection and repair capabilities in the aftermath of the Columbia tragedy are also covered, as are the nation's plans for returning to the Moon and continuing on to Mars as part of the Vision for Space Exploration (VSE).
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
As the number of power electronics based systems are increasing, studies about overall stability and harmonic problems are rising. In order to analyze harmonics and stability, most research is using an analysis method, which is based on the Linear Time Invariant (LTI) approach. However, this can...... be difficult in terms of complex multi-parallel connected systems, especially in the case of renewable energy, where possibilities for intermittent operation due to the weather conditions exist. Hence, it can bring many different operating points to the power converter, and the impedance characteristics can...... can demonstrate other phenomenon, which can not be found in the conventional LTI approach. The theoretical modeling and analysis are verified by means of simulations and experiments....
De Filippis, G.; Noël, J. P.; Kerschen, G.; Soria, L.; Stephan, C.
2017-09-01
The introduction of the frequency-domain nonlinear subspace identification (FNSI) method in 2013 constitutes one in a series of recent attempts toward developing a realistic, first-generation framework applicable to complex structures. If this method showed promising capabilities when applied to academic structures, it is still confronted with a number of limitations which needs to be addressed. In particular, the removal of nonphysical poles in the identified nonlinear models is a distinct challenge. In the present paper, it is proposed as a first contribution to operate directly on the identified state-space matrices to carry out spurious pole removal. A modal-space decomposition of the state and output matrices is examined to discriminate genuine from numerical poles, prior to estimating the extended input and feedthrough matrices. The final state-space model thus contains physical information only and naturally leads to nonlinear coefficients free of spurious variations. Besides spurious variations due to nonphysical poles, vibration modes lying outside the frequency band of interest may also produce drifts of the nonlinear coefficients. The second contribution of the paper is to include residual terms, accounting for the existence of these modes. The proposed improved FNSI methodology is validated numerically and experimentally using a full-scale structure, the Morane-Saulnier Paris aircraft.
Nonlinear model predictive control theory and algorithms
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...
Topological approximation of the nonlinear Anderson model
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
On the nonlinear modeling of ring oscillators
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.
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...
On the nonlinear modeling of ring oscillators
Elwakil, Ahmed S.; Salama, Khaled N.
2009-01-01
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.
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....
Directory of Open Access Journals (Sweden)
Aksjonov Andrei
2015-12-01
Full Text Available The mathematical model of the three-dimensional crane using the Euler-Lagrange approach is derived. A state-space representation of the derived model is proposed and explored in the Simulink® environment and on the laboratory stand. The obtained control design was simulated, analyzed and compared with existing encoder-based system provided by the three-dimensional (3D Crane manufacturer Inteco®. As well, an anti-swing fuzzy logic control has been developed, simulated, and analyzed. Obtained control algorithm is compared with the existing anti-swing proportional-integral controller designed by the 3D crane manufacturer Inteco®. 5-degree of freedom (5DOF control schemes are designed, examined and compared with the various load masses. The topicality of the problem is due to the wide usage of gantry cranes in industry. The solution is proposed for the future research in sensorless and intelligent control of complex motor driven application.
Evaluation of nonlinearity and validity of nonlinear modeling for complex time series.
Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo
2007-10-01
Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.
Nonlinear Model Reduction for RTCVD
National Research Council Canada - National Science Library
Newman, Andrew J; Krishnaprasad, P. S
1998-01-01
...) for semiconductor manufacturing. They focus on model reduction for the ordinary differential equation model describing heat transfer to, from, and within a semiconductor wafer in the RTCVD chamber...
Nonlinear finite element modeling of corrugated board
A. C. Gilchrist; J. C. Suhling; T. J. Urbanik
1999-01-01
In this research, an investigation on the mechanical behavior of corrugated board has been performed using finite element analysis. Numerical finite element models for corrugated board geometries have been created and executed. Both geometric (large deformation) and material nonlinearities were included in the models. The analyses were performed using the commercial...
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...
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...
Modeling vector nonlinear time series using POLYMARS
de Gooijer, J.G.; Ray, B.K.
2003-01-01
A modified multivariate adaptive regression splines method for modeling vector nonlinear time series is investigated. The method results in models that can capture certain types of vector self-exciting threshold autoregressive behavior, as well as provide good predictions for more general vector
DEFF Research Database (Denmark)
Mirzaei, Mahmood; Poulsen, Niels Kjølstad; Niemann, Hans Henrik
2012-01-01
Robust model predictive control (RMPC) of a class of nonlinear systems is considered in this paper. We will use Linear Parameter Varying (LPV) model of the nonlinear system. By taking the advantage of having future values of the scheduling variable, we will simplify state prediction. Because...... of the special structure of the problem, uncertainty is only in the B matrix (gain) of the state space model. Therefore by taking advantage of this structure, we formulate a tractable minimax optimization problem to solve robust model predictive control problem. Wind turbine is chosen as the case study and we...... choose wind speed as the scheduling variable. Wind speed is measurable ahead of the turbine, therefore the scheduling variable is known for the entire prediction horizon....
Nonlinear friction model for servo press simulation
Ma, Ninshu; Sugitomo, Nobuhiko; Kyuno, Takunori; Tamura, Shintaro; Naka, Tetsuo
2013-12-01
The friction coefficient was measured under an idealized condition for a pulse servo motion. The measured friction coefficient and its changing with both sliding distance and a pulse motion showed that the friction resistance can be reduced due to the re-lubrication during unloading process of the pulse servo motion. Based on the measured friction coefficient and its changes with sliding distance and re-lubrication of oil, a nonlinear friction model was developed. Using the newly developed the nonlinear friction model, a deep draw simulation was performed and the formability was evaluated. The results were compared with experimental ones and the effectiveness was verified.
Finite element model for nonlinear shells of revolution
International Nuclear Information System (INIS)
Cook, W.A.
1979-01-01
Nuclear material shipping containers have shells of revolution as basic structural components. Analytically modeling the response of these containers to severe accident impact conditions requires a nonlinear shell-of-revolution model that accounts for both geometric and material nonlinearities. Existing models are limited to large displacements, small rotations, and nonlinear materials. The paper presents a finite element model for a nonlinear shell of revolution that will account for large displacements, large strains, large rotations, and nonlinear materials
Directory of Open Access Journals (Sweden)
Hugues Santin-Janin
Full Text Available BACKGROUND: Data collected to inform time variations in natural population size are tainted by sampling error. Ignoring sampling error in population dynamics models induces bias in parameter estimators, e.g., density-dependence. In particular, when sampling errors are independent among populations, the classical estimator of the synchrony strength (zero-lag correlation is biased downward. However, this bias is rarely taken into account in synchrony studies although it may lead to overemphasizing the role of intrinsic factors (e.g., dispersal with respect to extrinsic factors (the Moran effect in generating population synchrony as well as to underestimating the extinction risk of a metapopulation. METHODOLOGY/PRINCIPAL FINDINGS: The aim of this paper was first to illustrate the extent of the bias that can be encountered in empirical studies when sampling error is neglected. Second, we presented a space-state modelling approach that explicitly accounts for sampling error when quantifying population synchrony. Third, we exemplify our approach with datasets for which sampling variance (i has been previously estimated, and (ii has to be jointly estimated with population synchrony. Finally, we compared our results to those of a standard approach neglecting sampling variance. We showed that ignoring sampling variance can mask a synchrony pattern whatever its true value and that the common practice of averaging few replicates of population size estimates poorly performed at decreasing the bias of the classical estimator of the synchrony strength. CONCLUSION/SIGNIFICANCE: The state-space model used in this study provides a flexible way of accurately quantifying the strength of synchrony patterns from most population size data encountered in field studies, including over-dispersed count data. We provided a user-friendly R-program and a tutorial example to encourage further studies aiming at quantifying the strength of population synchrony to account for
Modeling of Volatility with Non-linear Time Series Model
Kim Song Yon; Kim Mun Chol
2013-01-01
In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.
Neural network-based nonlinear model predictive control vs. linear quadratic gaussian control
Cho, C.; Vance, R.; Mardi, N.; Qian, Z.; Prisbrey, K.
1997-01-01
One problem with the application of neural networks to the multivariable control of mineral and extractive processes is determining whether and how to use them. The objective of this investigation was to compare neural network control to more conventional strategies and to determine if there are any advantages in using neural network control in terms of set-point tracking, rise time, settling time, disturbance rejection and other criteria. The procedure involved developing neural network controllers using both historical plant data and simulation models. Various control patterns were tried, including both inverse and direct neural network plant models. These were compared to state space controllers that are, by nature, linear. For grinding and leaching circuits, a nonlinear neural network-based model predictive control strategy was superior to a state space-based linear quadratic gaussian controller. The investigation pointed out the importance of incorporating state space into neural networks by making them recurrent, i.e., feeding certain output state variables into input nodes in the neural network. It was concluded that neural network controllers can have better disturbance rejection, set-point tracking, rise time, settling time and lower set-point overshoot, and it was also concluded that neural network controllers can be more reliable and easy to implement in complex, multivariable plants.
On nonlinear reduced order modeling
International Nuclear Information System (INIS)
Abdel-Khalik, Hany S.
2011-01-01
When applied to a model that receives n input parameters and predicts m output responses, a reduced order model estimates the variations in the m outputs of the original model resulting from variations in its n inputs. While direct execution of the forward model could provide these variations, reduced order modeling plays an indispensable role for most real-world complex models. This follows because the solutions of complex models are expensive in terms of required computational overhead, thus rendering their repeated execution computationally infeasible. To overcome this problem, reduced order modeling determines a relationship (often referred to as a surrogate model) between the input and output variations that is much cheaper to evaluate than the original model. While it is desirable to seek highly accurate surrogates, the computational overhead becomes quickly intractable especially for high dimensional model, n ≫ 10. In this manuscript, we demonstrate a novel reduced order modeling method for building a surrogate model that employs only 'local first-order' derivatives and a new tensor-free expansion to efficiently identify all the important features of the original model to reach a predetermined level of accuracy. This is achieved via a hybrid approach in which local first-order derivatives (i.e., gradient) of a pseudo response (a pseudo response represents a random linear combination of original model’s responses) are randomly sampled utilizing a tensor-free expansion around some reference point, with the resulting gradient information aggregated in a subspace (denoted by the active subspace) of dimension much less than the dimension of the input parameters space. The active subspace is then sampled employing the state-of-the-art techniques for global sampling methods. The proposed method hybridizes the use of global sampling methods for uncertainty quantification and local variational methods for sensitivity analysis. In a similar manner to
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.
Nonlinear distortion in wireless systems modeling and simulation with Matlab
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
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...... approaches. (C) 2016 Optical Society of America...
Nonlinear GARCH model and 1 / f noise
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.
Nonlinear Dynamic Models in Advanced Life Support
Jones, Harry
2002-01-01
To facilitate analysis, ALS systems are often assumed to be linear and time invariant, but they usually have important nonlinear and dynamic aspects. Nonlinear dynamic behavior can be caused by time varying inputs, changes in system parameters, nonlinear system functions, closed loop feedback delays, and limits on buffer storage or processing rates. Dynamic models are usually cataloged according to the number of state variables. The simplest dynamic models are linear, using only integration, multiplication, addition, and subtraction of the state variables. A general linear model with only two state variables can produce all the possible dynamic behavior of linear systems with many state variables, including stability, oscillation, or exponential growth and decay. Linear systems can be described using mathematical analysis. Nonlinear dynamics can be fully explored only by computer simulations of models. Unexpected behavior is produced by simple models having only two or three state variables with simple mathematical relations between them. Closed loop feedback delays are a major source of system instability. Exceeding limits on buffer storage or processing rates forces systems to change operating mode. Different equilibrium points may be reached from different initial conditions. Instead of one stable equilibrium point, the system may have several equilibrium points, oscillate at different frequencies, or even behave chaotically, depending on the system inputs and initial conditions. The frequency spectrum of an output oscillation may contain harmonics and the sums and differences of input frequencies, but it may also contain a stable limit cycle oscillation not related to input frequencies. We must investigate the nonlinear dynamic aspects of advanced life support systems to understand and counter undesirable behavior.
Analysis of nonlinear systems using ARMA [autoregressive moving average] models
International Nuclear Information System (INIS)
Hunter, N.F. Jr.
1990-01-01
While many vibration systems exhibit primarily linear behavior, a significant percentage of the systems encountered in vibration and model testing are mildly to severely nonlinear. Analysis methods for such nonlinear systems are not yet well developed and the response of such systems is not accurately predicted by linear models. Nonlinear ARMA (autoregressive moving average) models are one method for the analysis and response prediction of nonlinear vibratory systems. In this paper we review the background of linear and nonlinear ARMA models, and illustrate the application of these models to nonlinear vibration systems. We conclude by summarizing the advantages and disadvantages of ARMA models and emphasizing prospects for future development. 14 refs., 11 figs
A nonlinear model for AC induced corrosion
Directory of Open Access Journals (Sweden)
N. Ida
2012-09-01
Full Text Available The modeling of corrosion poses particular difficulties. The understanding of corrosion as an electrochemical process has led to simple capacitive-resistive models that take into account the resistance of the electrolytic cell and the capacitive effect of the surface potential at the interface between conductors and the electrolyte. In some models nonlinear conduction effects have been added to account for more complex observed behavior. While these models are sufficient to describe the behavior in systems with cathodic protection, the behavior in the presence of induced AC currents from power lines and from RF sources cannot be accounted for and are insufficient to describe the effects observed in the field. Field observations have shown that a rectifying effect exists that affects the cathodic protection potential and this effect is responsible for corrosion in the presence of AC currents. The rectifying effects of the metal-corrosion interface are totally missing from current models. This work proposes a nonlinear model based on finite element analysis that takes into account the nonlinear behavior of the metal-oxide interface and promises to improve modeling by including the rectification effects at the interface.
Research on nonlinear stochastic dynamical price model
International Nuclear Information System (INIS)
Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng
2008-01-01
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies
Energy Technology Data Exchange (ETDEWEB)
Babunski, Darko; Tuneski, Atanasko; Zaev, Emil [Faculty of Mechanical Engineering, ' Ss. Cyril and Methodius' University, Skopje (Macedonia, The Former Yugoslav Republic of)
2014-07-01
Revised Hydro Power Plant model of the IEEE working group recommended converted to state space model is used for simulation of transient response of hydro turbine, and verification was made using measurements of transients from real Hydro Power Plant (HPP). Nonlinear mixed model controller was designed and implemented into complete HPP simulation model and compared with PID with real parameters used in HPP, and with adjusted PID parameters with consideration of smallest frequency error. Verification of performance of the model was made comparing model response with measured load rejection, which is worst case of HPP operation. (Author)
Simplified Model of Nonlinear Landau Damping
International Nuclear Information System (INIS)
Yampolsky, N.A.; Fisch, N.J.
2009-01-01
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.
State Space Analysis of Hierarchical Coloured Petri Nets
DEFF Research Database (Denmark)
Christensen, Søren; Kristensen, Lars Michael
2003-01-01
In this paper, we consider state space analysis of Coloured Petri Nets. It is well-known that almost all dynamic properties of the considered system can be verified when the state space is finite. However, state space analysis is more than just formulating a set of formal requirements and invokin...... supporting computation and storage of state spaces which exploi the hierarchical structure of the models....... in which formal verification, partial state spaces, and analysis by means of graphical feedback and simulation are integrated entities. The focus of the paper is twofold: the support for graphical feedback and the way it has been integrated with simulation, and the underlying algorithms and data-structures......In this paper, we consider state space analysis of Coloured Petri Nets. It is well-known that almost all dynamic properties of the considered system can be verified when the state space is finite. However, state space analysis is more than just formulating a set of formal requirements and invoking...
A Sweep-Line Method for State Space Exploration
DEFF Research Database (Denmark)
Christensen, Søren; Kristensen, Lars Michael; Mailund, Thomas
2001-01-01
generation, since these states can never be reached again. This in turn reduces the memory used for state space storage during the task of verification. Examples of progress measures are sequence numbers in communication protocols and time in certain models with time. We illustrate the application...... of the method on a number of Coloured Petri Net models, and give a first evaluation of its practicality by means of an implementation based on the Design/CPN state space tool. Our experiments show significant reductions in both space and time used during state space exploration. The method is not specific...... to Coloured Petri Nets but applicable to a wide range of modelling languages....
Farokhi, Hamed; Païdoussis, Michael P.; Misra, Arun K.
2018-04-01
The present study examines the nonlinear behaviour of a cantilevered carbon nanotube (CNT) resonator and its mass detection sensitivity, employing a new nonlinear electrostatic load model. More specifically, a 3D finite element model is developed in order to obtain the electrostatic load distribution on cantilevered CNT resonators. A new nonlinear electrostatic load model is then proposed accounting for the end effects due to finite length. Additionally, a new nonlinear size-dependent continuum model is developed for the cantilevered CNT resonator, employing the modified couple stress theory (to account for size-effects) together with the Kelvin-Voigt model (to account for nonlinear damping); the size-dependent model takes into account all sources of nonlinearity, i.e. geometrical and inertial nonlinearities as well as nonlinearities associated with damping, small-scale, and electrostatic load. The nonlinear equation of motion of the cantilevered CNT resonator is obtained based on the new models developed for the CNT resonator and the electrostatic load. The Galerkin method is then applied to the nonlinear equation of motion, resulting in a set of nonlinear ordinary differential equations, consisting of geometrical, inertial, electrical, damping, and size-dependent nonlinear terms. This high-dimensional nonlinear discretized model is solved numerically utilizing the pseudo-arclength continuation technique. The nonlinear static and dynamic responses of the system are examined for various cases, investigating the effect of DC and AC voltages, length-scale parameter, nonlinear damping, and electrostatic load. Moreover, the mass detection sensitivity of the system is examined for possible application of the CNT resonator as a nanosensor.
Nonlinear time series theory, methods and applications with R examples
Douc, Randal; Stoffer, David
2014-01-01
FOUNDATIONSLinear ModelsStochastic Processes The Covariance World Linear Processes The Multivariate Cases Numerical Examples ExercisesLinear Gaussian State Space Models Model Basics Filtering, Smoothing, and Forecasting Maximum Likelihood Estimation Smoothing Splines and the Kalman Smoother Asymptotic Distribution of the MLE Missing Data Modifications Structural Component Models State-Space Models with Correlated Errors Exercises Beyond Linear ModelsNonlinear Non-Gaussian Data Volterra Series Expansion Cumulants and Higher-Order Spectra Bilinear Models Conditionally Heteroscedastic Models Thre
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....
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.
International Nuclear Information System (INIS)
Barus, R. P. P.; Tjokronegoro, H. A.; Leksono, E.; Ismunandar
2014-01-01
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
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.
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.
NONLINEAR MODEL PREDICTIVE CONTROL OF CHEMICAL PROCESSES
Directory of Open Access Journals (Sweden)
SILVA R. G.
1999-01-01
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.
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.
Spatiotemporal drought forecasting using nonlinear models
Vasiliades, Lampros; Loukas, Athanasios
2010-05-01
Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with
Model of anisotropic nonlinearity in self-defocusing photorefractive media.
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.
Nonlinear interaction model of subsonic jet noise.
Sandham, Neil D; Salgado, Adriana M
2008-08-13
Noise generation in a subsonic round jet is studied by a simplified model, in which nonlinear interactions of spatially evolving instability modes lead to the radiation of sound. The spatial mode evolution is computed using linear parabolized stability equations. Nonlinear interactions are found on a mode-by-mode basis and the sound radiation characteristics are determined by solution of the Lilley-Goldstein equation. Since mode interactions are computed explicitly, it is possible to find their relative importance for sound radiation. The method is applied to a single stream jet for which experimental data are available. The model gives Strouhal numbers of 0.45 for the most amplified waves in the jet and 0.19 for the dominant sound radiation. While in near field axisymmetric and the first azimuthal modes are both important, far-field sound is predominantly axisymmetric. These results are in close correspondence with experiment, suggesting that the simplified model is capturing at least some of the important mechanisms of subsonic jet noise.
Nonlinear price impact from linear models
Patzelt, Felix; Bouchaud, Jean-Philippe
2017-12-01
The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators, and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all intra-day scales (Patzelt and Bouchaud 2017 arXiv:1706.04163). Here we investigate how well these curves, their scaling, and the underlying return dynamics are captured by linear ‘propagator’ models. We find that the classification of trades as price-changing versus non-price-changing can explain the price impact nonlinearities and short-term return dynamics to a very high degree. The explanatory power provided by the change indicator in addition to the order sign history increases with increasing tick size. To obtain these results, several long-standing technical issues for model calibration and testing are addressed. We present new spectral estimators for two- and three-point cross-correlations, removing the need for previously used approximations. We also show when calibration is unbiased and how to accurately reveal previously overlooked biases. Therefore, our results contribute significantly to understanding both recent empirical results and the properties of a popular class of impact models.
From spiking neuron models to linear-nonlinear models.
Ostojic, Srdjan; Brunel, Nicolas
2011-01-20
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.
State-Space Equations and the First-Phase Algorithm for Signal Control of Single Intersections
Institute of Scientific and Technical Information of China (English)
LI Jinyuan; PAN Xin; WANG Xiqin
2007-01-01
State-space equations were applied to formulate the queuing and delay of traffic at a single intersection in this paper. The signal control of a single intersection was then modeled as a discrete-time optimal control problem, with consideration of the constraints of stream conflicts, saturation flow rate, minimum green time, and maximum green time. The problem cannot be solved directly due to the nonlinear constraints.However, the results of qualitative analysis were used to develop a first-phase signal control algorithm. Simulation results show that the algorithm substantially reduces the total delay compared to fixed-time control.
Nonlinear Model of Tape Wound Core Transformers
Directory of Open Access Journals (Sweden)
A. Vahedi
2015-03-01
Full Text Available Recently, tape wound cores due to their excellent magnetic properties, are widely used in different types of transformers. Performance prediction of these transformers needs an accurate model with ability to determine flux distribution within the core and magnetic loss. Spiral structure of tape wound cores affects the flux distribution and always cause complication of analysis. In this paper, a model based on reluctance networks method is presented for analysis of magnetic flux in wound cores. Using this model, distribution of longitudinal and transverse fluxes within the core can be determined. To consider the nonlinearity of the core, a dynamic hysteresis model is included in the presented model. Having flux density in different points of the core, magnetic losses can be calculated. To evaluate the validity of the model, results are compared with 2-D FEM simulations. In addition, a transformer designed for series-resonant converter and simulation results are compared with experimental measurements. Comparisons show accuracy of the model besides simplicity and fast convergence
NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION
Directory of Open Access Journals (Sweden)
Roman L. Leibov
2017-09-01
Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented
Nonlinear Analysis and Modeling of Tires
Noor, Ahmed K.
1996-01-01
The objective of the study was to develop efficient modeling techniques and computational strategies for: (1) predicting the nonlinear response of tires subjected to inflation pressure, mechanical and thermal loads; (2) determining the footprint region, and analyzing the tire pavement contact problem, including the effect of friction; and (3) determining the sensitivity of the tire response (displacements, stresses, strain energy, contact pressures and contact area) to variations in the different material and geometric parameters. Two computational strategies were developed. In the first strategy the tire was modeled by using either a two-dimensional shear flexible mixed shell finite elements or a quasi-three-dimensional solid model. The contact conditions were incorporated into the formulation by using a perturbed Lagrangian approach. A number of model reduction techniques were applied to substantially reduce the number of degrees of freedom used in describing the response outside the contact region. The second strategy exploited the axial symmetry of the undeformed tire, and uses cylindrical coordinates in the development of three-dimensional elements for modeling each of the different parts of the tire cross section. Model reduction techniques are also used with this strategy.
Nonlinear integral equations for the sausage model
Ahn, Changrim; Balog, Janos; Ravanini, Francesco
2017-08-01
The sausage model, first proposed by Fateev, Onofri, and Zamolodchikov, is a deformation of the O(3) sigma model preserving integrability. The target space is deformed from the sphere to ‘sausage’ shape by a deformation parameter ν. This model is defined by a factorizable S-matrix which is obtained by deforming that of the O(3) sigma model by a parameter λ. Clues for the deformed sigma model are provided by various UV and IR information through the thermodynamic Bethe ansatz (TBA) analysis based on the S-matrix. Application of TBA to the sausage model is, however, limited to the case of 1/λ integer where the coupled integral equations can be truncated to a finite number. In this paper, we propose a finite set of nonlinear integral equations (NLIEs), which are applicable to generic value of λ. Our derivation is based on T-Q relations extracted from the truncated TBA equations. For a consistency check, we compute next-leading order corrections of the vacuum energy and extract the S-matrix information in the IR limit. We also solved the NLIE both analytically and numerically in the UV limit to get the effective central charge and compared with that of the zero-mode dynamics to obtain exact relation between ν and λ. Dedicated to the memory of Petr Petrovich Kulish.
Nonlinear Convective Models of RR Lyrae Stars
Feuchtinger, M.; Dorfi, E. A.
The nonlinear behavior of RR Lyrae pulsations is investigated using a state-of-the-art numerical technique solving the full time-dependent system of radiation hydrodynamics. Grey radiative transfer is included by a variable Eddington-factor method and we use the time-dependent turbulent convection model according to Kuhfuss (1986, A&A 160, 116) in the version of Wuchterl (1995, Comp. Phys. Comm. 89, 19). OPAL opacities extended by the Alexander molecule opacities at temperatures below 6000 K and an equation of state according to Wuchterl (1990, A&A 238, 83) close the system. The resulting nonlinear system is discretized on an adaptive mesh developed by Dorfi & Drury (1987, J. Comp. Phys. 69, 175), which is important to provide the necessary spatial resolution in critical regions like ionization zones and shock waves. Additionally, we employ a second order advection scheme, a time centered temporal discretizaton and an artificial tensor viscosity in order to treat discontinuities. We compute fundamental as well first overtone models of RR Lyrae stars for a grid of stellar parameters both with and without convective energy transport in order to give a detailed picture of the pulsation-convection interaction. In order to investigate the influence of the different features of the convection model calculations with and without overshooting, turbulent pressure and turbulent viscosity are performed and compared with each other. A standard Fourier decomposition is used to confront the resulting light and radial velocity variations with recent observations and we show that the well known RR Lyrae phase discrepancy problem (Simon 1985, ApJ 299, 723) can be resolved with these stellar pulsation computations.
State Space Methods for Timed Petri Nets
DEFF Research Database (Denmark)
Christensen, Søren; Jensen, Kurt; Mailund, Thomas
2001-01-01
it possible to condense the usually infinite state space of a timed Petri net into a finite condensed state space without loosing analysis power. The second method supports on-the-fly verification of certain safety properties of timed systems. We discuss the application of the two methods in a number......We present two recently developed state space methods for timed Petri nets. The two methods reconciles state space methods and time concepts based on the introduction of a global clock and associating time stamps to tokens. The first method is based on an equivalence relation on states which makes...
Computational Models for Nonlinear Aeroelastic Systems, Phase II
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...
Modelling nonlinear viscoelastic behaviours of loudspeaker suspensions-like structures
Maillou, Balbine; Lotton, Pierrick; Novak, Antonin; Simon, Laurent
2018-03-01
Mechanical properties of an electrodynamic loudspeaker are mainly determined by its suspensions (surround and spider) that behave nonlinearly and typically exhibit frequency dependent viscoelastic properties such as creep effect. The paper aims at characterizing the mechanical behaviour of electrodynamic loudspeaker suspensions at low frequencies using nonlinear identification techniques developed in recent years. A Generalized Hammerstein based model can take into account both frequency dependency and nonlinear properties. As shown in the paper, the model generalizes existing nonlinear or viscoelastic models commonly used for loudspeaker modelling. It is further experimentally shown that a possible input-dependent law may play a key role in suspension characterization.
Model Updating Nonlinear System Identification Toolbox, Phase II
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...
Nonlinear structural mechanics theory, dynamical phenomena and modeling
Lacarbonara, Walter
2013-01-01
Nonlinear Structural Mechanics: Theory, Dynamical Phenomena and Modeling offers a concise, coherent presentation of the theoretical framework of nonlinear structural mechanics, computational methods, applications, parametric investigations of nonlinear phenomena and their mechanical interpretation towards design. The theoretical and computational tools that enable the formulation, solution, and interpretation of nonlinear structures are presented in a systematic fashion so as to gradually attain an increasing level of complexity of structural behaviors, under the prevailing assumptions on the geometry of deformation, the constitutive aspects and the loading scenarios. Readers will find a treatment of the foundations of nonlinear structural mechanics towards advanced reduced models, unified with modern computational tools in the framework of the prominent nonlinear structural dynamic phenomena while tackling both the mathematical and applied sciences. Nonlinear Structural Mechanics: Theory, Dynamical Phenomena...
Nonlinear Rheology in a Model Biological Tissue
Matoz-Fernandez, D. A.; Agoritsas, Elisabeth; Barrat, Jean-Louis; Bertin, Eric; Martens, Kirsten
2017-04-01
The rheological response of dense active matter is a topic of fundamental importance for many processes in nature such as the mechanics of biological tissues. One prominent way to probe mechanical properties of tissues is to study their response to externally applied forces. Using a particle-based model featuring random apoptosis and environment-dependent division rates, we evidence a crossover from linear flow to a shear-thinning regime with an increasing shear rate. To rationalize this nonlinear flow we derive a theoretical mean-field scenario that accounts for the interplay of mechanical and active noise in local stresses. These noises are, respectively, generated by the elastic response of the cell matrix to cell rearrangements and by the internal activity.
Coherent nonlinear quantum model for composite fermions
Energy Technology Data Exchange (ETDEWEB)
Reinisch, Gilbert [Science Institute, University of Iceland, Dunhaga 3, IS-107 Reykjavik (Iceland); Gudmundsson, Vidar, E-mail: vidar@hi.is [Science Institute, University of Iceland, Dunhaga 3, IS-107 Reykjavik (Iceland); Manolescu, Andrei [School of Science and Engineering, Reykjavik University, Menntavegur 1, IS-101 Reykjavik (Iceland)
2014-04-01
Originally proposed by Read [1] and Jain [2], the so-called “composite-fermion” is a phenomenological quasi-particle resulting from the attachment of two local flux quanta, seen as nonlocal vortices, to electrons situated on a two-dimensional (2D) surface embedded in a strong orthogonal magnetic field. In this Letter this phenomenon is described as a highly-nonlinear and coherent mean-field quantum process of the soliton type by use of a 2D stationary Schrödinger–Poisson differential model with only two Coulomb-interacting electrons. At filling factor ν=1/3 of the lowest Landau level the solution agrees with both the exact two-electron antisymmetric Schrödinger wavefunction and with Laughlin's Jastrow-type guess for the fractional quantum Hall effect, hence providing this latter with a tentative physical justification deduced from the experimental results and based on first principles.
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...... the potential of the unscented Kalman …filter to properly capture nonlinearities. To illustrate the advantages of the unscented Kalman …filter, we analyze the cross section of swap rates, which are relatively simple non-linear instruments, and cap prices, which are highly nonlinear in the states. An extensive...
A simple numerical model of a geometrically nonlinear Timoshenko beam
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
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...
Non-linear time variant model intended for polypyrrole-based actuators
Farajollahi, Meisam; Madden, John D. W.; Sassani, Farrokh
2014-03-01
Polypyrrole-based actuators are of interest due to their biocompatibility, low operation voltage and relatively high strain and force. Modeling and simulation are very important to predict the behaviour of each actuator. To develop an accurate model, we need to know the electro-chemo-mechanical specifications of the Polypyrrole. In this paper, the non-linear time-variant model of Polypyrrole film is derived and proposed using a combination of an RC transmission line model and a state space representation. The model incorporates the potential dependent ionic conductivity. A function of ionic conductivity of Polypyrrole vs. local charge is proposed and implemented in the non-linear model. Matching of the measured and simulated electrical response suggests that ionic conductivity of Polypyrrole decreases significantly at negative potential vs. silver/silver chloride and leads to reduced current in the cyclic voltammetry (CV) tests. The next stage is to relate the distributed charging of the polymer to actuation via the strain to charge ratio. Further work is also needed to identify ionic and electronic conductivities as well as capacitance as a function of oxidation state so that a fully predictive model can be created.
Directory of Open Access Journals (Sweden)
Olav Slupphaug
2001-01-01
Full Text Available We present a mathematical programming approach to robust control of nonlinear systems with uncertain, possibly time-varying, parameters. The uncertain system is given by different local affine parameter dependent models in different parts of the state space. It is shown how this representation can be obtained from a nonlinear uncertain system by solving a set of continuous linear semi-infinite programming problems, and how each of these problems can be solved as a (finite series of ordinary linear programs. Additionally, the system representation includes control- and state constraints. The controller design method is derived from Lyapunov stability arguments and utilizes an affine parameter dependent quadratic Lyapunov function. The controller has a piecewise affine output feedback structure, and the design amounts to finding a feasible solution to a set of linear matrix inequalities combined with one spectral radius constraint on the product of two positive definite matrices. A local solution approach to this nonconvex feasibility problem is proposed. Complexity of the design method and some special cases such as state- feedback are discussed. Finally, an application of the results is given by proposing an on-line computationally feasible algorithm for constrained nonlinear state- feedback model predictive control with robust stability.
COMBINING LONG MEMORY AND NONLINEAR MODEL OUTPUTS FOR INFLATION FORECAST
Heri Kuswanto; Irhamah Alimuhajin; Laylia Afidah
2014-01-01
Long memory and nonlinearity have been proven as two models that are easily to be mistaken. In other words, nonlinearity is a strong candidate of spurious long memory by introducing a certain degree of fractional integration that lies in the region of long memory. Indeed, nonlinear process belongs to short memory with zero integration order. The idea of the forecast is to obtain the future condition with minimum error. Some researches argued that no matter what the model is, the important thi...
State-Space Formulation for Circuit Analysis
Martinez-Marin, T.
2010-01-01
This paper presents a new state-space approach for temporal analysis of electrical circuits. The method systematically obtains the state-space formulation of nondegenerate linear networks without using concepts of topology. It employs nodal/mesh systematic analysis to reduce the number of undesired variables. This approach helps students to…
Explicit Nonlinear Model Predictive Control Theory and Applications
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; �...
Directory of Open Access Journals (Sweden)
Olav Slupphaug
1999-07-01
Full Text Available In this paper a method for nonlinear robust stabilization based on solving a bilinear matrix inequality (BMI feasibility problem is developed. Robustness against model uncertainty is handled. In different non-overlapping regions of the state-space called clusters the plant is assumed to be an element in a polytope which vertices (local models are affine systems. In the clusters containing the origin in their closure, the local models are restricted to be linear systems. The clusters cover the region of interest in the state-space. An affine state-feedback is associated with each cluster. By utilizing the affinity of the local models and the state-feedback, a set of linear matrix inequalities (LMIs combined with a single nonconvex BMI are obtained which, if feasible, guarantee quadratic stability of the origin of the closed-loop. The feasibility problem is attacked by a branch-and-bound based global approach. If the feasibility check is successful, the Liapunov matrix and the piecewise affine state-feedback are given directly by the feasible solution. Control constraints are shown to be representable by LMIs or BMIs, and an application of the control design method to robustify constrained nonlinear model predictive control is presented. Also, the control design method is applied to a simple example.
NSLS-II: Nonlinear Model Calibration for Synchrotrons
Energy Technology Data Exchange (ETDEWEB)
Bengtsson, J.
2010-10-08
since the 40s for that matter. Conclusion: what's elementary in the latter is considered 'advanced', if at all, in the former. It is little surprise then that published measurements typically contains neither error bars (for the random errors) nor estimates for the systematic in the former discipline. We have also showed how to estimate the state space by turn-by-turn data from two adjacent BPMs. And how to improve the resolution of the nonlinear resonance spectrum by Fourier analyzing the linear action variables instead of the betatron motion. In fact, the state estimator could be further improved by adding a Kalman filter. For transparency, we have also summarized on how these techniques provide a framework- and method for a TQM (Total Quality Management) approach for the main ring. Of course, to make the ($2.5M) turn-by-turn data acquisition system that is being implemented (for all the BPMs) useful, a means ({approx}10% contingency for the BPM system) to drive the beam is obviously required.
NSLS-II: Nonlinear Model Calibration for Synchrotrons
International Nuclear Information System (INIS)
Bengtsson, J.
2010-01-01
's elementary in the latter is considered 'advanced', if at all, in the former. It is little surprise then that published measurements typically contains neither error bars (for the random errors) nor estimates for the systematic in the former discipline. We have also showed how to estimate the state space by turn-by-turn data from two adjacent BPMs. And how to improve the resolution of the nonlinear resonance spectrum by Fourier analyzing the linear action variables instead of the betatron motion. In fact, the state estimator could be further improved by adding a Kalman filter. For transparency, we have also summarized on how these techniques provide a framework- and method for a TQM (Total Quality Management) approach for the main ring. Of course, to make the ($2.5M) turn-by-turn data acquisition system that is being implemented (for all the BPMs) useful, a means (∼10% contingency for the BPM system) to drive the beam is obviously required.
Multivariate time series with linear state space structure
Gómez, Víctor
2016-01-01
This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students wor...
Nonlinear Growth Models in M"plus" and SAS
Grimm, Kevin J.; Ram, Nilam
2009-01-01
Nonlinear growth curves or growth curves that follow a specified nonlinear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this article we describe how a variety of sigmoid curves can be fit using the M"plus" structural modeling program and the nonlinear…
Modeling Non-Linear Material Properties in Composite Materials
2016-06-28
Technical Report ARWSB-TR-16013 MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS Michael F. Macri Andrew G...REPORT TYPE Technical 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS ...systems are increasingly incorporating composite materials into their design. Many of these systems subject the composites to environmental conditions
Directory of Open Access Journals (Sweden)
Claudio Maruccio
2018-01-01
Full Text Available An effective hybrid computational framework is described here in order to assess the nonlinear dynamic response of piezoelectric energy harvesting devices. The proposed strategy basically consists of two steps. First, fully coupled multiphysics finite element (FE analyses are performed to evaluate the nonlinear static response of the device. An enhanced reduced-order model is then derived, where the global dynamic response is formulated in the state-space using lumped coefficients enriched with the information derived from the FE simulations. The electromechanical response of piezoelectric beams under forced vibrations is studied by means of the proposed approach, which is also validated by comparing numerical predictions with some experimental results. Such numerical and experimental investigations have been carried out with the main aim of studying the influence of material and geometrical parameters on the global nonlinear response. The advantage of the presented approach is that the overall computational and experimental efforts are significantly reduced while preserving a satisfactory accuracy in the assessment of the global behavior.
Theoretical models for ultrashort electromagnetic pulse propagation in nonlinear metamaterials
International Nuclear Information System (INIS)
Wen, Shuangchun; Xiang, Yuanjiang; Dai, Xiaoyu; Tang, Zhixiang; Su, Wenhua; Fan, Dianyuan
2007-01-01
A metamaterial (MM) differs from an ordinary optical material mainly in that it has a dispersive magnetic permeability and offers greatly enhanced design freedom to alter the linear and nonlinear properties. This makes it possible for us to control the propagation of ultrashort electromagnetic pulses at will. Here we report on generic features of ultrashort electromagnetic pulse propagation and demonstrate the controllability of both the linear and nonlinear parameters of models for pulse propagation in MMs. First, we derive a generalized system of coupled three-dimensional nonlinear Schroedinger equations (NLSEs) suitable for few-cycle pulse propagation in a MM with both nonlinear electric polarization and nonlinear magnetization. The coupled equations recover previous models for pulse propagation in both ordinary material and a MM under the same conditions. Second, by using the coupled NLSEs in the Drude dispersive model as an example, we identify the respective roles of the dispersive electric permittivity and magnetic permeability in ultrashort pulse propagation and disclose some additional features of pulse propagation in MMs. It is shown that, for linear propagation, the sign and magnitude of space-time focusing can be controlled through adjusting the linear dispersive permittivity and permeability. For nonlinear propagation, the linear dispersive permittivity and permeability are incorporated into the nonlinear magnetization and nonlinear polarization, respectively, resulting in controllable magnetic and electric self-steepening effects and higher-order dispersively nonlinear terms in the propagation models
Nonlinear observer design for a nonlinear string/cable FEM model using contraction theory
DEFF Research Database (Denmark)
Turkyilmaz, Yilmaz; Jouffroy, Jerome; Egeland, Olav
model is presented in the form of partial differential equations (PDE). Galerkin's method is then applied to obtain a set of ordinary differential equations such that the cable model is approximated by a FEM model. Based on the FEM model, a nonlinear observer is designed to estimate the cable...
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.
An Embeddable Virtual Machine for State Space Generation
Weber, M.; Bosnacki, D.; Edelkamp, S.
2007-01-01
The semantics of modelling languages are not always specified in a precise and formal way, and their rather complex underlying models make it a non-trivial exercise to reuse them in newly developed tools. We report on experiments with a virtual machine-based approach for state space generation. The
Model reduction of nonlinear systems subject to input disturbances
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.
Modeling of Nonlinear Beat Signals of TAE's
Zhang, Bo; Berk, Herbert; Breizman, Boris; Zheng, Linjin
2012-03-01
Experiments on Alcator C-Mod reveal Toroidal Alfven Eigenmodes (TAE) together with signals at various beat frequencies, including those at twice the mode frequency. The beat frequencies are sidebands driven by quadratic nonlinear terms in the MHD equations. These nonlinear sidebands have not yet been quantified by any existing codes. We extend the AEGIS code to capture nonlinear effects by treating the nonlinear terms as a driving source in the linear MHD solver. Our goal is to compute the spatial structure of the sidebands for realistic geometry and q-profile, which can be directly compared with experiment in order to interpret the phase contrast imaging diagnostic measurements and to enable the quantitative determination of the Alfven wave amplitude in the plasma core
Model reduction tools for nonlinear structural dynamics
Slaats, P.M.A.; Jongh, de J.; Sauren, A.A.H.J.
1995-01-01
Three mode types are proposed for reducing nonlinear dynamical system equations, resulting from finite element discretizations: tangent modes, modal derivatives, and newly added static modes. Tangent modes are obtained from an eigenvalue problem with a momentary tangent stiffness matrix. Their
Reversibility and the structure of the local state space
International Nuclear Information System (INIS)
Al-Safi, Sabri W; Richens, Jonathan
2015-01-01
The richness of quantum theory’s reversible dynamics is one of its unique operational characteristics, with recent results suggesting deep links between the theory’s reversible dynamics, its local state space and the degree of non-locality it permits. We explore the delicate interplay between these features, demonstrating that reversibility places strong constraints on both the local and global state space. Firstly, we show that all reversible dynamics are trivial (composed of local transformations and permutations of subsytems) in maximally non-local theories whose local state spaces satisfy a dichotomy criterion; this applies to a range of operational models that have previously been studied, such as d-dimensional ‘hyperballs’ and almost all regular polytope systems. By separately deriving a similar result for odd-sided polygons, we show that classical systems are the only regular polytope state spaces whose maximally non-local composites allow for non-trivial reversible dynamics. Secondly, we show that non-trivial reversible dynamics do exist in maximally non-local theories whose state spaces are reducible into two or more smaller spaces. We conjecture that this is a necessary condition for the existence of such dynamics, but that reversible entanglement generation remains impossible even in this scenario. (paper)
Applications of Nonlinear Dynamics Model and Design of Complex Systems
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.
Nonlinear Modeling of the PEMFC Based On NNARX Approach
Shan-Jen Cheng; Te-Jen Chang; Kuang-Hsiung Tan; Shou-Ling Kuo
2015-01-01
Polymer Electrolyte Membrane Fuel Cell (PEMFC) is such a time-vary nonlinear dynamic system. The traditional linear modeling approach is hard to estimate structure correctly of PEMFC system. From this reason, this paper presents a nonlinear modeling of the PEMFC using Neural Network Auto-regressive model with eXogenous inputs (NNARX) approach. The multilayer perception (MLP) network is applied to evaluate the structure of the NNARX model of PEMFC. The validity and accurac...
Physics constrained nonlinear regression models for time series
International Nuclear Information System (INIS)
Majda, Andrew J; Harlim, John
2013-01-01
A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)
Variational Boussinesq model for strongly nonlinear dispersive waves
Lawrence, C.; Adytia, D.; van Groesen, E.
2018-01-01
For wave tank, coastal and oceanic applications, a fully nonlinear Variational Boussinesq model with optimized dispersion is derived and a simple Finite Element implementation is described. Improving a previous weakly nonlinear version, high waves over flat and varying bottom are shown to be
Model reduction of nonlinear systems subject to input disturbances
Ndoye, Ibrahima; Laleg-Kirati, Taous-Meriem
2017-01-01
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
Phenomenological modeling of nonlinear holograms based on metallic geometric metasurfaces.
Ye, Weimin; Li, Xin; Liu, Juan; Zhang, Shuang
2016-10-31
Benefiting from efficient local phase and amplitude control at the subwavelength scale, metasurfaces offer a new platform for computer generated holography with high spatial resolution. Three-dimensional and high efficient holograms have been realized by metasurfaces constituted by subwavelength meta-atoms with spatially varying geometries or orientations. Metasurfaces have been recently extended to the nonlinear optical regime to generate holographic images in harmonic generation waves. Thus far, there has been no vector field simulation of nonlinear metasurface holograms because of the tremendous computational challenge in numerically calculating the collective nonlinear responses of the large number of different subwavelength meta-atoms in a hologram. Here, we propose a general phenomenological method to model nonlinear metasurface holograms based on the assumption that every meta-atom could be described by a localized nonlinear polarizability tensor. Applied to geometric nonlinear metasurfaces, we numerically model the holographic images formed by the second-harmonic waves of different spins. We show that, in contrast to the metasurface holograms operating in the linear optical regime, the wavelength of incident fundamental light should be slightly detuned from the fundamental resonant wavelength to optimize the efficiency and quality of nonlinear holographic images. The proposed modeling provides a general method to simulate nonlinear optical devices based on metallic metasurfaces.
Nonlinear adaptive inverse control via the unified model neural network
Jeng, Jin-Tsong; Lee, Tsu-Tian
1999-03-01
In this paper, we propose a new nonlinear adaptive inverse control via a unified model neural network. In order to overcome nonsystematic design and long training time in nonlinear adaptive inverse control, we propose the approximate transformable technique to obtain a Chebyshev Polynomials Based Unified Model (CPBUM) neural network for the feedforward/recurrent neural networks. It turns out that the proposed method can use less training time to get an inverse model. Finally, we apply this proposed method to control magnetic bearing system. The experimental results show that the proposed nonlinear adaptive inverse control architecture provides a greater flexibility and better performance in controlling magnetic bearing systems.
Nonlinear Model Predictive Control with Constraint Satisfactions for a Quadcopter
Wang, Ye; Ramirez-Jaime, Andres; Xu, Feng; Puig, Vicenç
2017-01-01
This paper presents a nonlinear model predictive control (NMPC) strategy combined with constraint satisfactions for a quadcopter. The full dynamics of the quadcopter describing the attitude and position are nonlinear, which are quite sensitive to changes of inputs and disturbances. By means of constraint satisfactions, partial nonlinearities and modeling errors of the control-oriented model of full dynamics can be transformed into the inequality constraints. Subsequently, the quadcopter can be controlled by an NMPC controller with the updated constraints generated by constraint satisfactions. Finally, the simulation results applied to a quadcopter simulator are provided to show the effectiveness of the proposed strategy.
Heterotic sigma models and non-linear strings
International Nuclear Information System (INIS)
Hull, C.M.
1986-01-01
The two-dimensional supersymmetric non-linear sigma models are examined with respect to the heterotic string. The paper was presented at the workshop on :Supersymmetry and its applications', Cambridge, United Kingdom, 1985. The non-linear sigma model with Wess-Zumino-type term, the coupling of the fermionic superfields to the sigma model, super-conformal invariance, and the supersymmetric string, are all discussed. (U.K.)
Space-time least-squares Petrov-Galerkin projection in nonlinear model reduction.
Energy Technology Data Exchange (ETDEWEB)
Choi, Youngsoo [Sandia National Laboratories (SNL-CA), Livermore, CA (United States). Extreme-scale Data Science and Analytics Dept.; Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Carlberg, Kevin Thomas [Sandia National Laboratories (SNL-CA), Livermore, CA (United States). Extreme-scale Data Science and Analytics Dept.
2017-09-01
Our work proposes a space-time least-squares Petrov-Galerkin (ST-LSPG) projection method for model reduction of nonlinear dynamical systems. In contrast to typical nonlinear model-reduction methods that first apply Petrov-Galerkin projection in the spatial dimension and subsequently apply time integration to numerically resolve the resulting low-dimensional dynamical system, the proposed method applies projection in space and time simultaneously. To accomplish this, the method first introduces a low-dimensional space-time trial subspace, which can be obtained by computing tensor decompositions of state-snapshot data. The method then computes discrete-optimal approximations in this space-time trial subspace by minimizing the residual arising after time discretization over all space and time in a weighted ℓ^{2}-norm. This norm can be de ned to enable complexity reduction (i.e., hyper-reduction) in time, which leads to space-time collocation and space-time GNAT variants of the ST-LSPG method. Advantages of the approach relative to typical spatial-projection-based nonlinear model reduction methods such as Galerkin projection and least-squares Petrov-Galerkin projection include: (1) a reduction of both the spatial and temporal dimensions of the dynamical system, (2) the removal of spurious temporal modes (e.g., unstable growth) from the state space, and (3) error bounds that exhibit slower growth in time. Numerical examples performed on model problems in fluid dynamics demonstrate the ability of the method to generate orders-of-magnitude computational savings relative to spatial-projection-based reduced-order models without sacrificing accuracy.
A Sweep-Line Method for State Space Exploration
DEFF Research Database (Denmark)
Christensen, Søren; Kristensen, Lars Michael; Mailund, Thomas
2001-01-01
generation, since these states can never be reached again. This in turn reduces the memory used for state space storage during the task of verification. Examples of progress measures are sequence numbers in communication protocols and time in certain models with time. We illustrate the application...
Energy Technology Data Exchange (ETDEWEB)
Zhou, Ping; Song, Heda; Wang, Hong; Chai, Tianyou
2017-09-01
Blast furnace (BF) in ironmaking is a nonlinear dynamic process with complicated physical-chemical reactions, where multi-phase and multi-field coupling and large time delay occur during its operation. In BF operation, the molten iron temperature (MIT) as well as Si, P and S contents of molten iron are the most essential molten iron quality (MIQ) indices, whose measurement, modeling and control have always been important issues in metallurgic engineering and automation field. This paper develops a novel data-driven nonlinear state space modeling for the prediction and control of multivariate MIQ indices by integrating hybrid modeling and control techniques. First, to improve modeling efficiency, a data-driven hybrid method combining canonical correlation analysis and correlation analysis is proposed to identify the most influential controllable variables as the modeling inputs from multitudinous factors would affect the MIQ indices. Then, a Hammerstein model for the prediction of MIQ indices is established using the LS-SVM based nonlinear subspace identification method. Such a model is further simplified by using piecewise cubic Hermite interpolating polynomial method to fit the complex nonlinear kernel function. Compared to the original Hammerstein model, this simplified model can not only significantly reduce the computational complexity, but also has almost the same reliability and accuracy for a stable prediction of MIQ indices. Last, in order to verify the practicability of the developed model, it is applied in designing a genetic algorithm based nonlinear predictive controller for multivariate MIQ indices by directly taking the established model as a predictor. Industrial experiments show the advantages and effectiveness of the proposed approach.
A deep belief network with PLSR for nonlinear system modeling.
Qiao, Junfei; Wang, Gongming; Li, Wenjing; Li, Xiaoli
2017-10-31
Nonlinear system modeling plays an important role in practical engineering, and deep learning-based deep belief network (DBN) is now popular in nonlinear system modeling and identification because of the strong learning ability. However, the existing weights optimization for DBN is based on gradient, which always leads to a local optimum and a poor training result. In this paper, a DBN with partial least square regression (PLSR-DBN) is proposed for nonlinear system modeling, which focuses on the problem of weights optimization for DBN using PLSR. Firstly, unsupervised contrastive divergence (CD) algorithm is used in weights initialization. Secondly, initial weights derived from CD algorithm are optimized through layer-by-layer PLSR modeling from top layer to bottom layer. Instead of gradient method, PLSR-DBN can determine the optimal weights using several PLSR models, so that a better performance of PLSR-DBN is achieved. Then, the analysis of convergence is theoretically given to guarantee the effectiveness of the proposed PLSR-DBN model. Finally, the proposed PLSR-DBN is tested on two benchmark nonlinear systems and an actual wastewater treatment system as well as a handwritten digit recognition (nonlinear mapping and modeling) with high-dimension input data. The experiment results show that the proposed PLSR-DBN has better performances of time and accuracy on nonlinear system modeling than that of other methods. Copyright © 2017 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Yang Yu
2013-01-01
Full Text Available Based on a brief review on current harmonics generation mechanism for grid-connected inverter under distorted grid voltage, the harmonic disturbances and uncertain items are immersed into the original state-space differential equation of grid-connected inverter. A new algorithm of global current harmonic rejection based on nonlinear backstepping control with multivariable internal model principle is proposed for grid-connected inverter with exogenous disturbances and uncertainties. A type of multivariable internal model for a class of nonlinear harmonic disturbances is constructed. Based on application of backstepping control law of the nominal system, a multivariable adaptive state feedback controller combined with multivariable internal model and adaptive control law is designed to guarantee the closed-loop system globally uniformly bounded, which is proved by a constructed Lyapunov function. The presented algorithm extends rejection of nonlinear single-input systems to multivariable globally defined normal form, the correctness and effectiveness of which are verified by the simulation results.
Model Updating Nonlinear System Identification Toolbox, Phase I
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...
Sphaleron in a non-linear sigma model
International Nuclear Information System (INIS)
Sogo, Kiyoshi; Fujimoto, Yasushi.
1989-08-01
We present an exact classical saddle point solution in a non-linear sigma model. It has a topological charge 1/2 and mediates the vacuum transition. The quantum fluctuations and the transition rate are also examined. (author)
Computational Models for Nonlinear Aeroelastic Systems, Phase I
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...
forecasting with nonlinear time series model: a monte-carlo
African Journals Online (AJOL)
PUBLICATIONS1
Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.
Decomposition of gene expression state space trajectories.
Directory of Open Access Journals (Sweden)
Jessica C Mar
2009-12-01
Full Text Available Representing and analyzing complex networks remains a roadblock to creating dynamic network models of biological processes and pathways. The study of cell fate transitions can reveal much about the transcriptional regulatory programs that underlie these phenotypic changes and give rise to the coordinated patterns in expression changes that we observe. The application of gene expression state space trajectories to capture cell fate transitions at the genome-wide level is one approach currently used in the literature. In this paper, we analyze the gene expression dataset of Huang et al. (2005 which follows the differentiation of promyelocytes into neutrophil-like cells in the presence of inducers dimethyl sulfoxide and all-trans retinoic acid. Huang et al. (2005 build on the work of Kauffman (2004 who raised the attractor hypothesis, stating that cells exist in an expression landscape and their expression trajectories converge towards attractive sites in this landscape. We propose an alternative interpretation that explains this convergent behavior by recognizing that there are two types of processes participating in these cell fate transitions-core processes that include the specific differentiation pathways of promyelocytes to neutrophils, and transient processes that capture those pathways and responses specific to the inducer. Using functional enrichment analyses, specific biological examples and an analysis of the trajectories and their core and transient components we provide a validation of our hypothesis using the Huang et al. (2005 dataset.
Discretization model for nonlinear dynamic analysis of three dimensional structures
International Nuclear Information System (INIS)
Hayashi, Y.
1982-12-01
A discretization model for nonlinear dynamic analysis of three dimensional structures is presented. The discretization is achieved through a three dimensional spring-mass system and the dynamic response obtained by direct integration of the equations of motion using central diferences. First the viability of the model is verified through the analysis of homogeneous linear structures and then its performance in the analysis of structures subjected to impulsive or impact loads, taking into account both geometrical and physical nonlinearities is evaluated. (Author) [pt
Nonlinear signal processing using neural networks: Prediction and system modelling
Energy Technology Data Exchange (ETDEWEB)
Lapedes, A.; Farber, R.
1987-06-01
The backpropagation learning algorithm for neural networks is developed into a formalism for nonlinear signal processing. We illustrate the method by selecting two common topics in signal processing, prediction and system modelling, and show that nonlinear applications can be handled extremely well by using neural networks. The formalism is a natural, nonlinear extension of the linear Least Mean Squares algorithm commonly used in adaptive signal processing. Simulations are presented that document the additional performance achieved by using nonlinear neural networks. First, we demonstrate that the formalism may be used to predict points in a highly chaotic time series with orders of magnitude increase in accuracy over conventional methods including the Linear Predictive Method and the Gabor-Volterra-Weiner Polynomial Method. Deterministic chaos is thought to be involved in many physical situations including the onset of turbulence in fluids, chemical reactions and plasma physics. Secondly, we demonstrate the use of the formalism in nonlinear system modelling by providing a graphic example in which it is clear that the neural network has accurately modelled the nonlinear transfer function. It is interesting to note that the formalism provides explicit, analytic, global, approximations to the nonlinear maps underlying the various time series. Furthermore, the neural net seems to be extremely parsimonious in its requirements for data points from the time series. We show that the neural net is able to perform well because it globally approximates the relevant maps by performing a kind of generalized mode decomposition of the maps. 24 refs., 13 figs.
Nonlinear dynamics new directions models and applications
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...
Special class of nonlinear damping models in flexible space structures
Hu, Anren; Singh, Ramendra P.; Taylor, Lawrence W.
1991-01-01
A special class of nonlinear damping models is investigated in which the damping force is proportional to the product of positive integer or the fractional power of the absolute values of displacement and velocity. For a one-degree-of-freedom system, the classical Krylov-Bogoliubov 'averaging' method is used, whereas for a distributed system, both an ad hoc perturbation technique and the finite difference method are employed to study the effects of nonlinear damping. The results are compared with linear viscous damping models. The amplitude decrement of free vibration for a single mode system with nonlinear models depends not only on the damping ratio but also on the initial amplitude, the time to measure the response, the frequency of the system, and the powers of displacement and velocity. For the distributed system, the action of nonlinear damping is found to reduce the energy of the system and to pass energy to lower modes.
A finite element model for nonlinear shells of revolution
International Nuclear Information System (INIS)
Cook, W.A.
1979-01-01
A shell-of-revolution model was developed to analyze impact problems associated with the safety analysis of nuclear material shipping containers. The nonlinear shell theory presented by Eric Reissner in 1972 was used to develop our model. Reissner's approach includes transverse shear deformation and moments turning about the middle surface normal. With these features, this approach is valid for both thin and thick shells. His theory is formulated in terms of strain and stress resultants that refer to the undeformed geometry. This nonlinear shell model is developed using the virtual work principle associated with Reissner's equilibrium equations. First, the virtual work principle is modified for incremental loading; then it is linearized by assuming that the nonlinear portions of the strains are known. By iteration, equilibrium is then approximated for each increment. A benefit of this approach is that this iteration process makes it possible to use nonlinear material properties. (orig.)
Nonlinear mirror mode dynamics: Simulations and modeling
Czech Academy of Sciences Publication Activity Database
Califano, F.; Hellinger, Petr; Kuznetsov, E.; Passot, T.; Sulem, P. L.; Trávníček, Pavel
2008-01-01
Roč. 113, - (2008), A08219/1-A08219/20 ISSN 0148-0227 R&D Projects: GA AV ČR IAA300420702; GA AV ČR IAA300420602 Grant - others:PECS(CZ) 98024 Institutional research plan: CEZ:AV0Z30420517 Keywords : mirror instability * nonlinear evolution * numerical simulations * magnetic holes * mirror structures * kinetic plasma instabilities Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 3.147, year: 2008
Directory of Open Access Journals (Sweden)
Muayad Al-Qaisy
2015-02-01
Full Text Available In this article, multi-input multi-output (MIMO linear model predictive controller (LMPC based on state space model and nonlinear model predictive controller based on neural network (NNMPC are applied on a continuous stirred tank reactor (CSTR. The idea is to have a good control system that will be able to give optimal performance, reject high load disturbance, and track set point change. In order to study the performance of the two model predictive controllers, MIMO Proportional-Integral-Derivative controller (PID strategy is used as benchmark. The LMPC, NNMPC, and PID strategies are used for controlling the residual concentration (CA and reactor temperature (T. NNMPC control shows a superior performance over the LMPC and PID controllers by presenting a smaller overshoot and shorter settling time.
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.
A REMARK ON FORMAL MODELS FOR NONLINEARLY ELASTIC MEMBRANE SHELLS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
This paper gives all the two-dimensional membrane models obtained from formal asymptotic analysis of the three-dimensional geometrically exact nonlinear model of a thin elastic shell made with a Saint Venant-Kirchhoff material. Therefore, the other models can be quoted as flexural nonlinear ones. The author also gives the formal equations solved by the associated stress tensor and points out that only one of those models leads, by linearization, to the “classical” linear limiting membrane model, whose juetification has already been established by a convergence theorem.
Convex models and probabilistic approach of nonlinear fatigue failure
International Nuclear Information System (INIS)
Qiu Zhiping; Lin Qiang; Wang Xiaojun
2008-01-01
This paper is concerned with the nonlinear fatigue failure problem with uncertainties in the structural systems. In the present study, in order to solve the nonlinear problem by convex models, the theory of ellipsoidal algebra with the help of the thought of interval analysis is applied. In terms of the inclusion monotonic property of ellipsoidal functions, the nonlinear fatigue failure problem with uncertainties can be solved. A numerical example of 25-bar truss structures is given to illustrate the efficiency of the presented method in comparison with the probabilistic approach
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
A nonlinear complementarity approach for the national energy modeling system
International Nuclear Information System (INIS)
Gabriel, S.A.; Kydes, A.S.
1995-01-01
The National Energy Modeling System (NEMS) is a large-scale mathematical model that computes equilibrium fuel prices and quantities in the U.S. energy sector. At present, to generate these equilibrium values, NEMS sequentially solves a collection of linear programs and nonlinear equations. The NEMS solution procedure then incorporates the solutions of these linear programs and nonlinear equations in a nonlinear Gauss-Seidel approach. The authors describe how the current version of NEMS can be formulated as a particular nonlinear complementarity problem (NCP), thereby possibly avoiding current convergence problems. In addition, they show that the NCP format is equally valid for a more general form of NEMS. They also describe several promising approaches for solving the NCP form of NEMS based on recent Newton type methods for general NCPs. These approaches share the feature of needing to solve their direction-finding subproblems only approximately. Hence, they can effectively exploit the sparsity inherent in the NEMS NCP
Inference of a Nonlinear Stochastic Model of the Cardiorespiratory Interaction
Smelyanskiy, V. N.; Luchinsky, D. G.; Stefanovska, A.; McClintock, P. V.
2005-03-01
We reconstruct a nonlinear stochastic model of the cardiorespiratory interaction in terms of a set of polynomial basis functions representing the nonlinear force governing system oscillations. The strength and direction of coupling and noise intensity are simultaneously inferred from a univariate blood pressure signal. Our new inference technique does not require extensive global optimization, and it is applicable to a wide range of complex dynamical systems subject to noise.
Recent Advances in Explicit Multiparametric Nonlinear Model Predictive Control
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.
Fuzzy model-based servo and model following control for nonlinear systems.
Ohtake, Hiroshi; Tanaka, Kazuo; Wang, Hua O
2009-12-01
This correspondence presents servo and nonlinear model following controls for a class of nonlinear systems using the Takagi-Sugeno fuzzy model-based control approach. First, the construction method of the augmented fuzzy system for continuous-time nonlinear systems is proposed by differentiating the original nonlinear system. Second, the dynamic fuzzy servo controller and the dynamic fuzzy model following controller, which can make outputs of the nonlinear system converge to target points and to outputs of the reference system, respectively, are introduced. Finally, the servo and model following controller design conditions are given in terms of linear matrix inequalities. Design examples illustrate the utility of this approach.
Symmetries and discretizations of the O(3) nonlinear sigma model
Energy Technology Data Exchange (ETDEWEB)
Flore, Raphael [TPI, Universitaet Jena (Germany)
2011-07-01
Nonlinear sigma models possess many interesting properties like asymptotic freedom, confinement or dynamical mass generation, and hence serve as toy models for QCD and other theories. We derive a formulation of the N=2 supersymmetric extension of the O(3) nonlinear sigma model in terms of constrained field variables. Starting from this formulation, it is discussed how the model can be discretized in a way that maintains as many symmetries of the theory as possible. Finally, recent numerical results related to these discretizations are presented.
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...
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...
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
We introduce a new stabilized high-order and unstructured numerical model for modeling fully nonlinear and dispersive water waves. The model is based on a nodal spectral element method of arbitrary order in space and a -transformed formulation due to Cai, Langtangen, Nielsen and Tveito (1998). In...
A Versatile Nonlinear Method for Predictive Modeling
Liou, Meng-Sing; Yao, Weigang
2015-01-01
As computational fluid dynamics techniques and tools become widely accepted for realworld practice today, it is intriguing to ask: what areas can it be utilized to its potential in the future. Some promising areas include design optimization and exploration of fluid dynamics phenomena (the concept of numerical wind tunnel), in which both have the common feature where some parameters are varied repeatedly and the computation can be costly. We are especially interested in the need for an accurate and efficient approach for handling these applications: (1) capturing complex nonlinear dynamics inherent in a system under consideration and (2) versatility (robustness) to encompass a range of parametric variations. In our previous paper, we proposed to use first-order Taylor expansion collected at numerous sampling points along a trajectory and assembled together via nonlinear weighting functions. The validity and performance of this approach was demonstrated for a number of problems with a vastly different input functions. In this study, we are especially interested in enhancing the method's accuracy; we extend it to include the second-orer Taylor expansion, which however requires a complicated evaluation of Hessian matrices for a system of equations, like in fluid dynamics. We propose a method to avoid these Hessian matrices, while maintaining the accuracy. Results based on the method are presented to confirm its validity.
Non-linear Growth Models in Mplus and SAS
Grimm, Kevin J.; Ram, Nilam
2013-01-01
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. PMID:23882134
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.
Distributed Graph-Based State Space Generation
Blom, Stefan; Kant, Gijs; Rensink, Arend; De Lara, J.; Varro, D.
LTSMIN provides a framework in which state space generation can be distributed easily over many cores on a single compute node, as well as over multiple compute nodes. The tool works on the basis of a vector representation of the states; the individual cores are assigned the task of computing all
Study of the nonlinear imperfect software debugging model
International Nuclear Information System (INIS)
Wang, Jinyong; Wu, Zhibo
2016-01-01
In recent years there has been a dramatic proliferation of research on imperfect software debugging phenomena. Software debugging is a complex process and is affected by a variety of factors, including the environment, resources, personnel skills, and personnel psychologies. Therefore, the simple assumption that debugging is perfect is inconsistent with the actual software debugging process, wherein a new fault can be introduced when removing a fault. Furthermore, the fault introduction process is nonlinear, and the cumulative number of nonlinearly introduced faults increases over time. Thus, this paper proposes a nonlinear, NHPP imperfect software debugging model in consideration of the fact that fault introduction is a nonlinear process. The fitting and predictive power of the NHPP-based proposed model are validated through related experiments. Experimental results show that this model displays better fitting and predicting performance than the traditional NHPP-based perfect and imperfect software debugging models. S-confidence bounds are set to analyze the performance of the proposed model. This study also examines and discusses optimal software release-time policy comprehensively. In addition, this research on the nonlinear process of fault introduction is significant given the recent surge of studies on software-intensive products, such as cloud computing and big data. - Highlights: • Fault introduction is a nonlinear changing process during the debugging phase. • The assumption that the process of fault introduction is nonlinear is credible. • Our proposed model can better fit and accurately predict software failure behavior. • Research on fault introduction case is significant to software-intensive products.
International Nuclear Information System (INIS)
Chen, Kuilin; Yu, Jie
2014-01-01
Highlights: • A novel hybrid modeling method is proposed for short-term wind speed forecasting. • Support vector regression model is constructed to formulate nonlinear state-space framework. • Unscented Kalman filter is adopted to recursively update states under random uncertainty. • The new SVR–UKF approach is compared to several conventional methods for short-term wind speed prediction. • The proposed method demonstrates higher prediction accuracy and reliability. - Abstract: Accurate wind speed forecasting is becoming increasingly important to improve and optimize renewable wind power generation. Particularly, reliable short-term wind speed prediction can enable model predictive control of wind turbines and real-time optimization of wind farm operation. However, this task remains challenging due to the strong stochastic nature and dynamic uncertainty of wind speed. In this study, unscented Kalman filter (UKF) is integrated with support vector regression (SVR) based state-space model in order to precisely update the short-term estimation of wind speed sequence. In the proposed SVR–UKF approach, support vector regression is first employed to formulate a nonlinear state-space model and then unscented Kalman filter is adopted to perform dynamic state estimation recursively on wind sequence with stochastic uncertainty. The novel SVR–UKF method is compared with artificial neural networks (ANNs), SVR, autoregressive (AR) and autoregressive integrated with Kalman filter (AR-Kalman) approaches for predicting short-term wind speed sequences collected from three sites in Massachusetts, USA. The forecasting results indicate that the proposed method has much better performance in both one-step-ahead and multi-step-ahead wind speed predictions than the other approaches across all the locations
Modelling and control of a nonlinear magnetostrictive actuator system
Ramli, M. H. M.; Majeed, A. P. P. Abdul; Anuar, M. A. M.; Mohamed, Z.
2018-04-01
This paper explores the implementation of a feedforward control method to a nonlinear control system, in particular, Magnetostrictive Actuators (MA) that has excellent properties of energy conversion between the mechanical and magnetic form through magnetostriction effects which could be used in actuating and sensing application. MA is known to exhibit hysteresis behaviour and it is rate dependent (the level of hysteresis depends closely on the rate of input excitation frequency). This is, nonetheless, an undesirable behaviour and has to be eliminated in realising high precision application. The MA is modelled by a phenomenological modelling approach via Prandtl-Ishlinskii (P-I) operator to characterise the hysteresis nonlinearities. A feedforward control strategy is designed and implemented to linearize and eliminate the hysteresis by model inversion. The results show that the P-I operator has the capability to model the hysteretic nonlinearity of MA with an acceptable accuracy. Furthermore, the proposed control scheme has demonstrated to be effective in providing superior trajectory tracking.
A Simple Model for Nonlinear Confocal Ultrasonic Beams
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.
Modeling TAE Response To Nonlinear Drives
Zhang, Bo; Berk, Herbert; Breizman, Boris; Zheng, Linjin
2012-10-01
Experiment has detected the Toroidal Alfven Eigenmodes (TAE) with signals at twice the eigenfrequency.These harmonic modes arise from the second order perturbation in amplitude of the MHD equation for the linear modes that are driven the energetic particle free energy. The structure of TAE in realistic geometry can be calculated by generalizing the linear numerical solver (AEGIS package). We have have inserted all the nonlinear MHD source terms, where are quadratic in the linear amplitudes, into AEGIS code. We then invert the linear MHD equation at the second harmonic frequency. The ratio of amplitudes of the first and second harmonic terms are used to determine the internal field amplitude. The spatial structure of energy and density distribution are investigated. The results can be directly employed to compare with experiments and determine the Alfven wave amplitude in the plasma region.
State space modeling of groundwater fluctuations
Berendrecht, W.L.
2004-01-01
Groundwater plays an important role in both urban and rural areas. It is therefore essential to monitor groundwater fluctuations. However, data that becomes available need to be analyzed further in order to extract specific information on the groundwater system. Until recently, simple linear time
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.
Dissipative quantum dynamics and nonlinear sigma-model
International Nuclear Information System (INIS)
Tarasov, V.E.
1992-01-01
Sedov variational principle which is the generalization of the least action principle for the dissipative and irreversible processes and the classical dissipative mechanics in the phase space is considered. Quantum dynamics for the dissipative and irreversible processes is constructed. As an example of the dissipative quantum theory the nonlinear two-dimensional sigma-model is considered. The conformal anomaly of the energy momentum tensor trace for closed bosonic string on the affine-metric manifold is investigated. The two-loop metric beta-function for nonlinear dissipative sigma-model was calculated. The results are compared with the ultraviolet two-loop conterterms for affine-metric sigma model. 71 refs
Multi input single output model predictive control of non-linear bio-polymerization process
Energy Technology Data Exchange (ETDEWEB)
Arumugasamy, Senthil Kumar; Ahmad, Z. [School of Chemical Engineering, Univerisiti Sains Malaysia, Engineering Campus, Seri Ampangan,14300 Nibong Tebal, Seberang Perai Selatan, Pulau Pinang (Malaysia)
2015-05-15
This paper focuses on Multi Input Single Output (MISO) Model Predictive Control of bio-polymerization process in which mechanistic model is developed and linked with the feedforward neural network model to obtain a hybrid model (Mechanistic-FANN) of lipase-catalyzed ring-opening polymerization of ε-caprolactone (ε-CL) for Poly (ε-caprolactone) production. In this research, state space model was used, in which the input to the model were the reactor temperatures and reactor impeller speeds and the output were the molecular weight of polymer (M{sub n}) and polymer polydispersity index. State space model for MISO created using System identification tool box of Matlab™. This state space model is used in MISO MPC. Model predictive control (MPC) has been applied to predict the molecular weight of the biopolymer and consequently control the molecular weight of biopolymer. The result shows that MPC is able to track reference trajectory and give optimum movement of manipulated variable.
A Comparative Study Of Stock Price Forecasting Using Nonlinear Models
Directory of Open Access Journals (Sweden)
Diteboho Xaba
2017-03-01
Full Text Available This study compared the in-sample forecasting accuracy of three forecasting nonlinear models namely: the Smooth Transition Regression (STR model, the Threshold Autoregressive (TAR model and the Markov-switching Autoregressive (MS-AR model. Nonlinearity tests were used to confirm the validity of the assumptions of the study. The study used model selection criteria, SBC to select the optimal lag order and for the selection of appropriate models. The Mean Square Error (MSE, Mean Absolute Error (MAE and Root Mean Square Error (RMSE served as the error measures in evaluating the forecasting ability of the models. The MS-AR models proved to perform well with lower error measures as compared to LSTR and TAR models in most cases.
forecasting with nonlinear time series model: a monte-carlo
African Journals Online (AJOL)
PUBLICATIONS1
erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.
Nonlinear Dynamics of a Helicopter Model in Ground Resonance
Tang, D. M.; Dowell, E. H.
1985-01-01
An approximate theoretical method is presented which determined the limit cycle behavior of a helicopter model which has one or two nonlinear dampers. The relationship during unstable ground resonance oscillations between lagging motion of the blades and fuselage motion is discussed. An experiment was carried out on using a helicopter scale model. The experimental results agree with those of the theoretical analysis.
Linear and Nonlinear Career Models: Metaphors, Paradigms, and Ideologies.
Buzzanell, Patrice M.; Goldzwig, Steven R.
1991-01-01
Examines the linear or bureaucratic career models (dominant in career research, metaphors, paradigms, and ideologies) which maintain career myths of flexibility and individualized routes to success in organizations incapable of offering such versatility. Describes nonlinear career models which offer suggestive metaphors for re-visioning careers…
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...... 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...... intrinsically. The time-dependent Ginzburg-Landau theory is used in the parameter identification involving hysteresis effects. We use the Chebyshev collocation method in the numerical simulations. The elastic field is assumed to be coupled linearly with other fields, and the nonlinearity is in the E-D coupling...
An analog model for quantum lightcone fluctuations in nonlinear optics
International Nuclear Information System (INIS)
Ford, L.H.; De Lorenci, V.A.; Menezes, G.; Svaiter, N.F.
2013-01-01
We propose an analog model for quantum gravity effects using nonlinear dielectrics. Fluctuations of the spacetime lightcone are expected in quantum gravity, leading to variations in the flight times of pulses. This effect can also arise in a nonlinear material. We propose a model in which fluctuations of a background electric field, such as that produced by a squeezed photon state, can cause fluctuations in the effective lightcone for probe pulses. This leads to a variation in flight times analogous to that in quantum gravity. We make some numerical estimates which suggest that the effect might be large enough to be observable. - Highlights: ► Lightcone fluctuations, quantum fluctuations of the effective speed of light, are a feature of quantum gravity. ► Nonlinear dielectrics have a variable speed of light, analogous to the effects of gravity. ► Fluctuating electric fields create the effect of lightcone fluctuations in a nonlinear material. ► We propose to use squeezed light in a nonlinear material as an analog model of lightcone fluctuations. ► Variation in the speed of propagation of pulses is the observational signature of lightcone fluctuations.
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.
Condensed State Spaces for Symmetrical Coloured Petri Nets
DEFF Research Database (Denmark)
Jensen, Kurt
1996-01-01
equivalence classes of states and equivalence classes of state changes. It is then possible to construct a condensed state space where each node represents an equivalence class of states while each arc represents an equivalence class of state changes. Such a condensed state space is often much smaller than...... the full state space and it is also much faster to construct. Nevertheless, it is possible to use the condensed state space to verify the same kind of behavioural properties as the full state space. Hence, we do not lose analytic power. We define state spaces and condensed state spaces for a language......-nets (or Petri nets in general) - although such knowledge will, of course, be a help. The first four sections of the paper introduce the basic concepts of CP-nets. The next three sections deal with state spaces, condensed state spaces and computer tools for state space analysis. Finally, there is a short...
Note on off-shell relations in nonlinear sigma model
International Nuclear Information System (INIS)
Chen, Gang; Du, Yi-Jian; Li, Shuyi; Liu, Hanqing
2015-01-01
In this note, we investigate relations between tree-level off-shell currents in nonlinear sigma model. Under Cayley parametrization, all odd-point currents vanish. We propose and prove a generalized U(1) identity for even-point currents. The off-shell U(1) identity given in http://dx.doi.org/10.1007/JHEP01(2014)061 is a special case of the generalized identity studied in this note. The on-shell limit of this identity is equivalent with the on-shell KK relation. Thus this relation provides the full off-shell correspondence of tree-level KK relation in nonlinear sigma model.
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...
Nonlinear thermal reduced model for Microwave Circuit Analysis
Chang, Christophe; Sommet, Raphael; Quéré, Raymond; Dueme, Ph.
2004-01-01
With the constant increase of transistor power density, electro thermal modeling is becoming a necessity for accurate prediction of device electrical performances. For this reason, this paper deals with a methodology to obtain a precise nonlinear thermal model based on Model Order Reduction of a three dimensional thermal Finite Element (FE) description. This reduced thermal model is based on the Ritz vector approach which ensure the steady state solution in every case. An equi...
Projective loop quantum gravity. I. State space
Lanéry, Suzanne; Thiemann, Thomas
2016-12-01
Instead of formulating the state space of a quantum field theory over one big Hilbert space, it has been proposed by Kijowski to describe quantum states as projective families of density matrices over a collection of smaller, simpler Hilbert spaces. Beside the physical motivations for this approach, it could help designing a quantum state space holding the states we need. In a latter work by Okolów, the description of a theory of Abelian connections within this framework was developed, an important insight being to use building blocks labeled by combinations of edges and surfaces. The present work generalizes this construction to an arbitrary gauge group G (in particular, G is neither assumed to be Abelian nor compact). This involves refining the definition of the label set, as well as deriving explicit formulas to relate the Hilbert spaces attached to different labels. If the gauge group happens to be compact, we also have at our disposal the well-established Ashtekar-Lewandowski Hilbert space, which is defined as an inductive limit using building blocks labeled by edges only. We then show that the quantum state space presented here can be thought as a natural extension of the space of density matrices over this Hilbert space. In addition, it is manifest from the classical counterparts of both formalisms that the projective approach allows for a more balanced treatment of the holonomy and flux variables, so it might pave the way for the development of more satisfactory coherent states.
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
DEFF Research Database (Denmark)
Kristensen, Dennis; Rahbæk, 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...... 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...... symmetric non-linear error correction considered. A simulation study shows that the fi…nite sample properties of the bootstrapped tests are satisfactory with good size and power properties for reasonable sample sizes....
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...... 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...... 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....
Mathematical models for suspension bridges nonlinear structural instability
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.
Two nonlinear control schemes contrasted on a hydrodynamiclike model
Keefe, Laurence R.
1993-01-01
The principles of two flow control strategies, those of Huebler (Luescher and Huebler, 1989) and of Ott et al. (1990) are discussed, and the two schemes are compared for their ability to control shear flow, using fully developed and transitional solutions of the Ginzburg-Landau equation as models for such flows. It was found that the effectiveness of both methods in obtaining control of fully developed flows depended strongly on the 'distance' in state space between the uncontrolled flow and goal dynamics. There were conceptual difficulties in applying the Ott et al. method to transitional convectively unstable flows. On the other hand, the Huebler method worked well, within certain limitations, although at a large cost in energy terms.
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.
Modelling of a bridge-shaped nonlinear piezoelectric energy harvester
International Nuclear Information System (INIS)
Gafforelli, G; Corigliano, A; Xu, R; Kim, S G
2013-01-01
Piezoelectric MicroElectroMechanical Systems (MEMS) energy harvesting is an attractive technology for harvesting small magnitudes of energy from ambient vibrations. Increasing the operating frequency bandwidth of such devices is one of the major issues for real world applications. A MEMS-scale doubly clamped nonlinear beam resonator is designed and developed to demonstrate very wide bandwidth and high power density. In this paper a first complete theoretical discussion of nonlinear resonating piezoelectric energy harvesting is provided. The sectional behaviour of the beam is studied through the Classical Lamination Theory (CLT) specifically modified to introduce the piezoelectric coupling and nonlinear Green-Lagrange strain tensor. A lumped parameter model is built through Rayleigh-Ritz Method and the resulting nonlinear coupled equations are solved in the frequency domain through the Harmonic Balance Method (HBM). Finally, the influence of external load resistance on the dynamic behaviour is studied. The theoretical model shows that nonlinear resonant harvesters have much wider power bandwidth than that of linear resonators but their maximum power is still bounded by the mechanical damping as is the case for linear resonating harvesters
Hybrid state-space time integration of rotating beams
DEFF Research Database (Denmark)
Krenk, Steen; Nielsen, Martin Bjerre
2012-01-01
An efficient time integration algorithm for the dynamic equations of flexible beams in a rotating frame of reference is presented. The equations of motion are formulated in a hybrid state-space format in terms of local displacements and local components of the absolute velocity. With inspiration...... of the system rotation enter via global operations with the angular velocity vector. The algorithm is based on an integrated form of the equations of motion with energy and momentum conserving properties, if a kinematically consistent non-linear formulation is used. A consistent monotonic scheme for algorithmic...... energy dissipation in terms of local displacements and velocities, typical of structural vibrations, is developed and implemented in the form of forward weighting of appropriate mean value terms in the algorithm. The algorithm is implemented for a beam theory with consistent quadratic non...
Energy Technology Data Exchange (ETDEWEB)
Carlberg, Kevin Thomas [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Drohmann, Martin [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Tuminaro, Raymond S. [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Computational Mathematics; Boggs, Paul T. [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Ray, Jaideep [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; van Bloemen Waanders, Bart Gustaaf [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Optimization and Uncertainty Estimation
2014-10-01
Model reduction for dynamical systems is a promising approach for reducing the computational cost of large-scale physics-based simulations to enable high-fidelity models to be used in many- query (e.g., Bayesian inference) and near-real-time (e.g., fast-turnaround simulation) contexts. While model reduction works well for specialized problems such as linear time-invariant systems, it is much more difficult to obtain accurate, stable, and efficient reduced-order models (ROMs) for systems with general nonlinearities. This report describes several advances that enable nonlinear reduced-order models (ROMs) to be deployed in a variety of time-critical settings. First, we present an error bound for the Gauss-Newton with Approximated Tensors (GNAT) nonlinear model reduction technique. This bound allows the state-space error for the GNAT method to be quantified when applied with the backward Euler time-integration scheme. Second, we present a methodology for preserving classical Lagrangian structure in nonlinear model reduction. This technique guarantees that important properties--such as energy conservation and symplectic time-evolution maps--are preserved when performing model reduction for models described by a Lagrangian formalism (e.g., molecular dynamics, structural dynamics). Third, we present a novel technique for decreasing the temporal complexity --defined as the number of Newton-like iterations performed over the course of the simulation--by exploiting time-domain data. Fourth, we describe a novel method for refining projection-based reduced-order models a posteriori using a goal-oriented framework similar to mesh-adaptive h -refinement in finite elements. The technique allows the ROM to generate arbitrarily accurate solutions, thereby providing the ROM with a 'failsafe' mechanism in the event of insufficient training data. Finally, we present the reduced-order model error surrogate (ROMES) method for statistically quantifying reduced- order-model
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 mod...... 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....... of fractional-slot machines can be attributed to considerable armature flux harmonics, which causes an increased core loss. This study proposes a nonlinear phase variable model of PMBLDC motor that considers the core losses induced in the stator and the rotor. The core loss model is developed based...
Global Nonlinear Model Identification with Multivariate Splines
De Visser, C.C.
2011-01-01
At present, model based control systems play an essential role in many aspects of modern society. Application areas of model based control systems range from food processing to medical imaging, and from process control in oil refineries to the flight control systems of modern aircraft. Central to a
Current algebra of classical non-linear sigma models
International Nuclear Information System (INIS)
Forger, M.; Laartz, J.; Schaeper, U.
1992-01-01
The current algebra of classical non-linear sigma models on arbitrary Riemannian manifolds is analyzed. It is found that introducing, in addition to the Noether current j μ associated with the global symmetry of the theory, a composite scalar field j, the algebra closes under Poisson brackets. (orig.)
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...
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.
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...
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...
Modelling the nonlinearity of piezoelectric actuators in active ...
African Journals Online (AJOL)
Piezoelectric actuators have great capabilities as elements of intelligent structures for active vibration cancellation. One problem with this type of actuator is its nonlinear behaviour. In active vibration control systems, it is important to have an accurate model of the control branch. This paper demonstrates the ability of neural ...
Hybrid time/frequency domain modeling of nonlinear components
DEFF Research Database (Denmark)
Wiechowski, Wojciech Tomasz; Lykkegaard, Jan; Bak, Claus Leth
2007-01-01
This paper presents a novel, three-phase hybrid time/frequency methodology for modelling of nonlinear components. The algorithm has been implemented in the DIgSILENT PowerFactory software using the DIgSILENT Programming Language (DPL), as a part of the work described in [1]. Modified HVDC benchmark...
A non-linear dissipative model of magnetism
Czech Academy of Sciences Publication Activity Database
Durand, P.; Paidarová, Ivana
2010-01-01
Roč. 89, č. 6 (2010), s. 67004 ISSN 1286-4854 R&D Projects: GA AV ČR IAA100400501 Institutional research plan: CEZ:AV0Z40400503 Keywords : non-linear dissipative model of magnetism * thermodynamics * physical chemistry Subject RIV: CF - Physical ; Theoretical Chemistry http://epljournal.edpsciences.org/
Modeling and verifying non-linearities in heterodyne displacement interferometry
Cosijns, S.J.A.G.; Haitjema, H.; Schellekens, P.H.J.
2002-01-01
The non-linearities in a heterodyne laser interferometer system occurring from the phase measurement system of the interferometer andfrom non-ideal polarization effects of the optics are modeled into one analytical expression which includes the initial polarization state ofthe laser source, the
Multidimensional splines for modeling FET nonlinearities
Energy Technology Data Exchange (ETDEWEB)
Barby, J A
1986-01-01
Circuit simulators like SPICE and timing simulators like MOTIS are used extensively for critical path verification of integrated circuits. MOSFET model evaluation dominates the run time of these simulators. Changes in technology results in costly updates, since modifications require reprogramming of the functions and their derivatives. The computational cost of MOSFET models can be reduced by using multidimensional polynomial splines. Since simulators based on the Newton Raphson algorithm require the function and first derivative, quadratic splines are sufficient for this purpose. The cost of updating the MOSFET model due to technology changes is greatly reduced since splines are derived from a set of points. Crucial for convergence speed of simulators is the fact that MOSFET characteristic equations are monotonic. This must be maintained by any simulation model. The splines the author designed do maintain monotonicity.
Identification of stochastic interactions in nonlinear models of structural mechanics
Kala, Zdeněk
2017-07-01
In the paper, the polynomial approximation is presented by which the Sobol sensitivity analysis can be evaluated with all sensitivity indices. The nonlinear FEM model is approximated. The input area is mapped using simulations runs of Latin Hypercube Sampling method. The domain of the approximation polynomial is chosen so that it were possible to apply large number of simulation runs of Latin Hypercube Sampling method. The method presented also makes possible to evaluate higher-order sensitivity indices, which could not be identified in case of nonlinear FEM.
Measurement Model Nonlinearity in Estimation of Dynamical Systems
Majji, Manoranjan; Junkins, J. L.; Turner, J. D.
2012-06-01
The role of nonlinearity of the measurement model and its interactions with the uncertainty of measurements and geometry of the problem is studied in this paper. An examination of the transformations of the probability density function in various coordinate systems is presented for several astrodynamics applications. Smooth and analytic nonlinear functions are considered for the studies on the exact transformation of uncertainty. Special emphasis is given to understanding the role of change of variables in the calculus of random variables. The transformation of probability density functions through mappings is shown to provide insight in to understanding the evolution of uncertainty in nonlinear systems. Examples are presented to highlight salient aspects of the discussion. A sequential orbit determination problem is analyzed, where the transformation formula provides useful insights for making the choice of coordinates for estimation of dynamic systems.
Model Reduction of Nonlinear Aeroelastic Systems Experiencing Hopf Bifurcation
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.
Modelization of highly nonlinear waves in coastal regions
Gouin, Maïté; Ducrozet, Guillaume; Ferrant, Pierre
2015-04-01
The proposed work deals with the development of a highly non-linear model for water wave propagation in coastal regions. The accurate modelization of surface gravity waves is of major interest in ocean engineering, especially in the field of marine renewable energy. These marine structures are intended to be settled in coastal regions where the effect of variable bathymetry may be significant on local wave conditions. This study presents a numerical model for the wave propagation with complex bathymetry. It is based on High-Order Spectral (HOS) method, initially limited to the propagation of non-linear wave fields over flat bottom. Such a model has been developed and validated at the LHEEA Lab. (Ecole Centrale Nantes) over the past few years and the current developments will enlarge its application range. This new numerical model will keep the interesting numerical properties of the original pseudo-spectral approach (convergence, efficiency with the use of FFTs, …) and enable the possibility to propagate highly non-linear wave fields over long time and large distance. Different validations will be provided in addition to the presentation of the method. At first, Bragg reflection will be studied with the proposed approach. If the Bragg condition is satisfied, the reflected wave generated by a sinusoidal bottom patch should be amplified as a result of resonant quadratic interactions between incident wave and bottom. Comparisons will be provided with experiments and reference solutions. Then, the method will be used to consider the transformation of a non-linear monochromatic wave as it propagates up and over a submerged bar. As the waves travel up the front slope of the bar, it steepens and high harmonics are generated due to non-linear interactions. Comparisons with experimental data will be provided. The different test cases will assess the accuracy and efficiency of the method proposed.
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...
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 ...
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...... that contains very detailed information about incomes. This gives a unique opportunity to learn about the magnitude and nature of the measurement error in income reported by the respondents in the Danish NTS compared to income from the administrative register (correct measure). We find that the classical...
Quark fragmentation function and the nonlinear chiral quark model
International Nuclear Information System (INIS)
Zhu, Z.K.
1993-01-01
The scaling law of the fragmentation function has been proved in this paper. With that, we show that low-P T quark fragmentation function can be studied as a low energy physocs in the light-cone coordinate frame. We therefore use the nonlinear chiral quark model which is able to study the low energy physics under scale Λ CSB to study such a function. Meanwhile the formalism for studying the quark fragmentation function has been established. The nonlinear chiral quark model is quantized on the light-front. We then use old-fashioned perturbation theory to study the quark fragmentation function. Our first order result for such a function shows in agreement with the phenomenological model study of e + e - jet. The probability for u,d pair formation in the e + e - jet from our calculation is also in agreement with the phenomenological model results
Nonlinear model of high-dose implantation
International Nuclear Information System (INIS)
Danilyuk, A.
2001-01-01
The models of high-dose implantation, using the distribution functions, are relatively simple. However, they must take into account the variation of the function of distribution of the implanted ions with increasing dose [1-4]. This variation takes place owing to the fact that the increase of the concentration of the implanted ions results in a change of the properties of the target. High-dose implantation is accompanied by sputtering, volume growth, diffusion, generation of defects, formation of new phases, etc. The variation of the distribution function is determined by many factors and is not known in advance. The variation within the framework of these models [1-4] is taken into account in advance by the introduction of intuitive assumptions on the basis of implicit considerations. Therefore, these attempts should be regarded as incorrect. The model prepared here makes it possible to take into account the sputtering of the target, volume growth and additional declaration on the implanted ions. Without any assumptions in relation to the variation of the distribution function with increasing dose. In our model it is assumed that the type of distribution function for small doses in a pure target substance is the same as in substances with implanted ions. A second assumption relates to the type of the distribution function valid for small doses in the given substances. These functions are determined as a result of a large number of theoretical and experimental investigations and are well-known at the present time. They include the symmetric and nonsymmetric Gauss distribution, the Pearson distribution, and others. We examine implantation with small doses of up to 10 14 - 10 15 cm -2 when the accurately known distribution is valid
Soliton excitations in a class of nonlinear field theory models
International Nuclear Information System (INIS)
Makhan'kov, V.G.; Fedyanin, V.K.
1985-01-01
Investigation results of nonlinear models of the field theory with a lagrangian are described. The theory includes models both with zero stable vacuum epsilon=1 and with condensate epsilon=-1 (of disturbed symmetry). Conditions of existence of particle-like solutions (PLS), stability of these solutions are investigated. Soliton dynamics is studied. PLS formfactors are calculated. Statistical mechanics of solitons is built and their dynamic structure factors are calculated
The quantum nonlinear Schroedinger model with point-like defect
International Nuclear Information System (INIS)
Caudrelier, V; Mintchev, M; Ragoucy, E
2004-01-01
We establish a family of point-like impurities which preserve the quantum integrability of the nonlinear Schroedinger model in 1+1 spacetime dimensions. We briefly describe the construction of the exact second quantized solution of this model in terms of an appropriate reflection-transmission algebra. The basic physical properties of the solution, including the spacetime symmetry of the bulk scattering matrix, are also discussed. (letter to the editor)
Eddy current modeling in linear and nonlinear multifilamentary composite materials
Menana, Hocine; Farhat, Mohamad; Hinaje, Melika; Berger, Kevin; Douine, Bruno; Lévêque, Jean
2018-04-01
In this work, a numerical model is developed for a rapid computation of eddy currents in composite materials, adaptable for both carbon fiber reinforced polymers (CFRPs) for NDT applications and multifilamentary high temperature superconductive (HTS) tapes for AC loss evaluation. The proposed model is based on an integro-differential formulation in terms of the electric vector potential in the frequency domain. The high anisotropy and the nonlinearity of the considered materials are easily handled in the frequency domain.
Classical solutions for the 4-dimensional σ-nonlinear model
International Nuclear Information System (INIS)
Tataru-Mihai, P.
1979-01-01
By interpreting the σ-nonlinear model as describing the Gauss map associated to a certain immersion, several classes of classical solutions for the 4-dimensional model are derived. As by-products one points out i) an intimate connection between the energy-momentum tensor of the solution and the second differential form of the immersion associated to it and ii) a connection between self- (antiself-)duality of the solution and the minimality of the associated immersion. (author)
Nguyen, Nhan; Ting, Eric
2018-01-01
This paper describes a recent development of an integrated fully coupled aeroservoelastic flight dynamic model of the NASA Generic Transport Model (GTM). The integrated model couples nonlinear flight dynamics to a nonlinear aeroelastic model of the GTM. The nonlinearity includes the coupling of the rigid-body aircraft states in the partial derivatives of the aeroelastic angle of attack. Aeroservoelastic modeling of the control surfaces which are modeled by the Variable Camber Continuous Trailing Edge Flap is also conducted. The R.T. Jones' method is implemented to approximate unsteady aerodynamics. Simulations of the GTM are conducted with simulated continuous and discrete gust loads..
Observing and modeling nonlinear dynamics in an internal combustion engine
International Nuclear Information System (INIS)
Daw, C.S.; Kennel, M.B.; Finney, C.E.; Connolly, F.T.
1998-01-01
We propose a low-dimensional, physically motivated, nonlinear map as a model for cyclic combustion variation in spark-ignited internal combustion engines. A key feature is the interaction between stochastic, small-scale fluctuations in engine parameters and nonlinear deterministic coupling between successive engine cycles. Residual cylinder gas from each cycle alters the in-cylinder fuel-air ratio and thus the combustion efficiency in succeeding cycles. The model close-quote s simplicity allows rapid simulation of thousands of engine cycles, permitting statistical studies of cyclic-variation patterns and providing physical insight into this technologically important phenomenon. Using symbol statistics to characterize the noisy dynamics, we find good quantitative matches between our model and experimental time-series measurements. copyright 1998 The American Physical Society
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.
Nonlinear dynamics of avian influenza epidemic models.
Liu, Sanhong; Ruan, Shigui; Zhang, Xinan
2017-01-01
Avian influenza is a zoonotic disease caused by the transmission of the avian influenza A virus, such as H5N1 and H7N9, from birds to humans. The avian influenza A H5N1 virus has caused more than 500 human infections worldwide with nearly a 60% death rate since it was first reported in Hong Kong in 1997. The four outbreaks of the avian influenza A H7N9 in China from March 2013 to June 2016 have resulted in 580 human cases including 202 deaths with a death rate of nearly 35%. In this paper, we construct two avian influenza bird-to-human transmission models with different growth laws of the avian population, one with logistic growth and the other with Allee effect, and analyze their dynamical behavior. We obtain a threshold value for the prevalence of avian influenza and investigate the local or global asymptotical stability of each equilibrium of these systems by using linear analysis technique or combining Liapunov function method and LaSalle's invariance principle, respectively. Moreover, we give necessary and sufficient conditions for the occurrence of periodic solutions in the avian influenza system with Allee effect of the avian population. Numerical simulations are also presented to illustrate the theoretical results. Copyright © 2016 Elsevier Inc. All rights reserved.
Multi-atom Jaynes-Cummings model with nonlinear effects
International Nuclear Information System (INIS)
Aleixo, Armando Nazareno Faria; Balantekin, Akif Baha; Ribeiro, Marco Antonio Candido
2001-01-01
The standard Jaynes-Cummings (JC) model and its extensions, normally used in quantum optics, idealizes the interaction of matter with electromagnetic radiation by a simple Hamiltonian of a two-level atom coupled to a single bosonic mode. This Hamiltonian has a fundamental importance to the field of quantum optics and it is a central ingredient in the quantized description of any optical system involving the interaction between light and atoms. The JC Hamiltonian defines a molecule, a composite system formed from the coupling of a two-state system and a quantized harmonic oscillator. For this Hamiltonian, mostly the single-particle situation has been studied. This model can also be extended for the situation where one has N two-level systems, which interact only with the electromagnetic radiation. In this case the effects of the spatial distribution of the particles it is not taken into account and the spin angular momentum S-circumflex i of each particle contributes to form a total angular momentum J-circumflex of the system. When one considers the effects due to the spatial variation in the field intensity in a nonlinear medium it is necessary to further add a Kerr term to the standard JC Hamiltonian. This kind of nonlinear JC Hamiltonian is used in the study of micro masers. Another nonlinear variant of the JC model takes the coupling between matter and the radiation to depend on the intensity of the electromagnetic field. This model is interesting since this kind of interaction means that effectively the coupling is proportional to the amplitude of the field representing a very simple case of a nonlinear interaction corresponding to a more realistic physical situation. In this work we solve exactly the problem of the interaction of a N two-level atoms with an electromagnetic radiation when nonlinear effects due to the spatial variation in the field intensity in a nonlinear Kerr medium and the dependence on the intensity of the electromagnetic field on the matter
A data driven nonlinear stochastic model for blood glucose dynamics.
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. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.
Modal model for the nonlinear multimode Rayleigh endash Taylor instability
International Nuclear Information System (INIS)
Ofer, D.; Alon, U.; Shvarts, D.; McCrory, R.L.; Verdon, C.P.
1996-01-01
A modal model for the Rayleigh endash Taylor (RT) instability, applicable at all stages of the flow, is introduced. The model includes a description of nonlinear low-order mode coupling, mode growth saturation, and post-saturation mode coupling. It is shown to significantly extend the range of applicability of a previous model proposed by Haan, to cases where nonlinear mode generation is important. Using the new modal model, we study the relative importance of mode coupling at late nonlinear stages and resolve the difference between cases in which mode generation assumes a dominant role, leading to the late time inverse cascade of modes and loss of memory of initial conditions, and cases where mode generation is not important and memory of initial conditions is retained. Effects of finite density ratios (Atwood number A<1) are also included in the model and the difference between various measures of the mixing zone penetration depth for A<1 is discussed. copyright 1996 American Institute of Physics
Nonlinear modeling of magnetorheological energy absorbers under impact conditions
Mao, Min; Hu, Wei; Choi, Young-Tai; Wereley, Norman M.; Browne, Alan L.; Ulicny, John; Johnson, Nancy
2013-11-01
Magnetorheological energy absorbers (MREAs) provide adaptive vibration and shock mitigation capabilities to accommodate varying payloads, vibration spectra, and shock pulses, as well as other environmental factors. A key performance metric is the dynamic range, which is defined as the ratio of the force at maximum field to the force in the absence of field. The off-state force is typically assumed to increase linearly with speed, but at the higher shaft speeds occurring in impact events, the off-state damping exhibits nonlinear velocity squared damping effects. To improve understanding of MREA behavior under high-speed impact conditions, this study focuses on nonlinear MREA models that can more accurately predict MREA dynamic behavior for nominal impact speeds of up to 6 m s-1. Three models were examined in this study. First, a nonlinear Bingham-plastic (BP) model incorporating Darcy friction and fluid inertia (Unsteady-BP) was formulated where the force is proportional to the velocity. Second, a Bingham-plastic model incorporating minor loss factors and fluid inertia (Unsteady-BPM) to better account for high-speed behavior was formulated. Third, a hydromechanical (HM) analysis was developed to account for fluid compressibility and inertia as well as minor loss factors. These models were validated using drop test data obtained using the drop tower facility at GM R&D Center for nominal drop speeds of up to 6 m s-1.
Nonlinear modeling of magnetorheological energy absorbers under impact conditions
International Nuclear Information System (INIS)
Mao, Min; Hu, Wei; Choi, Young-Tai; Wereley, Norman M; Browne, Alan L; Ulicny, John; Johnson, Nancy
2013-01-01
Magnetorheological energy absorbers (MREAs) provide adaptive vibration and shock mitigation capabilities to accommodate varying payloads, vibration spectra, and shock pulses, as well as other environmental factors. A key performance metric is the dynamic range, which is defined as the ratio of the force at maximum field to the force in the absence of field. The off-state force is typically assumed to increase linearly with speed, but at the higher shaft speeds occurring in impact events, the off-state damping exhibits nonlinear velocity squared damping effects. To improve understanding of MREA behavior under high-speed impact conditions, this study focuses on nonlinear MREA models that can more accurately predict MREA dynamic behavior for nominal impact speeds of up to 6 m s −1 . Three models were examined in this study. First, a nonlinear Bingham-plastic (BP) model incorporating Darcy friction and fluid inertia (Unsteady-BP) was formulated where the force is proportional to the velocity. Second, a Bingham-plastic model incorporating minor loss factors and fluid inertia (Unsteady-BPM) to better account for high-speed behavior was formulated. Third, a hydromechanical (HM) analysis was developed to account for fluid compressibility and inertia as well as minor loss factors. These models were validated using drop test data obtained using the drop tower facility at GM R and D Center for nominal drop speeds of up to 6 m s −1 . (paper)
Nonlinear unitary quantum collapse model with self-generated noise
Geszti, Tamás
2018-04-01
Collapse models including some external noise of unknown origin are routinely used to describe phenomena on the quantum-classical border; in particular, quantum measurement. Although containing nonlinear dynamics and thereby exposed to the possibility of superluminal signaling in individual events, such models are widely accepted on the basis of fully reproducing the non-signaling statistical predictions of quantum mechanics. Here we present a deterministic nonlinear model without any external noise, in which randomness—instead of being universally present—emerges in the measurement process, from deterministic irregular dynamics of the detectors. The treatment is based on a minimally nonlinear von Neumann equation for a Stern–Gerlach or Bell-type measuring setup, containing coordinate and momentum operators in a self-adjoint skew-symmetric, split scalar product structure over the configuration space. The microscopic states of the detectors act as a nonlocal set of hidden parameters, controlling individual outcomes. The model is shown to display pumping of weights between setup-defined basis states, with a single winner randomly selected and the rest collapsing to zero. Environmental decoherence has no role in the scenario. Through stochastic modelling, based on Pearle’s ‘gambler’s ruin’ scheme, outcome probabilities are shown to obey Born’s rule under a no-drift or ‘fair-game’ condition. This fully reproduces quantum statistical predictions, implying that the proposed non-linear deterministic model satisfies the non-signaling requirement. Our treatment is still vulnerable to hidden signaling in individual events, which remains to be handled by future research.
A state space approach for the eigenvalue problem of marine risers
Alfosail, Feras; Nayfeh, Ali H.; Younis, Mohammad I.
2017-01-01
A numerical state-space approach is proposed to examine the natural frequencies and critical buckling limits of marine risers. A large axial tension in the riser model causes numerical limitations. These limitations are overcome by using
Non-linear sigma model on the fuzzy supersphere
International Nuclear Information System (INIS)
Kurkcuoglu, Seckin
2004-01-01
In this note we develop fuzzy versions of the supersymmetric non-linear sigma model on the supersphere S (2,2) . In hep-th/0212133 Bott projectors have been used to obtain the fuzzy C P 1 model. Our approach utilizes the use of supersymmetric extensions of these projectors. Here we obtain these (super)-projectors and quantize them in a fashion similar to the one given in hep-th/0212133. We discuss the interpretation of the resulting model as a finite dimensional matrix model. (author)
Cardiovascular oscillations: in search of a nonlinear parametric model
Bandrivskyy, Andriy; Luchinsky, Dmitry; McClintock, Peter V.; Smelyanskiy, Vadim; Stefanovska, Aneta; Timucin, Dogan
2003-05-01
We suggest a fresh approach to the modeling of the human cardiovascular system. Taking advantage of a new Bayesian inference technique, able to deal with stochastic nonlinear systems, we show that one can estimate parameters for models of the cardiovascular system directly from measured time series. We present preliminary results of inference of parameters of a model of coupled oscillators from measured cardiovascular data addressing cardiorespiratory interaction. We argue that the inference technique offers a very promising tool for the modeling, able to contribute significantly towards the solution of a long standing challenge -- development of new diagnostic techniques based on noninvasive measurements.
Spatio-temporal modeling of nonlinear distributed parameter systems
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
Canonical action-angle formalism for quantized nonlinear fields
International Nuclear Information System (INIS)
Garbaczewki, P.
1987-01-01
The canonical quantizations of field and action-angle coordinates which (locally) parameterize the phase manifold for the same nonlinear field theory model (e.g. sine-Gordon and nonlinear Schrodinger with the attractive coupling) are reconciled on the common for both cases state space. The classical-quantum relationship is maintained in the mean: coherent state expectation values of operators give rise to classical objects
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....
Linear theory for filtering nonlinear multiscale systems with model error.
Berry, Tyrus; Harlim, John
2014-07-08
In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering
A non-linear model of economic production processes
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.
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 ...... controller is shown very reliable keeping the comfort levels in the two considered seasons and shifting the load away from peak hours in order to achieve the desired flexible electricity consumption.......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...
Non-linear calibration models for near infrared spectroscopy
DEFF Research Database (Denmark)
Ni, Wangdong; Nørgaard, Lars; Mørup, Morten
2014-01-01
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), 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...
Comparing Numerical Spall Simulations with a Nonlinear Spall Formation Model
Ong, L.; Melosh, H. J.
2012-12-01
Spallation accelerates lightly shocked ejecta fragments to speeds that can exceed the escape velocity of the parent body. We present high-resolution simulations of nonlinear shock interactions in the near surface. Initial results show the acceleration of near-surface material to velocities up to 1.8 times greater than the peak particle velocity in the detached shock, while experiencing little to no shock pressure. These simulations suggest a possible nonlinear spallation mechanism to produce the high-velocity, low show pressure meteorites from other planets. Here we pre-sent the numerical simulations that test the production of spall through nonlinear shock interactions in the near sur-face, and compare the results with a model proposed by Kamegai (1986 Lawrence Livermore National Laboratory Report). We simulate near-surface shock interactions using the SALES_2 hydrocode and the Murnaghan equation of state. We model the shock interactions in two geometries: rectangular and spherical. In the rectangular case, we model a planar shock approaching the surface at a constant angle phi. In the spherical case, the shock originates at a point below the surface of the domain and radiates spherically from that point. The angle of the shock front with the surface is dependent on the radial distance of the surface point from the shock origin. We model the target as a solid with a nonlinear Murnaghan equation of state. This idealized equation of state supports nonlinear shocks but is tem-perature independent. We track the maximum pressure and maximum velocity attained in every cell in our simula-tions and compare them to the Hugoniot equations that describe the material conditions in front of and behind the shock. Our simulations demonstrate that nonlinear shock interactions in the near surface produce lightly shocked high-velocity material for both planar and cylindrical shocks. The spall is the result of the free surface boundary condi-tion, which forces a pressure gradient
Ward Identity and Scattering Amplitudes for Nonlinear Sigma Models
Low, Ian; Yin, Zhewei
2018-02-01
We present a Ward identity for nonlinear sigma models using generalized nonlinear shift symmetries, without introducing current algebra or coset space. The Ward identity constrains correlation functions of the sigma model such that the Adler's zero is guaranteed for S -matrix elements, and gives rise to a subleading single soft theorem that is valid at the quantum level and to all orders in the Goldstone decay constant. For tree amplitudes, the Ward identity leads to a novel Berends-Giele recursion relation as well as an explicit form of the subleading single soft factor. Furthermore, interactions of the cubic biadjoint scalar theory associated with the single soft limit, which was previously discovered using the Cachazo-He-Yuan representation of tree amplitudes, can be seen to emerge from matrix elements of conserved currents corresponding to the generalized shift symmetry.
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.
Nonlinear dynamics mathematical models for rigid bodies with a liquid
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.
Nonlinear Stochastic Models for Water Level Dynamics in Closed Lakes
Mishchenko, A.S.; Zelikin, M.I.; Zelikina, L.F.
1995-01-01
This paper presents the results of investigation of nonlinear mathematical models of the behavior of closed lakes using the example of the Caspian Sea. Forecasting the level of the Caspian Sea is crucial both for the economy of the region and for the region's environment. The Caspian Sea is a closed reservoir; it is well known that its level changes considerably due to a variety of factors including global climate change. A series of forecasts exists based on different methods and taking...
NON-LINEAR MODELING OF THE RHIC INTERACTION REGIONS
International Nuclear Information System (INIS)
TOMAS, R.; FISCHER, W.; JAIN, A.; LUO, Y.; PILAT, F.
2004-01-01
For RHIC's collision lattices the dominant sources of transverse non-linearities are located in the interaction regions. The field quality is available for most of the magnets in the interaction regions from the magnetic measurements, or from extrapolations of these measurements. We discuss the implementation of these measurements in the MADX models of the Blue and the Yellow rings and their impact on beam stability
Nonlinear evolution inclusions arising from phase change models
Czech Academy of Sciences Publication Activity Database
Colli, P.; Krejčí, Pavel; Rocca, E.; Sprekels, J.
2007-01-01
Roč. 57, č. 4 (2007), s. 1067-1098 ISSN 0011-4642 R&D Projects: GA ČR GA201/02/1058 Institutional research plan: CEZ:AV0Z10190503 Keywords : nonlinear and nonlocal evolution equations * Cahn-Hilliard type dynamics * phase transitions models Subject RIV: BA - General Mathematics Impact factor: 0.155, year: 2007 http://www.dml.cz/bitstream/handle/10338.dmlcz/128228/CzechMathJ_57-2007-4_2.pdf
Nonlinear Model Predictive Control for Cooperative Control and Estimation
Ru, Pengkai
Recent advances in computational power have made it possible to do expensive online computations for control systems. It is becoming more realistic to perform computationally intensive optimization schemes online on systems that are not intrinsically stable and/or have very small time constants. Being one of the most important optimization based control approaches, model predictive control (MPC) has attracted a lot of interest from the research community due to its natural ability to incorporate constraints into its control formulation. Linear MPC has been well researched and its stability can be guaranteed in the majority of its application scenarios. However, one issue that still remains with linear MPC is that it completely ignores the system's inherent nonlinearities thus giving a sub-optimal solution. On the other hand, if achievable, nonlinear MPC, would naturally yield a globally optimal solution and take into account all the innate nonlinear characteristics. While an exact solution to a nonlinear MPC problem remains extremely computationally intensive, if not impossible, one might wonder if there is a middle ground between the two. We tried to strike a balance in this dissertation by employing a state representation technique, namely, the state dependent coefficient (SDC) representation. This new technique would render an improved performance in terms of optimality compared to linear MPC while still keeping the problem tractable. In fact, the computational power required is bounded only by a constant factor of the completely linearized MPC. The purpose of this research is to provide a theoretical framework for the design of a specific kind of nonlinear MPC controller and its extension into a general cooperative scheme. The controller is designed and implemented on quadcopter systems.
Parameter Estimation and Prediction of a Nonlinear Storage Model: an algebraic approach
Doeswijk, T.G.; Keesman, K.J.
2005-01-01
Generally, parameters that are nonlinear in system models are estimated by nonlinear least-squares optimization algorithms. In this paper, if a nonlinear discrete-time model with a polynomial quotient structure in input, output, and parameters, a method is proposed to re-parameterize the model such
Shah, A A; Xing, W W; Triantafyllidis, V
2017-04-01
In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.
Use of nonlinear dose-effect models to predict consequences
International Nuclear Information System (INIS)
Seiler, F.A.; Alvarez, J.L.
1996-01-01
The linear dose-effect relationship was introduced as a model for the induction of cancer from exposure to nuclear radiation. Subsequently, it has been used by analogy to assess the risk of chemical carcinogens also. Recently, however, the model for radiation carcinogenesis has come increasingly under attack because its calculations contradict the epidemiological data, such as cancer in atomic bomb survivors. Even so, its proponents vigorously defend it, often using arguments that are not so much scientific as a mix of scientific, societal, and often political arguments. At least in part, the resilience of the linear model is due to two convenient properties that are exclusive to linearity: First, the risk of an event is determined solely by the event dose; second, the total risk of a population group depends only on the total population dose. In reality, the linear model has been conclusively falsified; i.e., it has been shown to make wrong predictions, and once this fact is generally realized, the scientific method calls for a new paradigm model. As all alternative models are by necessity nonlinear, all the convenient properties of the linear model are invalid, and calculational procedures have to be used that are appropriate for nonlinear models
Landau fluid model for weakly nonlinear dispersive magnetohydrodynamics
International Nuclear Information System (INIS)
Passot, T.; Sulem, P. L.
2005-01-01
In may astrophysical plasmas such as the solar wind, the terrestrial magnetosphere, or in the interstellar medium at small enough scales, collisions are negligible. When interested in the large-scale dynamics, a hydrodynamic approach is advantageous not only because its numerical simulations is easier than of the full Vlasov-Maxwell equations, but also because it provides a deep understanding of cross-scale nonlinear couplings. It is thus of great interest to construct fluid models that extended the classical magnetohydrodynamic (MHD) equations to collisionless situations. Two ingredients need to be included in such a model to capture the main kinetic effects: finite Larmor radius (FLR) corrections and Landau damping, the only fluid-particle resonance that can affect large scales and can be modeled in a relatively simple way. The Modelization of Landau damping in a fluid formalism is hardly possible in the framework of a systematic asymptotic expansion and was addressed mainly by means of parameter fitting in a linearized setting. We introduced a similar Landau fluid model but, that has the advantage of taking dispersive effects into account. This model properly describes dispersive MHD waves in quasi-parallel propagation. Since, by construction, the system correctly reproduces their linear dynamics, appropriate tests should address the nonlinear regime. In a first case, we show analytically that the weakly nonlinear modulational dynamics of quasi-parallel propagating Alfven waves is well captured. As a second test we consider the parametric decay instability of parallel Alfven waves and show that numerical simulations of the dispersive Landau fluid model lead to results that closely match the outcome of hybrid simulations. (Author)
State-Space Realization of the Wave-Radiation Force within FAST: Preprint
Energy Technology Data Exchange (ETDEWEB)
Duarte, T.; Sarmento, A.; Alves, M.; Jonkman, J.
2013-06-01
Several methods have been proposed in the literature to find a state-space model for the wave-radiation forces. In this paper, four methods were compared, two in the frequency domain and two in the time domain. The frequency-response function and the impulse response of the resulting state-space models were compared against the ones derived by the numerical code WAMIT. The implementation of the state-space module within the FAST offshore wind turbine computer-aided engineering (CAE) tool was verified, comparing the results against the previously implemented numerical convolution method. The results agreed between the two methods, with a significant reduction in required computational time when using the state-space module.
The inherent complexity in nonlinear business cycle model in resonance
International Nuclear Information System (INIS)
Ma Junhai; Sun Tao; Liu Lixia
2008-01-01
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
Testing and inference in nonlinear cointegrating vector error correction models
DEFF Research Database (Denmark)
Kristensen, D.; Rahbek, A.
2013-01-01
We analyze estimators and tests for a general class of vector error correction models that allows for asymmetric and nonlinear error correction. For a given number of cointegration relationships, general hypothesis testing is considered, where testing for linearity is of particular interest. Under...... the null of linearity, parameters of nonlinear components vanish, leading to a nonstandard testing problem. We apply so-called sup-tests to resolve this issue, which requires development of new(uniform) functional central limit theory and results for convergence of stochastic integrals. We provide a full...... asymptotic theory for estimators and test statistics. The derived asymptotic results prove to be nonstandard compared to results found elsewhere in the literature due to the impact of the estimated cointegration relations. This complicates implementation of tests motivating the introduction of bootstrap...
Application of nonlinear forecasting techniques for meteorological modeling
Directory of Open Access Journals (Sweden)
V. Pérez-Muñuzuri
2000-10-01
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
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
Comparison of a nonlinear dynamic model of a piping system to test data
International Nuclear Information System (INIS)
Blakely, K.D.; Howard, G.E.; Walton, W.B.; Johnson, B.A.; Chitty, D.E.
1983-01-01
Response of a nonlinear finite element model of the Heissdampfreaktor recirculation piping loop (URL) was compared to measured data, representing the physical benchmarking of a nonlinear model. Analysis-test comparisons of piping response are presented for snapback tests that induced extreme nonlinear behavior of the URL system. Nonlinearities in the system are due to twelve swaybraces (pipe supports) that possessed nonlinear force-deflection characteristics. These nonlinearities distorted system damping estimates made by using the half-power bandwidth method on Fourier transforms of measured accelerations, with the severity of distortion increasing with increasing degree of nonlinearity. Time domain methods, which are not so severely affected by the presence of nonlinearities, were used to compute system damping ratios. Nonlinear dynamic analyses were accurately and efficiently performed using the pseudo-force technique and the finite element program MSC/NASTRAN. Measured damping was incorporated into the model for snapback simulations. Acceleration time histories, acceleration Fourier transforms, and swaybrace force time histories of the nonlinear model, plus several linear models, were compared to test measurements. The nonlinear model predicted three-fourths of the measured peak accelerations to within 50%, half of the accelerations to within 25%, and one-fifth of the accelerations to within 10%. This nonlinear model predicted accelerations (in the time and frequency domains) and swaybrace forces much better than did any of the linear models, demonstrating the increased accuracy resulting from properly simulating nonlinear support behavior. In addition, earthquake response comparisons were made between the experimentally validated nonlinear model and a linear model. Significantly lower element stresses were predicted for the nonlinear model, indicating the potential usefulness of nonlinear simulations in piping design assessments. (orig.)
An SIRS model with a nonlinear incidence rate
International Nuclear Information System (INIS)
Jin Yu; Wang, Wendi; Xiao Shiwu
2007-01-01
The global dynamics of an SIRS model with a nonlinear incidence rate is investigated. We establish a threshold for a disease to be extinct or endemic, analyze the existence and asymptotic stability of equilibria, and verify the existence of bistable states, i.e., a stable disease free equilibrium and a stable endemic equilibrium or a stable limit cycle. In particular, we find that the model admits stability switches as a parameter changes. We also investigate the backward bifurcation, the Hopf bifurcation and Bogdanov-Takens bifurcation and obtain the Hopf bifurcation criteria and Bogdanov-Takens bifurcation curves, which are important for making strategies for controlling a disease
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.
The Precession Index and a Nonlinear Energy Balance Climate Model
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
A nonlinear model for ionic polymer metal composites as actuators
Bonomo, C.; Fortuna, L.; Giannone, P.; Graziani, S.; Strazzeri, S.
2007-02-01
This paper introduces a comprehensive nonlinear dynamic model of motion actuators based on ionic polymer metal composites (IPMCs) working in air. Significant quantities ruling the acting properties of IPMC-based actuators are taken into account. The model is organized as follows. As a first step, the dependence of the IPMC absorbed current on the voltage applied across its thickness is taken into account; a nonlinear circuit model is proposed to describe this relationship. In a second step the transduction of the absorbed current into the IPMC mechanical reaction is modelled. The model resulting from the cascade of both the electrical and the electromechanical stages represents a novel contribution in the field of IPMCs, capable of describing the electromechanical behaviour of these materials and predicting relevant quantities in a large range of applied signals. The effect of actuator scaling is also investigated, giving interesting support to the activities involved in the design of actuating devices based on these novel materials. Evidence of the excellent agreement between the estimations obtained by using the proposed model and experimental signals is given.
Augmented twin-nonlinear two-box behavioral models for multicarrier LTE power amplifiers.
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.
Frequency Response of Synthetic Vocal Fold Models with Linear and Nonlinear Material Properties
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…
State-Space Estimation of Soil Organic Carbon Stock
Ogunwole, Joshua O.; Timm, Luis C.; Obidike-Ugwu, Evelyn O.; Gabriels, Donald M.
2014-04-01
Understanding soil spatial variability and identifying soil parameters most determinant to soil organic carbon stock is pivotal to precision in ecological modelling, prediction, estimation and management of soil within a landscape. This study investigates and describes field soil variability and its structural pattern for agricultural management decisions. The main aim was to relate variation in soil organic carbon stock to soil properties and to estimate soil organic carbon stock from the soil properties. A transect sampling of 100 points at 3 m intervals was carried out. Soils were sampled and analyzed for soil organic carbon and other selected soil properties along with determination of dry aggregate and water-stable aggregate fractions. Principal component analysis, geostatistics, and state-space analysis were conducted on the analyzed soil properties. The first three principal components explained 53.2% of the total variation; Principal Component 1 was dominated by soil exchange complex and dry sieved macroaggregates clusters. Exponential semivariogram model described the structure of soil organic carbon stock with a strong dependence indicating that soil organic carbon values were correlated up to 10.8m.Neighbouring values of soil organic carbon stock, all waterstable aggregate fractions, and dithionite and pyrophosphate iron gave reliable estimate of soil organic carbon stock by state-space.
A nonlinear inversion for the velocity background and perturbation models
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.
A penalized framework for distributed lag non-linear models.
Gasparrini, Antonio; Scheipl, Fabian; Armstrong, Ben; Kenward, Michael G
2017-09-01
Distributed lag non-linear models (DLNMs) are a modelling tool for describing potentially non-linear and delayed dependencies. Here, we illustrate an extension of the DLNM framework through the use of penalized splines within generalized additive models (GAM). This extension offers built-in model selection procedures and the possibility of accommodating assumptions on the shape of the lag structure through specific penalties. In addition, this framework includes, as special cases, simpler models previously proposed for linear relationships (DLMs). Alternative versions of penalized DLNMs are compared with each other and with the standard unpenalized version in a simulation study. Results show that this penalized extension to the DLNM class provides greater flexibility and improved inferential properties. The framework exploits recent theoretical developments of GAMs and is implemented using efficient routines within freely available software. Real-data applications are illustrated through two reproducible examples in time series and survival analysis. © 2017 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.
Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations
International Nuclear Information System (INIS)
Kushner, Harold J.
2012-01-01
This two-part paper deals with “foundational” issues that have not been previously considered in the modeling and numerical optimization of nonlinear stochastic delay systems. There are new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. There are two basic and interconnected themes for these models. The first, dealt with in this part, concerns the definition of admissible control. The classical definition of an admissible control as a nonanticipative relaxed control is inadequate for these models and needs to be extended. This is needed for the convergence proofs of numerical approximations for optimal controls as well as to have a well-defined model. It is shown that the new classes of admissible controls do not enlarge the range of the value functions, is closed (together with the associated paths) under weak convergence, and is approximatable by ordinary controls. The second theme, dealt with in Part II, concerns transportation equation representations, and their role in the development of numerical algorithms with much reduced memory and computational requirements.
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.
Nonlinear spectral mixing theory to model multispectral signatures
Energy Technology Data Exchange (ETDEWEB)
Borel, C.C. [Los Alamos National Lab., NM (United States). Astrophysics and Radiation Measurements Group
1996-02-01
Nonlinear spectral mixing occurs due to multiple reflections and transmissions between discrete surfaces, e.g. leaves or facets of a rough surface. The radiosity method is an energy conserving computational method used in thermal engineering and it models nonlinear spectral mixing realistically and accurately. In contrast to the radiative transfer method the radiosity method takes into account the discreteness of the scattering surfaces (e.g. exact location, orientation and shape) such as leaves and includes mutual shading between them. An analytic radiosity-based scattering model for vegetation was developed and used to compute vegetation indices for various configurations. The leaf reflectance and transmittance was modeled using the PROSPECT model for various amounts of water, chlorophyll and variable leaf structure. The soil background was modeled using SOILSPEC with a linear mixture of reflectances of sand, clay and peat. A neural network and a geometry based retrieval scheme were used to retrieve leaf area index and chlorophyll concentration for dense canopies. Only simulated canopy reflectances in the 6 visible through short wave IR Landsat TM channels were used. The authors used an empirical function to compute the signal-to-noise ratio of a retrieved quantity.
Nonlinear ECRH and ECCD modeling in toroidal devices
International Nuclear Information System (INIS)
Kamendje, R.; Kernbichler, W.; Heyn, M.F.; Kasilov, S.V.; Poli, E.
2003-01-01
A Monte Carlo method of evaluation of the electron distribution function which takes into account realistic orbits of electrons during their nonlinear cyclotron interaction with the wave beam has been proposed. The focus there was on a proper description of particle interaction with a wave beam while the geometry of the main magnetic field outside the beam was the simplest possible (slab model). In the actual work, a more realistic tokamak geometry has been implemented in the model. In addition, an expression for the parallel current density through Green's function has been used. This allows to reduce statistical errors which result from the fact that the current generated by particles with positive v parallel >0 is almost compensated by the current resulting from particles with v parallel <0 if the complete distribution function is taken into account in the expression for the current. The code ECNL which is a Monte Carlo kinetic equation solver based on this model, has been coupled with the beam tracing code TORBEAM. The results of nonlinear modeling of ECCD in a tokamak with ASDEX Upgrade parameters with help of this combination of codes are compared below to the results of linear modeling performed with TORBEAM alone. In addition, implications for stellarators are discussed. (orig.)
Neutron stars in non-linear coupling models
International Nuclear Information System (INIS)
Taurines, Andre R.; Vasconcellos, Cesar A.Z.; Malheiro, Manuel; Chiapparini, Marcelo
2001-01-01
We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, ∼ 0.72M s un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)
Neutron stars in non-linear coupling models
Energy Technology Data Exchange (ETDEWEB)
Taurines, Andre R.; Vasconcellos, Cesar A.Z. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil); Malheiro, Manuel [Universidade Federal Fluminense, Niteroi, RJ (Brazil); Chiapparini, Marcelo [Universidade do Estado, Rio de Janeiro, RJ (Brazil)
2001-07-01
We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, {approx} 0.72M{sub s}un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)
A nonlinear model of gold production in Malaysia
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.
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...... nonlinearities, delayed Raman effects, and anisotropic nonlinearities. The full potential of this wave equation is demonstrated by investigating simulations of solitons generated in the process of ultrafast cascaded second-harmonic generation. We show that a balance in the soliton delay can be achieved due...
Volumes of conditioned bipartite state spaces
International Nuclear Information System (INIS)
Milz, Simon; Strunz, Walter T
2015-01-01
We analyze the metric properties of conditioned quantum state spaces M η (n×m) . These spaces are the convex sets of nm×nm density matrices that, when partially traced over m degrees of freedom, respectively yield the given n × n density matrix η. For the case n = 2, the volume of M η (2×m) equipped with the Hilbert–Schmidt measure can be conjectured to be a simple polynomial of the radius of η in the Bloch-ball. Remarkably, for m=2,3 we find numerically that the probability p sep (2×m) (η) to find a separable state in M η (2×m) is independent of η (except for η pure). For m>3, the same holds for p PosPart (2×m) (η), the probability to find a state with a positive partial transpose in M η (2×m) . These results are proven analytically for the case of the family of 4 × 4 X-states, and thoroughly numerically investigated for the general case. The important implications of these findings for the clarification of open problems in quantum theory are pointed out and discussed. (paper)
Anomalous Transport of Cosmic Rays in a Nonlinear Diffusion Model
Energy Technology Data Exchange (ETDEWEB)
Litvinenko, Yuri E. [Department of Mathematics, University of Waikato, P. B. 3105, Hamilton 3240 (New Zealand); Fichtner, Horst; Walter, Dominik [Institut für Theoretische Physik IV, Ruhr-Universität Bochum, Universitätsstrasse 150, D-44780 Bochum (Germany)
2017-05-20
We investigate analytically and numerically the transport of cosmic rays following their escape from a shock or another localized acceleration site. Observed cosmic-ray distributions in the vicinity of heliospheric and astrophysical shocks imply that anomalous, superdiffusive transport plays a role in the evolution of the energetic particles. Several authors have quantitatively described the anomalous diffusion scalings, implied by the data, by solutions of a formal transport equation with fractional derivatives. Yet the physical basis of the fractional diffusion model remains uncertain. We explore an alternative model of the cosmic-ray transport: a nonlinear diffusion equation that follows from a self-consistent treatment of the resonantly interacting cosmic-ray particles and their self-generated turbulence. The nonlinear model naturally leads to superdiffusive scalings. In the presence of convection, the model yields a power-law dependence of the particle density on the distance upstream of the shock. Although the results do not refute the use of a fractional advection–diffusion equation, they indicate a viable alternative to explain the anomalous diffusion scalings of cosmic-ray particles.
Models of the delayed nonlinear Raman response in diatomic gases
International Nuclear Information System (INIS)
Palastro, J. P.; Antonsen, T. M. Jr.; Pearson, A.
2011-01-01
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 O 2 and N 2 , 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.
Nonlinear spherical perturbations in quintessence models of dark energy
Pratap Rajvanshi, Manvendra; Bagla, J. S.
2018-06-01
Observations have confirmed the accelerated expansion of the universe. The accelerated expansion can be modelled by invoking a cosmological constant or a dynamical model of dark energy. A key difference between these models is that the equation of state parameter w for dark energy differs from ‑1 in dynamical dark energy (DDE) models. Further, the equation of state parameter is not constant for a general DDE model. Such differences can be probed using the variation of scale factor with time by measuring distances. Another significant difference between the cosmological constant and DDE models is that the latter must cluster. Linear perturbation analysis indicates that perturbations in quintessence models of dark energy do not grow to have a significant amplitude at small length scales. In this paper we study the response of quintessence dark energy to non-linear perturbations in dark matter. We use a fully relativistic model for spherically symmetric perturbations. In this study we focus on thawing models. We find that in response to non-linear perturbations in dark matter, dark energy perturbations grow at a faster rate than expected in linear perturbation theory. We find that dark energy perturbation remains localised and does not diffuse out to larger scales. The dominant drivers of the evolution of dark energy perturbations are the local Hubble flow and a supression of gradients of the scalar field. We also find that the equation of state parameter w changes in response to perturbations in dark matter such that it also becomes a function of position. The variation of w in space is correlated with density contrast for matter. Variation of w and perturbations in dark energy are more pronounced in response to large scale perturbations in matter while the dependence on the amplitude of matter perturbations is much weaker.
A General State-Space Formulation for Online Scheduling
Directory of Open Access Journals (Sweden)
Dhruv Gupta
2017-11-01
Full Text Available We present a generalized state-space model formulation particularly motivated by an online scheduling perspective, which allows modeling (1 task-delays and unit breakdowns; (2 fractional delays and unit downtimes, when using discrete-time grid; (3 variable batch-sizes; (4 robust scheduling through the use of conservative yield estimates and processing times; (5 feedback on task-yield estimates before the task finishes; (6 task termination during its execution; (7 post-production storage of material in unit; and (8 unit capacity degradation and maintenance. Through these proposed generalizations, we enable a natural way to handle routinely encountered disturbances and a rich set of corresponding counter-decisions. Thereby, greatly simplifying and extending the possible application of mathematical programming based online scheduling solutions to diverse application settings. Finally, we demonstrate the effectiveness of this model on a case study from the field of bio-manufacturing.
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.
Nonlinear flight dynamics and stability of hovering model insects
Liang, Bin; Sun, Mao
2013-01-01
Current analyses on insect dynamic flight stability are based on linear theory and limited to small disturbance motions. However, insects' aerial environment is filled with swirling eddies and wind gusts, and large disturbances are common. Here, we numerically solve the equations of motion coupled with the Navier–Stokes equations to simulate the large disturbance motions and analyse the nonlinear flight dynamics of hovering model insects. We consider two representative model insects, a model hawkmoth (large size, low wingbeat frequency) and a model dronefly (small size, high wingbeat frequency). For small and large initial disturbances, the disturbance motion grows with time, and the insects tumble and never return to the equilibrium state; the hovering flight is inherently (passively) unstable. The instability is caused by a pitch moment produced by forward/backward motion and/or a roll moment produced by side motion of the insect. PMID:23697714
Dynamics in a nonlinear Keynesian good market model
International Nuclear Information System (INIS)
Naimzada, Ahmad; Pireddu, Marina
2014-01-01
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
A Disentangled Recognition and Nonlinear Dynamics Model for Unsupervised Learning
DEFF Research Database (Denmark)
Fraccaro, Marco; Kamronn, Simon Due; Paquet, Ulrich
2017-01-01
This paper takes a step towards temporal reasoning in a dynamically changing video, not in the pixel space that constitutes its frames, but in a latent space that describes the non-linear dynamics of the objects in its world. We introduce the Kalman variational auto-encoder, a framework...... for unsupervised learning of sequential data that disentangles two latent representations: an object’s representation, coming from a recognition model, and a latent state describing its dynamics. As a result, the evolution of the world can be imagined and missing data imputed, both without the need to generate...
Visualization of nonlinear kernel models in neuroimaging by sensitivity maps
DEFF Research Database (Denmark)
Rasmussen, Peter Mondrup; Hansen, Lars Kai; Madsen, Kristoffer Hougaard
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...... on visualization of such nonlinear kernel models. Specifically, we investigate the sensitivity map as a technique for generation of global summary maps of kernel classification methods. We illustrate the performance of the sensitivity map on functional magnetic resonance (fMRI) data based on visual stimuli. We...
Parameter Identification for Nonlinear Circuit Models of Power BAW Resonator
Directory of Open Access Journals (Sweden)
CONSTANTINESCU, F.
2011-02-01
Full Text Available The large signal operation of the bulk acoustic wave (BAW resonators is characterized by the amplitude-frequency effect and the intermodulation effect. The measurement of these effects, together with that of the small signal frequency characteristic, are used in this paper for the parameter identification of the nonlinear circuit models developed previously by authors. As the resonator has been connected to the measurement bench by wire bonding, the parasitic elements of this connection have been taken into account, being estimated solving some electrical and magnetic field problems.
Nonlinear model of epidemic spreading in a complex social network.
Kosiński, Robert A; Grabowski, A
2007-10-01
The epidemic spreading in a human society is a complex process, which can be described on the basis of a nonlinear mathematical model. In such an approach the complex and hierarchical structure of social network (which has implications for the spreading of pathogens and can be treated as a complex network), can be taken into account. In our model each individual has one of the four permitted states: susceptible, infected, infective, unsusceptible or dead. This refers to the SEIR model used in epidemiology. The state of an individual changes in time, depending on the previous state and the interactions with other individuals. The description of the interpersonal contacts is based on the experimental observations of the social relations in the community. It includes spatial localization of the individuals and hierarchical structure of interpersonal interactions. Numerical simulations were performed for different types of epidemics, giving the progress of a spreading process and typical relationships (e.g. range of epidemic in time, the epidemic curve). The spreading process has a complex and spatially chaotic character. The time dependence of the number of infective individuals shows the nonlinear character of the spreading process. We investigate the influence of the preventive vaccinations on the spreading process. In particular, for a critical value of preventively vaccinated individuals the percolation threshold is observed and the epidemic is suppressed.
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.
Empirical intrinsic geometry for nonlinear modeling and time series filtering.
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.
International Nuclear Information System (INIS)
Abe, H.; Okuda, H.
1994-06-01
We study linear and nonlinear properties of a new computer simulation model developed to study the propagation of electromagnetic waves in a dielectric medium in the linear and nonlinear regimes. The model is constructed by combining a microscopic model used in the semi-classical approximation for the dielectric media and the particle model developed for the plasma simulations. It is shown that the model may be useful for studying linear and nonlinear wave propagation in the dielectric media
Maghareh, Amin; Silva, Christian E.; Dyke, Shirley J.
2018-05-01
Hydraulic actuators play a key role in experimental structural dynamics. In a previous study, a physics-based model for a servo-hydraulic actuator coupled with a nonlinear physical system was developed. Later, this dynamical model was transformed into controllable canonical form for position tracking control purposes. For this study, a nonlinear device is designed and fabricated to exhibit various nonlinear force-displacement profiles depending on the initial condition and the type of materials used as replaceable coupons. Using this nonlinear system, the controllable canonical dynamical model is experimentally validated for a servo-hydraulic actuator coupled with a nonlinear physical system.
Modelling non-linear effects of dark energy
Bose, Benjamin; Baldi, Marco; Pourtsidou, Alkistis
2018-04-01
We investigate the capabilities of perturbation theory in capturing non-linear effects of dark energy. We test constant and evolving w models, as well as models involving momentum exchange between dark energy and dark matter. Specifically, we compare perturbative predictions at 1-loop level against N-body results for four non-standard equations of state as well as varying degrees of momentum exchange between dark energy and dark matter. The interaction is modelled phenomenologically using a time dependent drag term in the Euler equation. We make comparisons at the level of the matter power spectrum and the redshift space monopole and quadrupole. The multipoles are modelled using the Taruya, Nishimichi and Saito (TNS) redshift space spectrum. We find perturbation theory does very well in capturing non-linear effects coming from dark sector interaction. We isolate and quantify the 1-loop contribution coming from the interaction and from the non-standard equation of state. We find the interaction parameter ξ amplifies scale dependent signatures in the range of scales considered. Non-standard equations of state also give scale dependent signatures within this same regime. In redshift space the match with N-body is improved at smaller scales by the addition of the TNS free parameter σv. To quantify the importance of modelling the interaction, we create mock data sets for varying values of ξ using perturbation theory. This data is given errors typical of Stage IV surveys. We then perform a likelihood analysis using the first two multipoles on these sets and a ξ=0 modelling, ignoring the interaction. We find the fiducial growth parameter f is generally recovered even for very large values of ξ both at z=0.5 and z=1. The ξ=0 modelling is most biased in its estimation of f for the phantom w=‑1.1 case.
Nonlinear realizations and effective Lagrangian densities for nonlinear σ-models
International Nuclear Information System (INIS)
Hamilton-Charlton, Jason Dominic
2003-01-01
Nonlinear realizations of the groups SU(N), SO(m) and SO(t,s) are analysed, described by the coset spaces SU(N) / SU(N-1) x U(1), SO(m) / SO(m-1), SO(1,m-1) / SO(1,m-2) and SO(m) / SO(m-2 x SO(2). The analysis consists of determining the transformation properties of the Goldstone Bosons, constructing the most general possible Lagrangian for the realizations, and as a result identifying the coset space metric. We view the λ matrices of SU(N) as being the basis of an (N 2 - 1) dimensional real vector space, and from this we learn how to construct the basis of a Cartan Subspace associated with a vector. This results in a mathematical structure which allows us to find expressions for coset representative elements used in the analysis. This structure is not only relevant to SU(N) breaking models, but may also be used to find results in SO(m) and SO(1,m - 1) breaking models. (author)
ASAP: An Extensible Platform for State Space Analysis
DEFF Research Database (Denmark)
Westergaard, Michael; Evangelista, Sami; Kristensen, Lars Michael
2009-01-01
The ASCoVeCo State space Analysis Platform (ASAP) is a tool for performing explicit state space analysis of coloured Petri nets (CPNs) and other formalisms. ASAP supports a wide range of state space reduction techniques and is intended to be easy to extend and to use, making it a suitable tool fo...... for students, researchers, and industrial users that would like to analyze protocols and/or experiment with different algorithms. This paper presents ASAP from these two perspectives....
International Nuclear Information System (INIS)
Kara, Tolgay; Eker, Ilyas
2004-01-01
Modeling and identification of mechanical systems constitute an essential stage in practical control design and applications. Controllers commanding systems that operate at varying conditions or require high precision operation raise the need for a nonlinear approach in modeling and identification. Most mechanical systems used in industry are composed of masses moving under the action of position and velocity dependent forces. These forces exhibit nonlinear behavior in certain regions of operation. For a multi-mass rotational system, the nonlinearities, like Coulomb friction and dead zone, significantly influence the system operation when the rotation changes direction. The paper presents nonlinear modeling and identification of a DC motor rotating in two directions together with real time experiments. Linear and nonlinear models for the system are obtained for identification purposes, and the major nonlinearities in the system, such as Coulomb friction and dead zone, are investigated and integrated in the nonlinear model. The Hammerstein nonlinear system approach is used for identification of the nonlinear system model. Online identification of the linear and nonlinear system models is performed using the recursive least squares method. Results of the real time experiments are graphically and numerically presented, and the advantages of the nonlinear identification approach are revealed
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.
Fluid mechanics and heat transfer advances in nonlinear dynamics modeling
Asli, Kaveh Hariri
2015-01-01
This valuable new book focuses on new methods and techniques in fluid mechanics and heat transfer in mechanical engineering. The book includes the research of the authors on the development of optimal mathematical models and also uses modern computer technology and mathematical methods for the analysis of nonlinear dynamic processes. It covers technologies applicable to both fluid mechanics and heat transfer problems, which include a combination of physical, mechanical, and thermal techniques. The authors develop a new method for the calculation of mathematical models by computer technology, using parametric modeling techniques and multiple analyses for mechanical system. The information in this book is intended to help reduce the risk of system damage or failure. Included are sidebar discussions, which contain information and facts about each subject area that help to emphasize important points to remember.
Lectures on nonlinear sigma-models in projective superspace
International Nuclear Information System (INIS)
Kuzenko, Sergei M
2010-01-01
N= 2 supersymmetry in four spacetime dimensions is intimately related to hyperkaehler and quaternionic Kaehler geometries. On one hand, the target spaces for rigid supersymmetric sigma-models are necessarily hyperkaehler manifolds. On the other hand, when coupled to N= 2 supergravity, the sigma-model target spaces must be quaternionic Kaehler. It is known that such manifolds of restricted holonomy are difficult to generate explicitly. Projective superspace is a field-theoretic approach to construct general N= 2 supersymmetric nonlinear sigma-models, and hence to generate new hyperkaehler and quaternionic Kaehler metrics. Intended for a mixed audience consisting of both physicists and mathematicians, these lectures provide a pedagogical introduction to the projective-superspace approach. (topical review)
Lectures on nonlinear sigma-models in projective superspace
Energy Technology Data Exchange (ETDEWEB)
Kuzenko, Sergei M, E-mail: kuzenko@cyllene.uwa.edu.a [School of Physics M013, University of Western Australia, 35 Stirling Highway, Crawley WA 6009 (Australia)
2010-11-05
N= 2 supersymmetry in four spacetime dimensions is intimately related to hyperkaehler and quaternionic Kaehler geometries. On one hand, the target spaces for rigid supersymmetric sigma-models are necessarily hyperkaehler manifolds. On the other hand, when coupled to N= 2 supergravity, the sigma-model target spaces must be quaternionic Kaehler. It is known that such manifolds of restricted holonomy are difficult to generate explicitly. Projective superspace is a field-theoretic approach to construct general N= 2 supersymmetric nonlinear sigma-models, and hence to generate new hyperkaehler and quaternionic Kaehler metrics. Intended for a mixed audience consisting of both physicists and mathematicians, these lectures provide a pedagogical introduction to the projective-superspace approach. (topical review)
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.
Magnetically nonlinear dynamic model of synchronous motor with permanent magnets
International Nuclear Information System (INIS)
Hadziselimovic, Miralem; Stumberger, Gorazd; Stumberger, Bojan; Zagradisnik, Ivan
2007-01-01
This paper deals with a magnetically nonlinear two-axis dynamic model of a permanent magnet synchronous motor (PMSM). The geometrical and material properties of iron core and permanent magnets, the effects of winding distribution, saturation, cross-saturation and slotting effects are, for the first time, simultaneously accounted for in a single two-axis dynamic model of a three-phase PMSM. They are accounted for by current- and position-dependent characteristics of flux linkages. These characteristics can be determined either experimentally or by the finite element (FE) computations. The results obtained by the proposed dynamic model show a very good agreement with the measured ones and those obtained by the FE computation
Evaluating abundance and trends in a Hawaiian avian community using state-space analysis
Camp, Richard J.; Brinck, Kevin W.; Gorresen, P.M.; Paxton, Eben H.
2016-01-01
Estimating population abundances and patterns of change over time are important in both ecology and conservation. Trend assessment typically entails fitting a regression to a time series of abundances to estimate population trajectory. However, changes in abundance estimates from year-to-year across time are due to both true variation in population size (process variation) and variation due to imperfect sampling and model fit. State-space models are a relatively new method that can be used to partition the error components and quantify trends based only on process variation. We compare a state-space modelling approach with a more traditional linear regression approach to assess trends in uncorrected raw counts and detection-corrected abundance estimates of forest birds at Hakalau Forest National Wildlife Refuge, Hawai‘i. Most species demonstrated similar trends using either method. In general, evidence for trends using state-space models was less strong than for linear regression, as measured by estimates of precision. However, while the state-space models may sacrifice precision, the expectation is that these estimates provide a better representation of the real world biological processes of interest because they are partitioning process variation (environmental and demographic variation) and observation variation (sampling and model variation). The state-space approach also provides annual estimates of abundance which can be used by managers to set conservation strategies, and can be linked to factors that vary by year, such as climate, to better understand processes that drive population trends.
Hyperbolicity of the Nonlinear Models of Maxwell's Equations
Serre, Denis
. We consider the class of nonlinear models of electromagnetism that has been described by Coleman & Dill [7]. A model is completely determined by its energy density W(B,D). Viewing the electromagnetic field (B,D) as a 3×2 matrix, we show that polyconvexity of W implies the local well-posedness of the Cauchy problem within smooth functions of class Hs with s>1+d/2. The method follows that designed by Dafermos in his book [9] in the context of nonlinear elasticity. We use the fact that B×D is a (vectorial, non-convex) entropy, and we enlarge the system from 6 to 9 equations. The resulting system admits an entropy (actually the energy) that is convex. Since the energy conservation law does not derive from the system of conservation laws itself (Faraday's and Ampère's laws), but also needs the compatibility relations divB=divD=0 (the latter may be relaxed in order to take into account electric charges), the energy density is not an entropy in the classical sense. Thus the system cannot be symmetrized, strictly speaking. However, we show that the structure is close enough to symmetrizability, so that the standard estimates still hold true.
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.
Non-perturbative aspects of nonlinear sigma models
Energy Technology Data Exchange (ETDEWEB)
Flore, Raphael
2012-12-07
The aim of this thesis was the study and further development of non-perturbative methods of quantum field theory by means of their application to nonlinear sigma models. While a large part of the physical phenomena of quantum field theory can be successfully predicted by the perturbation theory, some aspects in the region of large coupling strengths are not definitively understood and require suited non-perturbative methods for its analysis. This thesis is concentrated on two approaches, the numerical treatment of field theories on discrete space-time lattices and the functional renormalization group (FRG) as description of the renormalization flux of effective actions. Considerations of the nonlinear O(N) models have shown that for the correct analysis of the critical properties in the framework of the FRG an approach must be chosen, which contained fourth-derivation orders. For this a covariant formalism was developed, which is based on a background-field expansion and the development of a heat kernel. Apart from a destabilizing coupling the results suggest a nontrivial fixed point and by this a non-perturbative renormalizability of these models. The resulting flow diagrams were finally still compared with the results of a numerical analysis of the renormalization flow by means of the Monte-Carlo renormalization group, and hereby qualitative agreement was found. Furthermore an alternative formulation of the FRG in phase-space coordinates was studied and their consistency tested on simple examples. Beyond this an alternative expansion of the effective action in orders of the canonical momenta was applied to the nonlinear O(N) models with the result of a stable non-trivial fixed point, the critical properties of which however show not the expected N-dependence. By means of the FRG finally still the renormalization of topological operators was studied by means of the winding number of the O(3){approx_equal}CP{sup 1} model. By the generalization of the topological
Non-perturbative aspects of nonlinear sigma models
International Nuclear Information System (INIS)
Flore, Raphael
2012-01-01
The aim of this thesis was the study and further development of non-perturbative methods of quantum field theory by means of their application to nonlinear sigma models. While a large part of the physical phenomena of quantum field theory can be successfully predicted by the perturbation theory, some aspects in the region of large coupling strengths are not definitively understood and require suited non-perturbative methods for its analysis. This thesis is concentrated on two approaches, the numerical treatment of field theories on discrete space-time lattices and the functional renormalization group (FRG) as description of the renormalization flux of effective actions. Considerations of the nonlinear O(N) models have shown that for the correct analysis of the critical properties in the framework of the FRG an approach must be chosen, which contained fourth-derivation orders. For this a covariant formalism was developed, which is based on a background-field expansion and the development of a heat kernel. Apart from a destabilizing coupling the results suggest a nontrivial fixed point and by this a non-perturbative renormalizability of these models. The resulting flow diagrams were finally still compared with the results of a numerical analysis of the renormalization flow by means of the Monte-Carlo renormalization group, and hereby qualitative agreement was found. Furthermore an alternative formulation of the FRG in phase-space coordinates was studied and their consistency tested on simple examples. Beyond this an alternative expansion of the effective action in orders of the canonical momenta was applied to the nonlinear O(N) models with the result of a stable non-trivial fixed point, the critical properties of which however show not the expected N-dependence. By means of the FRG finally still the renormalization of topological operators was studied by means of the winding number of the O(3)≅CP 1 model. By the generalization of the topological operator and the
New exact travelling wave solutions of nonlinear physical models
International Nuclear Information System (INIS)
Bekir, Ahmet; Cevikel, Adem C.
2009-01-01
In this work, we established abundant travelling wave solutions for some nonlinear evolution equations. This method was used to construct travelling wave solutions of nonlinear evolution equations. The travelling wave solutions are expressed by the hyperbolic functions, the trigonometric functions and the rational functions. The ((G ' )/G )-expansion method presents a wider applicability for handling nonlinear wave equations.
Shen, Yujia; Wen, Zichao; Yan, Zhenya; Hang, Chao
2018-04-01
We study the three-wave interaction that couples an electromagnetic pump wave to two frequency down-converted daughter waves in a quadratic optical crystal and P T -symmetric potentials. P T symmetric potentials are shown to modulate stably nonlinear modes in two kinds of three-wave interaction models. The first one is a spatially extended three-wave interaction system with odd gain-and-loss distribution in the channel. Modulated by the P T -symmetric single-well or multi-well Scarf-II potentials, the system is numerically shown to possess stable soliton solutions. Via adiabatical change of system parameters, numerical simulations for the excitation and evolution of nonlinear modes are also performed. The second one is a combination of P T -symmetric models which are coupled via three-wave interactions. Families of nonlinear modes are found with some particular choices of parameters. Stable and unstable nonlinear modes are shown in distinct families by means of numerical simulations. These results will be useful to further investigate nonlinear modes in three-wave interaction models.
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.
Parameter identification in a nonlinear nuclear reactor model using quasilinearization
International Nuclear Information System (INIS)
Barreto, J.M.; Martins Neto, A.F.; Tanomaru, N.
1980-09-01
Parameter identification in a nonlinear, lumped parameter, nuclear reactor model is carried out using discrete output power measurements during the transient caused by an external reactivity change. In order to minimize the difference between the model and the reactor power responses, the parameter promt neutron generation time and a parameter in fuel temperature reactivity coefficient equation are adjusted using quasilinearization. The influences of the external reactivity disturbance, the number and frequency of measurements and the measurement noise level on the method accuracy and rate of convergence are analysed through simulation. Procedures for the design of the identification experiments are suggested. The method proved to be very effective for low level noise measurements. (Author) [pt
Locally supersymmetric D=3 non-linear sigma models
International Nuclear Information System (INIS)
Wit, B. de; Tollsten, A.K.; Nicolai, H.
1993-01-01
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 Kaehler, respectively. All N>2 theories are associated with Einstein spaces. For N=3 the target space is quaternionic, while for N=4 it generally decomposes, into two separate quaternionic spaces, associated with inequivalent supermultiplets. For N=5, 6, 8 there is a unique (symmetric) space for any given number of supermultiplets. Beyond that there are only theories based on a single supermultiplet for N=9, 10, 12 and 16, associated with coset spaces with the exceptional isometry groups F 4(-20) , E 6(-14) , E 7(-5) and E 8(+8) , respectively. For N=3 and N ≥ 5 the D=2 theories obtained by dimensional reduction are two-loop finite. (orig.)
A Non-linear Stochastic Model for an Office Building with Air Infiltration
DEFF Research Database (Denmark)
Thavlov, Anders; Madsen, Henrik
2015-01-01
This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...
Nonlinear Modeling of Forced Magnetic Reconnection with Transient Perturbations
Beidler, Matthew T.; Callen, James D.; Hegna, Chris C.; Sovinec, Carl R.
2017-10-01
Externally applied 3D magnetic fields in tokamaks can penetrate into the plasma and lead to forced magnetic reconnection, and hence magnetic islands, on resonant surfaces. Analytic theory has been reasonably successful in describing many aspects of this paradigm with regard to describing the time asymptotic-steady state. However, understanding the nonlinear evolution into a low-slip, field-penetrated state, especially how MHD events such as sawteeth and ELMs precipitate this transition, is in its early development. We present nonlinear computations employing the extended-MHD code NIMROD, building on previous work by incorporating a temporally varying external perturbation as a simple model for an MHD event that produces resonant magnetic signals. A parametric series of proof-of-principle computations and accompanying analytical theory characterize the transition into a mode-locked state with an emphasis on detailing the temporal evolution properties. Supported by DOE OFES Grants DE-FG02-92ER54139, DE-FG02-86ER53218, and the U.S. DOE FES Postdoctoral Research program administered by ORISE and managed by ORAU under DOE contract DE-SC0014664.
Korman, M. S.; Duong, D. V.; Kalsbeck, A. E.
2015-10-01
An apparatus (SPO), designed to study flexural vibrations of a soil loaded plate, consists of a thin circular elastic clamped plate (and cylindrical wall) supporting a vertical soil column. A small magnet attached to the center of the plate is driven by a rigid AC coil (located coaxially below the plate) to complete the electrodynamic soil plate oscillator SPO design. The frequency dependent mechanical impedance Zmech (force / particle velocity, at the plate's center) is inversely proportional to the electrical motional impedance Zmot. Measurements of Zmot are made using the complex output to input response of a Wheatstone bridge that has an identical coil element in one of its legs. Near resonance, measurements of Zmot (with no soil) before and after a slight point mass loading at the center help determine effective mass, spring, damping and coupling constant parameters of the system. "Tuning curve" behavior of real{ Zmot } and imaginary{ Zmot } at successively higher vibration amplitudes of dry sifted masonry sand are measured. They exhibit a decrease "softening" in resonance frequency along with a decrease in the quality Q factor. In soil surface vibration measurements a bilinear hysteresis model predicts the tuning curve shape for this nonlinear mesoscopic elastic SPO behavior - which also models the soil vibration over an actual plastic "inert" VS 1.6 buried landmine. Experiments are performed where a buried 1m cube concrete block supports a 12 inch deep by 30 inch by 30 inch concrete soil box for burying a VS 1.6 in dry sifted masonry sand for on-the-mine and off-the-mine soil vibration experiments. The backbone curve (a plot of the peak amplitude vs. corresponding resonant frequency from a family of tuning curves) exhibits mostly linear behavior for "on target" soil surface vibration measurements of the buried VS 1.6 or drum-like mine simulants for relatively low particle velocities of the soil. Backbone curves for "on target" measurements exhibit
Robust nonlinear control of nuclear reactors under model uncertainty
International Nuclear Information System (INIS)
Park, Moon Ghu
1993-02-01
A nonlinear model-based control method is developed for the robust control of a nuclear reactor. The nonlinear plant model is used to design a unique control law which covers a wide operating range. The robustness is a crucial factor for the fully automatic control of reactor power due to time-varying, uncertain parameters, and state estimation error, or unmodeled dynamics. A variable structure control (VSC) method is introduced which consists of an adaptive performance specification (fime control) after the tracking error reaches the narrow boundary-layer by a time-optimal control (coarse control). Variable structure control is a powerful method for nonlinear system controller design which has inherent robustness to parameter variations or external disturbances using the known uncertainty bounds, and it requires very low computational efforts. In spite of its desirable properties, conventional VSC presents several important drawbacks that limit its practical applicability. One of the most undesirable phenomena is chattering, which implies extremely high control activity and may excite high-frequency unmodeled dynamics. This problem is due to the neglected actuator time-delay or sampling effects. The problem was partially remedied by replacing chattering control by a smooth control inter-polation in a boundary layer neighnboring a time-varying sliding surface. But, for the nuclear reactor systems which has very fast dynamic response, the sampling effect may destroy the narrow boundary layer when a large uncertainty bound is used. Due to the very short neutron life time, large uncertainty bound leads to the high gain in feedback control. To resolve this problem, a derivative feedback is introduced that gives excellent performance by reducing the uncertainty bound. The stability of tracking error dynamics is guaranteed by the second method of Lyapunov using the two-level uncertainty bounds that are obtained from the knowledge of uncertainty bound and the estimated
Complexity in Simplicity: Flexible Agent-based State Space Exploration
DEFF Research Database (Denmark)
Rasmussen, Jacob Illum; Larsen, Kim Guldstrand
2007-01-01
In this paper, we describe a new flexible framework for state space exploration based on cooperating agents. The idea is to let various agents with different search patterns explore the state space individually and communicate information about fruitful subpaths of the search tree to each other...
Adaptive importance sampling of random walks on continuous state spaces
International Nuclear Information System (INIS)
Baggerly, K.; Cox, D.; Picard, R.
1998-01-01
The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material
A Database Approach to Distributed State Space Generation
Blom, Stefan; Lisser, Bert; van de Pol, Jan Cornelis; Weber, M.
2007-01-01
We study distributed state space generation on a cluster of workstations. It is explained why state space partitioning by a global hash function is problematic when states contain variables from unbounded domains, such as lists or other recursive datatypes. Our solution is to introduce a database
A Compositional Sweep-Line State Space Exploration Method
DEFF Research Database (Denmark)
Kristensen, Lars Michael; Mailund, Thomas
2002-01-01
State space exploration is a main approach to verification of finite-state systems. The sweep-line method exploits a certain kind of progress present in many systems to reduce peak memory usage during state space exploration. We present a new sweep-line algorithm for a compositional setting where...
A Database Approach to Distributed State Space Generation
Blom, Stefan; Lisser, Bert; van de Pol, Jan Cornelis; Weber, M.; Cerna, I.; Haverkort, Boudewijn R.H.M.
2008-01-01
We study distributed state space generation on a cluster of workstations. It is explained why state space partitioning by a global hash function is problematic when states contain variables from unbounded domains, such as lists or other recursive datatypes. Our solution is to introduce a database
Background field method for nonlinear σ-model in stochastic quantization
International Nuclear Information System (INIS)
Nakazawa, Naohito; Ennyu, Daiji
1988-01-01
We formulate the background field method for the nonlinear σ-model in stochastic quantization. We demonstrate a one-loop calculation for a two-dimensional non-linear σ-model on a general riemannian manifold based on our formulation. The formulation is consistent with the known results in ordinary quantization. As a simple application, we also analyse the multiplicative renormalization of the O(N) nonlinear σ-model. (orig.)
Preisach hysteresis model for non-linear 2D heat diffusion
International Nuclear Information System (INIS)
Jancskar, Ildiko; Ivanyi, Amalia
2006-01-01
This paper analyzes a non-linear heat diffusion process when the thermal diffusivity behaviour is a hysteretic function of the temperature. Modelling this temperature dependence, the discrete Preisach algorithm as general hysteresis model has been integrated into a non-linear multigrid solver. The hysteretic diffusion shows a heating-cooling asymmetry in character. The presented type of hysteresis speeds up the thermal processes in the modelled systems by a very interesting non-linear way
On classical state space realizability of bilinear inout-output differential equations
Kotta, U.; Mullari, T.; Kotta, P.; Zinober, A.S.I.
2006-01-01
This paper studies the realizability property of continuous-time bilinear i/o equations in the classical state space form. Constraints on the parameters of the bilinear i/o model are suggested that lead to realizable models. The paper proves that the 2nd order bilinear i/o differential equation, unlike the discrete-time case, is always realizable in the classical state space form. The complete list of 3rd and 4th order realizable i/o bilinear models is given and two subclasses of realizable i...
Qualitative analysis of nonlinear incidence rate upon the behaviour of an epidemiological model
International Nuclear Information System (INIS)
Li Xiaogui.
1988-12-01
Two theorems concerning the solutions of the system of differential equations describing an epidemiological model with nonlinear incidence rate per infective individual are demonstrated. 2 refs, 1 fig
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...... of such a feature is the generic implementation of Laplace approximation of high-dimensional integrals for use in latent variable models. We also review the literature in which ADMB has been used, and discuss future development of ADMB as an open source project. Overall, the main advantages ofADMB are flexibility...
The Mathematics of Psychotherapy: A Nonlinear Model of Change Dynamics.
Schiepek, Gunter; Aas, Benjamin; Viol, Kathrin
2016-07-01
Psychotherapy is a dynamic process produced by a complex system of interacting variables. Even though there are qualitative models of such systems the link between structure and function, between network and network dynamics is still missing. The aim of this study is to realize these links. The proposed model is composed of five state variables (P: problem severity, S: success and therapeutic progress, M: motivation to change, E: emotions, I: insight and new perspectives) interconnected by 16 functions. The shape of each function is modified by four parameters (a: capability to form a trustful working alliance, c: mentalization and emotion regulation, r: behavioral resources and skills, m: self-efficacy and reward expectation). Psychologically, the parameters play the role of competencies or traits, which translate into the concept of control parameters in synergetics. The qualitative model was transferred into five coupled, deterministic, nonlinear difference equations generating the dynamics of each variable as a function of other variables. The mathematical model is able to reproduce important features of psychotherapy processes. Examples of parameter-dependent bifurcation diagrams are given. Beyond the illustrated similarities between simulated and empirical dynamics, the model has to be further developed, systematically tested by simulated experiments, and compared to empirical data.
Parameter estimation in nonlinear models for pesticide degradation
International Nuclear Information System (INIS)
Richter, O.; Pestemer, W.; Bunte, D.; Diekkrueger, B.
1991-01-01
A wide class of environmental transfer models is formulated as ordinary or partial differential equations. With the availability of fast computers, the numerical solution of large systems became feasible. The main difficulty in performing a realistic and convincing simulation of the fate of a substance in the biosphere is not the implementation of numerical techniques but rather the incomplete data basis for parameter estimation. Parameter estimation is a synonym for statistical and numerical procedures to derive reasonable numerical values for model parameters from data. The classical method is the familiar linear regression technique which dates back to the 18th century. Because it is easy to handle, linear regression has long been established as a convenient tool for analysing relationships. However, the wide use of linear regression has led to an overemphasis of linear relationships. In nature, most relationships are nonlinear and linearization often gives a poor approximation of reality. Furthermore, pure regression models are not capable to map the dynamics of a process. Therefore, realistic models involve the evolution in time (and space). This leads in a natural way to the formulation of differential equations. To establish the link between data and dynamical models, numerical advanced parameter identification methods have been developed in recent years. This paper demonstrates the application of these techniques to estimation problems in the field of pesticide dynamics. (7 refs., 5 figs., 2 tabs.)
Predicting Madura cattle growth curve using non-linear model
Widyas, N.; Prastowo, S.; Widi, T. S. M.; Baliarti, E.
2018-03-01
Madura cattle is Indonesian native. It is a composite breed that has undergone hundreds of years of selection and domestication to reach nowadays remarkable uniformity. Crossbreeding has reached the isle of Madura and the Madrasin, a cross between Madura cows and Limousine semen emerged. This paper aimed to compare the growth curve between Madrasin and one type of pure Madura cows, the common Madura cattle (Madura) using non-linear models. Madura cattles are kept traditionally thus reliable records are hardly available. Data were collected from small holder farmers in Madura. Cows from different age classes (5years) were observed, and body measurements (chest girth, body length and wither height) were taken. In total 63 Madura and 120 Madrasin records obtained. Linear model was built with cattle sub-populations and age as explanatory variables. Body weights were estimated based on the chest girth. Growth curves were built using logistic regression. Results showed that within the same age, Madrasin has significantly larger body compared to Madura (plogistic models fit better for Madura and Madrasin cattle data; with the estimated MSE for these models were 39.09 and 759.28 with prediction accuracy of 99 and 92% for Madura and Madrasin, respectively. Prediction of growth curve using logistic regression model performed well in both types of Madura cattle. However, attempts to administer accurate data on Madura cattle are necessary to better characterize and study these cattle.
Analytical model for nonlinear piezoelectric energy harvesting devices
International Nuclear Information System (INIS)
Neiss, S; Goldschmidtboeing, F; M Kroener; Woias, P
2014-01-01
In this work we propose analytical expressions for the jump-up and jump-down point of a nonlinear piezoelectric energy harvester. In addition, analytical expressions for the maximum power output at optimal resistive load and the 3 dB-bandwidth are derived. So far, only numerical models have been used to describe the physics of a piezoelectric energy harvester. However, this approach is not suitable to quickly evaluate different geometrical designs or piezoelectric materials in the harvester design process. In addition, the analytical expressions could be used to predict the jump-frequencies of a harvester during operation. In combination with a tuning mechanism, this would allow the design of an efficient control algorithm to ensure that the harvester is always working on the oscillator's high energy attractor. (paper)
Onset of the nonlinear regime in unified dark matter models
International Nuclear Information System (INIS)
Avelino, P.P.; Beca, L.M.G.; Carvalho, J.P.M. de; Martins, C.J.A.P.; Copeland, E.J.
2004-01-01
We discuss the onset of the nonlinear regime in the context of unified dark matter models involving a generalized Chaplygin gas. We show that the transition from dark-matter-like to dark-energy-like behavior will never be smooth. In some regions of space the transition will never take place while in others it may happen sooner or later than naively expected. As a result the linear theory used in previous studies may break down late in the matter dominated era even on large cosmological scales. We study the importance of this effect showing that its magnitude depends on the exact form of the equation of state in the low density regime. We expect that our results will be relevant for other unified dark matter scenarios, particularly those where the quartessence candidate is a perfect fluid
Nonlinear model predictive control for chemical looping process
Joshi, Abhinaya; Lei, Hao; Lou, Xinsheng
2017-08-22
A control system for optimizing a chemical looping ("CL") plant includes a reduced order mathematical model ("ROM") that is designed by eliminating mathematical terms that have minimal effect on the outcome. A non-linear optimizer provides various inputs to the ROM and monitors the outputs to determine the optimum inputs that are then provided to the CL plant. An estimator estimates the values of various internal state variables of the CL plant. The system has one structure adapted to control a CL plant that only provides pressure measurements in the CL loops A and B, a second structure adapted to a CL plant that provides pressure measurements and solid levels in both loops A, and B, and a third structure adapted to control a CL plant that provides full information on internal state variables. A final structure provides a neural network NMPC controller to control operation of loops A and B.
Non-Linear Slosh Damping Model Development and Validation
Yang, H. Q.; West, Jeff
2015-01-01
Propellant tank slosh dynamics are typically represented by a mechanical model of spring mass damper. This mechanical model is then included in the equation of motion of the entire vehicle for Guidance, Navigation and Control (GN&C) analysis. For a partially-filled smooth wall propellant tank, the critical damping based on classical empirical correlation is as low as 0.05%. Due to this low value of damping, propellant slosh is potential sources of disturbance critical to the stability of launch and space vehicles. It is postulated that the commonly quoted slosh damping is valid only under the linear regime where the slosh amplitude is small. With the increase of slosh amplitude, the critical damping value should also increase. If this nonlinearity can be verified and validated, the slosh stability margin can be significantly improved, and the level of conservatism maintained in the GN&C analysis can be lessened. The purpose of this study is to explore and to quantify the dependence of slosh damping with slosh amplitude. Accurately predicting the extremely low damping value of a smooth wall tank is very challenging for any Computational Fluid Dynamics (CFD) tool. One must resolve thin boundary layers near the wall and limit numerical damping to minimum. This computational study demonstrates that with proper grid resolution, CFD can indeed accurately predict the low damping physics from smooth walls under the linear regime. Comparisons of extracted damping values with experimental data for different tank sizes show very good agreements. Numerical simulations confirm that slosh damping is indeed a function of slosh amplitude. When slosh amplitude is low, the damping ratio is essentially constant, which is consistent with the empirical correlation. Once the amplitude reaches a critical value, the damping ratio becomes a linearly increasing function of the slosh amplitude. A follow-on experiment validated the developed nonlinear damping relationship. This discovery can
Fluctuating Nonlinear Spring Model of Mechanical Deformation of Biological Particles.
Directory of Open Access Journals (Sweden)
Olga Kononova
2016-01-01
Full Text Available The mechanical properties of virus capsids correlate with local conformational dynamics in the capsid structure. They also reflect the required stability needed to withstand high internal pressures generated upon genome loading and contribute to the success of important events in viral infectivity, such as capsid maturation, genome uncoating and receptor binding. The mechanical properties of biological nanoparticles are often determined from monitoring their dynamic deformations in Atomic Force Microscopy nanoindentation experiments; but a comprehensive theory describing the full range of observed deformation behaviors has not previously been described. We present a new theory for modeling dynamic deformations of biological nanoparticles, which considers the non-linear Hertzian deformation, resulting from an indenter-particle physical contact, and the bending of curved elements (beams modeling the particle structure. The beams' deformation beyond the critical point triggers a dynamic transition of the particle to the collapsed state. This extreme event is accompanied by a catastrophic force drop as observed in the experimental or simulated force (F-deformation (X spectra. The theory interprets fine features of the spectra, including the nonlinear components of the FX-curves, in terms of the Young's moduli for Hertzian and bending deformations, and the structural damage dependent beams' survival probability, in terms of the maximum strength and the cooperativity parameter. The theory is exemplified by successfully describing the deformation dynamics of natural nanoparticles through comparing theoretical curves with experimental force-deformation spectra for several virus particles. This approach provides a comprehensive description of the dynamic structural transitions in biological and artificial nanoparticles, which is essential for their optimal use in nanotechnology and nanomedicine applications.
Core seismic behaviour: linear and non-linear models
International Nuclear Information System (INIS)
Bernard, M.; Van Dorsselaere, M.; Gauvain, M.; Jenapierre-Gantenbein, M.
1981-08-01
The usual methodology for the core seismic behaviour analysis leads to a double complementary approach: to define a core model to be included in the reactor-block seismic response analysis, simple enough but representative of basic movements (diagrid or slab), to define a finer core model, with basic data issued from the first model. This paper presents the history of the different models of both kinds. The inert mass model (IMM) yielded a first rough diagrid movement. The direct linear model (DLM), without shocks and with sodium as an added mass, let to two different ones: DLM 1 with independent movements of the fuel and radial blanket subassemblies, and DLM 2 with a core combined movement. The non-linear (NLM) ''CORALIE'' uses the same basic modelization (Finite Element Beams) but accounts for shocks. It studies the response of a diameter on flats and takes into account the fluid coupling and the wrapper tube flexibility at the pad level. Damping consists of one modal part of 2% and one part due to shocks. Finally, ''CORALIE'' yields the time-history of the displacements and efforts on the supports, but damping (probably greater than 2%) and fluid-structures interaction are still to be precised. The validation experiments were performed on a RAPSODIE core mock-up on scale 1, in similitude of 1/3 as to SPX 1. The equivalent linear model (ELM) was developed for the SPX 1 reactor-block response analysis and a specified seismic level (SB or SM). It is composed of several oscillators fixed to the diagrid and yields the same maximum displacements and efforts than the NLM. The SPX 1 core seismic analysis with a diagrid input spectrum which corresponds to a 0,1 g group acceleration, has been carried out with these models: some aspects of these calculations are presented here
McNeish, Daniel; Dumas, Denis
2017-01-01
Recent methodological work has highlighted the promise of nonlinear growth models for addressing substantive questions in the behavioral sciences. In this article, we outline a second-order nonlinear growth model in order to measure a critical notion in development and education: potential. Here, potential is conceptualized as having three components-ability, capacity, and availability-where ability is the amount of skill a student is estimated to have at a given timepoint, capacity is the maximum amount of ability a student is predicted to be able to develop asymptotically, and availability is the difference between capacity and ability at any particular timepoint. We argue that single timepoint measures are typically insufficient for discerning information about potential, and we therefore describe a general framework that incorporates a growth model into the measurement model to capture these three components. Then, we provide an illustrative example using the public-use Early Childhood Longitudinal Study-Kindergarten data set using a Michaelis-Menten growth function (reparameterized from its common application in biochemistry) to demonstrate our proposed model as applied to measuring potential within an educational context. The advantage of this approach compared to currently utilized methods is discussed as are future directions and limitations.
Modelling female fertility traits in beef cattle using linear and non-linear models.
Naya, H; Peñagaricano, F; Urioste, J I
2017-06-01
Female fertility traits are key components of the profitability of beef cattle production. However, these traits are difficult and expensive to measure, particularly under extensive pastoral conditions, and consequently, fertility records are in general scarce and somehow incomplete. Moreover, fertility traits are usually dominated by the effects of herd-year environment, and it is generally assumed that relatively small margins are kept for genetic improvement. New ways of modelling genetic variation in these traits are needed. Inspired in the methodological developments made by Prof. Daniel Gianola and co-workers, we assayed linear (Gaussian), Poisson, probit (threshold), censored Poisson and censored Gaussian models to three different kinds of endpoints, namely calving success (CS), number of days from first calving (CD) and number of failed oestrus (FE). For models involving FE and CS, non-linear models overperformed their linear counterparts. For models derived from CD, linear versions displayed better adjustment than the non-linear counterparts. Non-linear models showed consistently higher estimates of heritability and repeatability in all cases (h 2 linear models; h 2 > 0.23 and r > 0.24, for non-linear models). While additive and permanent environment effects showed highly favourable correlations between all models (>0.789), consistency in selecting the 10% best sires showed important differences, mainly amongst the considered endpoints (FE, CS and CD). In consequence, endpoints should be considered as modelling different underlying genetic effects, with linear models more appropriate to describe CD and non-linear models better for FE and CS. © 2017 Blackwell Verlag GmbH.
Neural network modeling of nonlinear systems based on Volterra series extension of a linear model
Soloway, Donald I.; Bialasiewicz, Jan T.
1992-01-01
A Volterra series approach was applied to the identification of nonlinear systems which are described by a neural network model. A procedure is outlined by which a mathematical model can be developed from experimental data obtained from the network structure. Applications of the results to the control of robotic systems are discussed.
A simple non-linear model of immune response
International Nuclear Information System (INIS)
Gutnikov, Sergei; Melnikov, Yuri
2003-01-01
It is still unknown why the adaptive immune response in the natural immune system based on clonal proliferation of lymphocytes requires interaction of at least two different cell types with the same antigen. We present a simple mathematical model illustrating that the system with separate types of cells for antigen recognition and patogen destruction provides more robust adaptive immunity than the system where just one cell type is responsible for both recognition and destruction. The model is over-simplified as we did not have an intention of describing the natural immune system. However, our model provides a tool for testing the proposed approach through qualitative analysis of the immune system dynamics in order to construct more sophisticated models of the immune systems that exist in the living nature. It also opens a possibility to explore specific features of highly non-linear dynamics in nature-inspired computational paradigms like artificial immune systems and immunocomputing . We expect this paper to be of interest not only for mathematicians but also for biologists; therefore we made effort to explain mathematics in sufficient detail for readers without professional mathematical background
FDTD modeling of anisotropic nonlinear optical phenomena in silicon waveguides.
Dissanayake, Chethiya M; Premaratne, Malin; Rukhlenko, Ivan D; Agrawal, Govind P
2010-09-27
A deep insight into the inherent anisotropic optical properties of silicon is required to improve the performance of silicon-waveguide-based photonic devices. It may also lead to novel device concepts and substantially extend the capabilities of silicon photonics in the future. In this paper, for the first time to the best of our knowledge, we present a three-dimensional finite-difference time-domain (FDTD) method for modeling optical phenomena in silicon waveguides, which takes into account fully the anisotropy of the third-order electronic and Raman susceptibilities. We show that, under certain realistic conditions that prevent generation of the longitudinal optical field inside the waveguide, this model is considerably simplified and can be represented by a computationally efficient algorithm, suitable for numerical analysis of complex polarization effects. To demonstrate the versatility of our model, we study polarization dependence for several nonlinear effects, including self-phase modulation, cross-phase modulation, and stimulated Raman scattering. Our FDTD model provides a basis for a full-blown numerical simulator that is restricted neither by the single-mode assumption nor by the slowly varying envelope approximation.
Lukasiewicz-Topos Models of Neural Networks, Cell Genome and Interactome Nonlinear Dynamic Models
Baianu, I C
2004-01-01
A categorical and Lukasiewicz-Topos framework for Lukasiewicz Algebraic Logic models of nonlinear dynamics in complex functional systems such as neural networks, genomes and cell interactomes is proposed. Lukasiewicz Algebraic Logic models of genetic networks and signaling pathways in cells are formulated in terms of nonlinear dynamic systems with n-state components that allow for the generalization of previous logical models of both genetic activities and neural networks. An algebraic formulation of variable 'next-state functions' is extended to a Lukasiewicz Topos with an n-valued Lukasiewicz Algebraic Logic subobject classifier description that represents non-random and nonlinear network activities as well as their transformations in developmental processes and carcinogenesis.
Modeling and Analysis of a Nonlinear Age-Structured Model for Tumor Cell Populations with Quiescence
Liu, Zijian; Chen, Jing; Pang, Jianhua; Bi, Ping; Ruan, Shigui
2018-05-01
We present a nonlinear first-order hyperbolic partial differential equation model to describe age-structured tumor cell populations with proliferating and quiescent phases at the avascular stage in vitro. The division rate of the proliferating cells is assumed to be nonlinear due to the limitation of the nutrient and space. The model includes a proportion of newborn cells that enter directly the quiescent phase with age zero. This proportion can reflect the effect of treatment by drugs such as erlotinib. The existence and uniqueness of solutions are established. The local and global stabilities of the trivial steady state are investigated. The existence and local stability of the positive steady state are also analyzed. Numerical simulations are performed to verify the results and to examine the impacts of parameters on the nonlinear dynamics of the model.
Strategies for fitting nonlinear ecological models in R, AD Model Builder, and BUGS
Bolker, Benjamin M.; Gardner, Beth; Maunder, Mark; Berg, Casper W.; Brooks, Mollie; Comita, Liza; Crone, Elizabeth; Cubaynes, Sarah; Davies, Trevor; de Valpine, Perry; Ford, Jessica; Gimenez, Olivier; Kéry, Marc; Kim, Eun Jung; Lennert-Cody, Cleridy; Magunsson, Arni; Martell, Steve; Nash, John; Nielson, Anders; Regentz, Jim; Skaug, Hans; Zipkin, Elise
2013-01-01
1. Ecologists often use nonlinear fitting techniques to estimate the parameters of complex ecological models, with attendant frustration. This paper compares three open-source model fitting tools and discusses general strategies for defining and fitting models. 2. R is convenient and (relatively) easy to learn, AD Model Builder is fast and robust but comes with a steep learning curve, while BUGS provides the greatest flexibility at the price of speed. 3. Our model-fitting suggestions range from general cultural advice (where possible, use the tools and models that are most common in your subfield) to specific suggestions about how to change the mathematical description of models to make them more amenable to parameter estimation. 4. A companion web site (https://groups.nceas.ucsb.edu/nonlinear-modeling/projects) presents detailed examples of application of the three tools to a variety of typical ecological estimation problems; each example links both to a detailed project report and to full source code and data.
Directory of Open Access Journals (Sweden)
YanBin Liu
2017-01-01
Full Text Available The inversion design approach is a very useful tool for the complex multiple-input-multiple-output nonlinear systems to implement the decoupling control goal, such as the airplane model and spacecraft model. In this work, the flight control law is proposed using the neural-based inversion design method associated with the nonlinear compensation for a general longitudinal model of the airplane. First, the nonlinear mathematic model is converted to the equivalent linear model based on the feedback linearization theory. Then, the flight control law integrated with this inversion model is developed to stabilize the nonlinear system and relieve the coupling effect. Afterwards, the inversion control combined with the neural network and nonlinear portion is presented to improve the transient performance and attenuate the uncertain effects on both external disturbances and model errors. Finally, the simulation results demonstrate the effectiveness of this controller.
Campbell, Stefan F.; Kaneshige, John T.
2010-01-01
Presented here is a Predictor-Based Model Reference Adaptive Control (PMRAC) architecture for a generic transport aircraft. At its core, this architecture features a three-axis, non-linear, dynamic-inversion controller. Command inputs for this baseline controller are provided by pilot roll-rate, pitch-rate, and sideslip commands. This paper will first thoroughly present the baseline controller followed by a description of the PMRAC adaptive augmentation to this control system. Results are presented via a full-scale, nonlinear simulation of NASA s Generic Transport Model (GTM).