nonstationary approximation error: Topics by WorldWideScience.org

Sample records for nonstationary approximation error

Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors

KAUST Repository

Sang, Huiyan

2011-12-01

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors. © 2012 Institute of Mathematical Statistics.
The approximate thermal-model-testing method for non-stationary temperature fields in central zones of fast reactor assemblies

International Nuclear Information System (INIS)

Mikhin, V.I.; Matukhin, N.M.

2000-01-01

The approach to generalization of the non-stationary heat exchange data for the central zones of the nuclear reactor fuel assemblies and the approximate thermal-model-testing criteria are proposed. The fuel assemblies of fast and water-cooled reactors with different fuel compositions have been investigated. The reason of the non-stationary heat exchange is the fuel-energy-release time dependence. (author)
Approximate error conjugation gradient minimization methods

Science.gov (United States)

Kallman, Jeffrey S

2013-05-21

In one embodiment, a method includes selecting a subset of rays from a set of all rays to use in an error calculation for a constrained conjugate gradient minimization problem, calculating an approximate error using the subset of rays, and calculating a minimum in a conjugate gradient direction based on the approximate error. In another embodiment, a system includes a processor for executing logic, logic for selecting a subset of rays from a set of all rays to use in an error calculation for a constrained conjugate gradient minimization problem, logic for calculating an approximate error using the subset of rays, and logic for calculating a minimum in a conjugate gradient direction based on the approximate error. In other embodiments, computer program products, methods, and systems are described capable of using approximate error in constrained conjugate gradient minimization problems.
Approximate calculation method for integral of mean square value of nonstationary response

International Nuclear Information System (INIS)

Aoki, Shigeru; Fukano, Azusa

2010-01-01

The response of the structure subjected to nonstationary random vibration such as earthquake excitation is nonstationary random vibration. Calculating method for statistical characteristics of such a response is complicated. Mean square value of the response is usually used to evaluate random response. Integral of mean square value of the response corresponds to total energy of the response. In this paper, a simplified calculation method to obtain integral of mean square value of the response is proposed. As input excitation, nonstationary white noise and nonstationary filtered white noise are used. Integrals of mean square value of the response are calculated for various values of parameters. It is found that the proposed method gives exact value of integral of mean square value of the response.
A simple nonstationary-volatility robust panel unit root test

NARCIS (Netherlands)

Demetrescu, Matei; Hanck, Christoph

2012-01-01

We propose an IV panel unit root test robust to nonstationary error volatility. Its finite-sample performance is convincing even for many units and strong cross-correlation. An application to GDP prices illustrates the inferential impact of nonstationary volatility. (C) 2012 Elsevier B.V. All rights
Approximation errors during variance propagation

International Nuclear Information System (INIS)

Dinsmore, Stephen

1986-01-01

Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

Science.gov (United States)

Wei, Qinglai; Li, Benkai; Song, Ruizhuo

2018-04-01

In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.
Approximate Forward Difference Equations for the Lower Order Non-Stationary Statistics of Geometrically Non-Linear Systems subject to Random Excitation

DEFF Research Database (Denmark)

Köylüoglu, H. U.; Nielsen, Søren R. K.; Cakmak, A. S.

Geometrically non-linear multi-degree-of-freedom (MDOF) systems subject to random excitation are considered. New semi-analytical approximate forward difference equations for the lower order non-stationary statistical moments of the response are derived from the stochastic differential equations...... of motion, and, the accuracy of these equations is numerically investigated. For stationary excitations, the proposed method computes the stationary statistical moments of the response from the solution of non-linear algebraic equations....
Maximum error-bounded Piecewise Linear Representation for online stream approximation

KAUST Repository

Xie, Qing; Pang, Chaoyi; Zhou, Xiaofang; Zhang, Xiangliang; Deng, Ke

2014-01-01

Given a time series data stream, the generation of error-bounded Piecewise Linear Representation (error-bounded PLR) is to construct a number of consecutive line segments to approximate the stream, such that the approximation error does not exceed a prescribed error bound. In this work, we consider the error bound in L∞ norm as approximation criterion, which constrains the approximation error on each corresponding data point, and aim on designing algorithms to generate the minimal number of segments. In the literature, the optimal approximation algorithms are effectively designed based on transformed space other than time-value space, while desirable optimal solutions based on original time domain (i.e., time-value space) are still lacked. In this article, we proposed two linear-time algorithms to construct error-bounded PLR for data stream based on time domain, which are named OptimalPLR and GreedyPLR, respectively. The OptimalPLR is an optimal algorithm that generates minimal number of line segments for the stream approximation, and the GreedyPLR is an alternative solution for the requirements of high efficiency and resource-constrained environment. In order to evaluate the superiority of OptimalPLR, we theoretically analyzed and compared OptimalPLR with the state-of-art optimal solution in transformed space, which also achieves linear complexity. We successfully proved the theoretical equivalence between time-value space and such transformed space, and also discovered the superiority of OptimalPLR on processing efficiency in practice. The extensive results of empirical evaluation support and demonstrate the effectiveness and efficiency of our proposed algorithms.
Maximum error-bounded Piecewise Linear Representation for online stream approximation

KAUST Repository

Xie, Qing

2014-04-04

Given a time series data stream, the generation of error-bounded Piecewise Linear Representation (error-bounded PLR) is to construct a number of consecutive line segments to approximate the stream, such that the approximation error does not exceed a prescribed error bound. In this work, we consider the error bound in L∞ norm as approximation criterion, which constrains the approximation error on each corresponding data point, and aim on designing algorithms to generate the minimal number of segments. In the literature, the optimal approximation algorithms are effectively designed based on transformed space other than time-value space, while desirable optimal solutions based on original time domain (i.e., time-value space) are still lacked. In this article, we proposed two linear-time algorithms to construct error-bounded PLR for data stream based on time domain, which are named OptimalPLR and GreedyPLR, respectively. The OptimalPLR is an optimal algorithm that generates minimal number of line segments for the stream approximation, and the GreedyPLR is an alternative solution for the requirements of high efficiency and resource-constrained environment. In order to evaluate the superiority of OptimalPLR, we theoretically analyzed and compared OptimalPLR with the state-of-art optimal solution in transformed space, which also achieves linear complexity. We successfully proved the theoretical equivalence between time-value space and such transformed space, and also discovered the superiority of OptimalPLR on processing efficiency in practice. The extensive results of empirical evaluation support and demonstrate the effectiveness and efficiency of our proposed algorithms.
Analyzing the errors of DFT approximations for compressed water systems

International Nuclear Information System (INIS)

Alfè, D.; Bartók, A. P.; Csányi, G.; Gillan, M. J.

2014-01-01

We report an extensive study of the errors of density functional theory (DFT) approximations for compressed water systems. The approximations studied are based on the widely used PBE and BLYP exchange-correlation functionals, and we characterize their errors before and after correction for 1- and 2-body errors, the corrections being performed using the methods of Gaussian approximation potentials. The errors of the uncorrected and corrected approximations are investigated for two related types of water system: first, the compressed liquid at temperature 420 K and density 1.245 g/cm 3 where the experimental pressure is 15 kilobars; second, thermal samples of compressed water clusters from the trimer to the 27-mer. For the liquid, we report four first-principles molecular dynamics simulations, two generated with the uncorrected PBE and BLYP approximations and a further two with their 1- and 2-body corrected counterparts. The errors of the simulations are characterized by comparing with experimental data for the pressure, with neutron-diffraction data for the three radial distribution functions, and with quantum Monte Carlo (QMC) benchmarks for the energies of sets of configurations of the liquid in periodic boundary conditions. The DFT errors of the configuration samples of compressed water clusters are computed using QMC benchmarks. We find that the 2-body and beyond-2-body errors in the liquid are closely related to similar errors exhibited by the clusters. For both the liquid and the clusters, beyond-2-body errors of DFT make a substantial contribution to the overall errors, so that correction for 1- and 2-body errors does not suffice to give a satisfactory description. For BLYP, a recent representation of 3-body energies due to Medders, Babin, and Paesani [J. Chem. Theory Comput. 9, 1103 (2013)] gives a reasonably good way of correcting for beyond-2-body errors, after which the remaining errors are typically 0.5 mE h ≃ 15 meV/monomer for the liquid and the
Non-Stationary Internal Tides Observed with Satellite Altimetry

Science.gov (United States)

Ray, Richard D.; Zaron, E. D.

2011-01-01

Temporal variability of the internal tide is inferred from a 17-year combined record of Topex/Poseidon and Jason satellite altimeters. A global sampling of along-track sea-surface height wavenumber spectra finds that non-stationary variance is generally 25% or less of the average variance at wavenumbers characteristic of mode-l tidal internal waves. With some exceptions the non-stationary variance does not exceed 0.25 sq cm. The mode-2 signal, where detectable, contains a larger fraction of non-stationary variance, typically 50% or more. Temporal subsetting of the data reveals interannual variability barely significant compared with tidal estimation error from 3-year records. Comparison of summer vs. winter conditions shows only one region of noteworthy seasonal changes, the northern South China Sea. Implications for the anticipated SWOT altimeter mission are briefly discussed.
A risk-based approach to flood management decisions in a nonstationary world

Science.gov (United States)

Rosner, Ana; Vogel, Richard M.; Kirshen, Paul H.

2014-03-01

Traditional approaches to flood management in a nonstationary world begin with a null hypothesis test of "no trend" and its likelihood, with little or no attention given to the likelihood that we might ignore a trend if it really existed. Concluding a trend exists when it does not, or rejecting a trend when it exists are known as type I and type II errors, respectively. Decision-makers are poorly served by statistical and/or decision methods that do not carefully consider both over- and under-preparation errors, respectively. Similarly, little attention is given to how to integrate uncertainty in our ability to detect trends into a flood management decision context. We show how trend hypothesis test results can be combined with an adaptation's infrastructure costs and damages avoided to provide a rational decision approach in a nonstationary world. The criterion of expected regret is shown to be a useful metric that integrates the statistical, economic, and hydrological aspects of the flood management problem in a nonstationary world.
Matérn-based nonstationary cross-covariance models for global processes

KAUST Repository

Jun, Mikyoung

2014-07-01

Many spatial processes in environmental applications, such as climate variables and climate model errors on a global scale, exhibit complex nonstationary dependence structure, in not only their marginal covariance but also their cross-covariance. Flexible cross-covariance models for processes on a global scale are critical for an accurate description of each spatial process as well as the cross-dependences between them and also for improved predictions. We propose various ways to produce cross-covariance models, based on the Matérn covariance model class, that are suitable for describing prominent nonstationary characteristics of the global processes. In particular, we seek nonstationary versions of Matérn covariance models whose smoothness parameters vary over space, coupled with a differential operators approach for modeling large-scale nonstationarity. We compare their performance to the performance of some existing models in terms of the aic and spatial predictions in two applications: joint modeling of surface temperature and precipitation, and joint modeling of errors in climate model ensembles. © 2014 Elsevier Inc.
Error Analysis on Plane-to-Plane Linear Approximate Coordinate ...

Indian Academy of Sciences (India)

Abstract. In this paper, the error analysis has been done for the linear approximate transformation between two tangent planes in celestial sphere in a simple case. The results demonstrate that the error from the linear transformation does not meet the requirement of high-precision astrometry under some conditions, so the ...
An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

KAUST Repository

Karlsson, Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

2015-01-01

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading-order term consisting of an error density that is computable from symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading-error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations. The performance is illustrated by numerical tests.
Error Decomposition and Adaptivity for Response Surface Approximations from PDEs with Parametric Uncertainty

KAUST Repository

Bryant, C. M.; Prudhomme, S.; Wildey, T.

2015-01-01

In this work, we investigate adaptive approaches to control errors in response surface approximations computed from numerical approximations of differential equations with uncertain or random data and coefficients. The adaptivity of the response surface approximation is based on a posteriori error estimation, and the approach relies on the ability to decompose the a posteriori error estimate into contributions from the physical discretization and the approximation in parameter space. Errors are evaluated in terms of linear quantities of interest using adjoint-based methodologies. We demonstrate that a significant reduction in the computational cost required to reach a given error tolerance can be achieved by refining the dominant error contributions rather than uniformly refining both the physical and stochastic discretization. Error decomposition is demonstrated for a two-dimensional flow problem, and adaptive procedures are tested on a convection-diffusion problem with discontinuous parameter dependence and a diffusion problem, where the diffusion coefficient is characterized by a 10-dimensional parameter space.
Splines employment for inverse problem of nonstationary thermal conduction

International Nuclear Information System (INIS)

Nikonov, S.P.; Spolitak, S.I.

1985-01-01

An analytical solution has been obtained for an inverse problem of nonstationary thermal conduction which is faced in nonstationary heat transfer data processing when the rewetting in channels with uniform annular fuel element imitators is investigated. In solving the problem both boundary conditions and power density within the imitator are regularized via cubic splines constructed with the use of Reinsch algorithm. The solution can be applied for calculation of temperature distribution in the imitator and the heat flux in two-dimensional approximation (r-z geometry) under the condition that the rewetting front velocity is known, and in one-dimensional r-approximation in cases with negligible axial transport or when there is a lack of data about the temperature disturbance source velocity along the channel
Error Estimates for the Approximation of the Effective Hamiltonian

International Nuclear Information System (INIS)

Camilli, Fabio; Capuzzo Dolcetta, Italo; Gomes, Diogo A.

2008-01-01

We study approximation schemes for the cell problem arising in homogenization of Hamilton-Jacobi equations. We prove several error estimates concerning the rate of convergence of the approximation scheme to the effective Hamiltonian, both in the optimal control setting and as well as in the calculus of variations setting
Reducing Approximation Error in the Fourier Flexible Functional Form

Directory of Open Access Journals (Sweden)

Tristan D. Skolrud

2017-12-01

Full Text Available The Fourier Flexible form provides a global approximation to an unknown data generating process. In terms of limiting function specification error, this form is preferable to functional forms based on second-order Taylor series expansions. The Fourier Flexible form is a truncated Fourier series expansion appended to a second-order expansion in logarithms. By replacing the logarithmic expansion with a Box-Cox transformation, we show that the Fourier Flexible form can reduce approximation error by 25% on average in the tails of the data distribution. The new functional form allows for nested testing of a larger set of commonly implemented functional forms.

A modified random decrement technique for modal identification from nonstationary ambient response data only

International Nuclear Information System (INIS)

Lin, Chang Sheng; Chiang, Dar Yun

2012-01-01

Modal identification is considered from response data of structural system under nonstationary ambient vibration. In a previous paper, we showed that by assuming the ambient excitation to be nonstationary white noise in the form of a product model, the nonstationary response signals can be converted into free-vibration data via the correlation technique. In the present paper, if the ambient excitation can be modeled as a nonstationary white noise in the form of a product model, then the nonstationary cross random decrement signatures of structural response evaluated at any fixed time instant are shown theoretically to be proportional to the nonstationary cross-correlation functions. The practical problem of insufficient data samples available for evaluating nonstationary random decrement signatures can be approximately resolved by first extracting the amplitude-modulating function from the response and then transforming the nonstationary responses into stationary ones. Modal-parameter identification can then be performed using the Ibrahim time-domain technique, which is effective at identifying closely spaced modes. The theory proposed can be further extended by using the filtering concept to cover the case of nonstationary color excitations. Numerical simulations confirm the validity of the proposed method for identification of modal parameters from nonstationary ambient response data
Non-stationary covariance function modelling in 2D least-squares collocation

Science.gov (United States)

Darbeheshti, N.; Featherstone, W. E.

2009-06-01

Standard least-squares collocation (LSC) assumes 2D stationarity and 3D isotropy, and relies on a covariance function to account for spatial dependence in the observed data. However, the assumption that the spatial dependence is constant throughout the region of interest may sometimes be violated. Assuming a stationary covariance structure can result in over-smoothing of, e.g., the gravity field in mountains and under-smoothing in great plains. We introduce the kernel convolution method from spatial statistics for non-stationary covariance structures, and demonstrate its advantage for dealing with non-stationarity in geodetic data. We then compared stationary and non- stationary covariance functions in 2D LSC to the empirical example of gravity anomaly interpolation near the Darling Fault, Western Australia, where the field is anisotropic and non-stationary. The results with non-stationary covariance functions are better than standard LSC in terms of formal errors and cross-validation against data not used in the interpolation, demonstrating that the use of non-stationary covariance functions can improve upon standard (stationary) LSC.
Radiation of light impurities in a nonstationary plasma

International Nuclear Information System (INIS)

Abramov, V.A.; Krotova, G.I.

1984-01-01

In the framework of a nonstationary coronal model with account for latest data on elementary process cross sections calculations of oxygen radiation power are performed. It is shown that taking into account electron temperature nonstationarity characteristic of the initial stage in nowadays tokamaks, line emission power in the principal maximum region (Tsub(e) approximately 40 eV) changes but slightly, whereas the radiation power in the second maximum (Tsub(e) approximately 100 eV increases approximately 20 times as compared with stationary values
Nonstationary Narrow-Band Response and First-Passage Probability

DEFF Research Database (Denmark)

Krenk, Steen

1979-01-01

The notion of a nonstationary narrow-band stochastic process is introduced without reference to a frequency spectrum, and the joint distribution function of two consecutive maxima is approximated by use of an envelope. Based on these definitions the first passage problem is treated as a Markov po...
Fractal image coding by an approximation of the collage error

Science.gov (United States)

Salih, Ismail; Smith, Stanley H.

1998-12-01

In fractal image compression an image is coded as a set of contractive transformations, and is guaranteed to generate an approximation to the original image when iteratively applied to any initial image. In this paper we present a method for mapping similar regions within an image by an approximation of the collage error; that is, range blocks can be approximated by a linear combination of domain blocks.
Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

Science.gov (United States)

Jakeman, J. D.; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.
Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

International Nuclear Information System (INIS)

Jakeman, J.D.; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation
An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

KAUST Repository

Karlsson, Peer Jesper

2015-01-07

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations.
A comparison of three approaches to non-stationary flood frequency analysis

Science.gov (United States)

Debele, S. E.; Strupczewski, W. G.; Bogdanowicz, E.

2017-08-01

Non-stationary flood frequency analysis (FFA) is applied to statistical analysis of seasonal flow maxima from Polish and Norwegian catchments. Three non-stationary estimation methods, namely, maximum likelihood (ML), two stage (WLS/TS) and GAMLSS (generalized additive model for location, scale and shape parameters), are compared in the context of capturing the effect of non-stationarity on the estimation of time-dependent moments and design quantiles. The use of a multimodel approach is recommended, to reduce the errors due to the model misspecification in the magnitude of quantiles. The results of calculations based on observed seasonal daily flow maxima and computer simulation experiments showed that GAMLSS gave the best results with respect to the relative bias and root mean square error in the estimates of trend in the standard deviation and the constant shape parameter, while WLS/TS provided better accuracy in the estimates of trend in the mean value. Within three compared methods the WLS/TS method is recommended to deal with non-stationarity in short time series. Some practical aspects of the GAMLSS package application are also presented. The detailed discussion of general issues related to consequences of climate change in the FFA is presented in the second part of the article entitled "Around and about an application of the GAMLSS package in non-stationary flood frequency analysis".
An MILP approximation for ordering perishable products with non-stationary demand and service level constraints

NARCIS (Netherlands)

Pauls-Worm, K.G.J.; Hendrix, E.M.T.; Haijema, R.; Vorst, van der J.G.A.J.

2014-01-01

We study the practical production planning problem of a food producer facing a non-stationary erratic demand for a perishable product with a fixed life time. In meeting the uncertain demand, the food producer uses a FIFO issuing policy. The food producer aims at meeting a certain service level at
Effect of non-stationary climate on infectious gastroenteritis transmission in Japan

Science.gov (United States)

Onozuka, Daisuke

2014-06-01

Local weather factors are widely considered to influence the transmission of infectious gastroenteritis. Few studies, however, have examined the non-stationary relationships between global climatic factors and transmission of infectious gastroenteritis. We analyzed monthly data for cases of infectious gastroenteritis in Fukuoka, Japan from 2000 to 2012 using cross-wavelet coherency analysis to assess the pattern of associations between indices for the Indian Ocean Dipole (IOD) and El Niño Southern Oscillation (ENSO). Infectious gastroenteritis cases were non-stationary and significantly associated with the IOD and ENSO (Multivariate ENSO Index [MEI], Niño 1 + 2, Niño 3, Niño 4, and Niño 3.4) for a period of approximately 1 to 2 years. This association was non-stationary and appeared to have a major influence on the synchrony of infectious gastroenteritis transmission. Our results suggest that non-stationary patterns of association between global climate factors and incidence of infectious gastroenteritis should be considered when developing early warning systems for epidemics of infectious gastroenteritis.
Non-Stationary Dependence Structures for Spatial Extremes

KAUST Repository

Huser, Raphaël

2016-03-03

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable models have been developed, and fitted to various types of data. However, a recurrent problem is the modeling of non-stationarity. In this paper, we develop non-stationary max-stable dependence structures in which covariates can be easily incorporated. Inference is performed using pairwise likelihoods, and its performance is assessed by an extensive simulation study based on a non-stationary locally isotropic extremal t model. Evidence that unknown parameters are well estimated is provided, and estimation of spatial return level curves is discussed. The methodology is demonstrated with temperature maxima recorded over a complex topography. Models are shown to satisfactorily capture extremal dependence.
Computational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficients

KAUST Repository

Sandberg, Mattias

2015-01-07

The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.
Estimating the approximation error when fixing unessential factors in global sensitivity analysis

Energy Technology Data Exchange (ETDEWEB)

Sobol' , I.M. [Institute for Mathematical Modelling of the Russian Academy of Sciences, Moscow (Russian Federation); Tarantola, S. [Joint Research Centre of the European Commission, TP361, Institute of the Protection and Security of the Citizen, Via E. Fermi 1, 21020 Ispra (Italy)]. E-mail: stefano.tarantola@jrc.it; Gatelli, D. [Joint Research Centre of the European Commission, TP361, Institute of the Protection and Security of the Citizen, Via E. Fermi 1, 21020 Ispra (Italy)]. E-mail: debora.gatelli@jrc.it; Kucherenko, S.S. [Imperial College London (United Kingdom); Mauntz, W. [Department of Biochemical and Chemical Engineering, Dortmund University (Germany)

2007-07-15

One of the major settings of global sensitivity analysis is that of fixing non-influential factors, in order to reduce the dimensionality of a model. However, this is often done without knowing the magnitude of the approximation error being produced. This paper presents a new theorem for the estimation of the average approximation error generated when fixing a group of non-influential factors. A simple function where analytical solutions are available is used to illustrate the theorem. The numerical estimation of small sensitivity indices is discussed.
Approximate damped oscillatory solutions and error estimates for the perturbed Klein–Gordon equation

International Nuclear Information System (INIS)

Ye, Caier; Zhang, Weiguo

2015-01-01

Highlights: • Analyze the dynamical behavior of the planar dynamical system corresponding to the perturbed Klein–Gordon equation. • Present the relations between the properties of traveling wave solutions and the perturbation coefficient. • Obtain all explicit expressions of approximate damped oscillatory solutions. • Investigate error estimates between exact damped oscillatory solutions and the approximate solutions and give some numerical simulations. - Abstract: The influence of perturbation on traveling wave solutions of the perturbed Klein–Gordon equation is studied by applying the bifurcation method and qualitative theory of dynamical systems. All possible approximate damped oscillatory solutions for this equation are obtained by using undetermined coefficient method. Error estimates indicate that the approximate solutions are meaningful. The results of numerical simulations also establish our analysis
Optimized implementations of rational approximations for the Voigt and complex error function

International Nuclear Information System (INIS)

Schreier, Franz

2011-01-01

Rational functions are frequently used as efficient yet accurate numerical approximations for real and complex valued functions. For the complex error function w(x+iy), whose real part is the Voigt function K(x,y), code optimizations of rational approximations are investigated. An assessment of requirements for atmospheric radiative transfer modeling indicates a y range over many orders of magnitude and accuracy better than 10 -4 . Following a brief survey of complex error function algorithms in general and rational function approximations in particular the problems associated with subdivisions of the x, y plane (i.e., conditional branches in the code) are discussed and practical aspects of Fortran and Python implementations are considered. Benchmark tests of a variety of algorithms demonstrate that programming language, compiler choice, and implementation details influence computational speed and there is no unique ranking of algorithms. A new implementation, based on subdivision of the upper half-plane in only two regions, combining Weideman's rational approximation for small |x|+y<15 and Humlicek's rational approximation otherwise is shown to be efficient and accurate for all x, y.
Detrending of non-stationary noise data by spline techniques

International Nuclear Information System (INIS)

Behringer, K.

1989-11-01

An off-line method for detrending non-stationary noise data has been investigated. It uses a least squares spline approximation of the noise data with equally spaced breakpoints. Subtraction of the spline approximation from the noise signal at each data point gives a residual noise signal. The method acts as a high-pass filter with very sharp frequency cutoff. The cutoff frequency is determined by the breakpoint distance. The steepness of the cutoff is controlled by the spline order. (author) 12 figs., 1 tab., 5 refs
Computable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients

KAUST Repository

Hall, Eric

2016-01-09

The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with lognormal distributed diffusion coefficients, e.g. modeling ground water flow. Typical models use lognormal diffusion coefficients with H´ older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. We address how the total error can be estimated by the computable error.
Photorefraction in crystals with nonstationary photovoltaic current

International Nuclear Information System (INIS)

Volk, T.R.; Astaf'ev, S.B.; Razumovskij, N.V.

1995-01-01

Effect of photovoltaic current nonstationary components, conditioned by nonstationary character of photovoltaic centers, on photorefractive properties of LiNbO 3 crystals is considered. Analytic expressions describing nonstationary photovoltaic current effect on kinetics of recording and optical erasure of photorefraction are obtained. A possibility of nonstationary photovoltaic current occurrence in crystals with multilevel charge transfer circuit is considered. Recording light pulse duration effect on photorefraction in LiNbO 3 is discussed. 25 refs., 8 figs
A Novel Simulation Model for Nonstationary Rice Fading Channels

Directory of Open Access Journals (Sweden)

Kaili Jiang

2018-01-01

Full Text Available In this paper, we propose a new simulator for nonstationary Rice fading channels under nonisotropic scattering scenarios, as well as the improved computation method of simulation parameters. The new simulator can also be applied on generating Rayleigh fading channels by adjusting parameters. The proposed simulator takes into account the smooth transition of fading phases between the adjacent channel states. The time-variant statistical properties of the proposed simulator, that is, the probability density functions (PDFs of envelope and phase, autocorrelation function (ACF, and Doppler power spectrum density (DPSD, are also analyzed and derived. Simulation results have demonstrated that our proposed simulator provides good approximation on the statistical properties with the corresponding theoretical ones, which indicates its usefulness for the performance evaluation and validation of the wireless communication systems under nonstationary and nonisotropic scenarios.

A Novel Simulator of Nonstationary Random MIMO Channels in Rayleigh Fading Scenarios

Directory of Open Access Journals (Sweden)

Qiuming Zhu

2016-01-01

Full Text Available For simulations of nonstationary multiple-input multiple-output (MIMO Rayleigh fading channels in time-variant scattering environments, a novel channel simulator is proposed based on the superposition of chirp signals. This new method has the advantages of low complexity and implementation simplicity as the sum of sinusoids (SOS method. In order to reproduce realistic time varying statistics for dynamic channels, an efficient parameter computation method is also proposed for updating the frequency parameters of employed chirp signals. Simulation results indicate that the proposed simulator is effective in generating nonstationary MIMO channels with close approximation of the time-variant statistical characteristics in accordance with the expected theoretical counterparts.
Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data

KAUST Repository

Hall, Eric Joseph; Hoel, Hå kon; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

2016-01-01

posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations
Computational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficients

KAUST Repository

Sandberg, Mattias

2015-01-01

log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible
Time-varying output performances of piezoelectric vibration energy harvesting under nonstationary random vibrations

Science.gov (United States)

Yoon, Heonjun; Kim, Miso; Park, Choon-Su; Youn, Byeng D.

2018-01-01

Piezoelectric vibration energy harvesting (PVEH) has received much attention as a potential solution that could ultimately realize self-powered wireless sensor networks. Since most ambient vibrations in nature are inherently random and nonstationary, the output performances of PVEH devices also randomly change with time. However, little attention has been paid to investigating the randomly time-varying electroelastic behaviors of PVEH systems both analytically and experimentally. The objective of this study is thus to make a step forward towards a deep understanding of the time-varying performances of PVEH devices under nonstationary random vibrations. Two typical cases of nonstationary random vibration signals are considered: (1) randomly-varying amplitude (amplitude modulation; AM) and (2) randomly-varying amplitude with randomly-varying instantaneous frequency (amplitude and frequency modulation; AM-FM). In both cases, this study pursues well-balanced correlations of analytical predictions and experimental observations to deduce the relationships between the time-varying output performances of the PVEH device and two primary input parameters, such as a central frequency and an external electrical resistance. We introduce three correlation metrics to quantitatively compare analytical prediction and experimental observation, including the normalized root mean square error, the correlation coefficient, and the weighted integrated factor. Analytical predictions are in an excellent agreement with experimental observations both mechanically and electrically. This study provides insightful guidelines for designing PVEH devices to reliably generate electric power under nonstationary random vibrations.
Information retrieval for nonstationary data records

Science.gov (United States)

Su, M. Y.

1971-01-01

A review and a critical discussion are made on the existing methods for analysis of nonstationary time series, and a new algorithm for splitting nonstationary time series, is applied to the analysis of sunspot data.
Study on statistical analysis of nonlinear and nonstationary reactor noises

International Nuclear Information System (INIS)

Hayashi, Koji

1993-03-01

For the purpose of identification of nonlinear mechanism and diagnosis of nuclear reactor systems, analysis methods for nonlinear reactor noise have been studied. By adding newly developed approximate response function to GMDH, a conventional nonlinear identification method, a useful method for nonlinear spectral analysis and identification of nonlinear mechanism has been established. Measurement experiment and analysis were performed on the reactor power oscillation observed in the NSRR installed at the JAERI and the cause of the instability was clarified. Furthermore, the analysis and data recording methods for nonstationary noise have been studied. By improving the time resolution of instantaneous autoregressive spectrum, a method for monitoring and diagnosis of operational status of nuclear reactor has been established. A preprocessing system for recording of nonstationary reactor noise was developed and its usability was demonstrated through a measurement experiment. (author) 139 refs
Nonstationary quantum mechanics. 5. Nonstationary quantum models of scattering

Energy Technology Data Exchange (ETDEWEB)

Todorov, N S [Low Temperature Department of the Institute of Solid State Physics of the Bulgarian Academy of Sciences, Sofia

1981-05-01

Some peculiarities of the results of nonstationary perturbation theory in the presence of a degenerate continuous energy spectrum are considered. Their relevance to the ideology of the preceding articles in this series is discussed.
Nonstationary quantum mechanics v. nonstationary quantum models of scattering

Energy Technology Data Exchange (ETDEWEB)

Todorov, N S

1981-05-01

Some pecularities of the results of nonstationary pertubation theory in the presence of a degenerate continuous energy spectrum are considered. Their relevance to the ideology of the preceding articles in this series is discussed.
Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data

KAUST Repository

Hall, Eric Joseph

2016-12-08

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.
Real-Time Emulation of Nonstationary Channels in Safety-Relevant Vehicular Scenarios

Directory of Open Access Journals (Sweden)

Golsa Ghiaasi

2018-01-01

Full Text Available This paper proposes and discusses the architecture for a real-time vehicular channel emulator capable of reproducing the input/output behavior of nonstationary time-variant radio propagation channels in safety-relevant vehicular scenarios. The vehicular channel emulator architecture aims at a hardware implementation which requires minimal hardware complexity for emulating channels with the varying delay-Doppler characteristics of safety-relevant vehicular scenarios. The varying delay-Doppler characteristics require real-time updates to the multipath propagation model for each local stationarity region. The vehicular channel emulator is used for benchmarking the packet error performance of commercial off-the-shelf (COTS vehicular IEEE 802.11p modems and a fully software-defined radio-based IEEE 802.11p modem stack. The packet error ratio (PER estimated from temporal averaging over a single virtual drive and the packet error probability (PEP estimated from ensemble averaging over repeated virtual drives are evaluated and compared for the same vehicular scenario. The proposed architecture is realized as a virtual instrument on National Instruments™ LabVIEW. The National Instrument universal software radio peripheral with reconfigurable input-output (USRP-Rio 2953R is used as the software-defined radio platform for implementation; however, the results and considerations reported are of general purpose and can be applied to other platforms. Finally, we discuss the PER performance of the modem for two categories of vehicular channel models: a vehicular nonstationary channel model derived for urban single lane street crossing scenario of the DRIVEWAY’09 measurement campaign and the stationary ETSI models.
Deviations from uniform power law scaling in nonstationary time series

Science.gov (United States)

Viswanathan, G. M.; Peng, C. K.; Stanley, H. E.; Goldberger, A. L.

1997-01-01

A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.
Errors due to the cylindrical cell approximation in lattice calculations

Energy Technology Data Exchange (ETDEWEB)

Newmarch, D A [Reactor Development Division, Atomic Energy Establishment, Winfrith, Dorchester, Dorset (United Kingdom)

1960-06-15

It is shown that serious errors in fine structure calculations may arise through the use of the cylindrical cell approximation together with transport theory methods. The effect of this approximation is to overestimate the ratio of the flux in the moderator to the flux in the fuel. It is demonstrated that the use of the cylindrical cell approximation gives a flux in the moderator which is considerably higher than in the fuel, even when the cell dimensions in units of mean free path tend to zero; whereas, for the case of real cells (e.g. square or hexagonal), the flux ratio must tend to unity. It is also shown that, for cylindrical cells of any size, the ratio of the flux in the moderator to flux in the fuel tends to infinity as the total neutron cross section in the moderator tends to zero; whereas the ratio remains finite for real cells. (author)
Scalability of Direct Solver for Non-stationary Cahn-Hilliard Simulations with Linearized time Integration Scheme

KAUST Repository

Woźniak, M.; Smołka, M.; Cortes, Adriano Mauricio; Paszyński, M.; Schaefer, R.

2016-01-01

We study the features of a new mixed integration scheme dedicated to solving the non-stationary variational problems. The scheme is composed of the FEM approximation with respect to the space variable coupled with a 3-leveled time integration scheme
An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

KAUST Repository

Karlsson, Peer Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

2015-01-01

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system
On the group approximation errors in description of neutron slowing-down at large distances from a source. Diffusion approach

International Nuclear Information System (INIS)

Kulakovskij, M.Ya.; Savitskij, V.I.

1981-01-01

The errors of multigroup calculating the neutron flux spatial and energy distribution in the fast reactor shield caused by using group and age approximations are considered. It is shown that at small distances from a source the age theory rather well describes the distribution of the slowing-down density. With the distance increase the age approximation leads to underestimating the neutron fluxes, and the error quickly increases at that. At small distances from the source (up to 15 lengths of free path in graphite) the multigroup diffusion approximation describes the distribution of slowing down density quite satisfactorily and at that the results almost do not depend on the number of groups. With the distance increase the multigroup diffusion calculations lead to considerable overestimating of the slowing-down density. The conclusion is drawn that the group approximation proper errors are opposite in sign to the error introduced by the age approximation and to some extent compensate each other
Minimization of the effect of errors in approximate radiation view factors

International Nuclear Information System (INIS)

Clarksean, R.; Solbrig, C.

1993-01-01

The maximum temperature of irradiated fuel rods in storage containers was investigated taking credit only for radiation heat transfer. Estimating view factors is often easy but in many references the emphasis is placed on calculating the quadruple integrals exactly. Selecting different view factors in the view factor matrix as independent, yield somewhat different view factor matrices. In this study ten to twenty percent error in view factors produced small errors in the temperature which are well within the uncertainty due to the surface emissivities uncertainty. However, the enclosure and reciprocity principles must be strictly observed or large errors in the temperatures and wall heat flux were observed (up to a factor of 3). More than just being an aid for calculating the dependent view factors, satisfying these principles, particularly reciprocity, is more important than the calculation accuracy of the view factors. Comparison to experiment showed that the result of the radiation calculation was definitely conservative as desired in spite of the approximations to the view factors
Parametric modelling of nonstationary platform deck motions

Digital Repository Service at National Institute of Oceanography (India)

Mandal, S.

with fast Fourier transform spectra and show good agreement. However, the higher order maximum entropy model can be used for better representation of nonstationary motions. This method also reduces long time series of nonstationary offshore data into a few...
Capacitor Mismatch Error Cancellation Technique for a Successive Approximation A/D Converter

DEFF Research Database (Denmark)

Zheng, Zhiliang; Moon, Un-Ku; Steensgaard-Madsen, Jesper

1999-01-01

An error cancellation technique is described for suppressing capacitor mismatch in a successive approximation A/D converter. At the cost of a 50% increase in conversion time, the first-order capacitor mismatch error is cancelled. Methods for achieving top-plate parasitic insensitive operation...... are described, and the use of a gain- and offset-compensated opamp is explained. SWITCAP simulation results show that the proposed 16-bit SAR ADC can achieve an SNDR of over 91 dB under non-ideal conditions, including 1% 3 sigma nominal capacitor mismatch, 10-20% randomized parasitic capacitors, 66 dB opamp...
An Integrated Real-Time Beamforming and Postfiltering System for Nonstationary Noise Environments

Directory of Open Access Journals (Sweden)

Gannot Sharon

2003-01-01

Full Text Available We present a novel approach for real-time multichannel speech enhancement in environments of nonstationary noise and time-varying acoustical transfer functions (ATFs. The proposed system integrates adaptive beamforming, ATF identification, soft signal detection, and multichannel postfiltering. The noise canceller branch of the beamformer and the ATF identification are adaptively updated online, based on hypothesis test results. The noise canceller is updated only during stationary noise frames, and the ATF identification is carried out only when desired source components have been detected. The hypothesis testing is based on the nonstationarity of the signals and the transient power ratio between the beamformer primary output and its reference noise signals. Following the beamforming and the hypothesis testing, estimates for the signal presence probability and for the noise power spectral density are derived. Subsequently, an optimal spectral gain function that minimizes the mean square error of the log-spectral amplitude (LSA is applied. Experimental results demonstrate the usefulness of the proposed system in nonstationary noise environments.
Computable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients

KAUST Repository

Hall, Eric; Haakon, Hoel; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

2016-01-01

lognormal diffusion coefficients with H´ older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible

-Error Estimates of the Extrapolated Crank-Nicolson Discontinuous Galerkin Approximations for Nonlinear Sobolev Equations

Directory of Open Access Journals (Sweden)

Lee HyunYoung

2010-01-01

Full Text Available We analyze discontinuous Galerkin methods with penalty terms, namely, symmetric interior penalty Galerkin methods, to solve nonlinear Sobolev equations. We construct finite element spaces on which we develop fully discrete approximations using extrapolated Crank-Nicolson method. We adopt an appropriate elliptic-type projection, which leads to optimal error estimates of discontinuous Galerkin approximations in both spatial direction and temporal direction.
Nucleation theory - Is replacement free energy needed?. [error analysis of capillary approximation

Science.gov (United States)

Doremus, R. H.

1982-01-01

It has been suggested that the classical theory of nucleation of liquid from its vapor as developed by Volmer and Weber (1926) needs modification with a factor referred to as the replacement free energy and that the capillary approximation underlying the classical theory is in error. Here, the classical nucleation equation is derived from fluctuation theory, Gibb's result for the reversible work to form a critical nucleus, and the rate of collision of gas molecules with a surface. The capillary approximation is not used in the derivation. The chemical potential of small drops is then considered, and it is shown that the capillary approximation can be derived from thermodynamic equations. The results show that no corrections to Volmer's equation are needed.
Nonstationary quantum mechanics

International Nuclear Information System (INIS)

Todorov, N.S.

1981-01-01

Some peculiarities of the results of nonstationary perturbation theory in the presence of a degenerate continuous energy spectrum are considered. Their relevance to the ideology of the preceding articles in this series is discussed. (author)
Damping Identification of Bridges Under Nonstationary Ambient Vibration

Directory of Open Access Journals (Sweden)

Sunjoong Kim

2017-12-01

Full Text Available This research focuses on identifying the damping ratio of bridges using nonstationary ambient vibration data. The damping ratios of bridges in service have generally been identified using operational modal analysis (OMA based on a stationary white noise assumption for input signals. However, most bridges are generally subjected to nonstationary excitations while in service, and this violation of the basic assumption can lead to uncertainties in damping identification. To deal with nonstationarity, an amplitude-modulating function was calculated from measured responses to eliminate global trends caused by nonstationary input. A natural excitation technique (NExT-eigensystem realization algorithm (ERA was applied to estimate the damping ratio for a stationarized process. To improve the accuracy of OMA-based damping estimates, a comparative analysis was performed between an extracted stationary process and nonstationary data to assess the effect of eliminating nonstationarity. The mean value and standard deviation of the damping ratio for the first vertical mode decreased after signal stationarization. Keywords: Damping, Operational modal analysis, Traffic-induced vibration, Nonstationary, Signal stationarization, Amplitude-modulating, Bridge, Cable-stayed, Suspension
Local polynomial Whittle estimation covering non-stationary fractional processes

DEFF Research Database (Denmark)

Nielsen, Frank

to the non-stationary region. By approximating the short-run component of the spectrum by a polynomial, instead of a constant, in a shrinking neighborhood of zero we alleviate some of the bias that the classical local Whittle estimators is prone to. This bias reduction comes at a cost as the variance is in...... study illustrates the performance of the proposed estimator compared to the classical local Whittle estimator and the local polynomial Whittle estimator. The empirical justi.cation of the proposed estimator is shown through an analysis of credit spreads....
Nonstationary statistical theory for multipactor

International Nuclear Information System (INIS)

Anza, S.; Vicente, C.; Gil, J.; Boria, V. E.; Gimeno, B.; Raboso, D.

2010-01-01

This work presents a new and general approach to the real dynamics of the multipactor process: the nonstationary statistical multipactor theory. The nonstationary theory removes the stationarity assumption of the classical theory and, as a consequence, it is able to adequately model electron exponential growth as well as absorption processes, above and below the multipactor breakdown level. In addition, it considers both double-surface and single-surface interactions constituting a full framework for nonresonant polyphase multipactor analysis. This work formulates the new theory and validates it with numerical and experimental results with excellent agreement.
Enhanced tunneling through nonstationary barriers

International Nuclear Information System (INIS)

Palomares-Baez, J. P.; Rodriguez-Lopez, J. L.; Ivlev, B.

2007-01-01

Quantum tunneling through a nonstationary barrier is studied analytically and by a direct numerical solution of Schroedinger equation. Both methods are in agreement and say that the main features of the phenomenon can be described in terms of classical trajectories which are solutions of Newton's equation in complex time. The probability of tunneling is governed by analytical properties of a time-dependent perturbation and the classical trajectory in the plane of complex time. Some preliminary numerical calculations of Euclidean resonance (an easy penetration through a classical nonstationary barrier due to an underbarrier interference) are presented
Wavelet analysis for nonstationary signals

International Nuclear Information System (INIS)

Penha, Rosani Maria Libardi da

1999-01-01

Mechanical vibration signals play an important role in anomalies identification resulting of equipment malfunctioning. Traditionally, Fourier spectral analysis is used where the signals are assumed to be stationary. However, occasional transient impulses and start-up process are examples of nonstationary signals that can be found in mechanical vibrations. These signals can provide important information about the equipment condition, as early fault detection. The Fourier analysis can not adequately be applied to nonstationary signals because the results provide data about the frequency composition averaged over the duration of the signal. In this work, two methods for nonstationary signal analysis are used: Short Time Fourier Transform (STFT) and wavelet transform. The STFT is a method of adapting Fourier spectral analysis for nonstationary application to time-frequency domain. To have a unique resolution throughout the entire time-frequency domain is its main limitation. The wavelet transform is a new analysis technique suitable to nonstationary signals, which handles the STFT drawbacks, providing multi-resolution frequency analysis and time localization in a unique time-scale graphic. The multiple frequency resolutions are obtained by scaling (dilatation/compression) the wavelet function. A comparison of the conventional Fourier transform, STFT and wavelet transform is made applying these techniques to: simulated signals, arrangement rotor rig vibration signal and rotate machine vibration signal Hanning window was used to STFT analysis. Daubechies and harmonic wavelets were used to continuos, discrete and multi-resolution wavelet analysis. The results show the Fourier analysis was not able to detect changes in the signal frequencies or discontinuities. The STFT analysis detected the changes in the signal frequencies, but with time-frequency resolution problems. The wavelet continuos and discrete transform demonstrated to be a high efficient tool to detect
Wavelet-Based Methodology for Evolutionary Spectra Estimation of Nonstationary Typhoon Processes

Directory of Open Access Journals (Sweden)

Guang-Dong Zhou

2015-01-01

Full Text Available Closed-form expressions are proposed to estimate the evolutionary power spectral density (EPSD of nonstationary typhoon processes by employing the wavelet transform. Relying on the definition of the EPSD and the concept of the wavelet transform, wavelet coefficients of a nonstationary typhoon process at a certain time instant are interpreted as the Fourier transform of a new nonstationary oscillatory process, whose modulating function is equal to the modulating function of the nonstationary typhoon process multiplied by the wavelet function in time domain. Then, the EPSD of nonstationary typhoon processes is deduced in a closed form and is formulated as a weighted sum of the squared moduli of time-dependent wavelet functions. The weighted coefficients are frequency-dependent functions defined by the wavelet coefficients of the nonstationary typhoon process and the overlapping area of two shifted wavelets. Compared with the EPSD, defined by a sum of the squared moduli of the wavelets in frequency domain in literature, this paper provides an EPSD estimation method in time domain. The theoretical results are verified by uniformly modulated nonstationary typhoon processes and non-uniformly modulated nonstationary typhoon processes.
An A Posteriori Error Analysis of Mixed Finite Element Galerkin Approximations to Second Order Linear Parabolic Problems

KAUST Repository

Memon, Sajid; Nataraj, Neela; Pani, Amiya Kumar

2012-01-01

In this article, a posteriori error estimates are derived for mixed finite element Galerkin approximations to second order linear parabolic initial and boundary value problems. Using mixed elliptic reconstructions, a posteriori error estimates in L∞(L2)- and L2(L2)-norms for the solution as well as its flux are proved for the semidiscrete scheme. Finally, based on a backward Euler method, a completely discrete scheme is analyzed and a posteriori error bounds are derived, which improves upon earlier results on a posteriori estimates of mixed finite element approximations to parabolic problems. Results of numerical experiments verifying the efficiency of the estimators have also been provided. © 2012 Society for Industrial and Applied Mathematics.
Nonstationary stochastic charge fluctuations of a dust particle in plasmas.

Science.gov (United States)

Shotorban, B

2011-06-01

Stochastic charge fluctuations of a dust particle that are due to discreteness of electrons and ions in plasmas can be described by a one-step process master equation [T. Matsoukas and M. Russell, J. Appl. Phys. 77, 4285 (1995)] with no exact solution. In the present work, using the system size expansion method of Van Kampen along with the linear noise approximation, a Fokker-Planck equation with an exact Gaussian solution is developed by expanding the master equation. The Gaussian solution has time-dependent mean and variance governed by two ordinary differential equations modeling the nonstationary process of dust particle charging. The model is tested via the comparison of its results to the results obtained by solving the master equation numerically. The electron and ion currents are calculated through the orbital motion limited theory. At various times of the nonstationary process of charging, the model results are in a very good agreement with the master equation results. The deviation is more significant when the standard deviation of the charge is comparable to the mean charge in magnitude.
The Influence of Gaussian Signaling Approximation on Error Performance in Cellular Networks

KAUST Repository

Afify, Laila H.; Elsawy, Hesham; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2015-01-01

Stochastic geometry analysis for cellular networks is mostly limited to outage probability and ergodic rate, which abstracts many important wireless communication aspects. Recently, a novel technique based on the Equivalent-in-Distribution (EiD) approach is proposed to extend the analysis to capture these metrics and analyze bit error probability (BEP) and symbol error probability (SEP). However, the EiD approach considerably increases the complexity of the analysis. In this paper, we propose an approximate yet accurate framework, that is also able to capture fine wireless communication details similar to the EiD approach, but with simpler analysis. The proposed methodology is verified against the exact EiD analysis in both downlink and uplink cellular networks scenarios.
The Influence of Gaussian Signaling Approximation on Error Performance in Cellular Networks

KAUST Repository

Afify, Laila H.

2015-08-18

Stochastic geometry analysis for cellular networks is mostly limited to outage probability and ergodic rate, which abstracts many important wireless communication aspects. Recently, a novel technique based on the Equivalent-in-Distribution (EiD) approach is proposed to extend the analysis to capture these metrics and analyze bit error probability (BEP) and symbol error probability (SEP). However, the EiD approach considerably increases the complexity of the analysis. In this paper, we propose an approximate yet accurate framework, that is also able to capture fine wireless communication details similar to the EiD approach, but with simpler analysis. The proposed methodology is verified against the exact EiD analysis in both downlink and uplink cellular networks scenarios.
Sparse Bayesian Learning for Nonstationary Data Sources

Science.gov (United States)

Fujimaki, Ryohei; Yairi, Takehisa; Machida, Kazuo

This paper proposes an online Sparse Bayesian Learning (SBL) algorithm for modeling nonstationary data sources. Although most learning algorithms implicitly assume that a data source does not change over time (stationary), one in the real world usually does due to such various factors as dynamically changing environments, device degradation, sudden failures, etc (nonstationary). The proposed algorithm can be made useable for stationary online SBL by setting time decay parameters to zero, and as such it can be interpreted as a single unified framework for online SBL for use with stationary and nonstationary data sources. Tests both on four types of benchmark problems and on actual stock price data have shown it to perform well.
Direct estimation and correction of bias from temporally variable non-stationary noise in a channelized Hotelling model observer.

Science.gov (United States)

Fetterly, Kenneth A; Favazza, Christopher P

2016-08-07

Channelized Hotelling model observer (CHO) methods were developed to assess performance of an x-ray angiography system. The analytical methods included correction for known bias error due to finite sampling. Detectability indices ([Formula: see text]) corresponding to disk-shaped objects with diameters in the range 0.5-4 mm were calculated. Application of the CHO for variable detector target dose (DTD) in the range 6-240 nGy frame(-1) resulted in [Formula: see text] estimates which were as much as 2.9× greater than expected of a quantum limited system. Over-estimation of [Formula: see text] was presumed to be a result of bias error due to temporally variable non-stationary noise. Statistical theory which allows for independent contributions of 'signal' from a test object (o) and temporally variable non-stationary noise (ns) was developed. The theory demonstrates that the biased [Formula: see text] is the sum of the detectability indices associated with the test object [Formula: see text] and non-stationary noise ([Formula: see text]). Given the nature of the imaging system and the experimental methods, [Formula: see text] cannot be directly determined independent of [Formula: see text]. However, methods to estimate [Formula: see text] independent of [Formula: see text] were developed. In accordance with the theory, [Formula: see text] was subtracted from experimental estimates of [Formula: see text], providing an unbiased estimate of [Formula: see text]. Estimates of [Formula: see text] exhibited trends consistent with expectations of an angiography system that is quantum limited for high DTD and compromised by detector electronic readout noise for low DTD conditions. Results suggest that these methods provide [Formula: see text] estimates which are accurate and precise for [Formula: see text]. Further, results demonstrated that the source of bias was detector electronic readout noise. In summary, this work presents theory and methods to test for the
Microwave Heating of a Liquid Stably Flowing in a Circular Channel Under the Conditions of Nonstationary Radiative-Convective Heat Transfer

Science.gov (United States)

Salomatov, V. V.; Puzyrev, E. M.; Salomatov, A. V.

2018-05-01

A class of nonlinear problems of nonstationary radiative-convective heat transfer under the microwave action with a small penetration depth is considered in a stabilized coolant flow in a circular channel. The solutions to these problems are obtained, using asymptotic procedures at the stages of nonstationary and stationary convective heat transfer on the heat-radiating channel surface. The nonstationary and stationary stages of the solution are matched, using the "longitudinal coordinate-time" characteristic. The approximate solutions constructed on such principles correlate reliably with the exact ones at the limiting values of the operation parameters, as well as with numerical and experimental data of other researchers. An important advantage of these solutions is that they allow the determination of the main regularities of the microwave and thermal radiation influence on convective heat transfer in a channel even before performing cumbersome calculations. It is shown that, irrespective of the heat exchange regime (nonstationary or stationary), the Nusselt number decreases and the rate of the surface temperature change increases with increase in the intensity of thermal action.
Symmetric approximations of the Navier-Stokes equations

International Nuclear Information System (INIS)

Kobel'kov, G M

2002-01-01

A new method for the symmetric approximation of the non-stationary Navier-Stokes equations by a Cauchy-Kovalevskaya-type system is proposed. Properties of the modified problem are studied. In particular, the convergence as ε→0 of the solutions of the modified problem to the solutions of the original problem on an infinite interval is established
First error bounds for the porous media approximation of the Poisson-Nernst-Planck equations

Energy Technology Data Exchange (ETDEWEB)

Schmuck, Markus [Imperial College, London (United Kingdom). Depts. of Chemical Engineering and Mathematics

2012-04-15

We study the well-accepted Poisson-Nernst-Planck equations modeling transport of charged particles. By formal multiscale expansions we rederive the porous media formulation obtained by two-scale convergence in [42, 43]. The main result is the derivation of the error which occurs after replacing a highly heterogeneous solid-electrolyte composite by a homogeneous one. The derived estimates show that the approximation errors for both, the ion densities quantified in L{sup 2}-norm and the electric potential measured in H{sup 1}-norm, are of order O(s{sup 1/2}). (orig.)
Piece-wise quadratic approximations of arbitrary error functions for fast and robust machine learning.

Science.gov (United States)

Gorban, A N; Mirkes, E M; Zinovyev, A

2016-12-01

Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and noisy data, the quadratic error functionals demonstrated many weaknesses including high sensitivity to contaminating factors and dimensionality curse. Therefore, a lot of recent applications in machine learning exploited properties of non-quadratic error functionals based on L 1 norm or even sub-linear potentials corresponding to quasinorms L p (0application of min-plus algebra. The approach can be applied in most of existing machine learning methods, including methods of data approximation and regularized and sparse regression, leading to the improvement in the computational cost/accuracy trade-off. We demonstrate that on synthetic and real-life datasets PQSQ-based machine learning methods achieve orders of magnitude faster computational performance than the corresponding state-of-the-art methods, having similar or better approximation accuracy. Copyright © 2016 Elsevier Ltd. All rights reserved.
A procedure for the significance testing of unmodeled errors in GNSS observations

Science.gov (United States)

Li, Bofeng; Zhang, Zhetao; Shen, Yunzhong; Yang, Ling

2018-01-01

It is a crucial task to establish a precise mathematical model for global navigation satellite system (GNSS) observations in precise positioning. Due to the spatiotemporal complexity of, and limited knowledge on, systematic errors in GNSS observations, some residual systematic errors would inevitably remain even after corrected with empirical model and parameterization. These residual systematic errors are referred to as unmodeled errors. However, most of the existing studies mainly focus on handling the systematic errors that can be properly modeled and then simply ignore the unmodeled errors that may actually exist. To further improve the accuracy and reliability of GNSS applications, such unmodeled errors must be handled especially when they are significant. Therefore, a very first question is how to statistically validate the significance of unmodeled errors. In this research, we will propose a procedure to examine the significance of these unmodeled errors by the combined use of the hypothesis tests. With this testing procedure, three components of unmodeled errors, i.e., the nonstationary signal, stationary signal and white noise, are identified. The procedure is tested by using simulated data and real BeiDou datasets with varying error sources. The results show that the unmodeled errors can be discriminated by our procedure with approximately 90% confidence. The efficiency of the proposed procedure is further reassured by applying the time-domain Allan variance analysis and frequency-domain fast Fourier transform. In summary, the spatiotemporally correlated unmodeled errors are commonly existent in GNSS observations and mainly governed by the residual atmospheric biases and multipath. Their patterns may also be impacted by the receiver.

Elastic-plastic response characteristics during frequency nonstationary waves

International Nuclear Information System (INIS)

Miyama, T.; Kanda, J.; Iwasaki, R.; Sunohara, H.

1987-01-01

The purpose of this paper is to study fundamental effects of the frequency nonstationarity on the inelastic responses. First, the inelastic response characteristics are examined by applying stationary waves. Then simple representation of nonstationary characteristics is considered to general nonstationary input. The effects for frequency nonstationary response are summarized for inelastic systems. The inelastic response characteristics under white noise and simple frequency nonstationary wave were investigated, and conclusions can be summarized as follows. 1) The maximum response values for both BL model and OO model corresponds fairly well with those estimated from the energy constant law, even when R is small. For the OO model, the maximum displacement response forms a unique curve except for very small R. 2) The plastic deformation for the BL model is affected by wide frequency components, as R decreases. The plastic deformation for the OO model can be determined from the last stiffness. 3). The inelastic response of the BL model is considerably affected by the frequency nonstationarity of the input motion, while the response is less affected by the nonstationarity for OO model. (orig./HP)
L2-Error Estimates of the Extrapolated Crank-Nicolson Discontinuous Galerkin Approximations for Nonlinear Sobolev Equations

Directory of Open Access Journals (Sweden)

Hyun Young Lee

2010-01-01

Full Text Available We analyze discontinuous Galerkin methods with penalty terms, namely, symmetric interior penalty Galerkin methods, to solve nonlinear Sobolev equations. We construct finite element spaces on which we develop fully discrete approximations using extrapolated Crank-Nicolson method. We adopt an appropriate elliptic-type projection, which leads to optimal ℓ∞(L2 error estimates of discontinuous Galerkin approximations in both spatial direction and temporal direction.
Analysis of stress and deformation in non-stationary creep

International Nuclear Information System (INIS)

Feijoo, R.A.; Taroco, E.; Guerreiro, J.N.C.

1980-12-01

A variational method and its algorithm are presented; they permit the analysis of stress and deformation in non-stationary creep. This algorithm is applied to an infinite cylinder submitted to an internal pressure. The solution obtained is compared with the solution of non-stationary creep problems [pt
Nonstationary oscillation of gyrotron backward wave oscillators with cylindrical interaction structure

International Nuclear Information System (INIS)

Chen, Shih-Hung; Chen, Liu

2013-01-01

The nonstationary oscillation of the gyrotron backward wave oscillator (gyro-BWO) with cylindrical interaction structure was studied utilizing both steady-state analyses and time-dependent simulations. Comparisons of the numerical results reveal that the gyro-BWO becomes nonstationary when the trailing field structure completely forms due to the dephasing energetic electrons. The backward propagation of radiated waves with a lower resonant frequency from the trailing field structure interferes with the main internal feedback loop, thereby inducing the nonstationary oscillation of the gyro-BWO. The nonstationary gyro-BWO exhibits the same spectral pattern of modulated oscillations with a constant frequency separation between the central frequency and sidebands throughout the whole system. The frequency separation is found to be scaled with the square root of the maximum field amplitude, thus further demonstrating that the nonstationary oscillation of the gyro-BWO is associated with the beam-wave resonance detuning
Error Estimates for Approximate Solutions of the Riccati Equation with Real or Complex Potentials

Science.gov (United States)

Finster, Felix; Smoller, Joel

2010-09-01

A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati equation. We explain the general strategy for applying these estimates and illustrate the method in typical examples, where the approximate solutions are obtained by gluing together WKB and Airy solutions of corresponding one-dimensional Schrödinger equations. Our method is motivated by, and has applications to, the analysis of linear wave equations in the geometry of a rotating black hole.
Stationary and non-stationary occurrences of miniature end plate potentials are well described as stationary and non-stationary Poisson processes in the mollusc Navanax inermis.

Science.gov (United States)

Cappell, M S; Spray, D C; Bennett, M V

1988-06-28

Protractor muscles in the gastropod mollusc Navanax inermis exhibit typical spontaneous miniature end plate potentials with mean amplitude 1.71 +/- 1.19 (standard deviation) mV. The evoked end plate potential is quantized, with a quantum equal to the miniature end plate potential amplitude. When their rate is stationary, occurrence of miniature end plate potentials is a random, Poisson process. When non-stationary, spontaneous miniature end plate potential occurrence is a non-stationary Poisson process, a Poisson process with the mean frequency changing with time. This extends the random Poisson model for miniature end plate potentials to the frequently observed non-stationary occurrence. Reported deviations from a Poisson process can sometimes be accounted for by the non-stationary Poisson process and more complex models, such as clustered release, are not always needed.
Fast Approximate Joint Diagonalization Incorporating Weight Matrices

Czech Academy of Sciences Publication Activity Database

Tichavský, Petr; Yeredor, A.

2009-01-01

Roč. 57, č. 3 (2009), s. 878-891 ISSN 1053-587X R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : autoregressive processes * blind source separation * nonstationary random processes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 2.212, year: 2009 http://library.utia.cas.cz/separaty/2009/SI/tichavsky-fast approximate joint diagonalization incorporating weight matrices.pdf
Likelihood inference for a nonstationary fractional autoregressive model

DEFF Research Database (Denmark)

Johansen, Søren; Ørregård Nielsen, Morten

2010-01-01

This paper discusses model-based inference in an autoregressive model for fractional processes which allows the process to be fractional of order d or d-b. Fractional differencing involves infinitely many past values and because we are interested in nonstationary processes we model the data X1......,...,X_{T} given the initial values X_{-n}, n=0,1,..., as is usually done. The initial values are not modeled but assumed to be bounded. This represents a considerable generalization relative to all previous work where it is assumed that initial values are zero. For the statistical analysis we assume...... the conditional Gaussian likelihood and for the probability analysis we also condition on initial values but assume that the errors in the autoregressive model are i.i.d. with suitable moment conditions. We analyze the conditional likelihood and its derivatives as stochastic processes in the parameters, including...
Comparison of nonstationary generalized logistic models based on Monte Carlo simulation

Directory of Open Access Journals (Sweden)

S. Kim

2015-06-01

Full Text Available Recently, the evidences of climate change have been observed in hydrologic data such as rainfall and flow data. The time-dependent characteristics of statistics in hydrologic data are widely defined as nonstationarity. Therefore, various nonstationary GEV and generalized Pareto models have been suggested for frequency analysis of nonstationary annual maximum and POT (peak-over-threshold data, respectively. However, the alternative models are required for nonstatinoary frequency analysis because of analyzing the complex characteristics of nonstationary data based on climate change. This study proposed the nonstationary generalized logistic model including time-dependent parameters. The parameters of proposed model are estimated using the method of maximum likelihood based on the Newton-Raphson method. In addition, the proposed model is compared by Monte Carlo simulation to investigate the characteristics of models and applicability.
Faster Simulation Methods for the Nonstationary Random Vibrations of Non-linear MDOF Systems

DEFF Research Database (Denmark)

Askar, A.; Köylüo, U.; Nielsen, Søren R.K.

1996-01-01

subject to nonstationary Gaussian white noise excitation, as an alternative to conventional direct simulation methods. These alternative simulation procedures rely on an assumption of local Gaussianity during each time step. This assumption is tantamount to various linearizations of the equations....... Such a treatment offers higher rates of convergence, faster speed and higher accuracy. These procedures are compared to the direct Monte Carlo simulation procedure, which uses a fourth order Runge-Kutta scheme with the white noise process approximated by a broad band Ruiz-Penzien broken line process...
Error due to unresolved scales in estimation problems for atmospheric data assimilation

Science.gov (United States)

Janjic, Tijana

The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only
Matérn-based nonstationary cross-covariance models for global processes

KAUST Repository

Jun, Mikyoung

2014-01-01

-covariance models, based on the Matérn covariance model class, that are suitable for describing prominent nonstationary characteristics of the global processes. In particular, we seek nonstationary versions of Matérn covariance models whose smoothness parameters
Correlation, Regression, and Cointegration of Nonstationary Economic Time Series

DEFF Research Database (Denmark)

Johansen, Søren

), and Phillips (1986) found the limit distributions. We propose to distinguish between empirical and population correlation coefficients and show in a bivariate autoregressive model for nonstationary variables that the empirical correlation and regression coefficients do not converge to the relevant population...... values, due to the trending nature of the data. We conclude by giving a simple cointegration analysis of two interests. The analysis illustrates that much more insight can be gained about the dynamic behavior of the nonstationary variables then simply by calculating a correlation coefficient......Yule (1926) introduced the concept of spurious or nonsense correlation, and showed by simulation that for some nonstationary processes, that the empirical correlations seem not to converge in probability even if the processes were independent. This was later discussed by Granger and Newbold (1974...
Sampling design optimisation for rainfall prediction using a non-stationary geostatistical model

Science.gov (United States)

Wadoux, Alexandre M. J.-C.; Brus, Dick J.; Rico-Ramirez, Miguel A.; Heuvelink, Gerard B. M.

2017-09-01

The accuracy of spatial predictions of rainfall by merging rain-gauge and radar data is partly determined by the sampling design of the rain-gauge network. Optimising the locations of the rain-gauges may increase the accuracy of the predictions. Existing spatial sampling design optimisation methods are based on minimisation of the spatially averaged prediction error variance under the assumption of intrinsic stationarity. Over the past years, substantial progress has been made to deal with non-stationary spatial processes in kriging. Various well-documented geostatistical models relax the assumption of stationarity in the mean, while recent studies show the importance of considering non-stationarity in the variance for environmental processes occurring in complex landscapes. We optimised the sampling locations of rain-gauges using an extension of the Kriging with External Drift (KED) model for prediction of rainfall fields. The model incorporates both non-stationarity in the mean and in the variance, which are modelled as functions of external covariates such as radar imagery, distance to radar station and radar beam blockage. Spatial predictions are made repeatedly over time, each time recalibrating the model. The space-time averaged KED variance was minimised by Spatial Simulated Annealing (SSA). The methodology was tested using a case study predicting daily rainfall in the north of England for a one-year period. Results show that (i) the proposed non-stationary variance model outperforms the stationary variance model, and (ii) a small but significant decrease of the rainfall prediction error variance is obtained with the optimised rain-gauge network. In particular, it pays off to place rain-gauges at locations where the radar imagery is inaccurate, while keeping the distribution over the study area sufficiently uniform.
Practical error estimates for Reynolds' lubrication approximation and its higher order corrections

Energy Technology Data Exchange (ETDEWEB)

Wilkening, Jon

2008-12-10

Reynolds lubrication approximation is used extensively to study flows between moving machine parts, in narrow channels, and in thin films. The solution of Reynolds equation may be thought of as the zeroth order term in an expansion of the solution of the Stokes equations in powers of the aspect ratio {var_epsilon} of the domain. In this paper, we show how to compute the terms in this expansion to arbitrary order on a two-dimensional, x-periodic domain and derive rigorous, a-priori error bounds for the difference between the exact solution and the truncated expansion solution. Unlike previous studies of this sort, the constants in our error bounds are either independent of the function h(x) describing the geometry, or depend on h and its derivatives in an explicit, intuitive way. Specifically, if the expansion is truncated at order 2k, the error is O({var_epsilon}{sup 2k+2}) and h enters into the error bound only through its first and third inverse moments {integral}{sub 0}{sup 1} h(x){sup -m} dx, m = 1,3 and via the max norms {parallel} 1/{ell}! h{sup {ell}-1}{partial_derivative}{sub x}{sup {ell}}h{parallel}{sub {infinity}}, 1 {le} {ell} {le} 2k + 2. We validate our estimates by comparing with finite element solutions and present numerical evidence that suggests that even when h is real analytic and periodic, the expansion solution forms an asymptotic series rather than a convergent series.
Nonstationary quantum mechanics

International Nuclear Information System (INIS)

Todorov, N.S.

1981-01-01

It is shown that the nonstationary Schroedinger equation does not satisfy a well-known adiabatical principle in thermodynamics. A ''renormalization procedure'' based on the possible existence of a time-irreversible basic evolution equation is proposed with the help of which one comes to agreement in a variety of specific cases of an adiabatic inclusion of a perturbing potential. The ideology of the present article rests essentially on the ideology of the preceding articles, in particular article I. (author)
Joint High-Order Synchrosqueezing Transform and Multi-Taper Empirical Wavelet Transform for Fault Diagnosis of Wind Turbine Planetary Gearbox under Nonstationary Conditions

Directory of Open Access Journals (Sweden)

Yue Hu

2018-01-01

Full Text Available Wind turbines usually operate under nonstationary conditions, such as wide-range speed fluctuation and time-varying load. Its critical component, the planetary gearbox, is prone to malfunction or failure, which leads to downtime and repair costs. Therefore, fault diagnosis and condition monitoring for the planetary gearbox in wind turbines is a vital research topic. Meanwhile, the signals measured by the vibration sensors mounted in the gearbox exhibit time-varying and nonstationary features. In this study, a novel time-frequency method based on high-order synchrosqueezing transform (SST and multi-taper empirical wavelet transform (MTEWT is proposed for the wind turbine planetary gearbox under nonstationary conditions. The high-order SST uses accurate instantaneous frequency approximations to obtain a sharper time-frequency representation (TFR. As the acquired signal consists of many components, like the meshing and rotating components of the gear and bearing, the fault component may be masked by other unrelated components. The MTEWT is used to separate the fault feature from the masking components. A variety of experimental signals of the wind turbine planetary gearbox under nonstationary conditions have been analyzed to demonstrate the effectiveness and robustness of the proposed method. Results show that the proposed method is effective in diagnosing both gear and bearing faults.
Joint High-Order Synchrosqueezing Transform and Multi-Taper Empirical Wavelet Transform for Fault Diagnosis of Wind Turbine Planetary Gearbox under Nonstationary Conditions.

Science.gov (United States)

Hu, Yue; Tu, Xiaotong; Li, Fucai; Meng, Guang

2018-01-07

Wind turbines usually operate under nonstationary conditions, such as wide-range speed fluctuation and time-varying load. Its critical component, the planetary gearbox, is prone to malfunction or failure, which leads to downtime and repair costs. Therefore, fault diagnosis and condition monitoring for the planetary gearbox in wind turbines is a vital research topic. Meanwhile, the signals measured by the vibration sensors mounted in the gearbox exhibit time-varying and nonstationary features. In this study, a novel time-frequency method based on high-order synchrosqueezing transform (SST) and multi-taper empirical wavelet transform (MTEWT) is proposed for the wind turbine planetary gearbox under nonstationary conditions. The high-order SST uses accurate instantaneous frequency approximations to obtain a sharper time-frequency representation (TFR). As the acquired signal consists of many components, like the meshing and rotating components of the gear and bearing, the fault component may be masked by other unrelated components. The MTEWT is used to separate the fault feature from the masking components. A variety of experimental signals of the wind turbine planetary gearbox under nonstationary conditions have been analyzed to demonstrate the effectiveness and robustness of the proposed method. Results show that the proposed method is effective in diagnosing both gear and bearing faults.
Nonstationary Hydrological Frequency Analysis: Theoretical Methods and Application Challenges

Science.gov (United States)

Xiong, L.

2014-12-01

Because of its great implications in the design and operation of hydraulic structures under changing environments (either climate change or anthropogenic changes), nonstationary hydrological frequency analysis has become so important and essential. Two important achievements have been made in methods. Without adhering to the consistency assumption in the traditional hydrological frequency analysis, the time-varying probability distribution of any hydrological variable can be established by linking the distribution parameters to some covariates such as time or physical variables with the help of some powerful tools like the Generalized Additive Model of Location, Scale and Shape (GAMLSS). With the help of copulas, the multivariate nonstationary hydrological frequency analysis has also become feasible. However, applications of the nonstationary hydrological frequency formula to the design and operation of hydraulic structures for coping with the impacts of changing environments in practice is still faced with many challenges. First, the nonstationary hydrological frequency formulae with time as covariate could only be extrapolated for a very short time period beyond the latest observation time, because such kind of formulae is not physically constrained and the extrapolated outcomes could be unrealistic. There are two physically reasonable methods that can be used for changing environments, one is to directly link the quantiles or the distribution parameters to some measureable physical factors, and the other is to use the derived probability distributions based on hydrological processes. However, both methods are with a certain degree of uncertainty. For the design and operation of hydraulic structures under changing environments, it is recommended that design results of both stationary and nonstationary methods be presented together and compared with each other, to help us understand the potential risks of each method.
Non-stationary (13)C-metabolic flux ratio analysis.

Science.gov (United States)

Hörl, Manuel; Schnidder, Julian; Sauer, Uwe; Zamboni, Nicola

2013-12-01

(13)C-metabolic flux analysis ((13)C-MFA) has become a key method for metabolic engineering and systems biology. In the most common methodology, fluxes are calculated by global isotopomer balancing and iterative fitting to stationary (13)C-labeling data. This approach requires a closed carbon balance, long-lasting metabolic steady state, and the detection of (13)C-patterns in a large number of metabolites. These restrictions mostly reduced the application of (13)C-MFA to the central carbon metabolism of well-studied model organisms grown in minimal media with a single carbon source. Here we introduce non-stationary (13)C-metabolic flux ratio analysis as a novel method for (13)C-MFA to allow estimating local, relative fluxes from ultra-short (13)C-labeling experiments and without the need for global isotopomer balancing. The approach relies on the acquisition of non-stationary (13)C-labeling data exclusively for metabolites in the proximity of a node of converging fluxes and a local parameter estimation with a system of ordinary differential equations. We developed a generalized workflow that takes into account reaction types and the availability of mass spectrometric data on molecular ions or fragments for data processing, modeling, parameter and error estimation. We demonstrated the approach by analyzing three key nodes of converging fluxes in central metabolism of Bacillus subtilis. We obtained flux estimates that are in agreement with published results obtained from steady state experiments, but reduced the duration of the necessary (13)C-labeling experiment to less than a minute. These results show that our strategy enables to formally estimate relative pathway fluxes on extremely short time scale, neglecting cellular carbon balancing. Hence this approach paves the road to targeted (13)C-MFA in dynamic systems with multiple carbon sources and towards rich media. © 2013 Wiley Periodicals, Inc.

Faster Simulation Methods for the Non-Stationary Random Vibrations of Non-Linear MDOF Systems

DEFF Research Database (Denmark)

Askar, A.; Köylüoglu, H. U.; Nielsen, Søren R. K.

subject to nonstationary Gaussian white noise excitation, as an alternative to conventional direct simulation methods. These alternative simulation procedures rely on an assumption of local Gaussianity during each time step. This assumption is tantamount to various linearizations of the equations....... Such a treatment offers higher rates of convergence, faster speed and higher accuracy. These procedures are compared to the direct Monte Carlo simulation procedure, which uses a fourth order Runge-Kutta scheme with the white noise process approximated by a broad band Ruiz-Penzien broken line process...
System identification through nonstationary data using Time-Frequency Blind Source Separation

Science.gov (United States)

Guo, Yanlin; Kareem, Ahsan

2016-06-01

Classical output-only system identification (SI) methods are based on the assumption of stationarity of the system response. However, measured response of buildings and bridges is usually non-stationary due to strong winds (e.g. typhoon, and thunder storm etc.), earthquakes and time-varying vehicle motions. Accordingly, the response data may have time-varying frequency contents and/or overlapping of modal frequencies due to non-stationary colored excitation. This renders traditional methods problematic for modal separation and identification. To address these challenges, a new SI technique based on Time-Frequency Blind Source Separation (TFBSS) is proposed. By selectively utilizing "effective" information in local regions of the time-frequency plane, where only one mode contributes to energy, the proposed technique can successfully identify mode shapes and recover modal responses from the non-stationary response where the traditional SI methods often encounter difficulties. This technique can also handle response with closely spaced modes which is a well-known challenge for the identification of large-scale structures. Based on the separated modal responses, frequency and damping can be easily identified using SI methods based on a single degree of freedom (SDOF) system. In addition to the exclusive advantage of handling non-stationary data and closely spaced modes, the proposed technique also benefits from the absence of the end effects and low sensitivity to noise in modal separation. The efficacy of the proposed technique is demonstrated using several simulation based studies, and compared to the popular Second-Order Blind Identification (SOBI) scheme. It is also noted that even some non-stationary response data can be analyzed by the stationary method SOBI. This paper also delineates non-stationary cases where SOBI and the proposed scheme perform comparably and highlights cases where the proposed approach is more advantageous. Finally, the performance of the
The calculation of average error probability in a digital fibre optical communication system

Science.gov (United States)

Rugemalira, R. A. M.

1980-03-01

This paper deals with the problem of determining the average error probability in a digital fibre optical communication system, in the presence of message dependent inhomogeneous non-stationary shot noise, additive Gaussian noise and intersymbol interference. A zero-forcing equalization receiver filter is considered. Three techniques for error rate evaluation are compared. The Chernoff bound and the Gram-Charlier series expansion methods are compared to the characteristic function technique. The latter predicts a higher receiver sensitivity
Non-stationary condition monitoring through event alignment

DEFF Research Database (Denmark)

Pontoppidan, Niels Henrik; Larsen, Jan

2004-01-01

We present an event alignment framework which enables change detection in non-stationary signals. change detection. Classical condition monitoring frameworks have been restrained to laboratory settings with stationary operating conditions, which are not resembling real world operation....... In this paper we apply the technique for non-stationary condition monitoring of large diesel engines based on acoustical emission sensor signals. The performance of the event alignment is analyzed in an unsupervised probabilistic detection framework based on outlier detection with either Principal Component...... Analysis or Gaussian Processes modeling. We are especially interested in the true performance of the condition monitoring performance with mixed aligned and unaligned data, e.g. detection of fault condition of unaligned examples versus false alarms of aligned normal condition data. Further, we expect...
Correlation, regression, and cointegration of nonstationary economic time series

DEFF Research Database (Denmark)

Johansen, Søren

Yule (1926) introduced the concept of spurious or nonsense correlation, and showed by simulation that for some nonstationary processes, that the empirical correlations seem not to converge in probability even if the processes were independent. This was later discussed by Granger and Newbold (1974......), and Phillips (1986) found the limit distributions. We propose to distinguish between empirical and population correlation coeffients and show in a bivariate autoregressive model for nonstationary variables that the empirical correlation and regression coe¢ cients do not converge to the relevant population...
Non-stationary Markov chains

OpenAIRE

Mallak, Saed

1996-01-01

Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, 1996. Thesis (Master's) -- Bilkent University, 1996. Includes bibliographical references leaves leaf 29 In thi.s work, we studierl the Ergodicilv of Non-Stationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this sec|uence is an Ergodic Markov chain, then the limit of the combination ...
Non-stationary dynamics of climate variability in synchronous influenza epidemics in Japan

Science.gov (United States)

Onozuka, Daisuke; Hagihara, Akihito

2015-09-01

Seasonal variation in the incidence of influenza is widely assumed. However, few studies have examined non-stationary relationships between global climate factors and influenza epidemics. We examined the monthly incidence of influenza in Fukuoka, Japan, from 2000 to 2012 using cross-wavelet coherency analysis to assess the patterns of associations between indices for the Indian Ocean Dipole (IOD) and El Niño Southern Oscillation (ENSO). The monthly incidence of influenza showed cycles of 1 year with the IOD and 2 years with ENSO indices (Multivariate, Niño 4, and Niño 3.4). These associations were non-stationary and appeared to have major influences on the synchrony of influenza epidemics. Our study provides quantitative evidence that non-stationary associations have major influences on synchrony between the monthly incidence of influenza and the dynamics of the IOD and ENSO. Our results call for the consideration of non-stationary patterns of association between influenza cases and climatic factors in early warning systems.
Nonstationary ARCH and GARCH with t-distributed Innovations

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

Consistency and asymptotic normality are established for the maximum likelihood estimators in the nonstationary ARCH and GARCH models with general t-distributed innovations. The results hold for joint estimation of (G)ARCH effects and the degrees of freedom parameter parametrizing the t-distribut......Consistency and asymptotic normality are established for the maximum likelihood estimators in the nonstationary ARCH and GARCH models with general t-distributed innovations. The results hold for joint estimation of (G)ARCH effects and the degrees of freedom parameter parametrizing the t......-distribution. With T denoting sample size, classic square-root T-convergence is shown to hold with closed form expressions for the multivariate covariances....
Non-stationary flow of hydraulic oil in long pipe

Directory of Open Access Journals (Sweden)

Hružík Lumír

2014-03-01

Full Text Available The paper deals with experimental evaluation and numerical simulation of non-stationary flow of hydraulic oil in a long hydraulic line. Non-stationary flow is caused by a quick closing of valves at the beginning and the end of the pipe. Time dependence of pressure is measured by means of pressure sensors at the beginning and the end of the pipe. A mathematical model of a given circuit is created using Matlab SimHydraulics software. The long line is simulated by means of segmented pipe. The simulation is verified by experiment.
Analyzing nonstationary financial time series via hilbert-huang transform (HHT)

Science.gov (United States)

Huang, Norden E. (Inventor)

2008-01-01

An apparatus, computer program product and method of analyzing non-stationary time varying phenomena. A representation of a non-stationary time varying phenomenon is recursively sifted using Empirical Mode Decomposition (EMD) to extract intrinsic mode functions (IMFs). The representation is filtered to extract intrinsic trends by combining a number of IMFs. The intrinsic trend is inherent in the data and identifies an IMF indicating the variability of the phenomena. The trend also may be used to detrend the data.
Errors induced by different approximations in handling horizontal atmospheric inhomogeneities in MIPAS/ENVISAT retrievals

Directory of Open Access Journals (Sweden)

E. Castelli

2016-11-01

Full Text Available MIPAS (Michelson Interferometer for Passive Atmospheric Sounding is a mid-infrared limb emission sounder that operated on board the polar satellite ENVISAT from 2002 to 2012. The retrieval algorithm used by the European Space Agency to process MIPAS measurements exploits the assumption that the atmosphere is horizontally homogeneous. However, previous studies highlighted how this assumption causes significant errors on the retrieved profiles of some MIPAS target species.In this paper we quantify the errors induced by this assumption and evaluate the performances of three different algorithms that can be used to mitigate the problem. We generate synthetic observations with a high spatial resolution atmospheric model and carry out the retrievals with four alternative methods. The first assumes horizontal homogeneity (1-D retrieval, the second includes a model of the horizontal gradient of atmospheric temperature (1-D plus temperature gradient retrieval, the third accounts for an horizontal gradient of temperature and composition (1-D plus temperature and composition gradient retrieval, while the fourth is the full two-dimensional (2-D inversion approach.Our results highlight that the 1-D retrieval implies errors that are significant for averages of profiles. Furthermore, for some targets (e.g. T, CH4 and N2O below 10 hPa the error induced by the 1-D approximation also becomes visible in the individual retrieved profiles. The inclusion of any kind of horizontal variability model improves all the targets with respect to the horizontal homogeneity assumption. For temperature, HNO3 and CFC-11, the inclusion of an horizontal temperature gradient leads to a significant reduction of the error. For other targets, such as H2O, O3, N2O, CH4, the improvements due to the inclusion of an horizontal temperature gradient are minor. In these cases, the inclusion of a gradient in the target volume mixing ratio leads to significant improvements. Among all the
Modeling coherent errors in quantum error correction

Science.gov (United States)

Greenbaum, Daniel; Dutton, Zachary

2018-01-01

Analysis of quantum error correcting codes is typically done using a stochastic, Pauli channel error model for describing the noise on physical qubits. However, it was recently found that coherent errors (systematic rotations) on physical data qubits result in both physical and logical error rates that differ significantly from those predicted by a Pauli model. Here we examine the accuracy of the Pauli approximation for noise containing coherent errors (characterized by a rotation angle ɛ) under the repetition code. We derive an analytic expression for the logical error channel as a function of arbitrary code distance d and concatenation level n, in the small error limit. We find that coherent physical errors result in logical errors that are partially coherent and therefore non-Pauli. However, the coherent part of the logical error is negligible at fewer than {ε }-({dn-1)} error correction cycles when the decoder is optimized for independent Pauli errors, thus providing a regime of validity for the Pauli approximation. Above this number of correction cycles, the persistent coherent logical error will cause logical failure more quickly than the Pauli model would predict, and this may need to be combated with coherent suppression methods at the physical level or larger codes.
Detection of Partial Demagnetization Fault in PMSMs Operating under Nonstationary Conditions

DEFF Research Database (Denmark)

Wang, Chao; Delgado Prieto, Miguel; Romeral, Luis

2016-01-01

Demagnetization fault detection of in-service Permanent Magnet Synchronous Machines (PMSMs) is a challenging task because most PMSMs operate under nonstationary circumstances in industrial applications. A novel approach based on tracking characteristic orders of stator current using Vold-Kalman F......Demagnetization fault detection of in-service Permanent Magnet Synchronous Machines (PMSMs) is a challenging task because most PMSMs operate under nonstationary circumstances in industrial applications. A novel approach based on tracking characteristic orders of stator current using Vold......-Kalman Filter is proposed to detect the partial demagnetization fault in PMSMs running at nonstationary conditions. Amplitude of envelope of the fault characteristic orders is used as fault indictor. Experimental results verify the superiority of the proposed method on partial demagnetization online fault...... detection of PMSMs under various speed and load conditions....
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....
On low-frequency errors of uniformly modulated filtered white-noise models for ground motions

Science.gov (United States)

Safak, Erdal; Boore, David M.

1988-01-01

Low-frequency errors of a commonly used non-stationary stochastic model (uniformly modulated filtered white-noise model) for earthquake ground motions are investigated. It is shown both analytically and by numerical simulation that uniformly modulated filter white-noise-type models systematically overestimate the spectral response for periods longer than the effective duration of the earthquake, because of the built-in low-frequency errors in the model. The errors, which are significant for low-magnitude short-duration earthquakes, can be eliminated by using the filtered shot-noise-type models (i. e. white noise, modulated by the envelope first, and then filtered).
Non-Stationary Dependence Structures for Spatial Extremes

KAUST Repository

Huser, Raphaë l; Genton, Marc G.

2016-01-01

been developed, and fitted to various types of data. However, a recurrent problem is the modeling of non-stationarity. In this paper, we develop non-stationary max-stable dependence structures in which covariates can be easily incorporated. Inference
Loss energy states of nonstationary quantum systems

International Nuclear Information System (INIS)

Dodonov, V.V.; Man'ko, V.I.

1978-01-01

The concept of loss energy states is introduced. The loss energy states of the quantum harmonic damping oscillator are considered in detail. The method of constructing the loss energy states for general multidimensional quadratic nonstationary quantum systems is briefly discussed
Robust Forecasting of Non-Stationary Time Series

NARCIS (Netherlands)

Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

2010-01-01

This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable
Virtual cathode regime in nonstationary electric high-current discharge in hydrogen

International Nuclear Information System (INIS)

Baksht, F.G.; Borodin, V.S.; Zhuravlev, V.N.

1988-01-01

Virtual cathode (VC) regime in a non-stationary high-current hydrogen arch is constructed. Basic calculational characteristics of the near-the-cathode layer are presented. The calculation was conducted for a 1 cm long cathode under 2x10 4 A/cm 2 current density in pulse and 10 atm. pressure. A rectangular current pulse was considered. It is shown that VC formation is caused by electron temperature reduction in the near-the-cathode area. This results in the reduction of ion flux from plasma to the cathode surface and finally in the change of a sign of space charge and field intensity near the surface. Under the transition to VC regime only the cathode temperature and its effective work function are practically changed, while the rest of parameters remain approximately constant

Hazard function theory for nonstationary natural hazards

Science.gov (United States)

Read, L.; Vogel, R. M.

2015-12-01

Studies from the natural hazards literature indicate that many natural processes, including wind speeds, landslides, wildfires, precipitation, streamflow and earthquakes, show evidence of nonstationary behavior such as trends in magnitudes through time. Traditional probabilistic analysis of natural hazards based on partial duration series (PDS) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance is constant through time. Given evidence of trends and the consequent expected growth in devastating impacts from natural hazards across the world, new methods are needed to characterize their probabilistic behavior. The field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (x) with its failure time series (t), enabling computation of corresponding average return periods and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose PDS magnitudes are assumed to follow the widely applied Poisson-GP model. We derive a 2-parameter Generalized Pareto hazard model and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series x, with corresponding failure time series t, should have application to a wide class of natural hazards.
Hazard function theory for nonstationary natural hazards

Science.gov (United States)

Read, Laura K.; Vogel, Richard M.

2016-04-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard random variable X with corresponding failure time series T should have application to a wide class of natural hazards with opportunities for future extensions.
On the dipole approximation with error estimates

Science.gov (United States)

Boßmann, Lea; Grummt, Robert; Kolb, Martin

2018-01-01

The dipole approximation is employed to describe interactions between atoms and radiation. It essentially consists of neglecting the spatial variation of the external field over the atom. Heuristically, this is justified by arguing that the wavelength is considerably larger than the atomic length scale, which holds under usual experimental conditions. We prove the dipole approximation in the limit of infinite wavelengths compared to the atomic length scale and estimate the rate of convergence. Our results include N-body Coulomb potentials and experimentally relevant electromagnetic fields such as plane waves and laser pulses.
Distinguishing Stationary/Nonstationary Scaling Processes Using Wavelet Tsallis q-Entropies

Directory of Open Access Journals (Sweden)

Julio Ramirez Pacheco

2012-01-01

Full Text Available Classification of processes as stationary or nonstationary has been recognized as an important and unresolved problem in the analysis of scaling signals. Stationarity or nonstationarity determines not only the form of autocorrelations and moments but also the selection of estimators. In this paper, a methodology for classifying scaling processes as stationary or nonstationary is proposed. The method is based on wavelet Tsallis q-entropies and particularly on the behaviour of these entropies for scaling signals. It is demonstrated that the observed wavelet Tsallis q-entropies of 1/f signals can be modeled by sum-cosh apodizing functions which allocates constant entropies to a set of scaling signals and varying entropies to the rest and that this allocation is controlled by q. The proposed methodology, therefore, differentiates stationary signals from non-stationary ones based on the observed wavelet Tsallis entropies for 1/f signals. Experimental studies using synthesized signals confirm that the proposed method not only achieves satisfactorily classifications but also outperforms current methods proposed in the literature.
METHOD OF CALCULATION OF THE NON-STATIONARY TEMPERATURE FIELD INSIDE OF THERMAL PACKED BED ENERGY STORAGE

Directory of Open Access Journals (Sweden)

Ermuratschii V.V.

2014-04-01

Full Text Available e paper presents a method of the approximate calculation of the non-stationary temperature field inside of thermal packed bed energy storages with feasible and latent heat. Applying thermoelectric models and computational methods in electrical engineering, the task of computing non-stationary heat transfer is resolved with respect to third type boundary conditions without applying differential equations of the heat transfer. For sub-volumes of the energy storage the method is executed iteratively in spatiotemporal domain. Single-body heating is modeled for each sub-volume, and modeling conditions are assumed to be identical for remained bod-ies, located in the same sub-volume. For each iteration step the boundary conditions will be represented by re-sults at the previous step. The fulfillment of the first law of thermodynamics for system “energy storage - body” is obtained by the iterative search of the mean temperature of the energy storage. Under variable boundary con-ditions the proposed method maybe applied to calculating temperature field inside of energy storages with packed beds consisted of solid material, liquid and phase-change material. The method may also be employed to compute transient, power and performance characteristics of packed bed energy storages.
A Generalized Framework for Non-Stationary Extreme Value Analysis

Science.gov (United States)

Ragno, E.; Cheng, L.; Sadegh, M.; AghaKouchak, A.

2017-12-01

Empirical trends in climate variables including precipitation, temperature, snow-water equivalent at regional to continental scales are evidence of changes in climate over time. The evolving climate conditions and human activity-related factors such as urbanization and population growth can exert further changes in weather and climate extremes. As a result, the scientific community faces an increasing demand for updated appraisal of the time-varying climate extremes. The purpose of this study is to offer a robust and flexible statistical tool for non-stationary extreme value analysis which can better characterize the severity and likelihood of extreme climatic variables. This is critical to ensure a more resilient environment in a changing climate. Following the positive feedback on the first version of Non-Stationary Extreme Value Analysis (NEVA) Toolbox by Cheng at al. 2014, we present an improved version, i.e. NEVA2.0. The upgraded version herein builds upon a newly-developed hybrid evolution Markov Chain Monte Carlo (MCMC) approach for numerical parameters estimation and uncertainty assessment. This addition leads to a more robust uncertainty estimates of return levels, return periods, and risks of climatic extremes under both stationary and non-stationary assumptions. Moreover, NEVA2.0 is flexible in incorporating any user-specified covariate other than the default time-covariate (e.g., CO2 emissions, large scale climatic oscillation patterns). The new feature will allow users to examine non-stationarity of extremes induced by physical conditions that underlie the extreme events (e.g. antecedent soil moisture deficit, large-scale climatic teleconnections, urbanization). In addition, the new version offers an option to generate stationary and/or non-stationary rainfall Intensity - Duration - Frequency (IDF) curves that are widely used for risk assessment and infrastructure design. Finally, a Graphical User Interface (GUI) of the package is provided, making NEVA
Dynamic Memory Model for Non-Stationary Optimization

DEFF Research Database (Denmark)

Bendtsen, Claus Nørgaard; Krink, Thiemo

2002-01-01

Real-world problems are often nonstationary and can cause cyclic, repetitive patterns in the search landscape. For this class of problems, we introduce a new GA with dynamic explicit memory, which showed superior performance compared to a classic GA and a previously introduced memory-based GA for...
Scalability of Direct Solver for Non-stationary Cahn-Hilliard Simulations with Linearized time Integration Scheme

KAUST Repository

Woźniak, M.

2016-06-02

We study the features of a new mixed integration scheme dedicated to solving the non-stationary variational problems. The scheme is composed of the FEM approximation with respect to the space variable coupled with a 3-leveled time integration scheme with a linearized right-hand side operator. It was applied in solving the Cahn-Hilliard parabolic equation with a nonlinear, fourth-order elliptic part. The second order of the approximation along the time variable was proven. Moreover, the good scalability of the software based on this scheme was confirmed during simulations. We verify the proposed time integration scheme by monitoring the Ginzburg-Landau free energy. The numerical simulations are performed by using a parallel multi-frontal direct solver executed over STAMPEDE Linux cluster. Its scalability was compared to the results of the three direct solvers, including MUMPS, SuperLU and PaSTiX.
Non-stationary pre-envelope covariances of non-classically damped systems

Science.gov (United States)

Muscolino, G.

1991-08-01

A new formulation is given to evaluate the stationary and non-stationary response of linear non-classically damped systems subjected to multi-correlated non-separable Gaussian input processes. This formulation is based on a new and more suitable definition of the impulse response function matrix for such systems. It is shown that, when using this definition, the stochastic response of non-classically damped systems involves the evaluation of quantities similar to those of classically damped ones. Furthermore, considerations about non-stationary cross-covariances, spectral moments and pre-envelope cross-covariances are presented for a monocorrelated input process.
Learning in Non-Stationary Environments Methods and Applications

CERN Document Server

Lughofer, Edwin

2012-01-01

Recent decades have seen rapid advances in automatization processes, supported by modern machines and computers. The result is significant increases in system complexity and state changes, information sources, the need for faster data handling and the integration of environmental influences. Intelligent systems, equipped with a taxonomy of data-driven system identification and machine learning algorithms, can handle these problems partially. Conventional learning algorithms in a batch off-line setting fail whenever dynamic changes of the process appear due to non-stationary environments and external influences. Learning in Non-Stationary Environments: Methods and Applications offers a wide-ranging, comprehensive review of recent developments and important methodologies in the field. The coverage focuses on dynamic learning in unsupervised problems, dynamic learning in supervised classification and dynamic learning in supervised regression problems. A later section is dedicated to applications in which dyna...
A functional-type a posteriori error estimate of approximate solutions for Reissner-Mindlin plates and its implementation

Science.gov (United States)

Frolov, Maxim; Chistiakova, Olga

2017-06-01

Paper is devoted to a numerical justification of the recent a posteriori error estimate for Reissner-Mindlin plates. This majorant provides a reliable control of accuracy of any conforming approximate solution of the problem including solutions obtained with commercial software for mechanical engineering. The estimate is developed on the basis of the functional approach and is applicable to several types of boundary conditions. To verify the approach, numerical examples with mesh refinements are provided.
River-tide dynamics : Exploration of nonstationary and nonlinear tidal behavior in the Yangtze River estuary

NARCIS (Netherlands)

Guo, L.; Van der Wegen, M.; Jay, D.A.; Matte, P.; Wang, Z.B.; Roelvink, J.A.; He, Q.

2015-01-01

River-tide dynamics remain poorly understood, in part because conventional harmonic analysis (HA) does not cope effectively with nonstationary signals. To explore nonstationary behavior of river tides and the modulation effects of river discharge, this work analyzes tidal signals in the Yangtze
Stationary and nonstationary properties of evolving networks with preferential linkage

International Nuclear Information System (INIS)

Jezewski, W.

2002-01-01

Networks evolving by preferential attachment of both external and internal links are investigated. The rate of adding an external link is assumed to depend linearly on the degree of a preexisting node to which a new node is connected. The process of creating an internal link, between a pair of existing vertices, is assumed to be controlled entirely by the vertex that has more links than the other vertex in the pair, and the rate of creation of such a link is assumed to be, in general, nonlinear in the degree of the more strongly connected vertex. It is shown that degree distributions of networks evolving only by creating internal links display for large degrees a nonstationary power-law decay with a time-dependent scaling exponent. Nonstationary power-law behaviors are numerically shown to persist even when the number of nodes is not fixed and both external and internal connections are introduced, provided that the rate of preferential attachment of internal connections is nonlinear. It is argued that nonstationary effects are not unlikely in real networks, although these effects may not be apparent, especially in networks with a slowly varying mean degree
Inferential framework for non-stationary dynamics: theory and applications

International Nuclear Information System (INIS)

Duggento, Andrea; Luchinsky, Dmitri G; McClintock, Peter V E; Smelyanskiy, Vadim N

2009-01-01

An extended Bayesian inference framework is presented, aiming to infer time-varying parameters in non-stationary nonlinear stochastic dynamical systems. The convergence of the method is discussed. The performance of the technique is studied using, as an example, signal reconstruction for a system of neurons modeled by FitzHugh–Nagumo oscillators: it is applied to reconstruction of the model parameters and elements of the measurement matrix, as well as to inference of the time-varying parameters of the non-stationary system. It is shown that the proposed approach is able to reconstruct unmeasured (hidden) variables of the system, to determine the model parameters, to detect stepwise changes of control parameters for each oscillator and to track the continuous evolution of the control parameters in the adiabatic limit
For a new look at 'lexical errors': evidence from semantic approximations with verbs in aphasia.

Science.gov (United States)

Duvignau, Karine; Tran, Thi Mai; Manchon, Mélanie

2013-08-01

The ability to understand the similarity between two phenomena is fundamental for humans. Designated by the term analogy in psychology, this ability plays a role in the categorization of phenomena in the world and in the organisation of the linguistic system. The use of analogy in language often results in non-standard utterances, particularly in speakers with aphasia. These non-standard utterances are almost always studied in a nominal context and considered as errors. We propose a study of the verbal lexicon and present findings that measure, by an action-video naming task, the importance of verb-based non-standard utterances made by 17 speakers with aphasia ("la dame déshabille l'orange"/the lady undresses the orange, "elle casse la tomate"/she breaks the tomato). The first results we have obtained allow us to consider these type of utterances from a new perspective: we propose to eliminate the label of "error", suggesting that they may be viewed as semantic approximations based upon a relationship of inter-domain synonymy and are ingrained in the heart of the lexical system.
A Phase Vocoder Based on Nonstationary Gabor Frames

DEFF Research Database (Denmark)

Ottosen, Emil Solsbæk; Dörfler, Monika

2017-01-01

We propose a new algorithm for time stretching music signals based on the theory of nonstationary Gabor frames (NSGFs). The algorithm extends the techniques of the classical phase vocoder (PV) by incorporating adaptive timefrequency (TF) representations and adaptive phase locking. The adaptive TF...
Self-organising mixture autoregressive model for non-stationary time series modelling.

Science.gov (United States)

Ni, He; Yin, Hujun

2008-12-01

Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.
Compounding approach for univariate time series with nonstationary variances

Science.gov (United States)

Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

2015-12-01

A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Transient error approximation in a Lévy queue

NARCIS (Netherlands)

Mathijsen, B.; Zwart, A.P.

2017-01-01

Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with Lévy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures.
Results of nonlinear and nonstationary image processing

International Nuclear Information System (INIS)

Pizer, S.M.; Correla, J.A.; Chesler, D.A.; Metz, C.E.

1973-01-01

A nonstationary method, multiple z-divided filtering, and a nonlinear method, biased smearing have been applied to scintigrams. Biased smearing does not appear to hold much promise. Multiple z-divided filtering, on the other hand, appears to be justified, and initial results at minimum encourage further research into the possibility that this technique may become a method of choice

Non-stationary dynamics in the bouncing ball: A wavelet perspective

Energy Technology Data Exchange (ETDEWEB)

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in [Department of Physical Sciences, Indian Institute of Science Education and Research (IISER) Kolkata, Mohanpur 741246 (India); Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in [Plasma Physics Division, Saha Institute of Nuclear Physics (SINP), Sector 1, Block-AF, Bidhannagar, Kolkata 700064 (India)

2014-12-01

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding to neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.
Dynamic Factor Analysis of Nonstationary Multivariate Time Series.

Science.gov (United States)

Molenaar, Peter C. M.; And Others

1992-01-01

The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD)
Learning for Nonstationary Dirichlet Processes

Czech Academy of Sciences Publication Activity Database

Quinn, A.; Kárný, Miroslav

2007-01-01

Roč. 21, č. 10 (2007), s. 827-855 ISSN 0890-6327 R&D Projects: GA AV ČR 1ET100750401 Grant - others:MŠk ČR(CZ) 2C06001 Program:2C Institutional research plan: CEZ:AV0Z10750506 Keywords : Nestacionární procesy * učení * Dirichletovy procesy * zapomínání Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.776, year: 2007 http://library.utia.cas.cz/separaty/2007/as/karny- learning for nonstationary dirichlet processes.pdf
Measurement of Non-Stationary Characteristics of a Landfall Typhoon at the Jiangyin Bridge Site

Directory of Open Access Journals (Sweden)

Xuhui He

2017-09-01

Full Text Available The wind-sensitive long-span suspension bridge is a vital element in land transportation. Understanding the wind characteristics at the bridge site is thus of great significance to the wind- resistant analysis of such a flexible structure. In this study, a strong wind event from a landfall typhoon called Soudelor recorded at the Jiangyin Bridge site with the anemometer is taken as the research object. As inherent time-varying trends are frequently captured in typhoon events, the wind characteristics of Soudelor are analyzed in a non-stationary perspective. The time-varying mean is first extracted with the wavelet-based self-adaptive method. Then, the non-stationary turbulent wind characteristics, e.g.; turbulence intensity, gust factor, turbulence integral scale, and power spectral density, are investigated and compared with the results from the stationary analysis. The comparison highlights the importance of non-stationary considerations of typhoon events, and a transition from stationarity to non-stationarity for the analysis of wind effects. The analytical results could help enrich the database of non-stationary wind characteristics, and are expected to provide references for the wind-resistant analysis of engineering structures in similar areas.
Measurement of Non-Stationary Characteristics of a Landfall Typhoon at the Jiangyin Bridge Site.

Science.gov (United States)

He, Xuhui; Qin, Hongxi; Tao, Tianyou; Liu, Wenshuo; Wang, Hao

2017-09-22

The wind-sensitive long-span suspension bridge is a vital element in land transportation. Understanding the wind characteristics at the bridge site is thus of great significance to the wind- resistant analysis of such a flexible structure. In this study, a strong wind event from a landfall typhoon called Soudelor recorded at the Jiangyin Bridge site with the anemometer is taken as the research object. As inherent time-varying trends are frequently captured in typhoon events, the wind characteristics of Soudelor are analyzed in a non-stationary perspective. The time-varying mean is first extracted with the wavelet-based self-adaptive method. Then, the non-stationary turbulent wind characteristics, e.g.; turbulence intensity, gust factor, turbulence integral scale, and power spectral density, are investigated and compared with the results from the stationary analysis. The comparison highlights the importance of non-stationary considerations of typhoon events, and a transition from stationarity to non-stationarity for the analysis of wind effects. The analytical results could help enrich the database of non-stationary wind characteristics, and are expected to provide references for the wind-resistant analysis of engineering structures in similar areas.
Nuclear data processing, analysis, transformation and storage with Pade-approximants

International Nuclear Information System (INIS)

Badikov, S.A.; Gay, E.V.; Guseynov, M.A.; Rabotnov, N.S.

1992-01-01

A method is described to generate rational approximants of high order with applications to neutron data handling. The problems considered are: The approximations of neutron cross-sections in resonance region producing the parameters for Adler-Adler type formulae; calculations of resulting rational approximants' errors given in analytical form allowing to compute the error at any energy point inside the interval of approximation; calculations of the correlation coefficient of error values in two arbitrary points provided that experimental errors are independent and normally distributed; a method of simultaneous generation of a few rational approximants with identical set of poles; functionals other than LSM; two-dimensional approximation. (orig.)
Autocalibration method for non-stationary CT bias correction.

Science.gov (United States)

Vegas-Sánchez-Ferrero, Gonzalo; Ledesma-Carbayo, Maria J; Washko, George R; Estépar, Raúl San José

2018-02-01

Computed tomography (CT) is a widely used imaging modality for screening and diagnosis. However, the deleterious effects of radiation exposure inherent in CT imaging require the development of image reconstruction methods which can reduce exposure levels. The development of iterative reconstruction techniques is now enabling the acquisition of low-dose CT images whose quality is comparable to that of CT images acquired with much higher radiation dosages. However, the characterization and calibration of the CT signal due to changes in dosage and reconstruction approaches is crucial to provide clinically relevant data. Although CT scanners are calibrated as part of the imaging workflow, the calibration is limited to select global reference values and does not consider other inherent factors of the acquisition that depend on the subject scanned (e.g. photon starvation, partial volume effect, beam hardening) and result in a non-stationary noise response. In this work, we analyze the effect of reconstruction biases caused by non-stationary noise and propose an autocalibration methodology to compensate it. Our contributions are: 1) the derivation of a functional relationship between observed bias and non-stationary noise, 2) a robust and accurate method to estimate the local variance, 3) an autocalibration methodology that does not necessarily rely on a calibration phantom, attenuates the bias caused by noise and removes the systematic bias observed in devices from different vendors. The validation of the proposed methodology was performed with a physical phantom and clinical CT scans acquired with different configurations (kernels, doses, algorithms including iterative reconstruction). The results confirmed the suitability of the proposed methods for removing the intra-device and inter-device reconstruction biases. Copyright © 2017 Elsevier B.V. All rights reserved.
ADSL Transceivers Applying DSM and Their Nonstationary Noise Robustness

Directory of Open Access Journals (Sweden)

Bostoen Tom

2006-01-01

Full Text Available Dynamic spectrum management (DSM comprises a new set of techniques for multiuser power allocation and/or detection in digital subscriber line (DSL networks. At the Alcatel Research and Innovation Labs, we have recently developed a DSM test bed, which allows the performance of DSM algorithms to be evaluated in practice. With this test bed, we have evaluated the performance of a DSM level-1 algorithm known as iterative water-filling in an ADSL scenario. This paper describes the results of, on the one hand, the performance gains achieved with iterative water-filling, and, on the other hand, the nonstationary noise robustness of DSM-enabled ADSL modems. It will be shown that DSM trades off nonstationary noise robustness for performance improvements. A new bit swap procedure is then introduced to increase the noise robustness when applying DSM.
Advantages of the non-stationary approach: test on eddy current signals

International Nuclear Information System (INIS)

Brunel, P.

1993-12-01

Conventional signal processing is often unsuitable for the interpretation of intrinsically non-stationary signals, such as surveillance or non destructive testing signals. In these cases, ''advanced'' methods are required. This report presents two applications of non-stationary signal processing methods to the complex signals obtained in eddy current non destructive testing of steam generator tubes. The first application consists in segmenting the absolute channel, which can be likened to a piecewise constant signal. The Page-Hinkley cumulative sum algorithm is used, enabling detection of unknown mean amplitude jumps in a piecewise constant signal disturbed by a white noise. Results are comparable to those obtained with the empirical method currently in use. As easy to implement as the latter, the Page-Hinkley algorithm has the added advantage of being well formalized and of identifying whether the jumps in mean are positive or negative. The second application concerns assistance in detecting characteristic fault transients in the differential channels, using the continuous wavelet transform. The useful signal and noise spectra are fairly close, but not strictly identical. With the continuous wavelet transform, these frequency differences can be turned to account. The method was tested on synthetic signals obtained by summing noise and real defect signals. Using the continuous wavelet transform reduces the minimum signal-to-noise ratio by 5 dB for detection of a transient as compared with direct detection on the original signal. Finally, a summary of non-stationary methods using our data is presented. The two investigations described confirm that non-stationary methods may be considered as interesting signal and image analysis tools, as an efficient complement to conventional methods. (author). 24 figs., 13 refs
An Improved TA-SVM Method Without Matrix Inversion and Its Fast Implementation for Nonstationary Datasets.

Science.gov (United States)

Shi, Yingzhong; Chung, Fu-Lai; Wang, Shitong

2015-09-01

Recently, a time-adaptive support vector machine (TA-SVM) is proposed for handling nonstationary datasets. While attractive performance has been reported and the new classifier is distinctive in simultaneously solving several SVM subclassifiers locally and globally by using an elegant SVM formulation in an alternative kernel space, the coupling of subclassifiers brings in the computation of matrix inversion, thus resulting to suffer from high computational burden in large nonstationary dataset applications. To overcome this shortcoming, an improved TA-SVM (ITA-SVM) is proposed using a common vector shared by all the SVM subclassifiers involved. ITA-SVM not only keeps an SVM formulation, but also avoids the computation of matrix inversion. Thus, we can realize its fast version, that is, improved time-adaptive core vector machine (ITA-CVM) for large nonstationary datasets by using the CVM technique. ITA-CVM has the merit of asymptotic linear time complexity for large nonstationary datasets as well as inherits the advantage of TA-SVM. The effectiveness of the proposed classifiers ITA-SVM and ITA-CVM is also experimentally confirmed.
ERF/ERFC, Calculation of Error Function, Complementary Error Function, Probability Integrals

International Nuclear Information System (INIS)

Vogel, J.E.

1983-01-01

1 - Description of problem or function: ERF and ERFC are used to compute values of the error function and complementary error function for any real number. They may be used to compute other related functions such as the normal probability integrals. 4. Method of solution: The error function and complementary error function are approximated by rational functions. Three such rational approximations are used depending on whether - x .GE.4.0. In the first region the error function is computed directly and the complementary error function is computed via the identity erfc(x)=1.0-erf(x). In the other two regions the complementary error function is computed directly and the error function is computed from the identity erf(x)=1.0-erfc(x). The error function and complementary error function are real-valued functions of any real argument. The range of the error function is (-1,1). The range of the complementary error function is (0,2). 5. Restrictions on the complexity of the problem: The user is cautioned against using ERF to compute the complementary error function by using the identity erfc(x)=1.0-erf(x). This subtraction may cause partial or total loss of significance for certain values of x
Validation of the measurement model concept for error structure identification

International Nuclear Information System (INIS)

Shukla, Pavan K.; Orazem, Mark E.; Crisalle, Oscar D.

2004-01-01

The development of different forms of measurement models for impedance has allowed examination of key assumptions on which the use of such models to assess error structure are based. The stochastic error structures obtained using the transfer-function and Voigt measurement models were identical, even when non-stationary phenomena caused some of the data to be inconsistent with the Kramers-Kronig relations. The suitability of the measurement model for assessment of consistency with the Kramers-Kronig relations, however, was found to be more sensitive to the confidence interval for the parameter estimates than to the number of parameters in the model. A tighter confidence interval was obtained for Voigt measurement model, which made the Voigt measurement model a more sensitive tool for identification of inconsistencies with the Kramers-Kronig relations
Regularized non-stationary morphological reconstruction algorithm for weak signal detection in microseismic monitoring: methodology

Science.gov (United States)

Huang, Weilin; Wang, Runqiu; Chen, Yangkang

2018-05-01

Microseismic signal is typically weak compared with the strong background noise. In order to effectively detect the weak signal in microseismic data, we propose a mathematical morphology based approach. We decompose the initial data into several morphological multiscale components. For detection of weak signal, a non-stationary weighting operator is proposed and introduced into the process of reconstruction of data by morphological multiscale components. The non-stationary weighting operator can be obtained by solving an inversion problem. The regularized non-stationary method can be understood as a non-stationary matching filtering method, where the matching filter has the same size as the data to be filtered. In this paper, we provide detailed algorithmic descriptions and analysis. The detailed algorithm framework, parameter selection and computational issue for the regularized non-stationary morphological reconstruction (RNMR) method are presented. We validate the presented method through a comprehensive analysis through different data examples. We first test the proposed technique using a synthetic data set. Then the proposed technique is applied to a field project, where the signals induced from hydraulic fracturing are recorded by 12 three-component geophones in a monitoring well. The result demonstrates that the RNMR can improve the detectability of the weak microseismic signals. Using the processed data, the short-term-average over long-term average picking algorithm and Geiger's method are applied to obtain new locations of microseismic events. In addition, we show that the proposed RNMR method can be used not only in microseismic data but also in reflection seismic data to detect the weak signal. We also discussed the extension of RNMR from 1-D to 2-D or a higher dimensional version.
Suppression of anomalous synchronization and nonstationary behavior of neural network under small-world topology

Science.gov (United States)

Boaretto, B. R. R.; Budzinski, R. C.; Prado, T. L.; Kurths, J.; Lopes, S. R.

2018-05-01

It is known that neural networks under small-world topology can present anomalous synchronization and nonstationary behavior for weak coupling regimes. Here, we propose methods to suppress the anomalous synchronization and also to diminish the nonstationary behavior occurring in weakly coupled neural network under small-world topology. We consider a network of 2000 thermally sensitive identical neurons, based on the model of Hodgkin-Huxley in a small-world topology, with the probability of adding non local connection equal to p = 0 . 001. Based on experimental protocols to suppress anomalous synchronization, as well as nonstationary behavior of the neural network dynamics, we make use of (i) external stimulus (pulsed current); (ii) biologic parameters changing (neuron membrane conductance changes); and (iii) body temperature changes. Quantification analysis to evaluate phase synchronization makes use of the Kuramoto's order parameter, while recurrence quantification analysis, particularly the determinism, computed over the easily accessible mean field of network, the local field potential (LFP), is used to evaluate nonstationary states. We show that the methods proposed can control the anomalous synchronization and nonstationarity occurring for weak coupling parameter without any effect on the individual neuron dynamics, neither in the expected asymptotic synchronized states occurring for large values of the coupling parameter.
Thin viscoelastic disc subjected to radial non-stationary loading

Directory of Open Access Journals (Sweden)

Adámek V.

2010-07-01

Full Text Available The investigation of non-stationary wave phenomena in isotropic viscoelastic solids using analytical approaches is the aim of this paper. Concretely, the problem of a thin homogeneous disc subjected to radial pressure load nonzero on the part of its rim is solved. The external excitation is described by the Heaviside function in time, so the nonstationary state of stress is induced in the disc. Dissipative material behaviour of solid studied is represented by the discrete material model of standard linear viscoelastic solid in the Zener configuration. After the derivation of motion equations final form, the method of integral transforms in combination with the Fourier method is used for finding the problem solution. The solving process results in the derivation of integral transforms of radial and circumferential displacement components. Finally, the type of derived functions singularities and possible methods for their inverse Laplace transform are mentioned.
Rate-distortion functions of non-stationary Markoff chains and their block-independent approximations

OpenAIRE

Agarwal, Mukul

2018-01-01

It is proved that the limit of the normalized rate-distortion functions of block independent approximations of an irreducible, aperiodic Markoff chain is independent of the initial distribution of the Markoff chain and thus, is also equal to the rate-distortion function of the Markoff chain.
Uncertainty and sensitivity analysis of flood risk management decisions based on stationary and nonstationary model choices

Directory of Open Access Journals (Sweden)

Rehan Balqis M.

2016-01-01

Full Text Available Current practice in flood frequency analysis assumes that the stochastic properties of extreme floods follow that of stationary conditions. As human intervention and anthropogenic climate change influences in hydrometeorological variables are becoming evident in some places, there have been suggestions that nonstationary statistics would be better to represent the stochastic properties of the extreme floods. The probabilistic estimation of non-stationary models, however, is surrounded with uncertainty related to scarcity of observations and modelling complexities hence the difficulty to project the future condition. In the face of uncertain future and the subjectivity of model choices, this study attempts to demonstrate the practical implications of applying a nonstationary model and compares it with a stationary model in flood risk assessment. A fully integrated framework to simulate decision makers’ behaviour in flood frequency analysis is thereby developed. The framework is applied to hypothetical flood risk management decisions and the outcomes are compared with those of known underlying future conditions. Uncertainty of the economic performance of the risk-based decisions is assessed through Monte Carlo simulations. Sensitivity of the results is also tested by varying the possible magnitude of future changes. The application provides quantitative and qualitative comparative results that satisfy a preliminary analysis of whether the nonstationary model complexity should be applied to improve the economic performance of decisions. Results obtained from the case study shows that the relative differences of competing models for all considered possible future changes are small, suggesting that stationary assumptions are preferred to a shift to nonstationary statistics for practical application of flood risk management. Nevertheless, nonstationary assumption should also be considered during a planning stage in addition to stationary assumption
A Study of Nonstationary Wind Effects on a Full-Scale Large Cooling Tower Using Empirical Mode Decomposition

Directory of Open Access Journals (Sweden)

X. X. Cheng

2017-01-01

Full Text Available Wind effects on structures obtained by field measurements are often found to be nonstationary, but related researches shared by the wind-engineering community are still limited. In this paper, empirical mode decomposition (EMD is applied to the nonstationary wind pressure time-history samples measured on an actual 167-meter high large cooling tower. It is found that the residue and some intrinsic mode functions (IMFs of low frequencies produced by EMD are responsible for the samples’ nonstationarity. Replacing the residue by the constant mean and subtracting the IMFs of low frequencies can help the nonstationary samples become stationary ones. A further step is taken to compare the loading characteristics extracted from the original nonstationary samples with those extracted from the processed stationary samples. Results indicate that nonstationarity effects on wind loads are notable in most cases. The passive wind tunnel simulation technique based on the assumption of stationarity is also examined, and it is found that the technique is basically conservative for use.
Trend analysis using non-stationary time series clustering based on the finite element method

OpenAIRE

Gorji Sefidmazgi, M.; Sayemuzzaman, M.; Homaifar, A.; Jha, M. K.; Liess, S.

2014-01-01

In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods ...
Cointegration and Econometric Analysis of Non-Stationary Data in ...

African Journals Online (AJOL)

This is in conformity with the philosophy underlying the cointegration theory. Therefore, ignoring cointegration in non-stationary time series variables could lead to misspecification of the underlying process in the determination of corporate income tax in Nigeria. Thus, the study conclude that cointegration is greatly enhanced ...

LAW DISTRIBUTION APPROXIMATION ON EIGENSTATE ERRORS OF ADS-B BASED ON CUMULANT ANALYSIS OF ADS-B-RAD SYSTEM DATA DISPARITY

Directory of Open Access Journals (Sweden)

2017-01-01

Full Text Available The article deals with a new approximation method for enhanced accuracy measurement system errors distribu- tion. The method is based upon the mistie analysis of this system and a more robust design data. The method is considered on the example of comparison of Automatic Dependent Surveillance - Broadcast (ADS-B with ground radar warning sys- tem used at present. The peculiarity of the considered problem is that the target parameter (aircraft swerve value may dras- tically change in the scale of both measurement systems errors during observation. That is why it is impossible to determine the position of the aircraft by repeatedly observing it with ground radar warning system. It is only possible to compare the systems’ one-shot measurements, which are called errors here. The article considers that the distribution of robust meas- urement system errors probability density (the system that has been continuously in operation is known, the histogram of errors is given and it is needed to obtain an asymptotic estimate of errors occurrence distribution for a new improved meas- urement system.This approach is based on cumulant analysis of measurement systems error distribution functions. The approach allows us to carry out the reduction of corresponding infinite series properly. The author shows that due to measurement systems independency, their errors distribution cumulants are connected by a simple ratio, which allow to calculate the val- ues easily. To reconstruct distribution initial form one should use Edgeworth’s asymptotic series, where a normal distribu- tion derivative is used as a basis function. The latter is proportional to Hermitian polynomial, thus the series can be consid- ered as an orthogonal decomposition.The author reveals the results of coordinate error component distribution calculation; the error is measured when the normal line lies towards aircraft path, using error statistics experimental information obtained in ”RI of
Demagnetization diagnosis in permanent magnet synchronous motors under non-stationary speed conditions

Energy Technology Data Exchange (ETDEWEB)

Ruiz, Jordi-Roger Riba [EUETII, Dept. d' Enginyeria Electrica, Universitat Politecnica de Catalunya, Placa del Rei 15, 08700 Igualada, Barcelona (Spain); Garcia Espinosa, Antonio [Dept. d' Enginyeria Electrica, Universitat Politecnica de Catalunya C/Colom 1, 08222 Terrassa (Spain); Romeral, Luis; Cusido, Jordi [Dept. d' Enginyeria Electronica, Universitat Politecnica de Catalunya C/Colom 1, 08222 Terrassa (Spain)

2010-10-15

Permanent magnet synchronous motors (PMSMs) are applied in high performance positioning and variable speed applications because of their enhanced features with respect to other AC motor types. Fault detection and diagnosis of electrical motors for critical applications is an active field of research. However, much research remains to be done in the field of PMSM demagnetization faults, especially when running under non-stationary conditions. This paper presents a time-frequency method specifically focused to detect and diagnose demagnetization faults in PMSMs running under non-stationary speed conditions, based on the Hilbert Huang transform. The effectiveness of the proposed method is proven by means of experimental results. (author)
Robust Forecasting of Non-Stationary Time Series

OpenAIRE

Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

2010-01-01

This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estima...
Non-stationary compositions of Anosov diffeomorphisms

International Nuclear Information System (INIS)

Stenlund, Mikko

2011-01-01

Motivated by non-equilibrium phenomena in nature, we study dynamical systems whose time-evolution is determined by non-stationary compositions of chaotic maps. The constituent maps are topologically transitive Anosov diffeomorphisms on a two-dimensional compact Riemannian manifold, which are allowed to change with time—slowly, but in a rather arbitrary fashion. In particular, such systems admit no invariant measure. By constructing a coupling, we prove that any two sufficiently regular distributions of the initial state converge exponentially with time. Thus, a system of this kind loses memory of its statistical history rapidly
Finite approximations in fluid mechanics

International Nuclear Information System (INIS)

Hirschel, E.H.

1986-01-01

This book contains twenty papers on work which was conducted between 1983 and 1985 in the Priority Research Program ''Finite Approximations in Fluid Mechanics'' of the German Research Society (Deutsche Forschungsgemeinschaft). Scientists from numerical mathematics, fluid mechanics, and aerodynamics present their research on boundary-element methods, factorization methods, higher-order panel methods, multigrid methods for elliptical and parabolic problems, two-step schemes for the Euler equations, etc. Applications are made to channel flows, gas dynamical problems, large eddy simulation of turbulence, non-Newtonian flow, turbomachine flow, zonal solutions for viscous flow problems, etc. The contents include: multigrid methods for problems from fluid dynamics, development of a 2D-Transonic Potential Flow Solver; a boundary element spectral method for nonstationary viscous flows in 3 dimensions; navier-stokes computations of two-dimensional laminar flows in a channel with a backward facing step; calculations and experimental investigations of the laminar unsteady flow in a pipe expansion; calculation of the flow-field caused by shock wave and deflagration interaction; a multi-level discretization and solution method for potential flow problems in three dimensions; solutions of the conservation equations with the approximate factorization method; inviscid and viscous flow through rotating meridional contours; zonal solutions for viscous flow problems
A bootstrap invariance principle for highly nonstationary long memory processes

OpenAIRE

Kapetanios, George

2004-01-01

This paper presents an invariance principle for highly nonstationary long memory processes, defined as processes with long memory parameter lying in (1, 1.5). This principle provides the tools for showing asymptotic validity of the bootstrap in the context of such processes.
Mathematical Modeling of Nonstationary Separation Processes in Gas Centrifuge Cascade for Separation of Multicomponent Isotope Mixtures

OpenAIRE

Orlov Alexey; Ushakov Anton; Sovach Victor

2016-01-01

This article presents results of development of the mathematical model of nonstationary separation processes occurring in gas centrifuge cascades for separation of multicomponent isotope mixtures. This model was used for the calculation parameters of gas centrifuge cascade for separation of germanium isotopes. Comparison of obtained values with results of other authors revealed that developed mathematical model is adequate to describe nonstationary separation processes in gas centrifuge casca...
Numerical Clifford Analysis for the Non-stationary Schroedinger Equation

International Nuclear Information System (INIS)

Faustino, N.; Vieira, N.

2007-01-01

We construct a discrete fundamental solution for the parabolic Dirac operator which factorizes the non-stationary Schroedinger operator. With such fundamental solution we construct a discrete counterpart for the Teodorescu and Cauchy-Bitsadze operators and the Bergman projectors. We finalize this paper with convergence results regarding the operators and a concrete numerical example
Numerical optimization with computational errors

CERN Document Server

Zaslavski, Alexander J

2016-01-01

This book studies the approximate solutions of optimization problems in the presence of computational errors. A number of results are presented on the convergence behavior of algorithms in a Hilbert space; these algorithms are examined taking into account computational errors. The author illustrates that algorithms generate a good approximate solution, if computational errors are bounded from above by a small positive constant. Known computational errors are examined with the aim of determining an approximate solution. Researchers and students interested in the optimization theory and its applications will find this book instructive and informative. This monograph contains 16 chapters; including a chapters devoted to the subgradient projection algorithm, the mirror descent algorithm, gradient projection algorithm, the Weiszfelds method, constrained convex minimization problems, the convergence of a proximal point method in a Hilbert space, the continuous subgradient method, penalty methods and Newton’s meth...
Detection of Unusual Events and Trends in Complex Non-Stationary Data Streams

International Nuclear Information System (INIS)

Perez, Rafael B.; Protopopescu, Vladimir A.; Worley, Brian Addison; Perez, Cristina

2006-01-01

The search for unusual events and trends hidden in multi-component, nonlinear, non-stationary, noisy signals is extremely important for a host of different applications, ranging from nuclear power plant and electric grid operation to internet traffic and implementation of non-proliferation protocols. In the context of this work, we define an unusual event as a local signal disturbance and a trend as a continuous carrier of information added to and different from the underlying baseline dynamics. The goal of this paper is to investigate the feasibility of detecting hidden intermittent events inside non-stationary signal data sets corrupted by high levels of noise, by using the Hilbert-Huang empirical mode decomposition method
Stationary and non-stationary extreme value modeling of extreme temperature in Malaysia

Science.gov (United States)

Hasan, Husna; Salleh, Nur Hanim Mohd; Kassim, Suraiya

2014-09-01

Extreme annual temperature of eighteen stations in Malaysia is fitted to the Generalized Extreme Value distribution. Stationary and non-stationary models with trend are considered for each station and the Likelihood Ratio test is used to determine the best-fitting model. Results show that three out of eighteen stations i.e. Bayan Lepas, Labuan and Subang favor a model which is linear in the location parameter. A hierarchical cluster analysis is employed to investigate the existence of similar behavior among the stations. Three distinct clusters are found in which one of them consists of the stations that favor the non-stationary model. T-year estimated return levels of the extreme temperature are provided based on the chosen models.
Elastic shells of revolution under nonstationary thermal loading using ring finite elements

International Nuclear Information System (INIS)

Yao Zhenhan

1986-01-01

The report deals with the analysis of elastic shells of revolution under nonstationary thermal loading using ring finite elements. First, a ring element for moderately thick shells is derived which should also be employed for thin shells when either higher Fourier components of the displacements, or deflection patterns with very steep gradients occur. Then, a ring element for the analysis of heat conduction in shells of revolution is derived, and algorithms for the numerical solution of linear stationary, nonlinear stationary, as well as linear nonstationary problems are presented. Finally, a ring element for the coupled thermoelastic analysis of shells of revolution is developed, and an algorithm for the solution of weakly coupled problems is given. (orig.) [de
Explicitly solvable complex Chebyshev approximation problems related to sine polynomials

Science.gov (United States)

Freund, Roland

1989-01-01

Explicitly solvable real Chebyshev approximation problems on the unit interval are typically characterized by simple error curves. A similar principle is presented for complex approximation problems with error curves induced by sine polynomials. As an application, some new explicit formulae for complex best approximations are derived.
Forecasting non-stationary diarrhea, acute respiratory infection, and malaria time-series in Niono, Mali.

Science.gov (United States)

Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou

2007-11-21

Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions
The Fourier decomposition method for nonlinear and non-stationary time series analysis.

Science.gov (United States)

Singh, Pushpendra; Joshi, Shiv Dutt; Patney, Rakesh Kumar; Saha, Kaushik

2017-03-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of 'Fourier intrinsic band functions' (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time-frequency-energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms.
Mathematical modelling of nonstationary processes in a regenerator with dissociating coolant at supercritical parameters

International Nuclear Information System (INIS)

Tashchilova, Eh.M.; Sharovarov, G.A.

1985-01-01

The mathematical model of nonstationary processes in heat exchangers with dissociating coolant at supercritical parameters is given. Its dimensionless criteria are deveped. The effect of NPP regenerator parameters on criteria variation is determined. The proceeding nonstationary processes are estimated qualitatively using the dimensionless parameters. Dynamics of the processes in heat exchangers is described by the energy, mass and moment-of-momentum equations for heating and heated medium taking into account heat accumulation in the heat-transfer wall and distribution of parameters along the length of a heat exchanger
Heisenberg representation for secondary-quantized fields in nonstationary external fields and dielectric nonlinear medium

International Nuclear Information System (INIS)

Lobashev, A.A.; Mostepanenko, V.M.

1993-01-01

Heisenberg formalism is developed for creation-annihilation operators of quantum fields propagating in nonstationary external fields. Quantum fields with spin 0,1/2, 1 are considered in the presence of such external fields as electromagnetic, scalar and the field of nonstationary dielectric properties of nonlinear medium. Elliptic operator parametrically depending on time is constructed. In Heisenberg representation field variables are decomposed over eigenfunction of this operator. The relation between Heisenberg creation-annihilation operators and the operators obtained in the frame of diagonalization of Hamiltonian with Bogoliubov transformations is set up
Improved Dutch Roll Approximation for Hypersonic Vehicle

Directory of Open Access Journals (Sweden)

Liang-Liang Yin

2014-06-01

Full Text Available An improved dutch roll approximation for hypersonic vehicle is presented. From the new approximations, the dutch roll frequency is shown to be a function of the stability axis yaw stability and the dutch roll damping is mainly effected by the roll damping ratio. In additional, an important parameter called roll-to-yaw ratio is obtained to describe the dutch roll mode. Solution shows that large-roll-to-yaw ratio is the generate character of hypersonic vehicle, which results the large error for the practical approximation. Predictions from the literal approximations derived in this paper are compared with actual numerical values for s example hypersonic vehicle, results show the approximations work well and the error is below 10 %.
Approximating Exponential and Logarithmic Functions Using Polynomial Interpolation

Science.gov (United States)

Gordon, Sheldon P.; Yang, Yajun

2017-01-01

This article takes a closer look at the problem of approximating the exponential and logarithmic functions using polynomials. Either as an alternative to or a precursor to Taylor polynomial approximations at the precalculus level, interpolating polynomials are considered. A measure of error is given and the behaviour of the error function is…
The approximate analytical solution of the internal problem of conductive and laminar free convection

Directory of Open Access Journals (Sweden)

M. I. Popov

2016-01-01

Full Text Available The approximate analytical solution of a problem about nonstationary free convection in the conductive and laminar mode of the Newtonian liquid in square area at the instantaneous change of temperature of a sidewall and lack of heat fluxes is submitted on top and bottom the bases. The equations of free convection in an approximation of Oberbeka-Bussinesk are linearized due to neglect by convective items. For reduction of number of hydrothermal parameters the system is given to the dimensionless look by introduction of scales for effect and explanatory variables. Transition from classical variables to the variables "whirlwind-a flow function" allowed to reduce system to a nonstationary heat conduction equation and a nonstationary nonuniform biharmonic equation, and the first is not dependent on the second. The decision in the form of a flow function is received by application integral a sine - Fourier transforms with terminating limits to a biharmonic equation at first on a variable x, and then on a variable y. The flow function has an appearance of a double series of Fourier on sine with coefficients in an integral form. Coefficients of a row represent integrals from unknown functions. On the basis of a hypothesis of an express type of integrals coefficients are calculated from the linear equation system received from boundary conditions on partial derivatives of function. Dependence of structure of a current on Prandtl's number is investigated. The cards of streamlines and isolines of components of speed describing development of a current from the moment of emergence before transition to a stationary state are received. The schedules of a field of vectors of speeds in various time illustrating dynamics of a current are provided. Reliability of a hypothesis of an express type of integral coefficients is confirmed by adequacy to physical sense and coherence of the received results with the numerical solution of a problem.

Self-adaptive change detection in streaming data with non-stationary distribution

KAUST Repository

Zhang, Xiangliang; Wang, Wei

2010-01-01

Non-stationary distribution, in which the data distribution evolves over time, is a common issue in many application fields, e.g., intrusion detection and grid computing. Detecting the changes in massive streaming data with a non
Mathematical model of nonstationary hydraulic processes in gas centrifuge cascade for separation of multicomponent isotope mixtures

OpenAIRE

Orlov, Aleksey Alekseevich; Ushakov, Anton; Sovach, Victor

2017-01-01

The article presents results of development of a mathematical model of nonstationary hydraulic processes in gas centrifuge cascade for separation of multicomponent isotope mixtures. This model was used for the calculation parameters of gas centrifuge cascade for separation of silicon isotopes. Comparison of obtained values with results of other authors revealed that developed mathematical model is adequate to describe nonstationary hydraulic processes in gas centrifuge cascades for separation...
Low Rank Approximation Algorithms, Implementation, Applications

CERN Document Server

Markovsky, Ivan

2012-01-01

Matrix low-rank approximation is intimately related to data modelling; a problem that arises frequently in many different fields. Low Rank Approximation: Algorithms, Implementation, Applications is a comprehensive exposition of the theory, algorithms, and applications of structured low-rank approximation. Local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are presented. A major part of the text is devoted to application of the theory. Applications described include: system and control theory: approximate realization, model reduction, output error, and errors-in-variables identification; signal processing: harmonic retrieval, sum-of-damped exponentials, finite impulse response modeling, and array processing; machine learning: multidimensional scaling and recommender system; computer vision: algebraic curve fitting and fundamental matrix estimation; bioinformatics for microarray data analysis; chemometrics for multivariate calibration; ...
Nonstationary interference and scattering from random media

International Nuclear Information System (INIS)

Nazikian, R.

1991-12-01

For the small angle scattering of coherent plane waves from inhomogeneous random media, the three dimensional mean square distribution of random fluctuations may be recovered from the interferometric detection of the nonstationary modulational structure of the scattered field. Modulational properties of coherent waves scattered from random media are related to nonlocal correlations in the double sideband structure of the Fourier transform of the scattering potential. Such correlations may be expressed in terms of a suitability generalized spectral coherence function for analytic fields
Extended trigonometric Cherednik algebras and nonstationary Schrödinger equations with delta-potentials

International Nuclear Information System (INIS)

Hartwig, J. T.; Stokman, J. V.

2013-01-01

We realize an extended version of the trigonometric Cherednik algebra as affine Dunkl operators involving Heaviside functions. We use the quadratic Casimir element of the extended trigonometric Cherednik algebra to define an explicit nonstationary Schrödinger equation with delta-potential. We use coordinate Bethe ansatz methods to construct solutions of the nonstationary Schrödinger equation in terms of generalized Bethe wave functions. It is shown that the generalized Bethe wave functions satisfy affine difference Knizhnik-Zamolodchikov equations as functions of the momenta. The relation to the vector valued root system analogs of the quantum Bose gas on the circle with delta-function interactions is indicated.
The refractive index in electron microscopy and the errors of its approximations

Energy Technology Data Exchange (ETDEWEB)

Lentzen, M.

2017-05-15

In numerical calculations for electron diffraction often a simplified form of the electron-optical refractive index, linear in the electric potential, is used. In recent years improved calculation schemes have been proposed, aiming at higher accuracy by including higher-order terms of the electric potential. These schemes start from the relativistically corrected Schrödinger equation, and use a second simplified form, now for the refractive index squared, being linear in the electric potential. The second and higher-order corrections thus determined have, however, a large error, compared to those derived from the relativistically correct refractive index. The impact of the two simplifications on electron diffraction calculations is assessed through numerical comparison of the refractive index at high-angle Coulomb scattering and of cross-sections for a wide range of scattering angles, kinetic energies, and atomic numbers. - Highlights: • The standard model for the refractive index in electron microscopy is investigated. • The error of the standard model is proportional to the electric potential squared. • Relativistically correct error terms are derived from the energy-momentum relation. • The errors are assessed for Coulomb scattering varying energy and atomic number. • Errors of scattering cross-sections are pronounced at large angles and attain 10%.
The refractive index in electron microscopy and the errors of its approximations

International Nuclear Information System (INIS)

Lentzen, M.

2017-01-01

In numerical calculations for electron diffraction often a simplified form of the electron-optical refractive index, linear in the electric potential, is used. In recent years improved calculation schemes have been proposed, aiming at higher accuracy by including higher-order terms of the electric potential. These schemes start from the relativistically corrected Schrödinger equation, and use a second simplified form, now for the refractive index squared, being linear in the electric potential. The second and higher-order corrections thus determined have, however, a large error, compared to those derived from the relativistically correct refractive index. The impact of the two simplifications on electron diffraction calculations is assessed through numerical comparison of the refractive index at high-angle Coulomb scattering and of cross-sections for a wide range of scattering angles, kinetic energies, and atomic numbers. - Highlights: • The standard model for the refractive index in electron microscopy is investigated. • The error of the standard model is proportional to the electric potential squared. • Relativistically correct error terms are derived from the energy-momentum relation. • The errors are assessed for Coulomb scattering varying energy and atomic number. • Errors of scattering cross-sections are pronounced at large angles and attain 10%.
A location-based multiple point statistics method: modelling the reservoir with non-stationary characteristics

Directory of Open Access Journals (Sweden)

Yin Yanshu

2017-12-01

Full Text Available In this paper, a location-based multiple point statistics method is developed to model a non-stationary reservoir. The proposed method characterizes the relationship between the sedimentary pattern and the deposit location using the relative central position distance function, which alleviates the requirement that the training image and the simulated grids have the same dimension. The weights in every direction of the distance function can be changed to characterize the reservoir heterogeneity in various directions. The local integral replacements of data events, structured random path, distance tolerance and multi-grid strategy are applied to reproduce the sedimentary patterns and obtain a more realistic result. This method is compared with the traditional Snesim method using a synthesized 3-D training image of Poyang Lake and a reservoir model of Shengli Oilfield in China. The results indicate that the new method can reproduce the non-stationary characteristics better than the traditional method and is more suitable for simulation of delta-front deposits. These results show that the new method is a powerful tool for modelling a reservoir with non-stationary characteristics.
Condition Monitoring of Machinery in Non-Stationary Operations : Proceedings of the Second International Conference "Condition Monitoring of Machinery in Non-Stationnary Operations"

CERN Document Server

Bartelmus, Walter; Chaari, Fakher; Zimroz, Radoslaw; Haddar, Mohamed

2012-01-01

Condition monitoring of machines in non-stationary operations (CMMNO) can be seen as the major challenge for research in the field of machinery diagnostics. Condition monitoring of machines in non-stationary operations is the title of the presented book and the title of the Conference held in Hammamet - Tunisia March 26 – 28, 2012. It is the second conference under this title, first took place in Wroclaw - Poland , March 2011. The subject CMMNO comes directly from industry needs and observation of real objects. Most monitored and diagnosed objects used in industry works in non-stationary operations condition. The non-stationary operations come from fulfillment of machinery tasks, for which they are designed for. All machinery used in different kind of mines, transport systems, vehicles like: cars, buses etc, helicopters, ships and battleships and so on work in non-stationary operations. The papers included in the book are shaped by the organizing board of the conference and authors of the papers. The papers...
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

DEFF Research Database (Denmark)

Cavaliere, Guiseppe; Rahbæk, Anders; Taylor, A.M. Robert

Many key macro-economic and financial variables are characterised by permanent changes in unconditional volatility. In this paper we analyse vector autoregressions with non-stationary (unconditional) volatility of a very general form, which includes single and multiple volatility breaks as special...
Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation

DEFF Research Database (Denmark)

Picchini, Umberto; Forman, Julie Lyng

2016-01-01

a nonlinear stochastic differential equation model observed with correlated measurement errors and an application to protein folding modelling. An approximate Bayesian computation (ABC)-MCMC algorithm is suggested to allow inference for model parameters within reasonable time constraints. The ABC algorithm......In recent years, dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However, it is often computationally unfeasible to apply exact statistical methodologies in the context of large data sets and complex models. This paper considers...... applications. A simulation study is conducted to compare our strategy with exact Bayesian inference, the latter resulting two orders of magnitude slower than ABC-MCMC for the considered set-up. Finally, the ABC algorithm is applied to a large size protein data. The suggested methodology is fairly general...
Network simulation of nonstationary ionic transport through liquid junctions

International Nuclear Information System (INIS)

Castilla, J.; Horno, J.

1993-01-01

Nonstationary ionic transport across the liquid junctions has been studied using Network Thermodynamics. A network model for the time-dependent Nernst-Plack-Poisson system of equation is proposed. With this network model and the electrical circuit simulation program PSPICE, the concentrations, charge density, and electrical potentials, at short times, have been simulated for the binary system NaCl/NaCl. (Author) 13 refs
A Non-Stationary Approach for Estimating Future Hydroclimatic Extremes Using Monte-Carlo Simulation

Science.gov (United States)

Byun, K.; Hamlet, A. F.

2017-12-01

There is substantial evidence that observed hydrologic extremes (e.g. floods, extreme stormwater events, and low flows) are changing and that climate change will continue to alter the probability distributions of hydrologic extremes over time. These non-stationary risks imply that conventional approaches for designing hydrologic infrastructure (or making other climate-sensitive decisions) based on retrospective analysis and stationary statistics will become increasingly problematic through time. To develop a framework for assessing risks in a non-stationary environment our study develops a new approach using a super ensemble of simulated hydrologic extremes based on Monte Carlo (MC) methods. Specifically, using statistically downscaled future GCM projections from the CMIP5 archive (using the Hybrid Delta (HD) method), we extract daily precipitation (P) and temperature (T) at 1/16 degree resolution based on a group of moving 30-yr windows within a given design lifespan (e.g. 10, 25, 50-yr). Using these T and P scenarios we simulate daily streamflow using the Variable Infiltration Capacity (VIC) model for each year of the design lifespan and fit a Generalized Extreme Value (GEV) probability distribution to the simulated annual extremes. MC experiments are then used to construct a random series of 10,000 realizations of the design lifespan, estimating annual extremes using the estimated unique GEV parameters for each individual year of the design lifespan. Our preliminary results for two watersheds in Midwest show that there are considerable differences in the extreme values for a given percentile between conventional MC and non-stationary MC approach. Design standards based on our non-stationary approach are also directly dependent on the design lifespan of infrastructure, a sensitivity which is notably absent from conventional approaches based on retrospective analysis. The experimental approach can be applied to a wide range of hydroclimatic variables of interest.
Mathematical Modeling of Nonstationary Separation Processes in Gas Centrifuge Cascade for Separation of Multicomponent Isotope Mixtures

Directory of Open Access Journals (Sweden)

Orlov Alexey

2016-01-01

Full Text Available This article presents results of development of the mathematical model of nonstationary separation processes occurring in gas centrifuge cascades for separation of multicomponent isotope mixtures. This model was used for the calculation parameters of gas centrifuge cascade for separation of germanium isotopes. Comparison of obtained values with results of other authors revealed that developed mathematical model is adequate to describe nonstationary separation processes in gas centrifuge cascades for separation of multicomponent isotope mixtures.
Optimizing a Military Supply Chain in the Presence of Random, Non-Stationary Demands

National Research Council Canada - National Science Library

Yew

2003-01-01

... logistics supply chain that satisfies uncertain, non-stationary demands, while taking into account the volatility and singularity of military operations This research focuses on the development...
AUTOMATIC CONTROL OF PARAMETERS OF A NON-STATIONARY OBJECT WITH CROSS LINKS

Directory of Open Access Journals (Sweden)

A. Pavlov

2018-04-01

Full Text Available Many objects automatic control unsteady. This is manifested in the change of their parameters. Therefore, periodically adjust the required parameters of the controller. This work is usually carried out rarely. For a long time, regulators are working with is not the optimal settings. The consequence of this is the low quality of many industrial control systems. The solution problem is the use of robust controllers. ACS with traditional PI and PID controllers have a very limited range of normal operation modes due to the appearance of parametric disturbances due to changes in the characteristics of the automated unit and changes in the load on it. The situation is different when using in the architecture of artificial neural network controllers. It is known that when training a neural network, the adaptation procedure is often used. This makes it possible to greatly expand the area of normal operating modes of ACS with neural automatic regulators in comparison with traditional linear regulators. It is also possible to significantly improve the quality of control (especially for a non-stationary multidimensional object, provided that when designing the ACS at the stage of its simulation in the model of the regulatory object model, an adequate simulation model of the executive device. It is also possible to significantly improve the quality of control (especially for a non-stationary multidimensional regulatory object model, an adequate simulation model of the executive device. Especially actual implementation of all these requirements in the application of electric actuators. This article fully complies with these requirements. This is what makes it possible to provide a guaranteed quality of control in non-stationary ACS with multidimensional objects and cross-links between control channels. The possibility of using a known hybrid automatic regulator to stabilize the parameters of a two-channel non-stationary object with two cross-linked. A
EDITORIAL: CAMOP: Quantum Non-Stationary Systems CAMOP: Quantum Non-Stationary Systems

Science.gov (United States)

Dodonov, Victor V.; Man'ko, Margarita A.

2010-09-01

Although time-dependent quantum systems have been studied since the very beginning of quantum mechanics, they continue to attract the attention of many researchers, and almost every decade new important discoveries or new fields of application are made. Among the impressive results or by-products of these studies, one should note the discovery of the path integral method in the 1940s, coherent and squeezed states in the 1960-70s, quantum tunneling in Josephson contacts and SQUIDs in the 1960s, the theory of time-dependent quantum invariants in the 1960-70s, different forms of quantum master equations in the 1960-70s, the Zeno effect in the 1970s, the concept of geometric phase in the 1980s, decoherence of macroscopic superpositions in the 1980s, quantum non-demolition measurements in the 1980s, dynamics of particles in quantum traps and cavity QED in the 1980-90s, and time-dependent processes in mesoscopic quantum devices in the 1990s. All these topics continue to be the subject of many publications. Now we are witnessing a new wave of interest in quantum non-stationary systems in different areas, from cosmology (the very first moments of the Universe) and quantum field theory (particle pair creation in ultra-strong fields) to elementary particle physics (neutrino oscillations). A rapid increase in the number of theoretical and experimental works on time-dependent phenomena is also observed in quantum optics, quantum information theory and condensed matter physics. Time-dependent tunneling and time-dependent transport in nano-structures are examples of such phenomena. Another emerging direction of study, stimulated by impressive progress in experimental techniques, is related to attempts to observe the quantum behavior of macroscopic objects, such as mirrors interacting with quantum fields in nano-resonators. Quantum effects manifest themselves in the dynamics of nano-electromechanical systems; they are dominant in the quite new and very promising field of circuit
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

DEFF Research Database (Denmark)

Cavaliere, Giuseppe; Rahbek, Anders Christian; Taylor, A. M. Robert

Many key macro-economic and …nancial variables are characterised by permanent changes in unconditional volatility. In this paper we analyse vector autoregressions with non-stationary (unconditional) volatility of a very general form, which includes single and multiple volatility breaks as special...
Evaluation of the Methods for Response Analysis under Non-Stationary Excitation

Directory of Open Access Journals (Sweden)

R.S. Jangid

1999-01-01

Full Text Available Response of structures to non-stationary ground motion can be obtained either by the evolutionary spectral analysis or by the Markov approach. In certain conditions, a quasi-stationary analysis can also be performed. The first two methods of analysis are difficult to apply for complex situations such as problems involving soil-structure interaction, non-classical damping and primary-secondary structure interaction. The quasi-stationary analysis, on the other hand, provides an easier solution procedure for such cases. Here-in, the effectiveness of the quasi-stationary analysis is examined with the help of the analysis of a single degree-of-freedom (SDOF system under a set of parametric variations. For this purpose, responses of the SDOF system to uniformly modulated non-stationary random ground excitation are obtained by the three methods and they are compared. In addition, the relative computational efforts for different methods are also investigated.
Performance analysis of spectral-phase-encoded optical code-division multiple-access system regarding the incorrectly decoded signal as a nonstationary random process

Science.gov (United States)

Yan, Meng; Yao, Minyu; Zhang, Hongming

2005-11-01

The performance of a spectral-phase-encoded (SPE) optical code-division multiple-access (OCDMA) system is analyzed. Regarding the incorrectly decoded signal (IDS) as a nonstationary random process, we derive a novel probability distribution for it. The probability distribution of the IDS is considered a chi-squared distribution with degrees of freedom r=1, which is more reasonable and accurate than in previous work. The bit error rate (BER) of an SPE OCDMA system under multiple-access interference is evaluated. Numerical results show that the system can sustain very low BER even when there are multiple simultaneous users, and as the code length becomes longer or the initial pulse becomes shorter, the system performs better.

Fermat principle for a nonstationary medium.

Science.gov (United States)

Voronovich, A G; Godin, O A

2003-07-25

One possible formulation of a variational principle of the Fermat type for systems with time-dependent parameters is suggested. In a stationary case, it reduces to the Mopertui-Lagrange least-action principle. A class of Hamiltonians (dispersion relations) is indicated, for which the variational principle reduces to the Fermat principle in a general nonstationary case. Hamiltonians that are homogeneous functions of momenta are in this category. For the important case of nondispersive waves (corresponding to Hamiltonians being homogeneous function of momenta order 1) the Fermat principle fully determines the geometry of the rays. Equations relating the variation of signal frequency with the rate of change of propagation time are established.
On structural identifiability analysis of the cascaded linear dynamic systems in isotopically non-stationary 13C labelling experiments.

Science.gov (United States)

Lin, Weilu; Wang, Zejian; Huang, Mingzhi; Zhuang, Yingping; Zhang, Siliang

2018-06-01

The isotopically non-stationary 13C labelling experiments, as an emerging experimental technique, can estimate the intracellular fluxes of the cell culture under an isotopic transient period. However, to the best of our knowledge, the issue of the structural identifiability analysis of non-stationary isotope experiments is not well addressed in the literature. In this work, the local structural identifiability analysis for non-stationary cumomer balance equations is conducted based on the Taylor series approach. The numerical rank of the Jacobian matrices of the finite extended time derivatives of the measured fractions with respect to the free parameters is taken as the criterion. It turns out that only one single time point is necessary to achieve the structural identifiability analysis of the cascaded linear dynamic system of non-stationary isotope experiments. The equivalence between the local structural identifiability of the cascaded linear dynamic systems and the local optimum condition of the nonlinear least squares problem is elucidated in the work. Optimal measurements sets can then be determined for the metabolic network. Two simulated metabolic networks are adopted to demonstrate the utility of the proposed method. Copyright © 2018 Elsevier Inc. All rights reserved.
Uncertainty quantification and error analysis

Energy Technology Data Exchange (ETDEWEB)

Higdon, Dave M [Los Alamos National Laboratory; Anderson, Mark C [Los Alamos National Laboratory; Habib, Salman [Los Alamos National Laboratory; Klein, Richard [Los Alamos National Laboratory; Berliner, Mark [OHIO STATE UNIV.; Covey, Curt [LLNL; Ghattas, Omar [UNIV OF TEXAS; Graziani, Carlo [UNIV OF CHICAGO; Seager, Mark [LLNL; Sefcik, Joseph [LLNL; Stark, Philip [UC/BERKELEY; Stewart, James [SNL

2010-01-01

UQ studies all sources of error and uncertainty, including: systematic and stochastic measurement error; ignorance; limitations of theoretical models; limitations of numerical representations of those models; limitations on the accuracy and reliability of computations, approximations, and algorithms; and human error. A more precise definition for UQ is suggested below.
Introduction and application of non-stationary standardized precipitation index considering probability distribution function and return period

Science.gov (United States)

Park, Junehyeong; Sung, Jang Hyun; Lim, Yoon-Jin; Kang, Hyun-Suk

2018-05-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI), basically assumes stationarity, but recent changes in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process was proposed. The results were evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered that the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite that these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the probability distribution wider than before. This implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.
A note on the almost sure central limit theorems for the maxima of strongly dependent nonstationary Gaussian vector sequences

Directory of Open Access Journals (Sweden)

Xiang Zeng

2016-06-01

Full Text Available Abstract We prove some almost sure central limit theorems for the maxima of strongly dependent nonstationary Gaussian vector sequences under some mild conditions. The results extend the ASCLT to nonstationary Gaussian vector sequences and give substantial improvements for the weight sequence obtained by Lin et al. (Comput. Math. Appl. 62(2:635-640, 2011.
Numerical simulation of nonstationary dissipative structures in 3D double-diffusive convection at large Rayleigh numbers

Science.gov (United States)

Kozitskiy, Sergey

2018-05-01

Numerical simulation of nonstationary dissipative structures in 3D double-diffusive convection has been performed by using the previously derived system of complex Ginzburg-Landau type amplitude equations, valid in a neighborhood of Hopf bifurcation points. Simulation has shown that the state of spatiotemporal chaos develops in the system. It has the form of nonstationary structures that depend on the parameters of the system. The shape of structures does not depend on the initial conditions, and a limited number of spectral components participate in their formation.
Quantum Radiation Properties of Dirac Particles in General Nonstationary Black Holes

Directory of Open Access Journals (Sweden)

Jia-Chen Hua

2014-01-01

Full Text Available Quantum radiation properties of Dirac particles in general nonstationary black holes in the general case are investigated by both using the method of generalized tortoise coordinate transformation and considering simultaneously the asymptotic behaviors of the first-order and second-order forms of Dirac equation near the event horizon. It is generally shown that the temperature and the shape of the event horizon of this kind of black holes depend on both the time and different angles. Further, we give a general expression of the new extra coupling effect in thermal radiation spectrum of Dirac particles which is absent from the thermal radiation spectrum of scalar particles. Also, we reveal a relationship that is ignored before between thermal radiation and nonthermal radiation in the case of scalar particles, which is that the chemical potential in thermal radiation spectrum is equal to the highest energy of the negative energy state of scalar particles in nonthermal radiation for general nonstationary black holes.
Climate variability and nonstationary dynamics of Mycoplasma pneumoniae pneumonia in Japan.

Science.gov (United States)

Onozuka, Daisuke; Chaves, Luis Fernando

2014-01-01

A stationary association between climate factors and epidemics of Mycoplasma pneumoniae (M. pneumoniae) pneumonia has been widely assumed. However, it is unclear whether elements of the local climate that are relevant to M. pneumoniae pneumonia transmission have stationary signatures of climate factors on their dynamics over different time scales. We performed a cross-wavelet coherency analysis to assess the patterns of association between monthly M. pneumoniae cases in Fukuoka, Japan, from 2000 to 2012 and indices for the Indian Ocean Dipole (IOD) and El Niño Southern Oscillation (ENSO). Monthly M. pneumoniae cases were strongly associated with the dynamics of both the IOD and ENSO for the 1-2-year periodic mode in 2005-2007 and 2010-2011. This association was non-stationary and appeared to have a major influence on the synchrony of M. pneumoniae epidemics. Our results call for the consideration of non-stationary, possibly non-linear, patterns of association between M. pneumoniae cases and climatic factors in early warning systems.
A regional and nonstationary model for partial duration series of extreme rainfall

DEFF Research Database (Denmark)

Gregersen, Ida Bülow; Madsen, Henrik; Rosbjerg, Dan

2017-01-01

as the explanatory variables in the regional and temporal domain, respectively. Further analysis of partial duration series with nonstationary and regional thresholds shows that the mean exceedances also exhibit a significant variation in space and time for some rainfall durations, while the shape parameter is found...... of extreme rainfall. The framework is built on a partial duration series approach with a nonstationary, regional threshold value. The model is based on generalized linear regression solved by generalized estimation equations. It allows a spatial correlation between the stations in the network and accounts...... furthermore for variable observation periods at each station and in each year. Marginal regional and temporal regression models solved by generalized least squares are used to validate and discuss the results of the full spatiotemporal model. The model is applied on data from a large Danish rain gauge network...
Stochastic optimal control of non-stationary response of a single-degree-of-freedom vehicle model

Science.gov (United States)

Narayanan, S.; Raju, G. V.

1990-09-01

An active suspension system to control the non-stationary response of a single-degree-of-freedom (sdf) vehicle model with variable velocity traverse over a rough road is investigated. The suspension is optimized with respect to ride comfort and road holding, using stochastic optimal control theory. The ground excitation is modelled as a spatial homogeneous random process, being the output of a linear shaping filter to white noise. The effect of the rolling contact of the tyre is considered by an additional filter in cascade. The non-stationary response with active suspension is compared with that of a passive system.
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates

DEFF Research Database (Denmark)

Han, Heejoon; Kristensen, Dennis

as captured by its long-memory parameter dx; in particular, we allow for both stationary and non-stationary covariates. We show that the QMLE'’s of the regression coefficients entering the volatility equation are consistent and normally distributed in large samples independently of the degree of persistence....... This implies that standard inferential tools, such as t-statistics, do not have to be adjusted to the level of persistence. On the other hand, the intercept in the volatility equation is not identifi…ed when the covariate is non-stationary which is akin to the results of Jensen and Rahbek (2004, Econometric...
Solution of the non-stationary electron Boltzmann equation for a weakly ionized collision dominated plasma

International Nuclear Information System (INIS)

Winkler, R.; Wilhelm, J.

A detailed description is presented of calculating the nonstationary electron distribution function in a weakly ionized collision-dominated plasma from the Boltzmann kinetic equation respecting the effects of the time-dependent electric field, collision processes and the electron formation and loss. The finite difference approximation was used for numerical solution. Using the Crank-Nicolson method and parabolic interpolation between the grid points the Boltzmann equation was transformed to a system of linear equations which was then solved by iterations at a preset accuracy. Using the calculated distribution function values, the macroscopic plasma parameters were determined and the balance of electron density and energy checked in each time step. The mathematical procedure is illustrated using a neon plasma perturbed by a rectangular electric pulse. The time development shown of the distribution function at moments when the pulse was switched on and off demonstrates the great stability of the numerical solution. (J.U.)
On the dynamics of non-stationary binary stellar systems

International Nuclear Information System (INIS)

Bekov, A. A.; Bejsekov, A.N.; Aldibaeva, L.T.

2005-01-01

The motion of test body in the external gravitational field of the binary stellar system with slowly variable some physical parameters of radiating components is considered on the base of restricted non-stationary photo-gravitational three and two bodies problem. The family of polar and coplanar solutions are obtained. These solutions give the possibility of the dynamical and structure interpretation of the binary young evolving stars and galaxies. (author)
Non-Linear Approximation of Bayesian Update

KAUST Repository

Litvinenko, Alexander

2016-01-01

We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.
Non-Linear Approximation of Bayesian Update

KAUST Repository

Litvinenko, Alexander

2016-06-23

We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.
Limitations of shallow nets approximation.

Science.gov (United States)

Lin, Shao-Bo

2017-10-01

In this paper, we aim at analyzing the approximation abilities of shallow networks in reproducing kernel Hilbert spaces (RKHSs). We prove that there is a probability measure such that the achievable lower bound for approximating by shallow nets can be realized for all functions in balls of reproducing kernel Hilbert space with high probability, which is different with the classical minimax approximation error estimates. This result together with the existing approximation results for deep nets shows the limitations for shallow nets and provides a theoretical explanation on why deep nets perform better than shallow nets. Copyright © 2017 Elsevier Ltd. All rights reserved.
Coherent states of quantum systems. [Hamiltonians, variable magnetic field, adiabatic approximation

Energy Technology Data Exchange (ETDEWEB)

Trifonov, D A

1975-01-01

Time-evolution of coherent states and uncertainty relations for quantum systems are considered as well as the relation between the various types of coherent states. The most general form of the Hamiltonians that keep the uncertainty products at a minimum is found using the coherent states. The minimum uncertainty packets are shown to be coherent states of the type nonstationary-system coherent states. Two specific systems, namely that of a generalized N-dimensional oscillator and that of a charged particle moving in a variable magnetic field, are treated as examples. The adiabatic approximation to the uncertainty products for these systems is also discussed and the minimality is found to be retained with an exponential accuracy.
Nonstationary oscillations in gyrotrons revisited

International Nuclear Information System (INIS)

Dumbrajs, O.; Kalis, H.

2015-01-01

Development of gyrotrons requires careful understanding of different regimes of gyrotron oscillations. It is known that in the planes of the generalized gyrotron variables: cyclotron resonance mismatch and dimensionless current or cyclotron resonance mismatch and dimensionless interaction length complicated alternating sequences of regions of stationary, periodic, automodulation, and chaotic oscillations exist. In the past, these regions were investigated on the supposition that the transit time of electrons through the interaction space is much shorter than the cavity decay time. This assumption is valid for short and/or high diffraction quality resonators. However, in the case of long and/or low diffraction quality resonators, which are often utilized, this assumption is no longer valid. In such a case, a different mathematical formalism has to be used for studying nonstationary oscillations. One example of such a formalism is described in the present paper
Multilevel weighted least squares polynomial approximation

KAUST Repository

Haji-Ali, Abdul-Lateef

2017-06-30

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required to achieve quasi-optimal approximation in a given polynomial subspace scales, up to a logarithmic factor, linearly in the dimension of this space. However, in many applications, the computation of samples includes a numerical discretization error. Thus, obtaining polynomial approximations with a single level method can become prohibitively expensive, as it requires a sufficiently large number of samples, each computed with a sufficiently small discretization error. As a solution to this problem, we propose a multilevel method that utilizes samples computed with different accuracies and is able to match the accuracy of single-level approximations with reduced computational cost. We derive complexity bounds under certain assumptions about polynomial approximability and sample work. Furthermore, we propose an adaptive algorithm for situations where such assumptions cannot be verified a priori. Finally, we provide an efficient algorithm for the sampling from optimal distributions and an analysis of computationally favorable alternative distributions. Numerical experiments underscore the practical applicability of our method.
Instantaneous Transfer Entropy for the Study of Cardiovascular and Cardiorespiratory Nonstationary Dynamics.

Science.gov (United States)

Valenza, Gaetano; Faes, Luca; Citi, Luca; Orini, Michele; Barbieri, Riccardo

2018-05-01

Measures of transfer entropy (TE) quantify the direction and strength of coupling between two complex systems. Standard approaches assume stationarity of the observations, and therefore are unable to track time-varying changes in nonlinear information transfer with high temporal resolution. In this study, we aim to define and validate novel instantaneous measures of TE to provide an improved assessment of complex nonstationary cardiorespiratory interactions. We here propose a novel instantaneous point-process TE (ipTE) and validate its assessment as applied to cardiovascular and cardiorespiratory dynamics. In particular, heartbeat and respiratory dynamics are characterized through discrete time series, and modeled with probability density functions predicting the time of the next physiological event as a function of the past history. Likewise, nonstationary interactions between heartbeat and blood pressure dynamics are characterized as well. Furthermore, we propose a new measure of information transfer, the instantaneous point-process information transfer (ipInfTr), which is directly derived from point-process-based definitions of the Kolmogorov-Smirnov distance. Analysis on synthetic data, as well as on experimental data gathered from healthy subjects undergoing postural changes confirms that ipTE, as well as ipInfTr measures are able to dynamically track changes in physiological systems coupling. This novel approach opens new avenues in the study of hidden, transient, nonstationary physiological states involving multivariate autonomic dynamics in cardiovascular health and disease. The proposed method can also be tailored for the study of complex multisystem physiology (e.g., brain-heart or, more in general, brain-body interactions).

Intensity-based hierarchical elastic registration using approximating splines.

Science.gov (United States)

Serifovic-Trbalic, Amira; Demirovic, Damir; Cattin, Philippe C

2014-01-01

We introduce a new hierarchical approach for elastic medical image registration using approximating splines. In order to obtain the dense deformation field, we employ Gaussian elastic body splines (GEBS) that incorporate anisotropic landmark errors and rotation information. Since the GEBS approach is based on a physical model in form of analytical solutions of the Navier equation, it can very well cope with the local as well as global deformations present in the images by varying the standard deviation of the Gaussian forces. The proposed GEBS approximating model is integrated into the elastic hierarchical image registration framework, which decomposes a nonrigid registration problem into numerous local rigid transformations. The approximating GEBS registration scheme incorporates anisotropic landmark errors as well as rotation information. The anisotropic landmark localization uncertainties can be estimated directly from the image data, and in this case, they represent the minimal stochastic localization error, i.e., the Cramér-Rao bound. The rotation information of each landmark obtained from the hierarchical procedure is transposed in an additional angular landmark, doubling the number of landmarks in the GEBS model. The modified hierarchical registration using the approximating GEBS model is applied to register 161 image pairs from a digital mammogram database. The obtained results are very encouraging, and the proposed approach significantly improved all registrations comparing the mean-square error in relation to approximating TPS with the rotation information. On artificially deformed breast images, the newly proposed method performed better than the state-of-the-art registration algorithm introduced by Rueckert et al. (IEEE Trans Med Imaging 18:712-721, 1999). The average error per breast tissue pixel was less than 2.23 pixels compared to 2.46 pixels for Rueckert's method. The proposed hierarchical elastic image registration approach incorporates the GEBS
Numerical methods for realizing nonstationary Poisson processes with piecewise-constant instantaneous-rate functions

DEFF Research Database (Denmark)

Harrod, Steven; Kelton, W. David

2006-01-01

Nonstationary Poisson processes are appropriate in many applications, including disease studies, transportation, finance, and social policy. The authors review the risks of ignoring nonstationarity in Poisson processes and demonstrate three algorithms for generation of Poisson processes...
Approximative calculation of transient short-circuit currents in power-systems

Energy Technology Data Exchange (ETDEWEB)

Heuck, K; Rosenberger, R; Dettmann, K D; Kegel, R

1986-08-01

The paper shows that it is approximatively possible to calculate the transient short-circuit currents for symmetrical and asymmetrical faults in power-systems. For that purpose a simple equivalent network is found. Its error of approximation is small. For the important maximum short-circuit current limits of error are pointed out compared to VDE 0102.
Optimal inventory policies with non-stationary supply disruptions and advance supply information

NARCIS (Netherlands)

Atasoy, B.; Güllü, R.; Tan, T.

2012-01-01

We consider the production/inventory problem of a manufacturer (or a retailer) under non-stationary and stochastic supply availability. Although supply availability is uncertain, the supplier would be able to predict her near future shortages – and hence supply disruption to (some of) her customers
Optimal inventory policies with non-stationary supply disruptions and advance supply information

NARCIS (Netherlands)

Atasoy, B.; Güllü, R.; Tan, T.

2011-01-01

We consider the production/inventory problem of a manufacturer (or a retailer) under non-stationary and stochastic supply availability. Although supply availability is uncertain, the supplier would be able to predict her near future shortages -and hence supply disruption to (some of) her customers-
Performance of a written radiation protection inspection of nonstationary gamma radiography users

International Nuclear Information System (INIS)

Hoehne, M.

1986-01-01

A questionare has been developed for controlling users of nonstationary gamma radiography devices. It is aimed at obtaining information about the weak points according to radiation protection and to give guidance in performing such controls by the respective radiation protection officers. The questionare is included
Diffusion approximation of Lévy processes with a view towards finance

KAUST Repository

Kiessling, Jonas; Tempone, Raul

2011-01-01

Let the (log-)prices of a collection of securities be given by a d-dimensional Lévy process X t having infinite activity and a smooth density. The value of a European contract with payoff g(x) maturing at T is determined by E[g(X T)]. Let X̄ T be a finite activity approximation to X T, where diffusion is introduced to approximate jumps smaller than a given truncation level ∈ > 0. The main result of this work is a derivation of an error expansion for the resulting model error, E[g(X T) - g(X̄ T)], with computable leading order term. Our estimate depends both on the choice of truncation level ∈ and the contract payoff g, and it is valid even when g is not continuous. Numerical experiments confirm that the error estimate is indeed a good approximation of the model error. Using similar techniques we indicate how to construct an adaptive truncation type approximation. Numerical experiments indicate that a substantial amount of work is to be gained from such adaptive approximation. Finally, we extend the previous model error estimates to the case of Barrier options, which have a particular path dependent structure. © de Gruyter 2011.
Incremental learning of concept drift in nonstationary environments.

Science.gov (United States)

Elwell, Ryan; Polikar, Robi

2011-10-01

We introduce an ensemble of classifiers-based approach for incremental learning of concept drift, characterized by nonstationary environments (NSEs), where the underlying data distributions change over time. The proposed algorithm, named Learn(++). NSE, learns from consecutive batches of data without making any assumptions on the nature or rate of drift; it can learn from such environments that experience constant or variable rate of drift, addition or deletion of concept classes, as well as cyclical drift. The algorithm learns incrementally, as other members of the Learn(++) family of algorithms, that is, without requiring access to previously seen data. Learn(++). NSE trains one new classifier for each batch of data it receives, and combines these classifiers using a dynamically weighted majority voting. The novelty of the approach is in determining the voting weights, based on each classifier's time-adjusted accuracy on current and past environments. This approach allows the algorithm to recognize, and act accordingly, to the changes in underlying data distributions, as well as to a possible reoccurrence of an earlier distribution. We evaluate the algorithm on several synthetic datasets designed to simulate a variety of nonstationary environments, as well as a real-world weather prediction dataset. Comparisons with several other approaches are also included. Results indicate that Learn(++). NSE can track the changing environments very closely, regardless of the type of concept drift. To allow future use, comparison and benchmarking by interested researchers, we also release our data used in this paper. © 2011 IEEE
A posteriori error estimates for finite volume approximations of elliptic equations on general surfaces

Energy Technology Data Exchange (ETDEWEB)

Ju, Lili; Tian, Li; Wang, Desheng

2008-10-31

In this paper, we present a residual-based a posteriori error estimate for the finite volume discretization of steady convection– diffusion–reaction equations defined on surfaces in R3, which are often implicitly represented as level sets of smooth functions. Reliability and efficiency of the proposed a posteriori error estimator are rigorously proved. Numerical experiments are also conducted to verify the theoretical results and demonstrate the robustness of the error estimator.
Expanding the experience of using non-stationary waterflooding technology with changing direction of the filtration flow in the example of the Northern Buzachi field

Directory of Open Access Journals (Sweden)

E.M. Almukhametova

2018-06-01

Full Text Available Abstract. The last few years, work has been carried out to study the effectiveness of non-stationary exposure in the highly viscous oil field Northern Buzachi (Republic of Kazakhstan. It has been proved that this technology is quite effective in the development of highly viscous oil reservoirs, however, in order to constantly maintain high technological effect, a constant modification of this technology is required, since it has a characteristic feature of rapid «aging». Further search for the conditions of effective application of non-stationary exposure on highly-viscous oil deposits can be carried out in two directions: the implementation of non-stationary exposure in new areas with other reservoir parameters and the change in the parameters of non-stationary exposure technology (including combining with other technologies in areas where this technology is already in use. Both approaches are used on the Northern Buzachi field. Thus, the positive experience of using non-stationary waterflooding in combination with changing direction of the filtration flow in the section of the seventh block of the Northern Buzachi field allowed us to recommend new sites for the implementation of this technology. With the participation of the author of this work, a non-stationary waterflooding program was developed and implemented on the site of the sixth block (south of the first operational facility.
Climate variability and nonstationary dynamics of Mycoplasma pneumoniae pneumonia in Japan.

Directory of Open Access Journals (Sweden)

Daisuke Onozuka

Full Text Available BACKGROUND: A stationary association between climate factors and epidemics of Mycoplasma pneumoniae (M. pneumoniae pneumonia has been widely assumed. However, it is unclear whether elements of the local climate that are relevant to M. pneumoniae pneumonia transmission have stationary signatures of climate factors on their dynamics over different time scales. METHODS: We performed a cross-wavelet coherency analysis to assess the patterns of association between monthly M. pneumoniae cases in Fukuoka, Japan, from 2000 to 2012 and indices for the Indian Ocean Dipole (IOD and El Niño Southern Oscillation (ENSO. RESULTS: Monthly M. pneumoniae cases were strongly associated with the dynamics of both the IOD and ENSO for the 1-2-year periodic mode in 2005-2007 and 2010-2011. This association was non-stationary and appeared to have a major influence on the synchrony of M. pneumoniae epidemics. CONCLUSIONS: Our results call for the consideration of non-stationary, possibly non-linear, patterns of association between M. pneumoniae cases and climatic factors in early warning systems.
Multiresolution approximation for volatility processes

NARCIS (Netherlands)

E. Capobianco (Enrico)

2002-01-01

textabstractWe present an application of wavelet techniques to non-stationary time series with the aim of detecting the dependence structure which is typically found to characterize intraday stock index financial returns. It is particularly important to identify what components truly belong to the
On the Oracle Property of the Adaptive LASSO in Stationary and Nonstationary Autoregressions

DEFF Research Database (Denmark)

Kock, Anders Bredahl

We show that the Adaptive LASSO is oracle efficient in stationary and non-stationary autoregressions. This means that it estimates parameters consistently, selects the correct sparsity pattern, and estimates the coefficients belonging to the relevant variables at the same asymptotic efficiency...
Approximate Bisimulation for High-Level Datapaths in Intelligent Transportation Systems

Directory of Open Access Journals (Sweden)

Hui Deng

2013-01-01

Full Text Available A relation called approximate bisimulation is proposed to achieve behavior and structure optimization for a type of high-level datapath whose data exchange processes are expressed by nonlinear polynomial systems. The high-level datapaths are divided into small blocks with a partitioning method and then represented by polynomial transition systems. A standardized form based on Ritt-Wu's method is developed to represent the equivalence relation for the high-level datapaths. Furthermore, we establish an approximate bisimulation relation within a controllable error range and express the approximation with an error control function, which is processed by Sostools. Meanwhile, the error is controlled through tuning the equivalence restrictions. An example of high-level datapaths demonstrates the efficiency of our method.
A flag-up algorithm and test for nonstationary customer-specific product graphs

DEFF Research Database (Denmark)

Fenger, Morten H. J.; Scholderer, Joachim

period. The results show that the test is clearly able to identify customers with evolving behavior, and that it can easily be deployed as part of a CRM system. It enables companies with loyalty programs to focus on nonstationary customers, i.e. customers who may represent opportunities for cross...
Tracking of Nonstationary Noise Based on Data-Driven Recursive Noise Power Estimation

NARCIS (Netherlands)

Erkelens, J.S.; Heusdens, R.

2008-01-01

This paper considers estimation of the noise spectral variance from speech signals contaminated by highly nonstationary noise sources. The method can accurately track fast changes in noise power level (up to about 10 dB/s). In each time frame, for each frequency bin, the noise variance estimate is
Double-Wavelet Approach to Studying the Modulation Properties of Nonstationary Multimode Dynamics

DEFF Research Database (Denmark)

Sosnovtseva, Olga; Mosekilde, Erik; Pavlov, A.N.

2005-01-01

On the basis of double-wavelet analysis, the paper proposes a method to study interactions in the form of frequency and amplitude modulation in nonstationary multimode data series. Special emphasis is given to the problem of quantifying the strength of modulation for a fast signal by a coexisting...
Full-Scale Approximations of Spatio-Temporal Covariance Models for Large Datasets

KAUST Repository

Zhang, Bohai

2014-01-01

Various continuously-indexed spatio-temporal process models have been constructed to characterize spatio-temporal dependence structures, but the computational complexity for model fitting and predictions grows in a cubic order with the size of dataset and application of such models is not feasible for large datasets. This article extends the full-scale approximation (FSA) approach by Sang and Huang (2012) to the spatio-temporal context to reduce computational complexity. A reversible jump Markov chain Monte Carlo (RJMCMC) algorithm is proposed to select knots automatically from a discrete set of spatio-temporal points. Our approach is applicable to nonseparable and nonstationary spatio-temporal covariance models. We illustrate the effectiveness of our method through simulation experiments and application to an ozone measurement dataset.
Nonstationary heat flow in the piston of the turbocharged engine

Directory of Open Access Journals (Sweden)

Piotr GUSTOF

2010-01-01

Full Text Available In this study the numeric computations of nonstationary heat flow in form of temperature distribution on characteristic surfaces of the piston of the turbocharged engine at the beginning phase its work was presented. The computations were performed for fragmentary load engine by means of the two-zone combustion model, the boundary conditions of III kind and the finite elements method (FEM by using of COSMOS/M program.
Regime shifts under forcing of non-stationary attractors: Conceptual model and case studies in hydrologic systems.

Science.gov (United States)

Park, Jeryang; Rao, P Suresh C

2014-11-15

We present here a conceptual model and analysis of complex systems using hypothetical cases of regime shifts resulting from temporal non-stationarity in attractor strengths, and then present selected published cases to illustrate such regime shifts in hydrologic systems (shallow aquatic ecosystems; water table shifts; soil salinization). Complex systems are dynamic and can exist in two or more stable states (or regimes). Temporal variations in state variables occur in response to fluctuations in external forcing, which are modulated by interactions among internal processes. Combined effects of external forcing and non-stationary strengths of alternative attractors can lead to shifts from original to alternate regimes. In systems with bi-stable states, when the strengths of two competing attractors are constant in time, or are non-stationary but change in a linear fashion, regime shifts are found to be temporally stationary and only controlled by the characteristics of the external forcing. However, when attractor strengths change in time non-linearly or vary stochastically, regime shifts in complex systems are characterized by non-stationary probability density functions (pdfs). We briefly discuss implications and challenges to prediction and management of hydrologic complex systems. Copyright © 2014 Elsevier B.V. All rights reserved.

Insight into organic reactions from the direct random phase approximation and its corrections

Energy Technology Data Exchange (ETDEWEB)

Ruzsinszky, Adrienn [Department of Physics, Temple University, Philadelphia, Pennsylvania 19122 (United States); Zhang, Igor Ying; Scheffler, Matthias [Fritz-Haber-Institut der Max-Planck-Gesellschaft, Faradayweg 4-6, 14195 Berlin (Germany)

2015-10-14

The performance of the random phase approximation (RPA) and beyond-RPA approximations for the treatment of electron correlation is benchmarked on three different molecular test sets. The test sets are chosen to represent three typical sources of error which can contribute to the failure of most density functional approximations in chemical reactions. The first test set (atomization and n-homodesmotic reactions) offers a gradually increasing balance of error from the chemical environment. The second test set (Diels-Alder reaction cycloaddition = DARC) reflects more the effect of weak dispersion interactions in chemical reactions. Finally, the third test set (self-interaction error 11 = SIE11) represents reactions which are exposed to noticeable self-interaction errors. This work seeks to answer whether any one of the many-body approximations considered here successfully addresses all these challenges.
Insight into organic reactions from the direct random phase approximation and its corrections

International Nuclear Information System (INIS)

Ruzsinszky, Adrienn; Zhang, Igor Ying; Scheffler, Matthias

2015-01-01

The performance of the random phase approximation (RPA) and beyond-RPA approximations for the treatment of electron correlation is benchmarked on three different molecular test sets. The test sets are chosen to represent three typical sources of error which can contribute to the failure of most density functional approximations in chemical reactions. The first test set (atomization and n-homodesmotic reactions) offers a gradually increasing balance of error from the chemical environment. The second test set (Diels-Alder reaction cycloaddition = DARC) reflects more the effect of weak dispersion interactions in chemical reactions. Finally, the third test set (self-interaction error 11 = SIE11) represents reactions which are exposed to noticeable self-interaction errors. This work seeks to answer whether any one of the many-body approximations considered here successfully addresses all these challenges
Monte Carlo Euler approximations of HJM term structure financial models

KAUST Repository

Björk, Tomas

2012-11-22

We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.
Monte Carlo Euler approximations of HJM term structure financial models

KAUST Repository

Bjö rk, Tomas; Szepessy, Anders; Tempone, Raul; Zouraris, Georgios E.

2012-01-01

We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.
Staffing a call center with uncertain non-stationary arrival rate and flexibility

NARCIS (Netherlands)

Liao, S.; van Delft, C.; Jouini, O.; Koole, G.M.

2012-01-01

We consider a multi-period staffing problem in a single-shift call center. The call center handles inbound calls, as well as some alternative back-office jobs. The call arrival process is assumed to follow a doubly non-stationary stochastic process with a random mean arrival rate. The inbound calls
Isotopically nonstationary metabolic flux analysis (INST-MFA) of photosynthesis and photorespiration in plants

Science.gov (United States)

Photorespiration is a central component of photosynthesis; however to better understand its role it should be viewed in the context of an integrated metabolic network rather than a series of individual reactions that operate independently. Isotopically nonstationary 13C metabolic flux analysis (INST...
Approximate symmetries of Hamiltonians

Science.gov (United States)

Chubb, Christopher T.; Flammia, Steven T.

2017-08-01

We explore the relationship between approximate symmetries of a gapped Hamiltonian and the structure of its ground space. We start by considering approximate symmetry operators, defined as unitary operators whose commutators with the Hamiltonian have norms that are sufficiently small. We show that when approximate symmetry operators can be restricted to the ground space while approximately preserving certain mutual commutation relations. We generalize the Stone-von Neumann theorem to matrices that approximately satisfy the canonical (Heisenberg-Weyl-type) commutation relations and use this to show that approximate symmetry operators can certify the degeneracy of the ground space even though they only approximately form a group. Importantly, the notions of "approximate" and "small" are all independent of the dimension of the ambient Hilbert space and depend only on the degeneracy in the ground space. Our analysis additionally holds for any gapped band of sufficiently small width in the excited spectrum of the Hamiltonian, and we discuss applications of these ideas to topological quantum phases of matter and topological quantum error correcting codes. Finally, in our analysis, we also provide an exponential improvement upon bounds concerning the existence of shared approximate eigenvectors of approximately commuting operators under an added normality constraint, which may be of independent interest.
Non-stationary flood frequency analysis in continental Spanish rivers, using climate and reservoir indices as external covariates

Science.gov (United States)

López, J.; Francés, F.

2013-08-01

Recent evidences of the impact of persistent modes of regional climate variability, coupled with the intensification of human activities, have led hydrologists to study flood regime without applying the hypothesis of stationarity. In this study, a framework for flood frequency analysis is developed on the basis of a tool that enables us to address the modelling of non-stationary time series, namely, the "generalized additive models for location, scale and shape" (GAMLSS). Two approaches to non-stationary modelling in GAMLSS were applied to the annual maximum flood records of 20 continental Spanish rivers. The results of the first approach, in which the parameters of the selected distributions were modelled as a function of time only, show the presence of clear non-stationarities in the flood regime. In a second approach, the parameters of the flood distributions are modelled as functions of climate indices (Arctic Oscillation, North Atlantic Oscillation, Mediterranean Oscillation and the Western Mediterranean Oscillation) and a reservoir index that is proposed in this paper. The results when incorporating external covariates in the study highlight the important role of interannual variability in low-frequency climate forcings when modelling the flood regime in continental Spanish rivers. Also, with this approach it is possible to properly introduce the impact on the flood regime of intensified reservoir regulation strategies. The inclusion of external covariates permits the use of these models as predictive tools. Finally, the application of non-stationary analysis shows that the differences between the non-stationary quantiles and their stationary equivalents may be important over long periods of time.
Non-stationary flood frequency analysis in continental Spanish rivers, using climate and reservoir indices as external covariates

Directory of Open Access Journals (Sweden)

J. López

2013-08-01

Full Text Available Recent evidences of the impact of persistent modes of regional climate variability, coupled with the intensification of human activities, have led hydrologists to study flood regime without applying the hypothesis of stationarity. In this study, a framework for flood frequency analysis is developed on the basis of a tool that enables us to address the modelling of non-stationary time series, namely, the "generalized additive models for location, scale and shape" (GAMLSS. Two approaches to non-stationary modelling in GAMLSS were applied to the annual maximum flood records of 20 continental Spanish rivers. The results of the first approach, in which the parameters of the selected distributions were modelled as a function of time only, show the presence of clear non-stationarities in the flood regime. In a second approach, the parameters of the flood distributions are modelled as functions of climate indices (Arctic Oscillation, North Atlantic Oscillation, Mediterranean Oscillation and the Western Mediterranean Oscillation and a reservoir index that is proposed in this paper. The results when incorporating external covariates in the study highlight the important role of interannual variability in low-frequency climate forcings when modelling the flood regime in continental Spanish rivers. Also, with this approach it is possible to properly introduce the impact on the flood regime of intensified reservoir regulation strategies. The inclusion of external covariates permits the use of these models as predictive tools. Finally, the application of non-stationary analysis shows that the differences between the non-stationary quantiles and their stationary equivalents may be important over long periods of time.
Online updating and uncertainty quantification using nonstationary output-only measurement

Science.gov (United States)

Yuen, Ka-Veng; Kuok, Sin-Chi

2016-01-01

Extended Kalman filter (EKF) is widely adopted for state estimation and parametric identification of dynamical systems. In this algorithm, it is required to specify the covariance matrices of the process noise and measurement noise based on prior knowledge. However, improper assignment of these noise covariance matrices leads to unreliable estimation and misleading uncertainty estimation on the system state and model parameters. Furthermore, it may induce diverging estimation. To resolve these problems, we propose a Bayesian probabilistic algorithm for online estimation of the noise parameters which are used to characterize the noise covariance matrices. There are three major appealing features of the proposed approach. First, it resolves the divergence problem in the conventional usage of EKF due to improper choice of the noise covariance matrices. Second, the proposed approach ensures the reliability of the uncertainty quantification. Finally, since the noise parameters are allowed to be time-varying, nonstationary process noise and/or measurement noise are explicitly taken into account. Examples using stationary/nonstationary response of linear/nonlinear time-varying dynamical systems are presented to demonstrate the efficacy of the proposed approach. Furthermore, comparison with the conventional usage of EKF will be provided to reveal the necessity of the proposed approach for reliable model updating and uncertainty quantification.
Frequency Analysis of Extreme Sub-Daily Precipitation under Stationary and Non-Stationary Conditions across Two Contrasting Hydroclimatic Environments

Science.gov (United States)

Demaria, E. M.; Goodrich, D. C.; Keefer, T.

2017-12-01

Observed sub-daily precipitation intensities from contrasting hydroclimatic environments in the USA are used to evaluate temporal trends and to develop Intensity-Duration Frequency (IDF) curves under stationary and nonstationary climatic conditions. Analyses are based on observations from two United States Department of Agriculture (USDA)-Agricultural Research Service (ARS) experimental watersheds located in a semi-arid and a temperate environment. We use an Annual Maximum Series (AMS) and a Partial Duration Series (PDS) approach to identify temporal trends in maximum intensities for durations ranging from 5- to 1440-minutes. A Bayesian approach with Monte Carlo techniques is used to incorporate the effect of non-stationary climatic assumptions in the IDF curves. The results show increasing trends in observed AMS sub-daily intensities in both watersheds whereas trends in the PDS observations are mostly positive in the semi-arid site and a mix of positive and negative in the temperate site. Stationary climate assumptions lead to much lower estimated sub-daily intensities than those under non-stationary assumptions with larger absolute differences found for shorter durations and smaller return periods. The risk of failure (R) of a hydraulic structure is increased for non-stationary effects over those of stationary effects, with absolute differences of 25% for a 100-year return period (T) and a project life (n) of 100 years. The study highlights the importance of considering non-stationarity, due to natural variability or to climate change, in storm design.
Probing Gamma-ray Emission of Geminga & Vela with Non-stationary Models

Directory of Open Access Journals (Sweden)

Yating Chai

2016-06-01

Full Text Available It is generally believed that the high energy emissions from isolated pulsars are emitted from relativistic electrons/positrons accelerated in outer magnetospheric accelerators (outergaps via a curvature radiation mechanism, which has a simple exponential cut-off spectrum. However, many gamma-ray pulsars detected by the Fermi LAT (Large Area Telescope cannot be fitted by simple exponential cut-off spectrum, and instead a sub-exponential is more appropriate. It is proposed that the realistic outergaps are non-stationary, and that the observed spectrum is a superposition of different stationary states that are controlled by the currents injected from the inner and outer boundaries. The Vela and Geminga pulsars have the largest fluxes among all targets observed, which allows us to carry out very detailed phase-resolved spectral analysis. We have divided the Vela and Geminga pulsars into 19 (the off pulse of Vela was not included and 33 phase bins, respectively. We find that most phase resolved spectra still cannot be fitted by a simple exponential spectrum: in fact, a sub-exponential spectrum is necessary. We conclude that non-stationary states exist even down to the very fine phase bins.
Poisson pre-processing of nonstationary photonic signals: Signals with equality between mean and variance.

Science.gov (United States)

Poplová, Michaela; Sovka, Pavel; Cifra, Michal

2017-01-01

Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.
Nonstationary influence of El Niño on the synchronous dengue epidemics in Thailand.

Directory of Open Access Journals (Sweden)

Bernard Cazelles

2005-04-01

Full Text Available BACKGROUND: Several factors, including environmental and climatic factors, influence the transmission of vector-borne diseases. Nevertheless, the identification and relative importance of climatic factors for vector-borne diseases remain controversial. Dengue is the world's most important viral vector-borne disease, and the controversy about climatic effects also applies in this case. Here we address the role of climate variability in shaping the interannual pattern of dengue epidemics. METHODS AND FINDINGS: We have analysed monthly data for Thailand from 1983 to 1997 using wavelet approaches that can describe nonstationary phenomena and that also allow the quantification of nonstationary associations between time series. We report a strong association between monthly dengue incidence in Thailand and the dynamics of El Niño for the 2-3-y periodic mode. This association is nonstationary, seen only from 1986 to 1992, and appears to have a major influence on the synchrony of dengue epidemics in Thailand. CONCLUSION: The underlying mechanism for the synchronisation of dengue epidemics may resemble that of a pacemaker, in which intrinsic disease dynamics interact with climate variations driven by El Niño to propagate travelling waves of infection. When association with El Niño is strong in the 2-3-y periodic mode, one observes high synchrony of dengue epidemics over Thailand. When this association is absent, the seasonal dynamics become dominant and the synchrony initiated in Bangkok collapses.
New method of classifying human errors at nuclear power plants and the analysis results of applying this method to maintenance errors at domestic plants

International Nuclear Information System (INIS)

Takagawa, Kenichi; Miyazaki, Takamasa; Gofuku, Akio; Iida, Hiroyasu

2007-01-01

Since many of the adverse events that have occurred in nuclear power plants in Japan and abroad have been related to maintenance or operation, it is necessary to plan preventive measures based on detailed analyses of human errors made by maintenance workers or operators. Therefore, before planning preventive measures, we developed a new method of analyzing human errors. Since each human error is an unsafe action caused by some misjudgement made by a person, we decided to classify them into six categories according to the stage in the judgment process in which the error was made. By further classifying each error into either an omission-type or commission-type, we produced 12 categories of errors. Then, we divided them into the two categories of basic error tendencies and individual error tendencies, and categorized background factors into four categories: imperfect planning; imperfect facilities or tools; imperfect environment; and imperfect instructions or communication. We thus defined the factors in each category to make it easy to identify factors that caused the error. Then using this method, we studied the characteristics of human errors that involved maintenance workers and planners since many maintenance errors have occurred. Among the human errors made by workers (worker errors) during the implementation stage, the following three types were prevalent with approximately 80%: commission-type 'projection errors', omission-type comprehension errors' and commission type 'action errors'. The most common among the individual factors of worker errors was 'repetition or habit' (schema), based on the assumption of a typical situation, and the half number of the 'repetition or habit' cases (schema) were not influenced by any background factors. The most common background factor that contributed to the individual factor was 'imperfect work environment', followed by 'insufficient knowledge'. Approximately 80% of the individual factors were 'repetition or habit' or
The log-linear return approximation, bubbles, and predictability

DEFF Research Database (Denmark)

Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log dividendprice ratio. Next, we simulate various rational bubbles which have explosive conditional expec...
Production planning of a perishable product with lead time and non-stationary demand

NARCIS (Netherlands)

Pauls-Worm, K.G.J.; Haijema, R.; Hendrix, E.M.T.; Rossi, R.; Vorst, van der J.G.A.J.

2012-01-01

We study a production planning problem for a perishable product with a fixed lifetime, under a service-level constraint. The product has a non-stationary stochastic demand. Food supply chains of fresh products like cheese and several crop products, are characterised by long lead times due to
A survey of techniques applied to non-stationary waveforms in electrical power systems

NARCIS (Netherlands)

Rodrigues, R.P.; Silveira, P.M.; Ribeiro, P.F.

2010-01-01

The well-known and ever-present time-varying and non-stationary nature of waveforms in power systems requires a comprehensive and precise analytical basis that needs to be incorporated in the system studies and analyses. This time-varying behavior is due to continuous changes in system
A review on prognostic techniques for non-stationary and non-linear rotating systems

Science.gov (United States)

Kan, Man Shan; Tan, Andy C. C.; Mathew, Joseph

2015-10-01

The field of prognostics has attracted significant interest from the research community in recent times. Prognostics enables the prediction of failures in machines resulting in benefits to plant operators such as shorter downtimes, higher operation reliability, reduced operations and maintenance cost, and more effective maintenance and logistics planning. Prognostic systems have been successfully deployed for the monitoring of relatively simple rotating machines. However, machines and associated systems today are increasingly complex. As such, there is an urgent need to develop prognostic techniques for such complex systems operating in the real world. This review paper focuses on prognostic techniques that can be applied to rotating machinery operating under non-linear and non-stationary conditions. The general concept of these techniques, the pros and cons of applying these methods, as well as their applications in the research field are discussed. Finally, the opportunities and challenges in implementing prognostic systems and developing effective techniques for monitoring machines operating under non-stationary and non-linear conditions are also discussed.
A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields

Energy Technology Data Exchange (ETDEWEB)

Zentner, I. [IMSIA, UMR EDF-ENSTA-CNRS-CEA 9219, Université Paris-Saclay, 828 Boulevard des Maréchaux, 91762 Palaiseau Cedex (France); Ferré, G., E-mail: gregoire.ferre@ponts.org [CERMICS – Ecole des Ponts ParisTech, 6 et 8 avenue Blaise Pascal, Cité Descartes, Champs sur Marne, 77455 Marne la Vallée Cedex 2 (France); Poirion, F. [Department of Structural Dynamics and Aeroelasticity, ONERA, BP 72, 29 avenue de la Division Leclerc, 92322 Chatillon Cedex (France); Benoit, M. [Institut de Recherche sur les Phénomènes Hors Equilibre (IRPHE), UMR 7342 (CNRS, Aix-Marseille Université, Ecole Centrale Marseille), 49 rue Frédéric Joliot-Curie, BP 146, 13384 Marseille Cedex 13 (France)

2016-06-01

In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at representing spatio–temporal stochastic fields. The proposed double expansion allows to build the model even in the case of large-size problems by separating the time, space and random parts of the field. A Gaussian kernel estimator is used to simulate the high dimensional set of random variables appearing in the decomposition. The capability of the method to reproduce the non-stationary and non-Gaussian features of random phenomena is illustrated by applications to earthquakes (seismic ground motion) and sea states (wave heights).

Project Lifespan-based Nonstationary Hydrologic Design Methods for Changing Environment

Science.gov (United States)

Xiong, L.

2017-12-01

Under changing environment, we must associate design floods with the design life period of projects to ensure the hydrologic design is really relevant to the operation of the hydrologic projects, because the design value for a given exceedance probability over the project life period would be significantly different from that over other time periods of the same length due to the nonstationarity of probability distributions. Several hydrologic design methods that take the design life period of projects into account have been proposed in recent years, i.e. the expected number of exceedances (ENE), design life level (DLL), equivalent reliability (ER), and average design life level (ADLL). Among the four methods to be compared, both the ENE and ER methods are return period-based methods, while DLL and ADLL are risk/reliability- based methods which estimate design values for given probability values of risk or reliability. However, the four methods can be unified together under a general framework through a relationship transforming the so-called representative reliability (RRE) into the return period, i.e. m=1/1(1-RRE), in which we compute the return period m using the representative reliability RRE.The results of nonstationary design quantiles and associated confidence intervals calculated by ENE, ER and ADLL were very similar, since ENE or ER was a special case or had a similar expression form with respect to ADLL. In particular, the design quantiles calculated by ENE and ADLL were the same when return period was equal to the length of the design life. In addition, DLL can yield similar design values if the relationship between DLL and ER/ADLL return periods is considered. Furthermore, ENE, ER and ADLL had good adaptability to either an increasing or decreasing situation, yielding not too large or too small design quantiles. This is important for applications of nonstationary hydrologic design methods in actual practice because of the concern of choosing the emerging
Assessment of autonomic nervous system by using empirical mode decomposition-based reflection wave analysis during non-stationary conditions

International Nuclear Information System (INIS)

Chang, C C; Hsiao, T C; Kao, S C; Hsu, H Y

2014-01-01

Arterial blood pressure (ABP) is an important indicator of cardiovascular circulation and presents various intrinsic regulations. It has been found that the intrinsic characteristics of blood vessels can be assessed quantitatively by ABP analysis (called reflection wave analysis (RWA)), but conventional RWA is insufficient for assessment during non-stationary conditions, such as the Valsalva maneuver. Recently, a novel adaptive method called empirical mode decomposition (EMD) was proposed for non-stationary data analysis. This study proposed a RWA algorithm based on EMD (EMD-RWA). A total of 51 subjects participated in this study, including 39 healthy subjects and 12 patients with autonomic nervous system (ANS) dysfunction. The results showed that EMD-RWA provided a reliable estimation of reflection time in baseline and head-up tilt (HUT). Moreover, the estimated reflection time is able to assess the ANS function non-invasively, both in normal, healthy subjects and in the patients with ANS dysfunction. EMD-RWA provides a new approach for reflection time estimation in non-stationary conditions, and also helps with non-invasive ANS assessment. (paper)
Non-Stationary Rician Noise Estimation in Parallel MRI Using a Single Image: A Variance-Stabilizing Approach.

Science.gov (United States)

Pieciak, Tomasz; Aja-Fernandez, Santiago; Vegas-Sanchez-Ferrero, Gonzalo

2017-10-01

Parallel magnetic resonance imaging (pMRI) techniques have gained a great importance both in research and clinical communities recently since they considerably accelerate the image acquisition process. However, the image reconstruction algorithms needed to correct the subsampling artifacts affect the nature of noise, i.e., it becomes non-stationary. Some methods have been proposed in the literature dealing with the non-stationary noise in pMRI. However, their performance depends on information not usually available such as multiple acquisitions, receiver noise matrices, sensitivity coil profiles, reconstruction coefficients, or even biophysical models of the data. Besides, some methods show an undesirable granular pattern on the estimates as a side effect of local estimation. Finally, some methods make strong assumptions that just hold in the case of high signal-to-noise ratio (SNR), which limits their usability in real scenarios. We propose a new automatic noise estimation technique for non-stationary Rician noise that overcomes the aforementioned drawbacks. Its effectiveness is due to the derivation of a variance-stabilizing transformation designed to deal with any SNR. The method was compared to the main state-of-the-art methods in synthetic and real scenarios. Numerical results confirm the robustness of the method and its better performance for the whole range of SNRs.
Consistent and Conservative Model Selection with the Adaptive LASSO in Stationary and Nonstationary Autoregressions

DEFF Research Database (Denmark)

Kock, Anders Bredahl

2016-01-01

We show that the adaptive Lasso is oracle efficient in stationary and nonstationary autoregressions. This means that it estimates parameters consistently, selects the correct sparsity pattern, and estimates the coefficients belonging to the relevant variables at the same asymptotic efficiency...
Entanglement renormalization, quantum error correction, and bulk causality

Energy Technology Data Exchange (ETDEWEB)

Kim, Isaac H. [IBM T.J. Watson Research Center,1101 Kitchawan Rd., Yorktown Heights, NY (United States); Kastoryano, Michael J. [NBIA, Niels Bohr Institute, University of Copenhagen, Blegdamsvej 17, 2100 Copenhagen (Denmark)

2017-04-07

Entanglement renormalization can be viewed as an encoding circuit for a family of approximate quantum error correcting codes. The logical information becomes progressively more well-protected against erasure errors at larger length scales. In particular, an approximate variant of holographic quantum error correcting code emerges at low energy for critical systems. This implies that two operators that are largely separated in scales behave as if they are spatially separated operators, in the sense that they obey a Lieb-Robinson type locality bound under a time evolution generated by a local Hamiltonian.
Separation of non-stationary multi-source sound field based on the interpolated time-domain equivalent source method

Science.gov (United States)

Bi, Chuan-Xing; Geng, Lin; Zhang, Xiao-Zheng

2016-05-01

In the sound field with multiple non-stationary sources, the measured pressure is the sum of the pressures generated by all sources, and thus cannot be used directly for studying the vibration and sound radiation characteristics of every source alone. This paper proposes a separation model based on the interpolated time-domain equivalent source method (ITDESM) to separate the pressure field belonging to every source from the non-stationary multi-source sound field. In the proposed method, ITDESM is first extended to establish the relationship between the mixed time-dependent pressure and all the equivalent sources distributed on every source with known location and geometry information, and all the equivalent source strengths at each time step are solved by an iterative solving process; then, the corresponding equivalent source strengths of one interested source are used to calculate the pressure field generated by that source alone. Numerical simulation of two baffled circular pistons demonstrates that the proposed method can be effective in separating the non-stationary pressure generated by every source alone in both time and space domains. An experiment with two speakers in a semi-anechoic chamber further evidences the effectiveness of the proposed method.
Approximate solutions of common fixed-point problems

CERN Document Server

Zaslavski, Alexander J

2016-01-01

This book presents results on the convergence behavior of algorithms which are known as vital tools for solving convex feasibility problems and common fixed point problems. The main goal for us in dealing with a known computational error is to find what approximate solution can be obtained and how many iterates one needs to find it. According to know results, these algorithms should converge to a solution. In this exposition, these algorithms are studied, taking into account computational errors which remain consistent in practice. In this case the convergence to a solution does not take place. We show that our algorithms generate a good approximate solution if computational errors are bounded from above by a small positive constant. Beginning with an introduction, this monograph moves on to study: · dynamic string-averaging methods for common fixed point problems in a Hilbert space · dynamic string methods for common fixed point problems in a metric space · dynamic string-averaging version of the proximal...
The Log-Linear Return Approximation, Bubbles, and Predictability

DEFF Research Database (Denmark)

Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten

2012-01-01

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log dividend-price ratio. Next, we simulate various rational bubbles which have explosive conditional expe...
Uniform analytic approximation of Wigner rotation matrices

Science.gov (United States)

Hoffmann, Scott E.

2018-02-01

We derive the leading asymptotic approximation, for low angle θ, of the Wigner rotation matrix elements, dm1m2 j(θ ) , uniform in j, m1, and m2. The result is in terms of a Bessel function of integer order. We numerically investigate the error for a variety of cases and find that the approximation can be useful over a significant range of angles. This approximation has application in the partial wave analysis of wavepacket scattering.
Multilevel Monte Carlo in Approximate Bayesian Computation

KAUST Repository

Jasra, Ajay

2017-02-13

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given.
Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander; Matthies, Hermann G.; Zander, Elmar

2015-01-01

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(w), a measurement operator Y (u(q); q), where u(q; w) uncertain solution. Aim: to identify q(w). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(w) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a functional approximation, e.g. polynomial chaos expansion (PCE). New: We derive linear, quadratic etc approximation of full Bayesian update.
Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander

2015-01-07

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(w), a measurement operator Y (u(q); q), where u(q; w) uncertain solution. Aim: to identify q(w). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(w) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a functional approximation, e.g. polynomial chaos expansion (PCE). New: We derive linear, quadratic etc approximation of full Bayesian update.
Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation

DEFF Research Database (Denmark)

Beierholm, Thomas; Nuttall, Albert H.; Hansen, Lars Kai

2008-01-01

integral representation. However, the examples also demonstrate that when two saddle points are close or coalesce, then saddle-point approximation based on isolated saddle points is not valid. A saddle-point approximation based on two close or coalesced saddle points is derived and in the examples......, the validity and accuracy of the derivation is demonstrated...
Time-frequency analysis of non-stationary fusion plasma signals using an improved Hilbert-Huang transform

International Nuclear Information System (INIS)

Liu, Yangqing; Tan, Yi; Xie, Huiqiao; Wang, Wenhao; Gao, Zhe

2014-01-01

An improved Hilbert-Huang transform method is developed to the time-frequency analysis of non-stationary signals in tokamak plasmas. Maximal overlap discrete wavelet packet transform rather than wavelet packet transform is proposed as a preprocessor to decompose a signal into various narrow-band components. Then, a correlation coefficient based selection method is utilized to eliminate the irrelevant intrinsic mode functions obtained from empirical mode decomposition of those narrow-band components. Subsequently, a time varying vector autoregressive moving average model instead of Hilbert spectral analysis is performed to compute the Hilbert spectrum, i.e., a three-dimensional time-frequency distribution of the signal. The feasibility and effectiveness of the improved Hilbert-Huang transform method is demonstrated by analyzing a non-stationary simulated signal and actual experimental signals in fusion plasmas
Estimation of spin contamination error in dissociative adsorption of Au2 onto MgO(0 0 1) surface: First application of approximate spin projection (AP) method to plane wave basis

Science.gov (United States)

Tada, Kohei; Koga, Hiroaki; Okumura, Mitsutaka; Tanaka, Shingo

2018-06-01

Spin contamination error in the total energy of the Au2/MgO system was estimated using the density functional theory/plane-wave scheme and approximate spin projection methods. This is the first investigation in which the errors in chemical phenomena on a periodic surface are estimated. The spin contamination error of the system was 0.06 eV. This value is smaller than that of the dissociation of Au2 in the gas phase (0.10 eV). This is because of the destabilization of the singlet spin state due to the weakening of the Au-Au interaction caused by the Au-MgO interaction.
A new way of obtaining analytic approximations of Chandrasekhar's H function

International Nuclear Information System (INIS)

Vukanic, J.; Arsenovic, D.; Davidovic, D.

2007-01-01

Applying the mean value theorem for definite integrals in the non-linear integral equation for Chandrasekhar's H function describing conservative isotropic scattering, we have derived a new, simple analytic approximation for it, with a maximal relative error below 2.5%. With this new function as a starting-point, after a single iteration in the corresponding integral equation, we have obtained a new, highly accurate analytic approximation for the H function. As its maximal relative error is below 0.07%, it significantly surpasses the accuracy of other analytic approximations
Multilevel weighted least squares polynomial approximation

KAUST Repository

Haji-Ali, Abdul-Lateef; Nobile, Fabio; Tempone, Raul; Wolfers, Sö ren

2017-01-01

, obtaining polynomial approximations with a single level method can become prohibitively expensive, as it requires a sufficiently large number of samples, each computed with a sufficiently small discretization error. As a solution to this problem, we propose
On The Ubiquity of Nonstationary Fluvial Suspended Sediment Dynamics: A Call for Long Term Monitoring and Dynamical Sediment Management Strategies

Science.gov (United States)

Gray, A. B.

2017-12-01

Watersheds with sufficient monitoring data have been predominantly found to display nonstationary suspended sediment dynamics, whereby the relationship between suspended sediment concentration and discharge changes over time. Despite the importance of suspended sediment as a keystone of geophysical and biochemical processes, and as a primary mediator of water quality, stationary behavior remains largely assumed in the context of these applications. This study presents an investigation into the time dependent behavior of small mountainous rivers draining the coastal ranges of the western continental US over interannual to interdecadal time scales. Of the 250+ small coastal (drainage area systems. Temporal patterns of non-stationary behavior provided some evidence for spatial coherence, which may be related to synoptic hydro-metrological patterns and regional scale changes in land use patterns. However, the results also highlight the complex, integrative nature of watershed scale fluvial suspended sediment dynamics. This underscores the need for in-depth, forensic approaches for initial processes identification, which require long term, high resolution monitoring efforts in order to adequately inform management. The societal implications of nonstationary sediment dynamics and their controls were further explored through the case of California, USA, where over 150 impairment listings have resulted in more than 50 sediment TMDLs, only 3 of which are flux based - none of which account for non-stationary behavior.
Dynamics of Inhomogeneous Shell Systems Under Non-Stationary Loading (Survey)

Science.gov (United States)

Lugovoi, P. Z.; Meish, V. F.

2017-09-01

Experimental works on the determination of dynamics of smooth and stiffened cylindrical shells contacting with a soil medium under various non-stationary loading are reviewed. The results of studying three-layer shells of revolution whose motion equations are obtained within the framework of the hypotheses of the Timoshenko geometrically nonlinear theory are stated. The numerical results for shells with a piecewise or discrete filler enable the analysis of estimation of the influence of geometrical and physical-mechanical parameters of structures on their dynamics and reveal new mechanical effects. Basing on the classical theory of shells and rods, the effect of the discrete arrangement of ribs and coefficients of the Winkler or Pasternak elastic foundation on the normal frequencies and modes of rectangular planar cylindrical and spherical shells is studied. The number and shape of dispersion curves for longitudinal harmonic waves in a stiffened cylindrical shell are determined. The equations of vibrations of ribbed shells of revolution on Winkler or Pasternak elastic foundation are obtained using the geometrically nonlinear theory and the Timoshenko hypotheses. On applying the integral-interpolational method, numerical algorithms are developed and the corresponding non-stationary problems are solved. The special attention is paid to the statement and solution of coupled problems on the dynamical interaction of cylindrical or spherical shells with the soil water-saturated medium of different structure.
Non-stationary and relaxation phenomena in cavity-assisted quantum memories

Science.gov (United States)

Veselkova, N. G.; Sokolov, I. V.

2017-12-01

We investigate the non-stationary and relaxation phenomena in cavity-assisted quantum memories for light. As a storage medium we consider an ensemble of cold atoms with standard Lambda-scheme of working levels. Some theoretical aspects of the problem were treated previously by many authors, and recent experiments stimulate more deep insight into the ultimate ability and limitations of the device. Since quantum memories can be used not only for the storage of quantum information, but also for a substantial manipulation of ensembles of quantum states, the speed of such manipulation and hence the ability to write and retrieve the signals of relatively short duration becomes important. In our research we do not apply the so-called bad cavity limit, and consider the memory operation of the signals whose duration is not much larger than the cavity field lifetime, accounting also for the finite lifetime of atomic coherence. In our paper we present an effective approach that makes it possible to find the non-stationary amplitude and phase behavior of strong classical control field, that matches the desirable time profile of both the envelope and the phase of the retrieved quantized signal. The phase properties of the retrieved quantized signals are of importance for the detection and manipulation of squeezing, entanglement, etc by means of optical mixing and homodyning.

Failure prognostics by support vector regression of time series data under stationary/nonstationary environmental and operational conditions

International Nuclear Information System (INIS)

Liu, Jie

2015-01-01

This Ph. D. work is motivated by the possibility of monitoring the conditions of components of energy systems for their extended and safe use, under proper practice of operation and adequate policies of maintenance. The aim is to develop a Support Vector Regression (SVR)-based framework for predicting time series data under stationary/nonstationary environmental and operational conditions. Single SVR and SVR-based ensemble approaches are developed to tackle the prediction problem based on both small and large datasets. Strategies are proposed for adaptively updating the single SVR and SVR-based ensemble models in the existence of pattern drifts. Comparisons with other online learning approaches for kernel-based modelling are provided with reference to time series data from a critical component in Nuclear Power Plants (NPPs) provided by Electricite de France (EDF). The results show that the proposed approaches achieve comparable prediction results, considering the Mean Squared Error (MSE) and Mean Relative Error (MRE), in much less computation time. Furthermore, by analyzing the geometrical meaning of the Feature Vector Selection (FVS) method proposed in the literature, a novel geometrically interpretable kernel method, named Reduced Rank Kernel Ridge Regression-II (RRKRR-II), is proposed to describe the linear relations between a predicted value and the predicted values of the Feature Vectors (FVs) selected by FVS. Comparisons with several kernel methods on a number of public datasets prove the good prediction accuracy and the easy-of-tuning of the hyper-parameters of RRKRR-II. (author)
Green-Ampt approximations: A comprehensive analysis

Science.gov (United States)

Ali, Shakir; Islam, Adlul; Mishra, P. K.; Sikka, Alok K.

2016-04-01

Green-Ampt (GA) model and its modifications are widely used for simulating infiltration process. Several explicit approximate solutions to the implicit GA model have been developed with varying degree of accuracy. In this study, performance of nine explicit approximations to the GA model is compared with the implicit GA model using the published data for broad range of soil classes and infiltration time. The explicit GA models considered are Li et al. (1976) (LI), Stone et al. (1994) (ST), Salvucci and Entekhabi (1994) (SE), Parlange et al. (2002) (PA), Barry et al. (2005) (BA), Swamee et al. (2012) (SW), Ali et al. (2013) (AL), Almedeij and Esen (2014) (AE), and Vatankhah (2015) (VA). Six statistical indicators (e.g., percent relative error, maximum absolute percent relative error, average absolute percent relative errors, percent bias, index of agreement, and Nash-Sutcliffe efficiency) and relative computer computation time are used for assessing the model performance. Models are ranked based on the overall performance index (OPI). The BA model is found to be the most accurate followed by the PA and VA models for variety of soil classes and infiltration periods. The AE, SW, SE, and LI model also performed comparatively better. Based on the overall performance index, the explicit models are ranked as BA > PA > VA > LI > AE > SE > SW > ST > AL. Results of this study will be helpful in selection of accurate and simple explicit approximate GA models for solving variety of hydrological problems.
Accumulated damage evaluation for a piping system by the response factor on non-stationary random process, 2

International Nuclear Information System (INIS)

Shintani, Masanori

1988-01-01

This paper shows that the average and variance of the accumulated damage caused by earthquakes on the piping system attached to a building are related to the seismic response factor λ. The earthquakes refered to in this paper are of a non-stationary random process kind. The average is proportional to λ 2 and the variance to λ 4 . The analytical values of the average and variance for a single-degree-of-freedom system are compared with those obtained from computer simulations. Here the model of the building is a single-degree-of-freedom system. Both average of accumulated damage are approximately equal. The variance obtained from the analysis does not coincide with that from simulations. The reason is considered to be the forced vibraiton by sinusoidal waves, and the sinusoidal waves included random waves. Taking account of amplitude magnification factor, the values of the variance approach those obtained from simulations. (author)
Heuristic errors in clinical reasoning.

Science.gov (United States)

Rylander, Melanie; Guerrasio, Jeannette

2016-08-01

Errors in clinical reasoning contribute to patient morbidity and mortality. The purpose of this study was to determine the types of heuristic errors made by third-year medical students and first-year residents. This study surveyed approximately 150 clinical educators inquiring about the types of heuristic errors they observed in third-year medical students and first-year residents. Anchoring and premature closure were the two most common errors observed amongst third-year medical students and first-year residents. There was no difference in the types of errors observed in the two groups. Errors in clinical reasoning contribute to patient morbidity and mortality Clinical educators perceived that both third-year medical students and first-year residents committed similar heuristic errors, implying that additional medical knowledge and clinical experience do not affect the types of heuristic errors made. Further work is needed to help identify methods that can be used to reduce heuristic errors early in a clinician's education. © 2015 John Wiley & Sons Ltd.
Bayesian Inference of Nonstationary Precipitation Intensity-Duration-Frequency Curves for Infrastructure Design

Science.gov (United States)

2016-03-01

each IDF curve and subsequently used to force a calibrated and validated precipitation - runoff model. Probability-based, risk-informed hydrologic...ERDC/CHL CHETN-X-2 March 2016 Approved for public release; distribution is unlimited. Bayesian Inference of Nonstationary Precipitation Intensity...based means by which to develop local precipitation Intensity-Duration-Frequency (IDF) curves using historical rainfall time series data collected for
Cosmological applications of Padé approximant

International Nuclear Information System (INIS)

Wei, Hao; Yan, Xiao-Peng; Zhou, Ya-Nan

2014-01-01

As is well known, in mathematics, any function could be approximated by the Padé approximant. The Padé approximant is the best approximation of a function by a rational function of given order. In fact, the Padé approximant often gives better approximation of the function than truncating its Taylor series, and it may still work where the Taylor series does not converge. In the present work, we consider the Padé approximant in two issues. First, we obtain the analytical approximation of the luminosity distance for the flat XCDM model, and find that the relative error is fairly small. Second, we propose several parameterizations for the equation-of-state parameter (EoS) of dark energy based on the Padé approximant. They are well motivated from the mathematical and physical points of view. We confront these EoS parameterizations with the latest observational data, and find that they can work well. In these practices, we show that the Padé approximant could be an useful tool in cosmology, and it deserves further investigation
Cosmological applications of Padé approximant

Science.gov (United States)

Wei, Hao; Yan, Xiao-Peng; Zhou, Ya-Nan

2014-01-01

As is well known, in mathematics, any function could be approximated by the Padé approximant. The Padé approximant is the best approximation of a function by a rational function of given order. In fact, the Padé approximant often gives better approximation of the function than truncating its Taylor series, and it may still work where the Taylor series does not converge. In the present work, we consider the Padé approximant in two issues. First, we obtain the analytical approximation of the luminosity distance for the flat XCDM model, and find that the relative error is fairly small. Second, we propose several parameterizations for the equation-of-state parameter (EoS) of dark energy based on the Padé approximant. They are well motivated from the mathematical and physical points of view. We confront these EoS parameterizations with the latest observational data, and find that they can work well. In these practices, we show that the Padé approximant could be an useful tool in cosmology, and it deserves further investigation.
Study on nonstationary convective heat transfer in annular channels and rod bundles in conditions of arbitrary variation of heat duty in time and length

International Nuclear Information System (INIS)

Kuznetsov, Yu.N.; Kalinin, E.I.; Naumov, M.A.

1980-01-01

The effect of variability of heat duty on the characteristics of heat exchange in ring channels and rod bundles is investigated with analytical methods. The plotting of calculation formulae for non-stationary heat exchange in an annular channel at a jump of heat duty is carried out on the basis of the method of the effect function. The formulae obtained permit to accomplish technical calculations of the processes of non-stationary heat exchange in annular channels in the case of any alterations of thermal duty in time, at any moment of time, for any channel cross section (including the entrance heat section) in a wide range of geometric and regime parameters of the turbulent current of a coolant. According to preliminary estimates, calculation results differ from the results oi a numerical solution less than 5%. The approach considered permits to transfer the data on the non-stationary heat exchange in annular channels in the case of changing the heat duty in time, in the case of a non-stationary heat exchange in longitudinally flown not very dense and infinite rod bundles
Effect of non-stationary climate on infectious gastroenteritis transmission in Japan

OpenAIRE

Onozuka, Daisuke

2014-01-01

Local weather factors are widely considered to influence the transmission of infectious gastroenteritis. Few studies, however, have examined the non-stationary relationships between global climatic factors and transmission of infectious gastroenteritis. We analyzed monthly data for cases of infectious gastroenteritis in Fukuoka, Japan from 2000 to 2012 using cross-wavelet coherency analysis to assess the pattern of associations between indices for the Indian Ocean Dipole (IOD) and El Niño Sou...
An Approximate Approach to Automatic Kernel Selection.

Science.gov (United States)

Ding, Lizhong; Liao, Shizhong

2016-02-02

Kernel selection is a fundamental problem of kernel-based learning algorithms. In this paper, we propose an approximate approach to automatic kernel selection for regression from the perspective of kernel matrix approximation. We first introduce multilevel circulant matrices into automatic kernel selection, and develop two approximate kernel selection algorithms by exploiting the computational virtues of multilevel circulant matrices. The complexity of the proposed algorithms is quasi-linear in the number of data points. Then, we prove an approximation error bound to measure the effect of the approximation in kernel matrices by multilevel circulant matrices on the hypothesis and further show that the approximate hypothesis produced with multilevel circulant matrices converges to the accurate hypothesis produced with kernel matrices. Experimental evaluations on benchmark datasets demonstrate the effectiveness of approximate kernel selection.
Adaptive Sliding Mode Control of MEMS Gyroscope Based on Neural Network Approximation

Directory of Open Access Journals (Sweden)

Yuzheng Yang

2014-01-01

Full Text Available An adaptive sliding controller using radial basis function (RBF network to approximate the unknown system dynamics microelectromechanical systems (MEMS gyroscope sensor is proposed. Neural controller is proposed to approximate the unknown system model and sliding controller is employed to eliminate the approximation error and attenuate the model uncertainties and external disturbances. Online neural network (NN weight tuning algorithms, including correction terms, are designed based on Lyapunov stability theory, which can guarantee bounded tracking errors as well as bounded NN weights. The tracking error bound can be made arbitrarily small by increasing a certain feedback gain. Numerical simulation for a MEMS angular velocity sensor is investigated to verify the effectiveness of the proposed adaptive neural control scheme and demonstrate the satisfactory tracking performance and robustness.
Non-stationary discharge patterns in motor cortex under subthalamic nucleus deep brain stimulation.

Science.gov (United States)

Santaniello, Sabato; Montgomery, Erwin B; Gale, John T; Sarma, Sridevi V

2012-01-01

Deep brain stimulation (DBS) of the subthalamic nucleus (STN) directly modulates the basal ganglia (BG), but how such stimulation impacts the cortex upstream is largely unknown. There is evidence of cortical activation in 6-hydroxydopamine (OHDA)-lesioned rodents and facilitation of motor evoked potentials in Parkinson's disease (PD) patients, but the impact of the DBS settings on the cortical activity in normal vs. Parkinsonian conditions is still debated. We use point process models to analyze non-stationary activation patterns and inter-neuronal dependencies in the motor and sensory cortices of two non-human primates during STN DBS. These features are enhanced after treatment with 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP), which causes a consistent PD-like motor impairment, while high-frequency (HF) DBS (i.e., ≥100 Hz) strongly reduces the short-term patterns (period: 3-7 ms) both before and after MPTP treatment, and elicits a short-latency post-stimulus activation. Low-frequency DBS (i.e., ≤50 Hz), instead, has negligible effects on the non-stationary features. Finally, by using tools from the information theory [i.e., receiver operating characteristic (ROC) curve and information rate (IR)], we show that the predictive power of these models is dependent on the DBS settings, i.e., the probability of spiking of the cortical neurons (which is captured by the point process models) is significantly conditioned on the timely delivery of the DBS input. This dependency increases with the DBS frequency and is significantly larger for high- vs. low-frequency DBS. Overall, the selective suppression of non-stationary features and the increased modulation of the spike probability suggest that HF STN DBS enhances the neuronal activation in motor and sensory cortices, presumably because of reinforcement mechanisms, which perhaps involve the overlap between feedback antidromic and feed-forward orthodromic responses along the BG-thalamo-cortical loop.
Dust grain dynamics due to nonuniform and nonstationary high-frequency radiations in cold magnetoplasmas

Directory of Open Access Journals (Sweden)

A. K. Nekrasov

2006-03-01

Full Text Available A general nonlinear theory for low-frequency electromagnetic field generation due to high-frequency nonuniform and nonstationary electromagnetic radiations in cold, uniform, multicomponent, dusty magnetoplasmas is developed. This theory permits us to consider the nonlinear action of all waves that can exist in such plasmas. The equations are derived for the dust grain velocities in the low-frequency nonlinear electric fields arising due to the presence of electromagnetic cyclotron waves travelling along the background magnetic field. The dust grains are considered to be magnetized as well as unmagnetized. Different regimes for the dust particle dynamics, depending on the spatio-temporal change of the wave amplitudes and plasma parameters, are discussed. It is shown that induced nonlinear electric fields can have both an electrostatic and electromagnetic nature. Conditions for maximum dust acceleration are found. The results obtained may be useful for understanding the possible mechanisms of dust grain dynamics in astrophysical, cosmic and laboratory plasmas under the action of nonuniform and nonstationary electromagnetic waves.
Time-Frequency Analysis of Non-Stationary Biological Signals with Sparse Linear Regression Based Fourier Linear Combiner

Directory of Open Access Journals (Sweden)

Yubo Wang

2017-06-01

Full Text Available It is often difficult to analyze biological signals because of their nonlinear and non-stationary characteristics. This necessitates the usage of time-frequency decomposition methods for analyzing the subtle changes in these signals that are often connected to an underlying phenomena. This paper presents a new approach to analyze the time-varying characteristics of such signals by employing a simple truncated Fourier series model, namely the band-limited multiple Fourier linear combiner (BMFLC. In contrast to the earlier designs, we first identified the sparsity imposed on the signal model in order to reformulate the model to a sparse linear regression model. The coefficients of the proposed model are then estimated by a convex optimization algorithm. The performance of the proposed method was analyzed with benchmark test signals. An energy ratio metric is employed to quantify the spectral performance and results show that the proposed method Sparse-BMFLC has high mean energy (0.9976 ratio and outperforms existing methods such as short-time Fourier transfrom (STFT, continuous Wavelet transform (CWT and BMFLC Kalman Smoother. Furthermore, the proposed method provides an overall 6.22% in reconstruction error.
Time-Frequency Analysis of Non-Stationary Biological Signals with Sparse Linear Regression Based Fourier Linear Combiner.

Science.gov (United States)

Wang, Yubo; Veluvolu, Kalyana C

2017-06-14

It is often difficult to analyze biological signals because of their nonlinear and non-stationary characteristics. This necessitates the usage of time-frequency decomposition methods for analyzing the subtle changes in these signals that are often connected to an underlying phenomena. This paper presents a new approach to analyze the time-varying characteristics of such signals by employing a simple truncated Fourier series model, namely the band-limited multiple Fourier linear combiner (BMFLC). In contrast to the earlier designs, we first identified the sparsity imposed on the signal model in order to reformulate the model to a sparse linear regression model. The coefficients of the proposed model are then estimated by a convex optimization algorithm. The performance of the proposed method was analyzed with benchmark test signals. An energy ratio metric is employed to quantify the spectral performance and results show that the proposed method Sparse-BMFLC has high mean energy (0.9976) ratio and outperforms existing methods such as short-time Fourier transfrom (STFT), continuous Wavelet transform (CWT) and BMFLC Kalman Smoother. Furthermore, the proposed method provides an overall 6.22% in reconstruction error.
Increasing sensitivity in the measurement of heart rate variability: the method of non-stationary RR time-frequency analysis.

Science.gov (United States)

Melkonian, D; Korner, A; Meares, R; Bahramali, H

2012-10-01

A novel method of the time-frequency analysis of non-stationary heart rate variability (HRV) is developed which introduces the fragmentary spectrum as a measure that brings together the frequency content, timing and duration of HRV segments. The fragmentary spectrum is calculated by the similar basis function algorithm. This numerical tool of the time to frequency and frequency to time Fourier transformations accepts both uniform and non-uniform sampling intervals, and is applicable to signal segments of arbitrary length. Once the fragmentary spectrum is calculated, the inverse transform recovers the original signal and reveals accuracy of spectral estimates. Numerical experiments show that discontinuities at the boundaries of the succession of inter-beat intervals can cause unacceptable distortions of the spectral estimates. We have developed a measure that we call the "RR deltagram" as a form of the HRV data that minimises spectral errors. The analysis of the experimental HRV data from real-life and controlled breathing conditions suggests transient oscillatory components as functionally meaningful elements of highly complex and irregular patterns of HRV. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.
Nonstationary Transient Vibroacoustic Response of a Beam Structure

Science.gov (United States)

Caimi, R. E.; Margasahayam, R. N.; Nayfeh, Jamal F.

1997-01-01

This study consists of an investigation into the nonstationary transient response of the Verification Test Article (VETA) when subjected to random acoustic excitation. The goal is to assess excitation models that can be used in the design of structures and equipment when knowledge of the structure and the excitation is limited. The VETA is an instrumented cantilever beam that was exposed to acoustic loading during five Space Shuttle launches. The VETA analytical structural model response is estimated using the direct averaged power spectral density and the normalized pressure spectra methods. The estimated responses are compared to the measured response of the VETA. These comparisons are discussed with a focus on prediction conservatism and current design practice.
Tests for detecting overdispersion in models with measurement error in covariates.

Science.gov (United States)

Yang, Yingsi; Wong, Man Yu

2015-11-30

Measurement error in covariates can affect the accuracy in count data modeling and analysis. In overdispersion identification, the true mean-variance relationship can be obscured under the influence of measurement error in covariates. In this paper, we propose three tests for detecting overdispersion when covariates are measured with error: a modified score test and two score tests based on the proposed approximate likelihood and quasi-likelihood, respectively. The proposed approximate likelihood is derived under the classical measurement error model, and the resulting approximate maximum likelihood estimator is shown to have superior efficiency. Simulation results also show that the score test based on approximate likelihood outperforms the test based on quasi-likelihood and other alternatives in terms of empirical power. By analyzing a real dataset containing the health-related quality-of-life measurements of a particular group of patients, we demonstrate the importance of the proposed methods by showing that the analyses with and without measurement error correction yield significantly different results. Copyright © 2015 John Wiley & Sons, Ltd.
A phase angle based diagnostic scheme to planetary gear faults diagnostics under non-stationary operational conditions

Science.gov (United States)

Feng, Ke; Wang, Kesheng; Ni, Qing; Zuo, Ming J.; Wei, Dongdong

2017-11-01

Planetary gearbox is a critical component for rotating machinery. It is widely used in wind turbines, aerospace and transmission systems in heavy industry. Thus, it is important to monitor planetary gearboxes, especially for fault diagnostics, during its operational conditions. However, in practice, operational conditions of planetary gearbox are often characterized by variations of rotational speeds and loads, which may bring difficulties for fault diagnosis through the measured vibrations. In this paper, phase angle data extracted from measured planetary gearbox vibrations is used for fault detection under non-stationary operational conditions. Together with sample entropy, fault diagnosis on planetary gearbox is implemented. The proposed scheme is explained and demonstrated in both simulation and experimental studies. The scheme proves to be effective and features advantages on fault diagnosis of planetary gearboxes under non-stationary operational conditions.
On a saddlepoint approximation to the Markov binomial distribution

DEFF Research Database (Denmark)

Jensen, Jens Ledet

A nonstandard saddlepoint approximation to the distribution of a sum of Markov dependent trials is introduced. The relative error of the approximation is studied, not only for the number of summands tending to infinity, but also for the parameter approaching the boundary of its definition range...

Bayesian soft X-ray tomography using non-stationary Gaussian Processes

International Nuclear Information System (INIS)

Li, Dong; Svensson, J.; Thomsen, H.; Werner, A.; Wolf, R.; Medina, F.

2013-01-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods
Bayesian soft X-ray tomography using non-stationary Gaussian Processes

Science.gov (United States)

Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
SU-F-I-80: Correction for Bias in a Channelized Hotelling Model Observer Caused by Temporally Variable Non-Stationary Noise

International Nuclear Information System (INIS)

Favazza, C; Fetterly, K

2016-01-01

Purpose: Application of a channelized Hotelling model observer (CHO) over a wide range of x-ray angiography detector target dose (DTD) levels demonstrated substantial bias for conditions yielding low detectability indices (d’), including low DTD and small test objects. The purpose of this work was to develop theory and methods to correct this bias. Methods: A hypothesis was developed wherein the measured detectability index (d’b) for a known test object is positively biased by temporally variable non-stationary noise in the images. Hotelling’s T2 test statistic provided the foundation for a mathematical theory which accounts for independent contributions to the measured d’b value from both the test object (d’o) and non-stationary noise (d’ns). Experimental methods were developed to directly estimate d’o by determining d’ns and subtracting it from d’b, in accordance with the theory. Specifically, d’ns was determined from two sets of images from which the traditional test object was withheld. This method was applied to angiography images with DTD levels in the range 0 to 240 nGy and for disk-shaped iodine-based contrast targets with diameters 0.5 to 4.0 mm. Results: Bias in d’ was evidenced by d’b values which exceeded values expected from a quantum limited imaging system and decreasing object size and DTD. d’ns increased with decreasing DTD, reaching a maximum of 2.6 for DTD = 0. Bias-corrected d’o estimates demonstrated sub-quantum limited performance of the x-ray angiography for low DTD. Findings demonstrated that the source of non-stationary noise was detector electronic readout noise. Conclusion: Theory and methods to estimate and correct bias in CHO measurements from temporally variable non-stationary noise were presented. The temporal non-stationary noise was shown to be due to electronic readout noise. This method facilitates accurate estimates of d’ values over a large range of object size and detector target dose.
SU-F-I-80: Correction for Bias in a Channelized Hotelling Model Observer Caused by Temporally Variable Non-Stationary Noise

Energy Technology Data Exchange (ETDEWEB)

Favazza, C; Fetterly, K [Mayo Clinic, Rochester, MN (United States)

2016-06-15

Purpose: Application of a channelized Hotelling model observer (CHO) over a wide range of x-ray angiography detector target dose (DTD) levels demonstrated substantial bias for conditions yielding low detectability indices (d’), including low DTD and small test objects. The purpose of this work was to develop theory and methods to correct this bias. Methods: A hypothesis was developed wherein the measured detectability index (d’b) for a known test object is positively biased by temporally variable non-stationary noise in the images. Hotelling’s T2 test statistic provided the foundation for a mathematical theory which accounts for independent contributions to the measured d’b value from both the test object (d’o) and non-stationary noise (d’ns). Experimental methods were developed to directly estimate d’o by determining d’ns and subtracting it from d’b, in accordance with the theory. Specifically, d’ns was determined from two sets of images from which the traditional test object was withheld. This method was applied to angiography images with DTD levels in the range 0 to 240 nGy and for disk-shaped iodine-based contrast targets with diameters 0.5 to 4.0 mm. Results: Bias in d’ was evidenced by d’b values which exceeded values expected from a quantum limited imaging system and decreasing object size and DTD. d’ns increased with decreasing DTD, reaching a maximum of 2.6 for DTD = 0. Bias-corrected d’o estimates demonstrated sub-quantum limited performance of the x-ray angiography for low DTD. Findings demonstrated that the source of non-stationary noise was detector electronic readout noise. Conclusion: Theory and methods to estimate and correct bias in CHO measurements from temporally variable non-stationary noise were presented. The temporal non-stationary noise was shown to be due to electronic readout noise. This method facilitates accurate estimates of d’ values over a large range of object size and detector target dose.
On a Convergence of Rational Approximations by the Modified Fourier Basis

Directory of Open Access Journals (Sweden)

Tigran Bakaryan

2017-12-01

Full Text Available We continue investigations of the modified-trigonometric-rational approximations that arise while accelerating the convergence of the modified Fourier expansions by means of rational corrections. Previously, we investigated the pointwise convergence of the rational approximations away from the endpoints and the $L_2$-convergence on the entire interval. Here, we study the convergence at the endpoints and derive the exact constants for the main terms of asymptotic errors. We show that the Fourier-Pade approximations are much more accurate in all frameworks than the modified expansions for sufficiently smooth functions. Moreover, we consider a simplified version of the rational approximations and explore the optimal values of parameters that lead to better accuracy in the framework of the $L_2$-error. Numerical experiments perform comparisons of the rational approximations with the modified Fourier expansions.
Multi-scale Quantitative Precipitation Forecasting Using Nonlinear and Nonstationary Teleconnection Signals and Artificial Neural Network Models

Science.gov (United States)

Global sea surface temperature (SST) anomalies can affect terrestrial precipitation via ocean-atmosphere interaction known as climate teleconnection. Non-stationary and non-linear characteristics of the ocean-atmosphere system make the identification of the teleconnection signals...
Some strange numerical solutions of the non-stationary Navier-Stokes equations in pipes

Energy Technology Data Exchange (ETDEWEB)

Rummler, B.

2001-07-01

A general class of boundary-pressure-driven flows of incompressible Newtonian fluids in three-dimensional pipes with known steady laminar realizations is investigated. Considering the laminar velocity as a 3D-vector-function of the cross-section-circle arguments, we fix the scale for the velocity by the L{sub 2}-norm of the laminar velocity. The usual new variables are introduced to get dimension-free Navier-Stokes equations. The characteristic physical and geometrical quantities are subsumed in the energetic Reynolds number Re and a parameter {psi}, which involves the energetic ratio and the directions of the boundary-driven part and the pressure-driven part of the laminar flow. The solution of non-stationary dimension-free Navier-Stokes equations is sought in the form u=u{sub L}+u, where u{sub L} is the scaled laminar velocity and periodical conditions in center-line-direction are prescribed for u. An autonomous system (S) of ordinary differential equations for the time-dependent coefficients of the spatial Stokes eigenfunction is got by application of the Galerkin-method to the dimension-free Navier-Stokes equations for u. The finite-dimensional approximations u{sub N({lambda}}{sub )} of u are defined in the usual way. (orig.)
Inventory control for a perishable product with non-stationary demand and service level constraints

NARCIS (Netherlands)

Pauls-Worm, K.G.J.; Hendrix, E.M.T.; Haijema, R.; Vorst, van der J.G.A.J.

2013-01-01

We study the practical production planning problem of a food producer facing a non-stationary erratic demand for a perishable product with a fixed life time. In meeting the uncertain demand, the food producer uses a FIFO issuing policy. The food producer aims at meeting a certain service level at
H2 emission from non-stationary magnetized bow shocks

Science.gov (United States)

Tram, L. N.; Lesaffre, P.; Cabrit, S.; Gusdorf, A.; Nhung, P. T.

2018-01-01

When a fast moving star or a protostellar jet hits an interstellar cloud, the surrounding gas gets heated and illuminated: a bow shock is born that delineates the wake of the impact. In such a process, the new molecules that are formed and excited in the gas phase become accessible to observations. In this paper, we revisit models of H2 emission in these bow shocks. We approximate the bow shock by a statistical distribution of planar shocks computed with a magnetized shock model. We improve on previous works by considering arbitrary bow shapes, a finite irradiation field and by including the age effect of non-stationary C-type shocks on the excitation diagram and line profiles of H2. We also examine the dependence of the line profiles on the shock velocity and on the viewing angle: we suggest that spectrally resolved observations may greatly help to probe the dynamics inside the bow shock. For reasonable bow shapes, our analysis shows that low-velocity shocks largely contribute to H2 excitation diagram. This can result in an observational bias towards low velocities when planar shocks are used to interpret H2 emission from an unresolved bow. We also report a large magnetization bias when the velocity of the planar model is set independently. Our 3D models reproduce excitation diagrams in BHR 71 and Orion bow shocks better than previous 1D models. Our 3D model is also able to reproduce the shape and width of the broad H2 1-0S(1) line profile in an Orion bow shock (Brand et al. 1989).
Quantum memory for nonstationary light fields based on controlled reversible inhomogeneous broadening

International Nuclear Information System (INIS)

Kraus, B.; Tittel, W.; Gisin, N.; Nilsson, M.; Kroell, S.; Cirac, J. I.

2006-01-01

We propose a method for efficient storage and recall of arbitrary nonstationary light fields, such as, for instance, single photon time-bin qubits or intense fields, in optically dense atomic ensembles. Our approach to quantum memory is based on controlled, reversible, inhomogeneous broadening and relies on a hidden time-reversal symmetry of the optical Bloch equations describing the propagation of the light field. We briefly discuss experimental realizations of our proposal
A non-stationary cost-benefit based bivariate extreme flood estimation approach

Science.gov (United States)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.
Self-adaptive change detection in streaming data with non-stationary distribution

KAUST Repository

Zhang, Xiangliang

2010-01-01

Non-stationary distribution, in which the data distribution evolves over time, is a common issue in many application fields, e.g., intrusion detection and grid computing. Detecting the changes in massive streaming data with a non-stationary distribution helps to alarm the anomalies, to clean the noises, and to report the new patterns. In this paper, we employ a novel approach for detecting changes in streaming data with the purpose of improving the quality of modeling the data streams. Through observing the outliers, this approach of change detection uses a weighted standard deviation to monitor the evolution of the distribution of data streams. A cumulative statistical test, Page-Hinkley, is employed to collect the evidence of changes in distribution. The parameter used for reporting the changes is self-adaptively adjusted according to the distribution of data streams, rather than set by a fixed empirical value. The self-adaptability of the novel approach enhances the effectiveness of modeling data streams by timely catching the changes of distributions. We validated the approach on an online clustering framework with a benchmark KDDcup 1999 intrusion detection data set as well as with a real-world grid data set. The validation results demonstrate its better performance on achieving higher accuracy and lower percentage of outliers comparing to the other change detection approaches. © 2010 Springer-Verlag.
The good, the bad and the outliers: automated detection of errors and outliers from groundwater hydrographs

Science.gov (United States)

Peterson, Tim J.; Western, Andrew W.; Cheng, Xiang

2018-03-01

Suspicious groundwater-level observations are common and can arise for many reasons ranging from an unforeseen biophysical process to bore failure and data management errors. Unforeseen observations may provide valuable insights that challenge existing expectations and can be deemed outliers, while monitoring and data handling failures can be deemed errors, and, if ignored, may compromise trend analysis and groundwater model calibration. Ideally, outliers and errors should be identified but to date this has been a subjective process that is not reproducible and is inefficient. This paper presents an approach to objectively and efficiently identify multiple types of errors and outliers. The approach requires only the observed groundwater hydrograph, requires no particular consideration of the hydrogeology, the drivers (e.g. pumping) or the monitoring frequency, and is freely available in the HydroSight toolbox. Herein, the algorithms and time-series model are detailed and applied to four observation bores with varying dynamics. The detection of outliers was most reliable when the observation data were acquired quarterly or more frequently. Outlier detection where the groundwater-level variance is nonstationary or the absolute trend increases rapidly was more challenging, with the former likely to result in an under-estimation of the number of outliers and the latter an overestimation in the number of outliers.
Theoretical analysis of radiographic images by nonstationary Poisson processes

International Nuclear Information System (INIS)

Tanaka, Kazuo; Uchida, Suguru; Yamada, Isao.

1980-01-01

This paper deals with the noise analysis of radiographic images obtained in the usual fluorescent screen-film system. The theory of nonstationary Poisson processes is applied to the analysis of the radiographic images containing the object information. The ensemble averages, the autocorrelation functions, and the Wiener spectrum densities of the light-energy distribution at the fluorescent screen and of the film optical-density distribution are obtained. The detection characteristics of the system are evaluated theoretically. Numerical examples one-dimensional image are shown and the results are compared with those obtained under the assumption that the object image is related to the background noise by the additive process. (author)
Non-stationary vibrations of a thin viscoelastic orthotropic beam

Czech Academy of Sciences Publication Activity Database

Adámek, V.; Valeš, František; Tikal, B.

2009-01-01

Roč. 71, č. 12 (2009), e2569-e2576 ISSN 0362-546X R&D Projects: GA ČR(CZ) GA101/07/0946 Institutional research plan: CEZ:AV0Z20760514 Keywords : thin beam * non-stationary vibration * analytical solution Subject RIV: BI - Acoustics Impact factor: 1.487, year: 2009 http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V0Y-4WB3N8S-4&_user=640952&_rdoc=1&_fmt=&_orig=search&_sort=d&_docanchor=&view=c&_searchStrId=1156243286&_rerunOrigin= google &_acct=C000034318&_version=1&_urlVersion=0&_userid=640952&md5=ce096901a3382058455e822a20645820
The role of initial values in nonstationary fractional time series models

DEFF Research Database (Denmark)

Johansen, Søren; Nielsen, Morten Ørregaard

We consider the nonstationary fractional model $\\Delta^{d}X_{t}=\\varepsilon _{t}$ with $\\varepsilon_{t}$ i.i.d.$(0,\\sigma^{2})$ and $d>1/2$. We derive an analytical expression for the main term of the asymptotic bias of the maximum likelihood estimator of $d$ conditional on initial values, and we...... discuss the role of the initial values for the bias. The results are partially extended to other fractional models, and three different applications of the theoretical results are given....
Identification of Non-Stationary Magnetic Field Sources Using the Matching Pursuit Method

Directory of Open Access Journals (Sweden)

Beata Palczynska

2017-05-01

Full Text Available The measurements of electromagnetic field emissions, performed on board a vessel have showed that, in this specific environment, a high level of non-stationary magnetic fields (MFs is observed. The adaptive time-frequency method can be used successfully to analyze this type of measured signal. It allows one to specify the time interval in which the individual frequency components of the signal occur. In this paper, the method of identification of non-stationary MF sources based on the matching pursuit (MP algorithm is presented. It consists of the decomposition of an examined time-waveform into the linear expansion of chirplet atoms and the analysis of the matrix of their parameters. The main feature of the proposed method is the modification of the chirplet’s matrix in a way that atoms, whose normalized energies are lower than a certain threshold, will be rejected. On the time-frequency planes of the spectrograms, obtained separately for each remaining chirlpet, it can clearly identify the time-frequency structures appearing in the examined signal. The choice of a threshold defines the computing speed and precision of the performed analysis. The method was implemented in the virtual application and used for processing real data, obtained from measurements of time-vary MF emissions onboard a ship.
Around and about an application of the GAMLSS package to non-stationary flood frequency analysis

Science.gov (United States)

Debele, S. E.; Bogdanowicz, E.; Strupczewski, W. G.

2017-08-01

The non-stationarity of hydrologic processes due to climate change or human activities is challenging for the researchers and practitioners. However, the practical requirements for taking into account non-stationarity as a support in decision-making procedures exceed the up-to-date development of the theory and the of software. Currently, the most popular and freely available software package that allows for non-stationary statistical analysis is the GAMLSS (generalized additive models for location, scale and shape) package. GAMLSS has been used in a variety of fields. There are also several papers recommending GAMLSS in hydrological problems; however, there are still important issues which have not previously been discussed concerning mainly GAMLSS applicability not only for research and academic purposes, but also in a design practice. In this paper, we present a summary of our experiences in the implementation of GAMLSS to non-stationary flood frequency analysis, highlighting its advantages and pointing out weaknesses with regard to methodological and practical topics.
Analytical modeling for thermal errors of motorized spindle unit

OpenAIRE

Liu, Teng; Gao, Weiguo; Zhang, Dawei; Zhang, Yifan; Chang, Wenfen; Liang, Cunman; Tian, Yanling

2017-01-01

Modeling method investigation about spindle thermal errors is significant for spindle thermal optimization in design phase. To accurately analyze the thermal errors of motorized spindle unit, this paper assumes approximately that 1) spindle linear thermal error on axial direction is ascribed to shaft thermal elongation for its heat transfer from bearings, and 2) spindle linear thermal errors on radial directions and angular thermal errors are attributed to thermal variations of bearing relati...
Nonstationary behavior in a delayed feedback traveling wave tube folded waveguide oscillator

International Nuclear Information System (INIS)

Ryskin, N.M.; Titov, V.N.; Han, S.T.; So, J.K.; Jang, K.H.; Kang, Y.B.; Park, G.S.

2004-01-01

Folded waveguide traveling-wave tubes (FW TWT) are among the most promising candidates for powerful compact amplifiers and oscillators in millimeter and submillimeter wave bands. In this paper, the nonstationary behavior of a FW TWT oscillator with delayed feedback is investigated. Starting conditions of the oscillations are derived analytically. Results of numerical simulation of single-frequency, self-modulation (multifrequency) and chaotic generation regimes are presented. Mode competition phenomena, multistability and hysteresis are discussed

Towards automatic global error control: Computable weak error expansion for the tau-leap method

KAUST Repository

Karlsson, Peer Jesper; Tempone, Raul

2011-01-01

This work develops novel error expansions with computable leading order terms for the global weak error in the tau-leap discretization of pure jump processes arising in kinetic Monte Carlo models. Accurate computable a posteriori error approximations are the basis for adaptive algorithms, a fundamental tool for numerical simulation of both deterministic and stochastic dynamical systems. These pure jump processes are simulated either by the tau-leap method, or by exact simulation, also referred to as dynamic Monte Carlo, the Gillespie Algorithm or the Stochastic Simulation Slgorithm. Two types of estimates are presented: an a priori estimate for the relative error that gives a comparison between the work for the two methods depending on the propensity regime, and an a posteriori estimate with computable leading order term. © de Gruyter 2011.
Efficient approximation of random fields for numerical applications

KAUST Repository

Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus

2015-01-01

We consider the rapid computation of separable expansions for the approximation of random fields. We compare approaches based on techniques from the approximation of non-local operators on the one hand and based on the pivoted Cholesky decomposition on the other hand. We provide an a-posteriori error estimate for the pivoted Cholesky decomposition in terms of the trace. Numerical examples validate and quantify the considered methods.
Efficient approximation of random fields for numerical applications

KAUST Repository

Harbrecht, Helmut

2015-01-07

We consider the rapid computation of separable expansions for the approximation of random fields. We compare approaches based on techniques from the approximation of non-local operators on the one hand and based on the pivoted Cholesky decomposition on the other hand. We provide an a-posteriori error estimate for the pivoted Cholesky decomposition in terms of the trace. Numerical examples validate and quantify the considered methods.
Error estimation for variational nodal calculations

International Nuclear Information System (INIS)

Zhang, H.; Lewis, E.E.

1998-01-01

Adaptive grid methods are widely employed in finite element solutions to both solid and fluid mechanics problems. Either the size of the element is reduced (h refinement) or the order of the trial function is increased (p refinement) locally to improve the accuracy of the solution without a commensurate increase in computational effort. Success of these methods requires effective local error estimates to determine those parts of the problem domain where the solution should be refined. Adaptive methods have recently been applied to the spatial variables of the discrete ordinates equations. As a first step in the development of adaptive methods that are compatible with the variational nodal method, the authors examine error estimates for use in conjunction with spatial variables. The variational nodal method lends itself well to p refinement because the space-angle trial functions are hierarchical. Here they examine an error estimator for use with spatial p refinement for the diffusion approximation. Eventually, angular refinement will also be considered using spherical harmonics approximations
Perturbative corrections for approximate inference in gaussian latent variable models

DEFF Research Database (Denmark)

Opper, Manfred; Paquet, Ulrich; Winther, Ole

2013-01-01

Expectation Propagation (EP) provides a framework for approximate inference. When the model under consideration is over a latent Gaussian field, with the approximation being Gaussian, we show how these approximations can systematically be corrected. A perturbative expansion is made of the exact b...... illustrate on tree-structured Ising model approximations. Furthermore, they provide a polynomial-time assessment of the approximation error. We also provide both theoretical and practical insights on the exactness of the EP solution. © 2013 Manfred Opper, Ulrich Paquet and Ole Winther....
Magnetization of a warm plasma by the nonstationary ponderomotive force of an electromagnetic wave

International Nuclear Information System (INIS)

Shukla, Nitin; Shukla, P. K.; Stenflo, L.

2009-01-01

It is shown that magnetic fields can be generated in a warm plasma by the nonstationary ponderomotive force of a large-amplitude electromagnetic wave. In the present Brief Report, we derive simple and explicit results that can be useful for understanding the origin of the magnetic fields that are produced in intense laser-plasma interaction experiments.
Non-stationary ionization in the low ionosphere by gravitational wave action

International Nuclear Information System (INIS)

Nikitin, M.A.; Kashchenko, N.M.

1977-01-01

Non-stationary effects in the lower ionosphere caused by gravitation waves are analyzed. Time dependences are obtained for extremum electron concentrations, which describe the dynamics of heterogeneous layer formation from the initially homogeneous distribution under the effect of gravitation waves. Diffusion of plasma and its complex composition are not taken into account. The problem is solved for two particular cases of low and high frequency gravitation waves impact on the ionosphere. Only in the former case electron concentration in the lower ionosphere deviates considerably from the equilibrium
Effect of flux discontinuity on spatial approximations for discrete ordinates methods

International Nuclear Information System (INIS)

Duo, J.I.; Azmy, Y.Y.

2005-01-01

This work presents advances on error analysis of the spatial approximation of the discrete ordinates method for solving the neutron transport equation. Error norms for different non-collided flux problems over a two dimensional pure absorber medium are evaluated using three numerical methods. The problems are characterized by the incoming flux boundary conditions to obtain solutions with different level of differentiability. The three methods considered are the Diamond Difference (DD) method, the Arbitrarily High Order Transport method of the Nodal type (AHOT-N), and of the Characteristic type (AHOT-C). The last two methods are employed in constant, linear and quadratic orders of spatial approximation. The cell-wise error is computed as the difference between the cell-averaged flux computed by each method and the exact value, then the L 1 , L 2 , and L ∞ error norms are calculated. The results of this study demonstrate that the level of differentiability of the exact solution profoundly affects the rate of convergence of the numerical methods' solutions. Furthermore, in the case of discontinuous exact flux the methods fail to converge in the maximum error norm, or in the pointwise sense, in accordance with previous local error analysis. (authors)
Partitioning uncertainty in streamflow projections under nonstationary model conditions

Science.gov (United States)

Chawla, Ila; Mujumdar, P. P.

2018-02-01

Assessing the impacts of Land Use (LU) and climate change on future streamflow projections is necessary for efficient management of water resources. However, model projections are burdened with significant uncertainty arising from various sources. Most of the previous studies have considered climate models and scenarios as major sources of uncertainty, but uncertainties introduced by land use change and hydrologic model assumptions are rarely investigated. In this paper an attempt is made to segregate the contribution from (i) general circulation models (GCMs), (ii) emission scenarios, (iii) land use scenarios, (iv) stationarity assumption of the hydrologic model, and (v) internal variability of the processes, to overall uncertainty in streamflow projections using analysis of variance (ANOVA) approach. Generally, most of the impact assessment studies are carried out with unchanging hydrologic model parameters in future. It is, however, necessary to address the nonstationarity in model parameters with changing land use and climate. In this paper, a regression based methodology is presented to obtain the hydrologic model parameters with changing land use and climate scenarios in future. The Upper Ganga Basin (UGB) in India is used as a case study to demonstrate the methodology. The semi-distributed Variable Infiltration Capacity (VIC) model is set-up over the basin, under nonstationary conditions. Results indicate that model parameters vary with time, thereby invalidating the often-used assumption of model stationarity. The streamflow in UGB under the nonstationary model condition is found to reduce in future. The flows are also found to be sensitive to changes in land use. Segregation results suggest that model stationarity assumption and GCMs along with their interactions with emission scenarios, act as dominant sources of uncertainty. This paper provides a generalized framework for hydrologists to examine stationarity assumption of models before considering them
Multilevel Monte Carlo in Approximate Bayesian Computation

KAUST Repository

Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul

2017-01-01

is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given.
Prestack wavefield approximations

KAUST Repository

Alkhalifah, Tariq

2013-01-01

The double-square-root (DSR) relation offers a platform to perform prestack imaging using an extended single wavefield that honors the geometrical configuration between sources, receivers, and the image point, or in other words, prestack wavefields. Extrapolating such wavefields, nevertheless, suffers from limitations. Chief among them is the singularity associated with horizontally propagating waves. I have devised highly accurate approximations free of such singularities which are highly accurate. Specifically, I use Padé expansions with denominators given by a power series that is an order lower than that of the numerator, and thus, introduce a free variable to balance the series order and normalize the singularity. For the higher-order Padé approximation, the errors are negligible. Additional simplifications, like recasting the DSR formula as a function of scattering angle, allow for a singularity free form that is useful for constant-angle-gather imaging. A dynamic form of this DSR formula can be supported by kinematic evaluations of the scattering angle to provide efficient prestack wavefield construction. Applying a similar approximation to the dip angle yields an efficient 1D wave equation with the scattering and dip angles extracted from, for example, DSR ray tracing. Application to the complex Marmousi data set demonstrates that these approximations, although they may provide less than optimal results, allow for efficient and flexible implementations. © 2013 Society of Exploration Geophysicists.
Prestack wavefield approximations

KAUST Repository

Alkhalifah, Tariq

2013-09-01

The double-square-root (DSR) relation offers a platform to perform prestack imaging using an extended single wavefield that honors the geometrical configuration between sources, receivers, and the image point, or in other words, prestack wavefields. Extrapolating such wavefields, nevertheless, suffers from limitations. Chief among them is the singularity associated with horizontally propagating waves. I have devised highly accurate approximations free of such singularities which are highly accurate. Specifically, I use Padé expansions with denominators given by a power series that is an order lower than that of the numerator, and thus, introduce a free variable to balance the series order and normalize the singularity. For the higher-order Padé approximation, the errors are negligible. Additional simplifications, like recasting the DSR formula as a function of scattering angle, allow for a singularity free form that is useful for constant-angle-gather imaging. A dynamic form of this DSR formula can be supported by kinematic evaluations of the scattering angle to provide efficient prestack wavefield construction. Applying a similar approximation to the dip angle yields an efficient 1D wave equation with the scattering and dip angles extracted from, for example, DSR ray tracing. Application to the complex Marmousi data set demonstrates that these approximations, although they may provide less than optimal results, allow for efficient and flexible implementations. © 2013 Society of Exploration Geophysicists.
Minimax rational approximation of the Fermi-Dirac distribution

Science.gov (United States)

Moussa, Jonathan E.

2016-10-01

Accurate rational approximations of the Fermi-Dirac distribution are a useful component in many numerical algorithms for electronic structure calculations. The best known approximations use O(log(βΔ)log(ɛ-1)) poles to achieve an error tolerance ɛ at temperature β-1 over an energy interval Δ. We apply minimax approximation to reduce the number of poles by a factor of four and replace Δ with Δocc, the occupied energy interval. This is particularly beneficial when Δ ≫ Δocc, such as in electronic structure calculations that use a large basis set.
Multipactor threshold calculation of coaxial transmission lines in microwave applications with nonstationary statistical theory

International Nuclear Information System (INIS)

Lin, S.; Li, Y.; Liu, C.; Wang, H.; Zhang, N.; Cui, W.; Neuber, A.

2015-01-01

This paper presents a statistical theory for the initial onset of multipactor breakdown in coaxial transmission lines, taking both the nonuniform electric field and random electron emission velocity into account. A general numerical method is first developed to construct the joint probability density function based on the approximate equation of the electron trajectory. The nonstationary dynamics of the multipactor process on both surfaces of coaxial lines are modelled based on the probability of various impacts and their corresponding secondary emission. The resonant assumption of the classical theory on the independent double-sided and single-sided impacts is replaced by the consideration of their interaction. As a result, the time evolutions of the electron population for exponential growth and absorption on both inner and outer conductor, in response to the applied voltage above and below the multipactor breakdown level, are obtained to investigate the exact mechanism of multipactor discharge in coaxial lines. Furthermore, the multipactor threshold predictions of the presented model are compared with experimental results using measured secondary emission yield of the tested samples which shows reasonable agreement. Finally, the detailed impact scenario reveals that single-surface multipactor is more likely to occur with a higher outer to inner conductor radius ratio
Identification of QRS complex in non-stationary electrocardiogram of sick infants.

Science.gov (United States)

Kota, S; Swisher, C B; Al-Shargabi, T; Andescavage, N; du Plessis, A; Govindan, R B

2017-08-01

Due to the high-frequency of routine interventions in an intensive care setting, electrocardiogram (ECG) recordings from sick infants are highly non-stationary, with recurrent changes in the baseline, alterations in the morphology of the waveform, and attenuations of the signal strength. Current methods lack reliability in identifying QRS complexes (a marker of individual cardiac cycles) in the non-stationary ECG. In the current study we address this problem by proposing a novel approach to QRS complex identification. Our approach employs lowpass filtering, half-wave rectification, and the use of instantaneous Hilbert phase to identify QRS complexes in the ECG. We demonstrate the application of this method using ECG recordings from eight preterm infants undergoing intensive care, as well as from 18 normal adult volunteers available via a public database. We compared our approach to the commonly used approaches including Pan and Tompkins (PT), gqrs, wavedet, and wqrs for identifying QRS complexes and then compared each with manually identified QRS complexes. For preterm infants, a comparison between the QRS complexes identified by our approach and those identified through manual annotations yielded sensitivity and positive predictive values of 99% and 99.91%, respectively. The comparison metrics for each method are as follows: PT (sensitivity: 84.49%, positive predictive value: 99.88%), gqrs (85.25%, 99.49%), wavedet (95.24%, 99.86%), and wqrs (96.99%, 96.55%). Thus, the sensitivity values of the four methods previously described, are lower than the sensitivity of the method we propose; however, the positive predictive values of these other approaches is comparable to those of our method, with the exception of the wqrs approach, which yielded a slightly lower value. For adult ECG, our approach yielded a sensitivity of 99.78%, whereas PT yielded 99.79%. The positive predictive value was 99.42% for both our approach as well as for PT. We propose a novel method for
Correcting AUC for Measurement Error.

Science.gov (United States)

Rosner, Bernard; Tworoger, Shelley; Qiu, Weiliang

2015-12-01

Diagnostic biomarkers are used frequently in epidemiologic and clinical work. The ability of a diagnostic biomarker to discriminate between subjects who develop disease (cases) and subjects who do not (controls) is often measured by the area under the receiver operating characteristic curve (AUC). The diagnostic biomarkers are usually measured with error. Ignoring measurement error can cause biased estimation of AUC, which results in misleading interpretation of the efficacy of a diagnostic biomarker. Several methods have been proposed to correct AUC for measurement error, most of which required the normality assumption for the distributions of diagnostic biomarkers. In this article, we propose a new method to correct AUC for measurement error and derive approximate confidence limits for the corrected AUC. The proposed method does not require the normality assumption. Both real data analyses and simulation studies show good performance of the proposed measurement error correction method.
Saddlepoint Approximations for Expectations and an Application to CDO Pricing

NARCIS (Netherlands)

Huang, X.; Oosterlee, C.W.

2011-01-01

We derive two types of saddlepoint approximations for expectations in the form of E[(X - K)+], where X is the sum of n independent random variables and K is a known constant. We establish error convergence rates for both types of approximations in the independently and identically distributed case.
Self-Interaction Error in Density Functional Theory: An Appraisal.

Science.gov (United States)

Bao, Junwei Lucas; Gagliardi, Laura; Truhlar, Donald G

2018-05-03

Self-interaction error (SIE) is considered to be one of the major sources of error in most approximate exchange-correlation functionals for Kohn-Sham density-functional theory (KS-DFT), and it is large with all local exchange-correlation functionals and with some hybrid functionals. In this work, we consider systems conventionally considered to be dominated by SIE. For these systems, we demonstrate that by using multiconfiguration pair-density functional theory (MC-PDFT), the error of a translated local density-functional approximation is significantly reduced (by a factor of 3) when using an MCSCF density and on-top density, as compared to using KS-DFT with the parent functional; the error in MC-PDFT with local on-top functionals is even lower than the error in some popular KS-DFT hybrid functionals. Density-functional theory, either in MC-PDFT form with local on-top functionals or in KS-DFT form with some functionals having 50% or more nonlocal exchange, has smaller errors for SIE-prone systems than does CASSCF, which has no SIE.
Non-Stationary Modelling and Simulation of Near-Source Earthquake Ground Motion

DEFF Research Database (Denmark)

Skjærbæk, P. S.; Kirkegaard, Poul Henning; Fouskitakis, G. N.

1997-01-01

This paper is concerned with modelling and simulation of near-source earthquake ground motion. Recent studies have revealed that these motions show heavy non-stationary behaviour with very low frequencies dominating parts of the earthquake sequence. Modeling and simulation of this behaviour...... by an epicentral distance of 16 km and measured during the 1979 Imperial Valley earthquake in California (U .S .A.). The results of the study indicate that while all three approaches can successfully predict near-source ground motions, the Neural Network based one gives somewhat poorer simulation results....
Non-Stationary Modelling and Simulation of Near-Source Earthquake Ground Motion

DEFF Research Database (Denmark)

Skjærbæk, P. S.; Kirkegaard, Poul Henning; Fouskitakis, G. N.

This paper is concerned with modelling and simulation of near-source earthquake ground motion. Recent studies have revealed that these motions show heavy non-stationary behaviour with very low frequencies dominating parts of the earthquake sequence. Modelling and simulation of this behaviour...... by an epicentral distance of 16 km and measured during the 1979 Imperial valley earthquake in California (USA). The results of the study indicate that while all three approaches can succesfully predict near-source ground motions, the Neural Network based one gives somewhat poorer simulation results....

Subroutine MLTGRD: a multigrid algorithm based on multiplicative correction and implicit non-stationary iteration

International Nuclear Information System (INIS)

Barry, J.M.; Pollard, J.P.

1986-11-01

A FORTRAN subroutine MLTGRD is provided to solve efficiently the large systems of linear equations arising from a five-point finite difference discretisation of some elliptic partial differential equations. MLTGRD is a multigrid algorithm which provides multiplicative correction to iterative solution estimates from successively reduced systems of linear equations. It uses the method of implicit non-stationary iteration for all grid levels
Numerical study of the systematic error in Monte Carlo schemes for semiconductors

Energy Technology Data Exchange (ETDEWEB)

Muscato, Orazio [Univ. degli Studi di Catania (Italy). Dipt. di Matematica e Informatica; Di Stefano, Vincenza [Univ. degli Studi di Messina (Italy). Dipt. di Matematica; Wagner, Wolfgang [Weierstrass-Institut fuer Angewandte Analysis und Stochastik (WIAS) im Forschungsverbund Berlin e.V. (Germany)

2008-07-01

The paper studies the convergence behavior of Monte Carlo schemes for semiconductors. A detailed analysis of the systematic error with respect to numerical parameters is performed. Different sources of systematic error are pointed out and illustrated in a spatially one-dimensional test case. The error with respect to the number of simulation particles occurs during the calculation of the internal electric field. The time step error, which is related to the splitting of transport and electric field calculations, vanishes sufficiently fast. The error due to the approximation of the trajectories of particles depends on the ODE solver used in the algorithm. It is negligible compared to the other sources of time step error, when a second order Runge-Kutta solver is used. The error related to the approximate scattering mechanism is the most significant source of error with respect to the time step. (orig.)
Generalized Predictive Control for Non-Stationary Systems

DEFF Research Database (Denmark)

Palsson, Olafur Petur; Madsen, Henrik; Søgaard, Henning Tangen

1994-01-01

This paper shows how the generalized predictive control (GPC) can be extended to non-stationary (time-varying) systems. If the time-variation is slow, then the classical GPC can be used in context with an adaptive estimation procedure of a time-invariant ARIMAX model. However, in this paper prior...... knowledge concerning the nature of the parameter variations is assumed available. The GPC is based on the assumption that the prediction of the system output can be expressed as a linear combination of present and future controls. Since the Diophantine equation cannot be used due to the time......-variation of the parameters, the optimal prediction is found as the general conditional expectation of the system output. The underlying model is of an ARMAX-type instead of an ARIMAX-type as in the original version of the GPC (Clarke, D. W., C. Mohtadi and P. S. Tuffs (1987). Automatica, 23, 137-148) and almost all later...
Rotational error in path integration: encoding and execution errors in angle reproduction.

Science.gov (United States)

Chrastil, Elizabeth R; Warren, William H

2017-06-01

Path integration is fundamental to human navigation. When a navigator leaves home on a complex outbound path, they are able to keep track of their approximate position and orientation and return to their starting location on a direct homebound path. However, there are several sources of error during path integration. Previous research has focused almost exclusively on encoding error-the error in registering the outbound path in memory. Here, we also consider execution error-the error in the response, such as turning and walking a homebound trajectory. In two experiments conducted in ambulatory virtual environments, we examined the contribution of execution error to the rotational component of path integration using angle reproduction tasks. In the reproduction tasks, participants rotated once and then rotated again to face the original direction, either reproducing the initial turn or turning through the supplementary angle. One outstanding difficulty in disentangling encoding and execution error during a typical angle reproduction task is that as the encoding angle increases, so does the required response angle. In Experiment 1, we dissociated these two variables by asking participants to report each encoding angle using two different responses: by turning to walk on a path parallel to the initial facing direction in the same (reproduction) or opposite (supplementary angle) direction. In Experiment 2, participants reported the encoding angle by turning both rightward and leftward onto a path parallel to the initial facing direction, over a larger range of angles. The results suggest that execution error, not encoding error, is the predominant source of error in angular path integration. These findings also imply that the path integrator uses an intrinsic (action-scaled) rather than an extrinsic (objective) metric.
Non-stationary Condition Monitoring of large diesel engines with the AEWATT toolbox

DEFF Research Database (Denmark)

Pontoppidan, Niels Henrik; Larsen, Jan; Sigurdsson, Sigurdur

2005-01-01

We are developing a specialized toolbox for non-stationary condition monitoring of large 2-stroke diesel engines based on acoustic emission measurements. The main contribution of this toolbox has so far been the utilization of adaptive linear models such as Principal and Independent Component Ana......, the inversion of those angular timing changes called “event alignment”, has allowed for condition monitoring across operation load settings, successfully enabling a single model to be used with realistic data under varying operational conditions-...
Radiative transfer in disc galaxies - V. The accuracy of the KB approximation

Science.gov (United States)

Lee, Dukhang; Baes, Maarten; Seon, Kwang-Il; Camps, Peter; Verstocken, Sam; Han, Wonyong

2016-12-01

We investigate the accuracy of an approximate radiative transfer technique that was first proposed by Kylafis & Bahcall (hereafter the KB approximation) and has been popular in modelling dusty late-type galaxies. We compare realistic galaxy models calculated with the KB approximation with those of a three-dimensional Monte Carlo radiative transfer code SKIRT. The SKIRT code fully takes into account of the contribution of multiple scattering whereas the KB approximation calculates only single scattered intensity and multiple scattering components are approximated. We find that the KB approximation gives fairly accurate results if optically thin, face-on galaxies are considered. However, for highly inclined (I ≳ 85°) and/or optically thick (central face-on optical depth ≳1) galaxy models, the approximation can give rise to substantial errors, sometimes, up to ≳40 per cent. Moreover, it is also found that the KB approximation is not always physical, sometimes producing infinite intensities at lines of sight with high optical depth in edge-on galaxy models. There is no `simple recipe' to correct the errors of the KB approximation that is universally applicable to any galaxy models. Therefore, it is recommended that the full radiative transfer calculation be used, even though it is slower than the KB approximation.
Distributed Nonstationary Heat Model of Two-Channel Solar Air Heater

International Nuclear Information System (INIS)

Klychev, Sh. I.; Bakhramov, S. A.; Ismanzhanov, A. I.; Tashiev, N.N.

2011-01-01

An algorithm for a distributed nonstationary heat model of a solar air heater (SAH) with two operating channels is presented. The model makes it possible to determine how the coolant temperature changes with time along the solar air heater channel by considering its main thermal and ambient parameters, as well as variations in efficiency. Examples of calculations are presented. It is shown that the time within which the mean-day efficiency of the solar air heater becomes stable is significantly higher than the time within which the coolant temperature reaches stable values. The model can be used for investigation of the performances of solar water-heating collectors. (authors)
Analysis of the dynamical cluster approximation for the Hubbard model

OpenAIRE

Aryanpour, K.; Hettler, M. H.; Jarrell, M.

2002-01-01

We examine a central approximation of the recently introduced Dynamical Cluster Approximation (DCA) by example of the Hubbard model. By both analytical and numerical means we study non-compact and compact contributions to the thermodynamic potential. We show that approximating non-compact diagrams by their cluster analogs results in a larger systematic error as compared to the compact diagrams. Consequently, only the compact contributions should be taken from the cluster, whereas non-compact ...
Martingales, nonstationary increments, and the efficient market hypothesis

Science.gov (United States)

McCauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H.

2008-06-01

We discuss the deep connection between nonstationary increments, martingales, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). We explain why a test for a martingale is generally a test for uncorrelated increments. We explain why martingales look Markovian at the level of both simple averages and 2-point correlations. But while a Markovian market has no memory to exploit and cannot be beaten systematically, a martingale admits memory that might be exploitable in higher order correlations. We also use the analysis of this paper to correct a misstatement of the ‘fair game’ condition in terms of serial correlations in Fama’s paper on the EMH. We emphasize that the use of the log increment as a variable in data analysis generates spurious fat tails and spurious Hurst exponents.
An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

Science.gov (United States)

Fukumori, Ichiro; Malanotte-Rizzoli, Paola

1995-04-01

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kaiman filter based on approximations of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.
MOST-7 program for calculation of nonstationary operation modes of the nuclear steam generating plant with WWER

International Nuclear Information System (INIS)

Mysenkov, A.I.

1979-01-01

The MOST-7 program intended for calculating nonstationary emergency models of a nuclear steam generating plant (NSGP) with a WWER reactor is considered in detail. The program consists of the main MOST-7 subprogram, two main subprograms and 98 subprograms-functions. The MOST-7 program is written in the FORTRAN language and realized at the BESM-6 computer. Program storage capacity in the BESM-6 amounts to 73400 words. Primary information input into the program is carried out by means of information input operator from punched cards and DATA operator. Parameter lists, introduced both from punched cards and by means of DATA operator are tabulated. The procedure of calculational result output into printing and plotting devices is considered. Given is an example of calculating the nonstationary process, related to the loss of power in six main circulating pumps for NSGP with the WWER-440 reactor
Nonstationary frequency analysis of extreme daily precipitation amounts in Southeastern Canada using a peaks-over-threshold approach

Science.gov (United States)

Thiombiano, Alida N.; El Adlouni, Salaheddine; St-Hilaire, André; Ouarda, Taha B. M. J.; El-Jabi, Nassir

2017-07-01

In this paper, a statistical inference of Southeastern Canada extreme daily precipitation amounts is proposed using a classical nonstationary peaks-over-threshold model. Indeed, the generalized Pareto distribution (GPD) is fitted to excess time series derived from annual averages of independent precipitation amount events above a fixed threshold, the 99th percentile. Only the scale parameter of the fitted distribution is allowed to vary as a function of a covariate. This variability is modeled using B-spline function. Nonlinear correlation and cross-wavelet analysis allowed identifying two dominant climate indices as covariates in the study area, Arctic Oscillation (AO) and Pacific North American (PNA). The nonstationary frequency analysis showed that there is an east-west behavior of the AO index effects on extreme daily precipitation amounts in the study area. Indeed, the higher quantiles of these events are conditional to the AO positive phase in Atlantic Canada, while those in the more southeastern part of Canada, especially in Southern Quebec and Ontario, are negatively related to AO. The negative phase of PNA also gives the best significant correlation in these regions. Moreover, a regression analysis between AO (PNA) index and conditional quantiles provided slope values for the positive phase of the index on the one hand and the negative phase and on the other hand. This statistic allows computing a slope ratio which permits to sustain the nonlinear relation assumption between climate indices and precipitation and the development of the nonstationary GPD model for Southeastern Canada extremes precipitation modeling.
A Development of Nonstationary Regional Frequency Analysis Model with Large-scale Climate Information: Its Application to Korean Watershed

Science.gov (United States)

Kim, Jin-Young; Kwon, Hyun-Han; Kim, Hung-Soo

2015-04-01

The existing regional frequency analysis has disadvantages in that it is difficult to consider geographical characteristics in estimating areal rainfall. In this regard, this study aims to develop a hierarchical Bayesian model based nonstationary regional frequency analysis in that spatial patterns of the design rainfall with geographical information (e.g. latitude, longitude and altitude) are explicitly incorporated. This study assumes that the parameters of Gumbel (or GEV distribution) are a function of geographical characteristics within a general linear regression framework. Posterior distribution of the regression parameters are estimated by Bayesian Markov Chain Monte Carlo (MCMC) method, and the identified functional relationship is used to spatially interpolate the parameters of the distributions by using digital elevation models (DEM) as inputs. The proposed model is applied to derive design rainfalls over the entire Han-river watershed. It was found that the proposed Bayesian regional frequency analysis model showed similar results compared to L-moment based regional frequency analysis. In addition, the model showed an advantage in terms of quantifying uncertainty of the design rainfall and estimating the area rainfall considering geographical information. Finally, comprehensive discussion on design rainfall in the context of nonstationary will be presented. KEYWORDS: Regional frequency analysis, Nonstationary, Spatial information, Bayesian Acknowledgement This research was supported by a grant (14AWMP-B082564-01) from Advanced Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government.
Teaching geographical hydrology in a non-stationary world

Science.gov (United States)

Hendriks, Martin R.; Karssenberg, Derek

2010-05-01

Understanding hydrological processes in a non-stationary world requires knowledge of hydrological processes and their interactions. Also, one needs to understand the (non-linear) relations between the hydrological system and other parts of our Earth system, such as the climate system, the socio-economic system, and the ecosystem. To provide this knowledge and understanding we think that three components are essential when teaching geographical hydrology. First of all, a student needs to acquire a thorough understanding of classical hydrology. For this, knowledge of the basic hydrological equations, such as the energy equation (Bernoulli), flow equation (Darcy), continuity (or water balance) equation is needed. This, however, is not sufficient to make a student fully understand the interactions between hydrological compartments, or between hydrological subsystems and other parts of the Earth system. Therefore, secondly, a student also needs to be knowledgeable of methods by which the different subsystems can be coupled; in general, numerical models are used for this. A major disadvantage of numerical models is their complexity. A solution may be to use simpler models, provided that a student really understands how hydrological processes function in our real, non-stationary world. The challenge for a student then lies in understanding the interactions between the subsystems, and to be able to answer questions such as: what is the effect of a change in vegetation or land use on runoff? Thirdly, knowledge of field hydrology is of utmost importance. For this a student needs to be trained in the field. Fieldwork is very important as a student is confronted in the field with spatial and temporal variability, as well as with real life uncertainties, rather than being lured into believing the world as presented in hydrological textbooks and models, e.g. the world under study is homogeneous, isotropic, or lumped (averaged). Also, students in the field learn to plan and
Analytic solution of boundary-value problems for nonstationary model kinetic equations

International Nuclear Information System (INIS)

Latyshev, A.V.; Yushkanov, A.A.

1993-01-01

A theory for constructing the solutions of boundary-value problems for non-stationary model kinetic equations is constructed. This theory was incorrectly presented equation, separation of the variables is used, this leading to a characteristic equation. Eigenfunctions are found in the space of generalized functions, and the eigenvalue spectrum is investigated. An existence and uniqueness theorem for the expansion of the Laplace transform of the solution with respect to the eigenfunctions is proved. The proof is constructive and gives explicit expressions for the expansion coefficients. An application to the Rayleigh problem is obtained, and the corresponding result of Cercignani is corrected
Magnitude of pseudopotential localization errors in fixed node diffusion quantum Monte Carlo.

Science.gov (United States)

Krogel, Jaron T; Kent, P R C

2017-06-28

Growth in computational resources has lead to the application of real space diffusion quantum Monte Carlo to increasingly heavy elements. Although generally assumed to be small, we find that when using standard techniques, the pseudopotential localization error can be large, on the order of an electron volt for an isolated cerium atom. We formally show that the localization error can be reduced to zero with improvements to the Jastrow factor alone, and we define a metric of Jastrow sensitivity that may be useful in the design of pseudopotentials. We employ an extrapolation scheme to extract the bare fixed node energy and estimate the localization error in both the locality approximation and the T-moves schemes for the Ce atom in charge states 3+ and 4+. The locality approximation exhibits the lowest Jastrow sensitivity and generally smaller localization errors than T-moves although the locality approximation energy approaches the localization free limit from above/below for the 3+/4+ charge state. We find that energy minimized Jastrow factors including three-body electron-electron-ion terms are the most effective at reducing the localization error for both the locality approximation and T-moves for the case of the Ce atom. Less complex or variance minimized Jastrows are generally less effective. Our results suggest that further improvements to Jastrow factors and trial wavefunction forms may be needed to reduce localization errors to chemical accuracy when medium core pseudopotentials are applied to heavy elements such as Ce.
A Non-Stationary 1981–2012 AVHRR NDVI3g Time Series

Directory of Open Access Journals (Sweden)

Jorge E. Pinzon

2014-07-01

Full Text Available The NDVI3g time series is an improved 8-km normalized difference vegetation index (NDVI data set produced from Advanced Very High Resolution Radiometer (AVHRR instruments that extends from 1981 to the present. The AVHRR instruments have flown or are flying on fourteen polar-orbiting meteorological satellites operated by the National Oceanic and Atmospheric Administration (NOAA and are currently flying on two European Organization for the Exploitation of Meteorological Satellites (EUMETSAT polar-orbiting meteorological satellites, MetOp-A and MetOp-B. This long AVHRR record is comprised of data from two different sensors: the AVHRR/2 instrument that spans July 1981 to November 2000 and the AVHRR/3 instrument that continues these measurements from November 2000 to the present. The main difficulty in processing AVHRR NDVI data is to properly deal with limitations of the AVHRR instruments. Complicating among-instrument AVHRR inter-calibration of channels one and two is the dual gain introduced in late 2000 on the AVHRR/3 instruments for both these channels. We have processed NDVI data derived from the Sea-Viewing Wide Field-of-view Sensor (SeaWiFS from 1997 to 2010 to overcome among-instrument AVHRR calibration difficulties. We use Bayesian methods with high quality well-calibrated SeaWiFS NDVI data for deriving AVHRR NDVI calibration parameters. Evaluation of the uncertainties of our resulting NDVI values gives an error of ± 0.005 NDVI units for our 1981 to present data set that is independent of time within our AVHRR NDVI continuum and has resulted in a non-stationary climate data set.
A Non-Stationary 1981-2012 AVHRR NDVI(sub 3g) Time Series

Science.gov (United States)

Pinzon, Jorge E.; Tucker, Compton J.

2014-01-01

The NDVI(sub 3g) time series is an improved 8-km normalized difference vegetation index (NDVI) data set produced from Advanced Very High Resolution Radiometer (AVHRR) instruments that extends from 1981 to the present. The AVHRR instruments have flown or are flying on fourteen polar-orbiting meteorological satellites operated by the National Oceanic and Atmospheric Administration (NOAA) and are currently flying on two European Organization for the Exploitation of Meteorological Satellites (EUMETSAT) polar-orbiting meteorological satellites, MetOp-A and MetOp-B. This long AVHRR record is comprised of data from two different sensors: the AVHRR/2 instrument that spans July 1981 to November 2000 and the AVHRR/3 instrument that continues these measurements from November 2000 to the present. The main difficulty in processing AVHRR NDVI data is to properly deal with limitations of the AVHRR instruments. Complicating among-instrument AVHRR inter-calibration of channels one and two is the dual gain introduced in late 2000 on the AVHRR/3 instruments for both these channels. We have processed NDVI data derived from the Sea-Viewing Wide Field-of-view Sensor (SeaWiFS) from 1997 to 2010 to overcome among-instrument AVHRR calibration difficulties. We use Bayesian methods with high quality well-calibrated SeaWiFS NDVI data for deriving AVHRR NDVI calibration parameters. Evaluation of the uncertainties of our resulting NDVI values gives an error of plus or minus 0.005 NDVI units for our 1981 to present data set that is independent of time within our AVHRR NDVI continuum and has resulted in a non-stationary climate data set.
Nonstationary quantum mechanics. 4. Nonadiabatic properties of the Schroedinger equation in adiabatic processes

Energy Technology Data Exchange (ETDEWEB)

Todorov, N S [Low Temperature Department of the Institute of Solid State Physics of the Bulgarian Academy of Sciences, Sofia

1981-04-01

It is shown that the nonstationary Schroedinger equation does not satisfy a well-known adiabatical principle in thermodynamics. A ''renormalization procedure'' based on the possible existence of a time-irreversible basic evolution equation is proposed with the help of which one comes to agreement in a variety of specific cases of an adiabatic inclusion of a perturbing potential. The ideology of the present article rests essentially on the ideology of the preceding articles, in particular article I.
Nonstationary quantum mechanics. IV. Nonadiabatic properties of the Schroedinger equation in adiabatic processes

Energy Technology Data Exchange (ETDEWEB)

Todorov, N S

1981-04-01

It is shown that the nonstationary Schroedinger equation does not satisfy a well-known adiabatical principle in thermodynamics. A ''renormalization procedure'' based on the possible existence of a time-irreversible basic evolution equation is proposed with the help of which one comes to agreement in a variety of specific cases of an adiabatic inclusion of a perturbing potential. The ideology of the present article IV rests essentially on the ideology of the preceding articles, in particular article I.

Tau method approximation of the Hubbell rectangular source integral

International Nuclear Information System (INIS)

Kalla, S.L.; Khajah, H.G.

2000-01-01

The Tau method is applied to obtain expansions, in terms of Chebyshev polynomials, which approximate the Hubbell rectangular source integral:I(a,b)=∫ b 0 (1/(√(1+x 2 )) arctan(a/(√(1+x 2 )))) This integral corresponds to the response of an omni-directional radiation detector situated over a corner of a plane isotropic rectangular source. A discussion of the error in the Tau method approximation follows
Error estimation in plant growth analysis

Directory of Open Access Journals (Sweden)

Andrzej Gregorczyk

2014-01-01

Full Text Available The scheme is presented for calculation of errors of dry matter values which occur during approximation of data with growth curves, determined by the analytical method (logistic function and by the numerical method (Richards function. Further formulae are shown, which describe absolute errors of growth characteristics: Growth rate (GR, Relative growth rate (RGR, Unit leaf rate (ULR and Leaf area ratio (LAR. Calculation examples concerning the growth course of oats and maize plants are given. The critical analysis of the estimation of obtained results has been done. The purposefulness of joint application of statistical methods and error calculus in plant growth analysis has been ascertained.
Efficient Transfer Entropy Analysis of Non-Stationary Neural Time Series

Science.gov (United States)

Vicente, Raul; Díaz-Pernas, Francisco J.; Wibral, Michael

2014-01-01

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and
Strength conditions for the elastic structures with a stress error

Science.gov (United States)

Matveev, A. D.

2017-10-01

As is known, the constraints (strength conditions) for the safety factor of elastic structures and design details of a particular class, e.g. aviation structures are established, i.e. the safety factor values of such structures should be within the given range. It should be noted that the constraints are set for the safety factors corresponding to analytical (exact) solutions of elasticity problems represented for the structures. Developing the analytical solutions for most structures, especially irregular shape ones, is associated with great difficulties. Approximate approaches to solve the elasticity problems, e.g. the technical theories of deformation of homogeneous and composite plates, beams and shells, are widely used for a great number of structures. Technical theories based on the hypotheses give rise to approximate (technical) solutions with an irreducible error, with the exact value being difficult to be determined. In static calculations of the structural strength with a specified small range for the safety factors application of technical (by the Theory of Strength of Materials) solutions is difficult. However, there are some numerical methods for developing the approximate solutions of elasticity problems with arbitrarily small errors. In present paper, the adjusted reference (specified) strength conditions for the structural safety factor corresponding to approximate solution of the elasticity problem have been proposed. The stress error estimation is taken into account using the proposed strength conditions. It has been shown that, to fulfill the specified strength conditions for the safety factor of the given structure corresponding to an exact solution, the adjusted strength conditions for the structural safety factor corresponding to an approximate solution are required. The stress error estimation which is the basis for developing the adjusted strength conditions has been determined for the specified strength conditions. The adjusted strength
The Dirac–Frenkel Principle for Reduced Density Matrices, and the Bogoliubov–de Gennes Equations

DEFF Research Database (Denmark)

Benedikter, Niels; Sok, Jérémy; Solovej, Jan Philip

2018-01-01

The derivation of effective evolution equations is central to the study of non-stationary quantum many-body systems, and widely used in contexts such as superconductivity, nuclear physics, Bose–Einstein condensation and quantum chemistry. We reformulate the Dirac–Frenkel approximation principle...... in terms of reduced density matrices and apply it to fermionic and bosonic many-body systems. We obtain the Bogoliubov–de Gennes and Hartree–Fock–Bogoliubov equations, respectively. While we do not prove quantitative error estimates, our formulation does show that the approximation is optimal within...... the class of quasifree states. Furthermore, we prove well-posedness of the Bogoliubov–de Gennes equations in energy space and discuss conserved quantities....
A New Method for Non-linear and Non-stationary Time Series Analysis:
The Hilbert Spectral Analysis

CERN Multimedia

CERN. Geneva

2000-01-01

A new method for analysing non-linear and non-stationary data has been developed. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero crossing and extreme, and also having symmetric envelopes defined by the local maximal and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to non-linear and non-stationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum. Classical non-l...
Real-time reservoir operation considering non-stationary inflow prediction

Science.gov (United States)

Zhao, J.; Xu, W.; Cai, X.; Wang, Z.

2011-12-01

Stationarity of inflow has been a basic assumption for reservoir operation rule design, which is now facing challenges due to climate change and human interferences. This paper proposes a modeling framework to incorporate non-stationary inflow prediction for optimizing the hedging operation rule of large reservoirs with multiple-year flow regulation capacity. A multi-stage optimization model is formulated and a solution algorithm based on the optimality conditions is developed to incorporate non-stationary annual inflow prediction through a rolling, dynamic framework that updates the prediction from period to period and adopt the updated prediction in reservoir operation decision. The prediction model is ARIMA(4,1,0), in which parameter 4 stands for the order of autoregressive, 1 represents a linear trend, and 0 is the order of moving average. The modeling framework and solution algorithm is applied to the Miyun reservoir in China, determining a yearly operating schedule during the period from 1996 to 2009, during which there was a significant declining trend of reservoir inflow. Different operation policy scenarios are modeled, including standard operation policy (SOP, matching the current demand as much as possible), hedging rule (i.e., leaving a certain amount of water for future to avoid large risk of water deficit) with forecast from ARIMA (HR-1), hedging (HR) with perfect forecast (HR-2 ). Compared to the results of these scenarios to that of the actual reservoir operation (AO), the utility of the reservoir operation under HR-1 is 3.0% lower than HR-2, but 3.7% higher than the AO and 14.4% higher than SOP. Note that the utility under AO is 10.3% higher than that under SOP, which shows that a certain level of hedging under some inflow prediction or forecast was used in the real-world operation. Moreover, the impacts of discount rate and forecast uncertainty level on the operation will be discussed.
A Phase Vocoder Based on Nonstationary Gabor Frames

DEFF Research Database (Denmark)

Ottosen, Emil Solsbæk; Dörfler, Monika

2017-01-01

We propose a new algorithm for time stretching music signals based on the theory of nonstationary Gabor frames (NSGFs). The algorithm extends the techniques of the classical phase vocoder (PV) by incorporating adaptive timefrequency (TF) representations and adaptive phase locking. The adaptive TF...... representations imply good time resolution for the onsets of attack transients and good frequency resolution for the sinusoidal components. We estimate the phase values only at peak channels and the remaining phases are then locked to the values of the peaks in an adaptive manner. During attack transients we keep...... that with just three times as many TF coefficients as signal samples, artifacts such as phasiness and transient smearing can be greatly reduced compared to the classical PV. The proposed algorithm is tested on both synthetic and real world signals and compared with state of the art algorithms in a reproducible...
Damage of first wall materials in fusion reactors under nonstationary thermal effects

International Nuclear Information System (INIS)

Maslaev, S.A.; Platonov, Yu.M.; Pimenov, V.N.

1991-01-01

The temperature distribution in the first wall of a fusion reactor was calculated for nonstationary thermal effects of the type of plasma destruction or the flow of 'running electrons' taking into account the melting of the surface layer of the material. The thickness of the resultant damaged layer in which thermal stresses were higher than the tensile strength of the material is estimated. The results were obtained for corrosion-resisting steel, aluminium and vanadium. Flowing down of the molten layer of the material of the first wall is calculated. (author)
Modelling nonstationary thermohydrodynamic processes in heat-exchange circuits with a two-phase coolant

International Nuclear Information System (INIS)

Blinkov, V.N.

1993-01-01

This paper presents a mathematical model and a open-quotes fastclose quotes computer program for analyzing nonstationary thermohydrodynamic processes in distributed multi-element circuits containing a two-phase coolant. The author's approach is based on representing the distributed multi-element circuits with the two-phase coolant (such as cooling circuits of the reactor of an atomic power station) in the form of equivalent thermohydrodynamic chains composed of idealized elements with the intrinsic properties of the structure elements of real systems. The author has developed the nomenclature of such conceptual elements for objects which can be modelled; the nomenclature encompasses the control volumes (with a single-phase or two-phase coolant or a moving boundary of boiling/condensation) and the branch lines (type of tube and connections in dependence on the inertia of the coolant being taken into account) for a hydrodynamic submodel and the thermal components and lines for a thermal submodel. The mathematical models which have been developed and the program using them are designated for various forms of calculating slow thermohydrodynamic processes in multi-element coolant circuits in reactors and modeling test stands. The program facilitates calculation of the range of stable operation, detailed studies of stationary and nonstationary modes of operation, and forecasts of effective engineering measures to obtain stability with the aid of microcomputers
Modified fluctuation-dissipation theorem for general non-stationary states and application to the Glauber–Ising chain

International Nuclear Information System (INIS)

Verley, Gatien; Lacoste, David; Chétrite, Raphaël

2011-01-01

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying Markovian dynamics. We show that the method for deriving modified fluctuation-dissipation theorems near non-equilibrium stationary states used by Prost et al (2009 Phys. Rev. Lett. 103 090601) is generalizable to non-stationary states. This result follows from both standard linear response theory and from a transient fluctuation theorem, analogous to the Hatano–Sasa relation. We show that this modified fluctuation-dissipation theorem can be interpreted at the trajectory level using the notion of stochastic trajectory entropy, in a way which is similar to what has been done recently in the case of the MFDT near non-equilibrium steady states (NESS). We illustrate this framework with two solvable examples: the first example corresponds to a Brownian particle in a harmonic trap subjected to a quench of temperature and to a time-dependent stiffness; the second example is a classic model of coarsening systems, namely the 1D Ising model with Glauber dynamics
Trend analysis using non-stationary time series clustering based on the finite element method

Science.gov (United States)

Gorji Sefidmazgi, M.; Sayemuzzaman, M.; Homaifar, A.; Jha, M. K.; Liess, S.

2014-05-01

In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods that can analyze multidimensional time series. One important attribute of this method is that it is not dependent on any statistical assumption and does not need local stationarity in the time series. In this paper, it is shown how the FEM-clustering method can be used to locate change points in the trend of temperature time series from in situ observations. This method is applied to the temperature time series of North Carolina (NC) and the results represent region-specific climate variability despite higher frequency harmonics in climatic time series. Next, we investigated the relationship between the climatic indices with the clusters/trends detected based on this clustering method. It appears that the natural variability of climate change in NC during 1950-2009 can be explained mostly by AMO and solar activity.
Estimation of error fields from ferromagnetic parts in ITER

Energy Technology Data Exchange (ETDEWEB)

Oliva, A. Bonito [Fusion for Energy (Spain); Chiariello, A.G.; Formisano, A.; Martone, R. [Ass. EURATOM/ENEA/CREATE, Dip. di Ing. Industriale e dell’Informazione, Seconda Università di Napoli, Via Roma 29, I-81031 Napoli (Italy); Portone, A., E-mail: alfredo.portone@f4e.europa.eu [Fusion for Energy (Spain); Testoni, P. [Fusion for Energy (Spain)

2013-10-15

Highlights: ► The paper deals with error fields generated in ITER by magnetic masses. ► Magnetization state is computed from simplified FEM models. ► Closed form expressions adopted for the flux density of magnetized parts are given. ► Such expressions allow to simplify the estimation of the effect of iron pieces (or lack of) on error field. -- Abstract: Error fields in tokamaks are small departures from the exact axisymmetry of the ideal magnetic field configuration. Their reduction below a threshold value by the error field correction coils is essential since sufficiently large static error fields lead to discharge disruption. The error fields are originated not only by magnets fabrication and installation tolerances, by the joints and by the busbars, but also by the presence of ferromagnetic elements. It was shown that superconducting joints, feeders and busbars play a secondary effect; however in order to estimate of the importance of each possible error field source, rough evaluations can be very useful because it can provide an order of magnitude of the correspondent effect and, therefore, a ranking in the request for in depth analysis. The paper proposes a two steps procedure. The first step aims to get the approximate magnetization state of ferromagnetic parts; the second aims to estimate the full 3D error field over the whole volume using equivalent sources for magnetic masses and taking advantage from well assessed approximate closed form expressions, well suited for the far distance effects.
An Approximate L p Difference Algorithm for Massive Data Streams

Directory of Open Access Journals (Sweden)

Jessica H. Fong

2001-12-01

Full Text Available Several recent papers have shown how to approximate the difference ∑ i |a i-b i | or ∑|a i-b i | 2 between two functions, when the function values a i and b i are given in a data stream, and their order is chosen by an adversary. These algorithms use little space (much less than would be needed to store the entire stream and little time to process each item in the stream. They approximate with small relative error. Using different techniques, we show how to approximate the L p-difference ∑ i |a i-b i | p for any rational-valued p∈(0,2], with comparable efficiency and error. We also show how to approximate ∑ i |a i-b i | p for larger values of p but with a worse error guarantee. Our results fill in gaps left by recent work, by providing an algorithm that is precisely tunable for the application at hand. These results can be used to assess the difference between two chronologically or physically separated massive data sets, making one quick pass over each data set, without buffering the data or requiring the data source to pause. For example, one can use our techniques to judge whether the traffic on two remote network routers are similar without requiring either router to transmit a copy of its traffic. A web search engine could use such algorithms to construct a library of small ``sketches,'' one for each distinct page on the web; one can approximate the extent to which new web pages duplicate old ones by comparing the sketches of the web pages. Such techniques will become increasingly important as the enormous scale, distributional nature, and one-pass processing requirements of data sets become more commonplace.
Epidemic of medical errors and hospital-acquired infections: systemic and social causes

National Research Council Canada - National Science Library

Charney, William

2012-01-01

...) and pharmaceutical errors combined are the second or third leading killer of Americans annually: approximately 300,000 die from a combination of medical errors, hospital acquired infections (HAIs...
Subsystem density functional theory with meta-generalized gradient approximation exchange-correlation functionals.

Science.gov (United States)

Śmiga, Szymon; Fabiano, Eduardo; Laricchia, Savio; Constantin, Lucian A; Della Sala, Fabio

2015-04-21

We analyze the methodology and the performance of subsystem density functional theory (DFT) with meta-generalized gradient approximation (meta-GGA) exchange-correlation functionals for non-bonded molecular systems. Meta-GGA functionals depend on the Kohn-Sham kinetic energy density (KED), which is not known as an explicit functional of the density. Therefore, they cannot be directly applied in subsystem DFT calculations. We propose a Laplacian-level approximation to the KED which overcomes this limitation and provides a simple and accurate way to apply meta-GGA exchange-correlation functionals in subsystem DFT calculations. The so obtained density and energy errors, with respect to the corresponding supermolecular calculations, are comparable with conventional approaches, depending almost exclusively on the approximations in the non-additive kinetic embedding term. An embedding energy error decomposition explains the accuracy of our method.
EDITORIAL: The nonstationary Casimir effect and quantum systems with moving boundaries

Science.gov (United States)

Barton, Gabriel; Dodonov, Victor V.; Man'ko, Vladimir I.

2005-03-01

radiation, vacuum friction, and so on. Solutions of some interesting problems of nonrelativistic quantum mechanics with time-dependent boundary conditions, including applications to Bose-Einstein condensates, can also be found here. Since nonstationary Casimir effects can exist not only for photons but for any other quanta (e.g., phonons in solids or in liquid helium), we believe the approaches and results presented in this collection will find interesting applications in other branches of physics too. One possible example might be the generation of squeezed and other 'nonclassical' states of different fields by time-dependent boundary conditions. Approximately half the contributed papers stem from talks at two recent conferences: the First International Workshop on Problems with Moving Boundaries, organized by Professor J Dittrich in Prague in October 2003, and the International Workshop on the Dynamical Casimir Effect, organized by Professor G Carugno in Padua in June 2004. We wish to thank all the authors and reviewers for their efforts in preparing high quality papers, which we hope will attract the attention of other researchers, and especially of young people, to the fascinating areas covered by this special issue.
Dynamic Analyses of Result Quality in Energy-Aware Approximate Programs

Science.gov (United States)

RIngenburg, Michael F.

Energy efficiency is a key concern in the design of modern computer systems. One promising approach to energy-efficient computation, approximate computing, trades off output precision for energy efficiency. However, this tradeoff can have unexpected effects on computation quality. This thesis presents dynamic analysis tools to study, debug, and monitor the quality and energy efficiency of approximate computations. We propose three styles of tools: prototyping tools that allow developers to experiment with approximation in their applications, online tools that instrument code to determine the key sources of error, and online tools that monitor the quality of deployed applications in real time. Our prototyping tool is based on an extension to the functional language OCaml. We add approximation constructs to the language, an approximation simulator to the runtime, and profiling and auto-tuning tools for studying and experimenting with energy-quality tradeoffs. We also present two online debugging tools and three online monitoring tools. The first online tool identifies correlations between output quality and the total number of executions of, and errors in, individual approximate operations. The second tracks the number of approximate operations that flow into a particular value. Our online tools comprise three low-cost approaches to dynamic quality monitoring. They are designed to monitor quality in deployed applications without spending more energy than is saved by approximation. Online monitors can be used to perform real time adjustments to energy usage in order to meet specific quality goals. We present prototype implementations of all of these tools and describe their usage with several applications. Our prototyping, profiling, and autotuning tools allow us to experiment with approximation strategies and identify new strategies, our online tools succeed in providing new insights into the effects of approximation on output quality, and our monitors succeed in
Internal and external moisture transport resistance during non-stationary adsorption of moisture into wood

OpenAIRE

Bučar, Bojan

2007-01-01

The assumption that non-stationary sorption processes associated with wood canbe evaluated by analysis of their transient system response to the disturbance developed is undoubtedly correct. In general it is, in fact, possible to obtain by time analysis of the transient phenomenon - involving the transition into an arbitrary new state of equilibrium - all data required for a credible evaluation of the observed system. Evaluation of moisture movement during drying or moistening requires determ...
On the dynamics of non-stationary binary stellar system with non-isotropic mass flow

International Nuclear Information System (INIS)

Bekov, A.A.; Bejsekov, A.N.; Aldibaeva, L.T.

2006-01-01

The motion of test body in the external gravitational field of the binary stellar systems with slowly variable some physical parameters of radiating components is considered on the base of restricted nonstationary photo-gravitational three and two bodies problem with non-isotropic mass flow. The family of polar and coplanar solutions are obtained. The solutions give the possibility of the dynamical and structure interpretation of binary young evolving stars and galaxies. (author)

Pade approximants for the ground-state energy of closed-shell quantum dots

International Nuclear Information System (INIS)

Gonzalez, A.; Partoens, B.; Peeters, F.M.

1997-08-01

Analytic approximations to the ground-state energy of closed-shell quantum dots (number of electrons from 2 to 210) are presented in the form of two-point Pade approximants. These Pade approximants are constructed from the small- and large-density limits of the energy. We estimated that the maximum error, reached for intermediate densities, is less than ≤ 3%. Within that present approximation the ground-state is found to be unpolarized. (author). 21 refs, 3 figs, 2 tabs
Temperature profile retrievals with extended Kalman-Bucy filters

Science.gov (United States)

Ledsham, W. H.; Staelin, D. H.

1979-01-01

The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.
A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

DEFF Research Database (Denmark)

Malzahn, Dorthe; Opper, Manfred

2003-01-01

We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages...
Nonstationary signals phase-energy approach-theory and simulations

CERN Document Server

Klein, R; Braun, S; 10.1006/mssp.2001.1398

2001-01-01

Modern time-frequency methods are intended to deal with a variety of nonstationary signals. One specific class, prevalent in the area of rotating machines, is that of harmonic signals of varying frequencies and amplitude. This paper presents a new adaptive phase-energy (APE) approach for time-frequency representation of varying harmonic signals. It is based on the concept of phase (frequency) paths and the instantaneous power spectral density (PSD). It is this path which represents the dynamic behaviour of the system generating the observed signal. The proposed method utilises dynamic filters based on an extended Nyquist theorem, enabling extraction of signal components with optimal signal-to-noise ratio. The APE detects the most energetic harmonic components (frequency paths) in the analysed signal. Tests on simulated signals show the superiority of the APE in resolution and resolving power as compared to STFT and wavelets wave- packet decomposition. The dynamic filters also enable the reconstruction of the ...
Error Analysis of Variations on Larsen's Benchmark Problem

International Nuclear Information System (INIS)

Azmy, YY

2001-01-01

Error norms for three variants of Larsen's benchmark problem are evaluated using three numerical methods for solving the discrete ordinates approximation of the neutron transport equation in multidimensional Cartesian geometry. The three variants of Larsen's test problem are concerned with the incoming flux boundary conditions: unit incoming flux on the left and bottom edges (Larsen's configuration); unit, incoming flux only on the left edge; unit incoming flux only on the bottom edge. The three methods considered are the Diamond Difference (DD) method, and the constant-approximation versions of the Arbitrarily High Order Transport method of the Nodal type (AHOT-N), and of the Characteristic (AHOT-C) type. The cell-wise error is computed as the difference between the cell-averaged flux computed by each method and the exact value, then the L 1 , L 2 , and L ∞ error norms are calculated. The results of this study demonstrate that while integral error norms, i.e. L 1 , L 2 , converge to zero with mesh refinement, the pointwise L ∞ norm does not due to solution discontinuity across the singular characteristic. Little difference is observed between the error norm behavior of the three methods considered in spite of the fact that AHOT-C is locally exact, suggesting that numerical diffusion across the singular characteristic as the major source of error on the global scale. However, AHOT-C possesses a given accuracy in a larger fraction of computational cells than DD
Is the Labour Force Participation Rate Non-Stationary in Romania?

Directory of Open Access Journals (Sweden)

Tiwari Aviral Kumar

2015-01-01

Full Text Available The purpose of this paper is to test hysteresis of the Romanian labour force participation rate, by using time series data, with quarterly frequency, covering the period 1999Q1-2013Q4. The main results reveal that the Romanian labour force participation rate is a nonlinear process and has a partial unit root (i.e. it is stationary in the first regime and non-stationary in the second one, the main breaking point being registered around year 2005. In this context, the value of using unemployment rate as an indicator for capturing joblessness in this country is debatable. Starting from 2005, the participation rate has not followed long-term changes in unemployment rate, the disturbances having permanent effects on labour force participation rate.
Robust suppression of nonstationary power-line interference in electrocardiogram signals

International Nuclear Information System (INIS)

Li, Guojun; Zeng, Xiaopin; Zhou, Yu; Liu, Guojin; Zhou, Xichuan; Zhou, Xiaona

2012-01-01

It is a challenge to suppress time-varying power-line interference (PLI) with various levels in electrocardiogram (ECG) signals. Most previous attempts of tracking and suppressing the nonstationary PLI signal are based on the least-squares (LS) algorithm. This makes these methods susceptible to QRS complex in suppressing a low-level PLI signal which is frequently coupled in battery-operated ECG equipment. To address the limitation of LS-based methods, this study presents a robust PLI suppression system based on a robust extension of the Kalman filter. In addition, we used an improved version of empirical mode decomposition to further attenuate the QRS complex. Experiments show that our system could effectively suppress the PLI while preserving meaningful ECG components at various interference levels. (paper)
Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models

KAUST Repository

Kiessling, Jonas

2014-05-06

Option prices in exponential Lévy models solve certain partial integro-differential equations. This work focuses on developing novel, computable error approximations for a finite difference scheme that is suitable for solving such PIDEs. The scheme was introduced in (Cont and Voltchkova, SIAM J. Numer. Anal. 43(4):1596-1626, 2005). The main results of this work are new estimates of the dominating error terms, namely the time and space discretisation errors. In addition, the leading order terms of the error estimates are determined in a form that is more amenable to computations. The payoff is only assumed to satisfy an exponential growth condition, it is not assumed to be Lipschitz continuous as in previous works. If the underlying Lévy process has infinite jump activity, then the jumps smaller than some (Formula presented.) are approximated by diffusion. The resulting diffusion approximation error is also estimated, with leading order term in computable form, as well as the dependence of the time and space discretisation errors on this approximation. Consequently, it is possible to determine how to jointly choose the space and time grid sizes and the cut off parameter (Formula presented.). © 2014 Springer Science+Business Media Dordrecht.
Composite Gauss-Legendre Quadrature with Error Control

Science.gov (United States)

Prentice, J. S. C.

2011-01-01

We describe composite Gauss-Legendre quadrature for determining definite integrals, including a means of controlling the approximation error. We compare the form and performance of the algorithm with standard Newton-Cotes quadrature. (Contains 1 table.)
Reduction of Non-stationary Noise using a Non-negative Latent Variable Decomposition

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Larsen, Jan

2008-01-01

We present a method for suppression of non-stationary noise in single channel recordings of speech. The method is based on a non-negative latent variable decomposition model for the speech and noise signals, learned directly from a noisy mixture. In non-speech regions an over complete basis...... is learned for the noise that is then used to jointly estimate the speech and the noise from the mixture. We compare the method to the classical spectral subtraction approach, where the noise spectrum is estimated as the average over non-speech frames. The proposed method significantly outperforms...
Identification of the structure parameters using short-time non-stationary stochastic excitation

Science.gov (United States)

Jarczewska, Kamila; Koszela, Piotr; Śniady, PaweŁ; Korzec, Aleksandra

2011-07-01

In this paper, we propose an approach to the flexural stiffness or eigenvalue frequency identification of a linear structure using a non-stationary stochastic excitation process. The idea of the proposed approach lies within time domain input-output methods. The proposed method is based on transforming the dynamical problem into a static one by integrating the input and the output signals. The output signal is the structure reaction, i.e. structure displacements due to the short-time, irregular load of random type. The systems with single and multiple degrees of freedom, as well as continuous systems are considered.
Detection of unusual events and trends in complex non-stationary data streams

International Nuclear Information System (INIS)

Charlton-Perez, C.; Perez, R.B.; Protopopescu, V.; Worley, B.A.

2011-01-01

The search for unusual events and trends hidden in multi-component, nonlinear, non-stationary, noisy signals is extremely important for diverse applications, ranging from power plant operation to homeland security. In the context of this work, we define an unusual event as a local signal disturbance and a trend as a continuous carrier of information added to and different from the underlying baseline dynamics. The goal of this paper is to investigate the feasibility of detecting hidden events inside intermittent signal data sets corrupted by high levels of noise, by using the Hilbert-Huang empirical mode decomposition method.
Diffusive Wave Approximation to the Shallow Water Equations: Computational Approach

KAUST Repository

Collier, Nathan; Radwan, Hany; Dalcin, Lisandro; Calo, Victor M.

2011-01-01

We discuss the use of time adaptivity applied to the one dimensional diffusive wave approximation to the shallow water equations. A simple and computationally economical error estimator is discussed which enables time-step size adaptivity
Flood frequency analysis of historical flood data under stationary and non-stationary modelling

Science.gov (United States)

Machado, M. J.; Botero, B. A.; López, J.; Francés, F.; Díez-Herrero, A.; Benito, G.

2015-06-01

Historical records are an important source of information on extreme and rare floods and fundamental to establish a reliable flood return frequency. The use of long historical records for flood frequency analysis brings in the question of flood stationarity, since climatic and land-use conditions can affect the relevance of past flooding as a predictor of future flooding. In this paper, a detailed 400 yr flood record from the Tagus River in Aranjuez (central Spain) was analysed under stationary and non-stationary flood frequency approaches, to assess their contribution within hazard studies. Historical flood records in Aranjuez were obtained from documents (Proceedings of the City Council, diaries, chronicles, memoirs, etc.), epigraphic marks, and indirect historical sources and reports. The water levels associated with different floods (derived from descriptions or epigraphic marks) were computed into discharge values using a one-dimensional hydraulic model. Secular variations in flood magnitude and frequency, found to respond to climate and environmental drivers, showed a good correlation between high values of historical flood discharges and a negative mode of the North Atlantic Oscillation (NAO) index. Over the systematic gauge record (1913-2008), an abrupt change on flood magnitude was produced in 1957 due to constructions of three major reservoirs in the Tagus headwaters (Bolarque, Entrepeñas and Buendia) controlling 80% of the watershed surface draining to Aranjuez. Two different models were used for the flood frequency analysis: (a) a stationary model estimating statistical distributions incorporating imprecise and categorical data based on maximum likelihood estimators, and (b) a time-varying model based on "generalized additive models for location, scale and shape" (GAMLSS) modelling, which incorporates external covariates related to climate variability (NAO index) and catchment hydrology factors (in this paper a reservoir index; RI). Flood frequency
Wavelet analysis of nonstationary fluctuations of Monte Carlo-simulated excitatory postsynaptic currents.

Science.gov (United States)

Aristizabal, F; Glavinovic, M I

2003-10-01

Tracking spectral changes of rapidly varying signals is a demanding task. In this study, we explore on Monte Carlo-simulated glutamate-activated AMPA patch and synaptic currents whether a wavelet analysis offers such a possibility. Unlike Fourier methods that determine only the frequency content of a signal, the wavelet analysis determines both the frequency and the time. This is owing to the nature of the basis functions, which are infinite for Fourier transforms (sines and cosines are infinite), but are finite for wavelet analysis (wavelets are localized waves). In agreement with previous reports, the frequency of the stationary patch current fluctuations is higher for larger currents, whereas the mean-variance plots are parabolic. The spectra of the current fluctuations and mean-variance plots are close to the theoretically predicted values. The median frequency of the synaptic and nonstationary patch currents is, however, time dependent, though at the peak of synaptic currents, the median frequency is insensitive to the number of glutamate molecules released. Such time dependence demonstrates that the "composite spectra" of the current fluctuations gathered over the whole duration of synaptic currents cannot be used to assess the mean open time or effective mean open time of AMPA channels. The current (patch or synaptic) versus median frequency plots show hysteresis. The median frequency is thus not a simple reflection of the overall receptor saturation levels and is greater during the rise phase for the same saturation level. The hysteresis is due to the higher occupancy of the doubly bound state during the rise phase and not due to the spatial spread of the saturation disk, which remains remarkably constant. Albeit time dependent, the variance of the synaptic and nonstationary patch currents can be accurately determined. Nevertheless the evaluation of the number of AMPA channels and their single current from the mean-variance plots of patch or synaptic
Approximate dynamic fault tree calculations for modelling water supply risks

International Nuclear Information System (INIS)

Lindhe, Andreas; Norberg, Tommy; Rosén, Lars

2012-01-01

Traditional fault tree analysis is not always sufficient when analysing complex systems. To overcome the limitations dynamic fault tree (DFT) analysis is suggested in the literature as well as different approaches for how to solve DFTs. For added value in fault tree analysis, approximate DFT calculations based on a Markovian approach are presented and evaluated here. The approximate DFT calculations are performed using standard Monte Carlo simulations and do not require simulations of the full Markov models, which simplifies model building and in particular calculations. It is shown how to extend the calculations of the traditional OR- and AND-gates, so that information is available on the failure probability, the failure rate and the mean downtime at all levels in the fault tree. Two additional logic gates are presented that make it possible to model a system's ability to compensate for failures. This work was initiated to enable correct analyses of water supply risks. Drinking water systems are typically complex with an inherent ability to compensate for failures that is not easily modelled using traditional logic gates. The approximate DFT calculations are compared to results from simulations of the corresponding Markov models for three water supply examples. For the traditional OR- and AND-gates, and one gate modelling compensation, the errors in the results are small. For the other gate modelling compensation, the error increases with the number of compensating components. The errors are, however, in most cases acceptable with respect to uncertainties in input data. The approximate DFT calculations improve the capabilities of fault tree analysis of drinking water systems since they provide additional and important information and are simple and practically applicable.
A fully three-dimensional reconstruction algorithm with the nonstationary filter for improved single-orbit cone beam SPECT

International Nuclear Information System (INIS)

Cao, Z.J.; Tsui, B.M.

1993-01-01

Conventional single-orbit cone beam tomography presents special problems. They include incomplete sampling and inadequate three-dimensional (3D) reconstruction algorithm. The commonly used Feldkamp reconstruction algorithm simply extends the two-dimensional (2D) fan beam algorithm to 3D cone beam geometry. A truly 3D reconstruction formulation has been derived for the single-orbit cone beam SPECT based on the 3D Fourier slice theorem. In the formulation, a nonstationary filter which depends on the distance from the central plane of the cone beam was derived. The filter is applied to the 2D projection data in directions along and normal to the axis-of-rotation. The 3D reconstruction algorithm with the nonstationary filter was evaluated using both computer simulation and experimental measurements. Significant improvement in image quality was demonstrated in terms of decreased artifacts and distortions in cone beam reconstructed images. However, compared with the Feldkamp algorithm, a five-fold increase in processing time is required. Further improvement in image quality needs complete sampling in frequency space
Nonstationary thermal field in the parallelepiped in the mode of heat conduction under boundary conditions of first kind

Directory of Open Access Journals (Sweden)

V. K. Bityukov

2016-01-01

Full Text Available Analytical study of the processes of heat conduction is one of the main topics of modern engineering research in engineering, energy, nuclear industry, process chemical, construction, textile, food, geological and other industries. Suffice to say that almost all processes in one degree or another are related to change in the temperature condition and the transfer of warmth. It should also be noted that engineering studies of the kinetics of a range of physical and chemical processes are similar to the problems of stationary and nonstationary heat transfer. These include the processes of diffusions, sedimentation, viscous flow, slowing down the neutrons, flow of fluids through a porous medium, electric fluctuations, adsorption, drying, burning, etc. There are various methods for solving the classical boundary value problems of nonstationary heat conduction and problems of the generalized type: the method of separation of variables (Fourier method method; the continuation method; the works solutions; the Duhamel's method; the integral transformations method; the operating method; the method of green's functions (stationary and non-stationary thermal conductivity; the reflection method (method source. In this paper, based on the consistent application of the Laplace transform on the dimensionless time θ and finite sine integral transformation in the spatial coordinates X and Y solves the problem of unsteady temperature distribution on the mechanism of heat conduction in a parallelepiped with boundary conditions of first kind. As a result we have the analytical solution of the temperature distribution in the parallelepiped to a conductive mode free convection, when one of the side faces of the parallelepiped is maintained at a constant temperature, and the others with the another same constant temperature.
Sequential function approximation on arbitrarily distributed point sets

Science.gov (United States)

Wu, Kailiang; Xiu, Dongbin

2018-02-01

We present a randomized iterative method for approximating unknown function sequentially on arbitrary point set. The method is based on a recently developed sequential approximation (SA) method, which approximates a target function using one data point at each step and avoids matrix operations. The focus of this paper is on data sets with highly irregular distribution of the points. We present a nearest neighbor replacement (NNR) algorithm, which allows one to sample the irregular data sets in a near optimal manner. We provide mathematical justification and error estimates for the NNR algorithm. Extensive numerical examples are also presented to demonstrate that the NNR algorithm can deliver satisfactory convergence for the SA method on data sets with high irregularity in their point distributions.
Estimating return levels from maxima of non-stationary random sequences using the Generalized PWM method

Directory of Open Access Journals (Sweden)

P. Ribereau

2008-12-01

Full Text Available Since the pioneering work of Landwehr et al. (1979, Hosking et al. (1985 and their collaborators, the Probability Weighted Moments (PWM method has been very popular, simple and efficient to estimate the parameters of the Generalized Extreme Value (GEV distribution when modeling the distribution of maxima (e.g., annual maxima of precipitations in the Identically and Independently Distributed (IID context. When the IID assumption is not satisfied, a flexible alternative, the Maximum Likelihood Estimation (MLE approach offers an elegant way to handle non-stationarities by letting the GEV parameters to be time dependent. Despite its qualities, the MLE applied to the GEV distribution does not always provide accurate return level estimates, especially for small sample sizes or heavy tails. These drawbacks are particularly true in some non-stationary situations. To reduce these negative effects, we propose to extend the PWM method to a more general framework that enables us to model temporal covariates and provide accurate GEV-based return levels. Theoretical properties of our estimators are discussed. Small and moderate sample sizes simulations in a non-stationary context are analyzed and two brief applications to annual maxima of CO₂ and seasonal maxima of cumulated daily precipitations are presented.

Bi-spectrum based-EMD applied to the non-stationary vibration signals for bearing faults diagnosis.

Science.gov (United States)

Saidi, Lotfi; Ali, Jaouher Ben; Fnaiech, Farhat

2014-09-01

Empirical mode decomposition (EMD) has been widely applied to analyze vibration signals behavior for bearing failures detection. Vibration signals are almost always non-stationary since bearings are inherently dynamic (e.g., speed and load condition change over time). By using EMD, the complicated non-stationary vibration signal is decomposed into a number of stationary intrinsic mode functions (IMFs) based on the local characteristic time scale of the signal. Bi-spectrum, a third-order statistic, helps to identify phase coupling effects, the bi-spectrum is theoretically zero for Gaussian noise and it is flat for non-Gaussian white noise, consequently the bi-spectrum analysis is insensitive to random noise, which are useful for detecting faults in induction machines. Utilizing the advantages of EMD and bi-spectrum, this article proposes a joint method for detecting such faults, called bi-spectrum based EMD (BSEMD). First, original vibration signals collected from accelerometers are decomposed by EMD and a set of IMFs is produced. Then, the IMF signals are analyzed via bi-spectrum to detect outer race bearing defects. The procedure is illustrated with the experimental bearing vibration data. The experimental results show that BSEMD techniques can effectively diagnosis bearing failures. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
A Nonstationary Markov Model Detects Directional Evolution in Hymenopteran Morphology.

Science.gov (United States)

Klopfstein, Seraina; Vilhelmsen, Lars; Ronquist, Fredrik

2015-11-01

Directional evolution has played an important role in shaping the morphological, ecological, and molecular diversity of life. However, standard substitution models assume stationarity of the evolutionary process over the time scale examined, thus impeding the study of directionality. Here we explore a simple, nonstationary model of evolution for discrete data, which assumes that the state frequencies at the root differ from the equilibrium frequencies of the homogeneous evolutionary process along the rest of the tree (i.e., the process is nonstationary, nonreversible, but homogeneous). Within this framework, we develop a Bayesian approach for testing directional versus stationary evolution using a reversible-jump algorithm. Simulations show that when only data from extant taxa are available, the success in inferring directionality is strongly dependent on the evolutionary rate, the shape of the tree, the relative branch lengths, and the number of taxa. Given suitable evolutionary rates (0.1-0.5 expected substitutions between root and tips), accounting for directionality improves tree inference and often allows correct rooting of the tree without the use of an outgroup. As an empirical test, we apply our method to study directional evolution in hymenopteran morphology. We focus on three character systems: wing veins, muscles, and sclerites. We find strong support for a trend toward loss of wing veins and muscles, while stationarity cannot be ruled out for sclerites. Adding fossil and time information in a total-evidence dating approach, we show that accounting for directionality results in more precise estimates not only of the ancestral state at the root of the tree, but also of the divergence times. Our model relaxes the assumption of stationarity and reversibility by adding a minimum of additional parameters, and is thus well suited to studying the nature of the evolutionary process in data sets of limited size, such as morphology and ecology. © The Author
Three-dimensional simulation of nonstationary flow phenomena in last stage. Exhaust hood compartment and its elements

Energy Technology Data Exchange (ETDEWEB)

Solodov, V G [Kharkov State Automobile and Highway Technical University, Theoretical Mechanics and Hydraulics Department, Kharkov (Ukraine)

1998-12-31

The article describes numerical models and some results of numerical simulation of self-excited oscillatory flow regimes through exhaust diffusers of large steam turbines, operating as a part of compartment (jointly with last stage). The modelling is based on a model of ideal gas flow and full nonstationary 3D formulation and 2nd time and space order explicit Godunov`s scheme. (author) 11 refs.
Three-dimensional simulation of nonstationary flow phenomena in last stage. Exhaust hood compartment and its elements

Energy Technology Data Exchange (ETDEWEB)

Solodov, V.G. [Kharkov State Automobile and Highway Technical University, Theoretical Mechanics and Hydraulics Department, Kharkov (Ukraine)

1997-12-31

The article describes numerical models and some results of numerical simulation of self-excited oscillatory flow regimes through exhaust diffusers of large steam turbines, operating as a part of compartment (jointly with last stage). The modelling is based on a model of ideal gas flow and full nonstationary 3D formulation and 2nd time and space order explicit Godunov`s scheme. (author) 11 refs.
Schur Complement Reduction in the Mixed-Hybrid Approximation of Darcy's Law: Rounding Error Analysis

Czech Academy of Sciences Publication Activity Database

Maryška, Jiří; Rozložník, Miroslav; Tůma, Miroslav

2000-01-01

Roč. 117, - (2000), s. 159-173 ISSN 0377-0427 R&D Projects: GA AV ČR IAA2030706; GA ČR GA201/98/P108 Institutional research plan: AV0Z1030915 Keywords : potential fluid flow problem * symmetric indefinite linear systems * Schur complement reduction * iterative methods * rounding error analysis Subject RIV: BA - General Mathematics Impact factor: 0.455, year: 2000
Enhancement of Non-Stationary Speech using Harmonic Chirp Filters

DEFF Research Database (Denmark)

Nørholm, Sidsel Marie; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

2015-01-01

In this paper, the issue of single channel speech enhancement of non-stationary voiced speech is addressed. The non-stationarity of speech is well known, but state of the art speech enhancement methods assume stationarity within frames of 20–30 ms. We derive optimal distortionless filters that take...... the non-stationarity nature of voiced speech into account via linear constraints. This is facilitated by imposing a harmonic chirp model on the speech signal. As an implicit part of the filter design, the noise statistics are also estimated based on the observed signal and parameters of the harmonic chirp...... model. Simulations on real speech show that the chirp based filters perform better than their harmonic counterparts. Further, it is seen that the gain of using the chirp model increases when the estimated chirp parameter is big corresponding to periods in the signal where the instantaneous fundamental...
Precise analytic approximations for the Bessel function J1 (x)

Science.gov (United States)

Maass, Fernando; Martin, Pablo

2018-03-01

Precise and straightforward analytic approximations for the Bessel function J1 (x) have been found. Power series and asymptotic expansions have been used to determine the parameters of the approximation, which is as a bridge between both expansions, and it is a combination of rational and trigonometric functions multiplied with fractional powers of x. Here, several improvements with respect to the so called Multipoint Quasirational Approximation technique have been performed. Two procedures have been used to determine the parameters of the approximations. The maximum absolute errors are in both cases smaller than 0.01. The zeros of the approximation are also very precise with less than 0.04 per cent for the first one. A second approximation has been also determined using two more parameters, and in this way the accuracy has been increased to less than 0.001.
Approximation of bivariate copulas by patched bivariate Fréchet copulas

KAUST Repository

Zheng, Yanting; Yang, Jingping; Huang, Jianhua Z.

2011-01-01

Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, independence and countermonotonicity. They are easily interpretable but have limitations when used as approximations to general dependence structures. To improve the approximation property of the BF copulas and keep the advantage of easy interpretation, we develop a new copula approximation scheme by using BF copulas locally and patching the local pieces together. Error bounds and a probabilistic interpretation of this approximation scheme are developed. The new approximation scheme is compared with several existing copula approximations, including shuffle of min, checkmin, checkerboard and Bernstein approximations and exhibits better performance, especially in characterizing the local dependence. The utility of the new approximation scheme in insurance and finance is illustrated in the computation of the rainbow option prices and stop-loss premiums. © 2010 Elsevier B.V.
Approximation of bivariate copulas by patched bivariate Fréchet copulas

KAUST Repository

Zheng, Yanting

2011-03-01

Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, independence and countermonotonicity. They are easily interpretable but have limitations when used as approximations to general dependence structures. To improve the approximation property of the BF copulas and keep the advantage of easy interpretation, we develop a new copula approximation scheme by using BF copulas locally and patching the local pieces together. Error bounds and a probabilistic interpretation of this approximation scheme are developed. The new approximation scheme is compared with several existing copula approximations, including shuffle of min, checkmin, checkerboard and Bernstein approximations and exhibits better performance, especially in characterizing the local dependence. The utility of the new approximation scheme in insurance and finance is illustrated in the computation of the rainbow option prices and stop-loss premiums. © 2010 Elsevier B.V.
A test of the adhesion approximation for gravitational clustering

Science.gov (United States)

Melott, Adrian L.; Shandarin, Sergei; Weinberg, David H.

1993-01-01

We quantitatively compare a particle implementation of the adhesion approximation to fully non-linear, numerical 'N-body' simulations. Our primary tool, cross-correlation of N-body simulations with the adhesion approximation, indicates good agreement, better than that found by the same test performed with the Zel-dovich approximation (hereafter ZA). However, the cross-correlation is not as good as that of the truncated Zel-dovich approximation (TZA), obtained by applying the Zel'dovich approximation after smoothing the initial density field with a Gaussian filter. We confirm that the adhesion approximation produces an excessively filamentary distribution. Relative to the N-body results, we also find that: (a) the power spectrum obtained from the adhesion approximation is more accurate than that from ZA or TZA, (b) the error in the phase angle of Fourier components is worse than that from TZA, and (c) the mass distribution function is more accurate than that from ZA or TZA. It appears that adhesion performs well statistically, but that TZA is more accurate dynamically, in the sense of moving mass to the right place.
NLO error propagation exercise: statistical results

International Nuclear Information System (INIS)

Pack, D.J.; Downing, D.J.

1985-09-01

Error propagation is the extrapolation and cumulation of uncertainty (variance) above total amounts of special nuclear material, for example, uranium or 235 U, that are present in a defined location at a given time. The uncertainty results from the inevitable inexactness of individual measurements of weight, uranium concentration, 235 U enrichment, etc. The extrapolated and cumulated uncertainty leads directly to quantified limits of error on inventory differences (LEIDs) for such material. The NLO error propagation exercise was planned as a field demonstration of the utilization of statistical error propagation methodology at the Feed Materials Production Center in Fernald, Ohio from April 1 to July 1, 1983 in a single material balance area formed specially for the exercise. Major elements of the error propagation methodology were: variance approximation by Taylor Series expansion; variance cumulation by uncorrelated primary error sources as suggested by Jaech; random effects ANOVA model estimation of variance effects (systematic error); provision for inclusion of process variance in addition to measurement variance; and exclusion of static material. The methodology was applied to material balance area transactions from the indicated time period through a FORTRAN computer code developed specifically for this purpose on the NLO HP-3000 computer. This paper contains a complete description of the error propagation methodology and a full summary of the numerical results of applying the methodlogy in the field demonstration. The error propagation LEIDs did encompass the actual uranium and 235 U inventory differences. Further, one can see that error propagation actually provides guidance for reducing inventory differences and LEIDs in future time periods
Common approximations for density operators may lead to imaginary entropy

International Nuclear Information System (INIS)

Lendi, K.; Amaral Junior, M.R. do

1983-01-01

The meaning and validity of usual second order approximations for density operators are illustrated with the help of a simple exactly soluble two-level model in which all relevant quantities can easily be controlled. This leads to exact upper bound error estimates which help to select more precisely permissible correlation times as frequently introduced if stochastic potentials are present. A final consideration of information entropy reveals clearly the limitations of this kind of approximation procedures. (Author) [pt
Improving the Weizsäcker-Williams approximation in electron-proton collisions

CERN Document Server

Frixione, Stefano; Nason, P; Ridolfi, G

1993-01-01

We critically examine the validity of the Weizs\\"acker-Williams approximation in electron-hadron collisions. We show that in its commonly used form it can lead to large errors, and we show how to improve it in order to get accurate results. In particular, we present an improved form that is valid beyond the leading logarithmic approximation in the case when a small-angle cut is applied to the scattered electron. Furthermore we include comparisons of the approximate expressions with the exact electroproduction calculation in the case of heavy-quark production.
Hybrid approximations via second order combined dynamic derivatives on time scales

Directory of Open Access Journals (Sweden)

Qin Sheng

2007-09-01

Full Text Available This article focuses on the approximation of conventional second order derivative via the combined (diamond-$\\alpha$ dynamic derivative on time scales with necessary smoothness conditions embedded. We will show the constraints under which the second order dynamic derivative provides a consistent approximation to the conventional second derivative; the cases where the dynamic derivative approximates the derivative only via a proper modification of the existing formula; and the situations in which the dynamic derivative can never approximate consistently even with the help of available structure correction methods. Constructive error analysis will be given via asymptotic expansions for practical hybrid modeling and computational applications.
Higher-order approximate solutions to the relativistic and Duffing-harmonic oscillators by modified He's homotopy methods

International Nuclear Information System (INIS)

Belendez, A; Pascual, C; Fernandez, E; Neipp, C; Belendez, T

2008-01-01

A modified He's homotopy perturbation method is used to calculate higher-order analytical approximate solutions to the relativistic and Duffing-harmonic oscillators. The He's homotopy perturbation method is modified by truncating the infinite series corresponding to the first-order approximate solution before introducing this solution in the second-order linear differential equation, and so on. We find this modified homotopy perturbation method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. The approximate formulae obtained show excellent agreement with the exact solutions, and are valid for small as well as large amplitudes of oscillation, including the limiting cases of amplitude approaching zero and infinity. For the relativistic oscillator, only one iteration leads to high accuracy of the solutions with a maximal relative error for the approximate frequency of less than 1.6% for small and large values of oscillation amplitude, while this relative error is 0.65% for two iterations with two harmonics and as low as 0.18% when three harmonics are considered in the second approximation. For the Duffing-harmonic oscillator the relative error is as low as 0.078% when the second approximation is considered. Comparison of the result obtained using this method with those obtained by the harmonic balance methods reveals that the former is very effective and convenient
Improving the equivalent-photon approximation in electron-positron collisions

CERN Document Server

Schuler, G A

1996-01-01

The validity of the equivalent-photon approximation for two-photon processes in electron--positron collisions is critically examined. Commonly used forms to describe hadronic two-photon production are shown to lead to sizeable errors. An improved two-photon luminosity function is presented, which includes beyond-leading-logarithmic effects and scalar-photon contributions. Comparisons of various approximate expressions with the exact calculation in the case of the total hadronic cross section are given. Furthermore, effects of the poorly known low-Q2 behaviour of the virtual hadronic cross sections are discussed.
On Holo-Hilbert spectral analysis: a full informational spectral representation for nonlinear and non-stationary data

OpenAIRE

Huang, Norden E.; Hu, Kun; Yang, Albert C. C.; Chang, Hsing-Chih; Jia, Deng; Liang, Wei-Kuang; Yeh, Jia Rong; Kao, Chu-Lan; Juan, Chi-Hung; Peng, Chung Kang; Meijer, Johanna H.; Wang, Yung-Hung; Long, Steven R.; Wu, Zhauhua

2016-01-01

The Holo-Hilbert spectral analysis (HHSA) method is introduced to cure the deficiencies of traditional spectral analysis and to give a full informational representation of nonlinear and non-stationary data. It uses a nested empirical mode decomposition and Hilbert–Huang transform (HHT) approach to identify intrinsic amplitude and frequency modulations often present in nonlinear systems. Comparisons are first made with traditional spectrum analysis, which usually achieved its results through c...
Analytical models approximating individual processes: a validation method.

Science.gov (United States)

Favier, C; Degallier, N; Menkès, C E

2010-12-01

Upscaling population models from fine to coarse resolutions, in space, time and/or level of description, allows the derivation of fast and tractable models based on a thorough knowledge of individual processes. The validity of such approximations is generally tested only on a limited range of parameter sets. A more general validation test, over a range of parameters, is proposed; this would estimate the error induced by the approximation, using the original model's stochastic variability as a reference. This method is illustrated by three examples taken from the field of epidemics transmitted by vectors that bite in a temporally cyclical pattern, that illustrate the use of the method: to estimate if an approximation over- or under-fits the original model; to invalidate an approximation; to rank possible approximations for their qualities. As a result, the application of the validation method to this field emphasizes the need to account for the vectors' biology in epidemic prediction models and to validate these against finer scale models. Copyright © 2010 Elsevier Inc. All rights reserved.
Robust approximation-free prescribed performance control for nonlinear systems and its application

Science.gov (United States)

Sun, Ruisheng; Na, Jing; Zhu, Bin

2018-02-01

This paper presents a robust prescribed performance control approach and its application to nonlinear tail-controlled missile systems with unknown dynamics and uncertainties. The idea of prescribed performance function (PPF) is incorporated into the control design, such that both the steady-state and transient control performance can be strictly guaranteed. Unlike conventional PPF-based control methods, we further tailor a recently proposed systematic control design procedure (i.e. approximation-free control) using the transformed tracking error dynamics, which provides a proportional-like control action. Hence, the function approximators (e.g. neural networks, fuzzy systems) that are widely used to address the unknown nonlinearities in the nonlinear control designs are not needed. The proposed control design leads to a robust yet simplified function approximation-free control for nonlinear systems. The closed-loop system stability and the control error convergence are all rigorously proved. Finally, comparative simulations are conducted based on nonlinear missile systems to validate the improved response and the robustness of the proposed control method.
Large-scale simulations of error-prone quantum computation devices

International Nuclear Information System (INIS)

Trieu, Doan Binh

2009-01-01

The theoretical concepts of quantum computation in the idealized and undisturbed case are well understood. However, in practice, all quantum computation devices do suffer from decoherence effects as well as from operational imprecisions. This work assesses the power of error-prone quantum computation devices using large-scale numerical simulations on parallel supercomputers. We present the Juelich Massively Parallel Ideal Quantum Computer Simulator (JUMPIQCS), that simulates a generic quantum computer on gate level. It comprises an error model for decoherence and operational errors. The robustness of various algorithms in the presence of noise has been analyzed. The simulation results show that for large system sizes and long computations it is imperative to actively correct errors by means of quantum error correction. We implemented the 5-, 7-, and 9-qubit quantum error correction codes. Our simulations confirm that using error-prone correction circuits with non-fault-tolerant quantum error correction will always fail, because more errors are introduced than being corrected. Fault-tolerant methods can overcome this problem, provided that the single qubit error rate is below a certain threshold. We incorporated fault-tolerant quantum error correction techniques into JUMPIQCS using Steane's 7-qubit code and determined this threshold numerically. Using the depolarizing channel as the source of decoherence, we find a threshold error rate of (5.2±0.2) x 10 -6 . For Gaussian distributed operational over-rotations the threshold lies at a standard deviation of 0.0431±0.0002. We can conclude that quantum error correction is especially well suited for the correction of operational imprecisions and systematic over-rotations. For realistic simulations of specific quantum computation devices we need to extend the generic model to dynamic simulations, i.e. time-dependent Hamiltonian simulations of realistic hardware models. We focus on today's most advanced technology, i

Analytical expression for the bit error rate of cascaded all-optical regenerators

DEFF Research Database (Denmark)

Mørk, Jesper; Öhman, Filip; Bischoff, S.

2003-01-01

We derive an approximate analytical expression for the bit error rate of cascaded fiber links containing all-optical 2R-regenerators. A general analysis of the interplay between noise due to amplification and the degree of reshaping (nonlinearity) of the regenerator is performed.......We derive an approximate analytical expression for the bit error rate of cascaded fiber links containing all-optical 2R-regenerators. A general analysis of the interplay between noise due to amplification and the degree of reshaping (nonlinearity) of the regenerator is performed....
Nonstationary heat and mass transfer in the multilayer building construction with ventilation channels

Science.gov (United States)

Kharkov, N. S.

2017-11-01

Results of numerical modeling of the coupled nonstationary heat and mass transfer problem under conditions of a convective flow in facade system of a three-layer concrete panel for two different constructions (with ventilation channels and without) are presented. The positive effect of ventilation channels on the energy and humidity regime over a period of 12 months is shown. Used new method of replacement a solid zone (requiring specification of porosity and material structure, what complicates process of convergence of the solution) on quasi-solid in form of a multicomponent mixture (with restrictions on convection and mass fractions).
Heat transfer and hydrodynamics of nonstationary dispersed-film flow in complex shape channels

International Nuclear Information System (INIS)

Nigmatulin, B.I.; Klebanov, L.A.; Kroshilin, A.E.; Kroshilin, V.E.

1980-01-01

The mathematical model has been used to investigate the dispersed-film regime of a liquid flow and condition for the appearance of heat transfer crisis. One-dimensional motion equations are used for each component of the mixture. The model developed is used to describe the hydrodynamics and the crisis of heat transfer in rod bundles and round tubes under stationary and nonstationary conditions. The account of a separate flow of a liquid film and a vapourdrop nucleus permits to describe the main regularities of a dispersed film flow. A good agreement of calculation and experimental results is obtained [ru
Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

Science.gov (United States)

Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.
Gravitational entropy of nonstationary black holes and spherical shells

International Nuclear Information System (INIS)

Hiscock, W.A.

1989-01-01

The problem of defining the gravitational entropy of a nonstationary black hole is considered in a simple model consisting of a spherical shell which collapses into a preexisting black hole. The second law of black-hole mechanics strongly suggests identifying one-quarter of the area of the event horizon as the gravitational entropy of the system. It is, however, impossible to accurately locate the position of the global event horizon using only local measurements. In order to maintain a local thermodynamics, it is suggested that the entropy of the black hole be identified with one-quarter the area of the apparent horizon. The difference between the event-horizon entropy (to the extent it can be determined) and the apparent-horizon entropy may then be interpreted as the gravitational entropy of the collapsing shell. The total (event-horizon) gravitational entropy evolves in a smooth (C 0 ) fashion, even in the presence of δ-functional shells of matter
Simulation of nonstationary phenomena in atmospheric-pressure glow discharge

Science.gov (United States)

Korolev, Yu. D.; Frants, O. B.; Nekhoroshev, V. O.; Suslov, A. I.; Kas'yanov, V. S.; Shemyakin, I. A.; Bolotov, A. V.

2016-06-01

Nonstationary processes in atmospheric-pressure glow discharge manifest themselves in spontaneous transitions from the normal glow discharge into a spark. In the experiments, both so-called completed transitions in which a highly conductive constricted channel arises and incomplete transitions accompanied by the formation of a diffuse channel are observed. A model of the positive column of a discharge in air is elaborated that allows one to interpret specific features of the discharge both in the stationary stage and during its transition into a spark and makes it possible to calculate the characteristic oscillatory current waveforms for completed transitions into a spark and aperiodic ones for incomplete transitions. The calculated parameters of the positive column in the glow discharge mode agree well with experiment. Data on the densities of the most abundant species generated in the discharge (such as atomic oxygen, metastable nitrogen molecules, ozone, nitrogen oxides, and negative oxygen ions) are presented.
Simulation of nonstationary phenomena in atmospheric-pressure glow discharge

International Nuclear Information System (INIS)

Korolev, Yu. D.; Frants, O. B.; Nekhoroshev, V. O.; Suslov, A. I.; Kas’yanov, V. S.; Shemyakin, I. A.; Bolotov, A. V.

2016-01-01

Nonstationary processes in atmospheric-pressure glow discharge manifest themselves in spontaneous transitions from the normal glow discharge into a spark. In the experiments, both so-called completed transitions in which a highly conductive constricted channel arises and incomplete transitions accompanied by the formation of a diffuse channel are observed. A model of the positive column of a discharge in air is elaborated that allows one to interpret specific features of the discharge both in the stationary stage and during its transition into a spark and makes it possible to calculate the characteristic oscillatory current waveforms for completed transitions into a spark and aperiodic ones for incomplete transitions. The calculated parameters of the positive column in the glow discharge mode agree well with experiment. Data on the densities of the most abundant species generated in the discharge (such as atomic oxygen, metastable nitrogen molecules, ozone, nitrogen oxides, and negative oxygen ions) are presented.
Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

Science.gov (United States)

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.
Diffusive Wave Approximation to the Shallow Water Equations: Computational Approach

KAUST Repository

Collier, Nathan

2011-05-14

We discuss the use of time adaptivity applied to the one dimensional diffusive wave approximation to the shallow water equations. A simple and computationally economical error estimator is discussed which enables time-step size adaptivity. This robust adaptive time discretization corrects the initial time step size to achieve a user specified bound on the discretization error and allows time step size variations of several orders of magnitude. In particular, in the one dimensional results presented in this work feature a change of four orders of magnitudes for the time step over the entire simulation.
Angular discretization errors in transport theory

International Nuclear Information System (INIS)

Nelson, P.; Yu, F.

1992-01-01

Elements of the information-based complexity theory are computed for several types of information and associated algorithms for angular approximations in the setting of a on-dimensional model problem. For point-evaluation information, the local and global radii of information are computed, a (trivial) optimal algorithm is determined, and the local and global error of a discrete ordinates algorithm are shown to be infinite. For average cone-integral information, the local and global radii of information are computed, the local and global error tends to zero as the underlying partition is indefinitely refined. A central algorithm for such information and an optimal partition (of given cardinality) are described. It is further shown that the analytic first-collision source method has zero error (for the purely absorbing model problem). Implications of the restricted problem domains suitable for the various types of information are discussed
Approximate Networking for Universal Internet Access

Directory of Open Access Journals (Sweden)

Junaid Qadir

2017-12-01

Full Text Available Despite the best efforts of networking researchers and practitioners, an ideal Internet experience is inaccessible to an overwhelming majority of people the world over, mainly due to the lack of cost-efficient ways of provisioning high-performance, global Internet. In this paper, we argue that instead of an exclusive focus on a utopian goal of universally accessible “ideal networking” (in which we have a high throughput and quality of service as well as low latency and congestion, we should consider providing “approximate networking” through the adoption of context-appropriate trade-offs. In this regard, we propose to leverage the advances in the emerging trend of “approximate computing” that rely on relaxing the bounds of precise/exact computing to provide new opportunities for improving the area, power, and performance efficiency of systems by orders of magnitude by embracing output errors in resilient applications. Furthermore, we propose to extend the dimensions of approximate computing towards various knobs available at network layers. Approximate networking can be used to provision “Global Access to the Internet for All” (GAIA in a pragmatically tiered fashion, in which different users around the world are provided a different context-appropriate (but still contextually functional Internet experience.
Higher accuracy analytical approximations to a nonlinear oscillator with discontinuity by He's homotopy perturbation method

International Nuclear Information System (INIS)

Belendez, A.; Hernandez, A.; Belendez, T.; Neipp, C.; Marquez, A.

2008-01-01

He's homotopy perturbation method is used to calculate higher-order approximate periodic solutions of a nonlinear oscillator with discontinuity for which the elastic force term is proportional to sgn(x). We find He's homotopy perturbation method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. Only one iteration leads to high accuracy of the solutions with a maximal relative error for the approximate period of less than 1.56% for all values of oscillation amplitude, while this relative error is 0.30% for the second iteration and as low as 0.057% when the third-order approximation is considered. Comparison of the result obtained using this method with those obtained by different harmonic balance methods reveals that He's homotopy perturbation method is very effective and convenient
An Approximate Redistributed Proximal Bundle Method with Inexact Data for Minimizing Nonsmooth Nonconvex Functions

Directory of Open Access Journals (Sweden)

Jie Shen

2015-01-01

Full Text Available We describe an extension of the redistributed technique form classical proximal bundle method to the inexact situation for minimizing nonsmooth nonconvex functions. The cutting-planes model we construct is not the approximation to the whole nonconvex function, but to the local convexification of the approximate objective function, and this kind of local convexification is modified dynamically in order to always yield nonnegative linearization errors. Since we only employ the approximate function values and approximate subgradients, theoretical convergence analysis shows that an approximate stationary point or some double approximate stationary point can be obtained under some mild conditions.
Approximation of ruin probabilities via Erlangized scale mixtures

DEFF Research Database (Denmark)

Peralta, Oscar; Rojas-Nandayapa, Leonardo; Xie, Wangyue

2018-01-01

In this paper, we extend an existing scheme for numerically calculating the probability of ruin of a classical Cramér–Lundbergreserve process having absolutely continuous but otherwise general claim size distributions. We employ a dense class of distributions that we denominate Erlangized scale...... a simple methodology for constructing a sequence of distributions having the form Π⋆G with the purpose of approximating the integrated tail distribution of the claim sizes. Then we adapt a recent result which delivers an explicit expression for the probability of ruin in the case that the claim size...... distribution is modeled as an Erlangized scale mixture. We provide simplified expressions for the approximation of the probability of ruin and construct explicit bounds for the error of approximation. We complement our results with a classical example where the claim sizes are heavy-tailed....
Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors

KAUST Repository

Sang, Huiyan; Jun, Mikyoung; Huang, Jianhua Z.

2011-01-01

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models
Systematic errors in VLF direction-finding of whistler ducts

International Nuclear Information System (INIS)

Strangeways, H.J.; Rycroft, M.J.

1980-01-01

In the previous paper it was shown that the systematic error in the azimuthal bearing due to multipath propagation and incident wave polarisation (when this also constitutes an error) was given by only three different forms for all VLF direction-finders currently used to investigate the position of whistler ducts. In this paper the magnitude of this error is investigated for different ionospheric and ground parameters for these three different systematic error types. By incorporating an ionosphere for which the refractive index is given by the full Appleton-Hartree formula, the variation of the systematic error with ionospheric electron density and latitude and direction of propagation is investigated in addition to the variation with wave frequency, ground conductivity and dielectric constant and distance of propagation. The systematic bearing error is also investigated for the three methods when the azimuthal bearing is averaged over a 2 kHz bandwidth. This is found to lead to a significantly smaller bearing error which, for the crossed-loops goniometer, approximates the bearing error calculated when phase-dependent terms in the receiver response are ignored. (author)
Approximate critical surface of the bond-mixed square-lattice Ising model

International Nuclear Information System (INIS)

Levy, S.V.F.; Tsallis, C.; Curado, E.M.F.

1979-09-01

The critical surface of the quenched bond-mixed square-lattice spin-1/2 first-neighbour-interaction ferromagnetic Ising model (with exchange interactions J 1 and J 2 ) has been investigated. Through renormalization group and heuristical procedures, a very accurate (error inferior to 3x10 -4 in the variables t sub(i) = th (J sub(i)/k sub(b)T)) approximate numerical proposal for all points of this surface is presented. This proposal simultaneously satisfies all the available exact results concerning the surface, namely P sub(c) = 1/2, t sub(c) = √2 - 1, both limiting slopes in these points, and t 2 = (1-t 1 )/(1+t 1 ) for p = 1/2. Furthemore an analytic approximation (namely (1 - p) 1n(1 + t 1 ) + p 1n(1 + t 2 ) =(1/2)1n 2) is also proposed. In what concerns the available exact results, it only fails in reproducing one of the two limiting slopes, where there is an error of 1% in the derivative: these facts result in an estimated error less than 10 -3 (in the t-variables) for any points in the surface. (Author) [pt
Can we identify non-stationary dynamics of trial-to-trial variability?

Directory of Open Access Journals (Sweden)

Emili Balaguer-Ballester

Full Text Available Identifying sources of the apparent variability in non-stationary scenarios is a fundamental problem in many biological data analysis settings. For instance, neurophysiological responses to the same task often vary from each repetition of the same experiment (trial to the next. The origin and functional role of this observed variability is one of the fundamental questions in neuroscience. The nature of such trial-to-trial dynamics however remains largely elusive to current data analysis approaches. A range of strategies have been proposed in modalities such as electro-encephalography but gaining a fundamental insight into latent sources of trial-to-trial variability in neural recordings is still a major challenge. In this paper, we present a proof-of-concept study to the analysis of trial-to-trial variability dynamics founded on non-autonomous dynamical systems. At this initial stage, we evaluate the capacity of a simple statistic based on the behaviour of trajectories in classification settings, the trajectory coherence, in order to identify trial-to-trial dynamics. First, we derive the conditions leading to observable changes in datasets generated by a compact dynamical system (the Duffing equation. This canonical system plays the role of a ubiquitous model of non-stationary supervised classification problems. Second, we estimate the coherence of class-trajectories in empirically reconstructed space of system states. We show how this analysis can discern variations attributable to non-autonomous deterministic processes from stochastic fluctuations. The analyses are benchmarked using simulated and two different real datasets which have been shown to exhibit attractor dynamics. As an illustrative example, we focused on the analysis of the rat's frontal cortex ensemble dynamics during a decision-making task. Results suggest that, in line with recent hypotheses, rather than internal noise, it is the deterministic trend which most likely underlies
A Simple Exact Error Rate Analysis for DS-CDMA with Arbitrary Pulse Shape in Flat Nakagami Fading

Science.gov (United States)

Rahman, Mohammad Azizur; Sasaki, Shigenobu; Kikuchi, Hisakazu; Harada, Hiroshi; Kato, Shuzo

A simple exact error rate analysis is presented for random binary direct sequence code division multiple access (DS-CDMA) considering a general pulse shape and flat Nakagami fading channel. First of all, a simple model is developed for the multiple access interference (MAI). Based on this, a simple exact expression of the characteristic function (CF) of MAI is developed in a straight forward manner. Finally, an exact expression of error rate is obtained following the CF method of error rate analysis. The exact error rate so obtained can be much easily evaluated as compared to the only reliable approximate error rate expression currently available, which is based on the Improved Gaussian Approximation (IGA).
A Galerkin approximation for linear elastic shallow shells

Science.gov (United States)

Figueiredo, I. N.; Trabucho, L.

1992-03-01

This work is a generalization to shallow shell models of previous results for plates by B. Miara (1989). Using the same basis functions as in the plate case, we construct a Galerkin approximation of the three-dimensional linearized elasticity problem, and establish some error estimates as a function of the thickness, the curvature, the geometry of the shell, the forces and the Lamé costants.

Spacecraft attitude control using neuro-fuzzy approximation of the optimal controllers

Science.gov (United States)

Kim, Sung-Woo; Park, Sang-Young; Park, Chandeok

2016-01-01

In this study, a neuro-fuzzy controller (NFC) was developed for spacecraft attitude control to mitigate large computational load of the state-dependent Riccati equation (SDRE) controller. The NFC was developed by training a neuro-fuzzy network to approximate the SDRE controller. The stability of the NFC was numerically verified using a Lyapunov-based method, and the performance of the controller was analyzed in terms of approximation ability, steady-state error, cost, and execution time. The simulations and test results indicate that the developed NFC efficiently approximates the SDRE controller, with asymptotic stability in a bounded region of angular velocity encompassing the operational range of rapid-attitude maneuvers. In addition, it was shown that an approximated optimal feedback controller can be designed successfully through neuro-fuzzy approximation of the optimal open-loop controller.
Fuel-element temperature nonstationary distribution caused by local pulsations of the factor of heat transfer to a coolant

International Nuclear Information System (INIS)

Pupko, V.Ya.

1978-01-01

The equation of nonstationary heat transfer caused by the appearance of a local pulse jump in the factor of heat transfer to a coolant is solved analytically for a cylindrical fuel element. The problem solution is generalized to a case of the periodically pulsating factor of heat transfer according to its value in an arbitrary point of the fuel element surface
A non-stationary cost-benefit analysis approach for extreme flood estimation to explore the nexus of 'Risk, Cost and Non-stationarity'

Science.gov (United States)

Qi, Wei

2017-11-01

Cost-benefit analysis is commonly used for engineering planning and design problems in practice. However, previous cost-benefit based design flood estimation is based on stationary assumption. This study develops a non-stationary cost-benefit based design flood estimation approach. This approach integrates a non-stationary probability distribution function into cost-benefit analysis, and influence of non-stationarity on expected total cost (including flood damage and construction costs) and design flood estimation can be quantified. To facilitate design flood selections, a 'Risk-Cost' analysis approach is developed, which reveals the nexus of extreme flood risk, expected total cost and design life periods. Two basins, with 54-year and 104-year flood data respectively, are utilized to illustrate the application. It is found that the developed approach can effectively reveal changes of expected total cost and extreme floods in different design life periods. In addition, trade-offs are found between extreme flood risk and expected total cost, which reflect increases in cost to mitigate risk. Comparing with stationary approaches which generate only one expected total cost curve and therefore only one design flood estimation, the proposed new approach generate design flood estimation intervals and the 'Risk-Cost' approach selects a design flood value from the intervals based on the trade-offs between extreme flood risk and expected total cost. This study provides a new approach towards a better understanding of the influence of non-stationarity on expected total cost and design floods, and could be beneficial to cost-benefit based non-stationary design flood estimation across the world.
An Empirical State Error Covariance Matrix for Batch State Estimation

Science.gov (United States)

Frisbee, Joseph H., Jr.

2011-01-01

state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).
Multiconfiguration Pair-Density Functional Theory Is Free From Delocalization Error.

Science.gov (United States)

Bao, Junwei Lucas; Wang, Ying; He, Xiao; Gagliardi, Laura; Truhlar, Donald G

2017-11-16

Delocalization error has been singled out by Yang and co-workers as the dominant error in Kohn-Sham density functional theory (KS-DFT) with conventional approximate functionals. In this Letter, by computing the vertical first ionization energy for well separated He clusters, we show that multiconfiguration pair-density functional theory (MC-PDFT) is free from delocalization error. To put MC-PDFT in perspective, we also compare it with some Kohn-Sham density functionals, including both traditional and modern functionals. Whereas large delocalization errors are almost universal in KS-DFT (the only exception being the very recent corrected functionals of Yang and co-workers), delocalization error is removed by MC-PDFT, which bodes well for its future as a step forward from KS-DFT.
Markov-switching model for nonstationary runoff conditioned on El Nino information

DEFF Research Database (Denmark)

Gelati, Emiliano; Madsen, H.; Rosbjerg, Dan

2010-01-01

We define a Markov-modulated autoregressive model with exogenous input (MARX) to generate runoff scenarios using climatic information. Runoff parameterization is assumed to be conditioned on a hidden climate state following a Markov chain, where state transition probabilities are functions...... of the climatic input. MARX allows stochastic modeling of nonstationary runoff, as runoff anomalies are described by a mixture of autoregressive models with exogenous input, each one corresponding to a climate state. We apply MARX to inflow time series of the Daule Peripa reservoir (Ecuador). El Nino Southern...... Oscillation (ENSO) information is used to condition runoff parameterization. Among the investigated ENSO indexes, the NINO 1+2 sea surface temperature anomalies and the trans-Nino index perform best as predictors. In the perspective of reservoir optimization at various time scales, MARX produces realistic...
An approximation method for nonlinear integral equations of Hammerstein type

International Nuclear Information System (INIS)

Chidume, C.E.; Moore, C.

1989-05-01

The solution of a nonlinear integral equation of Hammerstein type in Hilbert spaces is approximated by means of a fixed point iteration method. Explicit error estimates are given and, in some cases, convergence is shown to be at least as fast as a geometric progression. (author). 25 refs
Evaluation of a weather generator-based method for statistically downscaling non-stationary climate scenarios for impact assessment at a point scale

Science.gov (United States)

The non-stationarity is a major concern for statistically downscaling climate change scenarios for impact assessment. This study is to evaluate whether a statistical downscaling method is fully applicable to generate daily precipitation under non-stationary conditions in a wide range of climatic zo...
Using function approximation to determine neural network accuracy

International Nuclear Information System (INIS)

Wichman, R.F.; Alexander, J.

2013-01-01

Many, if not most, control processes demonstrate nonlinear behavior in some portion of their operating range and the ability of neural networks to model non-linear dynamics makes them very appealing for control. Control of high reliability safety systems, and autonomous control in process or robotic applications, however, require accurate and consistent control and neural networks are only approximators of various functions so their degree of approximation becomes important. In this paper, the factors affecting the ability of a feed-forward back-propagation neural network to accurately approximate a non-linear function are explored. Compared to pattern recognition using a neural network for function approximation provides an easy and accurate method for determining the network's accuracy. In contrast to other techniques, we show that errors arising in function approximation or curve fitting are caused by the neural network itself rather than scatter in the data. A method is proposed that provides improvements in the accuracy achieved during training and resulting ability of the network to generalize after training. Binary input vectors provided a more accurate model than with scalar inputs and retraining using a small number of the outlier x,y pairs improved generalization. (author)
Mathematical modeling of non-stationary gas flow in gas pipeline

Science.gov (United States)

Fetisov, V. G.; Nikolaev, A. K.; Lykov, Y. V.; Duchnevich, L. N.

2018-03-01

An analysis of the operation of the gas transportation system shows that for a considerable part of time pipelines operate in an unsettled regime of gas movement. Its pressure and flow rate vary along the length of pipeline and over time as a result of uneven consumption and selection, switching on and off compressor units, shutting off stop valves, emergence of emergency leaks. The operational management of such regimes is associated with difficulty of reconciling the operating modes of individual sections of gas pipeline with each other, as well as with compressor stations. Determining the grounds that cause change in the operating mode of the pipeline system and revealing patterns of these changes determine the choice of its parameters. Therefore, knowledge of the laws of changing the main technological parameters of gas pumping through pipelines in conditions of non-stationary motion is of great importance for practice.
Approximations and Implementations of Nonlinear Filtering Schemes.

Science.gov (United States)

1988-02-01

sias k an Ykar repctively the input and the output vectors. Asfold. First, there are intrinsic errors, due to explained in the previous section, the...e.g.[BV,P]). In the above example of a a-algebra, the distributive property SIA (S 2vS3) - (SIAS2)v(SIAS3) holds. A complete orthocomplemented...process can be approximated by a switched Control Systems: Stochastic Stability and parameter process depending on the aggregated slow Dynamic Relaibility
Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

Directory of Open Access Journals (Sweden)

Christofer Toumazou

2013-07-01

Full Text Available A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF, which is a derivation of Empirical Mode Decomposition (EMD, is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with different amplitudes and frequencies were randomly mixed into the five exchange rates. A number of filters, namely; Extended Kalman Filter (EKF, Wavelet Transform (WT, Particle Filter (PF and the averaging Intrinsic Mode Function (aIMF algorithm were used to compare filtering and smoothing performance. The aIMF algorithm demonstrated high noise reduction among the performance of these filters.
Time-frequency representation of a highly nonstationary signal via the modified Wigner distribution

Science.gov (United States)

Zoladz, T. F.; Jones, J. H.; Jong, J.

1992-01-01

A new signal analysis technique called the modified Wigner distribution (MWD) is presented. The new signal processing tool has been very successful in determining time frequency representations of highly non-stationary multicomponent signals in both simulations and trials involving actual Space Shuttle Main Engine (SSME) high frequency data. The MWD departs from the classic Wigner distribution (WD) in that it effectively eliminates the cross coupling among positive frequency components in a multiple component signal. This attribute of the MWD, which prevents the generation of 'phantom' spectral peaks, will undoubtedly increase the utility of the WD for real world signal analysis applications which more often than not involve multicomponent signals.
Error analysis for reducing noisy wide-gap concentric cylinder rheometric data for nonlinear fluids - Theory and applications

Science.gov (United States)

Borgia, Andrea; Spera, Frank J.

1990-01-01

This work discusses the propagation of errors for the recovery of the shear rate from wide-gap concentric cylinder viscometric measurements of non-Newtonian fluids. A least-square regression of stress on angular velocity data to a system of arbitrary functions is used to propagate the errors for the series solution to the viscometric flow developed by Krieger and Elrod (1953) and Pawlowski (1953) ('power-law' approximation) and for the first term of the series developed by Krieger (1968). A numerical experiment shows that, for measurements affected by significant errors, the first term of the Krieger-Elrod-Pawlowski series ('infinite radius' approximation) and the power-law approximation may recover the shear rate with equal accuracy as the full Krieger-Elrod-Pawlowski solution. An experiment on a clay slurry indicates that the clay has a larger yield stress at rest than during shearing, and that, for the range of shear rates investigated, a four-parameter constitutive equation approximates reasonably well its rheology. The error analysis presented is useful for studying the rheology of fluids such as particle suspensions, slurries, foams, and magma.
Continuum orbital approximations in weak-coupling theories for inelastic electron scattering

International Nuclear Information System (INIS)

Peek, J.M.; Mann, J.B.

1977-01-01

Two approximations, motivated by heavy-particle scattering theory, are tested for weak-coupling electron-atom (ion) inelastic scattering theory. They consist of replacing the one-electron scattering orbitals by their Langer uniform approximations and the use of an average trajectory approximation which entirely avoids the necessity for generating continuum orbitals. Numerical tests for a dipole-allowed and a dipole-forbidden event, based on Coulomb-Born theory with exchange neglected, reveal the error trends. It is concluded that the uniform approximation gives a satisfactory prediction for traditional weak-coupling theories while the average approximation should be limited to collision energies exceeding at least twice the threshold energy. The accuracy for both approximations is higher for positive ions than for neutral targets. Partial-wave collision-strength data indicate that greater care should be exercised in using these approximations to predict quantities differential in the scattering angle. An application to the 2s 2 S-2p 2 P transition in Ne VIII is presented
Large-scale simulations of error-prone quantum computation devices

Energy Technology Data Exchange (ETDEWEB)

Trieu, Doan Binh

2009-07-01

The theoretical concepts of quantum computation in the idealized and undisturbed case are well understood. However, in practice, all quantum computation devices do suffer from decoherence effects as well as from operational imprecisions. This work assesses the power of error-prone quantum computation devices using large-scale numerical simulations on parallel supercomputers. We present the Juelich Massively Parallel Ideal Quantum Computer Simulator (JUMPIQCS), that simulates a generic quantum computer on gate level. It comprises an error model for decoherence and operational errors. The robustness of various algorithms in the presence of noise has been analyzed. The simulation results show that for large system sizes and long computations it is imperative to actively correct errors by means of quantum error correction. We implemented the 5-, 7-, and 9-qubit quantum error correction codes. Our simulations confirm that using error-prone correction circuits with non-fault-tolerant quantum error correction will always fail, because more errors are introduced than being corrected. Fault-tolerant methods can overcome this problem, provided that the single qubit error rate is below a certain threshold. We incorporated fault-tolerant quantum error correction techniques into JUMPIQCS using Steane's 7-qubit code and determined this threshold numerically. Using the depolarizing channel as the source of decoherence, we find a threshold error rate of (5.2{+-}0.2) x 10{sup -6}. For Gaussian distributed operational over-rotations the threshold lies at a standard deviation of 0.0431{+-}0.0002. We can conclude that quantum error correction is especially well suited for the correction of operational imprecisions and systematic over-rotations. For realistic simulations of specific quantum computation devices we need to extend the generic model to dynamic simulations, i.e. time-dependent Hamiltonian simulations of realistic hardware models. We focus on today's most advanced
Predicting nonstationary flood frequencies: Evidence supports an updated stationarity thesis in the United States

Science.gov (United States)

Luke, Adam; Vrugt, Jasper A.; AghaKouchak, Amir; Matthew, Richard; Sanders, Brett F.

2017-07-01

Nonstationary extreme value analysis (NEVA) can improve the statistical representation of observed flood peak distributions compared to stationary (ST) analysis, but management of flood risk relies on predictions of out-of-sample distributions for which NEVA has not been comprehensively evaluated. In this study, we apply split-sample testing to 1250 annual maximum discharge records in the United States and compare the predictive capabilities of NEVA relative to ST extreme value analysis using a log-Pearson Type III (LPIII) distribution. The parameters of the LPIII distribution in the ST and nonstationary (NS) models are estimated from the first half of each record using Bayesian inference. The second half of each record is reserved to evaluate the predictions under the ST and NS models. The NS model is applied for prediction by (1) extrapolating the trend of the NS model parameters throughout the evaluation period and (2) using the NS model parameter values at the end of the fitting period to predict with an updated ST model (uST). Our analysis shows that the ST predictions are preferred, overall. NS model parameter extrapolation is rarely preferred. However, if fitting period discharges are influenced by physical changes in the watershed, for example from anthropogenic activity, the uST model is strongly preferred relative to ST and NS predictions. The uST model is therefore recommended for evaluation of current flood risk in watersheds that have undergone physical changes. Supporting information includes a MATLAB® program that estimates the (ST/NS/uST) LPIII parameters from annual peak discharge data through Bayesian inference.
Demand for natural gas from industries in Brazil: an estimate of the price elasticity, income elasticity and forecast for 2008-2012 using VEC (Vector Error Correction) Model; Demanda por gas natural no Brasil: um estudo sobre as elasticidades preco e renda de longo prazo do segmento industrial e estimativa para o periodo de 2008-2012 usando modelo VEC (Vector Error Correction)

Energy Technology Data Exchange (ETDEWEB)

Cabral, Renata [Universidade de Sao Paulo (USP), SP (Brazil). Faculdade de Economia e Administracao; Parente, Virginia [Universidade de Sao Paulo (USP), SP (Brazil). Inst. de Eletrotecnica e Energia

2008-07-01

The purpose of the present study is to estimate the long-run elasticities - manly price and income - of the demand for gas natural in the industrial category. After determining that the series under study were non-stationary, we chose to use the cointegration approach, estimating a Vector Error Correction Model (VEC Model). The obtained results show that the price elasticity for industrial sector in Brazil is higher than income elasticity. Although both of then is near to one, the price elasticity is higher that one unit while income elasticity is slightly lower. Predictions for the gas natural consumption in Brazil for industrials for 2008-2012 period are also made. (author)
Error Estimation for the Linearized Auto-Localization Algorithm

Directory of Open Access Journals (Sweden)

Fernando Seco

2012-02-01

Full Text Available The Linearized Auto-Localization (LAL algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs, using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL, the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method.
Influence of stationary and non-stationary conditions on drying time and mechanical properties of a porcelain slab

Science.gov (United States)

Hammouda, Imen; Mihoubi, Daoued

2017-12-01

This work deals with a numerical study of the response of a porcelain slab when subjected to convective drying in stationary and non-stationary conditions. The used model describes heat, mass, and momentum transfers is applied to an unsaturated viscoelastic medium described by a Maxwell model. The numerical code allows us to determine the effect of the surrounding air temperature on drying kinetics and on mechanical stress intensities. Von Mises stresses are analysed in order to foresee an eventual damage that may occur during drying. Simulation results for several temperatures in the range of [30 °C, 90 °C] shows that for the temperature from 30 °C to 60 °C, Von Mises stresses are always lower than the yield strength. But above 70 °C, Von Mises stresses are higher than the ultimate strength, and consequently there is a risk of crack at the end of the constant drying rate period. The idea proposed in this work is to integrate a reducing temperature phase when the predicted Von Mises stress intensity exceeds the admissible stress. Simulation results shows that a non-stationary convective drying (90-60 °C) allows us to optimize costs and quality by reducing the drying time and maintaining Von Mises stress values under the admissible stress.

Vragov’s boundary value problem for an implicit equation of mixed type

Science.gov (United States)

Egorov, I. E.

2017-10-01

We study a Vragov boundary value problem for a third-order implicit equation of mixed type with an arbitrary manifold of type switch. These Sobolev-type equations arise in many important applied problems. Given certain constraints on the coefficients and the right-hand side of the equation, we demonstrate, using nonstationary Galerkin method and regularization method, the unique regular solvability of the boundary value problem. We also obtain an error estimate for approximate solutions of the boundary value problem in terms of the regularization parameter and the eigenvalues of the Dirichlet spectral problem for the Laplace operator.
Hawking radiation temperatures in non-stationary Kerr black holes with different tortoise coordinate transformations

Energy Technology Data Exchange (ETDEWEB)

Lan, X.G. [Southwest Jiaotong University, Quantum Optoelectronics Laboratory, Chengdu (China); China West Normal University, Institute of Theoretical Physics, Nanchong (China); Jiang, Q.Q. [China West Normal University, Institute of Theoretical Physics, Nanchong (China); Wei, L.F. [Southwest Jiaotong University, Quantum Optoelectronics Laboratory, Chengdu (China); Sun Yat-Sen University, State Key Laboratory of Optoelectronic Materials and Technologies, School of Physics and Engineering, Guangzhou (China)

2012-04-15

We apply the Damour-Ruffini-Sannan method to study the Hawking radiations of scalar and Dirac particles in non-stationary Kerr black holes under different tortoise coordinate transformations. We found that all the relevant Hawking radiation spectra show still the blackbody ones, while the Hawking temperatures are strongly related to the used tortoise coordinate transformations. The properties of these dependences are discussed analytically and numerically. Our results imply that proper selections of tortoise coordinate transformations should be important in the studies of Hawking radiations and the correct selection would be given by the experimental observations in the future. (orig.)
Approximate method in estimation sensitivity responses to variations in delayed neutron energy spectra

Energy Technology Data Exchange (ETDEWEB)

Yoo, J; Shin, H S; Song, T Y; Park, W S [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

1998-12-31

Previous our numerical results in computing point kinetics equations show a possibility in developing approximations to estimate sensitivity responses of nuclear reactor. We recalculate sensitivity responses by maintaining the corrections with first order of sensitivity parameter. We present a method for computing sensitivity responses of nuclear reactor based on an approximation derived from point kinetics equations. Exploiting this approximation, we found that the first order approximation works to estimate variations in the time to reach peak power because of their linear dependence on a sensitivity parameter, and that there are errors in estimating the peak power in the first order approximation for larger sensitivity parameters. To confirm legitimacy of out approximation, these approximate results are compared with exact results obtained from out previous numerical study. 4 refs., 2 figs., 3 tabs. (Author)
Approximate method in estimation sensitivity responses to variations in delayed neutron energy spectra

Energy Technology Data Exchange (ETDEWEB)

Yoo, J.; Shin, H. S.; Song, T. Y.; Park, W. S. [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

1997-12-31

Previous our numerical results in computing point kinetics equations show a possibility in developing approximations to estimate sensitivity responses of nuclear reactor. We recalculate sensitivity responses by maintaining the corrections with first order of sensitivity parameter. We present a method for computing sensitivity responses of nuclear reactor based on an approximation derived from point kinetics equations. Exploiting this approximation, we found that the first order approximation works to estimate variations in the time to reach peak power because of their linear dependence on a sensitivity parameter, and that there are errors in estimating the peak power in the first order approximation for larger sensitivity parameters. To confirm legitimacy of out approximation, these approximate results are compared with exact results obtained from out previous numerical study. 4 refs., 2 figs., 3 tabs. (Author)
Solving a Local Boundary Value Problem for a Nonlinear Nonstationary System in the Class of Feedback Controls

Science.gov (United States)

Kvitko, A. N.

2018-01-01

An algorithm convenient for numerical implementation is proposed for constructing differentiable control functions that transfer a wide class of nonlinear nonstationary systems of ordinary differential equations from an initial state to a given point of the phase space. Constructive sufficient conditions imposed on the right-hand side of the controlled system are obtained under which this transfer is possible. The control of a robotic manipulator is considered, and its numerical simulation is performed.
Higher-order convex approximations of Young measures in optimal control

Czech Academy of Sciences Publication Activity Database

Matache, A. M.; Roubíček, Tomáš; Schwab, Ch.

2003-01-01

Roč. 19, č. 1 (2003), s. 73-97 ISSN 1019-7168 R&D Projects: GA ČR GA201/00/0768; GA AV ČR IAA1075005 Institutional research plan: CEZ:AV0Z1075907 Keywords : Young measures * approximation * error estimation Subject RIV: BA - General Mathematics Impact factor: 0.926, year: 2003
Benchmark tests and spin adaptation for the particle-particle random phase approximation

Energy Technology Data Exchange (ETDEWEB)

Yang, Yang; Steinmann, Stephan N.; Peng, Degao [Department of Chemistry, Duke University, Durham, North Carolina 27708 (United States); Aggelen, Helen van, E-mail: Helen.VanAggelen@UGent.be [Department of Chemistry, Duke University, Durham, North Carolina 27708 (United States); Department of Inorganic and Physical Chemistry, Ghent University, 9000 Ghent (Belgium); Yang, Weitao, E-mail: Weitao.Yang@duke.edu [Department of Chemistry and Department of Physics, Duke University, Durham, North Carolina 27708 (United States)

2013-11-07

The particle-particle random phase approximation (pp-RPA) provides an approximation to the correlation energy in density functional theory via the adiabatic connection [H. van Aggelen, Y. Yang, and W. Yang, Phys. Rev. A 88, 030501 (2013)]. It has virtually no delocalization error nor static correlation error for single-bond systems. However, with its formal O(N{sup 6}) scaling, the pp-RPA is computationally expensive. In this paper, we implement a spin-separated and spin-adapted pp-RPA algorithm, which reduces the computational cost by a substantial factor. We then perform benchmark tests on the G2/97 enthalpies of formation database, DBH24 reaction barrier database, and four test sets for non-bonded interactions (HB6/04, CT7/04, DI6/04, and WI9/04). For the G2/97 database, the pp-RPA gives a significantly smaller mean absolute error (8.3 kcal/mol) than the direct particle-hole RPA (ph-RPA) (22.7 kcal/mol). Furthermore, the error in the pp-RPA is nearly constant with the number of atoms in a molecule, while the error in the ph-RPA increases. For chemical reactions involving typical organic closed-shell molecules, pp- and ph-RPA both give accurate reaction energies. Similarly, both RPAs perform well for reaction barriers and nonbonded interactions. These results suggest that the pp-RPA gives reliable energies in chemical applications. The adiabatic connection formalism based on pairing matrix fluctuation is therefore expected to lead to widely applicable and accurate density functionals.
On the non-stationary generalized Langevin equation

Science.gov (United States)

Meyer, Hugues; Voigtmann, Thomas; Schilling, Tanja

2017-12-01

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of such averages is described by the generalized Langevin equation. By contrast, if the dynamics is not stationary, it is not a priori clear which form the equation of motion for an averaged observable has. We employ the formalism of time-dependent projection operator techniques to derive the equation of motion for a non-equilibrium trajectory-averaged observable as well as for its non-stationary auto-correlation function. The equation is similar in structure to the generalized Langevin equation but exhibits a time-dependent memory kernel as well as a fluctuating force that implicitly depends on the initial conditions of the process. We also derive a relation between this memory kernel and the autocorrelation function of the fluctuating force that has a structure similar to a fluctuation-dissipation relation. In addition, we show how the choice of the projection operator allows us to relate the Taylor expansion of the memory kernel to data that are accessible in MD simulations and experiments, thus allowing us to construct the equation of motion. As a numerical example, the procedure is applied to Brownian motion initialized in non-equilibrium conditions and is shown to be consistent with direct measurements from simulations.
Error Estimation and Accuracy Improvements in Nodal Transport Methods; Estimacion de Errores y Aumento de la Precision en Metodos Nodales de Transporte

Energy Technology Data Exchange (ETDEWEB)

Zamonsky, O M [Comision Nacional de Energia Atomica, Centro Atomico Bariloche (Argentina)

2000-07-01

The accuracy of the solutions produced by the Discrete Ordinates neutron transport nodal methods is analyzed.The obtained new numerical methodologies increase the accuracy of the analyzed scheems and give a POSTERIORI error estimators. The accuracy improvement is obtained with new equations that make the numerical procedure free of truncation errors and proposing spatial reconstructions of the angular fluxes that are more accurate than those used until present. An a POSTERIORI error estimator is rigurously obtained for one dimensional systems that, in certain type of problems, allows to quantify the accuracy of the solutions. From comparisons with the one dimensional results, an a POSTERIORI error estimator is also obtained for multidimensional systems. LOCAL indicators, which quantify the spatial distribution of the errors, are obtained by the decomposition of the menctioned estimators. This makes the proposed methodology suitable to perform adaptive calculations. Some numerical examples are presented to validate the theoretical developements and to illustrate the ranges where the proposed approximations are valid.
Milstein Approximation for Advection-Diffusion Equations Driven by Multiplicative Noncontinuous Martingale Noises

International Nuclear Information System (INIS)

Barth, Andrea; Lang, Annika

2012-01-01

In this paper, the strong approximation of a stochastic partial differential equation, whose differential operator is of advection-diffusion type and which is driven by a multiplicative, infinite dimensional, càdlàg, square integrable martingale, is presented. A finite dimensional projection of the infinite dimensional equation, for example a Galerkin projection, with nonequidistant time stepping is used. Error estimates for the discretized equation are derived in L 2 and almost sure senses. Besides space and time discretizations, noise approximations are also provided, where the Milstein double stochastic integral is approximated in such a way that the overall complexity is not increased compared to an Euler–Maruyama approximation. Finally, simulations complete the paper.
The statistical error of Green's function Monte Carlo

International Nuclear Information System (INIS)

Ceperley, D.M.

1986-01-01

The statistical error in the ground state energy as calculated by Green's Function Monte Carlo (GFMC) is analyzed and a simple approximate formula is derived which relates the error to the number of steps of the random walk, the variational energy of the trial function, and the time step of the random walk. Using this formula it is argued that as the thermodynamic limit is approached with N identical molecules, the computer time needed to reach a given error per molecule increases as N/sup n/ where 0.5 < b < 1.5 and as the nuclear charge Z of a system is increased the computer time necessary to reach a given error grows as Z/sup 5.5/. Thus GFMC simulations will be most useful for calculating the properties of low Z elements. The implications for choosing the optimal trial function from a series of trial functions is also discussed
Formal Analysis of Soft Errors using Theorem Proving

Directory of Open Access Journals (Sweden)

Sofiène Tahar

2013-07-01

Full Text Available Modeling and analysis of soft errors in electronic circuits has traditionally been done using computer simulations. Computer simulations cannot guarantee correctness of analysis because they utilize approximate real number representations and pseudo random numbers in the analysis and thus are not well suited for analyzing safety-critical applications. In this paper, we present a higher-order logic theorem proving based method for modeling and analysis of soft errors in electronic circuits. Our developed infrastructure includes formalized continuous random variable pairs, their Cumulative Distribution Function (CDF properties and independent standard uniform and Gaussian random variables. We illustrate the usefulness of our approach by modeling and analyzing soft errors in commonly used dynamic random access memory sense amplifier circuits.
Resection plane-dependent error in computed tomography volumetry of the right hepatic lobe in living liver donors

Directory of Open Access Journals (Sweden)

Heon-Ju Kwon

2018-03-01

Full Text Available Background/Aims Computed tomography (CT hepatic volumetry is currently accepted as the most reliable method for preoperative estimation of graft weight in living donor liver transplantation (LDLT. However, several factors can cause inaccuracies in CT volumetry compared to real graft weight. The purpose of this study was to determine the frequency and degree of resection plane-dependent error in CT volumetry of the right hepatic lobe in LDLT. Methods Forty-six living liver donors underwent CT before donor surgery and on postoperative day 7. Prospective CT volumetry (VP was measured via the assumptive hepatectomy plane. Retrospective liver volume (VR was measured using the actual plane by comparing preoperative and postoperative CT. Compared with intraoperatively measured weight (W, errors in percentage (% VP and VR were evaluated. Plane-dependent error in VP was defined as the absolute difference between VP and VR. % plane-dependent error was defined as follows: |VP–VR|/W∙100. Results Mean VP, VR, and W were 761.9 mL, 755.0 mL, and 696.9 g. Mean and % errors in VP were 73.3 mL and 10.7%. Mean error and % error in VR were 64.4 mL and 9.3%. Mean plane-dependent error in VP was 32.4 mL. Mean % plane-dependent error was 4.7%. Plane-dependent error in VP exceeded 10% of W in approximately 10% of the subjects in our study. Conclusions There was approximately 5% plane-dependent error in liver VP on CT volumetry. Plane-dependent error in VP exceeded 10% of W in approximately 10% of LDLT donors in our study. This error should be considered, especially when CT volumetry is performed by a less experienced operator who is not well acquainted with the donor hepatectomy plane.
Resection plane-dependent error in computed tomography volumetry of the right hepatic lobe in living liver donors.

Science.gov (United States)

Kwon, Heon-Ju; Kim, Kyoung Won; Kim, Bohyun; Kim, So Yeon; Lee, Chul Seung; Lee, Jeongjin; Song, Gi Won; Lee, Sung Gyu

2018-03-01

Computed tomography (CT) hepatic volumetry is currently accepted as the most reliable method for preoperative estimation of graft weight in living donor liver transplantation (LDLT). However, several factors can cause inaccuracies in CT volumetry compared to real graft weight. The purpose of this study was to determine the frequency and degree of resection plane-dependent error in CT volumetry of the right hepatic lobe in LDLT. Forty-six living liver donors underwent CT before donor surgery and on postoperative day 7. Prospective CT volumetry (V P ) was measured via the assumptive hepatectomy plane. Retrospective liver volume (V R ) was measured using the actual plane by comparing preoperative and postoperative CT. Compared with intraoperatively measured weight (W), errors in percentage (%) V P and V R were evaluated. Plane-dependent error in V P was defined as the absolute difference between V P and V R . % plane-dependent error was defined as follows: |V P -V R |/W∙100. Mean V P , V R , and W were 761.9 mL, 755.0 mL, and 696.9 g. Mean and % errors in V P were 73.3 mL and 10.7%. Mean error and % error in V R were 64.4 mL and 9.3%. Mean plane-dependent error in V P was 32.4 mL. Mean % plane-dependent error was 4.7%. Plane-dependent error in V P exceeded 10% of W in approximately 10% of the subjects in our study. There was approximately 5% plane-dependent error in liver V P on CT volumetry. Plane-dependent error in V P exceeded 10% of W in approximately 10% of LDLT donors in our study. This error should be considered, especially when CT volumetry is performed by a less experienced operator who is not well acquainted with the donor hepatectomy plane.
Non-stationary analysis of the frequency and intensity of heavy precipitation over Canada and their relations to large-scale climate patterns

Science.gov (United States)

Tan, Xuezhi; Gan, Thian Yew

2017-05-01

In recent years, because the frequency and severity of floods have increased across Canada, it is important to understand the characteristics of Canadian heavy precipitation. Long-term precipitation data of 463 gauging stations of Canada were analyzed using non-stationary generalized extreme value distribution (GEV), Poisson distribution and generalized Pareto (GP) distribution. Time-varying covariates that represent large-scale climate patterns such as El Niño Southern Oscillation (ENSO), North Atlantic Oscillation (NAO), Pacific decadal oscillation (PDO) and North Pacific Oscillation (NP) were incorporated to parameters of GEV, Poisson and GP distributions. Results show that GEV distributions tend to under-estimate annual maximum daily precipitation (AMP) of western and eastern coastal regions of Canada, compared to GP distributions. Poisson regressions show that temporal clusters of heavy precipitation events in Canada are related to large-scale climate patterns. By modeling AMP time series with non-stationary GEV and heavy precipitation with non-stationary GP distributions, it is evident that AMP and heavy precipitation of Canada show strong non-stationarities (abrupt and slowly varying changes) likely because of the influence of large-scale climate patterns. AMP in southwestern coastal regions, southern Canadian Prairies and the Great Lakes tend to be higher in El Niño than in La Niña years, while AMP of other regions of Canada tends to be lower in El Niño than in La Niña years. The influence of ENSO on heavy precipitation was spatially consistent but stronger than on AMP. The effect of PDO, NAO and NP on extreme precipitation is also statistically significant at some stations across Canada.
Error-related brain activity and error awareness in an error classification paradigm.

Science.gov (United States)

Di Gregorio, Francesco; Steinhauser, Marco; Maier, Martin E

2016-10-01

Error-related brain activity has been linked to error detection enabling adaptive behavioral adjustments. However, it is still unclear which role error awareness plays in this process. Here, we show that the error-related negativity (Ne/ERN), an event-related potential reflecting early error monitoring, is dissociable from the degree of error awareness. Participants responded to a target while ignoring two different incongruent distractors. After responding, they indicated whether they had committed an error, and if so, whether they had responded to one or to the other distractor. This error classification paradigm allowed distinguishing partially aware errors, (i.e., errors that were noticed but misclassified) and fully aware errors (i.e., errors that were correctly classified). The Ne/ERN was larger for partially aware errors than for fully aware errors. Whereas this speaks against the idea that the Ne/ERN foreshadows the degree of error awareness, it confirms the prediction of a computational model, which relates the Ne/ERN to post-response conflict. This model predicts that stronger distractor processing - a prerequisite of error classification in our paradigm - leads to lower post-response conflict and thus a smaller Ne/ERN. This implies that the relationship between Ne/ERN and error awareness depends on how error awareness is related to response conflict in a specific task. Our results further indicate that the Ne/ERN but not the degree of error awareness determines adaptive performance adjustments. Taken together, we conclude that the Ne/ERN is dissociable from error awareness and foreshadows adaptive performance adjustments. Our results suggest that the relationship between the Ne/ERN and error awareness is correlative and mediated by response conflict. Copyright © 2016 Elsevier Inc. All rights reserved.
Enhancement and Noise Statistics Estimation for Non-Stationary Voiced Speech

DEFF Research Database (Denmark)

Nørholm, Sidsel Marie; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

2016-01-01

In this paper, single channel speech enhancement in the time domain is considered. We address the problem of modelling non-stationary speech by describing the voiced speech parts by a harmonic linear chirp model instead of using the traditional harmonic model. This means that the speech signal...... through simulations on synthetic and speech signals, that the chirp versions of the filters perform better than their harmonic counterparts in terms of output signal-to-noise ratio (SNR) and signal reduction factor. For synthetic signals, the output SNR for the harmonic chirp APES based filter...... is increased 3 dB compared to the harmonic APES based filter at an input SNR of 10 dB, and at the same time the signal reduction factor is decreased. For speech signals, the increase is 1.5 dB along with a decrease in the signal reduction factor of 0.7. As an implicit part of the APES filter, a noise...
Flood frequency analysis for nonstationary annual peak records in an urban drainage basin

Science.gov (United States)

Villarini, Gabriele; Smith, James A.; Serinaldi, Francesco; Bales, Jerad; Bates, Paul D.; Krajewski, Witold F.

2009-08-01

Flood frequency analysis in urban watersheds is complicated by nonstationarities of annual peak records associated with land use change and evolving urban stormwater infrastructure. In this study, a framework for flood frequency analysis is developed based on the Generalized Additive Models for Location, Scale and Shape parameters (GAMLSS), a tool for modeling time series under nonstationary conditions. GAMLSS is applied to annual maximum peak discharge records for Little Sugar Creek, a highly urbanized watershed which drains the urban core of Charlotte, North Carolina. It is shown that GAMLSS is able to describe the variability in the mean and variance of the annual maximum peak discharge by modeling the parameters of the selected parametric distribution as a smooth function of time via cubic splines. Flood frequency analyses for Little Sugar Creek (at a drainage area of 110km) show that the maximum flow with a 0.01-annual probability (corresponding to 100-year flood peak under stationary conditions) over the 83-year record has ranged from a minimum unit discharge of 2.1mskm to a maximum of 5.1mskm. An alternative characterization can be made by examining the estimated return interval of the peak discharge that would have an annual exceedance probability of 0.01 under the assumption of stationarity (3.2mskm). Under nonstationary conditions, alternative definitions of return period should be adapted. Under the GAMLSS model, the return interval of an annual peak discharge of 3.2mskm ranges from a maximum value of more than 5000 years in 1957 to a minimum value of almost 8 years for the present time (2007). The GAMLSS framework is also used to examine the links between population trends and flood frequency, as well as trends in annual maximum rainfall. These analyses are used to examine evolving flood frequency over future decades.
Multifractal characterizations of nonstationary and intermittency in geophysical fields: Observed, retrieved, or simulated

International Nuclear Information System (INIS)

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

1994-01-01

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

Science.gov (United States)

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

Exchange–correlation errors at harmonic and anharmonic orders

Indian Academy of Sciences (India)

As an aid towards improving the treatment of exchange and correlation effects in electronic structure calculations, it is desirable to have a clear picture of the errors introduced by currently popular approximate exchange–correlation functionals. We have performed ab initio density functional theory and density functional ...
Approximate reflection coefficients for a thin VTI layer

KAUST Repository

Hao, Qi

2017-09-18

We present an approximate method to derive simple expressions for the reflection coefficients of P- and SV-waves for a thin transversely isotropic layer with a vertical symmetry axis (VTI) embedded in a homogeneous VTI background. The layer thickness is assumed to be much smaller than the wavelengths of P- and SV-waves inside. The exact reflection and transmission coefficients are derived by the propagator matrix method. In the case of normal incidence, the exact reflection and transmission coefficients are expressed in terms of the impedances of vertically propagating P- and S-waves. For subcritical incidence, the approximate reflection coefficients are expressed in terms of the contrast in the VTI parameters between the layer and the background. Numerical examples are designed to analyze the reflection coefficients at normal and oblique incidence, and investigate the influence of transverse isotropy on the reflection coefficients. Despite giving numerical errors, the approximate formulae are sufficiently simple to qualitatively analyze the variation of the reflection coefficients with the angle of incidence.
An error taxonomy system for analysis of haemodialysis incidents.

Science.gov (United States)

Gu, Xiuzhu; Itoh, Kenji; Suzuki, Satoshi

2014-12-01

This paper describes the development of a haemodialysis error taxonomy system for analysing incidents and predicting the safety status of a dialysis organisation. The error taxonomy system was developed by adapting an error taxonomy system which assumed no specific specialty to haemodialysis situations. Its application was conducted with 1,909 incident reports collected from two dialysis facilities in Japan. Over 70% of haemodialysis incidents were reported as problems or complications related to dialyser, circuit, medication and setting of dialysis condition. Approximately 70% of errors took place immediately before and after the four hours of haemodialysis therapy. Error types most frequently made in the dialysis unit were omission and qualitative errors. Failures or complications classified to staff human factors, communication, task and organisational factors were found in most dialysis incidents. Device/equipment/materials, medicine and clinical documents were most likely to be involved in errors. Haemodialysis nurses were involved in more incidents related to medicine and documents, whereas dialysis technologists made more errors with device/equipment/materials. This error taxonomy system is able to investigate incidents and adverse events occurring in the dialysis setting but is also able to estimate safety-related status of an organisation, such as reporting culture. © 2014 European Dialysis and Transplant Nurses Association/European Renal Care Association.
Propagation of errors from the sensitivity image in list mode reconstruction

International Nuclear Information System (INIS)

Qi, Jinyi; Huesman, Ronald H.

2003-01-01

List mode image reconstruction is attracting renewed attention. It eliminates the storage of empty sinogram bins. However, a single back projection of all LORs is still necessary for the pre-calculation of a sensitivity image. Since the detection sensitivity is dependent on the object attenuation and detector efficiency, it must be computed for each study. Exact computation of the sensitivity image can be a daunting task for modern scanners with huge numbers of LORs. Thus, some fast approximate calculation may be desirable. In this paper, we theoretically analyze the error propagation from the sensitivity image into the reconstructed image. The theoretical analysis is based on the fixed point condition of the list mode reconstruction. The non-negativity constraint is modeled using the Kuhn-Tucker condition. With certain assumptions and the first order Taylor series approximation, we derive a closed form expression for the error in the reconstructed image as a function of the error in the sensitivity image. The result provides insights on what kind of error might be allowable in the sensitivity image. Computer simulations show that the theoretical results are in good agreement with the measured results
Calculation of nonstationary two-dimensional temperature field in a tube wall in burnout

International Nuclear Information System (INIS)

Kashcheev, V.M.; Pykhtina, T.V.; Yur'ev, Yu.S.

1977-01-01

Numerically solved is a nonstationary two-dimensional equation of heat conduction for a tube wall of fuel element simulator with arbitrary energy release. The tube is heat-insulated from the outside. The vapour-liquid mixture flows inside the tube. The burnout is realized, when the heat transfer coefficient corresponds to the developed boiling in one part of the tube, and to the deteriorated regime in the other part of it. The thermal losses are regarded on both ends of the tube. Given are the statement of the problem, the algorithm of the solution, the results of the test adjusting problem. Obtained is the satisfactory agreement of calculated fixed temperature with experimental one
The NLO jet vertex in the small-cone approximation for kt and cone algorithms

International Nuclear Information System (INIS)

Colferai, D.; Niccoli, A.

2015-01-01

We determine the jet vertex for Mueller-Navelet jets and forward jets in the small-cone approximation for two particular choices of jet algoritms: the kt algorithm and the cone algorithm. These choices are motivated by the extensive use of such algorithms in the phenomenology of jets. The differences with the original calculations of the small-cone jet vertex by Ivanov and Papa, which is found to be equivalent to a formerly algorithm proposed by Furman, are shown at both analytic and numerical level, and turn out to be sizeable. A detailed numerical study of the error introduced by the small-cone approximation is also presented, for various observables of phenomenological interest. For values of the jet “radius” R=0.5, the use of the small-cone approximation amounts to an error of about 5% at the level of cross section, while it reduces to less than 2% for ratios of distributions such as those involved in the measure of the azimuthal decorrelation of dijets.
The NLO jet vertex in the small-cone approximation for kt and cone algorithms

Energy Technology Data Exchange (ETDEWEB)

Colferai, D.; Niccoli, A. [Dipartimento di Fisica e Astronomia, Università di Firenze and INFN, Sezione di Firenze, 50019 Sesto Fiorentino (Italy)

2015-04-15

We determine the jet vertex for Mueller-Navelet jets and forward jets in the small-cone approximation for two particular choices of jet algoritms: the kt algorithm and the cone algorithm. These choices are motivated by the extensive use of such algorithms in the phenomenology of jets. The differences with the original calculations of the small-cone jet vertex by Ivanov and Papa, which is found to be equivalent to a formerly algorithm proposed by Furman, are shown at both analytic and numerical level, and turn out to be sizeable. A detailed numerical study of the error introduced by the small-cone approximation is also presented, for various observables of phenomenological interest. For values of the jet “radius” R=0.5, the use of the small-cone approximation amounts to an error of about 5% at the level of cross section, while it reduces to less than 2% for ratios of distributions such as those involved in the measure of the azimuthal decorrelation of dijets.
Using Authentic Medication Errors to Promote Pharmacy Student Critical Thinking and Active Learning

Directory of Open Access Journals (Sweden)

Reza Karimi

2018-01-01

Full Text Available Objective: To promote first year (P1 pharmacy students’ awareness of medication error prevention and to support student learning in biomedical and pharmaceutical sciences. Innovation: A novel curricular activity was created and referred to as “Medication Errors and Sciences Applications (MESA”. The MESA activity encouraged discussions of patient safety among students and faculty to link medication errors to biomedical and pharmaceutical sciences, which ultimately reinforced student learning in P1 curricular topics. Critical Analysis: Three P1 cohorts implemented the MESA activity and approximately 75% of students from each cohort completed a reliable assessment instrument. Each P1 cohort had at least 14 student teams who generated professional reports analyzing authentic medication errors. The quantitative assessment results indicated that 70-85% of students believed that the MESA activity improved student learning in biomedical and pharmaceutical sciences. More than 95% of students agreed that the MESA activity introduced them to medication errors. Approximately 90% of students agreed that the MESA activity integrated the knowledge and skills they developed through the P1 curriculum, promoted active learning and critical thinking, and encouraged students to be self-directed learners. Furthermore, our data indicated that approximately 90% of students stated that the achievement of Bloom’s taxonomy's six learning objectives was promoted by completing the MESA activity. Next Steps: Pharmacy students’ awareness of medication errors is a critical component of pharmacy education, which pharmacy educators can integrate with biomedical and pharmaceutical sciences to enhance student learning in the P1 year. Treatment of Human Subjects: IRB exemption granted Type: Note License: CC BY
A FEM approximation of a two-phase obstacle problem and its a posteriori error estimate

Czech Academy of Sciences Publication Activity Database

Bozorgnia, F.; Valdman, Jan

2017-01-01

Roč. 73, č. 3 (2017), s. 419-432 ISSN 0898-1221 R&D Projects: GA ČR(CZ) GF16-34894L; GA MŠk(CZ) 7AMB16AT015 Institutional support: RVO:67985556 Keywords : A free boundary problem * A posteriori error analysis * Finite element method Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.531, year: 2016 http://library.utia.cas.cz/separaty/2017/MTR/valdman-0470507.pdf
The optimal XFEM approximation for fracture analysis

International Nuclear Information System (INIS)

Jiang Shouyan; Du Chengbin; Ying Zongquan

2010-01-01

The extended finite element method (XFEM) provides an effective tool for analyzing fracture mechanics problems. A XFEM approximation consists of standard finite elements which are used in the major part of the domain and enriched elements in the enriched sub-domain for capturing special solution properties such as discontinuities and singularities. However, two issues in the standard XFEM should specially be concerned: efficient numerical integration methods and an appropriate construction of the blending elements. In the paper, an optimal XFEM approximation is proposed to overcome the disadvantage mentioned above in the standard XFEM. The modified enrichment functions are presented that can reproduced exactly everywhere in the domain. The corresponding FORTRAN program is developed for fracture analysis. A classic problem of fracture mechanics is used to benchmark the program. The results indicate that the optimal XFEM can alleviate the errors and improve numerical precision.
A Poisson process approximation for generalized K-5 confidence regions

Science.gov (United States)

Arsham, H.; Miller, D. R.

1982-01-01

One-sided confidence regions for continuous cumulative distribution functions are constructed using empirical cumulative distribution functions and the generalized Kolmogorov-Smirnov distance. The band width of such regions becomes narrower in the right or left tail of the distribution. To avoid tedious computation of confidence levels and critical values, an approximation based on the Poisson process is introduced. This aproximation provides a conservative confidence region; moreover, the approximation error decreases monotonically to 0 as sample size increases. Critical values necessary for implementation are given. Applications are made to the areas of risk analysis, investment modeling, reliability assessment, and analysis of fault tolerant systems.
Error Estimation and Accuracy Improvements in Nodal Transport Methods

International Nuclear Information System (INIS)

Zamonsky, O.M.

2000-01-01

The accuracy of the solutions produced by the Discrete Ordinates neutron transport nodal methods is analyzed.The obtained new numerical methodologies increase the accuracy of the analyzed scheems and give a POSTERIORI error estimators. The accuracy improvement is obtained with new equations that make the numerical procedure free of truncation errors and proposing spatial reconstructions of the angular fluxes that are more accurate than those used until present. An a POSTERIORI error estimator is rigurously obtained for one dimensional systems that, in certain type of problems, allows to quantify the accuracy of the solutions. From comparisons with the one dimensional results, an a POSTERIORI error estimator is also obtained for multidimensional systems. LOCAL indicators, which quantify the spatial distribution of the errors, are obtained by the decomposition of the menctioned estimators. This makes the proposed methodology suitable to perform adaptive calculations. Some numerical examples are presented to validate the theoretical developements and to illustrate the ranges where the proposed approximations are valid
Averaging in the presence of sliding errors

International Nuclear Information System (INIS)

Yost, G.P.

1991-08-01

In many cases the precision with which an experiment can measure a physical quantity depends on the value of that quantity. Not having access to the true value, experimental groups are forced to assign their errors based on their own measured value. Procedures which attempt to derive an improved estimate of the true value by a suitable average of such measurements usually weight each experiment's measurement according to the reported variance. However, one is in a position to derive improved error estimates for each experiment from the average itself, provided an approximate idea of the functional dependence of the error on the central value is known. Failing to do so can lead to substantial biases. Techniques which avoid these biases without loss of precision are proposed and their performance is analyzed with examples. These techniques are quite general and can bring about an improvement even when the behavior of the errors is not well understood. Perhaps the most important application of the technique is in fitting curves to histograms
Predicting crystalline lens fall caused by accommodation from changes in wavefront error

Science.gov (United States)

He, Lin; Applegate, Raymond A.

2011-01-01

PURPOSE To illustrate and develop a method for estimating crystalline lens decentration as a function of accommodative response using changes in wavefront error and show the method and limitations using previously published data (2004) from 2 iridectomized monkey eyes so that clinicians understand how spherical aberration can induce coma, in particular in intraocular lens surgery. SETTINGS College of Optometry, University of Houston, Houston, USA. DESIGN Evaluation of diagnostic test or technology. METHODS Lens decentration was estimated by displacing downward the wavefront error of the lens with respect to the limiting aperture (7.0 mm) and ocular first surface wavefront error for each accommodative response (0.00 to 11.00 diopters) until measured values of vertical coma matched previously published experimental data (2007). Lens decentration was also calculated using an approximation formula that only included spherical aberration and vertical coma. RESULTS The change in calculated vertical coma was consistent with downward lens decentration. Calculated downward lens decentration peaked at approximately 0.48 mm of vertical decentration in the right eye and approximately 0.31 mm of decentration in the left eye using all Zernike modes through the 7th radial order. Calculated lens decentration using only coma and spherical aberration formulas was peaked at approximately 0.45 mm in the right eye and approximately 0.23 mm in the left eye. CONCLUSIONS Lens fall as a function of accommodation was quantified noninvasively using changes in vertical coma driven principally by the accommodation-induced changes in spherical aberration. The newly developed method was valid for a large pupil only. PMID:21700108
Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.

Science.gov (United States)

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.
Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates

Directory of Open Access Journals (Sweden)

Marcus C. Christiansen

2013-10-01

Full Text Available In the actuarial literature, it has become common practice to model future capital returns and mortality rates stochastically in order to capture market risk and forecasting risk. Although interest rates often should and mortality rates always have to be non-negative, many authors use stochastic diffusion models with an affine drift term and additive noise. As a result, the diffusion process is Gaussian and, thus, analytically tractable, but negative values occur with positive probability. The argument is that the class of Gaussian diffusions would be a good approximation of the real future development. We challenge that reasoning and study the asymptotics of diffusion processes with affine drift and a general noise term with corresponding diffusion processes with an affine drift term and an affine noise term or additive noise. Our study helps to quantify the error that is made by approximating diffusive interest and mortality rate models with Gaussian diffusions and affine diffusions. In particular, we discuss forward interest and forward mortality rates and the error that approximations cause on the valuation of life insurance claims.
Error analysis of the phase-shifting technique when applied to shadow moire

International Nuclear Information System (INIS)

Han, Changwoon; Han Bongtae

2006-01-01

An exact solution for the intensity distribution of shadow moire fringes produced by a broad spectrum light is presented. A mathematical study quantifies errors in fractional fringe orders determined by the phase-shifting technique, and its validity is corroborated experimentally. The errors vary cyclically as the distance between the reference grating and the specimen increases. The amplitude of the maximum error is approximately 0.017 fringe, which defines the theoretical limit of resolution enhancement offered by the phase-shifting technique
Incorporating measurement error in n = 1 psychological autoregressive modeling

Science.gov (United States)

Schuurman, Noémi K.; Houtveen, Jan H.; Hamaker, Ellen L.

2015-01-01

Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model with a white noise term (AR+WN), and an autoregressive moving average (ARMA) model. In a simulation study we compare the parameter recovery performance of these models, and compare this performance for both a Bayesian and frequentist approach. We find that overall, the AR+WN model performs better. Furthermore, we find that for realistic (i.e., small) sample sizes, psychological research would benefit from a Bayesian approach in fitting these models. Finally, we illustrate the effect of disregarding measurement error in an AR(1) model by means of an empirical application on mood data in women. We find that, depending on the person, approximately 30–50% of the total variance was due to measurement error, and that disregarding this measurement error results in a substantial underestimation of the autoregressive parameters. PMID:26283988
Adaptive Linear and Normalized Combination of Radial Basis Function Networks for Function Approximation and Regression

Directory of Open Access Journals (Sweden)

Yunfeng Wu

2014-01-01

Full Text Available This paper presents a novel adaptive linear and normalized combination (ALNC method that can be used to combine the component radial basis function networks (RBFNs to implement better function approximation and regression tasks. The optimization of the fusion weights is obtained by solving a constrained quadratic programming problem. According to the instantaneous errors generated by the component RBFNs, the ALNC is able to perform the selective ensemble of multiple leaners by adaptively adjusting the fusion weights from one instance to another. The results of the experiments on eight synthetic function approximation and six benchmark regression data sets show that the ALNC method can effectively help the ensemble system achieve a higher accuracy (measured in terms of mean-squared error and the better fidelity (characterized by normalized correlation coefficient of approximation, in relation to the popular simple average, weighted average, and the Bagging methods.
Residual-based a posteriori error estimation for multipoint flux mixed finite element methods

KAUST Repository

Du, Shaohong; Sun, Shuyu; Xie, Xiaoping

2015-01-01

A novel residual-type a posteriori error analysis technique is developed for multipoint flux mixed finite element methods for flow in porous media in two or three space dimensions. The derived a posteriori error estimator for the velocity and pressure error in L-norm consists of discretization and quadrature indicators, and is shown to be reliable and efficient. The main tools of analysis are a locally postprocessed approximation to the pressure solution of an auxiliary problem and a quadrature error estimate. Numerical experiments are presented to illustrate the competitive behavior of the estimator.

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