Parallel, explicit, and PWTD-enhanced time domain volume integral equation solver

KAUST Repository

Liu, Yang

2013-07-01

Time domain volume integral equations (TDVIEs) are useful for analyzing transient scattering from inhomogeneous dielectric objects in applications as varied as photonics, optoelectronics, and bioelectromagnetics. TDVIEs typically are solved by implicit marching-on-in-time (MOT) schemes [N. T. Gres et al., Radio Sci., 36, 379-386, 2001], requiring the solution of a system of equations at each and every time step. To reduce the computational cost associated with such schemes, [A. Al-Jarro et al., IEEE Trans. Antennas Propagat., 60, 5203-5215, 2012] introduced an explicit MOT-TDVIE method that uses a predictor-corrector technique to stably update field values throughout the scatterer. By leveraging memory-efficient nodal spatial discretization and scalable parallelization schemes [A. Al-Jarro et al., in 28th Int. Rev. Progress Appl. Computat. Electromagn., 2012], this solver has been successfully applied to the analysis of scattering phenomena involving 0.5 million spatial unknowns. © 2013 IEEE.

Automatic Loop Parallelization via Compiler Guided Refactoring

DEFF Research Database (Denmark)

Larsen, Per; Ladelsky, Razya; Lidman, Jacob

For many parallel applications, performance relies not on instruction-level parallelism, but on loop-level parallelism. Unfortunately, many modern applications are written in ways that obstruct automatic loop parallelization. Since we cannot identify sufficient parallelization opportunities...... for these codes in a static, off-line compiler, we developed an interactive compilation feedback system that guides the programmer in iteratively modifying application source, thereby improving the compiler’s ability to generate loop-parallel code. We use this compilation system to modify two sequential...... benchmarks, finding that the code parallelized in this way runs up to 8.3 times faster on an octo-core Intel Xeon 5570 system and up to 12.5 times faster on a quad-core IBM POWER6 system. Benchmark performance varies significantly between the systems. This suggests that semi-automatic parallelization should...

Parallel algorithm of real-time infrared image restoration based on total variation theory

Science.gov (United States)

Zhu, Ran; Li, Miao; Long, Yunli; Zeng, Yaoyuan; An, Wei

2015-10-01

Image restoration is a necessary preprocessing step for infrared remote sensing applications. Traditional methods allow us to remove the noise but penalize too much the gradients corresponding to edges. Image restoration techniques based on variational approaches can solve this over-smoothing problem for the merits of their well-defined mathematical modeling of the restore procedure. The total variation (TV) of infrared image is introduced as a L1 regularization term added to the objective energy functional. It converts the restoration process to an optimization problem of functional involving a fidelity term to the image data plus a regularization term. Infrared image restoration technology with TV-L1 model exploits the remote sensing data obtained sufficiently and preserves information at edges caused by clouds. Numerical implementation algorithm is presented in detail. Analysis indicates that the structure of this algorithm can be easily implemented in parallelization. Therefore a parallel implementation of the TV-L1 filter based on multicore architecture with shared memory is proposed for infrared real-time remote sensing systems. Massive computation of image data is performed in parallel by cooperating threads running simultaneously on multiple cores. Several groups of synthetic infrared image data are used to validate the feasibility and effectiveness of the proposed parallel algorithm. Quantitative analysis of measuring the restored image quality compared to input image is presented. Experiment results show that the TV-L1 filter can restore the varying background image reasonably, and that its performance can achieve the requirement of real-time image processing.

A SPECT reconstruction method for extending parallel to non-parallel geometries

International Nuclear Information System (INIS)

Wen Junhai; Liang Zhengrong

2010-01-01

Due to its simplicity, parallel-beam geometry is usually assumed for the development of image reconstruction algorithms. The established reconstruction methodologies are then extended to fan-beam, cone-beam and other non-parallel geometries for practical application. This situation occurs for quantitative SPECT (single photon emission computed tomography) imaging in inverting the attenuated Radon transform. Novikov reported an explicit parallel-beam formula for the inversion of the attenuated Radon transform in 2000. Thereafter, a formula for fan-beam geometry was reported by Bukhgeim and Kazantsev (2002 Preprint N. 99 Sobolev Institute of Mathematics). At the same time, we presented a formula for varying focal-length fan-beam geometry. Sometimes, the reconstruction formula is so implicit that we cannot obtain the explicit reconstruction formula in the non-parallel geometries. In this work, we propose a unified reconstruction framework for extending parallel-beam geometry to any non-parallel geometry using ray-driven techniques. Studies by computer simulations demonstrated the accuracy of the presented unified reconstruction framework for extending parallel-beam to non-parallel geometries in inverting the attenuated Radon transform.

Time varying voltage combustion control and diagnostics sensor

Science.gov (United States)

Chorpening, Benjamin T [Morgantown, WV; Thornton, Jimmy D [Morgantown, WV; Huckaby, E David [Morgantown, WV; Fincham, William [Fairmont, WV

2011-04-19

A time-varying voltage is applied to an electrode, or a pair of electrodes, of a sensor installed in a fuel nozzle disposed adjacent the combustion zone of a continuous combustion system, such as of the gas turbine engine type. The time-varying voltage induces a time-varying current in the flame which is measured and used to determine flame capacitance using AC electrical circuit analysis. Flame capacitance is used to accurately determine the position of the flame from the sensor and the fuel/air ratio. The fuel and/or air flow rate (s) is/are then adjusted to provide reduced flame instability problems such as flashback, combustion dynamics and lean blowout, as well as reduced emissions. The time-varying voltage may be an alternating voltage and the time-varying current may be an alternating current.

Real-time simulation of MHD/steam power plants by digital parallel processors

International Nuclear Information System (INIS)

Johnson, R.M.; Rudberg, D.A.

1981-01-01

Attention is given to a large FORTRAN coded program which simulates the dynamic response of the MHD/steam plant on either a SEL 32/55 or VAX 11/780 computer. The code realizes a detailed first-principle model of the plant. Quite recently, in addition to the VAX 11/780, an AD-10 has been installed for usage as a real-time simulation facility. The parallel processor AD-10 is capable of simulating the MHD/steam plant at several times real-time rates. This is desirable in order to develop rapidly a large data base of varied plant operating conditions. The combined-cycle MHD/steam plant model is discussed, taking into account a number of disadvantages. The disadvantages can be overcome with the aid of an array processor used as an adjunct to the unit processor. The conversion of some computations for real-time simulation is considered

Timed arrays wideband and time varying antenna arrays

CERN Document Server

Haupt, Randy L

2015-01-01

Introduces timed arrays and design approaches to meet the new high performance standards The author concentrates on any aspect of an antenna array that must be viewed from a time perspective. The first chapters briefly introduce antenna arrays and explain the difference between phased and timed arrays. Since timed arrays are designed for realistic time-varying signals and scenarios, the book also reviews wideband signals, baseband and passband RF signals, polarization and signal bandwidth. Other topics covered include time domain, mutual coupling, wideband elements, and dispersion. The auth

Mediation analysis with time varying exposures and mediators.

Science.gov (United States)

VanderWeele, Tyler J; Tchetgen Tchetgen, Eric J

2017-06-01

In this paper we consider causal mediation analysis when exposures and mediators vary over time. We give non-parametric identification results, discuss parametric implementation, and also provide a weighting approach to direct and indirect effects based on combining the results of two marginal structural models. We also discuss how our results give rise to a causal interpretation of the effect estimates produced from longitudinal structural equation models. When there are time-varying confounders affected by prior exposure and mediator, natural direct and indirect effects are not identified. However, we define a randomized interventional analogue of natural direct and indirect effects that are identified in this setting. The formula that identifies these effects we refer to as the "mediational g-formula." When there is no mediation, the mediational g-formula reduces to Robins' regular g-formula for longitudinal data. When there are no time-varying confounders affected by prior exposure and mediator values, then the mediational g-formula reduces to a longitudinal version of Pearl's mediation formula. However, the mediational g-formula itself can accommodate both mediation and time-varying confounders and constitutes a general approach to mediation analysis with time-varying exposures and mediators.

Time-varying properties of renal autoregulatory mechanisms

DEFF Research Database (Denmark)

Zou, Rui; Cupples, Will A; Yip, K P

2002-01-01

In order to assess the possible time-varying properties of renal autoregulation, time-frequency and time-scaling methods were applied to renal blood flow under broad-band forced arterial blood pressure fluctuations and single-nephron renal blood flow with spontaneous oscillations obtained from...... normotensive (Sprague-Dawley, Wistar, and Long-Evans) rats, and spontaneously hypertensive rats. Time-frequency analyses of normotensive and hypertensive blood flow data obtained from either the whole kidney or the single-nephron show that indeed both the myogenic and tubuloglomerular feedback (TGF) mechanisms...... have time-varying characteristics. Furthermore, we utilized the Renyi entropy to measure the complexity of blood-flow dynamics in the time-frequency plane in an effort to discern differences between normotensive and hypertensive recordings. We found a clear difference in Renyi entropy between...

Time-varying value of electric energy efficiency

Energy Technology Data Exchange (ETDEWEB)

Mims, Natalie A.; Eckman, Tom; Goldman, Charles

2017-06-30

Electric energy efficiency resources save energy and may reduce peak demand. Historically, quantification of energy efficiency benefits has largely focused on the economic value of energy savings during the first year and lifetime of the installed measures. Due in part to the lack of publicly available research on end-use load shapes (i.e., the hourly or seasonal timing of electricity savings) and energy savings shapes, consideration of the impact of energy efficiency on peak demand reduction (i.e., capacity savings) has been more limited. End-use load research and the hourly valuation of efficiency savings are used for a variety of electricity planning functions, including load forecasting, demand-side management and evaluation, capacity and demand response planning, long-term resource planning, renewable energy integration, assessing potential grid modernization investments, establishing rates and pricing, and customer service. This study reviews existing literature on the time-varying value of energy efficiency savings, provides examples in four geographically diverse locations of how consideration of the time-varying value of efficiency savings impacts the calculation of power system benefits, and identifies future research needs to enhance the consideration of the time-varying value of energy efficiency in cost-effectiveness screening analysis. Findings from this study include: -The time-varying value of individual energy efficiency measures varies across the locations studied because of the physical and operational characteristics of the individual utility system (e.g., summer or winter peaking, load factor, reserve margin) as well as the time periods during which savings from measures occur. -Across the four locations studied, some of the largest capacity benefits from energy efficiency are derived from the deferral of transmission and distribution system infrastructure upgrades. However, the deferred cost of such upgrades also exhibited the greatest range

Pemodelan Markov Switching Dengan Time-varying Transition Probability

OpenAIRE

Savitri, Anggita Puri; Warsito, Budi; Rahmawati, Rita

2016-01-01

Exchange rate or currency is an economic variable which reflects country's state of economy. It fluctuates over time because of its ability to switch the condition or regime caused by economic and political factors. The changes in the exchange rate are depreciation and appreciation. Therefore, it could be modeled using Markov Switching with Time-Varying Transition Probability which observe the conditional changes and use information variable. From this model, time-varying transition probabili...

Experimental evidence for amplitude death induced by a time-varying interaction

Energy Technology Data Exchange (ETDEWEB)

Suresh, K. [Centre for Nonlinear Dynamics, School of Physics, Bharathidasan University, Tiruchirappalli 620024, Tamil Nadu (India); Shrimali, M.D. [Department of Physics, Central University of Rajasthan, NH-8, Bandar Sindri, Ajmer 305 801 (India); Prasad, Awadhesh [Department of Physics and Astrophysics, University of Delhi, Delhi 110 007 (India); Thamilmaran, K., E-mail: maran.cnld@gmail.com [Centre for Nonlinear Dynamics, School of Physics, Bharathidasan University, Tiruchirappalli 620024, Tamil Nadu (India)

2014-08-01

In this paper, we study the time-varying interaction in coupled oscillatory systems. For this purpose, we have designed a novel time-varying resistive network using an analog switch and inverter circuits. We have applied this time-varying resistive network to mutually coupled identical Chua's oscillators. When the resistances are varied in time, we find that amplitude death arises in coupled identical oscillators. This has been observed numerically as well as verified through hardware experiments. - Highlights: • We have implemented the time-varying interaction in coupled oscillatory systems. • We have designed a novel time-varying resistive network using an analog switch and inverter circuits. • When the resistances are varied in time, we find that amplitude death arises in coupled identical oscillators.

Analysis of time-varying psoriasis lesion image patterns

DEFF Research Database (Denmark)

Maletti, Gabriela Mariel; Ersbøll, Bjarne Kjær; Nielsen, Allan Aasbjerg

2004-01-01

The multivariate alteration detection transform is applied to pairs of within and between time varying registered psoriasis image patterns. Color band contribution to the variates explaining maximal change is analyzed.......The multivariate alteration detection transform is applied to pairs of within and between time varying registered psoriasis image patterns. Color band contribution to the variates explaining maximal change is analyzed....

Finite-time stability of neutral-type neural networks with random time-varying delays

Science.gov (United States)

Ali, M. Syed; Saravanan, S.; Zhu, Quanxin

2017-11-01

This paper is devoted to the finite-time stability analysis of neutral-type neural networks with random time-varying delays. The randomly time-varying delays are characterised by Bernoulli stochastic variable. This result can be extended to analysis and design for neutral-type neural networks with random time-varying delays. On the basis of this paper, we constructed suitable Lyapunov-Krasovskii functional together and established a set of sufficient linear matrix inequalities approach to guarantee the finite-time stability of the system concerned. By employing the Jensen's inequality, free-weighting matrix method and Wirtinger's double integral inequality, the proposed conditions are derived and two numerical examples are addressed for the effectiveness of the developed techniques.

Entropy Rate of Time-Varying Wireless Networks

DEFF Research Database (Denmark)

Cika, Arta; Badiu, Mihai Alin; Coon, Justin P.

2018-01-01

In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with random node positions in a closed space and Rayleigh...... fading affecting the connections between nodes. The existence of an edge between two nodes at given locations is modeled by a Markov chain, enabling memory effects in network dynamics. We then derive a lower and an upper bound on the entropy rate of the spatiotemporal network. The entropy rate measures...

Time-Varying Value of Energy Efficiency in Michigan

Energy Technology Data Exchange (ETDEWEB)

Mims, Natalie; Eckman, Tom; Schwartz, Lisa C.

2018-04-02

Quantifying the time-varying value of energy efficiency is necessary to properly account for all of its benefits and costs and to identify and implement efficiency resources that contribute to a low-cost, reliable electric system. Historically, most quantification of the benefits of efficiency has focused largely on the economic value of annual energy reduction. Due to the lack of statistically representative metered end-use load shape data in Michigan (i.e., the hourly or seasonal timing of electricity savings), the ability to confidently characterize the time-varying value of energy efficiency savings in the state, especially for weather-sensitive measures such as central air conditioning, is limited. Still, electric utilities in Michigan can take advantage of opportunities to incorporate the time-varying value of efficiency into their planning. For example, end-use load research and hourly valuation of efficiency savings can be used for a variety of electricity planning functions, including load forecasting, demand-side management and evaluation, capacity planning, long-term resource planning, renewable energy integration, assessing potential grid modernization investments, establishing rates and pricing, and customer service (KEMA 2012). In addition, accurately calculating the time-varying value of efficiency may help energy efficiency program administrators prioritize existing offerings, set incentive or rebate levels that reflect the full value of efficiency, and design new programs.

Multivariate time-varying volatility modeling using probabilistic fuzzy systems

NARCIS (Netherlands)

Basturk, N.; Almeida, R.J.; Golan, R.; Kaymak, U.

2016-01-01

Methods to accurately analyze financial risk have drawn considerable attention in financial institutions. One difficulty in financial risk analysis is the fact that banks and other financial institutions invest in several assets which show time-varying volatilities and hence time-varying financial

Long memory of financial time series and hidden Markov models with time-varying parameters

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

Hidden Markov models are often used to capture stylized facts of daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior for the ability to reproduce the stylized...... facts have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time-varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared...... daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step predictions....

Time-dependent density-functional theory in massively parallel computer architectures: the OCTOPUS project.

Science.gov (United States)

Andrade, Xavier; Alberdi-Rodriguez, Joseba; Strubbe, David A; Oliveira, Micael J T; Nogueira, Fernando; Castro, Alberto; Muguerza, Javier; Arruabarrena, Agustin; Louie, Steven G; Aspuru-Guzik, Alán; Rubio, Angel; Marques, Miguel A L

2012-06-13

Octopus is a general-purpose density-functional theory (DFT) code, with a particular emphasis on the time-dependent version of DFT (TDDFT). In this paper we present the ongoing efforts to achieve the parallelization of octopus. We focus on the real-time variant of TDDFT, where the time-dependent Kohn-Sham equations are directly propagated in time. This approach has great potential for execution in massively parallel systems such as modern supercomputers with thousands of processors and graphics processing units (GPUs). For harvesting the potential of conventional supercomputers, the main strategy is a multi-level parallelization scheme that combines the inherent scalability of real-time TDDFT with a real-space grid domain-partitioning approach. A scalable Poisson solver is critical for the efficiency of this scheme. For GPUs, we show how using blocks of Kohn-Sham states provides the required level of data parallelism and that this strategy is also applicable for code optimization on standard processors. Our results show that real-time TDDFT, as implemented in octopus, can be the method of choice for studying the excited states of large molecular systems in modern parallel architectures.

Time-dependent density-functional theory in massively parallel computer architectures: the octopus project

Science.gov (United States)

Andrade, Xavier; Alberdi-Rodriguez, Joseba; Strubbe, David A.; Oliveira, Micael J. T.; Nogueira, Fernando; Castro, Alberto; Muguerza, Javier; Arruabarrena, Agustin; Louie, Steven G.; Aspuru-Guzik, Alán; Rubio, Angel; Marques, Miguel A. L.

2012-06-01

Octopus is a general-purpose density-functional theory (DFT) code, with a particular emphasis on the time-dependent version of DFT (TDDFT). In this paper we present the ongoing efforts to achieve the parallelization of octopus. We focus on the real-time variant of TDDFT, where the time-dependent Kohn-Sham equations are directly propagated in time. This approach has great potential for execution in massively parallel systems such as modern supercomputers with thousands of processors and graphics processing units (GPUs). For harvesting the potential of conventional supercomputers, the main strategy is a multi-level parallelization scheme that combines the inherent scalability of real-time TDDFT with a real-space grid domain-partitioning approach. A scalable Poisson solver is critical for the efficiency of this scheme. For GPUs, we show how using blocks of Kohn-Sham states provides the required level of data parallelism and that this strategy is also applicable for code optimization on standard processors. Our results show that real-time TDDFT, as implemented in octopus, can be the method of choice for studying the excited states of large molecular systems in modern parallel architectures.

Time-dependent density-functional theory in massively parallel computer architectures: the octopus project

International Nuclear Information System (INIS)

Andrade, Xavier; Aspuru-Guzik, Alán; Alberdi-Rodriguez, Joseba; Rubio, Angel; Strubbe, David A; Louie, Steven G; Oliveira, Micael J T; Nogueira, Fernando; Castro, Alberto; Muguerza, Javier; Arruabarrena, Agustin; Marques, Miguel A L

2012-01-01

Octopus is a general-purpose density-functional theory (DFT) code, with a particular emphasis on the time-dependent version of DFT (TDDFT). In this paper we present the ongoing efforts to achieve the parallelization of octopus. We focus on the real-time variant of TDDFT, where the time-dependent Kohn-Sham equations are directly propagated in time. This approach has great potential for execution in massively parallel systems such as modern supercomputers with thousands of processors and graphics processing units (GPUs). For harvesting the potential of conventional supercomputers, the main strategy is a multi-level parallelization scheme that combines the inherent scalability of real-time TDDFT with a real-space grid domain-partitioning approach. A scalable Poisson solver is critical for the efficiency of this scheme. For GPUs, we show how using blocks of Kohn-Sham states provides the required level of data parallelism and that this strategy is also applicable for code optimization on standard processors. Our results show that real-time TDDFT, as implemented in octopus, can be the method of choice for studying the excited states of large molecular systems in modern parallel architectures. (topical review)

Overcoming Spurious Regression Using time-Varying Fourier ...

African Journals Online (AJOL)

Non-stationary time series data have been traditionally analyzed in the frequency domain by assuming constant amplitudes regardless of the timelag. A new approach called time-varying amplitude method (TVAM) is presented here. Oscillations are analyzed for changes in the magnitude of Fourier Coefficients which are ...

Vesicle biomechanics in a time-varying magnetic field.

Science.gov (United States)

Ye, Hui; Curcuru, Austen

2015-01-01

Cells exhibit distortion when exposed to a strong electric field, suggesting that the field imposes control over cellular biomechanics. Closed pure lipid bilayer membranes (vesicles) have been widely used for the experimental and theoretical studies of cellular biomechanics under this electrodeformation. An alternative method used to generate an electric field is by electromagnetic induction with a time-varying magnetic field. References reporting the magnetic control of cellular mechanics have recently emerged. However, theoretical analysis of the cellular mechanics under a time-varying magnetic field is inadequate. We developed an analytical theory to investigate the biomechanics of a modeled vesicle under a time-varying magnetic field. Following previous publications and to simplify the calculation, this model treated the inner and suspending media as lossy dielectrics, the membrane thickness set at zero, and the electric resistance of the membrane assumed to be negligible. This work provided the first analytical solutions for the surface charges, electric field, radial pressure, overall translational forces, and rotational torques introduced on a vesicle by the time-varying magnetic field. Frequency responses of these measures were analyzed, particularly the frequency used clinically by transcranial magnetic stimulation (TMS). The induced surface charges interacted with the electric field to produce a biomechanical impact upon the vesicle. The distribution of the induced surface charges depended on the orientation of the coil and field frequency. The densities of these charges were trivial at low frequency ranges, but significant at high frequency ranges. The direction of the radial force on the vesicle was dependent on the conductivity ratio between the vesicle and the medium. At relatively low frequencies (biomechanics under a time-varying magnetic field. Biological effects of clinical TMS are not likely to occur via alteration of the biomechanics of brain

Extending molecular simulation time scales: Parallel in time integrations for high-level quantum chemistry and complex force representations

International Nuclear Information System (INIS)

Bylaska, Eric J.; Weare, Jonathan Q.; Weare, John H.

2013-01-01

Parallel in time simulation algorithms are presented and applied to conventional molecular dynamics (MD) and ab initio molecular dynamics (AIMD) models of realistic complexity. Assuming that a forward time integrator, f (e.g., Verlet algorithm), is available to propagate the system from time t i (trajectory positions and velocities x i = (r i , v i )) to time t i+1 (x i+1 ) by x i+1 = f i (x i ), the dynamics problem spanning an interval from t 0 …t M can be transformed into a root finding problem, F(X) = [x i − f(x (i−1 )] i =1,M = 0, for the trajectory variables. The root finding problem is solved using a variety of root finding techniques, including quasi-Newton and preconditioned quasi-Newton schemes that are all unconditionally convergent. The algorithms are parallelized by assigning a processor to each time-step entry in the columns of F(X). The relation of this approach to other recently proposed parallel in time methods is discussed, and the effectiveness of various approaches to solving the root finding problem is tested. We demonstrate that more efficient dynamical models based on simplified interactions or coarsening time-steps provide preconditioners for the root finding problem. However, for MD and AIMD simulations, such preconditioners are not required to obtain reasonable convergence and their cost must be considered in the performance of the algorithm. The parallel in time algorithms developed are tested by applying them to MD and AIMD simulations of size and complexity similar to those encountered in present day applications. These include a 1000 Si atom MD simulation using Stillinger-Weber potentials, and a HCl + 4H 2 O AIMD simulation at the MP2 level. The maximum speedup ((serial execution time)/(parallel execution time) ) obtained by parallelizing the Stillinger-Weber MD simulation was nearly 3.0. For the AIMD MP2 simulations, the algorithms achieved speedups of up to 14.3. The parallel in time algorithms can be implemented in a

Modelling Time-Varying Volatility in Financial Returns

DEFF Research Database (Denmark)

Amado, Cristina; Laakkonen, Helinä

2014-01-01

The “unusually uncertain” phase in the global financial markets has inspired many researchers to study the effects of ambiguity (or “Knightian uncertainty”) on the decisions made by investors and their implications for the capital markets. We contribute to this literature by using a modified...... version of the time-varying GARCH model of Amado and Teräsvirta (2013) to analyze whether the increasing uncertainty has caused excess volatility in the US and European government bond markets. In our model, volatility is multiplicatively decomposed into two time-varying conditional components: the first...... being captured by a stable GARCH(1,1) process and the second driven by the level of uncertainty in the financial market....

Identification of time-varying nonlinear systems using differential evolution algorithm

DEFF Research Database (Denmark)

Perisic, Nevena; Green, Peter L; Worden, Keith

2013-01-01

(DE) algorithm for the identification of time-varying systems. DE is an evolutionary optimisation method developed to perform direct search in a continuous space without requiring any derivative estimation. DE is modified so that the objective function changes with time to account for the continuing......, thus identification of time-varying systems with nonlinearities can be a very challenging task. In order to avoid conventional least squares and gradient identification methods which require uni-modal and double differentiable objective functions, this work proposes a modified differential evolution...... inclusion of new data within an error metric. This paper presents results of identification of a time-varying SDOF system with Coulomb friction using simulated noise-free and noisy data for the case of time-varying friction coefficient, stiffness and damping. The obtained results are promising and the focus...

Parallel time domain solvers for electrically large transient scattering problems

KAUST Repository

Liu, Yang

2014-09-26

Marching on in time (MOT)-based integral equation solvers represent an increasingly appealing avenue for analyzing transient electromagnetic interactions with large and complex structures. MOT integral equation solvers for analyzing electromagnetic scattering from perfect electrically conducting objects are obtained by enforcing electric field boundary conditions and implicitly time advance electric surface current densities by iteratively solving sparse systems of equations at all time steps. Contrary to finite difference and element competitors, these solvers apply to nonlinear and multi-scale structures comprising geometrically intricate and deep sub-wavelength features residing atop electrically large platforms. Moreover, they are high-order accurate, stable in the low- and high-frequency limits, and applicable to conducting and penetrable structures represented by highly irregular meshes. This presentation reviews some recent advances in the parallel implementations of time domain integral equation solvers, specifically those that leverage multilevel plane-wave time-domain algorithm (PWTD) on modern manycore computer architectures including graphics processing units (GPUs) and distributed memory supercomputers. The GPU-based implementation achieves at least one order of magnitude speedups compared to serial implementations while the distributed parallel implementation are highly scalable to thousands of compute-nodes. A distributed parallel PWTD kernel has been adopted to solve time domain surface/volume integral equations (TDSIE/TDVIE) for analyzing transient scattering from large and complex-shaped perfectly electrically conducting (PEC)/dielectric objects involving ten million/tens of millions of spatial unknowns.

Load Balancing of Parallel Monte Carlo Transport Calculations

International Nuclear Information System (INIS)

Procassini, R J; O'Brien, M J; Taylor, J M

2005-01-01

The performance of parallel Monte Carlo transport calculations which use both spatial and particle parallelism is increased by dynamically assigning processors to the most worked domains. Since he particle work load varies over the course of the simulation, this algorithm determines each cycle if dynamic load balancing would speed up the calculation. If load balancing is required, a small number of particle communications are initiated in order to achieve load balance. This method has decreased the parallel run time by more than a factor of three for certain criticality calculations

Extending molecular simulation time scales: Parallel in time integrations for high-level quantum chemistry and complex force representations

Energy Technology Data Exchange (ETDEWEB)

Bylaska, Eric J., E-mail: Eric.Bylaska@pnnl.gov [Environmental Molecular Sciences Laboratory, Pacific Northwest National Laboratory, P.O. Box 999, Richland, Washington 99352 (United States); Weare, Jonathan Q., E-mail: weare@uchicago.edu [Department of Mathematics, University of Chicago, Chicago, Illinois 60637 (United States); Weare, John H., E-mail: jweare@ucsd.edu [Department of Chemistry and Biochemistry, University of California, San Diego, La Jolla, California 92093 (United States)

2013-08-21

Parallel in time simulation algorithms are presented and applied to conventional molecular dynamics (MD) and ab initio molecular dynamics (AIMD) models of realistic complexity. Assuming that a forward time integrator, f (e.g., Verlet algorithm), is available to propagate the system from time t{sub i} (trajectory positions and velocities x{sub i} = (r{sub i}, v{sub i})) to time t{sub i+1} (x{sub i+1}) by x{sub i+1} = f{sub i}(x{sub i}), the dynamics problem spanning an interval from t{sub 0}…t{sub M} can be transformed into a root finding problem, F(X) = [x{sub i} − f(x{sub (i−1})]{sub i} {sub =1,M} = 0, for the trajectory variables. The root finding problem is solved using a variety of root finding techniques, including quasi-Newton and preconditioned quasi-Newton schemes that are all unconditionally convergent. The algorithms are parallelized by assigning a processor to each time-step entry in the columns of F(X). The relation of this approach to other recently proposed parallel in time methods is discussed, and the effectiveness of various approaches to solving the root finding problem is tested. We demonstrate that more efficient dynamical models based on simplified interactions or coarsening time-steps provide preconditioners for the root finding problem. However, for MD and AIMD simulations, such preconditioners are not required to obtain reasonable convergence and their cost must be considered in the performance of the algorithm. The parallel in time algorithms developed are tested by applying them to MD and AIMD simulations of size and complexity similar to those encountered in present day applications. These include a 1000 Si atom MD simulation using Stillinger-Weber potentials, and a HCl + 4H{sub 2}O AIMD simulation at the MP2 level. The maximum speedup ((serial execution time)/(parallel execution time) ) obtained by parallelizing the Stillinger-Weber MD simulation was nearly 3.0. For the AIMD MP2 simulations, the algorithms achieved speedups of up

Time-varying linear control for tiltrotor aircraft

Directory of Open Access Journals (Sweden)

Jing ZHANG

2018-04-01

Full Text Available Tiltrotor aircraft have three flight modes: helicopter mode, airplane mode, and transition mode. A tiltrotor has characteristics of highly nonlinear, time-varying flight dynamics and inertial/control couplings in its transition mode. It can transit from the helicopter mode to the airplane mode by tilting its nacelles, and an effective controller is crucial to accomplish tilting transition missions. Longitudinal dynamic characteristics of the tiltrotor are described by a nonlinear Lagrange-form model, which takes into account inertial/control couplings and aerodynamic interferences. Reference commands for airspeed velocity and attitude in the transition mode are calculated dynamically by visiting a command library which is founded in advance by analyzing the flight envelope of the tiltrotor. A Time-Varying Linear (TVL model is obtained using a Taylor-expansion based online linearization technique from the nonlinear model. Subsequently, based on an optimal control concept, an online optimization based control method with input constraints considered is proposed. To validate the proposed control method, three typical tilting transition missions are simulated using the nonlinear model of XV-15 tiltrotor aircraft. Simulation results show that the controller can be used to control the tiltrotor throughout its operating envelop which includes a transition flight, and can also deal with vertical gust disturbances. Keywords: Constrained optimal control, Inertia/control couplings, Tiltrotor aircraft, Time-varying control, Transition mode

Identification of Time-Varying Pilot Control Behavior in Multi-Axis Control Tasks

Science.gov (United States)

Zaal, Peter M. T.; Sweet, Barbara T.

2012-01-01

Recent developments in fly-by-wire control architectures for rotorcraft have introduced new interest in the identification of time-varying pilot control behavior in multi-axis control tasks. In this paper a maximum likelihood estimation method is used to estimate the parameters of a pilot model with time-dependent sigmoid functions to characterize time-varying human control behavior. An experiment was performed by 9 general aviation pilots who had to perform a simultaneous roll and pitch control task with time-varying aircraft dynamics. In 8 different conditions, the axis containing the time-varying dynamics and the growth factor of the dynamics were varied, allowing for an analysis of the performance of the estimation method when estimating time-dependent parameter functions. In addition, a detailed analysis of pilots adaptation to the time-varying aircraft dynamics in both the roll and pitch axes could be performed. Pilot control behavior in both axes was significantly affected by the time-varying aircraft dynamics in roll and pitch, and by the growth factor. The main effect was found in the axis that contained the time-varying dynamics. However, pilot control behavior also changed over time in the axis not containing the time-varying aircraft dynamics. This indicates that some cross coupling exists in the perception and control processes between the roll and pitch axes.

Scaling properties in time-varying networks with memory

Science.gov (United States)

Kim, Hyewon; Ha, Meesoon; Jeong, Hawoong

2015-12-01

The formation of network structure is mainly influenced by an individual node's activity and its memory, where activity can usually be interpreted as the individual inherent property and memory can be represented by the interaction strength between nodes. In our study, we define the activity through the appearance pattern in the time-aggregated network representation, and quantify the memory through the contact pattern of empirical temporal networks. To address the role of activity and memory in epidemics on time-varying networks, we propose temporal-pattern coarsening of activity-driven growing networks with memory. In particular, we focus on the relation between time-scale coarsening and spreading dynamics in the context of dynamic scaling and finite-size scaling. Finally, we discuss the universality issue of spreading dynamics on time-varying networks for various memory-causality tests.

Extending molecular simulation time scales: Parallel in time integrations for high-level quantum chemistry and complex force representations.

Science.gov (United States)

Bylaska, Eric J; Weare, Jonathan Q; Weare, John H

2013-08-21

Parallel in time simulation algorithms are presented and applied to conventional molecular dynamics (MD) and ab initio molecular dynamics (AIMD) models of realistic complexity. Assuming that a forward time integrator, f (e.g., Verlet algorithm), is available to propagate the system from time ti (trajectory positions and velocities xi = (ri, vi)) to time ti + 1 (xi + 1) by xi + 1 = fi(xi), the dynamics problem spanning an interval from t0[ellipsis (horizontal)]tM can be transformed into a root finding problem, F(X) = [xi - f(x(i - 1)]i = 1, M = 0, for the trajectory variables. The root finding problem is solved using a variety of root finding techniques, including quasi-Newton and preconditioned quasi-Newton schemes that are all unconditionally convergent. The algorithms are parallelized by assigning a processor to each time-step entry in the columns of F(X). The relation of this approach to other recently proposed parallel in time methods is discussed, and the effectiveness of various approaches to solving the root finding problem is tested. We demonstrate that more efficient dynamical models based on simplified interactions or coarsening time-steps provide preconditioners for the root finding problem. However, for MD and AIMD simulations, such preconditioners are not required to obtain reasonable convergence and their cost must be considered in the performance of the algorithm. The parallel in time algorithms developed are tested by applying them to MD and AIMD simulations of size and complexity similar to those encountered in present day applications. These include a 1000 Si atom MD simulation using Stillinger-Weber potentials, and a HCl + 4H2O AIMD simulation at the MP2 level. The maximum speedup (serial execution/timeparallel execution time) obtained by parallelizing the Stillinger-Weber MD simulation was nearly 3.0. For the AIMD MP2 simulations, the algorithms achieved speedups of up to 14.3. The parallel in time algorithms can be implemented in a

Massively Parallel and Scalable Implicit Time Integration Algorithms for Structural Dynamics

Science.gov (United States)

Farhat, Charbel

1997-01-01

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because of the following additional facts: (a) explicit schemes are easier to parallelize than implicit ones, and (b) explicit schemes induce short range interprocessor communications that are relatively inexpensive, while the factorization methods used in most implicit schemes induce long range interprocessor communications that often ruin the sought-after speed-up. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet be offset by the speed of the currently available parallel hardware. Therefore, it is essential to develop efficient alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient when simulating the low-frequency dynamics of aerospace structures.

Testing for time-varying loadings in dynamic factor models

DEFF Research Database (Denmark)

Mikkelsen, Jakob Guldbæk

Abstract: In this paper we develop a test for time-varying factor loadings in factor models. The test is simple to compute and is constructed from estimated factors and residuals using the principal components estimator. The hypothesis is tested by regressing the squared residuals on the squared...... there is evidence of time-varying loadings on the risk factors underlying portfolio returns for around 80% of the portfolios....

Development of real-time visualization system for Computational Fluid Dynamics on parallel computers

International Nuclear Information System (INIS)

Muramatsu, Kazuhiro; Otani, Takayuki; Matsumoto, Hideki; Takei, Toshifumi; Doi, Shun

1998-03-01

A real-time visualization system for computational fluid dynamics in a network connecting between a parallel computing server and the client terminal was developed. Using the system, a user can visualize the results of a CFD (Computational Fluid Dynamics) simulation on the parallel computer as a client terminal during the actual computation on a server. Using GUI (Graphical User Interface) on the client terminal, to user is also able to change parameters of the analysis and visualization during the real-time of the calculation. The system carries out both of CFD simulation and generation of a pixel image data on the parallel computer, and compresses the data. Therefore, the amount of data from the parallel computer to the client is so small in comparison with no compression that the user can enjoy the swift image appearance comfortably. Parallelization of image data generation is based on Owner Computation Rule. GUI on the client is built on Java applet. A real-time visualization is thus possible on the client PC only if Web browser is implemented on it. (author)

Time-Varying Periodicity in Intraday Volatility

DEFF Research Database (Denmark)

Andersen, Torben Gustav; Thyrsgaard, Martin; Todorov, Viktor

We develop a nonparametric test for deciding whether return volatility exhibits time-varying intraday periodicity using a long time-series of high-frequency data. Our null hypothesis, commonly adopted in work on volatility modeling, is that volatility follows a stationary process combined...... with a constant time-of-day periodic component. We first construct time-of-day volatility estimates and studentize the high-frequency returns with these periodic components. If the intraday volatility periodicity is invariant over time, then the distribution of the studentized returns should be identical across...... with estimating volatility moments through their sample counterparts. Critical values are computed via easy-to-implement simulation. In an empirical application to S&P 500 index returns, we find strong evidence for variation in the intraday volatility pattern driven in part by the current level of volatility...

A PC parallel port button box provides millisecond response time accuracy under Linux.

Science.gov (United States)

Stewart, Neil

2006-02-01

For psychologists, it is sometimes necessary to measure people's reaction times to the nearest millisecond. This article describes how to use the PC parallel port to receive signals from a button box to achieve millisecond response time accuracy. The workings of the parallel port, the corresponding port addresses, and a simple Linux program for controlling the port are described. A test of the speed and reliability of button box signal detection is reported. If the reader is moderately familiar with Linux, this article should provide sufficient instruction for him or her to build and test his or her own parallel port button box. This article also describes how the parallel port could be used to control an external apparatus.

Finite-Time Stability of Large-Scale Systems with Interval Time-Varying Delay in Interconnection

Directory of Open Access Journals (Sweden)

T. La-inchua

2017-01-01

Full Text Available We investigate finite-time stability of a class of nonlinear large-scale systems with interval time-varying delays in interconnection. Time-delay functions are continuous but not necessarily differentiable. Based on Lyapunov stability theory and new integral bounding technique, finite-time stability of large-scale systems with interval time-varying delays in interconnection is derived. The finite-time stability criteria are delays-dependent and are given in terms of linear matrix inequalities which can be solved by various available algorithms. Numerical examples are given to illustrate effectiveness of the proposed method.

The role of parallelism in the real-time processing of anaphora.

Science.gov (United States)

Poirier, Josée; Walenski, Matthew; Shapiro, Lewis P

2012-06-01

Parallelism effects refer to the facilitated processing of a target structure when it follows a similar, parallel structure. In coordination, a parallelism-related conjunction triggers the expectation that a second conjunct with the same structure as the first conjunct should occur. It has been proposed that parallelism effects reflect the use of the first structure as a template that guides the processing of the second. In this study, we examined the role of parallelism in real-time anaphora resolution by charting activation patterns in coordinated constructions containing anaphora, Verb-Phrase Ellipsis (VPE) and Noun-Phrase Traces (NP-traces). Specifically, we hypothesised that an expectation of parallelism would incite the parser to assume a structure similar to the first conjunct in the second, anaphora-containing conjunct. The speculation of a similar structure would result in early postulation of covert anaphora. Experiment 1 confirms that following a parallelism-related conjunction, first-conjunct material is activated in the second conjunct. Experiment 2 reveals that an NP-trace in the second conjunct is posited immediately where licensed, which is earlier than previously reported in the literature. In light of our findings, we propose an intricate relation between structural expectations and anaphor resolution.

Modeling information diffusion in time-varying community networks

Science.gov (United States)

Cui, Xuelian; Zhao, Narisa

2017-12-01

Social networks are rarely static, and they typically have time-varying network topologies. A great number of studies have modeled temporal networks and explored social contagion processes within these models; however, few of these studies have considered community structure variations. In this paper, we present a study of how the time-varying property of a modular structure influences the information dissemination. First, we propose a continuous-time Markov model of information diffusion where two parameters, mobility rate and community attractiveness, are introduced to address the time-varying nature of the community structure. The basic reproduction number is derived, and the accuracy of this model is evaluated by comparing the simulation and theoretical results. Furthermore, numerical results illustrate that generally both the mobility rate and community attractiveness significantly promote the information diffusion process, especially in the initial outbreak stage. Moreover, the strength of this promotion effect is much stronger when the modularity is higher. Counterintuitively, it is found that when all communities have the same attractiveness, social mobility no longer accelerates the diffusion process. In addition, we show that the local spreading in the advantage group has been greatly enhanced due to the agglomeration effect caused by the social mobility and community attractiveness difference, which thus increases the global spreading.

Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?

OpenAIRE

Lakshmi Balasubramanyan

2005-01-01

Financial markets and their respective assets are so intertwined; analyzing any single market in isolation ignores important information. We investigate whether time varying volatility comovement and spillover impact the true variance-covariance matrix under a time-varying correlation set up. Statistically significant volatility spillover and comovement between US, UK and Japan is found. To demonstrate the importance of modelling volatility comovement and spillover, we look at a simple portfo...

Newtonian cosmology with a time-varying constant of gravitation

International Nuclear Information System (INIS)

McVittie, G.C.

1978-01-01

Newtonian cosmology is based on the Eulerian equations of fluid mechanics combined with Poisson's equation modified by the introduction of a time-varying G. Spherically symmetric model universes are worked out with instantaneously uniform densities. They are indeterminate unless instantaneous uniformity of the pressure is imposed. When G varies as an inverse power of the time, the models can in some cases be shown to depend on the solution of a second-order differential equation which also occurs in the Friedmann models of general relativity. In Section 3, a method for 'passing through' a singularity of this equation is proposed which entails making four arbitrary mathematical assumptions. When G varies as (time) -1 , models with initially cycloidal motion are possible, each cycle becoming longer as time progresses. Finally, gravitation becomes so weak that the model expands to infinity. Kinetic and potential energies for the whole model are derived from the basic equations; their sum is not constant. (author)

Dynamic Load Balancing of Parallel Monte Carlo Transport Calculations

International Nuclear Information System (INIS)

O'Brien, M; Taylor, J; Procassini, R

2004-01-01

The performance of parallel Monte Carlo transport calculations which use both spatial and particle parallelism is increased by dynamically assigning processors to the most worked domains. Since the particle work load varies over the course of the simulation, this algorithm determines each cycle if dynamic load balancing would speed up the calculation. If load balancing is required, a small number of particle communications are initiated in order to achieve load balance. This method has decreased the parallel run time by more than a factor of three for certain criticality calculations

A parallel algorithm for switch-level timing simulation on a hypercube multiprocessor

Science.gov (United States)

Rao, Hariprasad Nannapaneni

1989-01-01

The parallel approach to speeding up simulation is studied, specifically the simulation of digital LSI MOS circuitry on the Intel iPSC/2 hypercube. The simulation algorithm is based on RSIM, an event driven switch-level simulator that incorporates a linear transistor model for simulating digital MOS circuits. Parallel processing techniques based on the concepts of Virtual Time and rollback are utilized so that portions of the circuit may be simulated on separate processors, in parallel for as large an increase in speed as possible. A partitioning algorithm is also developed in order to subdivide the circuit for parallel processing.

Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach

Directory of Open Access Journals (Sweden)

Jeyhun I. Mikayilov

2017-11-01

Full Text Available Recent literature has shown that electricity demand elasticities may not be constant over time and this has investigated using time-varying estimation methods. As accurate modeling of electricity demand is very important in Azerbaijan, which is a transitional country facing significant change in its economic outlook, we analyze whether the response of electricity demand to income and price is varying over time in this economy. We employed the Time-Varying Coefficient cointegration approach, a cutting-edge time-varying estimation method. We find evidence that income elasticity demonstrates sizeable variation for the period of investigation ranging from 0.48% to 0.56%. The study has some useful policy implications related to the income and price aspects of the electricity consumption in Azerbaijan.

Time-varying correlation and common structures in volatility

NARCIS (Netherlands)

Liu, Yang

2016-01-01

This thesis studies time series properties of the covariance structure of multivariate asset returns. First, the time-varying feature of correlation is investigated at the intraday level with a new correlation model incorporating the intraday correlation dynamics. Second, the thesis develops a

Real-time objects development: Study and proposal for a parallel scheduling architecture

International Nuclear Information System (INIS)

Rioux, Laurent

1997-01-01

This thesis contributes to the programming and the execution control of real-time object oriented applications. Using real-time objects is very interesting for programming real- time applications, because this model can introduce the concurrence with the encapsulation properties, with modularity and reusability by taking into account the real-time constraints of the application. One essential quality of this approach is that it can directly specify the parallelism and the real-time constraints at the model level of the application. An annotation system of C++ has been defined to describe the real-time specifications in the model (or in the source code) of the application. It will supply to the execution support the different information it needs for the control. In this approach of multitasking, the control is distributed and encapsulated inside each real time object. Three complementary levels of control have been defined: the state level (defining the capability of an object to treat an operation), the concurrence level (assuring the coherence between the object attributes) and a scheduling control (allocating the processors resources to the object by taking real-time constraints into account). The proposed control architecture, named OROS, manages the attribute access of each object in an individual way, then it can parallel treatments which do not access at the same data. This architecture makes a dynamic control of an application that can take benefit from the parallelism of the new machines both for the execution parallelism and the control itself. This architecture uses only the simplest primitives of the industrial real-time operating systems which ensures its feasibility and portability. (author) [fr

Calculation of rectal dose surface histograms in the presence of time varying deformations

International Nuclear Information System (INIS)

Roeske, John C.; Spelbring, Danny R.; Vijayakumar, S.; Forman, Jeffrey D.; Chen, George T.Y.

1996-01-01

Purpose: Dose volume (DVH) and dose surface histograms (DSH) of the bladder and rectum are usually calculated from a single treatment planning scan. These DVHs and DSHs will eventually be correlated with complications to determine parameters for normal tissue complication probabilities (NTCP). However, from day to day, the size and shape of the rectum and bladder may vary. The purpose of this study is to compare a more accurate estimate of the time integrated DVHs and DSHs of the rectum (in the presence of daily variations in rectal shape) to initial DVHs/DSHs. Methods: 10 patients were scanned once per week during the course of fractionated radiotherapy, typically accumulating a total of six scans. The rectum and bladder were contoured on each of the studies. The model used to assess effects of rectal contour deformation is as follows: the contour on a given axial slice (see figure) is boxed within a rectangle. A line drawn parallel to the AP axis through the rectangle equally partitions the box. Starting at the intersection of the vertical line and the rectal contour, points on the contour are marked off representing the same rectal dose point, even in the presence of distortion. Corresponding numbered points are used to sample the dose matrix and create a composite DSH. The model assumes uniform stretching of the rectal contour for any given axial cut, and no twist of the structure or vertical displacement. A similar model is developed for the bladder with spherical symmetry. Results: Normalized DSHs (nDSH) for each CT scan were calculated as well as the time averaged nDSH over all scans. These were compared with the nDSH from the initial planning scan. Individual nDSHs differed by 8% surface area irradiated at the 80% dose level, to as much as 20% surface area in the 70-100% dose range. DSH variations are due to position and shape changes in the rectum during different CT scans. The spatial distribution of dose is highly variable, and depends on the field

A multiscale MDCT image-based breathing lung model with time-varying regional ventilation

Science.gov (United States)

Yin, Youbing; Choi, Jiwoong; Hoffman, Eric A.; Tawhai, Merryn H.; Lin, Ching-Long

2012-01-01

A novel algorithm is presented that links local structural variables (regional ventilation and deforming central airways) to global function (total lung volume) in the lung over three imaged lung volumes, to derive a breathing lung model for computational fluid dynamics simulation. The algorithm constitutes the core of an integrative, image-based computational framework for subject-specific simulation of the breathing lung. For the first time, the algorithm is applied to three multi-detector row computed tomography (MDCT) volumetric lung images of the same individual. A key technique in linking global and local variables over multiple images is an in-house mass-preserving image registration method. Throughout breathing cycles, cubic interpolation is employed to ensure C1 continuity in constructing time-varying regional ventilation at the whole lung level, flow rate fractions exiting the terminal airways, and airway deformation. The imaged exit airway flow rate fractions are derived from regional ventilation with the aid of a three-dimensional (3D) and one-dimensional (1D) coupled airway tree that connects the airways to the alveolar tissue. An in-house parallel large-eddy simulation (LES) technique is adopted to capture turbulent-transitional-laminar flows in both normal and deep breathing conditions. The results obtained by the proposed algorithm when using three lung volume images are compared with those using only one or two volume images. The three-volume-based lung model produces physiologically-consistent time-varying pressure and ventilation distribution. The one-volume-based lung model under-predicts pressure drop and yields un-physiological lobar ventilation. The two-volume-based model can account for airway deformation and non-uniform regional ventilation to some extent, but does not capture the non-linear features of the lung. PMID:23794749

A multiscale MDCT image-based breathing lung model with time-varying regional ventilation

Energy Technology Data Exchange (ETDEWEB)

Yin, Youbing, E-mail: youbing-yin@uiowa.edu [Department of Mechanical and Industrial Engineering, The University of Iowa, Iowa City, IA 52242 (United States); IIHR-Hydroscience and Engineering, The University of Iowa, Iowa City, IA 52242 (United States); Department of Radiology, The University of Iowa, Iowa City, IA 52242 (United States); Choi, Jiwoong, E-mail: jiwoong-choi@uiowa.edu [Department of Mechanical and Industrial Engineering, The University of Iowa, Iowa City, IA 52242 (United States); IIHR-Hydroscience and Engineering, The University of Iowa, Iowa City, IA 52242 (United States); Hoffman, Eric A., E-mail: eric-hoffman@uiowa.edu [Department of Radiology, The University of Iowa, Iowa City, IA 52242 (United States); Department of Biomedical Engineering, The University of Iowa, Iowa City, IA 52242 (United States); Department of Internal Medicine, The University of Iowa, Iowa City, IA 52242 (United States); Tawhai, Merryn H., E-mail: m.tawhai@auckland.ac.nz [Auckland Bioengineering Institute, The University of Auckland, Auckland (New Zealand); Lin, Ching-Long, E-mail: ching-long-lin@uiowa.edu [Department of Mechanical and Industrial Engineering, The University of Iowa, Iowa City, IA 52242 (United States); IIHR-Hydroscience and Engineering, The University of Iowa, Iowa City, IA 52242 (United States)

2013-07-01

A novel algorithm is presented that links local structural variables (regional ventilation and deforming central airways) to global function (total lung volume) in the lung over three imaged lung volumes, to derive a breathing lung model for computational fluid dynamics simulation. The algorithm constitutes the core of an integrative, image-based computational framework for subject-specific simulation of the breathing lung. For the first time, the algorithm is applied to three multi-detector row computed tomography (MDCT) volumetric lung images of the same individual. A key technique in linking global and local variables over multiple images is an in-house mass-preserving image registration method. Throughout breathing cycles, cubic interpolation is employed to ensure C{sub 1} continuity in constructing time-varying regional ventilation at the whole lung level, flow rate fractions exiting the terminal airways, and airway deformation. The imaged exit airway flow rate fractions are derived from regional ventilation with the aid of a three-dimensional (3D) and one-dimensional (1D) coupled airway tree that connects the airways to the alveolar tissue. An in-house parallel large-eddy simulation (LES) technique is adopted to capture turbulent-transitional-laminar flows in both normal and deep breathing conditions. The results obtained by the proposed algorithm when using three lung volume images are compared with those using only one or two volume images. The three-volume-based lung model produces physiologically-consistent time-varying pressure and ventilation distribution. The one-volume-based lung model under-predicts pressure drop and yields un-physiological lobar ventilation. The two-volume-based model can account for airway deformation and non-uniform regional ventilation to some extent, but does not capture the non-linear features of the lung.

Visualizing time-varying harmonics using filter banks

NARCIS (Netherlands)

Duque, C.A.; Da Silveira, P.M.; Ribeiro, P.F.

2011-01-01

Although it is well known that Fourier analysis is in reality only accurately applicable to steady state waveforms, it is a widely used tool to study and monitor time-varying signals, such as are commonplace in electrical power systems. The disadvantages of Fourier analysis, such as frequency

Stabilization of the Wave Equation with Boundary Time-Varying Delay

Directory of Open Access Journals (Sweden)

Hao Li

2014-01-01

Full Text Available We study the stabilization of the wave equation with variable coefficients in a bounded domain and a time-varying delay term in the time-varying, weakly nonlinear boundary feedbacks. By the Riemannian geometry methods and a suitable assumption of nonlinearity, we obtain the uniform decay of the energy of the closed loop system.

Optimal task mapping in safety-critical real-time parallel systems

International Nuclear Information System (INIS)

Aussagues, Ch.

1998-01-01

This PhD thesis is dealing with the correct design of safety-critical real-time parallel systems. Such systems constitutes a fundamental part of high-performance systems for command and control that can be found in the nuclear domain or more generally in parallel embedded systems. The verification of their temporal correctness is the core of this thesis. our contribution is mainly in the following three points: the analysis and extension of a programming model for such real-time parallel systems; the proposal of an original method based on a new operator of synchronized product of state machines task-graphs; the validation of the approach by its implementation and evaluation. The work addresses particularly the main problem of optimal task mapping on a parallel architecture, such that the temporal constraints are globally guaranteed, i.e. the timeliness property is valid. The results incorporate also optimally criteria for the sizing and correct dimensioning of a parallel system, for instance in the number of processing elements. These criteria are connected with operational constraints of the application domain. Our approach is based on the off-line analysis of the feasibility of the deadline-driven dynamic scheduling that is used to schedule tasks inside one processor. This leads us to define the synchronized-product, a system of linear, constraints is automatically generated and then allows to calculate a maximum load of a group of tasks and then to verify their timeliness constraints. The communications, their timeliness verification and incorporation to the mapping problem is the second main contribution of this thesis. FInally, the global solving technique dealing with both task and communication aspects has been implemented and evaluated in the framework of the OASIS project in the LETI research center at the CEA/Saclay. (author)

Investigating Time-Varying Drivers of Grid Project Emissions Impacts

Energy Technology Data Exchange (ETDEWEB)

Barrett, Emily L.; Thayer, Brandon L.; Pal, Seemita; Studarus, Karen E.

2017-11-15

The emissions consequences of smart grid technologies depend heavily on their context and vary not only by geographical location, but by time of year. The same technology operated to meet the same objective may increase the emissions associated with energy generation for part of the year and decrease emissions during other times. The Grid Project Impact Quantification (GridPIQ) tool provides the ability to estimate these seasonal variations and garner insight into the time-varying drivers of grid project emissions impacts. This work leverages GridPIQ to examine the emissions implications across years and seasons of adding energy storage technology to reduce daily peak demand in California and New York.

Parallel Motion Simulation of Large-Scale Real-Time Crowd in a Hierarchical Environmental Model

Directory of Open Access Journals (Sweden)

Xin Wang

2012-01-01

Full Text Available This paper presents a parallel real-time crowd simulation method based on a hierarchical environmental model. A dynamical model of the complex environment should be constructed to simulate the state transition and propagation of individual motions. By modeling of a virtual environment where virtual crowds reside, we employ different parallel methods on a topological layer, a path layer and a perceptual layer. We propose a parallel motion path matching method based on the path layer and a parallel crowd simulation method based on the perceptual layer. The large-scale real-time crowd simulation becomes possible with these methods. Numerical experiments are carried out to demonstrate the methods and results.

Just-in-Time Compilation-Inspired Methodology for Parallelization of Compute Intensive Java Code

Directory of Open Access Journals (Sweden)

GHULAM MUSTAFA

2017-01-01

Full Text Available Compute intensive programs generally consume significant fraction of execution time in a small amount of repetitive code. Such repetitive code is commonly known as hotspot code. We observed that compute intensive hotspots often possess exploitable loop level parallelism. A JIT (Just-in-Time compiler profiles a running program to identify its hotspots. Hotspots are then translated into native code, for efficient execution. Using similar approach, we propose a methodology to identify hotspots and exploit their parallelization potential on multicore systems. Proposed methodology selects and parallelizes each DOALL loop that is either contained in a hotspot method or calls a hotspot method. The methodology could be integrated in front-end of a JIT compiler to parallelize sequential code, just before native translation. However, compilation to native code is out of scope of this work. As a case study, we analyze eighteen JGF (Java Grande Forum benchmarks to determine parallelization potential of hotspots. Eight benchmarks demonstrate a speedup of up to 7.6x on an 8-core system

Just-in-time compilation-inspired methodology for parallelization of compute intensive java code

International Nuclear Information System (INIS)

Mustafa, G.; Ghani, M.U.

2017-01-01

Compute intensive programs generally consume significant fraction of execution time in a small amount of repetitive code. Such repetitive code is commonly known as hotspot code. We observed that compute intensive hotspots often possess exploitable loop level parallelism. A JIT (Just-in-Time) compiler profiles a running program to identify its hotspots. Hotspots are then translated into native code, for efficient execution. Using similar approach, we propose a methodology to identify hotspots and exploit their parallelization potential on multicore systems. Proposed methodology selects and parallelizes each DOALL loop that is either contained in a hotspot method or calls a hotspot method. The methodology could be integrated in front-end of a JIT compiler to parallelize sequential code, just before native translation. However, compilation to native code is out of scope of this work. As a case study, we analyze eighteen JGF (Java Grande Forum) benchmarks to determine parallelization potential of hotspots. Eight benchmarks demonstrate a speedup of up to 7.6x on an 8-core system. (author)

Nonlinear recurrent neural networks for finite-time solution of general time-varying linear matrix equations.

Science.gov (United States)

Xiao, Lin; Liao, Bolin; Li, Shuai; Chen, Ke

2018-02-01

In order to solve general time-varying linear matrix equations (LMEs) more efficiently, this paper proposes two nonlinear recurrent neural networks based on two nonlinear activation functions. According to Lyapunov theory, such two nonlinear recurrent neural networks are proved to be convergent within finite-time. Besides, by solving differential equation, the upper bounds of the finite convergence time are determined analytically. Compared with existing recurrent neural networks, the proposed two nonlinear recurrent neural networks have a better convergence property (i.e., the upper bound is lower), and thus the accurate solutions of general time-varying LMEs can be obtained with less time. At last, various different situations have been considered by setting different coefficient matrices of general time-varying LMEs and a great variety of computer simulations (including the application to robot manipulators) have been conducted to validate the better finite-time convergence of the proposed two nonlinear recurrent neural networks. Copyright © 2017 Elsevier Ltd. All rights reserved.

Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

2016-01-01

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior have not been thoroughly examined. This paper presents an adaptive...... to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations....

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

Science.gov (United States)

Voelkle, Manuel C; Oud, Johan H L

2013-02-01

When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.

Lyapunov Functions to Caputo Fractional Neural Networks with Time-Varying Delays

Directory of Open Access Journals (Sweden)

Ravi Agarwal

2018-05-01

Full Text Available One of the main properties of solutions of nonlinear Caputo fractional neural networks is stability and often the direct Lyapunov method is used to study stability properties (usually these Lyapunov functions do not depend on the time variable. In connection with the Lyapunov fractional method we present a brief overview of the most popular fractional order derivatives of Lyapunov functions among Caputo fractional delay differential equations. These derivatives are applied to various types of neural networks with variable coefficients and time-varying delays. We show that quadratic Lyapunov functions and their Caputo fractional derivatives are not applicable in some cases when one studies stability properties. Some sufficient conditions for stability of equilibrium of nonlinear Caputo fractional neural networks with time dependent transmission delays, time varying self-regulating parameters of all units and time varying functions of the connection between two neurons in the network are obtained. The cases of time varying Lipschitz coefficients as well as nonLipschitz activation functions are studied. We illustrate our theory on particular nonlinear Caputo fractional neural networks.

The necessity for a time local dimension in systems with time-varying attractors

DEFF Research Database (Denmark)

Særmark, Knud H; Ashkenazy, Y; Levitan, J

1997-01-01

We show that a simple non-linear system for ordinary differential equations may possess a time-varying attractor dimension. This indicates that it is infeasible to characterize EEG and MEG time series with a single time global dimension. We suggest another measure for the description of non...

Flexible time-varying filter banks

Science.gov (United States)

Tuncer, Temel E.; Nguyen, Truong Q.

1993-09-01

Linear phase maximally flat FIR Butterworth filter approximations are discussed and a new filter design method is introduced. This variable cutoff filter design method uses the cosine modulated versions of a prototype filter. The design procedure is simple and different variants of this procedure can be used to obtain close to optimum linear phase filters. Using this method, flexible time-varying filter banks with good reconstruction error are introduced. These types of oversampled filter banks have small magnitude error which can be easily controlled by the appropriate choice of modulation frequency. This error can be further decreased by magnitude equalization without increasing the computational complexity considerably. Two dimensional design examples are also given.

Parallel real-time visualization system for large-scale simulation. Application to WSPEEDI

International Nuclear Information System (INIS)

Muramatsu, Kazuhiro; Otani, Takayuki; Kitabata, Hideyuki; Matsumoto, Hideki; Takei, Toshifumi; Doi, Shun

2000-01-01

The real-time visualization system, PATRAS (PArallel TRAcking Steering system) has been developed on parallel computing servers. The system performs almost all of the visualization tasks on a parallel computing server, and uses image data compression technique for efficient communication between the server and the client terminal. Therefore, the system realizes high performance concurrent visualization in an internet computing environment. The experience in applying PATRAS to WSPEEDI (Worldwide version of System for Prediction Environmental Emergency Dose Information) is reported. The application of PATRAS to WSPEEDI enables users to understand behaviours of radioactive tracers from different release points easily and quickly. (author)

A New Time-varying Concept of Risk in a Changing Climate

Science.gov (United States)

Sarhadi, Ali; Ausín, María Concepción; Wiper, Michael P.

2016-10-01

In a changing climate arising from anthropogenic global warming, the nature of extreme climatic events is changing over time. Existing analytical stationary-based risk methods, however, assume multi-dimensional extreme climate phenomena will not significantly vary over time. To strengthen the reliability of infrastructure designs and the management of water systems in the changing environment, multidimensional stationary risk studies should be replaced with a new adaptive perspective. The results of a comparison indicate that current multi-dimensional stationary risk frameworks are no longer applicable to projecting the changing behaviour of multi-dimensional extreme climate processes. Using static stationary-based multivariate risk methods may lead to undesirable consequences in designing water system infrastructures. The static stationary concept should be replaced with a flexible multi-dimensional time-varying risk framework. The present study introduces a new multi-dimensional time-varying risk concept to be incorporated in updating infrastructure design strategies under changing environments arising from human-induced climate change. The proposed generalized time-varying risk concept can be applied for all stochastic multi-dimensional systems that are under the influence of changing environments.

A New Time-varying Concept of Risk in a Changing Climate.

Science.gov (United States)

Sarhadi, Ali; Ausín, María Concepción; Wiper, Michael P

2016-10-20

In a changing climate arising from anthropogenic global warming, the nature of extreme climatic events is changing over time. Existing analytical stationary-based risk methods, however, assume multi-dimensional extreme climate phenomena will not significantly vary over time. To strengthen the reliability of infrastructure designs and the management of water systems in the changing environment, multidimensional stationary risk studies should be replaced with a new adaptive perspective. The results of a comparison indicate that current multi-dimensional stationary risk frameworks are no longer applicable to projecting the changing behaviour of multi-dimensional extreme climate processes. Using static stationary-based multivariate risk methods may lead to undesirable consequences in designing water system infrastructures. The static stationary concept should be replaced with a flexible multi-dimensional time-varying risk framework. The present study introduces a new multi-dimensional time-varying risk concept to be incorporated in updating infrastructure design strategies under changing environments arising from human-induced climate change. The proposed generalized time-varying risk concept can be applied for all stochastic multi-dimensional systems that are under the influence of changing environments.

Time-Varying Networks of Inter-Ictal Discharging Reveal Epileptogenic Zone.

Science.gov (United States)

Zhang, Luyan; Liang, Yi; Li, Fali; Sun, Hongbin; Peng, Wenjing; Du, Peishan; Si, Yajing; Song, Limeng; Yu, Liang; Xu, Peng

2017-01-01

The neuronal synchronous discharging may cause an epileptic seizure. Currently, most of the studies conducted to investigate the mechanism of epilepsy are based on EEGs or functional magnetic resonance imaging (fMRI) recorded during the ictal discharging or the resting-state, and few studies have probed into the dynamic patterns during the inter-ictal discharging that are much easier to record in clinical applications. Here, we propose a time-varying network analysis based on adaptive directed transfer function to uncover the dynamic brain network patterns during the inter-ictal discharging. In addition, an algorithm based on the time-varying outflow of information derived from the network analysis is developed to detect the epileptogenic zone. The analysis performed revealed the time-varying network patterns during different stages of inter-ictal discharging; the epileptogenic zone was activated prior to the discharge onset then worked as the source to propagate the activity to other brain regions. Consistence between the epileptogenic zones detected by our proposed approach and the actual epileptogenic zones proved that time-varying network analysis could not only reveal the underlying neural mechanism of epilepsy, but also function as a useful tool in detecting the epileptogenic zone based on the EEGs in the inter-ictal discharging.

Frequency variations of gravity waves interacting with a time-varying tide

Energy Technology Data Exchange (ETDEWEB)

Huang, C.M.; Zhang, S.D.; Yi, F.; Huang, K.M.; Gan, Q.; Gong, Y. [Wuhan Univ., Hubei (China). School of Electronic Information; Ministry of Education, Wuhan, Hubei (China). Key Lab. of Geospace Environment and Geodesy; State Observatory for Atmospheric Remote Sensing, Wuhan, Hubei (China); Zhang, Y.H. [Nanjing Univ. of Information Science and Technology (China). College of Hydrometeorolgy

2013-11-01

Using a nonlinear, 2-D time-dependent numerical model, we simulate the propagation of gravity waves (GWs) in a time-varying tide. Our simulations show that when aGW packet propagates in a time-varying tidal-wind environment, not only its intrinsic frequency but also its ground-based frequency would change significantly. The tidal horizontal-wind acceleration dominates the GW frequency variation. Positive (negative) accelerations induce frequency increases (decreases) with time. More interestingly, tidal-wind acceleration near the critical layers always causes the GW frequency to increase, which may partially explain the observations that high-frequency GW components are more dominant in the middle and upper atmosphere than in the lower atmosphere. The combination of the increased ground-based frequency of propagating GWs in a time-varying tidal-wind field and the transient nature of the critical layer induced by a time-varying tidal zonal wind creates favorable conditions for GWs to penetrate their originally expected critical layers. Consequently, GWs have an impact on the background atmosphere at much higher altitudes than expected, which indicates that the dynamical effects of tidal-GW interactions are more complicated than usually taken into account by GW parameterizations in global models.

Modeling polar cap F-region patches using time varying convection

International Nuclear Information System (INIS)

Sojka, J.J.; Bowline, M.D.; Schunk, R.W.; Decker, D.T.; Valladares, C.E.; Sheehan, R.; Anderson, D.N.; Heelis, R.A.

1993-01-01

Here the authors present the results of computerized simulations of the polar cap regions which were able to model the formation of polar cap patches. They used the Utah State University Time-Dependent Ionospheric Model (TDIM) and the Phillips Laboratory (PL) F-region models in this work. By allowing a time varying magnetospheric electric field in the models, they were able to generate the patches. This time varying field generates a convection in the ionosphere. This convection is similar to convective changes observed in the ionosphere at times of southward pointing interplanetary magnetic field, due to changes in the B y component of the IMF

Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas

Directory of Open Access Journals (Sweden)

Beatriz Vaz de Melo Mendes

2005-12-01

Full Text Available It is now widespread the use of Value-at-Risk (VaR as a canonical measure at risk. Most accurate VaR measures make use of some volatility model such as GARCH-type models. However, the pattern of volatility dynamic of a portfolio follows from the (univariate behavior of the risk assets, as well as from the type and strength of the associations among them. Moreover, the dependence structure among the components may change conditionally t past observations. Some papers have attempted to model this characteristic by assuming a multivariate GARCH model, or by considering the conditional correlation coefficient, or by incorporating some possibility for switches in regimes. In this paper we address this problem using time-varying copulas. Our modeling strategy allows for the margins to follow some FIGARCH type model while the copula dependence structure changes over time.

Long-time atomistic simulations with the Parallel Replica Dynamics method

Science.gov (United States)

Perez, Danny

Molecular Dynamics (MD) -- the numerical integration of atomistic equations of motion -- is a workhorse of computational materials science. Indeed, MD can in principle be used to obtain any thermodynamic or kinetic quantity, without introducing any approximation or assumptions beyond the adequacy of the interaction potential. It is therefore an extremely powerful and flexible tool to study materials with atomistic spatio-temporal resolution. These enviable qualities however come at a steep computational price, hence limiting the system sizes and simulation times that can be achieved in practice. While the size limitation can be efficiently addressed with massively parallel implementations of MD based on spatial decomposition strategies, allowing for the simulation of trillions of atoms, the same approach usually cannot extend the timescales much beyond microseconds. In this article, we discuss an alternative parallel-in-time approach, the Parallel Replica Dynamics (ParRep) method, that aims at addressing the timescale limitation of MD for systems that evolve through rare state-to-state transitions. We review the formal underpinnings of the method and demonstrate that it can provide arbitrarily accurate results for any definition of the states. When an adequate definition of the states is available, ParRep can simulate trajectories with a parallel speedup approaching the number of replicas used. We demonstrate the usefulness of ParRep by presenting different examples of materials simulations where access to long timescales was essential to access the physical regime of interest and discuss practical considerations that must be addressed to carry out these simulations. Work supported by the United States Department of Energy (U.S. DOE), Office of Science, Office of Basic Energy Sciences, Materials Sciences and Engineering Division.

Time-dependent deterministic transport on parallel architectures using PARTISN

International Nuclear Information System (INIS)

Alcouffe, R.E.; Baker, R.S.

1998-01-01

In addition to the ability to solve the static transport equation, the authors have also incorporated time dependence into the parallel S N code PARTISN. Using a semi-implicit scheme, PARTISN is capable of performing time-dependent calculations for both fissioning and pure source driven problems. They have applied this to various types of problems such as shielding and prompt fission experiments. This paper describes the form of the time-dependent equations implemented, their solution strategies in PARTISN including iteration acceleration, and the strategies used for time-step control. Results are presented for a iron-water shielding calculation and a criticality excursion in a uranium solution configuration

A parallel algorithm for the two-dimensional time fractional diffusion equation with implicit difference method.

Science.gov (United States)

Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

2014-01-01

It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future.

Flexible Demand Management under Time-Varying Prices

Science.gov (United States)

Liang, Yong

In this dissertation, the problem of flexible demand management under time-varying prices is studied. This generic problem has many applications, which usually have multiple periods in which decisions on satisfying demand need to be made, and prices in these periods are time-varying. Examples of such applications include multi-period procurement problem, operating room scheduling, and user-end demand scheduling in the Smart Grid, where the last application is used as the main motivating story throughout the dissertation. The current grid is experiencing an upgrade with lots of new designs. What is of particular interest is the idea of passing time-varying prices that reflect electricity market conditions to end users as incentives for load shifting. One key component, consequently, is the demand management system at the user-end. The objective of the system is to find the optimal trade-off between cost saving and discomfort increment resulted from load shifting. In this dissertation, we approach this problem from the following aspects: (1) construct a generic model, solve for Pareto optimal solutions, and analyze the robust solution that optimizes the worst-case payoffs, (2) extend to a distribution-free model for multiple types of demand (appliances), for which an approximate dynamic programming (ADP) approach is developed, and (3) design other efficient algorithms for practical purposes of the flexible demand management system. We first construct a novel multi-objective flexible demand management model, in which there are a finite number of periods with time-varying prices, and demand arrives in each period. In each period, the decision maker chooses to either satisfy or defer outstanding demand to minimize costs and discomfort over a certain number of periods. We consider both the deterministic model, models with stochastic demand or prices, and when only partial information about the stochastic demand or prices is known. We first analyze the stochastic

Iteration schemes for parallelizing models of superconductivity

Energy Technology Data Exchange (ETDEWEB)

Gray, P.A. [Michigan State Univ., East Lansing, MI (United States)

1996-12-31

The time dependent Lawrence-Doniach model, valid for high fields and high values of the Ginzburg-Landau parameter, is often used for studying vortex dynamics in layered high-T{sub c} superconductors. When solving these equations numerically, the added degrees of complexity due to the coupling and nonlinearity of the model often warrant the use of high-performance computers for their solution. However, the interdependence between the layers can be manipulated so as to allow parallelization of the computations at an individual layer level. The reduced parallel tasks may then be solved independently using a heterogeneous cluster of networked workstations connected together with Parallel Virtual Machine (PVM) software. Here, this parallelization of the model is discussed and several computational implementations of varying degrees of parallelism are presented. Computational results are also given which contrast properties of convergence speed, stability, and consistency of these implementations. Included in these results are models involving the motion of vortices due to an applied current and pinning effects due to various material properties.

Electromagnetic radiation in a time-varying background medium

NARCIS (Netherlands)

Budko, N.V.

2009-01-01

Analytical solutions are presented for the electromagnetic radiation by an arbitrary pulsed source into a homogeneous time-varying background medium. In the constant-impedance case an explicit radiation formula is obtained for the synchronous permittivity and permeability described by any positive

Housing Cycles in Switzerland - A Time-Varying Approach

OpenAIRE

Drechsel, Dirk

2015-01-01

In light of the strong increase of house prices in Switzerland, we analyze the effects of mortgage rate shocks, changes in the interplay between housing demand and supply and GDP growth on house prices for the time period 1981- 2014. We employ Bayesian time-varying coefficients vector autoregressions to allow different monetary and immigration regimes over time. A number of structural changes, such as regulatory changes in the aftermath of the 1990s real estate crisis, the introduction of fre...

ADL: a graphical design language for real time parallel applications

NARCIS (Netherlands)

M.R. van Steen; T. Vogel; A. ten Dam

1993-01-01

textabstractDesigning parallel applications is generally experienced as a tedious and difficult task, especially when hard real-time performance requirements have to be met. This paper discusses on-going work concerning the construction of a Design Entry System which supports the design phase of

Time varying, multivariate volume data reduction

Energy Technology Data Exchange (ETDEWEB)

Ahrens, James P [Los Alamos National Laboratory; Fout, Nathaniel [UC DAVIS; Ma, Kwan - Liu [UC DAVIS

2010-01-01

Large-scale supercomputing is revolutionizing the way science is conducted. A growing challenge, however, is understanding the massive quantities of data produced by large-scale simulations. The data, typically time-varying, multivariate, and volumetric, can occupy from hundreds of gigabytes to several terabytes of storage space. Transferring and processing volume data of such sizes is prohibitively expensive and resource intensive. Although it may not be possible to entirely alleviate these problems, data compression should be considered as part of a viable solution, especially when the primary means of data analysis is volume rendering. In this paper we present our study of multivariate compression, which exploits correlations among related variables, for volume rendering. Two configurations for multidimensional compression based on vector quantization are examined. We emphasize quality reconstruction and interactive rendering, which leads us to a solution using graphics hardware to perform on-the-fly decompression during rendering. In this paper we present a solution which addresses the need for data reduction in large supercomputing environments where data resulting from simulations occupies tremendous amounts of storage. Our solution employs a lossy encoding scheme to acrueve data reduction with several options in terms of rate-distortion behavior. We focus on encoding of multiple variables together, with optional compression in space and time. The compressed volumes can be rendered directly with commodity graphics cards at interactive frame rates and rendering quality similar to that of static volume renderers. Compression results using a multivariate time-varying data set indicate that encoding multiple variables results in acceptable performance in the case of spatial and temporal encoding as compared to independent compression of variables. The relative performance of spatial vs. temporal compression is data dependent, although temporal compression has the

A Tentative Application Of Morphological Filters To Time-Varying Images

Science.gov (United States)

Billard, D.; Poquillon, B.

1989-03-01

In this paper, morphological filters, which are commonly used to process either 2D or multidimensional static images, are generalized to the analysis of time-varying image sequence. The introduction of the time dimension induces then interesting prop-erties when designing such spatio-temporal morphological filters. In particular, the specification of spatio-temporal structuring ele-ments (equivalent to time-varying spatial structuring elements) can be adjusted according to the temporal variations of the image sequences to be processed : this allows to derive specific morphological transforms to perform noise filtering or moving objects discrimination on dynamic images viewed by a non-stationary sensor. First, a brief introduction to the basic principles underlying morphological filters will be given. Then, a straightforward gener-alization of these principles to time-varying images will be pro-posed. This will lead us to define spatio-temporal opening and closing and to introduce some of their possible applications to process dynamic images. At last, preliminary results obtained us-ing a natural forward looking infrared (FUR) image sequence are presented.

Projected space-time and varying speed of light

International Nuclear Information System (INIS)

Iovane, G.; Bellucci, S.; Benedetto, E.

2008-01-01

In this paper starting from El Naschie's Cantorian space-time and our model of projected Universe, we consider its properties in connection with varying speed of light. A possible way-out of the related problem is provided by the Fantappie group approach

An Explicit MOT-TD-VIE Solver for Time Varying Media

KAUST Repository

Sayed, Sadeed Bin; Ulku, Huseyin Arda; Bagci, Hakan

2016-01-01

An explicit marching on-in-time (MOT) scheme for solving the time domain electric field integral equation enforced on volumes with time varying dielectric permittivity is proposed. Unknowns of the integral equation and the constitutive relation, i

Epidemic spreading in time-varying community networks.

Science.gov (United States)

Ren, Guangming; Wang, Xingyuan

2014-06-01

The spreading processes of many infectious diseases have comparable time scale as the network evolution. Here, we present a simple networks model with time-varying community structure, and investigate susceptible-infected-susceptible epidemic spreading processes in this model. By both theoretic analysis and numerical simulations, we show that the efficiency of epidemic spreading in this model depends intensively on the mobility rate q of the individuals among communities. We also find that there exists a mobility rate threshold qc. The epidemic will survive when q > qc and die when q epidemic spreading in complex networks with community structure.

Time-varying Concurrent Risk of Extreme Droughts and Heatwaves in California

Science.gov (United States)

Sarhadi, A.; Diffenbaugh, N. S.; Ausin, M. C.

2016-12-01

Anthropogenic global warming has changed the nature and the risk of extreme climate phenomena such as droughts and heatwaves. The concurrent of these nature-changing climatic extremes may result in intensifying undesirable consequences in terms of human health and destructive effects in water resources. The present study assesses the risk of concurrent extreme droughts and heatwaves under dynamic nonstationary conditions arising from climate change in California. For doing so, a generalized fully Bayesian time-varying multivariate risk framework is proposed evolving through time under dynamic human-induced environment. In this methodology, an extreme, Bayesian, dynamic copula (Gumbel) is developed to model the time-varying dependence structure between the two different climate extremes. The time-varying extreme marginals are previously modeled using a Generalized Extreme Value (GEV) distribution. Bayesian Markov Chain Monte Carlo (MCMC) inference is integrated to estimate parameters of the nonstationary marginals and copula using a Gibbs sampling method. Modelled marginals and copula are then used to develop a fully Bayesian, time-varying joint return period concept for the estimation of concurrent risk. Here we argue that climate change has increased the chance of concurrent droughts and heatwaves over decades in California. It is also demonstrated that a time-varying multivariate perspective should be incorporated to assess realistic concurrent risk of the extremes for water resources planning and management in a changing climate in this area. The proposed generalized methodology can be applied for other stochastic nature-changing compound climate extremes that are under the influence of climate change.

Electricity Futures Prices : Time Varying Sensitivity to Fundamentals

NARCIS (Netherlands)

S-E. Fleten (Stein-Erik); R. Huisman (Ronald); M. Kilic (Mehtap); H.P.G. Pennings (Enrico); S. Westgaard (Sjur)

2014-01-01

textabstractThis paper provides insight in the time-varying relation between electricity futures prices and fundamentals in the form of prices of contracts for fossil fuels. As supply curves are not constant and different producers have different marginal costs of production, we argue that the

Discrete-Time Sliding-Mode Control of Uncertain Systems with Time-Varying Delays via Descriptor Approach

Directory of Open Access Journals (Sweden)

Maode Yan

2008-01-01

Full Text Available This paper considers the problem of robust discrete-time sliding-mode control (DT-SMC design for a class of uncertain linear systems with time-varying delays. By applying a descriptor model transformation and Moon's inequality for bounding cross terms, a delay-dependent sufficient condition for the existence of stable sliding surface is given in terms of linear matrix inequalities (LMIs. Based on this existence condition, the synthesized sliding mode controller can guarantee the sliding-mode reaching condition of the specified discrete-time sliding surface for all admissible uncertainties and time-varying delays. An illustrative example verifies the effectiveness of the proposed method.

Design of a real-time wind turbine simulator using a custom parallel architecture

Science.gov (United States)

Hoffman, John A.; Gluck, R.; Sridhar, S.

1995-01-01

The design of a new parallel-processing digital simulator is described. The new simulator has been developed specifically for analysis of wind energy systems in real time. The new processor has been named: the Wind Energy System Time-domain simulator, version 3 (WEST-3). Like previous WEST versions, WEST-3 performs many computations in parallel. The modules in WEST-3 are pure digital processors, however. These digital processors can be programmed individually and operated in concert to achieve real-time simulation of wind turbine systems. Because of this programmability, WEST-3 is very much more flexible and general than its two predecessors. The design features of WEST-3 are described to show how the system produces high-speed solutions of nonlinear time-domain equations. WEST-3 has two very fast Computational Units (CU's) that use minicomputer technology plus special architectural features that make them many times faster than a microcomputer. These CU's are needed to perform the complex computations associated with the wind turbine rotor system in real time. The parallel architecture of the CU causes several tasks to be done in each cycle, including an IO operation and the combination of a multiply, add, and store. The WEST-3 simulator can be expanded at any time for additional computational power. This is possible because the CU's interfaced to each other and to other portions of the simulation using special serial buses. These buses can be 'patched' together in essentially any configuration (in a manner very similar to the programming methods used in analog computation) to balance the input/ output requirements. CU's can be added in any number to share a given computational load. This flexible bus feature is very different from many other parallel processors which usually have a throughput limit because of rigid bus architecture.

Synchronization of uncertain time-varying network based on sliding mode control technique

Science.gov (United States)

Lü, Ling; Li, Chengren; Bai, Suyuan; Li, Gang; Rong, Tingting; Gao, Yan; Yan, Zhe

2017-09-01

We research synchronization of uncertain time-varying network based on sliding mode control technique. The sliding mode control technique is first modified so that it can be applied to network synchronization. Further, by choosing the appropriate sliding surface, the identification law of uncertain parameter, the adaptive law of the time-varying coupling matrix element and the control input of network are designed, it is sure that the uncertain time-varying network can synchronize effectively the synchronization target. At last, we perform some numerical simulations to demonstrate the effectiveness of the proposed results.

Method of parallel processing in SANPO real time system

International Nuclear Information System (INIS)

Ostrovnoj, A.I.; Salamatin, I.M.

1981-01-01

A method of parellel processing in SANPO real time system is described. Algorithms of data accumulation and preliminary processing in this system as a parallel processes using a specialized high level programming language are described. Hierarchy of elementary processes are also described. It provides the synchronization of concurrent processes without semaphors. The developed means are applied to the systems of experiment automation using SM-3 minicomputers [ru

Conceptual Modeling of Time-Varying Information

DEFF Research Database (Denmark)

Gregersen, Heidi; Jensen, Christian S.

2004-01-01

A wide range of database applications manage information that varies over time. Many of the underlying database schemas of these were designed using the Entity-Relationship (ER) model. In the research community as well as in industry, it is common knowledge that the temporal aspects of the mini......-world are important, but difficult to capture using the ER model. Several enhancements to the ER model have been proposed in an attempt to support the modeling of temporal aspects of information. Common to the existing temporally extended ER models, few or no specific requirements to the models were given...

A time-varying magnetic flux concentrator

International Nuclear Information System (INIS)

Kibret, B; Premaratne, M; Lewis, P M; Thomson, R; Fitzgerald, P B

2016-01-01

It is known that diverse technological applications require the use of focused magnetic fields. This has driven the quest for controlling the magnetic field. Recently, the principles in transformation optics and metamaterials have allowed the realization of practical static magnetic flux concentrators. Extending such progress, here, we propose a time-varying magnetic flux concentrator cylindrical shell that uses electric conductors and ferromagnetic materials to guide magnetic flux to its center. Its performance is discussed based on finite-element simulation results. Our proposed design has potential applications in magnetic sensors, medical devices, wireless power transfer, and near-field wireless communications. (paper)

SU-F-SPS-09: Parallel MC Kernel Calculations for VMAT Plan Improvement

International Nuclear Information System (INIS)

Chamberlain, S; French, S; Nazareth, D

2016-01-01

Purpose: Adding kernels (small perturbations in leaf positions) to the existing apertures of VMAT control points may improve plan quality. We investigate the calculation of kernel doses using a parallelized Monte Carlo (MC) method. Methods: A clinical prostate VMAT DICOM plan was exported from Eclipse. An arbitrary control point and leaf were chosen, and a modified MLC file was created, corresponding to the leaf position offset by 0.5cm. The additional dose produced by this 0.5 cm × 0.5 cm kernel was calculated using the DOSXYZnrc component module of BEAMnrc. A range of particle history counts were run (varying from 3 × 10"6 to 3 × 10"7); each job was split among 1, 10, or 100 parallel processes. A particle count of 3 × 10"6 was established as the lower range because it provided the minimal accuracy level. Results: As expected, an increase in particle counts linearly increases run time. For the lowest particle count, the time varied from 30 hours for the single-processor run, to 0.30 hours for the 100-processor run. Conclusion: Parallel processing of MC calculations in the EGS framework significantly decreases time necessary for each kernel dose calculation. Particle counts lower than 1 × 10"6 have too large of an error to output accurate dose for a Monte Carlo kernel calculation. Future work will investigate increasing the number of parallel processes and optimizing run times for multiple kernel calculations.

Electron dynamics in solid state via time varying wavevectors

Science.gov (United States)

Khaneja, Navin

2018-06-01

In this paper, we study electron wavepacket dynamics in electric and magnetic fields. We rigorously derive the semiclassical equations of electron dynamics in electric and magnetic fields. We do it both for free electron and electron in a periodic potential. We do this by introducing time varying wavevectors k(t). In the presence of magnetic field, our wavepacket reproduces the classical cyclotron orbits once the origin of the Schröedinger equation is correctly chosen to be center of cyclotron orbit. In the presence of both electric and magnetic fields, our equations for wavepacket dynamics differ from classical Lorentz force equations. We show that in a periodic potential, on application of electric field, the electron wave function adiabatically follows the wavefunction of a time varying Bloch wavevector k(t), with its energies suitably shifted with time. We derive the effective mass equation and discuss conduction in conductors and insulators.

Time varying determinants of bond flows to emerging markets

Directory of Open Access Journals (Sweden)

Yasemin Erduman

2016-06-01

Full Text Available This paper investigates the time varying nature of the determinants of bond flows with a focus on the global financial crisis period. We estimate a time varying regression model using Bayesian estimation methods, where the posterior distribution is approximated by Gibbs sampling algorithm. Our findings suggest that the interest rate differential is the most significant pull factor of portfolio bond flows, along with the inflation rate, while the growth rate does not play a significant role. Among the push factors, global liquidity is the most important driver of bond flows. It matters the most, when unconventional monetary easing policies were first announced; and its importance as a determinant of portfolio bond flows decreases over time, starting with the Eurozone crisis, and diminishes with the tapering talk. Global risk appetite and the risk perception towards the emerging countries also have relatively small and stable significant effects on bond flows.

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

International Nuclear Information System (INIS)

Phat, V.N.

2004-08-01

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

An integrative time-varying frequency detection and channel sounding method for dynamic plasma sheath

Science.gov (United States)

Shi, Lei; Yao, Bo; Zhao, Lei; Liu, Xiaotong; Yang, Min; Liu, Yanming

2018-01-01

The plasma sheath-surrounded hypersonic vehicle is a dynamic and time-varying medium and it is almost impossible to calculate time-varying physical parameters directly. The in-fight detection of the time-varying degree is important to understand the dynamic nature of the physical parameters and their effect on re-entry communication. In this paper, a constant envelope zero autocorrelation (CAZAC) sequence based on time-varying frequency detection and channel sounding method is proposed to detect the plasma sheath electronic density time-varying property and wireless channel characteristic. The proposed method utilizes the CAZAC sequence, which has excellent autocorrelation and spread gain characteristics, to realize dynamic time-varying detection/channel sounding under low signal-to-noise ratio in the plasma sheath environment. Theoretical simulation under a typical time-varying radio channel shows that the proposed method is capable of detecting time-variation frequency up to 200 kHz and can trace the channel amplitude and phase in the time domain well under -10 dB. Experimental results conducted in the RF modulation discharge plasma device verified the time variation detection ability in practical dynamic plasma sheath. Meanwhile, nonlinear phenomenon of dynamic plasma sheath on communication signal is observed thorough channel sounding result.

Finite-Time Reentry Attitude Control Using Time-Varying Sliding Mode and Disturbance Observer

Directory of Open Access Journals (Sweden)

Xuzhong Wu

2015-01-01

Full Text Available This paper presents the finite-time attitude control problem for reentry vehicle with redundant actuators in consideration of planet uncertainties and external disturbances. Firstly, feedback linearization technique is used to cancel the nonlinearities of equations of motion to construct a basic mode for attitude controller. Secondly, two kinds of time-varying sliding mode control methods with disturbance observer are integrated with the basic mode in order to enhance the control performance and system robustness. One method is designed based on boundary layer technique and the other is a novel second-order sliding model control method. The finite-time stability analyses of both resultant closed-loop systems are carried out. Furthermore, after attitude controller produces the torque commands, an optimization control allocation approach is introduced to allocate them into aerodynamic surface deflections and on-off reaction control system thrusts. Finally, the numerical simulation results demonstrate that both of the time-varying sliding mode control methods are robust to uncertainties and disturbances without chattering phenomenon. Moreover, the proposed second-order sliding mode control method possesses better control accuracy.

Finite-time and fixed-time synchronization analysis of inertial memristive neural networks with time-varying delays.

Science.gov (United States)

Wei, Ruoyu; Cao, Jinde; Alsaedi, Ahmed

2018-02-01

This paper investigates the finite-time synchronization and fixed-time synchronization problems of inertial memristive neural networks with time-varying delays. By utilizing the Filippov discontinuous theory and Lyapunov stability theory, several sufficient conditions are derived to ensure finite-time synchronization of inertial memristive neural networks. Then, for the purpose of making the setting time independent of initial condition, we consider the fixed-time synchronization. A novel criterion guaranteeing the fixed-time synchronization of inertial memristive neural networks is derived. Finally, three examples are provided to demonstrate the effectiveness of our main results.

ESPRIT-Forest: Parallel clustering of massive amplicon sequence data in subquadratic time.

Science.gov (United States)

Cai, Yunpeng; Zheng, Wei; Yao, Jin; Yang, Yujie; Mai, Volker; Mao, Qi; Sun, Yijun

2017-04-01

The rapid development of sequencing technology has led to an explosive accumulation of genomic sequence data. Clustering is often the first step to perform in sequence analysis, and hierarchical clustering is one of the most commonly used approaches for this purpose. However, it is currently computationally expensive to perform hierarchical clustering of extremely large sequence datasets due to its quadratic time and space complexities. In this paper we developed a new algorithm called ESPRIT-Forest for parallel hierarchical clustering of sequences. The algorithm achieves subquadratic time and space complexity and maintains a high clustering accuracy comparable to the standard method. The basic idea is to organize sequences into a pseudo-metric based partitioning tree for sub-linear time searching of nearest neighbors, and then use a new multiple-pair merging criterion to construct clusters in parallel using multiple threads. The new algorithm was tested on the human microbiome project (HMP) dataset, currently one of the largest published microbial 16S rRNA sequence dataset. Our experiment demonstrated that with the power of parallel computing it is now compu- tationally feasible to perform hierarchical clustering analysis of tens of millions of sequences. The software is available at http://www.acsu.buffalo.edu/∼yijunsun/lab/ESPRIT-Forest.html.

Applications of parallel computer architectures to the real-time simulation of nuclear power systems

International Nuclear Information System (INIS)

Doster, J.M.; Sills, E.D.

1988-01-01

In this paper the authors report on efforts to utilize parallel computer architectures for the thermal-hydraulic simulation of nuclear power systems and current research efforts toward the development of advanced reactor operator aids and control systems based on this new technology. Many aspects of reactor thermal-hydraulic calculations are inherently parallel, and the computationally intensive portions of these calculations can be effectively implemented on modern computers. Timing studies indicate faster-than-real-time, high-fidelity physics models can be developed when the computational algorithms are designed to take advantage of the computer's architecture. These capabilities allow for the development of novel control systems and advanced reactor operator aids. Coupled with an integral real-time data acquisition system, evolving parallel computer architectures can provide operators and control room designers improved control and protection capabilities. Current research efforts are currently under way in this area

Vector-field statistics for the analysis of time varying clinical gait data.

Science.gov (United States)

Donnelly, C J; Alexander, C; Pataky, T C; Stannage, K; Reid, S; Robinson, M A

2017-01-01

In clinical settings, the time varying analysis of gait data relies heavily on the experience of the individual(s) assessing these biological signals. Though three dimensional kinematics are recognised as time varying waveforms (1D), exploratory statistical analysis of these data are commonly carried out with multiple discrete or 0D dependent variables. In the absence of an a priori 0D hypothesis, clinicians are at risk of making type I and II errors in their analyis of time varying gait signatures in the event statistics are used in concert with prefered subjective clinical assesment methods. The aim of this communication was to determine if vector field waveform statistics were capable of providing quantitative corroboration to practically significant differences in time varying gait signatures as determined by two clinically trained gait experts. The case study was a left hemiplegic Cerebral Palsy (GMFCS I) gait patient following a botulinum toxin (BoNT-A) injection to their left gastrocnemius muscle. When comparing subjective clinical gait assessments between two testers, they were in agreement with each other for 61% of the joint degrees of freedom and phases of motion analysed. For tester 1 and tester 2, they were in agreement with the vector-field analysis for 78% and 53% of the kinematic variables analysed. When the subjective analyses of tester 1 and tester 2 were pooled together and then compared to the vector-field analysis, they were in agreement for 83% of the time varying kinematic variables analysed. These outcomes demonstrate that in principle, vector-field statistics corroborates with what a team of clinical gait experts would classify as practically meaningful pre- versus post time varying kinematic differences. The potential for vector-field statistics to be used as a useful clinical tool for the objective analysis of time varying clinical gait data is established. Future research is recommended to assess the usefulness of vector-field analyses

Time-varying economic dominance in financial markets: A bistable dynamics approach

Science.gov (United States)

He, Xue-Zhong; Li, Kai; Wang, Chuncheng

2018-05-01

By developing a continuous-time heterogeneous agent financial market model of multi-assets traded by fundamental and momentum investors, we provide a potential mechanism for generating time-varying dominance between fundamental and non-fundamental in financial markets. We show that investment constraints lead to the coexistence of a locally stable fundamental steady state and a locally stable limit cycle around the fundamental, characterized by a Bautin bifurcation. This provides a mechanism for market prices to switch stochastically between the two persistent but very different market states, leading to the coexistence and time-varying dominance of seemingly controversial efficient market and price momentum over different time periods. The model also generates other financial market stylized facts, such as spillover effects in both momentum and volatility, market booms, crashes, and correlation reduction due to cross-sectional momentum trading. Empirical evidence based on the U.S. market supports the main findings. The mechanism developed in this paper can be used to characterize time-varying economic dominance in economics and finance in general.

Optimal critic learning for robot control in time-varying environments.

Science.gov (United States)

Wang, Chen; Li, Yanan; Ge, Shuzhi Sam; Lee, Tong Heng

2015-10-01

In this paper, optimal critic learning is developed for robot control in a time-varying environment. The unknown environment is described as a linear system with time-varying parameters, and impedance control is employed for the interaction control. Desired impedance parameters are obtained in the sense of an optimal realization of the composite of trajectory tracking and force regulation. Q -function-based critic learning is developed to determine the optimal impedance parameters without the knowledge of the system dynamics. The simulation results are presented and compared with existing methods, and the efficacy of the proposed method is verified.

Epidemic spreading in time-varying community networks

Energy Technology Data Exchange (ETDEWEB)

Ren, Guangming, E-mail: wangxy@dlut.edu.cn, E-mail: ren-guang-ming@163.com [School of Electronic and Information, Guangdong Polytechnic Normal University, Guangzhou 510665 (China); Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024 (China); Wang, Xingyuan, E-mail: wangxy@dlut.edu.cn, E-mail: ren-guang-ming@163.com [Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, Dalian 116024 (China)

2014-06-15

The spreading processes of many infectious diseases have comparable time scale as the network evolution. Here, we present a simple networks model with time-varying community structure, and investigate susceptible-infected-susceptible epidemic spreading processes in this model. By both theoretic analysis and numerical simulations, we show that the efficiency of epidemic spreading in this model depends intensively on the mobility rate q of the individuals among communities. We also find that there exists a mobility rate threshold q{sub c}. The epidemic will survive when q > q{sub c} and die when q < q{sub c}. These results can help understanding the impacts of human travel on the epidemic spreading in complex networks with community structure.

Epidemic spreading in time-varying community networks

International Nuclear Information System (INIS)

Ren, Guangming; Wang, Xingyuan

2014-01-01

The spreading processes of many infectious diseases have comparable time scale as the network evolution. Here, we present a simple networks model with time-varying community structure, and investigate susceptible-infected-susceptible epidemic spreading processes in this model. By both theoretic analysis and numerical simulations, we show that the efficiency of epidemic spreading in this model depends intensively on the mobility rate q of the individuals among communities. We also find that there exists a mobility rate threshold q c . The epidemic will survive when q > q c and die when q  c . These results can help understanding the impacts of human travel on the epidemic spreading in complex networks with community structure

Real-time SHVC software decoding with multi-threaded parallel processing

Science.gov (United States)

Gudumasu, Srinivas; He, Yuwen; Ye, Yan; He, Yong; Ryu, Eun-Seok; Dong, Jie; Xiu, Xiaoyu

2014-09-01

This paper proposes a parallel decoding framework for scalable HEVC (SHVC). Various optimization technologies are implemented on the basis of SHVC reference software SHM-2.0 to achieve real-time decoding speed for the two layer spatial scalability configuration. SHVC decoder complexity is analyzed with profiling information. The decoding process at each layer and the up-sampling process are designed in parallel and scheduled by a high level application task manager. Within each layer, multi-threaded decoding is applied to accelerate the layer decoding speed. Entropy decoding, reconstruction, and in-loop processing are pipeline designed with multiple threads based on groups of coding tree units (CTU). A group of CTUs is treated as a processing unit in each pipeline stage to achieve a better trade-off between parallelism and synchronization. Motion compensation, inverse quantization, and inverse transform modules are further optimized with SSE4 SIMD instructions. Simulations on a desktop with an Intel i7 processor 2600 running at 3.4 GHz show that the parallel SHVC software decoder is able to decode 1080p spatial 2x at up to 60 fps (frames per second) and 1080p spatial 1.5x at up to 50 fps for those bitstreams generated with SHVC common test conditions in the JCT-VC standardization group. The decoding performance at various bitrates with different optimization technologies and different numbers of threads are compared in terms of decoding speed and resource usage, including processor and memory.

Near real-time digital holographic microscope based on GPU parallel computing

Science.gov (United States)

Zhu, Gang; Zhao, Zhixiong; Wang, Huarui; Yang, Yan

2018-01-01

A transmission near real-time digital holographic microscope with in-line and off-axis light path is presented, in which the parallel computing technology based on compute unified device architecture (CUDA) and digital holographic microscopy are combined. Compared to other holographic microscopes, which have to implement reconstruction in multiple focal planes and are time-consuming the reconstruction speed of the near real-time digital holographic microscope can be greatly improved with the parallel computing technology based on CUDA, so it is especially suitable for measurements of particle field in micrometer and nanometer scale. Simulations and experiments show that the proposed transmission digital holographic microscope can accurately measure and display the velocity of particle field in micrometer scale, and the average velocity error is lower than 10%.With the graphic processing units(GPU), the computing time of the 100 reconstruction planes(512×512 grids) is lower than 120ms, while it is 4.9s using traditional reconstruction method by CPU. The reconstruction speed has been raised by 40 times. In other words, it can handle holograms at 8.3 frames per second and the near real-time measurement and display of particle velocity field are realized. The real-time three-dimensional reconstruction of particle velocity field is expected to achieve by further optimization of software and hardware. Keywords: digital holographic microscope,

Monte Carlo calculations on a parallel computer using MORSE-C.G

International Nuclear Information System (INIS)

Wood, J.

1995-01-01

The general purpose particle transport Monte Carlo code, MORSE-C.G., is implemented on a parallel computing transputer-based system having MIMD architecture. Example problems are solved which are representative of the 3-principal types of problem that can be solved by the original serial code, namely, fixed source, eigenvalue (k-eff) and time-dependent. The results from the parallelized version of the code are compared in tables with the serial code run on a mainframe serial computer, and with an independent, deterministic transport code. The performance of the parallel computer as the number of processors is varied is shown graphically. For the parallel strategy used, the loss of efficiency as the number of processors is increased, is investigated. (author)

Data driven parallelism in experimental high energy physics applications

International Nuclear Information System (INIS)

Pohl, M.

1987-01-01

I present global design principles for the implementation of high energy physics data analysis code on sequential and parallel processors with mixed shared and local memory. Potential parallelism in the structure of high energy physics tasks is identified with granularity varying from a few times 10 8 instructions all the way down to a few times 10 4 instructions. It follows the hierarchical structure of detector and data acquisition systems. To take advantage of this - yet preserving the necessary portability of the code - I propose a computational model with purely data driven concurrency in Single Program Multiple Data (SPMD) mode. The task granularity is defined by varying the granularity of the central data structure manipulated. Concurrent processes coordiate themselves asynchroneously using simple lock constructs on parts of the data structure. Load balancing among processes occurs naturally. The scheme allows to map the internal layout of the data structure closely onto the layout of local and shared memory in a parallel architecture. It thus allows to optimize the application with respect to synchronization as well as data transport overheads. I present a coarse top level design for a portable implementation of this scheme on sequential machines, multiprocessor mainframes (e.g. IBM 3090), tightly coupled multiprocessors (e.g. RP-3) and loosely coupled processor arrays (e.g. LCAP, Emulating Processor Farms). (orig.)

Data driven parallelism in experimental high energy physics applications

Science.gov (United States)

Pohl, Martin

1987-08-01

I present global design principles for the implementation of High Energy Physics data analysis code on sequential and parallel processors with mixed shared and local memory. Potential parallelism in the structure of High Energy Physics tasks is identified with granularity varying from a few times 10 8 instructions all the way down to a few times 10 4 instructions. It follows the hierarchical structure of detector and data acquisition systems. To take advantage of this - yet preserving the necessary portability of the code - I propose a computational model with purely data driven concurrency in Single Program Multiple Data (SPMD) mode. The Task granularity is defined by varying the granularity of the central data structure manipulated. Concurrent processes coordinate themselves asynchroneously using simple lock constructs on parts of the data structure. Load balancing among processes occurs naturally. The scheme allows to map the internal layout of the data structure closely onto the layout of local and shared memory in a parallel architecture. It thus allows to optimize the application with respect to synchronization as well as data transport overheads. I present a coarse top level design for a portable implementation of this scheme on sequential machines, multiprocessor mainframes (e.g. IBM 3090), tightly coupled multiprocessors (e.g. RP-3) and loosely coupled processor arrays (e.g. LCAP, Emulating Processor Farms).

TIME-VARYING DYNAMICAL STAR FORMATION RATE

Energy Technology Data Exchange (ETDEWEB)

Lee, Eve J.; Chang, Philip; Murray, Norman, E-mail: evelee@berkeley.edu [Canadian Institute for Theoretical Astrophysics, 60 St. George Street, University of Toronto, Toronto, ON M5S 3H8 (Canada)

2015-02-10

We present numerical evidence of dynamic star formation in which the accreted stellar mass grows superlinearly with time, roughly as t {sup 2}. We perform simulations of star formation in self-gravitating hydrodynamic and magnetohydrodynamic turbulence that is continuously driven. By turning the self-gravity of the gas in the simulations on or off, we demonstrate that self-gravity is the dominant physical effect setting the mass accretion rate at early times before feedback effects take over, contrary to theories of turbulence-regulated star formation. We find that gravitational collapse steepens the density profile around stars, generating the power-law tail on what is otherwise a lognormal density probability distribution function. Furthermore, we find turbulent velocity profiles to flatten inside collapsing regions, altering the size-line width relation. This local flattening reflects enhancements of turbulent velocity on small scales, as verified by changes to the velocity power spectra. Our results indicate that gas self-gravity dynamically alters both density and velocity structures in clouds, giving rise to a time-varying star formation rate. We find that a substantial fraction of the gas that forms stars arrives via low-density flows, as opposed to accreting through high-density filaments.

Parallel-Machine Scheduling with Time-Dependent and Machine Availability Constraints

Directory of Open Access Journals (Sweden)

Cuixia Miao

2015-01-01

Full Text Available We consider the parallel-machine scheduling problem in which the machines have availability constraints and the processing time of each job is simple linear increasing function of its starting times. For the makespan minimization problem, which is NP-hard in the strong sense, we discuss the Longest Deteriorating Rate algorithm and List Scheduling algorithm; we also provide a lower bound of any optimal schedule. For the total completion time minimization problem, we analyze the strong NP-hardness, and we present a dynamic programming algorithm and a fully polynomial time approximation scheme for the two-machine problem. Furthermore, we extended the dynamic programming algorithm to the total weighted completion time minimization problem.

Time-varying and time-invariant dimensions of depression in children and adolescents: Implications for cross-informant agreement.

Science.gov (United States)

Cole, David A; Martin, Joan M; Jacquez, Farrah M; Tram, Jane M; Zelkowitz, Rachel; Nick, Elizabeth A; Rights, Jason D

2017-07-01

The longitudinal structure of depression in children and adolescents was examined by applying a Trait-State-Occasion structural equation model to 4 waves of self, teacher, peer, and parent reports in 2 age groups (9 to 13 and 13 to 16 years old). Analyses revealed that the depression latent variable consisted of 2 longitudinal factors: a time-invariant dimension that was completely stable over time and a time-varying dimension that was not perfectly stable over time. Different sources of information were differentially sensitive to these 2 dimensions. Among adolescents, self- and parent reports better reflected the time-invariant aspects. For children and adolescents, peer and teacher reports better reflected the time-varying aspects. Relatively high cross-informant agreement emerged for the time-invariant dimension in both children and adolescents. Cross-informant agreement for the time-varying dimension was high for adolescents but very low for children. Implications emerge for theoretical models of depression and for its measurement, especially when attempting to predict changes in depression in the context of longitudinal studies. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Systematic test on fast time resolution parallel plate avalanche counter

International Nuclear Information System (INIS)

Chen Yu; Li Guangwu; Gu Xianbao; Chen Yanchao; Zhang Gang; Zhang Wenhui; Yan Guohong

2011-01-01

Systematic test on each detect unit of parallel plate avalanche counter (PPAC) used in the fission multi-parameter measurement was performed with a 241 Am α source to get the time resolution and position resolution. The detectors work at 600 Pa flowing isobutane and with-600 V on cathode. The time resolution was got by TOF method and the position resolution was got by delay line method. The time resolution of detect units is better than 400 ps, and the position resolution is 6 mm. The results show that the demand of measurement is fully covered. (authors)

PCA-based detection of damage in time-varying systems

Science.gov (United States)

Bellino, A.; Fasana, A.; Garibaldi, L.; Marchesiello, S.

2010-10-01

When performing Structural Health Monitoring, it is well known that the natural frequencies do not depend only on the damage but also on environmental conditions, such as temperature and humidity. The Principal Component Analysis is used to take this problem into account, because it allows eliminating the effect of external factors. The purpose of the present work is to show that this technique can be successfully used not only for time-invariant systems, but also for time-varying ones. Referring to the latter, one of the most studied systems which shows these characteristics is the bridge with crossing loads, such as the case of the railway bridge studied in present paper; in this case, the mass and the velocity of the train can be considered as "environmental" factors.This paper, after a brief description of the PCA method and one example of its application on time-invariant systems, presents the great potentialities of the methodology when applied to time-varying systems. The results show that this method is able to better detect the presence of damage and also to properly distinguish among different levels of crack depths.

Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure

DEFF Research Database (Denmark)

Amado, Christina; Teräsvirta, Timo

multiplier type misspecification tests. Finite-sample properties of these procedures and tests are examined by simulation. An empirical application to daily stock returns and another one to daily exchange rate returns illustrate the functioning and properties of our modelling strategy in practice......In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the conditional variance to have a smooth time-varying structure of either ad- ditive or multiplicative type. The suggested parameterizations describe both nonlinearity and structural change...... in the conditional and unconditional variances where the transition between regimes over time is smooth. A modelling strategy for these new time-varying parameter GARCH models is developed. It relies on a sequence of Lagrange multiplier tests, and the adequacy of the estimated models is investigated by Lagrange...

On the synchronization of neural networks containing time-varying delays and sector nonlinearity

International Nuclear Information System (INIS)

Yan, J.-J.; Lin, J.-S.; Hung, M.-L.; Liao, T.-L.

2007-01-01

We present a systematic design procedure for synchronization of neural networks subject to time-varying delays and sector nonlinearity in the control input. Based on the drive-response concept and the Lyapunov stability theorem, a memoryless decentralized control law is proposed which guarantees exponential synchronization even when input nonlinearity is present. The supplementary requirement that the time-derivative of time-varying delays must be smaller than one is released for the proposed control scheme. A four-dimensional Hopfield neural network with time-varying delays is presented as the illustrative example to demonstrate the effectiveness of the proposed synchronization scheme

Asymptotic stability of discrete-time systems with time-varying delay subject to saturation nonlinearities

International Nuclear Information System (INIS)

Chen, S.-F.

2009-01-01

The asymptotic stability problem for discrete-time systems with time-varying delay subject to saturation nonlinearities is addressed in this paper. In terms of linear matrix inequalities (LMIs), a delay-dependent sufficient condition is derived to ensure the asymptotic stability. A numerical example is given to demonstrate the theoretical results.

Fast Time and Space Parallel Algorithms for Solution of Parabolic Partial Differential Equations

Science.gov (United States)

Fijany, Amir

1993-01-01

In this paper, fast time- and Space -Parallel agorithms for solution of linear parabolic PDEs are developed. It is shown that the seemingly strictly serial iterations of the time-stepping procedure for solution of the problem can be completed decoupled.

Optimal task mapping in safety-critical real-time parallel systems; Placement optimal de taches pour les systemes paralleles temps-reel critiques

Energy Technology Data Exchange (ETDEWEB)

Aussagues, Ch

1998-12-11

This PhD thesis is dealing with the correct design of safety-critical real-time parallel systems. Such systems constitutes a fundamental part of high-performance systems for command and control that can be found in the nuclear domain or more generally in parallel embedded systems. The verification of their temporal correctness is the core of this thesis. our contribution is mainly in the following three points: the analysis and extension of a programming model for such real-time parallel systems; the proposal of an original method based on a new operator of synchronized product of state machines task-graphs; the validation of the approach by its implementation and evaluation. The work addresses particularly the main problem of optimal task mapping on a parallel architecture, such that the temporal constraints are globally guaranteed, i.e. the timeliness property is valid. The results incorporate also optimally criteria for the sizing and correct dimensioning of a parallel system, for instance in the number of processing elements. These criteria are connected with operational constraints of the application domain. Our approach is based on the off-line analysis of the feasibility of the deadline-driven dynamic scheduling that is used to schedule tasks inside one processor. This leads us to define the synchronized-product, a system of linear, constraints is automatically generated and then allows to calculate a maximum load of a group of tasks and then to verify their timeliness constraints. The communications, their timeliness verification and incorporation to the mapping problem is the second main contribution of this thesis. FInally, the global solving technique dealing with both task and communication aspects has been implemented and evaluated in the framework of the OASIS project in the LETI research center at the CEA/Saclay. (author) 96 refs.

A Parallel Framework with Block Matrices of a Discrete Fourier Transform for Vector-Valued Discrete-Time Signals

Directory of Open Access Journals (Sweden)

Pablo Soto-Quiros

2015-01-01

Full Text Available This paper presents a parallel implementation of a kind of discrete Fourier transform (DFT: the vector-valued DFT. The vector-valued DFT is a novel tool to analyze the spectra of vector-valued discrete-time signals. This parallel implementation is developed in terms of a mathematical framework with a set of block matrix operations. These block matrix operations contribute to analysis, design, and implementation of parallel algorithms in multicore processors. In this work, an implementation and experimental investigation of the mathematical framework are performed using MATLAB with the Parallel Computing Toolbox. We found that there is advantage to use multicore processors and a parallel computing environment to minimize the high execution time. Additionally, speedup increases when the number of logical processors and length of the signal increase.

Testing and estimating time-varying elasticities of Swiss gasoline demand

International Nuclear Information System (INIS)

Neto, David

2012-01-01

This paper is intended to test and estimate time-varying elasticities for gasoline demand in Switzerland. For this purpose, a smooth time-varying cointegrating parameters model is investigated in order to describe smooth mutations of the Swiss gasoline demand. The methodology, based on Chebyshev polynomials, is rigorously outlined. Our empirical finding states that the time-invariance assumption does not hold for long-run price and income elasticities. Furthermore they highlight that gasoline demand passed through some periods of sensitivity and non sensitivity with respect to the price. Our empirical statements are of great importance to assess the performance of a gasoline tax as an instrument for CO 2 reduction policy. Indeed, such an instrument can contribute to reduce emissions of greenhouse gases only if the demand is not fully inelastic with respect to the price. Our results suggest that such a carbon-tax would not be always suitable since the price elasticity is found not stable over time and not always significant.

Parallel algorithms for mapping pipelined and parallel computations

Science.gov (United States)

Nicol, David M.

1988-01-01

Many computational problems in image processing, signal processing, and scientific computing are naturally structured for either pipelined or parallel computation. When mapping such problems onto a parallel architecture it is often necessary to aggregate an obvious problem decomposition. Even in this context the general mapping problem is known to be computationally intractable, but recent advances have been made in identifying classes of problems and architectures for which optimal solutions can be found in polynomial time. Among these, the mapping of pipelined or parallel computations onto linear array, shared memory, and host-satellite systems figures prominently. This paper extends that work first by showing how to improve existing serial mapping algorithms. These improvements have significantly lower time and space complexities: in one case a published O(nm sup 3) time algorithm for mapping m modules onto n processors is reduced to an O(nm log m) time complexity, and its space requirements reduced from O(nm sup 2) to O(m). Run time complexity is further reduced with parallel mapping algorithms based on these improvements, which run on the architecture for which they create the mappings.

Parallel PWTD-Accelerated Explicit Solution of the Time Domain Electric Field Volume Integral Equation

KAUST Repository

Liu, Yang

2016-03-25

A parallel plane-wave time-domain (PWTD)-accelerated explicit marching-on-in-time (MOT) scheme for solving the time domain electric field volume integral equation (TD-EFVIE) is presented. The proposed scheme leverages pulse functions and Lagrange polynomials to spatially and temporally discretize the electric flux density induced throughout the scatterers, and a finite difference scheme to compute the electric fields from the Hertz electric vector potentials radiated by the flux density. The flux density is explicitly updated during time marching by a predictor-corrector (PC) scheme and the vector potentials are efficiently computed by a scalar PWTD scheme. The memory requirement and computational complexity of the resulting explicit PWTD-PC-EFVIE solver scale as ( log ) s s O N N and ( ) s t O N N , respectively. Here, s N is the number of spatial basis functions and t N is the number of time steps. A scalable parallelization of the proposed MOT scheme on distributed- memory CPU clusters is described. The efficiency, accuracy, and applicability of the resulting (parallelized) PWTD-PC-EFVIE solver are demonstrated via its application to the analysis of transient electromagnetic wave interactions on canonical and real-life scatterers represented with up to 25 million spatial discretization elements.

Parallel PWTD-Accelerated Explicit Solution of the Time Domain Electric Field Volume Integral Equation

KAUST Repository

Liu, Yang; Al-Jarro, Ahmed; Bagci, Hakan; Michielssen, Eric

2016-01-01

A parallel plane-wave time-domain (PWTD)-accelerated explicit marching-on-in-time (MOT) scheme for solving the time domain electric field volume integral equation (TD-EFVIE) is presented. The proposed scheme leverages pulse functions and Lagrange polynomials to spatially and temporally discretize the electric flux density induced throughout the scatterers, and a finite difference scheme to compute the electric fields from the Hertz electric vector potentials radiated by the flux density. The flux density is explicitly updated during time marching by a predictor-corrector (PC) scheme and the vector potentials are efficiently computed by a scalar PWTD scheme. The memory requirement and computational complexity of the resulting explicit PWTD-PC-EFVIE solver scale as ( log ) s s O N N and ( ) s t O N N , respectively. Here, s N is the number of spatial basis functions and t N is the number of time steps. A scalable parallelization of the proposed MOT scheme on distributed- memory CPU clusters is described. The efficiency, accuracy, and applicability of the resulting (parallelized) PWTD-PC-EFVIE solver are demonstrated via its application to the analysis of transient electromagnetic wave interactions on canonical and real-life scatterers represented with up to 25 million spatial discretization elements.

Sensory-specific clock components and memory mechanisms: investigation with parallel timing.

Science.gov (United States)

Gamache, Pierre-Luc; Grondin, Simon

2010-05-01

A challenge for researchers in the time-perception field is to determine whether temporal processing is governed by a central mechanism or by multiple mechanisms working in concert. Behavioral studies of parallel timing offer interesting insights into the question, although the conclusions fail to converge. Most of these studies focus on the number-of-clocks issue, but the commonality of memory mechanisms involved in time processing is often neglected. The present experiment aims to address a straightforward question: do signals from different modalities marking time intervals share the same clock and/or the same memory resources? To this end, an interval reproduction task involving the parallel timing of two sensory signals presented either in the same modality or in different modalities was conducted. The memory component was tested by manipulating the delay separating the presentation of the target intervals and the moment when the reproduction of one of these began. Results show that there is more variance when only visually marked intervals are presented, and this effect is exacerbated with longer retention delays. Finally, when there is only one interval to process, encoding the interval with signals delivered from two modalities helps to reduce variance. Taken together, these results suggest that the hypothesis stating that there are sensory-specific clock components and memory mechanisms is viable.

Time-Varying Biased Proportional Guidance with Seeker’s Field-of-View Limit

OpenAIRE

Yang, Zhe; Wang, Hui; Lin, Defu

2016-01-01

Traditional guidance laws with range-to-go information or time-to-go estimation may not be implemented in passive homing missiles since passive seekers cannot measure relative range directly. A time-varying biased proportional guidance law, which only uses line-of-sight (LOS) rate and look angle information, is proposed to satisfy both impact angle constraint and seeker’s field-of-view (FOV) limit. In the proposed guidance law, two time-varying bias terms are applied to divide the trajectory ...

Simple Model with Time-Varying Fine-Structure ``Constant''

Science.gov (United States)

Berman, M. S.

2009-10-01

Extending the original version written in colaboration with L.A. Trevisan, we study the generalisation of Dirac's LNH, so that time-variation of the fine-structure constant, due to varying electrical and magnetic permittivities is included along with other variations (cosmological and gravitational ``constants''), etc. We consider the present Universe, and also an inflationary scenario. Rotation of the Universe is a given possibility in this model.

Scattering of a TEM wave from a time varying surface

Science.gov (United States)

Elcrat, Alan R.; Harder, T. Mark; Stonebraker, John T.

1990-03-01

A solution is given for reflection of a plane wave with TEM polarization from a planar surface with time varying properties. These properties are given in terms of the currents on the surface. The solution is obtained by numerically solving a system of differential-delay equations in the time domain.

Time Series Discord Detection in Medical Data using a Parallel Relational Database

Energy Technology Data Exchange (ETDEWEB)

Woodbridge, Diane; Rintoul, Mark Daniel; Wilson, Andrew T.; Goldstein, Richard

2015-10-01

Recent advances in sensor technology have made continuous real-time health monitoring available in both hospital and non-hospital settings. Since data collected from high frequency medical sensors includes a huge amount of data, storing and processing continuous medical data is an emerging big data area. Especially detecting anomaly in real time is important for patients’ emergency detection and prevention. A time series discord indicates a subsequence that has the maximum difference to the rest of the time series subsequences, meaning that it has abnormal or unusual data trends. In this study, we implemented two versions of time series discord detection algorithms on a high performance parallel database management system (DBMS) and applied them to 240 Hz waveform data collected from 9,723 patients. The initial brute force version of the discord detection algorithm takes each possible subsequence and calculates a distance to the nearest non-self match to find the biggest discords in time series. For the heuristic version of the algorithm, a combination of an array and a trie structure was applied to order time series data for enhancing time efficiency. The study results showed efficient data loading, decoding and discord searches in a large amount of data, benefiting from the time series discord detection algorithm and the architectural characteristics of the parallel DBMS including data compression, data pipe-lining, and task scheduling.

Contact Dynamics of EHL Contacts under Time Varying Conditions

NARCIS (Netherlands)

Venner, Cornelis H.; Popovici, G.; Wijnant, Ysbrand H.; Dalmaz, G.; Lubrecht, A.A.; Priest, M

2004-01-01

By means of numerical simulations of two situations with time varying operating conditions it is shown that the dynamic behaviour of Elasto-Hydrodynamically Lubricated contacts in terms of vibrations can be characterized as: Changes in the mutual approach lead to film thickness changes in the inlet

The extinction probability in systems randomly varying in time

Directory of Open Access Journals (Sweden)

Imre Pázsit

2017-09-01

Full Text Available The extinction probability of a branching process (a neutron chain in a multiplying medium is calculated for a system randomly varying in time. The evolution of the first two moments of such a process was calculated previously by the authors in a system randomly shifting between two states of different multiplication properties. The same model is used here for the investigation of the extinction probability. It is seen that the determination of the extinction probability is significantly more complicated than that of the moments, and it can only be achieved by pure numerical methods. The numerical results indicate that for systems fluctuating between two subcritical or two supercritical states, the extinction probability behaves as expected, but for systems fluctuating between a supercritical and a subcritical state, there is a crucial and unexpected deviation from the predicted behaviour. The results bear some significance not only for neutron chains in a multiplying medium, but also for the evolution of biological populations in a time-varying environment.

A derivation and scalable implementation of the synchronous parallel kinetic Monte Carlo method for simulating long-time dynamics

Science.gov (United States)

Byun, Hye Suk; El-Naggar, Mohamed Y.; Kalia, Rajiv K.; Nakano, Aiichiro; Vashishta, Priya

2017-10-01

Kinetic Monte Carlo (KMC) simulations are used to study long-time dynamics of a wide variety of systems. Unfortunately, the conventional KMC algorithm is not scalable to larger systems, since its time scale is inversely proportional to the simulated system size. A promising approach to resolving this issue is the synchronous parallel KMC (SPKMC) algorithm, which makes the time scale size-independent. This paper introduces a formal derivation of the SPKMC algorithm based on local transition-state and time-dependent Hartree approximations, as well as its scalable parallel implementation based on a dual linked-list cell method. The resulting algorithm has achieved a weak-scaling parallel efficiency of 0.935 on 1024 Intel Xeon processors for simulating biological electron transfer dynamics in a 4.2 billion-heme system, as well as decent strong-scaling parallel efficiency. The parallel code has been used to simulate a lattice of cytochrome complexes on a bacterial-membrane nanowire, and it is broadly applicable to other problems such as computational synthesis of new materials.

Tolerable Time-Varying Overflow on Grass-Covered Slopes

Directory of Open Access Journals (Sweden)

Steven A. Hughes

2015-03-01

Full Text Available Engineers require estimates of tolerable overtopping limits for grass-covered levees, dikes, and embankments that might experience steady overflow. Realistic tolerance estimates can be used for both resilient design and risk assessment. A simple framework is developed for estimating tolerable overtopping on grass-covered slopes caused by slowly-varying (in time overtopping discharge (e.g., events like storm surges or river flood waves. The framework adapts the well-known Hewlett curves of tolerable limiting velocity as a function of overflow duration. It has been hypothesized that the form of the Hewlett curves suggests that the grass erosion process is governed by the flow work on the slope above a critical threshold velocity (referred to as excess work, and the tolerable erosional limit is reached when the cumulative excess work exceeds a given value determined from the time-dependent Hewlett curves. The cumulative excess work is expressed in terms of overflow discharge above a critical discharge that slowly varies in time, similar to a discharge hydrograph. The methodology is easily applied using forecast storm surge hydrographs at specific locations where wave action is minimal. For preliminary planning purposes, when storm surge hydrographs are unavailable, hypothetical equations for the water level and overflow discharge hydrographs are proposed in terms of the values at maximum overflow and the total duration of overflow. An example application is given to illustrate use of the methodology.

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

Directory of Open Access Journals (Sweden)

Huihong Zhao

2012-01-01

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

Feynman’s clock, a new variational principle, and parallel-in-time quantum dynamics

Science.gov (United States)

McClean, Jarrod R.; Parkhill, John A.; Aspuru-Guzik, Alán

2013-01-01

We introduce a discrete-time variational principle inspired by the quantum clock originally proposed by Feynman and use it to write down quantum evolution as a ground-state eigenvalue problem. The construction allows one to apply ground-state quantum many-body theory to quantum dynamics, extending the reach of many highly developed tools from this fertile research area. Moreover, this formalism naturally leads to an algorithm to parallelize quantum simulation over time. We draw an explicit connection between previously known time-dependent variational principles and the time-embedded variational principle presented. Sample calculations are presented, applying the idea to a hydrogen molecule and the spin degrees of freedom of a model inorganic compound, demonstrating the parallel speedup of our method as well as its flexibility in applying ground-state methodologies. Finally, we take advantage of the unique perspective of this variational principle to examine the error of basis approximations in quantum dynamics. PMID:24062428

Parallel pipeline algorithm of real time star map preprocessing

Science.gov (United States)

Wang, Hai-yong; Qin, Tian-mu; Liu, Jia-qi; Li, Zhi-feng; Li, Jian-hua

2016-03-01

To improve the preprocessing speed of star map and reduce the resource consumption of embedded system of star tracker, a parallel pipeline real-time preprocessing algorithm is presented. The two characteristics, the mean and the noise standard deviation of the background gray of a star map, are firstly obtained dynamically by the means that the intervene of the star image itself to the background is removed in advance. The criterion on whether or not the following noise filtering is needed is established, then the extraction threshold value is assigned according to the level of background noise, so that the centroiding accuracy is guaranteed. In the processing algorithm, as low as two lines of pixel data are buffered, and only 100 shift registers are used to record the connected domain label, by which the problems of resources wasting and connected domain overflow are solved. The simulating results show that the necessary data of the selected bright stars could be immediately accessed in a delay time as short as 10us after the pipeline processing of a 496×496 star map in 50Mb/s is finished, and the needed memory and registers resource total less than 80kb. To verify the accuracy performance of the algorithm proposed, different levels of background noise are added to the processed ideal star map, and the statistic centroiding error is smaller than 1/23 pixel under the condition that the signal to noise ratio is greater than 1. The parallel pipeline algorithm of real time star map preprocessing helps to increase the data output speed and the anti-dynamic performance of star tracker.

Two-dimensional phononic crystals with time-varying properties: a multiple scattering analysis

International Nuclear Information System (INIS)

Wright, D W; Cobbold, R S C

2010-01-01

Multiple scattering theory is a versatile two- and three-dimensional method for characterizing the acoustic wave transmission through many scatterers. It provides analytical solutions to wave propagation in scattering structures, and its computational complexity grows logarithmically with the number of scatterers. In this paper we show how the 2D method can be adapted to include the effects of time-varying material parameters. Specifically, a new T-matrix is defined to include the effects of frequency modulation that occurs in time-varying phononic crystals. Solutions were verified against finite difference time domain (FDTD) simulations and showed excellent agreement. This new method enables fast characterization of time-varying phononic crystals without the need to resort to lengthy FDTD simulations. Also, the method of combining T-matrices to form the T-supermatrix remains unchanged provided that the new matrix definitions are used. The method is quite compatible with existing implementations of multiple scattering theory and could be readily extended to three-dimensional multiple scattering theory

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.

Time-varying effect moderation using the structural nested mean model: estimation using inverse-weighted regression with residuals

Science.gov (United States)

Almirall, Daniel; Griffin, Beth Ann; McCaffrey, Daniel F.; Ramchand, Rajeev; Yuen, Robert A.; Murphy, Susan A.

2014-01-01

This article considers the problem of examining time-varying causal effect moderation using observational, longitudinal data in which treatment, candidate moderators, and possible confounders are time varying. The structural nested mean model (SNMM) is used to specify the moderated time-varying causal effects of interest in a conditional mean model for a continuous response given time-varying treatments and moderators. We present an easy-to-use estimator of the SNMM that combines an existing regression-with-residuals (RR) approach with an inverse-probability-of-treatment weighting (IPTW) strategy. The RR approach has been shown to identify the moderated time-varying causal effects if the time-varying moderators are also the sole time-varying confounders. The proposed IPTW+RR approach provides estimators of the moderated time-varying causal effects in the SNMM in the presence of an additional, auxiliary set of known and measured time-varying confounders. We use a small simulation experiment to compare IPTW+RR versus the traditional regression approach and to compare small and large sample properties of asymptotic versus bootstrap estimators of the standard errors for the IPTW+RR approach. This article clarifies the distinction between time-varying moderators and time-varying confounders. We illustrate the methodology in a case study to assess if time-varying substance use moderates treatment effects on future substance use. PMID:23873437

Event Based Simulator for Parallel Computing over the Wide Area Network for Real Time Visualization

Science.gov (United States)

Sundararajan, Elankovan; Harwood, Aaron; Kotagiri, Ramamohanarao; Satria Prabuwono, Anton

As the computational requirement of applications in computational science continues to grow tremendously, the use of computational resources distributed across the Wide Area Network (WAN) becomes advantageous. However, not all applications can be executed over the WAN due to communication overhead that can drastically slowdown the computation. In this paper, we introduce an event based simulator to investigate the performance of parallel algorithms executed over the WAN. The event based simulator known as SIMPAR (SIMulator for PARallel computation), simulates the actual computations and communications involved in parallel computation over the WAN using time stamps. Visualization of real time applications require steady stream of processed data flow for visualization purposes. Hence, SIMPAR may prove to be a valuable tool to investigate types of applications and computing resource requirements to provide uninterrupted flow of processed data for real time visualization purposes. The results obtained from the simulation show concurrence with the expected performance using the L-BSP model.

Identification of Time Varying Civil Engineering Structures using Multivariate Recursive Time Domain Models

DEFF Research Database (Denmark)

Andersen, P.; Skjærbæk, P. S.; Kirkegaard, Poul Henning

with the smoothed quanties which have been obtained from SARCOF. The results show the usefulness of the technique for identification of a time varying civil engineering structure. It is found that all the techniques give reliable estiates of the frequencies of the two lowest modes and the first mode shape. Only...

Stochastic analysis of epidemics on adaptive time varying networks

Science.gov (United States)

Kotnis, Bhushan; Kuri, Joy

2013-06-01

Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an “adaptive threshold,” i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

Time parallelization of advanced operation scenario simulations of ITER plasma

International Nuclear Information System (INIS)

Samaddar, D; Casper, T A; Kim, S H; Houlberg, W A; Berry, L A; Elwasif, W R; Batchelor, D

2013-01-01

This work demonstrates that simulations of advanced burning plasma operation scenarios can be successfully parallelized in time using the parareal algorithm. CORSICA -an advanced operation scenario code for tokamak plasmas is used as a test case. This is a unique application since the parareal algorithm has so far been applied to relatively much simpler systems except for the case of turbulence. In the present application, a computational gain of an order of magnitude has been achieved which is extremely promising. A successful implementation of the Parareal algorithm to codes like CORSICA ushers in the possibility of time efficient simulations of ITER plasmas.

Quantitative analysis of pulmonary perfusion using time-resolved parallel 3D MRI - initial results

International Nuclear Information System (INIS)

Fink, C.; Buhmann, R.; Plathow, C.; Puderbach, M.; Kauczor, H.U.; Risse, F.; Ley, S.; Meyer, F.J.

2004-01-01

Purpose: to assess the use of time-resolved parallel 3D MRI for a quantitative analysis of pulmonary perfusion in patients with cardiopulmonary disease. Materials and methods: eight patients with pulmonary embolism or pulmonary hypertension were examined with a time-resolved 3D gradient echo pulse sequence with parallel imaging techniques (FLASH 3D, TE/TR: 0.8/1.9 ms; flip angle: 40 ; GRAPPA). A quantitative perfusion analysis based on indicator dilution theory was performed using a dedicated software. Results: patients with pulmonary embolism or chronic thromboembolic pulmonary hypertension revealed characteristic wedge-shaped perfusion defects at perfusion MRI. They were characterized by a decreased pulmonary blood flow (PBF) and pulmonary blood volume (PBV) and increased mean transit time (MTT). Patients with primary pulmonary hypertension or eisenmenger syndrome showed a more homogeneous perfusion pattern. The mean MTT of all patients was 3.3 - 4.7 s. The mean PBF and PBV showed a broader interindividual variation (PBF: 104-322 ml/100 ml/min; PBV: 8 - 21 ml/100 ml). Conclusion: time-resolved parallel 3D MRI allows at least a semi-quantitative assessment of lung perfusion. Future studies will have to assess the clinical value of this quantitative information for the diagnosis and management of cardiopulmonary disease. (orig.) [de

Time-varying long term memory in the European Union stock markets

Science.gov (United States)

Sensoy, Ahmet; Tabak, Benjamin M.

2015-10-01

This paper proposes a new efficiency index to model time-varying inefficiency in stock markets. We focus on European stock markets and show that they have different degrees of time-varying efficiency. We observe that the 2008 global financial crisis has an adverse effect on almost all EU stock markets. However, the Eurozone sovereign debt crisis has a significant adverse effect only on the markets in France, Spain and Greece. For the late members, joining EU does not have a uniform effect on stock market efficiency. Our results have important implications for policy makers, investors, risk managers and academics.

Adaptive Neural Network Control for Nonlinear Hydraulic Servo-System with Time-Varying State Constraints

Directory of Open Access Journals (Sweden)

Shu-Min Lu

2017-01-01

Full Text Available An adaptive neural network control problem is addressed for a class of nonlinear hydraulic servo-systems with time-varying state constraints. In view of the low precision problem of the traditional hydraulic servo-system which is caused by the tracking errors surpassing appropriate bound, the previous works have shown that the constraint for the system is a good way to solve the low precision problem. Meanwhile, compared with constant constraints, the time-varying state constraints are more general in the actual systems. Therefore, when the states of the system are forced to obey bounded time-varying constraint conditions, the high precision tracking performance of the system can be easily realized. In order to achieve this goal, the time-varying barrier Lyapunov function (TVBLF is used to prevent the states from violating time-varying constraints. By the backstepping design, the adaptive controller will be obtained. A radial basis function neural network (RBFNN is used to estimate the uncertainties. Based on analyzing the stability of the hydraulic servo-system, we show that the error signals are bounded in the compacts sets; the time-varying state constrains are never violated and all singles of the hydraulic servo-system are bounded. The simulation and experimental results show that the tracking accuracy of system is improved and the controller has fast tracking ability and strong robustness.

Endogenous time-varying risk aversion and asset returns.

Science.gov (United States)

Berardi, Michele

2016-01-01

Stylized facts about statistical properties for short horizon returns in financial markets have been identified in the literature, but a satisfactory understanding for their manifestation is yet to be achieved. In this work, we show that a simple asset pricing model with representative agent is able to generate time series of returns that replicate such stylized facts if the risk aversion coefficient is allowed to change endogenously over time in response to unexpected excess returns under evolutionary forces. The same model, under constant risk aversion, would instead generate returns that are essentially Gaussian. We conclude that an endogenous time-varying risk aversion represents a very parsimonious way to make the model match real data on key statistical properties, and therefore deserves careful consideration from economists and practitioners alike.

Externally calibrated parallel imaging for 3D multispectral imaging near metallic implants using broadband ultrashort echo time imaging.

Science.gov (United States)

Wiens, Curtis N; Artz, Nathan S; Jang, Hyungseok; McMillan, Alan B; Reeder, Scott B

2017-06-01

To develop an externally calibrated parallel imaging technique for three-dimensional multispectral imaging (3D-MSI) in the presence of metallic implants. A fast, ultrashort echo time (UTE) calibration acquisition is proposed to enable externally calibrated parallel imaging techniques near metallic implants. The proposed calibration acquisition uses a broadband radiofrequency (RF) pulse to excite the off-resonance induced by the metallic implant, fully phase-encoded imaging to prevent in-plane distortions, and UTE to capture rapidly decaying signal. The performance of the externally calibrated parallel imaging reconstructions was assessed using phantoms and in vivo examples. Phantom and in vivo comparisons to self-calibrated parallel imaging acquisitions show that significant reductions in acquisition times can be achieved using externally calibrated parallel imaging with comparable image quality. Acquisition time reductions are particularly large for fully phase-encoded methods such as spectrally resolved fully phase-encoded three-dimensional (3D) fast spin-echo (SR-FPE), in which scan time reductions of up to 8 min were obtained. A fully phase-encoded acquisition with broadband excitation and UTE enabled externally calibrated parallel imaging for 3D-MSI, eliminating the need for repeated calibration regions at each frequency offset. Significant reductions in acquisition time can be achieved, particularly for fully phase-encoded methods like SR-FPE. Magn Reson Med 77:2303-2309, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

Estimating time-varying exposure-outcome associations using case-control data: logistic and case-cohort analyses.

Science.gov (United States)

Keogh, Ruth H; Mangtani, Punam; Rodrigues, Laura; Nguipdop Djomo, Patrick

2016-01-05

Traditional analyses of standard case-control studies using logistic regression do not allow estimation of time-varying associations between exposures and the outcome. We present two approaches which allow this. The motivation is a study of vaccine efficacy as a function of time since vaccination. Our first approach is to estimate time-varying exposure-outcome associations by fitting a series of logistic regressions within successive time periods, reusing controls across periods. Our second approach treats the case-control sample as a case-cohort study, with the controls forming the subcohort. In the case-cohort analysis, controls contribute information at all times they are at risk. Extensions allow left truncation, frequency matching and, using the case-cohort analysis, time-varying exposures. Simulations are used to investigate the methods. The simulation results show that both methods give correct estimates of time-varying effects of exposures using standard case-control data. Using the logistic approach there are efficiency gains by reusing controls over time and care should be taken over the definition of controls within time periods. However, using the case-cohort analysis there is no ambiguity over the definition of controls. The performance of the two analyses is very similar when controls are used most efficiently under the logistic approach. Using our methods, case-control studies can be used to estimate time-varying exposure-outcome associations where they may not previously have been considered. The case-cohort analysis has several advantages, including that it allows estimation of time-varying associations as a continuous function of time, while the logistic regression approach is restricted to assuming a step function form for the time-varying association.

Structural nested mean models for assessing time-varying effect moderation.

Science.gov (United States)

Almirall, Daniel; Ten Have, Thomas; Murphy, Susan A

2010-03-01

This article considers the problem of assessing causal effect moderation in longitudinal settings in which treatment (or exposure) is time varying and so are the covariates said to moderate its effect. Intermediate causal effects that describe time-varying causal effects of treatment conditional on past covariate history are introduced and considered as part of Robins' structural nested mean model. Two estimators of the intermediate causal effects, and their standard errors, are presented and discussed: The first is a proposed two-stage regression estimator. The second is Robins' G-estimator. The results of a small simulation study that begins to shed light on the small versus large sample performance of the estimators, and on the bias-variance trade-off between the two estimators are presented. The methodology is illustrated using longitudinal data from a depression study.

Parallel processing for a 1-D time-dependent solution to impurity rate equations for fusion plasma simulations

International Nuclear Information System (INIS)

Veerasingam, R.

1990-01-01

In fusion plasmas impurities such as carbon, oxygen or nickel can contaminate the plasma and cause degradation of the performance of a fusion device through radiation. However, impurities can also be used as diagnostics to obtain information about a plasma through spectroscopic experiments which can then be used in plasma modeling and simulations. In the past, serial algorithms have been described for either the time dependent or steady state problem. In this paper, we describe a parallel procedure adopted to solve the time-dependent problem. It can be shown that for the steady state problem a parallel procedure would not be a useful application of parallelization because a few seconds of the Central Processing Unit time on a CRAY-XMP or IBM 3090/600S would suffice to obtain the solution, while this is not the case for the time-dependent problem. In order to study the effects of low Z and high Z impurities on the final state of a plasma, time-dependent solutions are necessary. For purposes of diagnostics and comparisons with experiments, a fast turn around time of the simulations would be advantageous. We have implemented a parallel algorithm on and IBM 3090/600S and tested its performance for a typical set of fusion plasma parameters. 4 refs., 1 tab

Local inertial oscillations in the surface ocean generated by time-varying winds

Science.gov (United States)

Chen, Shengli; Polton, Jeff A.; Hu, Jianyu; Xing, Jiuxing

2015-12-01

A new relationship is presented to give a review study on the evolution of inertial oscillations in the surface ocean locally generated by time-varying wind stress. The inertial oscillation is expressed as the superposition of a previous oscillation and a newly generated oscillation, which depends upon the time-varying wind stress. This relationship is employed to investigate some idealized wind change events. For a wind series varying temporally with different rates, the induced inertial oscillation is dominated by the wind with the greatest variation. The resonant wind, which rotates anti-cyclonically at the local inertial frequency with time, produces maximal amplitude of inertial oscillations, which grows monotonically. For the wind rotating at non-inertial frequencies, the responses vary periodically, with wind injecting inertial energy when it is in phase with the currents, but removing inertial energy when it is out of phase. The wind rotating anti-cyclonically with time is much more favorable to generate inertial oscillations than the cyclonic rotating wind. The wind with a frequency closer to the inertial frequency generates stronger inertial oscillations. For a diurnal wind, the induced inertial oscillation is dependent on latitude and is most significant at 30 °. This relationship is also applied to examine idealized moving cyclones. The inertial oscillation is much stronger on the right-hand side of the cyclone path than on the left-hand side (in the northern hemisphere). This is due to the wind being anti-cyclonic with time on the right-hand side, but cyclonic on the other side. The inertial oscillation varies with the cyclone translation speed. The optimal translation speed generating the greatest inertial oscillations is 2 m/s at the latitude of 10 ° and gradually increases to 6 m/s at the latitude of 30 °.

Network Coded Cooperation Over Time-Varying Channels

DEFF Research Database (Denmark)

Khamfroush, Hana; Roetter, Daniel Enrique Lucani; Barros, João

2014-01-01

transmissions, e.g., in terms of the rate of packet transmission or the energy consumption. A comprehensive analysis of the MDP solution is carried out under different network conditions to extract optimal rules of packet transmission. Inspired by the extracted rules, we propose two near-optimal heuristics......In this paper, we investigate the optimal design of cooperative network-coded strategies for a three-node wireless network with time-varying, half-duplex erasure channels. To this end, we formulate the problem of minimizing the total cost of transmitting M packets from source to two receivers...... as a Markov Decision Process (MDP). The actions of the MDP model include the source and the type of transmission to be used in a given time slot given perfect knowledge of the system state. The cost of packet transmission is defined such that it can incorporate the difference between broadcast and unicast...

Frequency-scanning interferometry using a time-varying Kalman filter for dynamic tracking measurements.

Science.gov (United States)

Jia, Xingyu; Liu, Zhigang; Tao, Long; Deng, Zhongwen

2017-10-16

Frequency scanning interferometry (FSI) with a single external cavity diode laser (ECDL) and time-invariant Kalman filtering is an effective technique for measuring the distance of a dynamic target. However, due to the hysteresis of the piezoelectric ceramic transducer (PZT) actuator in the ECDL, the optical frequency sweeps of the ECDL exhibit different behaviors, depending on whether the frequency is increasing or decreasing. Consequently, the model parameters of Kalman filter appear time varying in each iteration, which produces state estimation errors with time-invariant filtering. To address this, in this paper, a time-varying Kalman filter is proposed to model the instantaneous movement of a target relative to the different optical frequency tuning durations of the ECDL. The combination of the FSI method with the time-varying Kalman filter was theoretically analyzed, and the simulation and experimental results show the proposed method greatly improves the performance of dynamic FSI measurements.

A behavioral asset pricing model with a time-varying second moment

International Nuclear Information System (INIS)

Chiarella, Carl; He Xuezhong; Wang, Duo

2006-01-01

We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted averaging process. Through a stability, bifurcation, and normal form analysis, the market impact of the weighting process and time-varying second moment are examined. It is found that the fundamental price becomes stable (unstable) when the activities from both types of traders are balanced (unbalanced). When the fundamental price becomes unstable, the weighting process leads to different price dynamics, depending on whether the chartists act as either trend followers or contrarians. It is also found that a time-varying second moment of the chartists does not change the stability of the fundamental price, but it does influence the stability of the bifurcations. The bifurcation becomes stable (unstable) when the chartists are more (less) concerned about the market risk characterized by the time-varying second moment. Different routes to complicated price dynamics are also observed. The analysis provides an analytical foundation for the statistical analysis of the corresponding stochastic version of this type of behavioral model

Estimating time-varying exposure-outcome associations using case-control data: logistic and case-cohort analyses

Directory of Open Access Journals (Sweden)

Ruth H. Keogh

2016-01-01

Full Text Available Abstract Background Traditional analyses of standard case-control studies using logistic regression do not allow estimation of time-varying associations between exposures and the outcome. We present two approaches which allow this. The motivation is a study of vaccine efficacy as a function of time since vaccination. Methods Our first approach is to estimate time-varying exposure-outcome associations by fitting a series of logistic regressions within successive time periods, reusing controls across periods. Our second approach treats the case-control sample as a case-cohort study, with the controls forming the subcohort. In the case-cohort analysis, controls contribute information at all times they are at risk. Extensions allow left truncation, frequency matching and, using the case-cohort analysis, time-varying exposures. Simulations are used to investigate the methods. Results The simulation results show that both methods give correct estimates of time-varying effects of exposures using standard case-control data. Using the logistic approach there are efficiency gains by reusing controls over time and care should be taken over the definition of controls within time periods. However, using the case-cohort analysis there is no ambiguity over the definition of controls. The performance of the two analyses is very similar when controls are used most efficiently under the logistic approach. Conclusions Using our methods, case-control studies can be used to estimate time-varying exposure-outcome associations where they may not previously have been considered. The case-cohort analysis has several advantages, including that it allows estimation of time-varying associations as a continuous function of time, while the logistic regression approach is restricted to assuming a step function form for the time-varying association.

Parallel paving: An algorithm for generating distributed, adaptive, all-quadrilateral meshes on parallel computers

Energy Technology Data Exchange (ETDEWEB)

Lober, R.R.; Tautges, T.J.; Vaughan, C.T.

1997-03-01

Paving is an automated mesh generation algorithm which produces all-quadrilateral elements. It can additionally generate these elements in varying sizes such that the resulting mesh adapts to a function distribution, such as an error function. While powerful, conventional paving is a very serial algorithm in its operation. Parallel paving is the extension of serial paving into parallel environments to perform the same meshing functions as conventional paving only on distributed, discretized models. This extension allows large, adaptive, parallel finite element simulations to take advantage of paving`s meshing capabilities for h-remap remeshing. A significantly modified version of the CUBIT mesh generation code has been developed to host the parallel paving algorithm and demonstrate its capabilities on both two dimensional and three dimensional surface geometries and compare the resulting parallel produced meshes to conventionally paved meshes for mesh quality and algorithm performance. Sandia`s {open_quotes}tiling{close_quotes} dynamic load balancing code has also been extended to work with the paving algorithm to retain parallel efficiency as subdomains undergo iterative mesh refinement.

LUCKY-TD code for solving the time-dependent transport equation with the use of parallel computations

Energy Technology Data Exchange (ETDEWEB)

Moryakov, A. V., E-mail: sailor@orc.ru [National Research Centre Kurchatov Institute (Russian Federation)

2016-12-15

An algorithm for solving the time-dependent transport equation in the P{sub m}S{sub n} group approximation with the use of parallel computations is presented. The algorithm is implemented in the LUCKY-TD code for supercomputers employing the MPI standard for the data exchange between parallel processes.

Robust stabilisation of time-varying delay systems with probabilistic uncertainties

Science.gov (United States)

Jiang, Ning; Xiong, Junlin; Lam, James

2016-09-01

For robust stabilisation of time-varying delay systems, only sufficient conditions are available to date. A natural question is as follows: if the existing sufficient conditions are not satisfied, and hence no controllers can be found, what can one do to improve the stability performance of time-varying delay systems? This question is addressed in this paper when there is a probabilistic structure on the parameter uncertainty set. A randomised algorithm is proposed to design a state-feedback controller, which stabilises the system over the uncertainty domain in a probabilistic sense. The capability of the designed controller is quantified by the probability of stability of the resulting closed-loop system. The accuracy of the solution obtained from the randomised algorithm is also analysed. Finally, numerical examples are used to illustrate the effectiveness and advantages of the developed controller design approach.

Robust Stabilization of Discrete-Time Systems with Time-Varying Delay: An LMI Approach

Directory of Open Access Journals (Sweden)

Valter J. S. Leite

2008-01-01

Full Text Available Sufficient linear matrix inequality (LMI conditions to verify the robust stability and to design robust state feedback gains for the class of linear discrete-time systems with time-varying delay and polytopic uncertainties are presented. The conditions are obtained through parameter-dependent Lyapunov-Krasovskii functionals and use some extra variables, which yield less conservative LMI conditions. Both problems, robust stability analysis and robust synthesis, are formulated as convex problems where all system matrices can be affected by uncertainty. Some numerical examples are presented to illustrate the advantages of the proposed LMI conditions.

A queueing network model to analyze the impact of parallelization of care on patient cycle time.

Science.gov (United States)

Jiang, Lixiang; Giachetti, Ronald E

2008-09-01

The total time a patient spends in an outpatient facility, called the patient cycle time, is a major contributor to overall patient satisfaction. A frequently recommended strategy to reduce the total time is to perform some activities in parallel thereby shortening patient cycle time. To analyze patient cycle time this paper extends and improves upon existing multi-class open queueing network model (MOQN) so that the patient flow in an urgent care center can be modeled. Results of the model are analyzed using data from an urgent care center contemplating greater parallelization of patient care activities. The results indicate that parallelization can reduce the cycle time for those patient classes which require more than one diagnostic and/ or treatment intervention. However, for many patient classes there would be little if any improvement, indicating the importance of tools to analyze business process reengineering rules. The paper makes contributions by implementing an approximation for fork/join queues in the network and by improving the approximation for multiple server queues in both low traffic and high traffic conditions. We demonstrate the accuracy of the MOQN results through comparisons to simulation results.

The optimal manufacturing batch size with rework under time-varying demand process for a finite time horizon

Science.gov (United States)

Musa, Sarah; Supadi, Siti Suzlin; Omar, Mohd

2014-07-01

Rework is one of the solutions to some of the main issues in reverse logistic and green supply chain as it reduces production cost and environmental problem. Many researchers focus on developing rework model, but to the knowledge of the author, none of them has developed a model for time-varying demand rate. In this paper, we extend previous works and develop multiple batch production system for time-varying demand rate with rework. In this model, the rework is done within the same production cycle.

Robust stability analysis of uncertain stochastic neural networks with interval time-varying delay

International Nuclear Information System (INIS)

Feng Wei; Yang, Simon X.; Fu Wei; Wu Haixia

2009-01-01

This paper addresses the stability analysis problem for uncertain stochastic neural networks with interval time-varying delays. The parameter uncertainties are assumed to be norm bounded, and the delay factor is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. A sufficient condition is derived such that for all admissible uncertainties, the considered neural network is robustly, globally, asymptotically stable in the mean square. Some stability criteria are formulated by means of the feasibility of a linear matrix inequality (LMI), which can be effectively solved by some standard numerical packages. Finally, numerical examples are provided to demonstrate the usefulness of the proposed criteria.

Nonlinearly Activated Neural Network for Solving Time-Varying Complex Sylvester Equation.

Science.gov (United States)

Li, Shuai; Li, Yangming

2013-10-28

The Sylvester equation is often encountered in mathematics and control theory. For the general time-invariant Sylvester equation problem, which is defined in the domain of complex numbers, the Bartels-Stewart algorithm and its extensions are effective and widely used with an O(n³) time complexity. When applied to solving the time-varying Sylvester equation, the computation burden increases intensively with the decrease of sampling period and cannot satisfy continuous realtime calculation requirements. For the special case of the general Sylvester equation problem defined in the domain of real numbers, gradient-based recurrent neural networks are able to solve the time-varying Sylvester equation in real time, but there always exists an estimation error while a recently proposed recurrent neural network by Zhang et al [this type of neural network is called Zhang neural network (ZNN)] converges to the solution ideally. The advancements in complex-valued neural networks cast light to extend the existing real-valued ZNN for solving the time-varying real-valued Sylvester equation to its counterpart in the domain of complex numbers. In this paper, a complex-valued ZNN for solving the complex-valued Sylvester equation problem is investigated and the global convergence of the neural network is proven with the proposed nonlinear complex-valued activation functions. Moreover, a special type of activation function with a core function, called sign-bi-power function, is proven to enable the ZNN to converge in finite time, which further enhances its advantage in online processing. In this case, the upper bound of the convergence time is also derived analytically. Simulations are performed to evaluate and compare the performance of the neural network with different parameters and activation functions. Both theoretical analysis and numerical simulations validate the effectiveness of the proposed method.

Delay-Dependent Exponential Stability for Discrete-Time BAM Neural Networks with Time-Varying Delays

Directory of Open Access Journals (Sweden)

Yonggang Chen

2008-01-01

Full Text Available This paper considers the delay-dependent exponential stability for discrete-time BAM neural networks with time-varying delays. By constructing the new Lyapunov functional, the improved delay-dependent exponential stability criterion is derived in terms of linear matrix inequality (LMI. Moreover, in order to reduce the conservativeness, some slack matrices are introduced in this paper. Two numerical examples are presented to show the effectiveness and less conservativeness of the proposed method.

Sojourn time asymptotics in Processor Sharing queues with varying service rate

NARCIS (Netherlands)

Egorova, R.; Mandjes, M.R.H.; Zwart, B.

2007-01-01

Abstract This paper addresses the sojourn time asymptotics for a GI/GI/⋅ queue operating under the Processor Sharing (PS) discipline with stochastically varying service rate. Our focus is on the logarithmic estimates of the tail of sojourn-time distribution, under the assumption that the job-size

A Method of Time-Varying Rayleigh Channel Tracking in MIMO Radio System

Institute of Scientific and Technical Information of China (English)

GONG Yan-fei; HE Zi-shu; HAN Chun-lin

2005-01-01

A method of MIMO channel tracking based on Kalman filter and MMSE-DFE is proposed. The Kalman filter tracks the time-varying channel by using the MMSE-DFE decision and the MMSE-DFE conducts the next decision by using the channel estimates produced by the Kalman filter. Polynomial fitting is used to bridge the gap between the channel estimates produced by the Kalman filter and those needed for the DFE decision. Computer simulation demonstrates that this method can track the MIMO time-varying channel effectively.

Models of quality-adjusted life years when health varies over time

DEFF Research Database (Denmark)

Hansen, Kristian Schultz; Østerdal, Lars Peter Raahave

2006-01-01

Qualityadjusted life year (QALY) models are widely used for economic evaluation in the health care sector. In the first part of the paper, we establish an overview of QALY models where health varies over time and provide a theoretical analysis of model identification and parameter estimation from...... time tradeoff (TTO) and standard gamble (SG) scores. We investigate deterministic and probabilistic models and consider five different families of discounting functions in all. The second part of the paper discusses four issues recurrently debated in the literature. This discussion includes questioning...... of these two can be used to disentangle risk aversion from discounting. We find that caution must be taken when drawing conclusions from models with chronic health states to situations where health varies over time. One notable difference is that in the former case, risk aversion may be indistinguishable from...

A proposal simulated annealing algorithm for proportional parallel flow shops with separated setup times

Directory of Open Access Journals (Sweden)

Helio Yochihiro Fuchigami

2014-08-01

Full Text Available This article addresses the problem of minimizing makespan on two parallel flow shops with proportional processing and setup times. The setup times are separated and sequence-independent. The parallel flow shop scheduling problem is a specific case of well-known hybrid flow shop, characterized by a multistage production system with more than one machine working in parallel at each stage. This situation is very common in various kinds of companies like chemical, electronics, automotive, pharmaceutical and food industries. This work aimed to propose six Simulated Annealing algorithms, their perturbation schemes and an algorithm for initial sequence generation. This study can be classified as “applied research” regarding the nature, “exploratory” about the objectives and “experimental” as to procedures, besides the “quantitative” approach. The proposed algorithms were effective regarding the solution and computationally efficient. Results of Analysis of Variance (ANOVA revealed no significant difference between the schemes in terms of makespan. It’s suggested the use of PS4 scheme, which moves a subsequence of jobs, for providing the best percentage of success. It was also found that there is a significant difference between the results of the algorithms for each value of the proportionality factor of the processing and setup times of flow shops.

Time-varying causality between energy consumption, CO2 emissions, and economic growth: evidence from US states.

Science.gov (United States)

Tzeremes, Panayiotis

2018-02-01

This study is the first attempt to investigate the relationship between CO 2 emissions, energy consumption, and economic growth at a state level, for the 50 US states, through a time-varying causality approach using annual data over the periods 1960-2010. The time-varying causality test facilitates the better understanding of the causal relationship between the covariates owing to the fact that it might identify causalities when the time-constant hypothesis is rejected. Our findings indicate the existence of a time-varying causality at the state level. Specifically, the results probe eight bidirectional time-varying causalities between energy consumption and CO 2 emission, six cases of two-way time-varying causalities between economic growth and energy consumption, and five bidirectional time-varying causalities between economic growth and CO 2 emission. Moreover, we examine the traditional environmental Kuznets curve hypothesis for the states. Notably, our results do not endorse the validity of the EKC, albeit the majority of states support an inverted N-shaped relationship. Lastly, we can identify multiple policy implications based on the empirical results.

Design of high-performance parallelized gene predictors in MATLAB.

Science.gov (United States)

Rivard, Sylvain Robert; Mailloux, Jean-Gabriel; Beguenane, Rachid; Bui, Hung Tien

2012-04-10

This paper proposes a method of implementing parallel gene prediction algorithms in MATLAB. The proposed designs are based on either Goertzel's algorithm or on FFTs and have been implemented using varying amounts of parallelism on a central processing unit (CPU) and on a graphics processing unit (GPU). Results show that an implementation using a straightforward approach can require over 4.5 h to process 15 million base pairs (bps) whereas a properly designed one could perform the same task in less than five minutes. In the best case, a GPU implementation can yield these results in 57 s. The present work shows how parallelism can be used in MATLAB for gene prediction in very large DNA sequences to produce results that are over 270 times faster than a conventional approach. This is significant as MATLAB is typically overlooked due to its apparent slow processing time even though it offers a convenient environment for bioinformatics. From a practical standpoint, this work proposes two strategies for accelerating genome data processing which rely on different parallelization mechanisms. Using a CPU, the work shows that direct access to the MEX function increases execution speed and that the PARFOR construct should be used in order to take full advantage of the parallelizable Goertzel implementation. When the target is a GPU, the work shows that data needs to be segmented into manageable sizes within the GFOR construct before processing in order to minimize execution time.

Multi-disciplinary techniques for understanding time-varying space-based imagery

Science.gov (United States)

Casasent, D.; Sanderson, A.; Kanade, T.

1984-06-01

A multidisciplinary program for space-based image processing is reported. This project combines optical and digital processing techniques and pattern recognition, image understanding and artificial intelligence methodologies. Time change image processing was recognized as the key issue to be addressed. Three time change scenarios were defined based on the frame rate of the data change. This report details the recent research on: various statistical and deterministic image features, recognition of sub-pixel targets in time varying imagery, and 3-D object modeling and recognition.

Similarity solutions of time-dependent relativistic radiation-hydrodynamical plane-parallel flows

Science.gov (United States)

Fukue, Jun

2018-04-01

Similarity solutions are examined for the frequency-integrated relativistic radiation-hydrodynamical flows, which are described by the comoving quantities. The flows are vertical plane-parallel time-dependent ones with a gray opacity coefficient. For adequate boundary conditions, the flows are accelerated in a somewhat homologous manner, but terminate at some singular locus, which originates from the pathological behavior in relativistic radiation moment equations truncated in finite orders.

Robustness analysis of the Zhang neural network for online time-varying quadratic optimization

International Nuclear Information System (INIS)

Zhang Yunong; Ruan Gongqin; Li Kene; Yang Yiwen

2010-01-01

A general type of recurrent neural network (termed as Zhang neural network, ZNN) has recently been proposed by Zhang et al for the online solution of time-varying quadratic-minimization (QM) and quadratic-programming (QP) problems. Global exponential convergence of the ZNN could be achieved theoretically in an ideal error-free situation. In this paper, with the normal differentiation and dynamics-implementation errors considered, the robustness properties of the ZNN model are investigated for solving these time-varying problems. In addition, linear activation functions and power-sigmoid activation functions could be applied to such a perturbed ZNN model. Both theoretical-analysis and computer-simulation results demonstrate the good ZNN robustness and superior performance for online time-varying QM and QP problem solving, especially when using power-sigmoid activation functions.

Time-resolved terahertz spectroscopy in a parallel-plate waveguide

DEFF Research Database (Denmark)

Cooke, David; Jepsen, Peter Uhd

2009-01-01

The parallel plate waveguide (PPWG), formed by two conducting parallel plates separated by a distance on the order of the wavelength of the propagating light, has shown itself to be a near ideal terahertz interconnect exhibiting low loss and dispersionless propagation.[1] It is also a useful tool...

Exponential stability of fuzzy cellular neural networks with constant and time-varying delays

International Nuclear Information System (INIS)

Liu Yanqing; Tang Wansheng

2004-01-01

In this Letter, the global stability of delayed fuzzy cellular neural networks (FCNN) with either constant delays or time varying delays is proposed. Firstly, we give the existence and uniqueness of the equilibrium point by using the theory of topological degree and the properties of nonsingular M-matrix and the sufficient conditions for ascertaining the global exponential stability by constructing a suitable Lyapunov functional. Secondly, the criteria for guaranteeing the global exponential stability of FCNN with time varying delays are given and the estimation of exponential convergence rate with regard to speed of vary of delays is presented by constructing a suitable Lyapunov functional

Tracking control of time-varying knee exoskeleton disturbed by interaction torque.

Science.gov (United States)

Li, Zhan; Ma, Wenhao; Yin, Ziguang; Guo, Hongliang

2017-11-01

Knee exoskeletons have been increasingly applied as assistive devices to help lower-extremity impaired people to make their knee joints move through providing external movement compensation. Tracking control of knee exoskeletons guided by human intentions often encounters time-varying (time-dependent) issues and the disturbance interaction torque, which may dramatically put an influence up on their dynamic behaviors. Inertial and viscous parameters of knee exoskeletons can be estimated to be time-varying due to unexpected mechanical vibrations and contact interactions. Moreover, the interaction torque produced from knee joint of wearers has an evident disturbance effect on regular motions of knee exoskeleton. All of these points can increase difficultly of accurate control of knee exoskeletons to follow desired joint angle trajectories. This paper proposes a novel control strategy for controlling knee exoskeleton with time-varying inertial and viscous coefficients disturbed by interaction torque. Such designed controller is able to make the tracking error of joint angle of knee exoskeletons exponentially converge to zero. Meanwhile, the proposed approach is robust to guarantee the tracking error bounded when the interaction torque exists. Illustrative simulation and experiment results are presented to show efficiency of the proposed controller. Additionally, comparisons with gradient dynamic (GD) approach and other methods are also presented to demonstrate efficiency and superiority of the proposed control strategy for tracking joint angle of knee exoskeleton. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Forced solitary Rossby waves under the influence of slowly varying topography with time

International Nuclear Information System (INIS)

Yang Hong-Wei; Yin Bao-Shu; Yang De-Zhou; Xu Zhen-Hua

2011-01-01

By using a weakly nonlinear and perturbation method, the generalized inhomogeneous Korteweg—de Vries (KdV)—Burgers equation is derived, which governs the evolution of the amplitude of Rossby waves under the influence of dissipation and slowly varying topography with time. The analysis indicates that dissipation and slowly varying topography with time are important factors in causing variation in the mass and energy of solitary waves. (general)

Stability of Nonlinear Systems with Unknown Time-varying Feedback Delay

Science.gov (United States)

Chunodkar, Apurva A.; Akella, Maruthi R.

2013-12-01

This paper considers the problem of stabilizing a class of nonlinear systems with unknown bounded delayed feedback wherein the time-varying delay is 1) piecewise constant 2) continuous with a bounded rate. We also consider application of these results to the stabilization of rigid-body attitude dynamics. In the first case, the time-delay in feedback is modeled specifically as a switch among an arbitrarily large set of unknown constant values with a known strict upper bound. The feedback is a linear function of the delayed states. In the case of linear systems with switched delay feedback, a new sufficiency condition for average dwell time result is presented using a complete type Lyapunov-Krasovskii (L-K) functional approach. Further, the corresponding switched system with nonlinear perturbations is proven to be exponentially stable inside a well characterized region of attraction for an appropriately chosen average dwell time. In the second case, the concept of the complete type L-K functional is extended to a class of nonlinear time-delay systems with unknown time-varying time-delay. This extension ensures stability robustness to time-delay in the control design for all values of time-delay less than the known upper bound. Model-transformation is used in order to partition the nonlinear system into a nominal linear part that is exponentially stable with a bounded perturbation. We obtain sufficient conditions which ensure exponential stability inside a region of attraction estimate. A constructive method to evaluate the sufficient conditions is presented together with comparison with the corresponding constant and piecewise constant delay. Numerical simulations are performed to illustrate the theoretical results of this paper.

Robustness Analysis of Hybrid Stochastic Neural Networks with Neutral Terms and Time-Varying Delays

Directory of Open Access Journals (Sweden)

Chunmei Wu

2015-01-01

Full Text Available We analyze the robustness of global exponential stability of hybrid stochastic neural networks subject to neutral terms and time-varying delays simultaneously. Given globally exponentially stable hybrid stochastic neural networks, we characterize the upper bounds of contraction coefficients of neutral terms and time-varying delays by using the transcendental equation. Moreover, we prove theoretically that, for any globally exponentially stable hybrid stochastic neural networks, if additive neutral terms and time-varying delays are smaller than the upper bounds arrived, then the perturbed neural networks are guaranteed to also be globally exponentially stable. Finally, a numerical simulation example is given to illustrate the presented criteria.

Extensions to the Parallel Real-Time Artificial Intelligence System (PRAIS) for fault-tolerant heterogeneous cycle-stealing reasoning

Science.gov (United States)

Goldstein, David

1991-01-01

Extensions to an architecture for real-time, distributed (parallel) knowledge-based systems called the Parallel Real-time Artificial Intelligence System (PRAIS) are discussed. PRAIS strives for transparently parallelizing production (rule-based) systems, even under real-time constraints. PRAIS accomplished these goals (presented at the first annual C Language Integrated Production System (CLIPS) conference) by incorporating a dynamic task scheduler, operating system extensions for fact handling, and message-passing among multiple copies of CLIPS executing on a virtual blackboard. This distributed knowledge-based system tool uses the portability of CLIPS and common message-passing protocols to operate over a heterogeneous network of processors. Results using the original PRAIS architecture over a network of Sun 3's, Sun 4's and VAX's are presented. Mechanisms using the producer-consumer model to extend the architecture for fault-tolerance and distributed truth maintenance initiation are also discussed.

Parallel magnetic resonance imaging

International Nuclear Information System (INIS)

Larkman, David J; Nunes, Rita G

2007-01-01

Parallel imaging has been the single biggest innovation in magnetic resonance imaging in the last decade. The use of multiple receiver coils to augment the time consuming Fourier encoding has reduced acquisition times significantly. This increase in speed comes at a time when other approaches to acquisition time reduction were reaching engineering and human limits. A brief summary of spatial encoding in MRI is followed by an introduction to the problem parallel imaging is designed to solve. There are a large number of parallel reconstruction algorithms; this article reviews a cross-section, SENSE, SMASH, g-SMASH and GRAPPA, selected to demonstrate the different approaches. Theoretical (the g-factor) and practical (coil design) limits to acquisition speed are reviewed. The practical implementation of parallel imaging is also discussed, in particular coil calibration. How to recognize potential failure modes and their associated artefacts are shown. Well-established applications including angiography, cardiac imaging and applications using echo planar imaging are reviewed and we discuss what makes a good application for parallel imaging. Finally, active research areas where parallel imaging is being used to improve data quality by repairing artefacted images are also reviewed. (invited topical review)

Estimating time-varying conditional correlations between stock and foreign exchange markets

Science.gov (United States)

Tastan, Hüseyin

2006-02-01

This study explores the dynamic interaction between stock market returns and changes in nominal exchange rates. Many financial variables are known to exhibit fat tails and autoregressive variance structure. It is well-known that unconditional covariance and correlation coefficients also vary significantly over time and multivariate generalized autoregressive model (MGARCH) is able to capture the time-varying variance-covariance matrix for stock market returns and changes in exchange rates. The model is applied to daily Euro-Dollar exchange rates and two stock market indexes from the US economy: Dow-Jones Industrial Average Index and S&P500 Index. The news impact surfaces are also drawn based on the model estimates to see the effects of idiosyncratic shocks in respective markets.

Global exponential stability of BAM neural networks with time-varying delays: The discrete-time case

Science.gov (United States)

Raja, R.; Marshal Anthoni, S.

2011-02-01

This paper deals with the problem of stability analysis for a class of discrete-time bidirectional associative memory (BAM) neural networks with time-varying delays. By employing the Lyapunov functional and linear matrix inequality (LMI) approach, a new sufficient conditions is proposed for the global exponential stability of discrete-time BAM neural networks. The proposed LMI based results can be easily checked by LMI control toolbox. Moreover, an example is also provided to demonstrate the effectiveness of the proposed method.

Effects of parallel electron dynamics on plasma blob transport

Energy Technology Data Exchange (ETDEWEB)

Angus, Justin R.; Krasheninnikov, Sergei I. [University of California, San Diego, 9500 Gilman Drive, La Jolla, California 92093 (United States); Umansky, Maxim V. [Lawrence Livermore National Laboratory, 7000 East Avenue, Livermore, California 94550 (United States)

2012-08-15

The 3D effects on sheath connected plasma blobs that result from parallel electron dynamics are studied by allowing for the variation of blob density and potential along the magnetic field line and using collisional Ohm's law to model the parallel current density. The parallel current density from linear sheath theory, typically used in the 2D model, is implemented as parallel boundary conditions. This model includes electrostatic 3D effects, such as resistive drift waves and blob spinning, while retaining all of the fundamental 2D physics of sheath connected plasma blobs. If the growth time of unstable drift waves is comparable to the 2D advection time scale of the blob, then the blob's density gradient will be depleted resulting in a much more diffusive blob with little radial motion. Furthermore, blob profiles that are initially varying along the field line drive the potential to a Boltzmann relation that spins the blob and thereby acts as an addition sink of the 2D potential. Basic dimensionless parameters are presented to estimate the relative importance of these two 3D effects. The deviation of blob dynamics from that predicted by 2D theory in the appropriate limits of these parameters is demonstrated by a direct comparison of 2D and 3D seeded blob simulations.

Real-Time Adaptive Lossless Hyperspectral Image Compression using CCSDS on Parallel GPGPU and Multicore Processor Systems

Science.gov (United States)

Hopson, Ben; Benkrid, Khaled; Keymeulen, Didier; Aranki, Nazeeh; Klimesh, Matt; Kiely, Aaron

2012-01-01

The proposed CCSDS (Consultative Committee for Space Data Systems) Lossless Hyperspectral Image Compression Algorithm was designed to facilitate a fast hardware implementation. This paper analyses that algorithm with regard to available parallelism and describes fast parallel implementations in software for GPGPU and Multicore CPU architectures. We show that careful software implementation, using hardware acceleration in the form of GPGPUs or even just multicore processors, can exceed the performance of existing hardware and software implementations by up to 11x and break the real-time barrier for the first time for a typical test application.

Evidence for parallel consolidation of motion direction and orientation into visual short-term memory.

Science.gov (United States)

Rideaux, Reuben; Apthorp, Deborah; Edwards, Mark

2015-02-12

Recent findings have indicated the capacity to consolidate multiple items into visual short-term memory in parallel varies as a function of the type of information. That is, while color can be consolidated in parallel, evidence suggests that orientation cannot. Here we investigated the capacity to consolidate multiple motion directions in parallel and reexamined this capacity using orientation. This was achieved by determining the shortest exposure duration necessary to consolidate a single item, then examining whether two items, presented simultaneously, could be consolidated in that time. The results show that parallel consolidation of direction and orientation information is possible, and that parallel consolidation of direction appears to be limited to two. Additionally, we demonstrate the importance of adequate separation between feature intervals used to define items when attempting to consolidate in parallel, suggesting that when multiple items are consolidated in parallel, as opposed to serially, the resolution of representations suffer. Finally, we used facilitation of spatial attention to show that the deterioration of item resolution occurs during parallel consolidation, as opposed to storage. © 2015 ARVO.

Overlapping quadratic optimal control of linear time-varying commutative systems

Czech Academy of Sciences Publication Activity Database

Bakule, Lubomír; Rodellar, J.; Rossell, J. M.

2002-01-01

Roč. 40, č. 5 (2002), s. 1611-1627 ISSN 0363-0129 R&D Projects: GA AV ČR IAA2075802 Institutional research plan: CEZ:AV0Z1075907 Keywords : overlapping * optimal control * linear time-varying systems Subject RIV: BC - Control Systems Theory Impact factor: 1.441, year: 2002

Power Minimization for Parallel Real-Time Systems with Malleable Jobs and Homogeneous Frequencies

OpenAIRE

Paolillo, Antonio; Goossens, Joël; Hettiarachchi, Pradeep M.; Fisher, Nathan

2014-01-01

In this work, we investigate the potential benefit of parallelization for both meeting real-time constraints and minimizing power consumption. We consider malleable Gang scheduling of implicit-deadline sporadic tasks upon multiprocessors. By extending schedulability criteria for malleable jobs to DVFS-enabled multiprocessor platforms, we are able to derive an offline polynomial-time optimal processor/frequency-selection algorithm. Simulations of our algorithm on randomly generated task system...

An Explicit MOT-TD-VIE Solver for Time Varying Media

KAUST Repository

Sayed, Sadeed Bin

2016-03-15

An explicit marching on-in-time (MOT) scheme for solving the time domain electric field integral equation enforced on volumes with time varying dielectric permittivity is proposed. Unknowns of the integral equation and the constitutive relation, i.e., flux density and field intensity, are discretized using full and half Schaubert-Wilton-Glisson functions in space. Temporal interpolation is carried out using band limited approximate prolate spherical wave functions. The discretized coupled system of integral equation and constitutive relation is integrated in time using a PE(CE)m type linear multistep scheme. Unlike the existing MOT methods, the resulting explicit MOT scheme allows for straightforward incorporation of the time variation in the dielectric permittivity.

Time-varying Capital Requirements and Disclosure Rules

DEFF Research Database (Denmark)

Kragh, Jonas; Rangvid, Jesper

, implying that resilience in the banking system is also increased. The increase in capital ratios is partly due to a modest reduction in lending. Using a policy changes, we show that banks react stronger to changes in capital requirements when these are public. Our results further suggest that the impact......Unique and confidential Danish data allow us to identify how changes in disclosure requirements and bank-specific time-varying capital requirements affect banks' lending and capital accumu-lation decisions. We find that banks increase their capital ratios after capital requirements are increased...... of capital requirements differ for small and large banks. Large banks raise their capital ratios more, reduce lending less, and accumulate more new capital compared to small banks....

Time-varying vector fields and their flows

CERN Document Server

Jafarpour, Saber

2014-01-01

This short book provides a comprehensive and unified treatment of time-varying vector fields under a variety of regularity hypotheses, namely finitely differentiable, Lipschitz, smooth, holomorphic, and real analytic. The presentation of this material in the real analytic setting is new, as is the manner in which the various hypotheses are unified using functional analysis. Indeed, a major contribution of the book is the coherent development of locally convex topologies for the space of real analytic sections of a vector bundle, and the development of this in a manner that relates easily to classically known topologies in, for example, the finitely differentiable and smooth cases. The tools used in this development will be of use to researchers in the area of geometric functional analysis.

Delay-Dependent Guaranteed Cost Control of an Interval System with Interval Time-Varying Delay

Directory of Open Access Journals (Sweden)

Xiao Min

2009-01-01

Full Text Available This paper concerns the problem of the delay-dependent robust stability and guaranteed cost control for an interval system with time-varying delay. The interval system with matrix factorization is provided and leads to less conservative conclusions than solving a square root. The time-varying delay is assumed to belong to an interval and the derivative of the interval time-varying delay is not a restriction, which allows a fast time-varying delay; also its applicability is broad. Based on the Lyapunov-Ktasovskii approach, a delay-dependent criterion for the existence of a state feedback controller, which guarantees the closed-loop system stability, the upper bound of cost function, and disturbance attenuation lever for all admissible uncertainties as well as out perturbation, is proposed in terms of linear matrix inequalities (LMIs. The criterion is derived by free weighting matrices that can reduce the conservatism. The effectiveness has been verified in a number example and the compute results are presented to validate the proposed design method.

Parallel imaging microfluidic cytometer.

Science.gov (United States)

Ehrlich, Daniel J; McKenna, Brian K; Evans, James G; Belkina, Anna C; Denis, Gerald V; Sherr, David H; Cheung, Man Ching

2011-01-01

By adding an additional degree of freedom from multichannel flow, the parallel microfluidic cytometer (PMC) combines some of the best features of fluorescence-activated flow cytometry (FCM) and microscope-based high-content screening (HCS). The PMC (i) lends itself to fast processing of large numbers of samples, (ii) adds a 1D imaging capability for intracellular localization assays (HCS), (iii) has a high rare-cell sensitivity, and (iv) has an unusual capability for time-synchronized sampling. An inability to practically handle large sample numbers has restricted applications of conventional flow cytometers and microscopes in combinatorial cell assays, network biology, and drug discovery. The PMC promises to relieve a bottleneck in these previously constrained applications. The PMC may also be a powerful tool for finding rare primary cells in the clinic. The multichannel architecture of current PMC prototypes allows 384 unique samples for a cell-based screen to be read out in ∼6-10 min, about 30 times the speed of most current FCM systems. In 1D intracellular imaging, the PMC can obtain protein localization using HCS marker strategies at many times for the sample throughput of charge-coupled device (CCD)-based microscopes or CCD-based single-channel flow cytometers. The PMC also permits the signal integration time to be varied over a larger range than is practical in conventional flow cytometers. The signal-to-noise advantages are useful, for example, in counting rare positive cells in the most difficult early stages of genome-wide screening. We review the status of parallel microfluidic cytometry and discuss some of the directions the new technology may take. Copyright © 2011 Elsevier Inc. All rights reserved.

Discrete-time recurrent neural networks with time-varying delays: Exponential stability analysis

International Nuclear Information System (INIS)

Liu, Yurong; Wang, Zidong; Serrano, Alan; Liu, Xiaohui

2007-01-01

This Letter is concerned with the analysis problem of exponential stability for a class of discrete-time recurrent neural networks (DRNNs) with time delays. The delay is of the time-varying nature, and the activation functions are assumed to be neither differentiable nor strict monotonic. Furthermore, the description of the activation functions is more general than the recently commonly used Lipschitz conditions. Under such mild conditions, we first prove the existence of the equilibrium point. Then, by employing a Lyapunov-Krasovskii functional, a unified linear matrix inequality (LMI) approach is developed to establish sufficient conditions for the DRNNs to be globally exponentially stable. It is shown that the delayed DRNNs are globally exponentially stable if a certain LMI is solvable, where the feasibility of such an LMI can be easily checked by using the numerically efficient Matlab LMI Toolbox. A simulation example is presented to show the usefulness of the derived LMI-based stability condition

Reconstruction for Time-Domain In Vivo EPR 3D Multigradient Oximetric Imaging—A Parallel Processing Perspective

Directory of Open Access Journals (Sweden)

Christopher D. Dharmaraj

2009-01-01

Full Text Available Three-dimensional Oximetric Electron Paramagnetic Resonance Imaging using the Single Point Imaging modality generates unpaired spin density and oxygen images that can readily distinguish between normal and tumor tissues in small animals. It is also possible with fast imaging to track the changes in tissue oxygenation in response to the oxygen content in the breathing air. However, this involves dealing with gigabytes of data for each 3D oximetric imaging experiment involving digital band pass filtering and background noise subtraction, followed by 3D Fourier reconstruction. This process is rather slow in a conventional uniprocessor system. This paper presents a parallelization framework using OpenMP runtime support and parallel MATLAB to execute such computationally intensive programs. The Intel compiler is used to develop a parallel C++ code based on OpenMP. The code is executed on four Dual-Core AMD Opteron shared memory processors, to reduce the computational burden of the filtration task significantly. The results show that the parallel code for filtration has achieved a speed up factor of 46.66 as against the equivalent serial MATLAB code. In addition, a parallel MATLAB code has been developed to perform 3D Fourier reconstruction. Speedup factors of 4.57 and 4.25 have been achieved during the reconstruction process and oximetry computation, for a data set with 23×23×23 gradient steps. The execution time has been computed for both the serial and parallel implementations using different dimensions of the data and presented for comparison. The reported system has been designed to be easily accessible even from low-cost personal computers through local internet (NIHnet. The experimental results demonstrate that the parallel computing provides a source of high computational power to obtain biophysical parameters from 3D EPR oximetric imaging, almost in real-time.

Reconstruction for time-domain in vivo EPR 3D multigradient oximetric imaging--a parallel processing perspective.

Science.gov (United States)

Dharmaraj, Christopher D; Thadikonda, Kishan; Fletcher, Anthony R; Doan, Phuc N; Devasahayam, Nallathamby; Matsumoto, Shingo; Johnson, Calvin A; Cook, John A; Mitchell, James B; Subramanian, Sankaran; Krishna, Murali C

2009-01-01

Three-dimensional Oximetric Electron Paramagnetic Resonance Imaging using the Single Point Imaging modality generates unpaired spin density and oxygen images that can readily distinguish between normal and tumor tissues in small animals. It is also possible with fast imaging to track the changes in tissue oxygenation in response to the oxygen content in the breathing air. However, this involves dealing with gigabytes of data for each 3D oximetric imaging experiment involving digital band pass filtering and background noise subtraction, followed by 3D Fourier reconstruction. This process is rather slow in a conventional uniprocessor system. This paper presents a parallelization framework using OpenMP runtime support and parallel MATLAB to execute such computationally intensive programs. The Intel compiler is used to develop a parallel C++ code based on OpenMP. The code is executed on four Dual-Core AMD Opteron shared memory processors, to reduce the computational burden of the filtration task significantly. The results show that the parallel code for filtration has achieved a speed up factor of 46.66 as against the equivalent serial MATLAB code. In addition, a parallel MATLAB code has been developed to perform 3D Fourier reconstruction. Speedup factors of 4.57 and 4.25 have been achieved during the reconstruction process and oximetry computation, for a data set with 23 x 23 x 23 gradient steps. The execution time has been computed for both the serial and parallel implementations using different dimensions of the data and presented for comparison. The reported system has been designed to be easily accessible even from low-cost personal computers through local internet (NIHnet). The experimental results demonstrate that the parallel computing provides a source of high computational power to obtain biophysical parameters from 3D EPR oximetric imaging, almost in real-time.

Global exponential stability of uncertain fuzzy BAM neural networks with time-varying delays

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2009-01-01

In this paper, the Takagi-Sugeno (TS) fuzzy model representation is extended to the stability analysis for uncertain Bidirectional Associative Memory (BAM) neural networks with time-varying delays using linear matrix inequality (LMI) theory. A novel LMI-based stability criterion is obtained by LMI optimization algorithms to guarantee the exponential stability of uncertain BAM neural networks with time-varying delays which are represented by TS fuzzy models. Finally, the proposed stability conditions are demonstrated with numerical examples.

Time-varying market integration and expected returns in emerging mrkets

NARCIS (Netherlands)

de Jong, F.C.J.M.; de Roon, F.

2001-01-01

We use a simple model in which the expected returns in emerging markets depend on their systematicrisk as measured by their beta relative to the world portfolio as well as on the level ofintegration in that market. The level of integration is a time-varying variable that depends on themarket value

Time-dependent resonant tunnelling for parallel-coupled double quantum dots

International Nuclear Information System (INIS)

Dong Bing; Djuric, Ivana; Cui, H L; Lei, X L

2004-01-01

We derive the quantum rate equations for an Aharonov-Bohm interferometer with two vertically coupled quantum dots embedded in each of two arms by means of the nonequilibrium Green function in the sequential tunnelling regime. Based on these equations, we investigate time-dependent resonant tunnelling under a small amplitude irradiation and find that the resonant photon-assisted tunnelling peaks in photocurrent demonstrate a combination behaviour of Fano and Lorentzian resonances due to the interference effect between the two pathways in this parallel configuration, which is controllable by threading the magnetic flux inside this device

Estimation of time-varying reactivity by the H∞ optimal linear filter

International Nuclear Information System (INIS)

Suzuki, Katsuo; Shimazaki, Junya; Watanabe, Koiti

1995-01-01

The problem of estimating the time-varying net reactivity from flux measurements is solved for a point reactor kinetics model using a linear filtering technique in an H ∞ settings. In order to sue this technique, an appropriate dynamical model of the reactivity is constructed that can be embedded into the reactor model as one of its variables. A filter, which minimizes the H ∞ norm of the estimation error power spectrum, operates on neutron density measurements corrupted by noise and provides an estimate of the dynamic net reactivity. Computer simulations are performed to reveal the basic characteristics of the H ∞ optimal filter. The results of the simulation indicate that the filter can be used to determine the time-varying reactivity from neutron density measurements that have been corrupted by noise

Globally Asymptotic Stability of Stochastic Nonlinear Systems with Time-Varying Delays via Output Feedback Control

Directory of Open Access Journals (Sweden)

Mingzhu Song

2016-01-01

Full Text Available We address the problem of globally asymptotic stability for a class of stochastic nonlinear systems with time-varying delays. By the backstepping method and Lyapunov theory, we design a linear output feedback controller recursively based on the observable linearization for a class of stochastic nonlinear systems with time-varying delays to guarantee that the closed-loop system is globally asymptotically stable in probability. In particular, we extend the deterministic nonlinear system to stochastic nonlinear systems with time-varying delays. Finally, an example and its simulations are given to illustrate the theoretical results.

Soil erosion under multiple time-varying rainfall events

Science.gov (United States)

Heng, B. C. Peter; Barry, D. Andrew; Jomaa, Seifeddine; Sander, Graham C.

2010-05-01

Soil erosion is a function of many factors and process interactions. An erosion event produces changes in surface soil properties such as texture and hydraulic conductivity. These changes in turn alter the erosion response to subsequent events. Laboratory-scale soil erosion studies have typically focused on single independent rainfall events with constant rainfall intensities. This study investigates the effect of multiple time-varying rainfall events on soil erosion using the EPFL erosion flume. The rainfall simulator comprises ten Veejet nozzles mounted on oscillating bars 3 m above a 6 m × 2 m flume. Spray from the nozzles is applied onto the soil surface in sweeps; rainfall intensity is thus controlled by varying the sweeping frequency. Freshly-prepared soil with a uniform slope was subjected to five rainfall events at daily intervals. In each 3-h event, rainfall intensity was ramped up linearly to a maximum of 60 mm/h and then stepped down to zero. Runoff samples were collected and analysed for particle size distribution (PSD) as well as total sediment concentration. We investigate whether there is a hysteretic relationship between sediment concentration and discharge within each event and how this relationship changes from event to event. Trends in the PSD of the eroded sediment are discussed and correlated with changes in sediment concentration. Close-up imagery of the soil surface following each event highlight changes in surface soil structure with time. This study enhances our understanding of erosion processes in the field, with corresponding implications for soil erosion modelling.

Exponential stability of switched linear systems with time-varying delay

Directory of Open Access Journals (Sweden)

Satiracoo Pairote

2007-11-01

Full Text Available We use a Lyapunov-Krasovskii functional approach to establish the exponential stability of linear systems with time-varying delay. Our delay-dependent condition allows to compute simultaneously the two bounds that characterize the exponential stability rate of the solution. A simple procedure for constructing switching rule is also presented.

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

Directory of Open Access Journals (Sweden)

Ke Geng

2017-02-01

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

One-dimensional radionuclide transport under time-varying conditions

International Nuclear Information System (INIS)

Gelbard, F.; Olague, N.E.; Longsine, D.E.

1990-01-01

This paper discusses new analytical and numerical solutions presented for one-dimensional radionuclide transport under time-varying fluid-flow conditions including radioactive decay. The analytical solution assumes that all radionuclides have identical retardation factors, and is limited to instantaneous releases. The numerical solution does not have these limitations, but is tested against the limiting case given for the analytical solution. Reasonable agreement between the two solutions was found. Examples are given for the transport of a three-member radionuclide chain transported over distances and flow rates comparable to those reported for Yucca Mountain, the proposed disposal site for high-level nuclear waste

Generalized Projective Synchronization between Two Complex Networks with Time-Varying Coupling Delay

International Nuclear Information System (INIS)

Mei, Sun; Chang-Yan, Zeng; Li-Xin, Tian

2009-01-01

Generalized projective synchronization (GPS) between two complex networks with time-varying coupling delay is investigated. Based on the Lyapunov stability theory, a nonlinear controller and adaptive updated laws are designed. Feasibility of the proposed scheme is proven in theory. Moreover, two numerical examples are presented, using the energy resource system and Lü's system [Physica A 382 (2007) 672] as the nodes of the networks. GPS between two energy resource complex networks with time-varying coupling delay is achieved. This study can widen the application range of the generalized synchronization methods and will be instructive for the demand–supply of energy resource in some regions of China

Compensating Unknown Time-Varying Delay in Opto-Electronic Platform Tracking Servo System

Directory of Open Access Journals (Sweden)

Ruihong Xie

2017-05-01

Full Text Available This paper investigates the problem of compensating miss-distance delay in opto-electronic platform tracking servo system. According to the characteristic of LOS (light-of-sight motion, we setup the Markovian process model and compensate this unknown time-varying delay by feed-forward forecasting controller based on robust H∞ control. Finally, simulation based on double closed-loop PI (Proportion Integration control system indicates that the proposed method is effective for compensating unknown time-varying delay. Tracking experiments on the opto-electronic platform indicate that RMS (root-mean-square error is 1.253 mrad when tracking 10° 0.2 Hz signal.

Generalized Projective Synchronization between Two Complex Networks with Time-Varying Coupling Delay

Science.gov (United States)

Sun, Mei; Zeng, Chang-Yan; Tian, Li-Xin

2009-01-01

Generalized projective synchronization (GPS) between two complex networks with time-varying coupling delay is investigated. Based on the Lyapunov stability theory, a nonlinear controller and adaptive updated laws are designed. Feasibility of the proposed scheme is proven in theory. Moreover, two numerical examples are presented, using the energy resource system and Lü's system [Physica A 382 (2007) 672] as the nodes of the networks. GPS between two energy resource complex networks with time-varying coupling delay is achieved. This study can widen the application range of the generalized synchronization methods and will be instructive for the demand-supply of energy resource in some regions of China.

Multi-pulse chaotic motions of a rotor-active magnetic bearing system with time-varying stiffness

International Nuclear Information System (INIS)

Zhang, W.; Yao, M.H.; Zhan, X.P.

2006-01-01

In this paper, we investigate the Shilnikov type multi-pulse chaotic dynamics for a rotor-active magnetic bearings (AMB) system with 8-pole legs and the time-varying stiffness. The stiffness in the AMB is considered as the time-varying in a periodic form. The dimensionless equation of motion for the rotor-AMB system with the time-varying stiffness in the horizontal and vertical directions is a two-degree-of-freedom nonlinear system with quadratic and cubic nonlinearities and parametric excitation. The asymptotic perturbation method is used to obtain the averaged equations in the case of primary parametric resonance and 1/2 subharmonic resonance. It is found from the numerical results that there are the phenomena of the Shilnikov type multi-pulse chaotic motions for the rotor-AMB system. A new jumping phenomenon is discovered in the rotor-AMB system with the time-varying stiffness

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

Science.gov (United States)

Popovici, Alexandru; Zaal, Peter M. T.; Pool, Daan M.

2017-01-01

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

Time Varying Market Integration and Expected Rteurns in Emerging Markets

NARCIS (Netherlands)

de Jong, F.C.J.M.; de Roon, F.A.

2001-01-01

We use a simple model in which the expected returns in emerging markets depend on their systematic risk as measured by their beta relative to the world portfolio as well as on the level of integration in that market.The level of integration is a time-varying variable that depends on the market value

A new time-varying harmonic decomposition structure based on recursive hanning window

NARCIS (Netherlands)

Martins, C.H.; Silva, L.R.M.; Duque, C.A.; Cerqueira, A.S.; Teixeira, E.C.; Ribeiro, P.F.

2012-01-01

Analysis of power quality phenomena under time-varying conditions has become an important subject as the complexity of the grid increases. As a consequence, several methods have been developed/applied also to study power quality parameters during transient conditions such as time-frequency methods.

Parallel embedded systems: where real-time and low-power meet

DEFF Research Database (Denmark)

Karakehayov, Zdravko; Guo, Yu

2008-01-01

This paper introduces a combination of models and proofs for optimal power management via Dynamic Frequency Scaling and Dynamic Voltage Scaling. The approach is suitable for systems on a chip or microcontrollers where processors run in parallel with embedded peripherals. We have developed...... a software tool, called CASTLE, to provide computer assistance in the design process of energy-aware embedded systems. The tool considers single processor and parallel architectures. An example shows an energy reduction of 23% when the tool allocates two microcontrollers for parallel execution....

Uniform stability for time-varying infinite-dimensional discrete linear systems

International Nuclear Information System (INIS)

Kubrusly, C.S.

1988-09-01

Stability for time-varying discrete linear systems in a Banach space is investigated. On the one hand, it established a fairly complete collection of necessary and sufficient conditions for uniform asymptotic equistability for input-free systems. This includes uniform and strong power equistability, and uniform and strong l p -equistability, among other technical conditions which also play essential role in stability theory. On other hand, it is shown that uniform asymptotic equistability for input-free systems is equivalent to each of the following concepts of uniform stability for forced systems: l p -input l p -state, c o -input c o -state, bounded-input bounded-state, l p>1 -input bounded-state, c sub (o)-input bounded-state, and convergent-input bounded-state; which are also equivalent to their nonuniform counterparts. For time-varying convergent systems, the above is also equivalent to convergent-input convergent-state stability. The proofs presented here are all ''elementary'' in the sense that they are based essentially only on the Banach-Steinhaus theorem. (autor) [pt

Neutron fluctuations in a medium randomly varying in time

International Nuclear Information System (INIS)

Lenard, Pal; Imre, Pazsit

2005-01-01

The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in zero power systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. We consider a forward type master equation for the probability distribution of the number of particles in a multiplying system whose properties jump randomly between two discrete states, both with and without an external source. The first two factorial moments are calculated, including the covariance. This model can be considered the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. In contrast to these methods, the one presented here can calculate the inherent noise in time-varying systems. The results obtained show a much richer characteristics of the zero power noise than that in constant systems. Even the concept of criticality has to be given a probabilistic interpretation. The asymptotic behaviour of the variance will be also qualitatively different from that in constant systems. The covariance of the neutron number in a subcritical system with a source, and the corresponding power spectrum, shows both the inherent and parametrically induced noise components. The results are relevant in medium power subcritical systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc., which are set in a time-varying environment. (authors)

Neutron fluctuations in a medium randomly varying in time

Energy Technology Data Exchange (ETDEWEB)

Lenard, Pal [KFKI Atomic Energy Research Institute, Budapest (Hungary); Imre, Pazsit [Chalmers Univ. of Technology, Dept. of Nuclear Engineering, SE, Goteborg (Sweden)

2005-07-01

The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in zero power systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. We consider a forward type master equation for the probability distribution of the number of particles in a multiplying system whose properties jump randomly between two discrete states, both with and without an external source. The first two factorial moments are calculated, including the covariance. This model can be considered the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. In contrast to these methods, the one presented here can calculate the inherent noise in time-varying systems. The results obtained show a much richer characteristics of the zero power noise than that in constant systems. Even the concept of criticality has to be given a probabilistic interpretation. The asymptotic behaviour of the variance will be also qualitatively different from that in constant systems. The covariance of the neutron number in a subcritical system with a source, and the corresponding power spectrum, shows both the inherent and parametrically induced noise components. The results are relevant in medium power subcritical systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc., which are set in a time-varying environment. (authors)

Optimal Consumption and Investment under Time-Varying Relative Risk Aversion

DEFF Research Database (Denmark)

Steffensen, Mogens

2011-01-01

We consider the continuous time consumption-investment problem originally formalized and solved by Merton in case of constant relative risk aversion. We present a complete solution for the case where relative risk aversion with respect to consumption varies with time, having in mind an investor...... with age-dependent risk aversion. This provides a new motivation for life-cycle investment rules. We study the optimal consumption and investment rules, in particular in the case where the relative risk aversion with respect to consumption is increasing with age....

Detection of dynamically varying interaural time differences

DEFF Research Database (Denmark)

Kohlrausch, Armin; Le Goff, Nicolas; Breebaart, Jeroen

2010-01-01

of fringes surrounding the probe is equal to the addition of the effects of the individual fringes. In this contribution, we present behavioral data for the same experimental condition, called dynamically varying ITD detection, but for a wider range of probe and fringe durations. Probe durations varied...

Time Series Discord Detection in Medical Data using a Parallel Relational Database [PowerPoint

Energy Technology Data Exchange (ETDEWEB)

Woodbridge, Diane; Wilson, Andrew T.; Rintoul, Mark Daniel; Goldstein, Richard H.

2015-11-01

Recent advances in sensor technology have made continuous real-time health monitoring available in both hospital and non-hospital settings. Since data collected from high frequency medical sensors includes a huge amount of data, storing and processing continuous medical data is an emerging big data area. Especially detecting anomaly in real time is important for patients’ emergency detection and prevention. A time series discord indicates a subsequence that has the maximum difference to the rest of the time series subsequences, meaning that it has abnormal or unusual data trends. In this study, we implemented two versions of time series discord detection algorithms on a high performance parallel database management system (DBMS) and applied them to 240 Hz waveform data collected from 9,723 patients. The initial brute force version of the discord detection algorithm takes each possible subsequence and calculates a distance to the nearest non-self match to find the biggest discords in time series. For the heuristic version of the algorithm, a combination of an array and a trie structure was applied to order time series data for enhancing time efficiency. The study results showed efficient data loading, decoding and discord searches in a large amount of data, benefiting from the time series discord detection algorithm and the architectural characteristics of the parallel DBMS including data compression, data pipe-lining, and task scheduling.

Mean Square Exponential Stability of Stochastic Switched System with Interval Time-Varying Delays

Directory of Open Access Journals (Sweden)

Manlika Rajchakit

2012-01-01

Full Text Available This paper is concerned with mean square exponential stability of switched stochastic system with interval time-varying delays. The time delay is any continuous function belonging to a given interval, but not necessary to be differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, a switching rule for the mean square exponential stability of switched stochastic system with interval time-varying delays and new delay-dependent sufficient conditions for the mean square exponential stability of the switched stochastic system are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained result.

H ∞ synchronization of the coronary artery system with input time-varying delay

International Nuclear Information System (INIS)

Li Xiao-Meng; Zhao Zhan-Shan; Sun Lian-Kun; Zhang Jing

2016-01-01

This paper investigates the H ∞ synchronization of the coronary artery system with input delay and disturbance. We focus on reducing the conservatism of existing synchronization strategies. Base on the triple integral forms of the Lyapunov–Krasovskii functional (LKF), we utilize single and double integral forms of Wirtinger-based inequality to guarantee that the synchronization feedback controller has good performance against time-varying delay and external disturbance. The effectiveness of our strategy can be exhibited by simulations under the different time-varying delays and different disturbances. (paper)

Tracking time-varying coefficient-functions

DEFF Research Database (Denmark)

Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Joensen, Alfred K.

2000-01-01

is a combination of recursive least squares with exponential forgetting and local polynomial regression. It is argued, that it is appropriate to let the forgetting factor vary with the value of the external signal which is the argument of the coefficient functions. Some of the key properties of the modified method...... are studied by simulation...

Non-Cartesian parallel imaging reconstruction.

Science.gov (United States)

Wright, Katherine L; Hamilton, Jesse I; Griswold, Mark A; Gulani, Vikas; Seiberlich, Nicole

2014-11-01

Non-Cartesian parallel imaging has played an important role in reducing data acquisition time in MRI. The use of non-Cartesian trajectories can enable more efficient coverage of k-space, which can be leveraged to reduce scan times. These trajectories can be undersampled to achieve even faster scan times, but the resulting images may contain aliasing artifacts. Just as Cartesian parallel imaging can be used to reconstruct images from undersampled Cartesian data, non-Cartesian parallel imaging methods can mitigate aliasing artifacts by using additional spatial encoding information in the form of the nonhomogeneous sensitivities of multi-coil phased arrays. This review will begin with an overview of non-Cartesian k-space trajectories and their sampling properties, followed by an in-depth discussion of several selected non-Cartesian parallel imaging algorithms. Three representative non-Cartesian parallel imaging methods will be described, including Conjugate Gradient SENSE (CG SENSE), non-Cartesian generalized autocalibrating partially parallel acquisition (GRAPPA), and Iterative Self-Consistent Parallel Imaging Reconstruction (SPIRiT). After a discussion of these three techniques, several potential promising clinical applications of non-Cartesian parallel imaging will be covered. © 2014 Wiley Periodicals, Inc.

Parallel discrete event simulation

NARCIS (Netherlands)

Overeinder, B.J.; Hertzberger, L.O.; Sloot, P.M.A.; Withagen, W.J.

1991-01-01

In simulating applications for execution on specific computing systems, the simulation performance figures must be known in a short period of time. One basic approach to the problem of reducing the required simulation time is the exploitation of parallelism. However, in parallelizing the simulation

Time-varying coefficient estimation in SURE models. Application to portfolio management

DEFF Research Database (Denmark)

Casas, Isabel; Ferreira, Eva; Orbe, Susan

This paper provides a detailed analysis of the asymptotic properties of a kernel estimator for a Seemingly Unrelated Regression Equations model with time-varying coefficients (tv-SURE) under very general conditions. Theoretical results together with a simulation study differentiates the cases...

Effects of varying feeding times on fertility and hatchability of broiler ...

African Journals Online (AJOL)

Effects of varying feeding times on fertility and hatchability of broiler chicken breeders in a tropical environment. ... Journal Home > Vol 65, No 4 (2017) > ... Prior to the eighth week data collection, the birds were allowed to get accustomed to ...

Synchronization of Hierarchical Time-Varying Neural Networks Based on Asynchronous and Intermittent Sampled-Data Control.

Science.gov (United States)

Xiong, Wenjun; Patel, Ragini; Cao, Jinde; Zheng, Wei Xing

In this brief, our purpose is to apply asynchronous and intermittent sampled-data control methods to achieve the synchronization of hierarchical time-varying neural networks. The asynchronous and intermittent sampled-data controllers are proposed for two reasons: 1) the controllers may not transmit the control information simultaneously and 2) the controllers cannot always exist at any time . The synchronization is then discussed for a kind of hierarchical time-varying neural networks based on the asynchronous and intermittent sampled-data controllers. Finally, the simulation results are given to illustrate the usefulness of the developed criteria.In this brief, our purpose is to apply asynchronous and intermittent sampled-data control methods to achieve the synchronization of hierarchical time-varying neural networks. The asynchronous and intermittent sampled-data controllers are proposed for two reasons: 1) the controllers may not transmit the control information simultaneously and 2) the controllers cannot always exist at any time . The synchronization is then discussed for a kind of hierarchical time-varying neural networks based on the asynchronous and intermittent sampled-data controllers. Finally, the simulation results are given to illustrate the usefulness of the developed criteria.

Modal Vibration Control in Periodic Time-Varying Structures with Focus on Rotor Blade Systems

DEFF Research Database (Denmark)

Christensen, Rene Hardam; Santos, Ilmar

2004-01-01

of active modal controllers. The main aim is to reduce vibrations in periodic time-varying structures. Special emphasis is given to vibration control of coupled bladed rotor systems. A state feedback modal control law is developed based on modal analysis in periodic time-varying structures. The first step...... in the procedure is a transformation of the model into a time-invariant modal form by applying the modal matrices, which are also periodic time-variant. Due to coupled rotor and blade motions complex vibration modes occur in the modal transformed state space model. This implies that the modal transformed model...

State space modeling of time-varying contemporaneous and lagged relations in connectivity maps.

Science.gov (United States)

Molenaar, Peter C M; Beltz, Adriene M; Gates, Kathleen M; Wilson, Stephen J

2016-01-15

Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. Published by Elsevier Inc.

Fluctuating interaction network and time-varying stability of a natural fish community

Science.gov (United States)

Ushio, Masayuki; Hsieh, Chih-Hao; Masuda, Reiji; Deyle, Ethan R.; Ye, Hao; Chang, Chun-Wei; Sugihara, George; Kondoh, Michio

2018-02-01

Ecological theory suggests that large-scale patterns such as community stability can be influenced by changes in interspecific interactions that arise from the behavioural and/or physiological responses of individual species varying over time. Although this theory has experimental support, evidence from natural ecosystems is lacking owing to the challenges of tracking rapid changes in interspecific interactions (known to occur on timescales much shorter than a generation time) and then identifying the effect of such changes on large-scale community dynamics. Here, using tools for analysing nonlinear time series and a 12-year-long dataset of fortnightly collected observations on a natural marine fish community in Maizuru Bay, Japan, we show that short-term changes in interaction networks influence overall community dynamics. Among the 15 dominant species, we identify 14 interspecific interactions to construct a dynamic interaction network. We show that the strengths, and even types, of interactions change with time; we also develop a time-varying stability measure based on local Lyapunov stability for attractor dynamics in non-equilibrium nonlinear systems. We use this dynamic stability measure to examine the link between the time-varying interaction network and community stability. We find seasonal patterns in dynamic stability for this fish community that broadly support expectations of current ecological theory. Specifically, the dominance of weak interactions and higher species diversity during summer months are associated with higher dynamic stability and smaller population fluctuations. We suggest that interspecific interactions, community network structure and community stability are dynamic properties, and that linking fluctuating interaction networks to community-level dynamic properties is key to understanding the maintenance of ecological communities in nature.

Exponential stability for stochastic delayed recurrent neural networks with mixed time-varying delays and impulses: the continuous-time case

International Nuclear Information System (INIS)

Karthik Raja, U; Leelamani, A; Raja, R; Samidurai, R

2013-01-01

In this paper, the exponential stability for a class of stochastic neural networks with time-varying delays and impulsive effects is considered. By constructing suitable Lyapunov functionals and by using the linear matrix inequality optimization approach, we obtain sufficient delay-dependent criteria to ensure the exponential stability of stochastic neural networks with time-varying delays and impulses. Two numerical examples with simulation results are provided to illustrate the effectiveness of the obtained results over those already existing in the literature. (paper)

Parallel Simulation of Loosely Timed SystemC/TLM Programs: Challenges Raised by an Industrial Case Study

Directory of Open Access Journals (Sweden)

Denis Becker

2016-05-01

Full Text Available Transaction level models of systems-on-chip in SystemC are commonly used in the industry to provide an early simulation environment. The SystemC standard imposes coroutine semantics for the scheduling of simulated processes, to ensure determinism and reproducibility of simulations. However, because of this, sequential implementations have, for a long time, been the only option available, and still now the reference implementation is sequential. With the increasing size and complexity of models, and the multiplication of computation cores on recent machines, the parallelization of SystemC simulations is a major research concern. There have been several proposals for SystemC parallelization, but most of them are limited to cycle-accurate models. In this paper we focus on loosely timed models, which are commonly used in the industry. We present an industrial context and show that, unfortunately, most of the existing approaches for SystemC parallelization can fundamentally not apply in this context. We support this claim with a set of measurements performed on a platform used in production at STMicroelectronics. This paper surveys existing techniques, presents a visualization and profiling tool and identifies unsolved challenges in the parallelization of SystemC models at transaction level.

Real-time Kalman filter implementation for active feedforward control of time-varying broadband noise and vibrations

NARCIS (Netherlands)

Ophem, S. van; Berkhoff, A.P.

2012-01-01

Tracking behavior and the rate of convergence are critical properties in active noise control applications with time-varying disturbance spectra. As compared to the standard filtered-reference Least Mean Square (LMS) algorithm, improved convergence can be obtained with schemes based on

Estimation of Time-Varying Coherence and Its Application in Understanding Brain Functional Connectivity

Directory of Open Access Journals (Sweden)

Cheng Liu

2010-01-01

Full Text Available Time-varying coherence is a powerful tool for revealing functional dynamics between different regions in the brain. In this paper, we address ways of estimating evolutionary spectrum and coherence using the general Cohen's class distributions. We show that the intimate connection between the Cohen's class-based spectra and the evolutionary spectra defined on the locally stationary time series can be linked by the kernel functions of the Cohen's class distributions. The time-varying spectra and coherence are further generalized with the Stockwell transform, a multiscale time-frequency representation. The Stockwell measures can be studied in the framework of the Cohen's class distributions with a generalized frequency-dependent kernel function. A magnetoencephalography study using the Stockwell coherence reveals an interesting temporal interaction between contralateral and ipsilateral motor cortices under the multisource interference task.

Robust outer synchronization between two nonlinear complex networks with parametric disturbances and mixed time-varying delays

Science.gov (United States)

Zhang, Chuan; Wang, Xingyuan; Luo, Chao; Li, Junqiu; Wang, Chunpeng

2018-03-01

In this paper, we focus on the robust outer synchronization problem between two nonlinear complex networks with parametric disturbances and mixed time-varying delays. Firstly, a general complex network model is proposed. Besides the nonlinear couplings, the network model in this paper can possess parametric disturbances, internal time-varying delay, discrete time-varying delay and distributed time-varying delay. Then, according to the robust control strategy, linear matrix inequality and Lyapunov stability theory, several outer synchronization protocols are strictly derived. Simple linear matrix controllers are designed to driver the response network synchronize to the drive network. Additionally, our results can be applied on the complex networks without parametric disturbances. Finally, by utilizing the delayed Lorenz chaotic system as the dynamics of all nodes, simulation examples are given to demonstrate the effectiveness of our theoretical results.

Improvement of and Parameter Identification for the Bimodal Time-Varying Modified Kanai-Tajimi Power Spectral Model

Directory of Open Access Journals (Sweden)

Huiguo Chen

2017-01-01

Full Text Available Based on the Kanai-Tajimi power spectrum filtering method proposed by Du Xiuli et al., a genetic algorithm and a quadratic optimization identification technique are employed to improve the bimodal time-varying modified Kanai-Tajimi power spectral model and the parameter identification method proposed by Vlachos et al. Additionally, a method for modeling time-varying power spectrum parameters for ground motion is proposed. The 8244 Orion and Chi-Chi earthquake accelerograms are selected as examples for time-varying power spectral model parameter identification and ground motion simulations to verify the feasibility and effectiveness of the improved bimodal time-varying modified Kanai-Tajimi power spectral model. The results of this study provide important references for designing ground motion inputs for seismic analyses of major engineering structures.

Estimating time-varying RSA to examine psychophysiological linkage of marital dyads.

Science.gov (United States)

Gates, Kathleen M; Gatzke-Kopp, Lisa M; Sandsten, Maria; Blandon, Alysia Y

2015-08-01

One of the primary tenets of polyvagal theory dictates that parasympathetic influence on heart rate, often estimated by respiratory sinus arrhythmia (RSA), shifts rapidly in response to changing environmental demands. The current standard analytic approach of aggregating RSA estimates across time to arrive at one value fails to capture this dynamic property within individuals. By utilizing recent methodological developments that enable precise RSA estimates at smaller time intervals, we demonstrate the utility of computing time-varying RSA for assessing psychophysiological linkage (or synchrony) in husband-wife dyads using time-locked data collected in a naturalistic setting. © 2015 Society for Psychophysiological Research.

Multimodal Pilot Behavior in Multi-Axis Tracking Tasks with Time-Varying Motion Cueing Gains

Science.gov (United States)

Zaal, P. M. T; Pool, D. M.

2014-01-01

In a large number of motion-base simulators, adaptive motion filters are utilized to maximize the use of the available motion envelope of the motion system. However, not much is known about how the time-varying characteristics of such adaptive filters affect pilots when performing manual aircraft control. This paper presents the results of a study investigating the effects of time-varying motion filter gains on pilot control behavior and performance. An experiment was performed in a motion-base simulator where participants performed a simultaneous roll and pitch tracking task, while the roll and/or pitch motion filter gains changed over time. Results indicate that performance increases over time with increasing motion gains. This increase is a result of a time-varying adaptation of pilots' equalization dynamics, characterized by increased visual and motion response gains and decreased visual lead time constants. Opposite trends are found for decreasing motion filter gains. Even though the trends in both controlled axes are found to be largely the same, effects are less significant in roll. In addition, results indicate minor cross-coupling effects between pitch and roll, where a cueing variation in one axis affects the behavior adopted in the other axis.

Steady-state and time-dependent modelling of parallel transport in the scrape-off layer

DEFF Research Database (Denmark)

Havlickova, E.; Fundamenski, W.; Naulin, Volker

2011-01-01

The one-dimensional fluid code SOLF1D has been used for modelling of plasma transport in the scrape-off layer (SOL) along magnetic field lines, both in steady state and under transient conditions that arise due to plasma turbulence. The presented work summarizes results of SOLF1D with attention...... given to transient parallel transport which reveals two distinct time scales due to the transport mechanisms of convection and diffusion. Time-dependent modelling combined with the effect of ballooning shows propagation of particles along the magnetic field line with Mach number up to M ≈ 1...... temperature calculated in SOLF1D is compared with the approximative model used in the turbulence code ESEL both for steady-state and turbulent SOL. Dynamics of the parallel transport are investigated for a simple transient event simulating the propagation of particles and energy to the targets from a blob...

Conditional CAPM: Time-varying Betas in the Brazilian Market

Directory of Open Access Journals (Sweden)

Frances Fischberg Blank

2014-10-01

Full Text Available The conditional CAPM is characterized by time-varying market beta. Based on state-space models approach, beta behavior can be modeled as a stochastic process dependent on conditioning variables related to business cycle and estimated using Kalman filter. This paper studies alternative models for portfolios sorted by size and book-to-market ratio in the Brazilian stock market and compares their adjustment to data. Asset pricing tests based on time-series and cross-sectional approaches are also implemented. A random walk process combined with conditioning variables is the preferred model, reducing pricing errors compared to unconditional CAPM, but the errors are still significant. Cross-sectional test show that book-to-market ratio becomes less relevant, but past returns still capture cross-section variation

Wavelet ridge diagnosis of time-varying elliptical signals with application to an oceanic eddy

OpenAIRE

Lilly , J. M.; Gascard , Jean-Claude

2006-01-01

International audience; A method for diagnosing the physical properties of a time-varying ellipse is presented. This essentially involves extending the notion of instantaneous frequency to the bivariate case. New complications, and possibilities, arise from the fact that there are several meaningful forms in which a time-varying ellipse may be represented. A perturbation analysis valid for the near-circular case clarifies these issues. Diagnosis of the ellipse properties may then be performed...

Big data driven cycle time parallel prediction for production planning in wafer manufacturing

Science.gov (United States)

Wang, Junliang; Yang, Jungang; Zhang, Jie; Wang, Xiaoxi; Zhang, Wenjun Chris

2018-07-01

Cycle time forecasting (CTF) is one of the most crucial issues for production planning to keep high delivery reliability in semiconductor wafer fabrication systems (SWFS). This paper proposes a novel data-intensive cycle time (CT) prediction system with parallel computing to rapidly forecast the CT of wafer lots with large datasets. First, a density peak based radial basis function network (DP-RBFN) is designed to forecast the CT with the diverse and agglomerative CT data. Second, the network learning method based on a clustering technique is proposed to determine the density peak. Third, a parallel computing approach for network training is proposed in order to speed up the training process with large scaled CT data. Finally, an experiment with respect to SWFS is presented, which demonstrates that the proposed CTF system can not only speed up the training process of the model but also outperform the radial basis function network, the back-propagation-network and multivariate regression methodology based CTF methods in terms of the mean absolute deviation and standard deviation.

Applications, dosimetry and biological interactions of static and time-varying magnetic fields

International Nuclear Information System (INIS)

Tenforde, T.S.

1988-08-01

The primary topics of this presentation include: (1) the applications of magnetic fields in research, industry, and medical technologies; (2) mechanisms of interaction of static and time-varying magnetic fields with living systems; (3) human health effects of exposure to static and time-varying magnetic fields in occupational, medical, and residential settings; and (4) recent advances in the dosimetry of extremely-low-frequency electromagnetic fields. The discussion of these topics is centered about two issues of considerable contemporary interest: (1) potential health effects of the fields used in magnetic resonance imaging and in vivo spectroscopy, and (2) the controversial issue of whether exposure to extremely-low-frequency (ELF) electromagnetic fields in the home and workplace leads to an elevated risk of cancer. 11 refs

A simple analytical model for dynamics of time-varying target leverage ratios

Science.gov (United States)

Lo, C. F.; Hui, C. H.

2012-03-01

In this paper we have formulated a simple theoretical model for the dynamics of the time-varying target leverage ratio of a firm under some assumptions based upon empirical observations. In our theoretical model the time evolution of the target leverage ratio of a firm can be derived self-consistently from a set of coupled Ito's stochastic differential equations governing the leverage ratios of an ensemble of firms by the nonlinear Fokker-Planck equation approach. The theoretically derived time paths of the target leverage ratio bear great resemblance to those used in the time-dependent stationary-leverage (TDSL) model [Hui et al., Int. Rev. Financ. Analy. 15, 220 (2006)]. Thus, our simple model is able to provide a theoretical foundation for the selected time paths of the target leverage ratio in the TDSL model. We also examine how the pace of the adjustment of a firm's target ratio, the volatility of the leverage ratio and the current leverage ratio affect the dynamics of the time-varying target leverage ratio. Hence, with the proposed dynamics of the time-dependent target leverage ratio, the TDSL model can be readily applied to generate the default probabilities of individual firms and to assess the default risk of the firms.

Delay-Dependent Guaranteed Cost H∞ Control of an Interval System with Interval Time-Varying Delay

Directory of Open Access Journals (Sweden)

Zhongke Shi

2009-01-01

Full Text Available This paper concerns the problem of the delay-dependent robust stability and guaranteed cost H∞ control for an interval system with time-varying delay. The interval system with matrix factorization is provided and leads to less conservative conclusions than solving a square root. The time-varying delay is assumed to belong to an interval and the derivative of the interval time-varying delay is not a restriction, which allows a fast time-varying delay; also its applicability is broad. Based on the Lyapunov-Ktasovskii approach, a delay-dependent criterion for the existence of a state feedback controller, which guarantees the closed-loop system stability, the upper bound of cost function, and disturbance attenuation lever for all admissible uncertainties as well as out perturbation, is proposed in terms of linear matrix inequalities (LMIs. The criterion is derived by free weighting matrices that can reduce the conservatism. The effectiveness has been verified in a number example and the compute results are presented to validate the proposed design method.

Parallel processing method for high-speed real time digital pulse processing for gamma-ray spectroscopy

International Nuclear Information System (INIS)

Fernandes, A.M.; Pereira, R.C.; Sousa, J.; Neto, A.; Carvalho, P.; Batista, A.J.N.; Carvalho, B.B.; Varandas, C.A.F.; Tardocchi, M.; Gorini, G.

2010-01-01

A new data acquisition (DAQ) system was developed to fulfil the requirements of the gamma-ray spectrometer (GRS) JET-EP2 (joint European Torus enhancement project 2), providing high-resolution spectroscopy at very high-count rate (up to few MHz). The system is based on the Advanced Telecommunications Computing Architecture TM (ATCA TM ) and includes a transient record (TR) module with 8 channels of 14 bits resolution at 400 MSamples/s (MSPS) sampling rate, 4 GB of local memory, and 2 field programmable gate array (FPGA) able to perform real time algorithms for data reduction and digital pulse processing. Although at 400 MSPS only fast programmable devices such as FPGAs can be used either for data processing and data transfer, FPGA resources also present speed limitation at some specific tasks, leading to an unavoidable data lost when demanding algorithms are applied. To overcome this problem and foreseeing an increase of the algorithm complexity, a new digital parallel filter was developed, aiming to perform real time pulse processing in the FPGAs of the TR module at the presented sampling rate. The filter is based on the conventional digital time-invariant trapezoidal shaper operating with parallelized data while performing pulse height analysis (PHA) and pile up rejection (PUR). The incoming sampled data is successively parallelized and fed into the processing algorithm block at one fourth of the sampling rate. The following data processing and data transfer is also performed at one fourth of the sampling rate. The algorithm based on data parallelization technique was implemented and tested at JET facilities, where a spectrum was obtained. Attending to the observed results, the PHA algorithm will be improved by implementing the pulse pile up discrimination.

Parallel MR imaging.

Science.gov (United States)

Deshmane, Anagha; Gulani, Vikas; Griswold, Mark A; Seiberlich, Nicole

2012-07-01

Parallel imaging is a robust method for accelerating the acquisition of magnetic resonance imaging (MRI) data, and has made possible many new applications of MR imaging. Parallel imaging works by acquiring a reduced amount of k-space data with an array of receiver coils. These undersampled data can be acquired more quickly, but the undersampling leads to aliased images. One of several parallel imaging algorithms can then be used to reconstruct artifact-free images from either the aliased images (SENSE-type reconstruction) or from the undersampled data (GRAPPA-type reconstruction). The advantages of parallel imaging in a clinical setting include faster image acquisition, which can be used, for instance, to shorten breath-hold times resulting in fewer motion-corrupted examinations. In this article the basic concepts behind parallel imaging are introduced. The relationship between undersampling and aliasing is discussed and two commonly used parallel imaging methods, SENSE and GRAPPA, are explained in detail. Examples of artifacts arising from parallel imaging are shown and ways to detect and mitigate these artifacts are described. Finally, several current applications of parallel imaging are presented and recent advancements and promising research in parallel imaging are briefly reviewed. Copyright © 2012 Wiley Periodicals, Inc.

Observation of time-varying photoconductivity and persistent photoconductivity in porous silicon

DEFF Research Database (Denmark)

Frello, T.; Veje, E.; Leistiko, Otto

1996-01-01

We have observed time-varying photoconductivity and persistent photoconductivity in porous silicon, both with time-evolution scales of the order of several minutes or hours. The time evolutions depend on the wavelength and the intensity of the illuminating light. The data indicate the presence...... of at least two competing mechanisms, one is tentatively related to photoinduced creation of charge carriers in the silicon substrate followed by diffusion into the porous silicon layer, and the other is tentatively related to desorption of hydrogen from the porous silicon. ©1996 American Institute of Physics....

Identification of time-varying structural dynamic systems - An artificial intelligence approach

Science.gov (United States)

Glass, B. J.; Hanagud, S.

1992-01-01

An application of the artificial intelligence-derived methodologies of heuristic search and object-oriented programming to the problem of identifying the form of the model and the associated parameters of a time-varying structural dynamic system is presented in this paper. Possible model variations due to changes in boundary conditions or configurations of a structure are organized into a taxonomy of models, and a variant of best-first search is used to identify the model whose simulated response best matches that of the current physical structure. Simulated model responses are verified experimentally. An output-error approach is used in a discontinuous model space, and an equation-error approach is used in the parameter space. The advantages of the AI methods used, compared with conventional programming techniques for implementing knowledge structuring and inheritance, are discussed. Convergence conditions and example problems have been discussed. In the example problem, both the time-varying model and its new parameters have been identified when changes occur.

Monopoly models with time-varying demand function

Science.gov (United States)

Cavalli, Fausto; Naimzada, Ahmad

2018-05-01

We study a family of monopoly models for markets characterized by time-varying demand functions, in which a boundedly rational agent chooses output levels on the basis of a gradient adjustment mechanism. After presenting the model for a generic framework, we analytically study the case of cyclically alternating demand functions. We show that both the perturbation size and the agent's reactivity to profitability variation signals can have counterintuitive roles on the resulting period-2 cycles and on their stability. In particular, increasing the perturbation size can have both a destabilizing and a stabilizing effect on the resulting dynamics. Moreover, in contrast with the case of time-constant demand functions, the agent's reactivity is not just destabilizing, but can improve stability, too. This means that a less cautious behavior can provide better performance, both with respect to stability and to achieved profits. We show that, even if the decision mechanism is very simple and is not able to always provide the optimal production decisions, achieved profits are very close to those optimal. Finally, we show that in agreement with the existing empirical literature, the price series obtained simulating the proposed model exhibit a significant deviation from normality and large volatility, in particular when underlying deterministic dynamics become unstable and complex.

Time-varying parameter models for catchments with land use change: the importance of model structure

Science.gov (United States)

Pathiraja, Sahani; Anghileri, Daniela; Burlando, Paolo; Sharma, Ashish; Marshall, Lucy; Moradkhani, Hamid

2018-05-01

Rapid population and economic growth in Southeast Asia has been accompanied by extensive land use change with consequent impacts on catchment hydrology. Modeling methodologies capable of handling changing land use conditions are therefore becoming ever more important and are receiving increasing attention from hydrologists. A recently developed data-assimilation-based framework that allows model parameters to vary through time in response to signals of change in observations is considered for a medium-sized catchment (2880 km2) in northern Vietnam experiencing substantial but gradual land cover change. We investigate the efficacy of the method as well as the importance of the chosen model structure in ensuring the success of a time-varying parameter method. The method was used with two lumped daily conceptual models (HBV and HyMOD) that gave good-quality streamflow predictions during pre-change conditions. Although both time-varying parameter models gave improved streamflow predictions under changed conditions compared to the time-invariant parameter model, persistent biases for low flows were apparent in the HyMOD case. It was found that HyMOD was not suited to representing the modified baseflow conditions, resulting in extreme and unrealistic time-varying parameter estimates. This work shows that the chosen model can be critical for ensuring the time-varying parameter framework successfully models streamflow under changing land cover conditions. It can also be used to determine whether land cover changes (and not just meteorological factors) contribute to the observed hydrologic changes in retrospective studies where the lack of a paired control catchment precludes such an assessment.

Time-varying parameter models for catchments with land use change: the importance of model structure

Directory of Open Access Journals (Sweden)

S. Pathiraja

2018-05-01

Full Text Available Rapid population and economic growth in Southeast Asia has been accompanied by extensive land use change with consequent impacts on catchment hydrology. Modeling methodologies capable of handling changing land use conditions are therefore becoming ever more important and are receiving increasing attention from hydrologists. A recently developed data-assimilation-based framework that allows model parameters to vary through time in response to signals of change in observations is considered for a medium-sized catchment (2880 km2 in northern Vietnam experiencing substantial but gradual land cover change. We investigate the efficacy of the method as well as the importance of the chosen model structure in ensuring the success of a time-varying parameter method. The method was used with two lumped daily conceptual models (HBV and HyMOD that gave good-quality streamflow predictions during pre-change conditions. Although both time-varying parameter models gave improved streamflow predictions under changed conditions compared to the time-invariant parameter model, persistent biases for low flows were apparent in the HyMOD case. It was found that HyMOD was not suited to representing the modified baseflow conditions, resulting in extreme and unrealistic time-varying parameter estimates. This work shows that the chosen model can be critical for ensuring the time-varying parameter framework successfully models streamflow under changing land cover conditions. It can also be used to determine whether land cover changes (and not just meteorological factors contribute to the observed hydrologic changes in retrospective studies where the lack of a paired control catchment precludes such an assessment.

Response-only modal identification using random decrement algorithm with time-varying threshold level

International Nuclear Information System (INIS)

Lin, Chang Sheng; Tseng, Tse Chuan

2014-01-01

Modal Identification from response data only is studied for structural systems under nonstationary ambient vibration. The topic of this paper is the estimation of modal parameters from nonstationary ambient vibration data by applying the random decrement algorithm with time-varying threshold level. In the conventional random decrement algorithm, the threshold level for evaluating random dec signatures is defined as the standard deviation value of response data of the reference channel. The distortion of random dec signatures may be, however, induced by the error involved in noise from the original response data in practice. To improve the accuracy of identification, a modification of the sampling procedure in random decrement algorithm is proposed for modal-parameter identification from the nonstationary ambient response data. The time-varying threshold level is presented for the acquisition of available sample time history to perform averaging analysis, and defined as the temporal root-mean-square function of structural response, which can appropriately describe a wide variety of nonstationary behaviors in reality, such as the time-varying amplitude (variance) of a nonstationary process in a seismic record. Numerical simulations confirm the validity and robustness of the proposed modal-identification method from nonstationary ambient response data under noisy conditions.

Robust pre-specified time synchronization of chaotic systems by employing time-varying switching surfaces in the sliding mode control scheme

Science.gov (United States)

Khanzadeh, Alireza; Pourgholi, Mahdi

2016-08-01

In the conventional chaos synchronization methods, the time at which two chaotic systems are synchronized, is usually unknown and depends on initial conditions. In this work based on Lyapunov stability theory a sliding mode controller with time-varying switching surfaces is proposed to achieve chaos synchronization at a pre-specified time for the first time. The proposed controller is able to synchronize chaotic systems precisely at any time when we want. Moreover, by choosing the time-varying switching surfaces in a way that the reaching phase is eliminated, the synchronization becomes robust to uncertainties and exogenous disturbances. Simulation results are presented to show the effectiveness of the proposed method of stabilizing and synchronizing chaotic systems with complete robustness to uncertainty and disturbances exactly at a pre-specified time.

Robust pre-specified time synchronization of chaotic systems by employing time-varying switching surfaces in the sliding mode control scheme

International Nuclear Information System (INIS)

Khanzadeh, Alireza; Pourgholi, Mahdi

2016-01-01

In the conventional chaos synchronization methods, the time at which two chaotic systems are synchronized, is usually unknown and depends on initial conditions. In this work based on Lyapunov stability theory a sliding mode controller with time-varying switching surfaces is proposed to achieve chaos synchronization at a pre-specified time for the first time. The proposed controller is able to synchronize chaotic systems precisely at any time when we want. Moreover, by choosing the time-varying switching surfaces in a way that the reaching phase is eliminated, the synchronization becomes robust to uncertainties and exogenous disturbances. Simulation results are presented to show the effectiveness of the proposed method of stabilizing and synchronizing chaotic systems with complete robustness to uncertainty and disturbances exactly at a pre-specified time. (paper)

Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights

NARCIS (Netherlands)

L.F. Hoogerheide (Lennart); R.H. Kleijn (Richard); H.K. van Dijk (Herman); M.J.C.M. Verbeek (Marno)

2009-01-01

textabstractSeveral Bayesian model combination schemes, including some novel approaches that simultaneously allow for parameter uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic gains using financial and macroeconomic time

The time-varying role of the family in student time use and achievement

Directory of Open Access Journals (Sweden)

Marie C. Hull

2017-10-01

Full Text Available Abstract In this paper, I use a unique dataset linking administrative school data with birth records to quantify the importance of time-varying family factors for child achievement and time use. Specifically, I take a model of academic achievement commonly used in the test score literature, and I augment it to include a family-year effect. Identification comes from the large number of sibling pairs observed in the same year. While prior literature has focused on specific shocks, such as job loss, I capture the full set of innovations that are shared across siblings in a given year. The distributions of fixed effects reveal that annual family innovations, relative to what was expected based on the previous year, are more important than teacher assignment for student achievement and also play a substantial role in the time students spend on homework, free reading, and television. JEL Classification I21, J13, J24

Introduction to parallel programming

CERN Document Server

Brawer, Steven

1989-01-01

Introduction to Parallel Programming focuses on the techniques, processes, methodologies, and approaches involved in parallel programming. The book first offers information on Fortran, hardware and operating system models, and processes, shared memory, and simple parallel programs. Discussions focus on processes and processors, joining processes, shared memory, time-sharing with multiple processors, hardware, loops, passing arguments in function/subroutine calls, program structure, and arithmetic expressions. The text then elaborates on basic parallel programming techniques, barriers and race

Time-varying metamaterials based on graphene-wrapped microwires: Modeling and potential applications

Science.gov (United States)

Salary, Mohammad Mahdi; Jafar-Zanjani, Samad; Mosallaei, Hossein

2018-03-01

The successful realization of metamaterials and metasurfaces requires the judicious choice of constituent elements. In this paper, we demonstrate the implementation of time-varying metamaterials in the terahertz frequency regime by utilizing graphene-wrapped microwires as building blocks and modulation of graphene conductivity through exterior electrical gating. These elements enable enhancement of light-graphene interaction by utilizing optical resonances associated with Mie scattering, yielding a large tunability and modulation depth. We develop a semianalytical framework based on transition-matrix formulation for modeling and analysis of periodic and aperiodic arrays of such time-varying building blocks. The proposed method is validated against full-wave numerical results obtained using the finite-difference time-domain method. It provides an ideal tool for mathematical synthesis and analysis of space-time gradient metamaterials, eliminating the need for computationally expensive numerical models. Moreover, it allows for a wider exploration of exotic space-time scattering phenomena in time-modulated metamaterials. We apply the method to explore the role of modulation parameters in the generation of frequency harmonics and their emerging wavefronts. Several potential applications of such platforms are demonstrated, including frequency conversion, holographic generation of frequency harmonics, and spatiotemporal manipulation of light. The presented results provide key physical insights to design time-modulated functional metadevices using various building blocks and open up new directions in the emerging paradigm of time-modulated metamaterials.

Compiler Technology for Parallel Scientific Computation

Directory of Open Access Journals (Sweden)

Can Özturan

1994-01-01

Full Text Available There is a need for compiler technology that, given the source program, will generate efficient parallel codes for different architectures with minimal user involvement. Parallel computation is becoming indispensable in solving large-scale problems in science and engineering. Yet, the use of parallel computation is limited by the high costs of developing the needed software. To overcome this difficulty we advocate a comprehensive approach to the development of scalable architecture-independent software for scientific computation based on our experience with equational programming language (EPL. Our approach is based on a program decomposition, parallel code synthesis, and run-time support for parallel scientific computation. The program decomposition is guided by the source program annotations provided by the user. The synthesis of parallel code is based on configurations that describe the overall computation as a set of interacting components. Run-time support is provided by the compiler-generated code that redistributes computation and data during object program execution. The generated parallel code is optimized using techniques of data alignment, operator placement, wavefront determination, and memory optimization. In this article we discuss annotations, configurations, parallel code generation, and run-time support suitable for parallel programs written in the functional parallel programming language EPL and in Fortran.

Parametric output-only identification of time-varying structures using a kernel recursive extended least squares TARMA approach

Science.gov (United States)

Ma, Zhi-Sai; Liu, Li; Zhou, Si-Da; Yu, Lei; Naets, Frank; Heylen, Ward; Desmet, Wim

2018-01-01

The problem of parametric output-only identification of time-varying structures in a recursive manner is considered. A kernelized time-dependent autoregressive moving average (TARMA) model is proposed by expanding the time-varying model parameters onto the basis set of kernel functions in a reproducing kernel Hilbert space. An exponentially weighted kernel recursive extended least squares TARMA identification scheme is proposed, and a sliding-window technique is subsequently applied to fix the computational complexity for each consecutive update, allowing the method to operate online in time-varying environments. The proposed sliding-window exponentially weighted kernel recursive extended least squares TARMA method is employed for the identification of a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudo-linear regression TARMA method via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics. Furthermore, the comparisons demonstrate the superior achievable accuracy, lower computational complexity and enhanced online identification capability of the proposed kernel recursive extended least squares TARMA approach.

Time-varying exchange rate pass-through: experiences of some industrial countries

OpenAIRE

Toshitaka Sekine

2006-01-01

This paper estimates exchange rate pass-through of six major industrial countries using a time-varying parameter with stochastic volatility model. Exchange rate pass-through is divided into impacts of exchange rate fluctuations to import prices (first-stage pass-through) and those of import price movements to consumer prices (second-stage pass-through). The paper finds that both stages of pass-through have declined over time for all the sample countries. The decline in second-stage pass-throu...

A delay-dependent LMI approach to dynamics analysis of discrete-time recurrent neural networks with time-varying delays

International Nuclear Information System (INIS)

Song, Qiankun; Wang, Zidong

2007-01-01

In this Letter, the analysis problem for the existence and stability of periodic solutions is investigated for a class of general discrete-time recurrent neural networks with time-varying delays. For the neural networks under study, a generalized activation function is considered, and the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. By employing the latest free-weighting matrix method, an appropriate Lyapunov-Krasovskii functional is constructed and several sufficient conditions are established to ensure the existence, uniqueness, and globally exponential stability of the periodic solution for the addressed neural network. The conditions are dependent on both the lower bound and upper bound of the time-varying time delays. Furthermore, the conditions are expressed in terms of the linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Two simulation examples are given to show the effectiveness and less conservatism of the proposed criteria

Achieving Synchronization in Arrays of Coupled Differential Systems with Time-Varying Couplings

Directory of Open Access Journals (Sweden)

Xinlei Yi

2013-01-01

Full Text Available We study complete synchronization of the complex dynamical networks described by linearly coupled ordinary differential equation systems (LCODEs. Here, the coupling is timevarying in both network structure and reaction dynamics. Inspired by our previous paper (Lu et al. (2007-2008, the extended Hajnal diameter is introduced and used to measure the synchronization in a general differential system. Then we find that the Hajnal diameter of the linear system induced by the time-varying coupling matrix and the largest Lyapunov exponent of the synchronized system play the key roles in synchronization analysis of LCODEs with identity inner coupling matrix. As an application, we obtain a general sufficient condition guaranteeing directed time-varying graph to reach consensus. Example with numerical simulation is provided to show the effectiveness of the theoretical results.

Nonlinear systems time-varying parameter estimation: Application to induction motors

Energy Technology Data Exchange (ETDEWEB)

Kenne, Godpromesse [Laboratoire d' Automatique et d' Informatique Appliquee (LAIA), Departement de Genie Electrique, IUT FOTSO Victor, Universite de Dschang, B.P. 134 Bandjoun (Cameroon); Ahmed-Ali, Tarek [Ecole Nationale Superieure des Ingenieurs des Etudes et Techniques d' Armement (ENSIETA), 2 Rue Francois Verny, 29806 Brest Cedex 9 (France); Lamnabhi-Lagarrigue, F. [Laboratoire des Signaux et Systemes (L2S), C.N.R.S-SUPELEC, Universite Paris XI, 3 Rue Joliot Curie, 91192 Gif-sur-Yvette (France); Arzande, Amir [Departement Energie, Ecole Superieure d' Electricite-SUPELEC, 3 Rue Joliot Curie, 91192 Gif-sur-Yvette (France)

2008-11-15

In this paper, an algorithm for time-varying parameter estimation for a large class of nonlinear systems is presented. The proof of the convergence of the estimates to their true values is achieved using Lyapunov theories and does not require that the classical persistent excitation condition be satisfied by the input signal. Since the induction motor (IM) is widely used in several industrial sectors, the algorithm developed is potentially useful for adjusting the controller parameters of variable speed drives. The method proposed is simple and easily implementable in real-time. The application of this approach to on-line estimation of the rotor resistance of IM shows a rapidly converging estimate in spite of measurement noise, discretization effects, parameter uncertainties (e.g. inaccuracies on motor inductance values) and modeling inaccuracies. The robustness analysis for this IM application also revealed that the proposed scheme is insensitive to the stator resistance variations within a wide range. The merits of the proposed algorithm in the case of on-line time-varying rotor resistance estimation are demonstrated via experimental results in various operating conditions of the induction motor. The experimental results obtained demonstrate that the application of the proposed algorithm to update on-line the parameters of an adaptive controller (e.g. IM and synchronous machines adaptive control) can improve the efficiency of the industrial process. The other interesting features of the proposed method include fault detection/estimation and adaptive control of IM and synchronous machines. (author)

Rate Control for Network-Coded Multipath Relaying with Time-Varying Connectivity

Science.gov (United States)

2010-12-10

Armen Babikyan, Nathaniel M. Jones, Thomas H. Shake, and Andrew P. Worthen MIT Lincoln Laboratory 244 Wood Street Lexington, MA 02420 DDRE, 1777...delay U U U U SAR 11 Zach Sweet 781-981-5997 1 Rate Control for Network-Coded Multipath Relaying with Time-Varying Connectivity Brooke Shrader, Armen

The Scalp Time-Varying Networks of N170: Reference, Latency, and Information Flow

Directory of Open Access Journals (Sweden)

Yin Tian

2018-04-01

Full Text Available Using the scalp time-varying network method, the present study is the first to investigate the temporal influence of the reference on N170, a negative event-related potential component (ERP appeared about 170 ms that is elicited by facial recognition, in the network levels. Two kinds of scalp electroencephalogram (EEG references, namely, AR (average of all recording channels and reference electrode standardization technique (REST, were comparatively investigated via the time-varying processing of N170. Results showed that the latency and amplitude of N170 were significantly different between REST and AR, with the former being earlier and smaller. In particular, the information flow from right temporal-parietal P8 to left P7 in the time-varying network was earlier in REST than that in AR, and this phenomenon was reproduced by simulation, in which the performance of REST was closer to the true case at source level. These findings indicate that reference plays a crucial role in ERP data interpretation, and importantly, the newly developed approximate zero-reference REST would be a superior choice for precise evaluation of the scalp spatio-temporal changes relating to various cognitive events.

Research on Adaptive Neural Network Control System Based on Nonlinear U-Model with Time-Varying Delay

Directory of Open Access Journals (Sweden)

Fengxia Xu

2014-01-01

Full Text Available U-model can approximate a large class of smooth nonlinear time-varying delay system to any accuracy by using time-varying delay parameters polynomial. This paper proposes a new approach, namely, U-model approach, to solving the problems of analysis and synthesis for nonlinear systems. Based on the idea of discrete-time U-model with time-varying delay, the identification algorithm of adaptive neural network is given for the nonlinear model. Then, the controller is designed by using the Newton-Raphson formula and the stability analysis is given for the closed-loop nonlinear systems. Finally, illustrative examples are given to show the validity and applicability of the obtained results.

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

Science.gov (United States)

Syed Ali, M.; Balasubramaniam, P.

2008-07-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2008-01-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB

Modeling the time--varying subjective quality of HTTP video streams with rate adaptations.

Science.gov (United States)

Chen, Chao; Choi, Lark Kwon; de Veciana, Gustavo; Caramanis, Constantine; Heath, Robert W; Bovik, Alan C

2014-05-01

Newly developed hypertext transfer protocol (HTTP)-based video streaming technologies enable flexible rate-adaptation under varying channel conditions. Accurately predicting the users' quality of experience (QoE) for rate-adaptive HTTP video streams is thus critical to achieve efficiency. An important aspect of understanding and modeling QoE is predicting the up-to-the-moment subjective quality of a video as it is played, which is difficult due to hysteresis effects and nonlinearities in human behavioral responses. This paper presents a Hammerstein-Wiener model for predicting the time-varying subjective quality (TVSQ) of rate-adaptive videos. To collect data for model parameterization and validation, a database of longer duration videos with time-varying distortions was built and the TVSQs of the videos were measured in a large-scale subjective study. The proposed method is able to reliably predict the TVSQ of rate adaptive videos. Since the Hammerstein-Wiener model has a very simple structure, the proposed method is suitable for online TVSQ prediction in HTTP-based streaming.

Robust stability of uncertain Markovian jumping Cohen-Grossberg neural networks with mixed time-varying delays

International Nuclear Information System (INIS)

Sheng Li; Yang Huizhong

2009-01-01

This paper considers the robust stability of a class of uncertain Markovian jumping Cohen-Grossberg neural networks (UMJCGNNs) with mixed time-varying delays. The parameter uncertainties are norm-bounded and the mixed time-varying delays comprise discrete and distributed time delays. Based on the Lyapunov stability theory and linear matrix inequality (LMI) technique, some robust stability conditions guaranteeing the global robust convergence of the equilibrium point are derived. An example is given to show the effectiveness of the proposed results.

The time-varying shortest path problem with fuzzy transit costs and speedup

Directory of Open Access Journals (Sweden)

Rezapour Hassan

2016-08-01

Full Text Available In this paper, we focus on the time-varying shortest path problem, where the transit costs are fuzzy numbers. Moreover, we consider this problem in which the transit time can be shortened at a fuzzy speedup cost. Speedup may also be a better decision to find the shortest path from a source vertex to a specified vertex.

On а Recursive-Parallel Algorithm for Solving the Knapsack Problem

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Vladimir V. Vasilchikov

2018-01-01

Full Text Available In this paper, we offer an efficient parallel algorithm for solving the NP-complete Knapsack Problem in its basic, so-called 0-1 variant. To find its exact solution, algorithms belonging to the category ”branch and bound methods” have long been used. To speed up the solving with varying degrees of efficiency, various options for parallelizing computations are also used. We propose here an algorithm for solving the problem, based on the paradigm of recursive-parallel computations. We consider it suited well for problems of this kind, when it is difficult to immediately break up the computations into a sufficient number of subtasks that are comparable in complexity, since they appear dynamically at run time. We used the RPM ParLib library, developed by the author, as the main tool to program the algorithm. This library allows us to develop effective applications for parallel computing on a local network in the .NET Framework. Such applications have the ability to generate parallel branches of computation directly during program execution and dynamically redistribute work between computing modules. Any language with support for the .NET Framework can be used as a programming language in conjunction with this library. For our experiments, we developed some C# applications using this library. The main purpose of these experiments was to study the acceleration achieved by recursive-parallel computing. A detailed description of the algorithm and its testing, as well as the results obtained, are also given in the paper.

Detection of random alterations to time-varying musical instrument spectra.

Science.gov (United States)

Horner, Andrew; Beauchamp, James; So, Richard

2004-09-01

The time-varying spectra of eight musical instrument sounds were randomly altered by a time-invariant process to determine how detection of spectral alteration varies with degree of alteration, instrument, musical experience, and spectral variation. Sounds were resynthesized with centroids equalized to the original sounds, with frequencies harmonically flattened, and with average spectral error levels of 8%, 16%, 24%, 32%, and 48%. Listeners were asked to discriminate the randomly altered sounds from reference sounds resynthesized from the original data. For all eight instruments, discrimination was very good for the 32% and 48% error levels, moderate for the 16% and 24% error levels, and poor for the 8% error levels. When the error levels were 16%, 24%, and 32%, the scores of musically experienced listeners were found to be significantly better than the scores of listeners with no musical experience. Also, in this same error level range, discrimination was significantly affected by the instrument tested. For error levels of 16% and 24%, discrimination scores were significantly, but negatively correlated with measures of spectral incoherence and normalized centroid deviation on unaltered instrument spectra, suggesting that the presence of dynamic spectral variations tends to increase the difficulty of detecting spectral alterations. Correlation between discrimination and a measure of spectral irregularity was comparatively low.

Positive Almost Periodic Solutions for a Time-Varying Fishing Model with Delay

Directory of Open Access Journals (Sweden)

Xia Li

2011-01-01

Full Text Available This paper is concerned with a time-varying fishing model with delay. By means of the continuation theorem of coincidence degree theory, we prove that it has at least one positive almost periodic solution.

Visualizing time: how linguistic metaphors are incorporated into displaying instruments in the process of interpreting time-varying signals

Science.gov (United States)

Garcia-Belmonte, Germà

2017-06-01

Spatial visualization is a well-established topic of education research that has allowed improving science and engineering students' skills on spatial relations. Connections have been established between visualization as a comprehension tool and instruction in several scientific fields. Learning about dynamic processes mainly relies upon static spatial representations or images. Visualization of time is inherently problematic because time can be conceptualized in terms of two opposite conceptual metaphors based on spatial relations as inferred from conventional linguistic patterns. The situation is particularly demanding when time-varying signals are recorded using displaying electronic instruments, and the image should be properly interpreted. This work deals with the interplay between linguistic metaphors, visual thinking and scientific instrument mediation in the process of interpreting time-varying signals displayed by electronic instruments. The analysis draws on a simplified version of a communication system as example of practical signal recording and image visualization in a physics and engineering laboratory experience. Instrumentation delivers meaningful signal representations because it is designed to incorporate a specific and culturally favored time view. It is suggested that difficulties in interpreting time-varying signals are linked with the existing dual perception of conflicting time metaphors. The activation of specific space-time conceptual mapping might allow for a proper signal interpretation. Instruments play then a central role as visualization mediators by yielding an image that matches specific perception abilities and practical purposes. Here I have identified two ways of understanding time as used in different trajectories through which students are located. Interestingly specific displaying instruments belonging to different cultural traditions incorporate contrasting time views. One of them sees time in terms of a dynamic metaphor

Test Time Reduction for BIST by Parallel Divide-and-Conquer Method

Energy Technology Data Exchange (ETDEWEB)

Choi, Byung Gu; Kim, Dong Wook [Kwangwoon University (Korea)

2000-06-01

BIST(Built-in Self Test) has been considered as the most promising DFT(design-for-test) scheme for the present and future test strategy. The most serious problem in applying BIST(Built-in Self Test) into a large circuit is the excessive increase in test time. This paper is focused on this problem. We proposed a new BIST construction scheme which uses a parallel divide-and-conquer method. The circuit division is performed with respect to some internal nodes called test points. The test points are selected by considering the nodal connectivity of the circuit rather than the testability of each node. The test patterns are generated by only one linear feedback shift register(LFSR) and they are shared by all the divided circuits. Thus, the test for each divided circuit is performed in parallel. Test responses are collected from the test point as well as the primary outputs. Even though the divide-and-conquer scheme is used and test patterns are generated in one LFSR, the proposed scheme does not lose its pseudo-exhaustive property. We proposed a selection procedure to find the test points and it was implemented with C/C{sup ++} language. Several example circuits were applied to this procedure and the results showed that test time was reduced upto 1/2{sup 1}51 but the increase in the hardware overhead or the delay increase was not much high. Because the proposed scheme showed a tendency that the increasing rates in hardware overhead and delay overhead were less than that in test time reduction as the size of circuit increases, it is expected to be used efficiently for large circuits as VLSI and ULSI. (author). 15 refs., 7 figs., 5 tabs.

Perfect fluid Bianchi Type-I cosmological models with time varying G ...

Indian Academy of Sciences (India)

Abstract. Bianchi Type-I cosmological models containing perfect fluid with time vary- ing G and Λ have been presented. The solutions obtained represent an expansion scalar θ bearing a constant ratio to the anisotropy in the direction of space-like unit vector λi. Of the two models obtained, one has negative vacuum energy ...

Inferring time-varying network topologies from gene expression data.

Science.gov (United States)

Rao, Arvind; Hero, Alfred O; States, David J; Engel, James Douglas

2007-01-01

Most current methods for gene regulatory network identification lead to the inference of steady-state networks, that is, networks prevalent over all times, a hypothesis which has been challenged. There has been a need to infer and represent networks in a dynamic, that is, time-varying fashion, in order to account for different cellular states affecting the interactions amongst genes. In this work, we present an approach, regime-SSM, to understand gene regulatory networks within such a dynamic setting. The approach uses a clustering method based on these underlying dynamics, followed by system identification using a state-space model for each learnt cluster--to infer a network adjacency matrix. We finally indicate our results on the mouse embryonic kidney dataset as well as the T-cell activation-based expression dataset and demonstrate conformity with reported experimental evidence.

Time-Varying Dynamic Properties of Offshore Wind Turbines Evaluated by Modal Testing

DEFF Research Database (Denmark)

Damgaard, Mads; Andersen, J. K. F.; Ibsen, Lars Bo

2014-01-01

resonance of the wind turbine structure. In this paper, free vibration tests and a numerical Winkler type approach are used to evaluate the dynamic properties of a total of 30 offshore wind turbines located in the North Sea. Analyses indicate time-varying eigenfrequencies and damping ratios of the lowest...... structural eigenmode. Isolating the oscillation oil damper performance, moveable seabed conditions may lead to the observed time dependency....

Complexity Variability Assessment of Nonlinear Time-Varying Cardiovascular Control

Science.gov (United States)

Valenza, Gaetano; Citi, Luca; Garcia, Ronald G.; Taylor, Jessica Noggle; Toschi, Nicola; Barbieri, Riccardo

2017-02-01

The application of complex systems theory to physiology and medicine has provided meaningful information about the nonlinear aspects underlying the dynamics of a wide range of biological processes and their disease-related aberrations. However, no studies have investigated whether meaningful information can be extracted by quantifying second-order moments of time-varying cardiovascular complexity. To this extent, we introduce a novel mathematical framework termed complexity variability, in which the variance of instantaneous Lyapunov spectra estimated over time serves as a reference quantifier. We apply the proposed methodology to four exemplary studies involving disorders which stem from cardiology, neurology and psychiatry: Congestive Heart Failure (CHF), Major Depression Disorder (MDD), Parkinson’s Disease (PD), and Post-Traumatic Stress Disorder (PTSD) patients with insomnia under a yoga training regime. We show that complexity assessments derived from simple time-averaging are not able to discern pathology-related changes in autonomic control, and we demonstrate that between-group differences in measures of complexity variability are consistent across pathologies. Pathological states such as CHF, MDD, and PD are associated with an increased complexity variability when compared to healthy controls, whereas wellbeing derived from yoga in PTSD is associated with lower time-variance of complexity.

Novel criteria for exponential synchronization of inner time-varying complex networks with coupling delay

International Nuclear Information System (INIS)

Zhang Qun-Jiao; Zhao Jun-Chan

2012-01-01

This paper mainly investigates the exponential synchronization of an inner time-varying complex network with coupling delay. Firstly, the synchronization of complex networks is decoupled into the stability of the corresponding dynamical systems. Based on the Lyapunov function theory, some sufficient conditions to guarantee its stability with any given convergence rate are derived, thus the synchronization of the networks is achieved. Finally, the results are illustrated by a simple time-varying network model with a coupling delay. All involved numerical simulations verify the correctness of the theoretical analysis. (general)

Simulations of hybrid system varying solar radiation and microturbine response time

Directory of Open Access Journals (Sweden)

Yolanda Fernández Ribaya

2015-07-01

Full Text Available Hybrid power systems, such as combinations of renewable power sources with intermittent power production and non-renewable power sources, theoretically increase the reliability and thus integration of renewable sources in the electrical system. However, a recent increase in the number of hybrid installations has sparked interest in the effects of their connection to the grid, especially in remote areas. This paper analyses a photovoltaic-gas microturbine hybrid system dimensioned to be installed in La Paz (Mexico.The research presented in this paper studies and quantifies the effects on the total electric power produced, varying both the solar radiation and the gas microturbine response time. The gas microturbine and the photovoltaic panels are modelled using Matlab/Simulink software, obtaining a platform where different tests to simulate real conditions have been executed. They consist of diverse ramps of irradiance that replicate solar radiation variations, and different microturbine response times reproduced by the time constants of a first order transfer function that models the microturbine dynamic response. The results obtained show that when radiation varies quickly it does not produce significant differences in the power guarantee or the microturbine gas consumption, to any microturbine response time. However, these two parameters are highly variable with smooth radiance variations. The maximum total power variation decreases greatly as the radiation variation gets lower. In addition, by decreasing the microturbine response time, it is possible to appreciably increase the power guarantee although the maximum power variation and gas consumption increase. Only in cases of low radiation variation is there no appreciable difference in the maximum power variation obtained by the different turbine response times.

Simulations of hybrid system varying solar radiation and microturbine response time

Energy Technology Data Exchange (ETDEWEB)

Fernández Ribaya, Yolanda, E-mail: fernandezryolanda@uniovi.es; Álvarez, Eduardo; Paredes Sánchez, José Pablo; Xiberta Bernat, Jorge [Department of Energy E.I.M.E.M., University of Oviedo. 13 Independencia Street 2" n" d floor, 36004, Oviedo (Spain)

2015-07-15

Hybrid power systems, such as combinations of renewable power sources with intermittent power production and non-renewable power sources, theoretically increase the reliability and thus integration of renewable sources in the electrical system. However, a recent increase in the number of hybrid installations has sparked interest in the effects of their connection to the grid, especially in remote areas. This paper analyses a photovoltaic-gas microturbine hybrid system dimensioned to be installed in La Paz (Mexico).The research presented in this paper studies and quantifies the effects on the total electric power produced, varying both the solar radiation and the gas microturbine response time. The gas microturbine and the photovoltaic panels are modelled using Matlab/Simulink software, obtaining a platform where different tests to simulate real conditions have been executed. They consist of diverse ramps of irradiance that replicate solar radiation variations, and different microturbine response times reproduced by the time constants of a first order transfer function that models the microturbine dynamic response. The results obtained show that when radiation varies quickly it does not produce significant differences in the power guarantee or the microturbine gas consumption, to any microturbine response time. However, these two parameters are highly variable with smooth radiance variations. The maximum total power variation decreases greatly as the radiation variation gets lower. In addition, by decreasing the microturbine response time, it is possible to appreciably increase the power guarantee although the maximum power variation and gas consumption increase. Only in cases of low radiation variation is there no appreciable difference in the maximum power variation obtained by the different turbine response times.

Noise level estimation in weakly nonlinear slowly time-varying systems

International Nuclear Information System (INIS)

Aerts, J R M; Dirckx, J J J; Lataire, J; Pintelon, R

2008-01-01

Recently, a method using multisine excitation was proposed for estimating the frequency response, the nonlinear distortions and the disturbing noise of weakly nonlinear time-invariant systems. This method has been demonstrated on the measurement of nonlinear distortions in the vibration of acoustically driven systems such as a latex membrane, which is a good example of a time-invariant system [1]. However, not all systems are perfectly time invariant, e.g. biomechanical systems. This time variation can be misinterpreted as an elevated noise floor, and the classical noise estimation method gives a wrong result. Two improved methods to retrieve the correct noise information from the measurements are presented. Both of them make use of multisine excitations. First, it is demonstrated that the improved methods give the same result as the classical noise estimation method when applied to a time-invariant system (high-quality microphone membrane). Next, it is demonstrated that the new methods clearly give an improved estimate of the noise level on time-varying systems. As an application example results for the vibration response of an eardrum are shown

Stability Control of Force-Reflected Nonlinear Multilateral Teleoperation System under Time-Varying Delays

Directory of Open Access Journals (Sweden)

Da Sun

2016-01-01

Full Text Available A novel control algorithm based on the modified wave-variable controllers is proposed to achieve accurate position synchronization and reasonable force tracking of the nonlinear single-master-multiple-slave teleoperation system and simultaneously guarantee overall system’s stability in the presence of large time-varying delays. The system stability in different scenarios of human and environment situations has been analyzed. The proposed method is validated through experimental work based on the 3-DOF trilateral teleoperation system consisting of three different manipulators. The experimental results clearly demonstrate the feasibility of the proposed algorithm to achieve high transparency and robust stability in nonlinear single-master-multiple-slave teleoperation system in the presence of time-varying delays.

High-performance parallel approaches for three-dimensional light detection and ranging point clouds gridding

Science.gov (United States)

Rizki, Permata Nur Miftahur; Lee, Heezin; Lee, Minsu; Oh, Sangyoon

2017-01-01

With the rapid advance of remote sensing technology, the amount of three-dimensional point-cloud data has increased extraordinarily, requiring faster processing in the construction of digital elevation models. There have been several attempts to accelerate the computation using parallel methods; however, little attention has been given to investigating different approaches for selecting the most suited parallel programming model for a given computing environment. We present our findings and insights identified by implementing three popular high-performance parallel approaches (message passing interface, MapReduce, and GPGPU) on time demanding but accurate kriging interpolation. The performances of the approaches are compared by varying the size of the grid and input data. In our empirical experiment, we demonstrate the significant acceleration by all three approaches compared to a C-implemented sequential-processing method. In addition, we also discuss the pros and cons of each method in terms of usability, complexity infrastructure, and platform limitation to give readers a better understanding of utilizing those parallel approaches for gridding purposes.

Parallelism at Cern: real-time and off-line applications in the GP-MIMD2 project

International Nuclear Information System (INIS)

Calafiura, P.

1997-01-01

A wide range of general purpose high-energy physics applications, ranging from Monte Carlo simulation to data acquisition, from interactive data analysis to on-line filtering, have been ported, or developed, and run in parallel on IBM SP-2 and Meiko CS-2 CERN large multi-processor machines. The ESPRIT project GP-MIMD2 has been a catalyst for the interest in parallel computing at CERN. The project provided the 128 processor Meiko CS-2 system that is now succesfully integrated in the CERN computing environment. The CERN experiment NA48 was involved in the GP-MIMD2 project since the beginning. NA48 physicists run, as part of their day-to-day work, simulation and analysis programs parallelized using the message passing interface MPI. The CS-2 is also a vital component of the experiment data acquisition system and will be used to calibrate in real-time the 13000 channels liquid krypton calorimeter. (orig.)

A hepatitis C virus infection model with time-varying drug effectiveness: solution and analysis.

Directory of Open Access Journals (Sweden)

Jessica M Conway

2014-08-01

Full Text Available Simple models of therapy for viral diseases such as hepatitis C virus (HCV or human immunodeficiency virus assume that, once therapy is started, the drug has a constant effectiveness. More realistic models have assumed either that the drug effectiveness depends on the drug concentration or that the effectiveness varies over time. Here a previously introduced varying-effectiveness (VE model is studied mathematically in the context of HCV infection. We show that while the model is linear, it has no closed-form solution due to the time-varying nature of the effectiveness. We then show that the model can be transformed into a Bessel equation and derive an analytic solution in terms of modified Bessel functions, which are defined as infinite series, with time-varying arguments. Fitting the solution to data from HCV infected patients under therapy has yielded values for the parameters in the model. We show that for biologically realistic parameters, the predicted viral decay on therapy is generally biphasic and resembles that predicted by constant-effectiveness (CE models. We introduce a general method for determining the time at which the transition between decay phases occurs based on calculating the point of maximum curvature of the viral decay curve. For the parameter regimes of interest, we also find approximate solutions for the VE model and establish the asymptotic behavior of the system. We show that the rate of second phase decay is determined by the death rate of infected cells multiplied by the maximum effectiveness of therapy, whereas the rate of first phase decline depends on multiple parameters including the rate of increase of drug effectiveness with time.

Control-focused, nonlinear and time-varying modelling of dielectric elastomer actuators with frequency response analysis

International Nuclear Information System (INIS)

Jacobs, William R; Dodd, Tony J; Anderson, Sean R; Wilson, Emma D; Porrill, John; Assaf, Tareq; Rossiter, Jonathan

2015-01-01

Current models of dielectric elastomer actuators (DEAs) are mostly constrained to first principal descriptions that are not well suited to the application of control design due to their computational complexity. In this work we describe an integrated framework for the identification of control focused, data driven and time-varying DEA models that allow advanced analysis of nonlinear system dynamics in the frequency-domain. Experimentally generated input–output data (voltage-displacement) was used to identify control-focused, nonlinear and time-varying dynamic models of a set of film-type DEAs. The model description used was the nonlinear autoregressive with exogenous input structure. Frequency response analysis of the DEA dynamics was performed using generalized frequency response functions, providing insight and a comparison into the time-varying dynamics across a set of DEA actuators. The results demonstrated that models identified within the presented framework provide a compact and accurate description of the system dynamics. The frequency response analysis revealed variation in the time-varying dynamic behaviour of DEAs fabricated to the same specifications. These results suggest that the modelling and analysis framework presented here is a potentially useful tool for future work in guiding DEA actuator design and fabrication for application domains such as soft robotics. (paper)

A Kalman-filter based approach to identification of time-varying gene regulatory networks.

Directory of Open Access Journals (Sweden)

Jie Xiong

Full Text Available MOTIVATION: Conventional identification methods for gene regulatory networks (GRNs have overwhelmingly adopted static topology models, which remains unchanged over time to represent the underlying molecular interactions of a biological system. However, GRNs are dynamic in response to physiological and environmental changes. Although there is a rich literature in modeling static or temporally invariant networks, how to systematically recover these temporally changing networks remains a major and significant pressing challenge. The purpose of this study is to suggest a two-step strategy that recovers time-varying GRNs. RESULTS: It is suggested in this paper to utilize a switching auto-regressive model to describe the dynamics of time-varying GRNs, and a two-step strategy is proposed to recover the structure of time-varying GRNs. In the first step, the change points are detected by a Kalman-filter based method. The observed time series are divided into several segments using these detection results; and each time series segment belonging to two successive demarcating change points is associated with an individual static regulatory network. In the second step, conditional network structure identification methods are used to reconstruct the topology for each time interval. This two-step strategy efficiently decouples the change point detection problem and the topology inference problem. Simulation results show that the proposed strategy can detect the change points precisely and recover each individual topology structure effectively. Moreover, computation results with the developmental data of Drosophila Melanogaster show that the proposed change point detection procedure is also able to work effectively in real world applications and the change point estimation accuracy exceeds other existing approaches, which means the suggested strategy may also be helpful in solving actual GRN reconstruction problem.

Parallel Polarization State Generation.

Science.gov (United States)

She, Alan; Capasso, Federico

2016-05-17

The control of polarization, an essential property of light, is of wide scientific and technological interest. The general problem of generating arbitrary time-varying states of polarization (SOP) has always been mathematically formulated by a series of linear transformations, i.e. a product of matrices, imposing a serial architecture. Here we show a parallel architecture described by a sum of matrices. The theory is experimentally demonstrated by modulating spatially-separated polarization components of a laser using a digital micromirror device that are subsequently beam combined. This method greatly expands the parameter space for engineering devices that control polarization. Consequently, performance characteristics, such as speed, stability, and spectral range, are entirely dictated by the technologies of optical intensity modulation, including absorption, reflection, emission, and scattering. This opens up important prospects for polarization state generation (PSG) with unique performance characteristics with applications in spectroscopic ellipsometry, spectropolarimetry, communications, imaging, and security.

Joint optimization of green vehicle scheduling and routing problem with time-varying speeds

Science.gov (United States)

Zhang, Dezhi; Wang, Xin; Ni, Nan; Zhang, Zhuo

2018-01-01

Based on an analysis of the congestion effect and changes in the speed of vehicle flow during morning and evening peaks in a large- or medium-sized city, the piecewise function is used to capture the rules of the time-varying speed of vehicles, which are very important in modelling their fuel consumption and CO2 emission. A joint optimization model of the green vehicle scheduling and routing problem with time-varying speeds is presented in this study. Extra wages during nonworking periods and soft time-window constraints are considered. A heuristic algorithm based on the adaptive large neighborhood search algorithm is also presented. Finally, a numerical simulation example is provided to illustrate the optimization model and its algorithm. Results show that, (1) the shortest route is not necessarily the route that consumes the least energy, (2) the departure time influences the vehicle fuel consumption and CO2 emissions and the optimal departure time saves on fuel consumption and reduces CO2 emissions by up to 5.4%, and (3) extra driver wages have significant effects on routing and departure time slot decisions. PMID:29466370

Mendelian randomization analysis of a time-varying exposure for binary disease outcomes using functional data analysis methods.

Science.gov (United States)

Cao, Ying; Rajan, Suja S; Wei, Peng

2016-12-01

A Mendelian randomization (MR) analysis is performed to analyze the causal effect of an exposure variable on a disease outcome in observational studies, by using genetic variants that affect the disease outcome only through the exposure variable. This method has recently gained popularity among epidemiologists given the success of genetic association studies. Many exposure variables of interest in epidemiological studies are time varying, for example, body mass index (BMI). Although longitudinal data have been collected in many cohort studies, current MR studies only use one measurement of a time-varying exposure variable, which cannot adequately capture the long-term time-varying information. We propose using the functional principal component analysis method to recover the underlying individual trajectory of the time-varying exposure from the sparsely and irregularly observed longitudinal data, and then conduct MR analysis using the recovered curves. We further propose two MR analysis methods. The first assumes a cumulative effect of the time-varying exposure variable on the disease risk, while the second assumes a time-varying genetic effect and employs functional regression models. We focus on statistical testing for a causal effect. Our simulation studies mimicking the real data show that the proposed functional data analysis based methods incorporating longitudinal data have substantial power gains compared to standard MR analysis using only one measurement. We used the Framingham Heart Study data to demonstrate the promising performance of the new methods as well as inconsistent results produced by the standard MR analysis that relies on a single measurement of the exposure at some arbitrary time point. © 2016 WILEY PERIODICALS, INC.

End-of-the-year economic growth and time-varying expected returns

DEFF Research Database (Denmark)

Møller, Stig V.; Rangvid, Jesper

2015-01-01

We show that macroeconomic growth at the end of the year (fourth quarter or December) strongly influences expected returns on risky financial assets, whereas economic growth during the rest of the year does not. We find this pattern for many different asset classes, across different time periods......, and for US and international data. We also show that movements in the surplus consumption ratio of Campbell and Cochrane (1999) , a theoretically well-founded measure of time-varying risk aversion linked to macroeconomic growth, influence expected returns stronger during the fourth quarter than the other...

Parallelization for first principles electronic state calculation program

International Nuclear Information System (INIS)

Watanabe, Hiroshi; Oguchi, Tamio.

1997-03-01

In this report we study the parallelization for First principles electronic state calculation program. The target machines are NEC SX-4 for shared memory type parallelization and FUJITSU VPP300 for distributed memory type parallelization. The features of each parallel machine are surveyed, and the parallelization methods suitable for each are proposed. It is shown that 1.60 times acceleration is achieved with 2 CPU parallelization by SX-4 and 4.97 times acceleration is achieved with 12 PE parallelization by VPP 300. (author)

Novel criteria for global exponential periodicity and stability of recurrent neural networks with time-varying delays

International Nuclear Information System (INIS)

Song Qiankun

2008-01-01

In this paper, the global exponential periodicity and stability of recurrent neural networks with time-varying delays are investigated by applying the idea of vector Lyapunov function, M-matrix theory and inequality technique. We assume neither the global Lipschitz conditions on these activation functions nor the differentiability on these time-varying delays, which were needed in other papers. Several novel criteria are found to ascertain the existence, uniqueness and global exponential stability of periodic solution for recurrent neural network with time-varying delays. Moreover, the exponential convergence rate index is estimated, which depends on the system parameters. Some previous results are improved and generalized, and an example is given to show the effectiveness of our method

Online Support Vector Regression with Varying Parameters for Time-Dependent Data

International Nuclear Information System (INIS)

Omitaomu, Olufemi A.; Jeong, Myong K.; Badiru, Adedeji B.

2011-01-01

Support vector regression (SVR) is a machine learning technique that continues to receive interest in several domains including manufacturing, engineering, and medicine. In order to extend its application to problems in which datasets arrive constantly and in which batch processing of the datasets is infeasible or expensive, an accurate online support vector regression (AOSVR) technique was proposed. The AOSVR technique efficiently updates a trained SVR function whenever a sample is added to or removed from the training set without retraining the entire training data. However, the AOSVR technique assumes that the new samples and the training samples are of the same characteristics; hence, the same value of SVR parameters is used for training and prediction. This assumption is not applicable to data samples that are inherently noisy and non-stationary such as sensor data. As a result, we propose Accurate On-line Support Vector Regression with Varying Parameters (AOSVR-VP) that uses varying SVR parameters rather than fixed SVR parameters, and hence accounts for the variability that may exist in the samples. To accomplish this objective, we also propose a generalized weight function to automatically update the weights of SVR parameters in on-line monitoring applications. The proposed function allows for lower and upper bounds for SVR parameters. We tested our proposed approach and compared results with the conventional AOSVR approach using two benchmark time series data and sensor data from nuclear power plant. The results show that using varying SVR parameters is more applicable to time dependent data.

Robust Moving Horizon H∞ Control of Discrete Time-Delayed Systems with Interval Time-Varying Delays

Directory of Open Access Journals (Sweden)

F. Yıldız Tascikaraoglu

2014-01-01

Full Text Available In this study, design of a delay-dependent type moving horizon state-feedback control (MHHC is considered for a class of linear discrete-time system subject to time-varying state delays, norm-bounded uncertainties, and disturbances with bounded energies. The closed-loop robust stability and robust performance problems are considered to overcome the instability and poor disturbance rejection performance due to the existence of parametric uncertainties and time-delay appeared in the system dynamics. Utilizing a discrete-time Lyapunov-Krasovskii functional, some delay-dependent linear matrix inequality (LMI based conditions are provided. It is shown that if one can find a feasible solution set for these LMI conditions iteratively at each step of run-time, then we can construct a control law which guarantees the closed-loop asymptotic stability, maximum disturbance rejection performance, and closed-loop dissipativity in view of the actuator limitations. Two numerical examples with simulations on a nominal and uncertain discrete-time, time-delayed systems, are presented at the end, in order to demonstrate the efficiency of the proposed method.

Modelling tourists arrival using time varying parameter

Science.gov (United States)

Suciptawati, P.; Sukarsa, K. G.; Kencana, Eka N.

2017-06-01

The importance of tourism and its related sectors to support economic development and poverty reduction in many countries increase researchers’ attentions to study and model tourists’ arrival. This work is aimed to demonstrate time varying parameter (TVP) technique to model the arrival of Korean’s tourists to Bali. The number of Korean tourists whom visiting Bali for period January 2010 to December 2015 were used to model the number of Korean’s tourists to Bali (KOR) as dependent variable. The predictors are the exchange rate of Won to IDR (WON), the inflation rate in Korea (INFKR), and the inflation rate in Indonesia (INFID). Observing tourists visit to Bali tend to fluctuate by their nationality, then the model was built by applying TVP and its parameters were approximated using Kalman Filter algorithm. The results showed all of predictor variables (WON, INFKR, INFID) significantly affect KOR. For in-sample and out-of-sample forecast with ARIMA’s forecasted values for the predictors, TVP model gave mean absolute percentage error (MAPE) as much as 11.24 percent and 12.86 percent, respectively.

On synchronous parallel computations with independent probabilistic choice

International Nuclear Information System (INIS)

Reif, J.H.

1984-01-01

This paper introduces probabilistic choice to synchronous parallel machine models; in particular parallel RAMs. The power of probabilistic choice in parallel computations is illustrate by parallelizing some known probabilistic sequential algorithms. The authors characterize the computational complexity of time, space, and processor bounded probabilistic parallel RAMs in terms of the computational complexity of probabilistic sequential RAMs. They show that parallelism uniformly speeds up time bounded probabilistic sequential RAM computations by nearly a quadratic factor. They also show that probabilistic choice can be eliminated from parallel computations by introducing nonuniformity

New results on global exponential stability of recurrent neural networks with time-varying delays

International Nuclear Information System (INIS)

Xu Shengyuan; Chu Yuming; Lu Junwei

2006-01-01

This Letter provides new sufficient conditions for the existence, uniqueness and global exponential stability of the equilibrium point of recurrent neural networks with time-varying delays by employing Lyapunov functions and using the Halanay inequality. The time-varying delays are not necessarily differentiable. Both Lipschitz continuous activation functions and monotone nondecreasing activation functions are considered. The derived stability criteria are expressed in terms of linear matrix inequalities (LMIs), which can be checked easily by resorting to recently developed algorithms solving LMIs. Furthermore, the proposed stability results are less conservative than some previous ones in the literature, which is demonstrated via some numerical examples

New results on global exponential stability of recurrent neural networks with time-varying delays

Energy Technology Data Exchange (ETDEWEB)

Xu Shengyuan [Department of Automation, Nanjing University of Science and Technology, Nanjing 210094 (China)]. E-mail: syxu02@yahoo.com.cn; Chu Yuming [Department of Mathematics, Huzhou Teacher' s College, Huzhou, Zhejiang 313000 (China); Lu Junwei [School of Electrical and Automation Engineering, Nanjing Normal University, 78 Bancang Street, Nanjing, 210042 (China)

2006-04-03

This Letter provides new sufficient conditions for the existence, uniqueness and global exponential stability of the equilibrium point of recurrent neural networks with time-varying delays by employing Lyapunov functions and using the Halanay inequality. The time-varying delays are not necessarily differentiable. Both Lipschitz continuous activation functions and monotone nondecreasing activation functions are considered. The derived stability criteria are expressed in terms of linear matrix inequalities (LMIs), which can be checked easily by resorting to recently developed algorithms solving LMIs. Furthermore, the proposed stability results are less conservative than some previous ones in the literature, which is demonstrated via some numerical examples.

Quantum theory for magnons and phonons interactions under time-varying magnetic fields

International Nuclear Information System (INIS)

Guerreiro, S.C.

1971-01-01

The magnon-fonon interaction in a ferromagnetic material submited to a time-varying magnetic field is studied by quantum methods. This problem has already been solved by semi-classical methods, and one of its results is that under certain conditions a state of lattice vibrations may be completely converted into spin oscillations. The main proporties of magnetoelastic waves in static magnetic fields and extend the quantum treatment for the time varying magnetic field case is revised. Field operators whose equations of motion are analogous to the classical ones are introduced. Their equations, which appear as a linear system of first order coupled equations, are converted into equations for complex functions by an expansion of the field operators in a time t as linear combinations of the same operators in a time t 0 prior to the variation of the magnetic field. The quantity g vector obtained from the classical solution is quantized and shown to be the linear momentum density of the magnetoelastic system, the quantum field spin density operator is deduced for the two interacting fields, and finally the results are used to study the magnetization and lattice displacement vector fields in the case of a system described by a coherent state of one of its normal modes

An estimation of U.S. gasoline demand. A smooth time-varying cointegration approach

International Nuclear Information System (INIS)

Park, Sung Y.; Zhao, Guochang

2010-01-01

In this paper the U.S. gasoline demand from 1976 to 2008 is estimated using a time-varying cointegrating regression. We find that price elasticity increased rapidly during the late 1970s and then decreased until 1987. After a relatively small-scaled 'increase-decrease' cycle from 1987 to 2000, the price elasticity rose again after 2000. The time-varying change of the elasticities may be explained by the proportion of gasoline consumption to income and fluctuation of the degree of necessity. The result of the error correction model shows that a deviation from a long-run equilibrium is corrected quickly, and the welfare analysis illustrates there may be a gain by shifting the tax scheme from income tax to gasoline tax. (author)

An estimation of U.S. gasoline demand. A smooth time-varying cointegration approach

Energy Technology Data Exchange (ETDEWEB)

Park, Sung Y. [Department of Economics, University of Illinois, Urbana, IL 61801 (United States); The Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian 361005 (China); Zhao, Guochang [Research School of Economics, College of Business and Economics, The Australian National University, Canberra, ACT 2601 (Australia)

2010-01-15

In this paper the U.S. gasoline demand from 1976 to 2008 is estimated using a time-varying cointegrating regression. We find that price elasticity increased rapidly during the late 1970s and then decreased until 1987. After a relatively small-scaled 'increase-decrease' cycle from 1987 to 2000, the price elasticity rose again after 2000. The time-varying change of the elasticities may be explained by the proportion of gasoline consumption to income and fluctuation of the degree of necessity. The result of the error correction model shows that a deviation from a long-run equilibrium is corrected quickly, and the welfare analysis illustrates there may be a gain by shifting the tax scheme from income tax to gasoline tax. (author)

Parallel External Memory Graph Algorithms

DEFF Research Database (Denmark)

Arge, Lars Allan; Goodrich, Michael T.; Sitchinava, Nodari

2010-01-01

In this paper, we study parallel I/O efficient graph algorithms in the Parallel External Memory (PEM) model, one o f the private-cache chip multiprocessor (CMP) models. We study the fundamental problem of list ranking which leads to efficient solutions to problems on trees, such as computing lowest...... an optimal speedup of ¿(P) in parallel I/O complexity and parallel computation time, compared to the single-processor external memory counterparts....

Time-frequency analysis of time-varying modulated signals based on improved energy separation by iterative generalized demodulation

Science.gov (United States)

Feng, Zhipeng; Chu, Fulei; Zuo, Ming J.

2011-03-01

Energy separation algorithm is good at tracking instantaneous changes in frequency and amplitude of modulated signals, but it is subject to the constraints of mono-component and narrow band. In most cases, time-varying modulated vibration signals of machinery consist of multiple components, and have so complicated instantaneous frequency trajectories on time-frequency plane that they overlap in frequency domain. For such signals, conventional filters fail to obtain mono-components of narrow band, and their rectangular decomposition of time-frequency plane may split instantaneous frequency trajectories thus resulting in information loss. Regarding the advantage of generalized demodulation method in decomposing multi-component signals into mono-components, an iterative generalized demodulation method is used as a preprocessing tool to separate signals into mono-components, so as to satisfy the requirements by energy separation algorithm. By this improvement, energy separation algorithm can be generalized to a broad range of signals, as long as the instantaneous frequency trajectories of signal components do not intersect on time-frequency plane. Due to the good adaptability of energy separation algorithm to instantaneous changes in signals and the mono-component decomposition nature of generalized demodulation, the derived time-frequency energy distribution has fine resolution and is free from cross term interferences. The good performance of the proposed time-frequency analysis is illustrated by analyses of a simulated signal and the on-site recorded nonstationary vibration signal of a hydroturbine rotor during a shut-down transient process, showing that it has potential to analyze time-varying modulated signals of multi-components.

Some properties of zero power neutron noise in a time-varying medium with delayed neutrons

International Nuclear Information System (INIS)

Kitamura, Y.; Pal, L.; Pazsit, I.; Yamamoto, A.; Yamane, Y.

2008-01-01

The temporal evolution of the distribution of the number of neutrons in a time-varying multiplying system, producing only prompt neutrons, was treated recently with the master equation technique by some of the present authors. Such a treatment gives account of both the so-called zero power reactor noise and the power reactor noise simultaneously. In particular, the first two moments of the neutron number, as well as the concept of criticality for time-varying systems, were investigated and discussed. The present paper extends these investigations to the case when delayed neutrons are also taken into account. Due to the complexity of the description, only the expectation of the neutron number is calculated. The concept of criticality of a time-varying system is also generalized to systems with delayed neutrons. The temporal behaviour of the expectation of the number of neutrons and its asymptotic properties are displayed and discussed

Resonant e+e- production by time-varying electromagnetic field

International Nuclear Information System (INIS)

Farakos, K.; Koutsoumbas, G.; Tiktopoulos, G.

1990-01-01

As pointed out by Cornwall and Tiktopoulos (CT) strong, time-varying electric fields may produce e + e - pairs in a resonant fashion. This effect could be related to the sharp peaks in the e + e - spectrum observed in the GSI heavy-ion collision experiments. We attempt to go beyond the case of spatially uniform fields discussed by CT. We find that resonant e + e - production indeed takes place for electric fields derived from four-potentials of the form A 1 =A 2 =A 0 =0, A 3 =δ(t)b(x 3 ) provided by b(x) has discontinuities with a jump at least equal to π. (orig.)

Theory of electromagnetic cyclotron wave growth in a time-varying magnetoplasma

International Nuclear Information System (INIS)

Gail, W.B.

1990-01-01

The time-dependent growth rate for parallel propagating electromagnetic cyclotron waves is derived for a magnetoplasma which is characterized by a time dependent compressional perturbation superimposed on an equilibrium configuration. Such perturbations are commonly observed in the Earth's magnetosphere as a consequence of resonant field line oscillations, solar-wind disturbances, and other phenomena. The time dependencies of the magnetic field, thermal plasma density, energetic particle distribution function, and resonance condition are first related through a single dimensionless time parameter b(t) using the ideal MHD assumption. For cases in which the particle distribution can be described by F(α, E) = f(E)sin a(E) α, the time dependent wave growth rate is then given by γ≅ γ 0 (1 + Λ) where γ 0 is the equilibrium growth rate and Λ(b) is a function of the equilibrium parameters and the time parameter b. The term |Λ| is generally small compared to 1, and the effect is a small modulation of the equilibrium growth rate by Λ. If the particle distribution is locally near marginal stability, however, |Λ| is large compared to 1, and the growth rate modulation can be much larger than for a distribution which is not near marginal stability. The results suggest that particle populations which are near marginal stability may be strongly influenced by perturbations in the magnetic field and plasma. Marginally stable distributions may thus play an important role in magnetospheric dynamics as well as determination of radiation belt characteristics

Emergence of synchronization and regularity in firing patterns in time-varying neural hypernetworks

Science.gov (United States)

Rakshit, Sarbendu; Bera, Bidesh K.; Ghosh, Dibakar; Sinha, Sudeshna

2018-05-01

We study synchronization of dynamical systems coupled in time-varying network architectures, composed of two or more network topologies, corresponding to different interaction schemes. As a representative example of this class of time-varying hypernetworks, we consider coupled Hindmarsh-Rose neurons, involving two distinct types of networks, mimicking interactions that occur through the electrical gap junctions and the chemical synapses. Specifically, we consider the connections corresponding to the electrical gap junctions to form a small-world network, while the chemical synaptic interactions form a unidirectional random network. Further, all the connections in the hypernetwork are allowed to change in time, modeling a more realistic neurobiological scenario. We model this time variation by rewiring the links stochastically with a characteristic rewiring frequency f . We find that the coupling strength necessary to achieve complete neuronal synchrony is lower when the links are switched rapidly. Further, the average time required to reach the synchronized state decreases as synaptic coupling strength and/or rewiring frequency increases. To quantify the local stability of complete synchronous state we use the Master Stability Function approach, and for global stability we employ the concept of basin stability. The analytically derived necessary condition for synchrony is in excellent agreement with numerical results. Further we investigate the resilience of the synchronous states with respect to increasing network size, and we find that synchrony can be maintained up to larger network sizes by increasing either synaptic strength or rewiring frequency. Last, we find that time-varying links not only promote complete synchronization, but also have the capacity to change the local dynamics of each single neuron. Specifically, in a window of rewiring frequency and synaptic coupling strength, we observe that the spiking behavior becomes more regular.

Time-Varying Distortions of Binaural Information by Bilateral Hearing Aids

Science.gov (United States)

Rodriguez, Francisco A.; Portnuff, Cory D. F.; Goupell, Matthew J.; Tollin, Daniel J.

2016-01-01

In patients with bilateral hearing loss, the use of two hearing aids (HAs) offers the potential to restore the benefits of binaural hearing, including sound source localization and segregation. However, existing evidence suggests that bilateral HA users’ access to binaural information, namely interaural time and level differences (ITDs and ILDs), can be compromised by device processing. Our objective was to characterize the nature and magnitude of binaural distortions caused by modern digital behind-the-ear HAs using a variety of stimuli and HA program settings. Of particular interest was a common frequency-lowering algorithm known as nonlinear frequency compression, which has not previously been assessed for its effects on binaural information. A binaural beamforming algorithm was also assessed. Wide dynamic range compression was enabled in all programs. HAs were placed on a binaural manikin, and stimuli were presented from an arc of loudspeakers inside an anechoic chamber. Stimuli were broadband noise bursts, 10-Hz sinusoidally amplitude-modulated noise bursts, or consonant–vowel–consonant speech tokens. Binaural information was analyzed in terms of ITDs, ILDs, and interaural coherence, both for whole stimuli and in a time-varying sense (i.e., within a running temporal window) across four different frequency bands (1, 2, 4, and 6 kHz). Key findings were: (a) Nonlinear frequency compression caused distortions of high-frequency envelope ITDs and significantly reduced interaural coherence. (b) For modulated stimuli, all programs caused time-varying distortion of ILDs. (c) HAs altered the relationship between ITDs and ILDs, introducing large ITD–ILD conflicts in some cases. Potential perceptual consequences of measured distortions are discussed. PMID:27698258

Stagewise pseudo-value regression for time-varying effects on the cumulative incidence

DEFF Research Database (Denmark)

Zöller, Daniela; Schmidtmann, Irene; Weinmann, Arndt

2016-01-01

In a competing risks setting, the cumulative incidence of an event of interest describes the absolute risk for this event as a function of time. For regression analysis, one can either choose to model all competing events by separate cause-specific hazard models or directly model the association...... for time-varying effects. This is implemented by coupling variable selection between the grid times, but determining estimates separately. The effect estimates are regularized to also allow for model fitting with a low to moderate number of observations. This technique is illustrated in an application...

Linking the fractional derivative and the Lomnitz creep law to non-Newtonian time-varying viscosity

Science.gov (United States)

Pandey, Vikash; Holm, Sverre

2016-09-01

Many of the most interesting complex media are non-Newtonian and exhibit time-dependent behavior of thixotropy and rheopecty. They may also have temporal responses described by power laws. The material behavior is represented by the relaxation modulus and the creep compliance. On the one hand, it is shown that in the special case of a Maxwell model characterized by a linearly time-varying viscosity, the medium's relaxation modulus is a power law which is similar to that of a fractional derivative element often called a springpot. On the other hand, the creep compliance of the time-varying Maxwell model is identified as Lomnitz's logarithmic creep law, making this possibly its first direct derivation. In this way both fractional derivatives and Lomnitz's creep law are linked to time-varying viscosity. A mechanism which yields fractional viscoelasticity and logarithmic creep behavior has therefore been found. Further, as a result of this linking, the curve-fitting parameters involved in the fractional viscoelastic modeling, and the Lomnitz law gain physical interpretation.

Pollinator effectiveness varies with experimental shifts in flowering time.

Science.gov (United States)

Rafferty, Nicole E; Ives, Anthony R

2012-04-01

The earlier flowering times exhibited by many plant species are a conspicuous sign of climate change. Altered phenologies have caused concern that species could suffer population declines if they flower at times when effective pollinators are unavailable. For two perennial wildflowers, Tradescantia ohiensis and Asclepias incarnata, we used an experimental approach to explore how changing phenology affects the taxonomic composition of the pollinator assemblage and the effectiveness of individual pollinator taxa. After finding in the previous year that fruit set varied with flowering time, we manipulated flowering onset in greenhouses, placed plants in the field over the span of five weeks, and measured pollinator effectiveness as the number of seeds produced after a single visit to a flower. The average effectiveness of pollinators and the expected rates of pollination success were lower for plants of both species flowering earlier than for plants flowering at historical times, suggesting there could be reproductive costs to earlier flowering. Whereas for A. incarnata, differences in average seed set among weeks were due primarily to changes in the composition of the pollinator assemblage, the differences for T. ohiensis were driven by the combined effects of compositional changes and increases over time in the effectiveness of some pollinator taxa. Both species face the possibility of temporal mismatch between the availability of the most effective pollinators and the onset of flowering, and changes in the effectiveness of individual pollinator taxa through time may add an unexpected element to the reproductive consequences of such mismatches.

Consumer responses to time varying prices for electricity

International Nuclear Information System (INIS)

Thorsnes, Paul; Williams, John; Lawson, Rob

2012-01-01

We report new experimental evidence of the household response to weekday differentials in peak and off-peak electricity prices. The data come from Auckland, New Zealand, where peak residential electricity consumption occurs in winter for heating. Peak/off-peak price differentials ranged over four randomly selected groups from 1.0 to 3.5. On average, there was no response except in winter. In winter, participant households reduced electricity consumption by at least 10%, took advantage of lower off-peak prices but did not respond to the peak price differentials. Response varied with house and household size, time spent away from home, and whether water was heated with electricity. - Highlights: ► Seasonal effects in winter. ► High conservation effect from information. ► Higher peak prices no effect on peak use. ► Low off-peak prices encourage less conservation off-peak.

Combined risk assessment of nonstationary monthly water quality based on Markov chain and time-varying copula.

Science.gov (United States)

Shi, Wei; Xia, Jun

2017-02-01

Water quality risk management is a global hot research linkage with the sustainable water resource development. Ammonium nitrogen (NH 3 -N) and permanganate index (COD Mn ) as the focus indicators in Huai River Basin, are selected to reveal their joint transition laws based on Markov theory. The time-varying moments model with either time or land cover index as explanatory variables is applied to build the time-varying marginal distributions of water quality time series. Time-varying copula model, which takes the non-stationarity in the marginal distribution and/or the time variation in dependence structure between water quality series into consideration, is constructed to describe a bivariate frequency analysis for NH 3 -N and COD Mn series at the same monitoring gauge. The larger first-order Markov joint transition probability indicates water quality state Class V w , Class IV and Class III will occur easily in the water body of Bengbu Sluice. Both marginal distribution and copula models are nonstationary, and the explanatory variable time yields better performance than land cover index in describing the non-stationarities in the marginal distributions. In modelling the dependence structure changes, time-varying copula has a better fitting performance than the copula with the constant or the time-trend dependence parameter. The largest synchronous encounter risk probability of NH 3 -N and COD Mn simultaneously reaching Class V is 50.61%, while the asynchronous encounter risk probability is largest when NH 3 -N and COD Mn is inferior to class V and class IV water quality standards, respectively.

Progress in parallel implementation of the multilevel plane wave time domain algorithm

KAUST Repository

Liu, Yang

2013-07-01

The computational complexity and memory requirements of classical schemes for evaluating transient electromagnetic fields produced by Ns dipoles active for Nt time steps scale as O(NtN s 2) and O(Ns 2), respectively. The multilevel plane wave time domain (PWTD) algorithm [A.A. Ergin et al., Antennas and Propagation Magazine, IEEE, vol. 41, pp. 39-52, 1999], viz. the extension of the frequency domain fast multipole method (FMM) to the time domain, reduces the above costs to O(NtNslog2Ns) and O(Ns α) with α = 1.5 for surface current distributions and α = 4/3 for volumetric ones. Its favorable computational and memory costs notwithstanding, serial implementations of the PWTD scheme unfortunately remain somewhat limited in scope and ill-suited to tackle complex real-world scattering problems, and parallel implementations are called for. © 2013 IEEE.

Computing and visualizing time-varying merge trees for high-dimensional data

Energy Technology Data Exchange (ETDEWEB)

Oesterling, Patrick [Univ. of Leipzig (Germany); Heine, Christian [Univ. of Kaiserslautern (Germany); Weber, Gunther H. [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Morozov, Dmitry [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Scheuermann, Gerik [Univ. of Leipzig (Germany)

2017-06-03

We introduce a new method that identifies and tracks features in arbitrary dimensions using the merge tree -- a structure for identifying topological features based on thresholding in scalar fields. This method analyzes the evolution of features of the function by tracking changes in the merge tree and relates features by matching subtrees between consecutive time steps. Using the time-varying merge tree, we present a structural visualization of the changing function that illustrates both features and their temporal evolution. We demonstrate the utility of our approach by applying it to temporal cluster analysis of high-dimensional point clouds.

Exponential networked synchronization of master-slave chaotic systems with time-varying communication topologies

International Nuclear Information System (INIS)

Yang Dong-Sheng; Liu Zhen-Wei; Liu Zhao-Bing; Zhao Yan

2012-01-01

The networked synchronization problem of a class of master-slave chaotic systems with time-varying communication topologies is investigated in this paper. Based on algebraic graph theory and matrix theory, a simple linear state feedback controller is designed to synchronize the master chaotic system and the slave chaotic systems with a time-varying communication topology connection. The exponential stability of the closed-loop networked synchronization error system is guaranteed by applying Lyapunov stability theory. The derived novel criteria are in the form of linear matrix inequalities (LMIs), which are easy to examine and tremendously reduce the computation burden from the feedback matrices. This paper provides an alternative networked secure communication scheme which can be extended conveniently. An illustrative example is given to demonstrate the effectiveness of the proposed networked synchronization method. (general)

Stability in Cohen Grossberg-type bidirectional associative memory neural networks with time-varying delays

Science.gov (United States)

Cao, Jinde; Song, Qiankun

2006-07-01

In this paper, the exponential stability problem is investigated for a class of Cohen-Grossberg-type bidirectional associative memory neural networks with time-varying delays. By using the analysis method, inequality technique and the properties of an M-matrix, several novel sufficient conditions ensuring the existence, uniqueness and global exponential stability of the equilibrium point are derived. Moreover, the exponential convergence rate is estimated. The obtained results are less restrictive than those given in the earlier literature, and the boundedness and differentiability of the activation functions and differentiability of the time-varying delays are removed. Two examples with their simulations are given to show the effectiveness of the obtained results.

From Massively Parallel Algorithms and Fluctuating Time Horizons to Nonequilibrium Surface Growth

International Nuclear Information System (INIS)

Korniss, G.; Toroczkai, Z.; Novotny, M. A.; Rikvold, P. A.

2000-01-01

We study the asymptotic scaling properties of a massively parallel algorithm for discrete-event simulations where the discrete events are Poisson arrivals. The evolution of the simulated time horizon is analogous to a nonequilibrium surface. Monte Carlo simulations and a coarse-grained approximation indicate that the macroscopic landscape in the steady state is governed by the Edwards-Wilkinson Hamiltonian. Since the efficiency of the algorithm corresponds to the density of local minima in the associated surface, our results imply that the algorithm is asymptotically scalable. (c) 2000 The American Physical Society

A Comparison of Evolutionary Algorithms for Tracking Time-Varying Recursive Systems

Directory of Open Access Journals (Sweden)

White Michael S

2003-01-01

Full Text Available A comparison is made of the behaviour of some evolutionary algorithms in time-varying adaptive recursive filter systems. Simulations show that an algorithm including random immigrants outperforms a more conventional algorithm using the breeder genetic algorithm as the mutation operator when the time variation is discontinuous, but neither algorithm performs well when the time variation is rapid but smooth. To meet this deficit, a new hybrid algorithm which uses a hill climber as an additional genetic operator, applied for several steps at each generation, is introduced. A comparison is made of the effect of applying the hill climbing operator a few times to all members of the population or a larger number of times solely to the best individual; it is found that applying to the whole population yields the better results, substantially improved compared with those obtained using earlier methods.

Asymptotic theory of time varying networks with burstiness and heterogeneous activation patterns

Science.gov (United States)

Burioni, Raffaella; Ubaldi, Enrico; Vezzani, Alessandro

2017-05-01

The recent availability of large-scale, time-resolved and high quality digital datasets has allowed for a deeper understanding of the structure and properties of many real-world networks. The empirical evidence of a temporal dimension prompted the switch of paradigm from a static representation of networks to a time varying one. In this work we briefly review the framework of time-varying-networks in real world social systems, especially focusing on the activity-driven paradigm. We develop a framework that allows for the encoding of three generative mechanisms that seem to play a central role in the social networks’ evolution: the individual’s propensity to engage in social interactions, its strategy in allocate these interactions among its alters and the burstiness of interactions amongst social actors. The functional forms and probability distributions encoding these mechanisms are typically data driven. A natural question arises if different classes of strategies and burstiness distributions, with different local scale behavior and analogous asymptotics can lead to the same long time and large scale structure of the evolving networks. We consider the problem in its full generality, by investigating and solving the system dynamics in the asymptotic limit, for general classes of ties allocation mechanisms and waiting time probability distributions. We show that the asymptotic network evolution is driven by a few characteristics of these functional forms, that can be extracted from direct measurements on large datasets.

Belief–logic conflict resolution in syllogistic reasoning: Inspection-time evidence for a parallel process model

OpenAIRE

Stupple, Edward J.N; Ball, Linden

2008-01-01

An experiment is reported examining dual-process models of belief bias in syllogistic reasoning using a problem complexity manipulation and an inspection-time method to monitor processing latencies for premises and conclusions. Endorsement rates indicated increased belief bias on complex problems, a finding that runs counter to the “belief-first” selective scrutiny model, but which is consistent with other theories, including “reasoning-first” and “parallel-process” models. Inspection-time da...

Study of selected phenotype switching strategies in time varying environment

Energy Technology Data Exchange (ETDEWEB)

Horvath, Denis, E-mail: horvath.denis@gmail.com [Centre of Interdisciplinary Biosciences, Institute of Physics, Faculty of Science, P.J. Šafárik University in Košice, Jesenná 5, 040 01 Košice (Slovakia); Brutovsky, Branislav, E-mail: branislav.brutovsky@upjs.sk [Department of Biophysics, Institute of Physics, P.J. Šafárik University in Košice, Jesenná 5, 040 01 Košice (Slovakia)

2016-03-22

Population heterogeneity plays an important role across many research, as well as the real-world, problems. The population heterogeneity relates to the ability of a population to cope with an environment change (or uncertainty) preventing its extinction. However, this ability is not always desirable as can be exemplified by an intratumor heterogeneity which positively correlates with the development of resistance to therapy. Causation of population heterogeneity is therefore in biology and medicine an intensively studied topic. In this paper the evolution of a specific strategy of population diversification, the phenotype switching, is studied at a conceptual level. The presented simulation model studies evolution of a large population of asexual organisms in a time-varying environment represented by a stochastic Markov process. Each organism disposes with a stochastic or nonlinear deterministic switching strategy realized by discrete-time models with evolvable parameters. We demonstrate that under rapidly varying exogenous conditions organisms operate in the vicinity of the bet-hedging strategy, while the deterministic patterns become relevant as the environmental variations are less frequent. Statistical characterization of the steady state regimes of the populations is done using the Hellinger and Kullback–Leibler functional distances and the Hamming distance. - Highlights: • Relation between phenotype switching and environment is studied. • The Markov chain Monte Carlo based model is developed. • Stochastic and deterministic strategies of phenotype switching are utilized. • Statistical measures of the dynamic heterogeneity reveal universal properties. • The results extend to higher lattice dimensions.

Study of selected phenotype switching strategies in time varying environment

International Nuclear Information System (INIS)

Horvath, Denis; Brutovsky, Branislav

2016-01-01

Population heterogeneity plays an important role across many research, as well as the real-world, problems. The population heterogeneity relates to the ability of a population to cope with an environment change (or uncertainty) preventing its extinction. However, this ability is not always desirable as can be exemplified by an intratumor heterogeneity which positively correlates with the development of resistance to therapy. Causation of population heterogeneity is therefore in biology and medicine an intensively studied topic. In this paper the evolution of a specific strategy of population diversification, the phenotype switching, is studied at a conceptual level. The presented simulation model studies evolution of a large population of asexual organisms in a time-varying environment represented by a stochastic Markov process. Each organism disposes with a stochastic or nonlinear deterministic switching strategy realized by discrete-time models with evolvable parameters. We demonstrate that under rapidly varying exogenous conditions organisms operate in the vicinity of the bet-hedging strategy, while the deterministic patterns become relevant as the environmental variations are less frequent. Statistical characterization of the steady state regimes of the populations is done using the Hellinger and Kullback–Leibler functional distances and the Hamming distance. - Highlights: • Relation between phenotype switching and environment is studied. • The Markov chain Monte Carlo based model is developed. • Stochastic and deterministic strategies of phenotype switching are utilized. • Statistical measures of the dynamic heterogeneity reveal universal properties. • The results extend to higher lattice dimensions.

Seeing or moving in parallel

DEFF Research Database (Denmark)

Christensen, Mark Schram; Ehrsson, H Henrik; Nielsen, Jens Bo

2013-01-01

a different network, involving bilateral dorsal premotor cortex (PMd), primary motor cortex, and SMA, was more active when subjects viewed parallel movements while performing either symmetrical or parallel movements. Correlations between behavioral instability and brain activity were present in right lateral...... adduction-abduction movements symmetrically or in parallel with real-time congruent or incongruent visual feedback of the movements. One network, consisting of bilateral superior and middle frontal gyrus and supplementary motor area (SMA), was more active when subjects performed parallel movements, whereas...

Bank loan components and the time-varying effects of monetary policy shocks

NARCIS (Netherlands)

den Haan, W.J.; Sumner, S.W.; Yamashiro, G.M.

2011-01-01

The impulse response function (IRF) of an aggregate variable is time-varying if the IRFs of its components are different from each other and the relative magnitudes of the components are not constant—two conditions likely to be true in practice. We model the behaviour of loan components and document

Is Monte Carlo embarrassingly parallel?

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Delft Nuclear Consultancy, IJsselzoom 2, 2902 LB Capelle aan den IJssel (Netherlands)

2012-07-01

Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)

Is Monte Carlo embarrassingly parallel?

International Nuclear Information System (INIS)

Hoogenboom, J. E.

2012-01-01

Monte Carlo is often stated as being embarrassingly parallel. However, running a Monte Carlo calculation, especially a reactor criticality calculation, in parallel using tens of processors shows a serious limitation in speedup and the execution time may even increase beyond a certain number of processors. In this paper the main causes of the loss of efficiency when using many processors are analyzed using a simple Monte Carlo program for criticality. The basic mechanism for parallel execution is MPI. One of the bottlenecks turn out to be the rendez-vous points in the parallel calculation used for synchronization and exchange of data between processors. This happens at least at the end of each cycle for fission source generation in order to collect the full fission source distribution for the next cycle and to estimate the effective multiplication factor, which is not only part of the requested results, but also input to the next cycle for population control. Basic improvements to overcome this limitation are suggested and tested. Also other time losses in the parallel calculation are identified. Moreover, the threading mechanism, which allows the parallel execution of tasks based on shared memory using OpenMP, is analyzed in detail. Recommendations are given to get the maximum efficiency out of a parallel Monte Carlo calculation. (authors)

Improved Criteria on Delay-Dependent Stability for Discrete-Time Neural Networks with Interval Time-Varying Delays

Directory of Open Access Journals (Sweden)

O. M. Kwon

2012-01-01

Full Text Available The purpose of this paper is to investigate the delay-dependent stability analysis for discrete-time neural networks with interval time-varying delays. Based on Lyapunov method, improved delay-dependent criteria for the stability of the networks are derived in terms of linear matrix inequalities (LMIs by constructing a suitable Lyapunov-Krasovskii functional and utilizing reciprocally convex approach. Also, a new activation condition which has not been considered in the literature is proposed and utilized for derivation of stability criteria. Two numerical examples are given to illustrate the effectiveness of the proposed method.

Mechatronic Model Based Computed Torque Control of a Parallel Manipulator

Directory of Open Access Journals (Sweden)

Zhiyong Yang

2008-11-01

Full Text Available With high speed and accuracy the parallel manipulators have wide application in the industry, but there still exist many difficulties in the actual control process because of the time-varying and coupling. Unfortunately, the present-day commercial controlles cannot provide satisfying performance for its single axis linear control only. Therefore, aimed at a novel 2-DOF (Degree of Freedom parallel manipulator called Diamond 600, a motor-mechanism coupling dynamic model based control scheme employing the computed torque control algorithm are presented in this paper. First, the integrated dynamic coupling model is deduced, according to equivalent torques between the mechanical structure and the PM (Permanent Magnetism servomotor. Second, computed torque controller is described in detail for the above proposed model. At last, a series of numerical simulations and experiments are carried out to test the effectiveness of the system, and the results verify the favourable tracking ability and robustness.

Mechatronic Model Based Computed Torque Control of a Parallel Manipulator

Directory of Open Access Journals (Sweden)

Zhiyong Yang

2008-03-01

Full Text Available With high speed and accuracy the parallel manipulators have wide application in the industry, but there still exist many difficulties in the actual control process because of the time-varying and coupling. Unfortunately, the present-day commercial controlles cannot provide satisfying performance for its single axis linear control only. Therefore, aimed at a novel 2-DOF (Degree of Freedom parallel manipulator called Diamond 600, a motor-mechanism coupling dynamic model based control scheme employing the computed torque control algorithm are presented in this paper. First, the integrated dynamic coupling model is deduced, according to equivalent torques between the mechanical structure and the PM (Permanent Magnetism servomotor. Second, computed torque controller is described in detail for the above proposed model. At last, a series of numerical simulations and experiments are carried out to test the effectiveness of the system, and the results verify the favourable tracking ability and robustness.

Output-Only Modal Parameter Recursive Estimation of Time-Varying Structures via a Kernel Ridge Regression FS-TARMA Approach

Directory of Open Access Journals (Sweden)

Zhi-Sai Ma

2017-01-01

Full Text Available Modal parameter estimation plays an important role in vibration-based damage detection and is worth more attention and investigation, as changes in modal parameters are usually being used as damage indicators. This paper focuses on the problem of output-only modal parameter recursive estimation of time-varying structures based upon parameterized representations of the time-dependent autoregressive moving average (TARMA. A kernel ridge regression functional series TARMA (FS-TARMA recursive identification scheme is proposed and subsequently employed for the modal parameter estimation of a numerical three-degree-of-freedom time-varying structural system and a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudolinear regression FS-TARMA approach via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics in a recursive manner.

Time-Varying Market Integration and Expected Returns in Emerging Markets

OpenAIRE

de Jong, Frank; de Roon, Frans

2001-01-01

We use a simple model in which the expected returns in emerging markets depend on their systematic risk as measured by their beta relative to the world portfolio as well as on the level of integration in that market. The level of integration is a time-varying variable that depends on the market value of the assets that can be held by domestic investors only versus the market value of the assets that can be traded freely. Our empirical analysis for 30 emerging markets shows that there are stro...

Time Varying Market Integration and Expected Rteurns in Emerging Markets

OpenAIRE

Jong, F.C.J.M. de; Roon, F.A. de

2001-01-01

We use a simple model in which the expected returns in emerging markets depend on their systematic risk as measured by their beta relative to the world portfolio as well as on the level of integration in that market.The level of integration is a time-varying variable that depends on the market value of the assets that can be held by domestic investors only versus the market value of the assets that can be traded freely.Our empirical analysis for 30 emerging markets shows that there are strong...

Projective synchronization of time-varying delayed neural network with adaptive scaling factors

International Nuclear Information System (INIS)

Ghosh, Dibakar; Banerjee, Santo

2013-01-01

Highlights: • Projective synchronization in coupled delayed neural chaotic systems with modulated delay time is introduced. • An adaptive rule for the scaling factors is introduced. • This scheme is highly applicable in secure communication. -- Abstract: In this work, the projective synchronization between two continuous time delayed neural systems with time varying delay is investigated. A sufficient condition for synchronization for the coupled systems with modulated delay is presented analytically with the help of the Krasovskii–Lyapunov approach. The effect of adaptive scaling factors on synchronization are also studied in details. Numerical simulations verify the effectiveness of the analytic results

Robust convergence of Cohen-Grossberg neural networks with time-varying delays

International Nuclear Information System (INIS)

Xiong Wenjun; Ma Deyi; Liang Jinling

2009-01-01

In this paper, robust convergence is studied for the Cohen-Grossberg neural networks (CGNNs) with time-varying delays. By applying the differential inequality and the Lyapunov method, some delay-independent conditions are derived ensuring the robust CGNNs to converge, globally, uniformly and exponentially, to a ball in the state space with a pre-specified convergence rate. Finally, the effectiveness of our results are verified by an illustrative example.

Specification and testing of Multiplicative Time-Varying GARCH models with applications

DEFF Research Database (Denmark)

Amado, Cristina; Teräsvirta, Timo

2017-01-01

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smooth...... is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns....

Robust Parallel Machine Scheduling Problem with Uncertainties and Sequence-Dependent Setup Time

Directory of Open Access Journals (Sweden)

Hongtao Hu

2016-01-01

Full Text Available A parallel machine scheduling problem in plastic production is studied in this paper. In this problem, the processing time and arrival time are uncertain but lie in their respective intervals. In addition, each job must be processed together with a mold while jobs which belong to one family can share the same mold. Therefore, time changing mold is required for two consecutive jobs that belong to different families, which is known as sequence-dependent setup time. This paper aims to identify a robust schedule by min–max regret criterion. It is proved that the scenario incurring maximal regret for each feasible solution lies in finite extreme scenarios. A mixed integer linear programming formulation and an exact algorithm are proposed to solve the problem. Moreover, a modified artificial bee colony algorithm is developed to solve large-scale problems. The performance of the presented algorithm is evaluated through extensive computational experiments and the results show that the proposed algorithm surpasses the exact method in terms of objective value and computational time.

Synchronization Of Parallel Discrete Event Simulations

Science.gov (United States)

Steinman, Jeffrey S.

1992-01-01

Adaptive, parallel, discrete-event-simulation-synchronization algorithm, Breathing Time Buckets, developed in Synchronous Parallel Environment for Emulation and Discrete Event Simulation (SPEEDES) operating system. Algorithm allows parallel simulations to process events optimistically in fluctuating time cycles that naturally adapt while simulation in progress. Combines best of optimistic and conservative synchronization strategies while avoiding major disadvantages. Algorithm processes events optimistically in time cycles adapting while simulation in progress. Well suited for modeling communication networks, for large-scale war games, for simulated flights of aircraft, for simulations of computer equipment, for mathematical modeling, for interactive engineering simulations, and for depictions of flows of information.

Parallelization in Modern C++

CERN Multimedia

CERN. Geneva

2016-01-01

The traditionally used and well established parallel programming models OpenMP and MPI are both targeting lower level parallelism and are meant to be as language agnostic as possible. For a long time, those models were the only widely available portable options for developing parallel C++ applications beyond using plain threads. This has strongly limited the optimization capabilities of compilers, has inhibited extensibility and genericity, and has restricted the use of those models together with other, modern higher level abstractions introduced by the C++11 and C++14 standards. The recent revival of interest in the industry and wider community for the C++ language has also spurred a remarkable amount of standardization proposals and technical specifications being developed. Those efforts however have so far failed to build a vision on how to seamlessly integrate various types of parallelism, such as iterative parallel execution, task-based parallelism, asynchronous many-task execution flows, continuation s...

High-speed parallel counter

International Nuclear Information System (INIS)

Gus'kov, B.N.; Kalinnikov, V.A.; Krastev, V.R.; Maksimov, A.N.; Nikityuk, N.M.

1985-01-01

This paper describes a high-speed parallel counter that contains 31 inputs and 15 outputs and is implemented by integrated circuits of series 500. The counter is designed for fast sampling of events according to the number of particles that pass simultaneously through the hodoscopic plane of the detector. The minimum delay of the output signals relative to the input is 43 nsec. The duration of the output signals can be varied from 75 to 120 nsec

Distributed Event-Triggered Control of Multiagent Systems with Time-Varying Topology

Directory of Open Access Journals (Sweden)

Jingwei Ma

2014-01-01

Full Text Available This paper studies the consensus of first-order discrete-time multiagent systems, where the interaction topology is time-varying. The event-triggered control is used to update the control input of each agent, and the event-triggering condition is designed based on the combination of the relative states of each agent to its neighbors. By applying the common Lyapunov function method, a sufficient condition for consensus, which is expressed as a group of linear matrix inequalities, is obtained and the feasibility of these linear matrix inequalities is further analyzed. Simulation examples are provided to explain the effectiveness of the theoretical results.

Solution to the monoenergetic time-dependent neutron transport equation with a time-varying source

International Nuclear Information System (INIS)

Ganapol, B.D.

1986-01-01

Even though fundamental time-dependent neutron transport problems have existed since the inception of neutron transport theory, it has only been recently that a reliable numerical solution to one of the basic problems has been obtained. Experience in generating numerical solutions to time-dependent transport equations has indicated that the multiple collision formulation is the most versatile numerical technique for model problems. The formulation coupled with a moment reconstruction of each collided flux component has led to benchmark-quality (four- to five-digit accuracy) numerical evaluation of the neutron flux in plane infinite geometry for any degree of scattering anisotropy and for both pulsed isotropic and beam sources. As will be shown in this presentation, this solution can serve as a Green's function, thus extending the previous results to more complicated source situations. Here we will be concerned with a time-varying source at the center of an infinite medium. If accurate, such solutions have both pedagogical and practical uses as benchmarks against which other more approximate solutions designed for a wider class of problems can be compared

Single product lot-sizing on unrelated parallel machines with non-decreasing processing times

Science.gov (United States)

Eremeev, A.; Kovalyov, M.; Kuznetsov, P.

2018-01-01

We consider a problem in which at least a given quantity of a single product has to be partitioned into lots, and lots have to be assigned to unrelated parallel machines for processing. In one version of the problem, the maximum machine completion time should be minimized, in another version of the problem, the sum of machine completion times is to be minimized. Machine-dependent lower and upper bounds on the lot size are given. The product is either assumed to be continuously divisible or discrete. The processing time of each machine is defined by an increasing function of the lot volume, given as an oracle. Setup times and costs are assumed to be negligibly small, and therefore, they are not considered. We derive optimal polynomial time algorithms for several special cases of the problem. An NP-hard case is shown to admit a fully polynomial time approximation scheme. An application of the problem in energy efficient processors scheduling is considered.

Scalable Video Streaming Adaptive to Time-Varying IEEE 802.11 MAC Parameters

Science.gov (United States)

Lee, Kyung-Jun; Suh, Doug-Young; Park, Gwang-Hoon; Huh, Jae-Doo

This letter proposes a QoS control method for video streaming service over wireless networks. Based on statistical analysis, the time-varying MAC parameters highly related to channel condition are selected to predict available bitrate. Adaptive bitrate control of scalably-encoded video guarantees continuity in streaming service even if the channel condition changes abruptly.

Distributed Time-Varying Formation Robust Tracking for General Linear Multiagent Systems With Parameter Uncertainties and External Disturbances.

Science.gov (United States)

Hua, Yongzhao; Dong, Xiwang; Li, Qingdong; Ren, Zhang

2017-05-18

This paper investigates the time-varying formation robust tracking problems for high-order linear multiagent systems with a leader of unknown control input in the presence of heterogeneous parameter uncertainties and external disturbances. The followers need to accomplish an expected time-varying formation in the state space and track the state trajectory produced by the leader simultaneously. First, a time-varying formation robust tracking protocol with a totally distributed form is proposed utilizing the neighborhood state information. With the adaptive updating mechanism, neither any global knowledge about the communication topology nor the upper bounds of the parameter uncertainties, external disturbances and leader's unknown input are required in the proposed protocol. Then, in order to determine the control parameters, an algorithm with four steps is presented, where feasible conditions for the followers to accomplish the expected time-varying formation tracking are provided. Furthermore, based on the Lyapunov-like analysis theory, it is proved that the formation tracking error can converge to zero asymptotically. Finally, the effectiveness of the theoretical results is verified by simulation examples.

Micromachined silicon parallel acoustic delay lines as time-delayed ultrasound detector array for real-time photoacoustic tomography

Science.gov (United States)

Cho, Y.; Chang, C.-C.; Wang, L. V.; Zou, J.

2016-02-01

This paper reports the development of a new 16-channel parallel acoustic delay line (PADL) array for real-time photoacoustic tomography (PAT). The PADLs were directly fabricated from single-crystalline silicon substrates using deep reactive ion etching. Compared with other acoustic delay lines (e.g., optical fibers), the micromachined silicon PADLs offer higher acoustic transmission efficiency, smaller form factor, easier assembly, and mass production capability. To demonstrate its real-time photoacoustic imaging capability, the silicon PADL array was interfaced with one single-element ultrasonic transducer followed by one channel of data acquisition electronics to receive 16 channels of photoacoustic signals simultaneously. A PAT image of an optically-absorbing target embedded in an optically-scattering phantom was reconstructed, which matched well with the actual size of the imaged target. Because the silicon PADL array allows a signal-to-channel reduction ratio of 16:1, it could significantly simplify the design and construction of ultrasonic receivers for real-time PAT.

Micromachined silicon parallel acoustic delay lines as time-delayed ultrasound detector array for real-time photoacoustic tomography

International Nuclear Information System (INIS)

Cho, Y; Chang, C-C; Zou, J; Wang, L V

2016-01-01

This paper reports the development of a new 16-channel parallel acoustic delay line (PADL) array for real-time photoacoustic tomography (PAT). The PADLs were directly fabricated from single-crystalline silicon substrates using deep reactive ion etching. Compared with other acoustic delay lines (e.g., optical fibers), the micromachined silicon PADLs offer higher acoustic transmission efficiency, smaller form factor, easier assembly, and mass production capability. To demonstrate its real-time photoacoustic imaging capability, the silicon PADL array was interfaced with one single-element ultrasonic transducer followed by one channel of data acquisition electronics to receive 16 channels of photoacoustic signals simultaneously. A PAT image of an optically-absorbing target embedded in an optically-scattering phantom was reconstructed, which matched well with the actual size of the imaged target. Because the silicon PADL array allows a signal-to-channel reduction ratio of 16:1, it could significantly simplify the design and construction of ultrasonic receivers for real-time PAT. (paper)

Parallelism and array processing

International Nuclear Information System (INIS)

Zacharov, V.

1983-01-01

Modern computing, as well as the historical development of computing, has been dominated by sequential monoprocessing. Yet there is the alternative of parallelism, where several processes may be in concurrent execution. This alternative is discussed in a series of lectures, in which the main developments involving parallelism are considered, both from the standpoint of computing systems and that of applications that can exploit such systems. The lectures seek to discuss parallelism in a historical context, and to identify all the main aspects of concurrency in computation right up to the present time. Included will be consideration of the important question as to what use parallelism might be in the field of data processing. (orig.)

Reusable Launch Vehicle Attitude Control Using a Time-Varying Sliding Mode Control Technique

Science.gov (United States)

Shtessel, Yuri B.; Zhu, J. Jim; Daniels, Dan; Jackson, Scott (Technical Monitor)

2002-01-01

In this paper we present a time-varying sliding mode control (TVSMC) technique for reusable launch vehicle (RLV) attitude control in ascent and entry flight phases. In ascent flight the guidance commands Euler roll, pitch and yaw angles, and in entry flight it commands the aerodynamic angles of bank, attack and sideslip. The controller employs a body rate inner loop and the attitude outer loop, which are separated in time-scale by the singular perturbation principle. The novelty of the TVSMC is that both the sliding surface and the boundary layer dynamics can be varied in real time using the PD-eigenvalue assignment technique. This salient feature is used to cope with control command saturation and integrator windup in the presence of severe disturbance or control effector failure, which enhances the robustness and fault tolerance of the controller. The TV-SMC ascent and descent designs are currently being tested with high fidelity, 6-DOF dispersion simulations. The test results will be presented in the final version of this paper.

An Implementation of Parallel and Networked Computing Schemes for the Real-Time Image Reconstruction Based on Electrical Tomography

International Nuclear Information System (INIS)

Park, Sook Hee

2001-02-01

This thesis implements and analyzes the parallel and networked computing libraries based on the multiprocessor computer architecture as well as networked computers, aiming at improving the computation speed of ET(Electrical Tomography) system which requires enormous CPU time in reconstructing the unknown internal state of the target object. As an instance of the typical tomography technology, ET partitions the cross-section of the target object into the tiny elements and calculates the resistivity of them with signal values measured at the boundary electrodes surrounding the surface of the object after injecting the predetermined current pattern through the object. The number of elements is determined considering the trade-off between the accuracy of the reconstructed image and the computation time. As the elements become more finer, the number of element increases, and the system can get the better image. However, the reconstruction time increases polynomially with the number of partitioned elements since the procedure consists of a number of time consuming matrix operations such as multiplication, inverse, pseudo inverse, Jacobian and so on. Consequently, the demand for improving computation speed via multiple processor grows indispensably. Moreover, currently released PCs can be stuffed with up to 4 CPUs interconnected to the shared memory while some operating systems enable the application process to benefit from such computer by allocating the threaded job to each CPU, resulting in concurrent processing. In addition, a networked computing or cluster computing environment is commonly available to almost every computer which contains communication protocol and is connected to local or global network. After partitioning the given job(numerical operation), each CPU or computer calculates the partial result independently, and the results are merged via common memory to produce the final result. It is desirable to adopt the commonly used library such as Matlab to

On the Anonymity Risk of Time-Varying User Profiles

Directory of Open Access Journals (Sweden)

Silvia Puglisi

2017-04-01

Full Text Available Websites and applications use personalisation services to profile their users, collect their patterns and activities and eventually use this data to provide tailored suggestions. User preferences and social interactions are therefore aggregated and analysed. Every time a user publishes a new post or creates a link with another entity, either another user, or some online resource, new information is added to the user profile. Exposing private data does not only reveal information about single users’ preferences, increasing their privacy risk, but can expose more about their network that single actors intended. This mechanism is self-evident in social networks where users receive suggestions based on their friends’ activities. We propose an information-theoretic approach to measure the differential update of the anonymity risk of time-varying user profiles. This expresses how privacy is affected when new content is posted and how much third-party services get to know about the users when a new activity is shared. We use actual Facebook data to show how our model can be applied to a real-world scenario.

Modeling intensive longitudinal data with mixtures of nonparametric trajectories and time-varying effects.

Science.gov (United States)

Dziak, John J; Li, Runze; Tan, Xianming; Shiffman, Saul; Shiyko, Mariya P

2015-12-01

Behavioral scientists increasingly collect intensive longitudinal data (ILD), in which phenomena are measured at high frequency and in real time. In many such studies, it is of interest to describe the pattern of change over time in important variables as well as the changing nature of the relationship between variables. Individuals' trajectories on variables of interest may be far from linear, and the predictive relationship between variables of interest and related covariates may also change over time in a nonlinear way. Time-varying effect models (TVEMs; see Tan, Shiyko, Li, Li, & Dierker, 2012) address these needs by allowing regression coefficients to be smooth, nonlinear functions of time rather than constants. However, it is possible that not only observed covariates but also unknown, latent variables may be related to the outcome. That is, regression coefficients may change over time and also vary for different kinds of individuals. Therefore, we describe a finite mixture version of TVEM for situations in which the population is heterogeneous and in which a single trajectory would conceal important, interindividual differences. This extended approach, MixTVEM, combines finite mixture modeling with non- or semiparametric regression modeling, to describe a complex pattern of change over time for distinct latent classes of individuals. The usefulness of the method is demonstrated in an empirical example from a smoking cessation study. We provide a versatile SAS macro and R function for fitting MixTVEMs. (c) 2015 APA, all rights reserved).

Delay-dependent exponential stability of cellular neural networks with time-varying delays

International Nuclear Information System (INIS)

Zhang Qiang; Wei Xiaopeng; Xu Jin

2005-01-01

The global exponential stability of cellular neural networks (CNNs) with time-varying delays is analyzed. Two new sufficient conditions ensuring global exponential stability for delayed CNNs are obtained. The conditions presented here are related to the size of delay. The stability results improve the earlier publications. Two examples are given to demonstrate the effectiveness of the obtained results

Pattern formation in individual-based systems with time-varying parameters

Science.gov (United States)

Ashcroft, Peter; Galla, Tobias

2013-12-01

We study the patterns generated in finite-time sweeps across symmetry-breaking bifurcations in individual-based models. Similar to the well-known Kibble-Zurek scenario of defect formation, large-scale patterns are generated when model parameters are varied slowly, whereas fast sweeps produce a large number of small domains. The symmetry breaking is triggered by intrinsic noise, originating from the discrete dynamics at the microlevel. Based on a linear-noise approximation, we calculate the characteristic length scale of these patterns. We demonstrate the applicability of this approach in a simple model of opinion dynamics, a model in evolutionary game theory with a time-dependent fitness structure, and a model of cell differentiation. Our theoretical estimates are confirmed in simulations. In further numerical work, we observe a similar phenomenon when the symmetry-breaking bifurcation is triggered by population growth.

Parallel programming practical aspects, models and current limitations

CERN Document Server

Tarkov, Mikhail S

2014-01-01

Parallel programming is designed for the use of parallel computer systems for solving time-consuming problems that cannot be solved on a sequential computer in a reasonable time. These problems can be divided into two classes: 1. Processing large data arrays (including processing images and signals in real time)2. Simulation of complex physical processes and chemical reactions For each of these classes, prospective methods are designed for solving problems. For data processing, one of the most promising technologies is the use of artificial neural networks. Particles-in-cell method and cellular automata are very useful for simulation. Problems of scalability of parallel algorithms and the transfer of existing parallel programs to future parallel computers are very acute now. An important task is to optimize the use of the equipment (including the CPU cache) of parallel computers. Along with parallelizing information processing, it is essential to ensure the processing reliability by the relevant organization ...

Simulation Exploration through Immersive Parallel Planes

Energy Technology Data Exchange (ETDEWEB)

Brunhart-Lupo, Nicholas J [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Bush, Brian W [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Gruchalla, Kenny M [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Smith, Steve [Los Alamos Visualization Associates

2017-05-25

We present a visualization-driven simulation system that tightly couples systems dynamics simulations with an immersive virtual environment to allow analysts to rapidly develop and test hypotheses in a high-dimensional parameter space. To accomplish this, we generalize the two-dimensional parallel-coordinates statistical graphic as an immersive 'parallel-planes' visualization for multivariate time series emitted by simulations running in parallel with the visualization. In contrast to traditional parallel coordinate's mapping the multivariate dimensions onto coordinate axes represented by a series of parallel lines, we map pairs of the multivariate dimensions onto a series of parallel rectangles. As in the case of parallel coordinates, each individual observation in the dataset is mapped to a polyline whose vertices coincide with its coordinate values. Regions of the rectangles can be 'brushed' to highlight and select observations of interest: a 'slider' control allows the user to filter the observations by their time coordinate. In an immersive virtual environment, users interact with the parallel planes using a joystick that can select regions on the planes, manipulate selection, and filter time. The brushing and selection actions are used to both explore existing data as well as to launch additional simulations corresponding to the visually selected portions of the input parameter space. As soon as the new simulations complete, their resulting observations are displayed in the virtual environment. This tight feedback loop between simulation and immersive analytics accelerates users' realization of insights about the simulation and its output.

H∞ Consensus for Multiagent Systems with Heterogeneous Time-Varying Delays

Directory of Open Access Journals (Sweden)

Beibei Wang

2013-01-01

Full Text Available We apply the linear matrix inequality method to consensus and H∞ consensus problems of the single integrator multiagent system with heterogeneous delays in directed networks. To overcome the difficulty caused by heterogeneous time-varying delays, we rewrite the multiagent system into a partially reduced-order system and an integral system. As a result, a particular Lyapunov function is constructed to derive sufficient conditions for consensus of multiagent systems with fixed (switched topologies. We also apply this method to the H∞ consensus of multiagent systems with disturbances and heterogeneous delays. Numerical examples are given to illustrate the theoretical results.

A time-variant analysis of the 1/f^(2) phase noise in CMOS parallel LC-Tank quadrature oscillators

DEFF Research Database (Denmark)

Andreani, Pietro

2006-01-01

This paper presents a study of 1/f2 phase noise in quadrature oscillators built by connecting two differential LC-tank oscillators in a parallel fashion. The analysis clearly demonstrates the necessity of adopting a time-variant theory of phase noise, where a more simplistic, time...

Closeness-Centrality-Based Synchronization Criteria for Complex Dynamical Networks With Interval Time-Varying Coupling Delays.

Science.gov (United States)

Park, Myeongjin; Lee, Seung-Hoon; Kwon, Oh-Min; Seuret, Alexandre

2017-09-06

This paper investigates synchronization in complex dynamical networks (CDNs) with interval time-varying delays. The CDNs are representative of systems composed of a large number of interconnected dynamical units, and for the purpose of the mathematical analysis, the leading work is to model them as graphs whose nodes represent the dynamical units. At this time, we take note of the importance of each node in networks. One way, in this paper, is that the closeness-centrality mentioned in the field of social science is grafted onto the CDNs. By constructing a suitable Lyapunov-Krasovskii functional, and utilizing some mathematical techniques, the sufficient and closeness-centrality-based conditions for synchronization stability of the networks are established in terms of linear matrix inequalities. Ultimately, the use of the closeness-centrality can be weighted with regard to not only the interconnection relation among the nodes, which was utilized in the existing works but also more information about nodes. Here, the centrality will be added as the concerned information. Moreover, to avoid the computational burden causing the nonconvex term including the square of the time-varying delay, how to deal with it is applied by estimating it to the convex term including time-varying delay. Finally, two illustrative examples are given to show the advantage of the closeness-centrality in point of the robustness on time-delay.

Comparative analysis of the serial/parallel numerical calculation of boiling channels thermohydraulics; Analisis comparativo del calculo numerico serie/paralelo de la termohidraulica de canales con ebullicion

Energy Technology Data Exchange (ETDEWEB)

Cecenas F, M., E-mail: mcf@iie.org.mx [Instituto Nacional de Electricidad y Energias Limpias, Reforma 113, Col. Palmira, 62490 Cuernavaca, Morelos (Mexico)

2017-09-15

A parallel channel model with boiling and punctual neutron kinetics is used to compare the implementation of its programming in C language through a conventional scheme and through a parallel programming scheme. In both cases the subroutines written in C are practically the same, but they vary in the way of controlling the execution of the tasks that calculate the different channels. Parallel Virtual Machine is used for the parallel solution, which allows the passage of messages between tasks to control convergence and transfer the variables of interest between the tasks that run simultaneously on a platform equipped with a multi-core microprocessor. For some problems defined as a study case, such as the one presented in this paper, a computer with two cores can reduce the computation time to 54-56% of the time required by the same program in its conventional sequential version. Similarly, a processor with four cores can reduce the time to 22-33% of execution time of the conventional serial version. These results of substantially reducing the computation time are very motivating of all those applications that can be prepared to be parallelized and whose execution time is an important factor. (Author)

Parallel plate detectors

International Nuclear Information System (INIS)

Gardes, D.; Volkov, P.

1981-01-01

A 5x3cm 2 (timing only) and a 15x5cm 2 (timing and position) parallel plate avalanche counters (PPAC) are considered. The theory of operation and timing resolution is given. The measurement set-up and the curves of experimental results illustrate the possibilities of the two counters [fr

Empirical Evidence on Time-Varying Hedging Effectiveness of Emissions Allowances under Departures from the Cost-of-Carry Theory

Directory of Open Access Journals (Sweden)

Kai Chang

2013-01-01

Full Text Available Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging effectiveness estimation using ECM-GARCH model. Our empirical results show that conditional variance, conditional covariance, and their correlation between between spot and futures prices exhibit time-varying trends. Conditional volatility of spot prices, conditional volatility disturbed from futures market, and conditional correlation of market noises implied from spot and futures markets have significant effects on time-varying hedge ratios and hedging effectiveness. In the immature emissions allowances market, market participants optimize portfolio sizes between spot and futures assets using historical market information and then achieve higher risk reduction of assets portfolio revenues; accordingly, we can obtain better hedging effectiveness through time-varying hedge ratios with departures from the cost-of-carry theory.

Leveraging Cloud Heterogeneity for Cost-Efficient Execution of Parallel Applications

OpenAIRE

Roloff, Eduardo; Diener, Matthias; Diaz Carreño, Emmanuell; Gaspary, Luciano Paschoal; Navaux, Philippe O.A.

2017-01-01

Public cloud providers offer a wide range of instance types, with different processing and interconnection speeds, as well as varying prices. Furthermore, the tasks of many parallel applications show different computational demands due to load imbalance. These differences can be exploited for improving the cost efficiency of parallel applications in many cloud environments by matching application requirements to instance types. In this paper, we introduce the concept of heterogeneous cloud sy...

Bayer image parallel decoding based on GPU

Science.gov (United States)

Hu, Rihui; Xu, Zhiyong; Wei, Yuxing; Sun, Shaohua

2012-11-01

In the photoelectrical tracking system, Bayer image is decompressed in traditional method, which is CPU-based. However, it is too slow when the images become large, for example, 2K×2K×16bit. In order to accelerate the Bayer image decoding, this paper introduces a parallel speedup method for NVIDA's Graphics Processor Unit (GPU) which supports CUDA architecture. The decoding procedure can be divided into three parts: the first is serial part, the second is task-parallelism part, and the last is data-parallelism part including inverse quantization, inverse discrete wavelet transform (IDWT) as well as image post-processing part. For reducing the execution time, the task-parallelism part is optimized by OpenMP techniques. The data-parallelism part could advance its efficiency through executing on the GPU as CUDA parallel program. The optimization techniques include instruction optimization, shared memory access optimization, the access memory coalesced optimization and texture memory optimization. In particular, it can significantly speed up the IDWT by rewriting the 2D (Tow-dimensional) serial IDWT into 1D parallel IDWT. Through experimenting with 1K×1K×16bit Bayer image, data-parallelism part is 10 more times faster than CPU-based implementation. Finally, a CPU+GPU heterogeneous decompression system was designed. The experimental result shows that it could achieve 3 to 5 times speed increase compared to the CPU serial method.

A Parallel Approach to Fractal Image Compression

OpenAIRE

Lubomir Dedera

2004-01-01

The paper deals with a parallel approach to coding and decoding algorithms in fractal image compressionand presents experimental results comparing sequential and parallel algorithms from the point of view of achieved bothcoding and decoding time and effectiveness of parallelization.

Experiences in Data-Parallel Programming

Directory of Open Access Journals (Sweden)

Terry W. Clark

1997-01-01

Full Text Available To efficiently parallelize a scientific application with a data-parallel compiler requires certain structural properties in the source program, and conversely, the absence of others. A recent parallelization effort of ours reinforced this observation and motivated this correspondence. Specifically, we have transformed a Fortran 77 version of GROMOS, a popular dusty-deck program for molecular dynamics, into Fortran D, a data-parallel dialect of Fortran. During this transformation we have encountered a number of difficulties that probably are neither limited to this particular application nor do they seem likely to be addressed by improved compiler technology in the near future. Our experience with GROMOS suggests a number of points to keep in mind when developing software that may at some time in its life cycle be parallelized with a data-parallel compiler. This note presents some guidelines for engineering data-parallel applications that are compatible with Fortran D or High Performance Fortran compilers.

Testing for Change in Mean of Independent Multivariate Observations with Time Varying Covariance

Directory of Open Access Journals (Sweden)

Mohamed Boutahar

2012-01-01

Full Text Available We consider a nonparametric CUSUM test for change in the mean of multivariate time series with time varying covariance. We prove that under the null, the test statistic has a Kolmogorov limiting distribution. The asymptotic consistency of the test against a large class of alternatives which contains abrupt, smooth and continuous changes is established. We also perform a simulation study to analyze the size distortion and the power of the proposed test.

The parallel processing of EGS4 code on distributed memory scalar parallel computer:Intel Paragon XP/S15-256

Energy Technology Data Exchange (ETDEWEB)

Takemiya, Hiroshi; Ohta, Hirofumi; Honma, Ichirou

1996-03-01

The parallelization of Electro-Magnetic Cascade Monte Carlo Simulation Code, EGS4 on distributed memory scalar parallel computer: Intel Paragon XP/S15-256 is described. EGS4 has the feature that calculation time for one incident particle is quite different from each other because of the dynamic generation of secondary particles and different behavior of each particle. Granularity for parallel processing, parallel programming model and the algorithm of parallel random number generation are discussed and two kinds of method, each of which allocates particles dynamically or statically, are used for the purpose of realizing high speed parallel processing of this code. Among four problems chosen for performance evaluation, the speedup factors for three problems have been attained to nearly 100 times with 128 processor. It has been found that when both the calculation time for each incident particles and its dispersion are large, it is preferable to use dynamic particle allocation method which can average the load for each processor. And it has also been found that when they are small, it is preferable to use static particle allocation method which reduces the communication overhead. Moreover, it is pointed out that to get the result accurately, it is necessary to use double precision variables in EGS4 code. Finally, the workflow of program parallelization is analyzed and tools for program parallelization through the experience of the EGS4 parallelization are discussed. (author).

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

Science.gov (United States)

Vadivel, P.; Sakthivel, R.; Mathiyalagan, K.; Arunkumar, A.

2013-09-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov-Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

International Nuclear Information System (INIS)

Vadivel, P; Sakthivel, R; Mathiyalagan, K; Arunkumar, A

2013-01-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov–Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results. (paper)

A note on "Multicriteria adaptive paths in stochastic, time-varying networks"

DEFF Research Database (Denmark)

Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan

In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....

Parallelization of 2-D lattice Boltzmann codes

International Nuclear Information System (INIS)

Suzuki, Soichiro; Kaburaki, Hideo; Yokokawa, Mitsuo.

1996-03-01

Lattice Boltzmann (LB) codes to simulate two dimensional fluid flow are developed on vector parallel computer Fujitsu VPP500 and scalar parallel computer Intel Paragon XP/S. While a 2-D domain decomposition method is used for the scalar parallel LB code, a 1-D domain decomposition method is used for the vector parallel LB code to be vectorized along with the axis perpendicular to the direction of the decomposition. High parallel efficiency of 95.1% by the vector parallel calculation on 16 processors with 1152x1152 grid and 88.6% by the scalar parallel calculation on 100 processors with 800x800 grid are obtained. The performance models are developed to analyze the performance of the LB codes. It is shown by our performance models that the execution speed of the vector parallel code is about one hundred times faster than that of the scalar parallel code with the same number of processors up to 100 processors. We also analyze the scalability in keeping the available memory size of one processor element at maximum. Our performance model predicts that the execution time of the vector parallel code increases about 3% on 500 processors. Although the 1-D domain decomposition method has in general a drawback in the interprocessor communication, the vector parallel LB code is still suitable for the large scale and/or high resolution simulations. (author)

Parallelization of 2-D lattice Boltzmann codes

Energy Technology Data Exchange (ETDEWEB)

Suzuki, Soichiro; Kaburaki, Hideo; Yokokawa, Mitsuo

1996-03-01

Lattice Boltzmann (LB) codes to simulate two dimensional fluid flow are developed on vector parallel computer Fujitsu VPP500 and scalar parallel computer Intel Paragon XP/S. While a 2-D domain decomposition method is used for the scalar parallel LB code, a 1-D domain decomposition method is used for the vector parallel LB code to be vectorized along with the axis perpendicular to the direction of the decomposition. High parallel efficiency of 95.1% by the vector parallel calculation on 16 processors with 1152x1152 grid and 88.6% by the scalar parallel calculation on 100 processors with 800x800 grid are obtained. The performance models are developed to analyze the performance of the LB codes. It is shown by our performance models that the execution speed of the vector parallel code is about one hundred times faster than that of the scalar parallel code with the same number of processors up to 100 processors. We also analyze the scalability in keeping the available memory size of one processor element at maximum. Our performance model predicts that the execution time of the vector parallel code increases about 3% on 500 processors. Although the 1-D domain decomposition method has in general a drawback in the interprocessor communication, the vector parallel LB code is still suitable for the large scale and/or high resolution simulations. (author).

Propagation of a laser beam in a time-varying waveguide

International Nuclear Information System (INIS)

Chapman, J.M.; Kevorkian, J.

1978-01-01

The propagation of an axisymmetric laser beam in a plasma column having a radially parabolic electron density distribution is examined. First, an extended paraxial procedure is developed for the case of an axially uniform waveguide. It is shown that the essential feature of an alternate focusing and defocusing beam is retained, but that the intensity distribution is cumulatively modified at the foci and at the outer portions of the beam as compared to that of the paraxial case. Second, some general features of paraxial beam propagation are examined for the case of axially varying waveguides. Finally, laser plasma coupling is examined for the case when laser heating generates a density distribution that is radially parabolic near the axis and when the energy absorbed over a focal length of a plasma lens is small. It is shown that stable or unstable beam propagation depends upon the relative magnitude of the density fluctuations which exist in the axial variation of the waveguides as a result of laser heating. When the fluctuations are small, the propagation is stable, and a simple algebraic expression is obtained which relates the beam diameter to the axially slow averaged variation in the waveguide. When the fluctuations are large, the propagation stability can be determined only by consistently combining plasma dynamics and beam propagation to interrelate the axial variation of the beam to that of the waveguide. In this case of beam propagation in a time-varying waveguide, it is shown that the global stability of the propagation depends upon the initial fluctuation growth rate compared to the initial time rate of change in the radial curvature of the waveguide

Dynamic IQC-Based Control of Uncertain LFT Systems With Time-Varying State Delay.

Science.gov (United States)

Yuan, Chengzhi; Wu, Fen

2016-12-01

This paper presents a new exact-memory delay control scheme for a class of uncertain systems with time-varying state delay under the integral quadratic constraint (IQC) framework. The uncertain system is described as a linear fractional transformation model including a state-delayed linear time-invariant (LTI) system and time-varying structured uncertainties. The proposed exact-memory delay controller consists of a linear state-feedback control law and an additional term that captures the delay behavior of the plant. We first explore the delay stability and the L 2 -gain performance using dynamic IQCs incorporated with quadratic Lyapunov functions. Then, the design of exact-memory controllers that guarantee desired L 2 -gain performance is examined. The resulting delay control synthesis conditions are formulated in terms of linear matrix inequalities, which are convex on all design variables including the scaling matrices associated with the IQC multipliers. The IQC-based exact-memory control scheme provides a novel approach for delay control designs via convex optimization, and advances existing control methods in two important ways: 1) better controlled performance and 2) simplified design procedure with less computational cost. The effectiveness and advantages of the proposed approach have been demonstrated through numerical studies.

Observer-based output feedback control of networked control systems with non-uniform sampling and time-varying delay

Science.gov (United States)

Meng, Su; Chen, Jie; Sun, Jian

2017-10-01

This paper investigates the problem of observer-based output feedback control for networked control systems with non-uniform sampling and time-varying transmission delay. The sampling intervals are assumed to vary within a given interval. The transmission delay belongs to a known interval. A discrete-time model is first established, which contains time-varying delay and norm-bounded uncertainties coming from non-uniform sampling intervals. It is then converted to an interconnection of two subsystems in which the forward channel is delay-free. The scaled small gain theorem is used to derive the stability condition for the closed-loop system. Moreover, the observer-based output feedback controller design method is proposed by utilising a modified cone complementary linearisation algorithm. Finally, numerical examples illustrate the validity and superiority of the proposed method.

The effect of varying incubation times for hypotonic treatment of lymphocytes in dicentric assay technique

International Nuclear Information System (INIS)

Noraisyah Yusof; Noriah Jamal; Rahimah Abdul Rahim; Juliana Mahamad Napiah

2010-01-01

The International Atomic Energy Agency (IAEA) has recommended that incubation time for the hypotonic treatment of lymphocytes in dicentric assay technique to be between 15 to 20 minutes. Incubation time will effect the hypotonic treatment of lymphocytes and thus, the breakage of cytoplasmic membrane. The objective of this study is to examine the effect of varying incubation times for hypotonic treatment of lymphocytes in dicentric assay technique. In this study, we choose to use our standard protocol for dicentric assay technique. However, for the hypotonic treatment of lymphocytes, the incubation times were varied from 10, 15, 20, 25 and 30 minutes respectively. Lymphocytes were then fixed and stained with Giemsa. The cells were then analyzed for clear background that indicates good metaphases. We found that incubation time of 30 minutes gives the best metaphase images. This incubation time is longer than what has been recommended by the IAEA. This maybe explained by the fact that our country's climate is of higher humidity compared with the European countries. (author)

A Parallel Approach to Fractal Image Compression

Directory of Open Access Journals (Sweden)

Lubomir Dedera

2004-01-01

Full Text Available The paper deals with a parallel approach to coding and decoding algorithms in fractal image compressionand presents experimental results comparing sequential and parallel algorithms from the point of view of achieved bothcoding and decoding time and effectiveness of parallelization.

Magnetohydrodynamic flow of a rarefied gas near a time-varying accelerated plate

International Nuclear Information System (INIS)

Mishra, S.P.; Mohapatra, Priti

1975-01-01

The flow of an electrically conducting rarefied gas due to the time-varying motion of an infinite flat plate has been studied in the presence of a uniform magnetic field. The magnetic lines of force are taken to be fixed relative to the fluid. General expressions of the velocity and the skin friction have been compared by means of some qraphs and tables. (author)

Scalar Aharonov–Bohm Phase in Ramsey Atom Interferometry under Time-Varying Potential

Directory of Open Access Journals (Sweden)

Atsuo Morinaga

2016-08-01

Full Text Available In a Ramsey atom interferometer excited by two electromagnetic fields, if atoms are under a time-varying scalar potential during the interrogation time, the phase of the Ramsey fringes shifts owing to the scalar Aharonov–Bohm effect. The phase shift was precisely examined using a Ramsey atom interferometer with a two-photon Raman transition under the second-order Zeeman potential, and a formula for the phase shift was derived. Using the derived formula, the frequency shift due to the scalar Aharonov–Bohm effect in the frequency standards utilizing the Ramsey atom interferometer was discussed.

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

KAUST Repository

Rached, Nadhir B.; Ghazzai, Hakim; Kadri, Abdullah; Alouini, Mohamed-Slim

2018-01-01

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines (i) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load, and (ii) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters.

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

KAUST Repository

Rached, Nadhir B.

2018-01-11

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines (i) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load, and (ii) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters.

Research in Parallel Algorithms and Software for Computational Aerosciences

Science.gov (United States)

Domel, Neal D.

1996-01-01

Phase 1 is complete for the development of a computational fluid dynamics CFD) parallel code with automatic grid generation and adaptation for the Euler analysis of flow over complex geometries. SPLITFLOW, an unstructured Cartesian grid code developed at Lockheed Martin Tactical Aircraft Systems, has been modified for a distributed memory/massively parallel computing environment. The parallel code is operational on an SGI network, Cray J90 and C90 vector machines, SGI Power Challenge, and Cray T3D and IBM SP2 massively parallel machines. Parallel Virtual Machine (PVM) is the message passing protocol for portability to various architectures. A domain decomposition technique was developed which enforces dynamic load balancing to improve solution speed and memory requirements. A host/node algorithm distributes the tasks. The solver parallelizes very well, and scales with the number of processors. Partially parallelized and non-parallelized tasks consume most of the wall clock time in a very fine grain environment. Timing comparisons on a Cray C90 demonstrate that Parallel SPLITFLOW runs 2.4 times faster on 8 processors than its non-parallel counterpart autotasked over 8 processors.

Streaming for Functional Data-Parallel Languages

DEFF Research Database (Denmark)

Madsen, Frederik Meisner

In this thesis, we investigate streaming as a general solution to the space inefficiency commonly found in functional data-parallel programming languages. The data-parallel paradigm maps well to parallel SIMD-style hardware. However, the traditional fully materializing execution strategy...... by extending two existing data-parallel languages: NESL and Accelerate. In the extensions we map bulk operations to data-parallel streams that can evaluate fully sequential, fully parallel or anything in between. By a dataflow, piecewise parallel execution strategy, the runtime system can adjust to any target...... flattening necessitates all sub-computations to materialize at the same time. For example, naive n by n matrix multiplication requires n^3 space in NESL because the algorithm contains n^3 independent scalar multiplications. For large values of n, this is completely unacceptable. We address the problem...

Hypergraph partitioning implementation for parallelizing matrix-vector multiplication using CUDA GPU-based parallel computing

Science.gov (United States)

Murni, Bustamam, A.; Ernastuti, Handhika, T.; Kerami, D.

2017-07-01

Calculation of the matrix-vector multiplication in the real-world problems often involves large matrix with arbitrary size. Therefore, parallelization is needed to speed up the calculation process that usually takes a long time. Graph partitioning techniques that have been discussed in the previous studies cannot be used to complete the parallelized calculation of matrix-vector multiplication with arbitrary size. This is due to the assumption of graph partitioning techniques that can only solve the square and symmetric matrix. Hypergraph partitioning techniques will overcome the shortcomings of the graph partitioning technique. This paper addresses the efficient parallelization of matrix-vector multiplication through hypergraph partitioning techniques using CUDA GPU-based parallel computing. CUDA (compute unified device architecture) is a parallel computing platform and programming model that was created by NVIDIA and implemented by the GPU (graphics processing unit).

Time-dependent Perpendicular Transport of Energetic Particles for Different Turbulence Configurations and Parallel Transport Models

Energy Technology Data Exchange (ETDEWEB)

Lasuik, J.; Shalchi, A., E-mail: andreasm4@yahoo.com [Department of Physics and Astronomy, University of Manitoba, Winnipeg, MB R3T 2N2 (Canada)

2017-09-20

Recently, a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other nonlinear theories the new approach has the advantage that it provides a full time-dependent description of the transport. Furthermore, a diffusion approximation is no longer part of that theory. The purpose of this paper is to combine this new approach with a time-dependent model for parallel transport and different turbulence configurations in order to explore the parameter regimes for which we get ballistic transport, compound subdiffusion, and normal Markovian diffusion.

Analysis on Passivity for Uncertain Neural Networks with Time-Varying Delays

Directory of Open Access Journals (Sweden)

O. M. Kwon

2014-01-01

Full Text Available The problem of passivity analysis for neural networks with time-varying delays and parameter uncertainties is considered. By the consideration of newly constructed Lyapunov-Krasovskii functionals, improved sufficient conditions to guarantee the passivity of the concerned networks are proposed with the framework of linear matrix inequalities (LMIs, which can be solved easily by various efficient convex optimization algorithms. The enhancement of the feasible region of the proposed criteria is shown via two numerical examples by the comparison of maximum allowable delay bounds.

Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy

DEFF Research Database (Denmark)

Callot, Laurent; Kristensen, Johannes Tang

the monetary policy response to inflation and business cycle fluctuations in the US by estimating a parsimoniously time varying parameter Taylor rule.We document substantial changes in the policy response of the Fed in the 1970s and 1980s, and since 2007, but also document the stability of this response...

Time-varying risk aversion. An application to energy hedging

Energy Technology Data Exchange (ETDEWEB)

Cotter, John [Centre for Financial Markets, School of Business, University College Dublin, Blackrock, Co. Dublin (Ireland); Hanly, Jim [School of Accounting and Finance, Dublin Institute of Technology, Dublin 2 (Ireland)

2010-03-15

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting estimates are applied to derive explicit risk aversion based optimal hedge strategies for both short and long hedgers. Out-of-sample results are also presented based on a unique approach that allows us to forecast risk aversion, thereby estimating hedge strategies that address the potential future needs of energy hedgers. We find that the risk aversion based hedges differ significantly from simpler OLS hedges. When implemented in-sample, risk aversion hedges for short hedgers outperform the OLS hedge ratio in a utility based comparison. (author)

Time-varying risk aversion. An application to energy hedging

International Nuclear Information System (INIS)

Cotter, John; Hanly, Jim

2010-01-01

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting estimates are applied to derive explicit risk aversion based optimal hedge strategies for both short and long hedgers. Out-of-sample results are also presented based on a unique approach that allows us to forecast risk aversion, thereby estimating hedge strategies that address the potential future needs of energy hedgers. We find that the risk aversion based hedges differ significantly from simpler OLS hedges. When implemented in-sample, risk aversion hedges for short hedgers outperform the OLS hedge ratio in a utility based comparison. (author)

Optimizing SIEM Throughput on the Cloud Using Parallelization.

Science.gov (United States)

Alam, Masoom; Ihsan, Asif; Khan, Muazzam A; Javaid, Qaisar; Khan, Abid; Manzoor, Jawad; Akhundzada, Adnan; Khan, Muhammad Khurram; Farooq, Sajid

2016-01-01

Processing large amounts of data in real time for identifying security issues pose several performance challenges, especially when hardware infrastructure is limited. Managed Security Service Providers (MSSP), mostly hosting their applications on the Cloud, receive events at a very high rate that varies from a few hundred to a couple of thousand events per second (EPS). It is critical to process this data efficiently, so that attacks could be identified quickly and necessary response could be initiated. This paper evaluates the performance of a security framework OSTROM built on the Esper complex event processing (CEP) engine under a parallel and non-parallel computational framework. We explain three architectures under which Esper can be used to process events. We investigated the effect on throughput, memory and CPU usage in each configuration setting. The results indicate that the performance of the engine is limited by the number of events coming in rather than the queries being processed. The architecture where 1/4th of the total events are submitted to each instance and all the queries are processed by all the units shows best results in terms of throughput, memory and CPU usage.

Optimizing SIEM Throughput on the Cloud Using Parallelization.

Directory of Open Access Journals (Sweden)

Masoom Alam

Full Text Available Processing large amounts of data in real time for identifying security issues pose several performance challenges, especially when hardware infrastructure is limited. Managed Security Service Providers (MSSP, mostly hosting their applications on the Cloud, receive events at a very high rate that varies from a few hundred to a couple of thousand events per second (EPS. It is critical to process this data efficiently, so that attacks could be identified quickly and necessary response could be initiated. This paper evaluates the performance of a security framework OSTROM built on the Esper complex event processing (CEP engine under a parallel and non-parallel computational framework. We explain three architectures under which Esper can be used to process events. We investigated the effect on throughput, memory and CPU usage in each configuration setting. The results indicate that the performance of the engine is limited by the number of events coming in rather than the queries being processed. The architecture where 1/4th of the total events are submitted to each instance and all the queries are processed by all the units shows best results in terms of throughput, memory and CPU usage.

A special case of reduced rank models for identification and modelling of time varying effects in survival analysis.

Science.gov (United States)

Perperoglou, Aris

2016-12-10

Flexible survival models are in need when modelling data from long term follow-up studies. In many cases, the assumption of proportionality imposed by a Cox model will not be valid. Instead, a model that can identify time varying effects of fixed covariates can be used. Although there are several approaches that deal with this problem, it is not always straightforward how to choose which covariates should be modelled having time varying effects and which not. At the same time, it is up to the researcher to define appropriate time functions that describe the dynamic pattern of the effects. In this work, we suggest a model that can deal with both fixed and time varying effects and uses simple hypotheses tests to distinguish which covariates do have dynamic effects. The model is an extension of the parsimonious reduced rank model of rank 1. As such, the number of parameters is kept low, and thus, a flexible set of time functions, such as b-splines, can be used. The basic theory is illustrated along with an efficient fitting algorithm. The proposed method is applied to a dataset of breast cancer patients and compared with a multivariate fractional polynomials approach for modelling time-varying effects. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Study on the Variation of Groundwater Level under Time-varying Recharge

Science.gov (United States)

Wu, Ming-Chang; Hsieh, Ping-Cheng

2017-04-01

The slopes of the suburbs come to important areas by focusing on the work of soil and water conservation in recent years. The water table inside the aquifer is affected by rainfall, geology and topography, which will result in the change of groundwater discharge and water level. Currently, the way to obtain water table information is to set up the observation wells; however, owing to that the cost of equipment and the wells excavated is too expensive, we develop a mathematical model instead, which might help us to simulate the groundwater level variation. In this study, we will discuss the groundwater level change in a sloping unconfined aquifer with impermeable bottom under time-varying rainfall events. Referring to Child (1971), we employ the Boussinesq equation as the governing equation, and apply the General Integral Transforms Method (GITM) to analyzing the groundwater level after linearizing the Boussinesq equation. After comparing the solution with Verhoest & Troch (2000) and Bansal & Das (2010), we get satisfactory results. To sum up, we have presented an alternative approach to solve the linearized Boussinesq equation for the response of groundwater level in a sloping unconfined aquifer. The present analytical results combine the effect of bottom slope and the time-varying recharge pattern on the water table fluctuations. Owing to the limitation and difficulty of measuring the groundwater level directly, we develop such a mathematical model that we can predict or simulate the variation of groundwater level affected by any rainfall events in advance.

Visualization of particle trajectories in time-varying electromagnetic fields by CAVE-type virtual reality system

International Nuclear Information System (INIS)

Ohno, Nobuaki; Ohtani, Hiroaki; Horiuchi, Ritoku; Matsuoka, Daisuke

2012-01-01

The particle kinetic effects play an important role in breaking the frozen-in condition and exciting collisionless magnetic reconnection in high temperature plasmas. Because this effect is originating from a complex thermal motion near reconnection point, it is very important to examine particle trajectories using scientific visualization technique, especially in the presence of plasma instability. We developed interactive visualization environment for the particle trajectories in time-varying electromagnetic fields in the CAVE-type virtual reality system based on VFIVE, which is interactive visualization software for the CAVE system. From the analysis of ion trajectories using the particle simulation data, it was found that time-varying electromagnetic fields around the reconnection region accelerate ions toward the downstream region. (author)

Global exponential stability of fuzzy BAM neural networks with time-varying delays

International Nuclear Information System (INIS)

Zhang Qianhong; Luo Wei

2009-01-01

In this paper, a class of fuzzy bidirectional associated memory (BAM) neural networks with time-varying delays are studied. Employing fixed point theorem, matrix theory and inequality analysis, some sufficient conditions are established for the existence, uniqueness and global exponential stability of equilibrium point. The sufficient conditions are easy to verify at pattern recognition and automatic control. Finally, an example is given to show feasibility and effectiveness of our results.

Adaptive modification of the delayed feedback control algorithm with a continuously varying time delay

International Nuclear Information System (INIS)

Pyragas, V.; Pyragas, K.

2011-01-01

We propose a simple adaptive delayed feedback control algorithm for stabilization of unstable periodic orbits with unknown periods. The state dependent time delay is varied continuously towards the period of controlled orbit according to a gradient-descent method realized through three simple ordinary differential equations. We demonstrate the efficiency of the algorithm with the Roessler and Mackey-Glass chaotic systems. The stability of the controlled orbits is proven by computation of the Lyapunov exponents of linearized equations. -- Highlights: → A simple adaptive modification of the delayed feedback control algorithm is proposed. → It enables the control of unstable periodic orbits with unknown periods. → The delay time is varied continuously according to a gradient descend method. → The algorithm is embodied by three simple ordinary differential equations. → The validity of the algorithm is proven by computation of the Lyapunov exponents.

Evolution of colloidal dispersions in novel time-varying optical potentials

Science.gov (United States)

Koss, Brian Alan

Optical traps use forces exerted by a tightly focused light beam to trap objects from tens of nanometers to tens of micrometers in size. Since their introduction in 1986, optical tweezers have become very useful to biology, chemistry, and soft condensed-matter physics. Work presented here, promises to advance optical tweezers not only in fundamental scientific research, but also in applications outside of the laboratory and into the mainstream of miniaturized manufacturing and diagnostics. By providing unprecedented access to the mesoscopic world, a new generation of optical traps, called Dynamic Holographic Optical Tweezers (HOTs) offers revolutionary new opportunities for fundamental and applied research. To demonstrate this technique, HOTs will be used to pump particles via a new method of transport called Optical Peristalsis (OP). OP is efficient method for transporting mesoscopic objects in three dimensions using short repetitive sequences of holographic optical trapping patterns. Transport in this process is analogous to peristaltic pumping, with the configurations of optical traps mimicking states of a peristaltic pump. While not limited to the deterministic particle transport, OP, can also be a platform to investigate the stochastic limit of particle transport. Advances in recent years have demonstrated that a variety of time-varying perturbations can induce drift in a diffusive system without exerting an overall force. Among these, are thermal ratchet models in which the system is subjected to time-varying energy landscapes that break spatiotemporal symmetry and thereby induce drift. Typically, the potential energy landscape is chosen to be the sawtooth potential. This work describes an alternate class of symmetric thermal ratchet models, that are not sawtooth, and demonstrates their efficacy in biasing the diffusion of colloidal spheres in both the stochastic and deterministic limits. Unlike previous models, each state in this thermal ratchet consists of

Robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays

International Nuclear Information System (INIS)

Balasubramaniam, P.; Lakshmanan, S.; Manivannan, A.

2012-01-01

Highlights: ► Robust stability analysis for Markovian jumping interval neural networks is considered. ► Both linear fractional and interval uncertainties are considered. ► A new LKF is constructed with triple integral terms. ► MATLAB LMI control toolbox is used to validate theoretical results. ► Numerical examples are given to illustrate the effectiveness of the proposed method. - Abstract: This paper investigates robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays. The parameter uncertainties are assumed to be bounded in given compact sets. The delay is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. Based on the new Lyapunov–Krasovskii functional (LKF), some inequality techniques and stochastic stability theory, new delay-dependent stability criteria have been obtained in terms of linear matrix inequalities (LMIs). Finally, two numerical examples are given to illustrate the less conservative and effectiveness of our theoretical results.

Series-parallel method of direct solar array regulation

Science.gov (United States)

Gooder, S. T.

1976-01-01

A 40 watt experimental solar array was directly regulated by shorting out appropriate combinations of series and parallel segments of a solar array. Regulation switches were employed to control the array at various set-point voltages between 25 and 40 volts. Regulation to within + or - 0.5 volt was obtained over a range of solar array temperatures and illumination levels as an active load was varied from open circuit to maximum available power. A fourfold reduction in regulation switch power dissipation was achieved with series-parallel regulation as compared to the usual series-only switching for direct solar array regulation.

Time complexity analysis for distributed memory computers: implementation of parallel conjugate gradient method

NARCIS (Netherlands)

Hoekstra, A.G.; Sloot, P.M.A.; Haan, M.J.; Hertzberger, L.O.; van Leeuwen, J.

1991-01-01

New developments in Computer Science, both hardware and software, offer researchers, such as physicists, unprecedented possibilities to solve their computational intensive problems.However, full exploitation of e.g. new massively parallel computers, parallel languages or runtime environments

Decentralized H∞ Control of Interconnected Systems with Time-varying Delays

Directory of Open Access Journals (Sweden)

Amal Zouhri

2017-01-01

Full Text Available This paper focuses on the problem of delay dependent stability/stabilization of interconnected systems with time-varying delays. The approach is based on a new Lyapunov-Krasovskii functional. A decentralized delay-dependent stability analysis is performed to characterize linear matrix inequalities (LMIs based on the conditions under which every local subsystem of the linear interconnected delay system is asymptotically stable. Then we design a decentralized state-feedback stabilization scheme such that the family of closedloop feedback subsystems enjoys the delay-dependent asymptotic stability for each subsystem. The decentralized feedback gains are determined by convex optimization over LMIs. All the developed results are tested on a representative example and compared with some recent previous ones.

Distributed leader-follower flocking control for multi-agent dynamical systems with time-varying velocities

NARCIS (Netherlands)

Yu, Wenwu; Chen, Guanrong; Cao, Ming

Using tools from algebraic graph theory and nonsmooth analysis in combination with ideas of collective potential functions, velocity consensus and navigation feedback, a distributed leader-follower flocking algorithm for multi-agent dynamical systems with time-varying velocities is developed where

Frequency Domain Training-Aided Channel Estimation and Equalization in Time-Varying Optical Transmission Systems

DEFF Research Database (Denmark)

Pittalà, Fabio; Msallem, Majdi; Hauske, Fabian N.

2012-01-01

We propose a non-weighted feed-forward equalization method with filter update by averaging channel estimations based on short CAZAC sequences. Three averaging methods are presented and tested by simulations in a time-varying 2×2 MIMO optical system....

Time-resolved echo-shared parallel MRA of the lung: observer preference study of image quality in comparison with non-echo-shared sequences

International Nuclear Information System (INIS)

Fink, C.; Puderbach, M.; Zaporozhan, J.; Plathow, C.; Kauczor, H.-U.; Ley, S.

2005-01-01

The aim of this study was to evaluate the image quality of time-resolved echo-shared parallel MRA of the lung. The pulmonary vasculature of nine patients (seven females, two males; median age: 44 years) with pulmonary disease was examined using a time-resolved MRA sequence combining echo sharing with parallel imaging (time-resolved echo-shared angiography technique, or TREAT). The sharpness of the vessel borders, conspicuousness of peripheral lung vessels, artifact level, and overall image quality of TREAT was assessed independently by four readers in a side-by-side comparison with non-echo-shared time-resolved parallel MRA data (pMRA) previously acquired in the same patients. Furthermore, the SNR of pulmonary arteries (PA) and veins (PV) achieved with both pulse sequences was compared. The mean voxel size of TREAT MRA was decreased by 24% compared with the non-echo-shared MRA. Regarding the sharpness of the vessel borders, conspicuousness of peripheral lung vessels, and overall image quality the TREAT sequence was rated superior in 75-76% of all cases. If the TREAT images were preferred over the pMRA images, the advantage was rated as major in 61-71% of all cases. The level of artifacts was not increased with the TREAT sequence. The mean interobserver agreement for all categories ranged between fair (artifact level) and good (overall image quality). The maximum SNR of TREAT did not differ from non-echo-shared parallel MRA (PA: TREAT: 273±45; pMRA: 280±71; PV: TREAT: 273±33; pMRA: 258±62). TREAT achieves a higher spatial resolution than non-echo-shared parallel MRA which is also perceived as an improved image quality. (orig.)

H∞ state estimation of generalised neural networks with interval time-varying delays

Science.gov (United States)

Saravanakumar, R.; Syed Ali, M.; Cao, Jinde; Huang, He

2016-12-01

This paper focuses on studying the H∞ state estimation of generalised neural networks with interval time-varying delays. The integral terms in the time derivative of the Lyapunov-Krasovskii functional are handled by the Jensen's inequality, reciprocally convex combination approach and a new Wirtinger-based double integral inequality. A delay-dependent criterion is derived under which the estimation error system is globally asymptotically stable with H∞ performance. The proposed conditions are represented by linear matrix inequalities. Optimal H∞ norm bounds are obtained easily by solving convex problems in terms of linear matrix inequalities. The advantage of employing the proposed inequalities is illustrated by numerical examples.

Parallel processing of two-dimensional Sn transport calculations

International Nuclear Information System (INIS)

Uematsu, M.

1997-01-01

A parallel processing method for the two-dimensional S n transport code DOT3.5 has been developed to achieve a drastic reduction in computation time. In the proposed method, parallelization is achieved with angular domain decomposition and/or space domain decomposition. The calculational speed of parallel processing by angular domain decomposition is largely influenced by frequent communications between processing elements. To assess parallelization efficiency, sample problems with up to 32 x 32 spatial meshes were solved with a Sun workstation using the PVM message-passing library. As a result, parallel calculation using 16 processing elements, for example, was found to be nine times as fast as that with one processing element. As for parallel processing by geometry segmentation, the influence of processing element communications on computation time is small; however, discontinuity at the segment boundary degrades convergence speed. To accelerate the convergence, an alternate sweep of angular flux in conjunction with space domain decomposition and a two-step rescaling method consisting of segmentwise rescaling and ordinary pointwise rescaling have been developed. By applying the developed method, the number of iterations needed to obtain a converged flux solution was reduced by a factor of 2. As a result, parallel calculation using 16 processing elements was found to be 5.98 times as fast as the original DOT3.5 calculation

Robust stability analysis of Takagi—Sugeno uncertain stochastic fuzzy recurrent neural networks with mixed time-varying delays

International Nuclear Information System (INIS)

Ali, M. Syed

2011-01-01

In this paper, the global stability of Takagi—Sugeno (TS) uncertain stochastic fuzzy recurrent neural networks with discrete and distributed time-varying delays (TSUSFRNNs) is considered. A novel LMI-based stability criterion is obtained by using Lyapunov functional theory to guarantee the asymptotic stability of TSUSFRNNs. The proposed stability conditions are demonstrated through numerical examples. Furthermore, the supplementary requirement that the time derivative of time-varying delays must be smaller than one is removed. Comparison results are demonstrated to show that the proposed method is more able to guarantee the widest stability region than the other methods available in the existing literature. (general)

Real-Time Straight-Line Detection for XGA-Size Videos by Hough Transform with Parallelized Voting Procedures.

Science.gov (United States)

Guan, Jungang; An, Fengwei; Zhang, Xiangyu; Chen, Lei; Mattausch, Hans Jürgen

2017-01-30

The Hough Transform (HT) is a method for extracting straight lines from an edge image. The main limitations of the HT for usage in actual applications are computation time and storage requirements. This paper reports a hardware architecture for HT implementation on a Field Programmable Gate Array (FPGA) with parallelized voting procedure. The 2-dimensional accumulator array, namely the Hough space in parametric form (ρ, θ), for computing the strength of each line by a voting mechanism is mapped on a 1-dimensional array with regular increments of θ. Then, this Hough space is divided into a number of parallel parts. The computation of (ρ, θ) for the edge pixels and the voting procedure for straight-line determination are therefore executable in parallel. In addition, a synchronized initialization for the Hough space further increases the speed of straight-line detection, so that XGA video processing becomes possible. The designed prototype system has been synthesized on a DE4 platform with a Stratix-IV FPGA device. In the application of road-lane detection, the average processing speed of this HT implementation is 5.4ms per XGA-frame at 200 MHz working frequency.

Simulation Exploration through Immersive Parallel Planes: Preprint

Energy Technology Data Exchange (ETDEWEB)

Brunhart-Lupo, Nicholas; Bush, Brian W.; Gruchalla, Kenny; Smith, Steve

2016-03-01

We present a visualization-driven simulation system that tightly couples systems dynamics simulations with an immersive virtual environment to allow analysts to rapidly develop and test hypotheses in a high-dimensional parameter space. To accomplish this, we generalize the two-dimensional parallel-coordinates statistical graphic as an immersive 'parallel-planes' visualization for multivariate time series emitted by simulations running in parallel with the visualization. In contrast to traditional parallel coordinate's mapping the multivariate dimensions onto coordinate axes represented by a series of parallel lines, we map pairs of the multivariate dimensions onto a series of parallel rectangles. As in the case of parallel coordinates, each individual observation in the dataset is mapped to a polyline whose vertices coincide with its coordinate values. Regions of the rectangles can be 'brushed' to highlight and select observations of interest: a 'slider' control allows the user to filter the observations by their time coordinate. In an immersive virtual environment, users interact with the parallel planes using a joystick that can select regions on the planes, manipulate selection, and filter time. The brushing and selection actions are used to both explore existing data as well as to launch additional simulations corresponding to the visually selected portions of the input parameter space. As soon as the new simulations complete, their resulting observations are displayed in the virtual environment. This tight feedback loop between simulation and immersive analytics accelerates users' realization of insights about the simulation and its output.

Exponential synchronization of chaotic Lur'e systems with time-varying delay via sampled-data control

International Nuclear Information System (INIS)

Rakkiyappan, R.; Sivasamy, R.; Lakshmanan, S.

2014-01-01

In this paper, we study the exponential synchronization of chaotic Lur'e systems with time-varying delays via sampled-data control by using sector nonlinearties. In order to make full use of information about sampling intervals and interval time-varying delays, new Lyapunov—Krasovskii functionals with triple integral terms are introduced. Based on the convex combination technique, two kinds of synchronization criteria are derived in terms of linear matrix inequalities, which can be efficiently solved via standard numerical software. Finally, three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed results

Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.

Science.gov (United States)

Ouyang, Yicun; Yin, Hujun

2018-05-01

Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.

PARALLEL IMPORT: REALITY FOR RUSSIA

Directory of Open Access Journals (Sweden)

Т. А. Сухопарова

2014-01-01

Full Text Available Problem of parallel import is urgent question at now. Parallel import legalization in Russia is expedient. Such statement based on opposite experts opinion analysis. At the same time it’s necessary to negative consequences consider of this decision and to apply remedies to its minimization.Purchase on Elibrary.ru > Buy now

Multivariate Option Pricing with Time Varying Volatility and Correlations

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars Peter

In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option pricing. Specifically, we derive the risk...... neutral dynamics for a general class of multivariate heteroskedastic models, and we provide a feasible way to price options in this framework. Our framework can be used irrespective of the assumed underlying distribution and dynamics, and it nests several important special cases. We provide an application...... to options on the minimum of two indices. Our results show that not only is correlation important for these options but so is allowing this correlation to be dynamic. Moreover, we show that for the general model exposure to correlation risk carries an important premium, and when this is neglected option...

Invariant operator theory for the single-photon energy in time-varying media

International Nuclear Information System (INIS)

Jeong-Ryeol, Choi

2010-01-01

After the birth of quantum mechanics, the notion in physics that the frequency of light is the only factor that determines the energy of a single photon has played a fundamental role. However, under the assumption that the theory of Lewis–Riesenfeld invariants is applicable in quantum optics, it is shown in the present work that this widely accepted notion is valid only for light described by a time-independent Hamiltonian, i.e., for light in media satisfying the conditions, ε(i) = ε(0), μ(t) = μ(0), and σ(t) = 0 simultaneously. The use of the Lewis–Riesenfeld invariant operator method in quantum optics leads to a marvelous result: the energy of a single photon propagating through time-varying linear media exhibits nontrivial time dependence without a change of frequency. (general)

Time-varying predictability in crude-oil markets: the case of GCC countries

International Nuclear Information System (INIS)

El Hedi Arouri, Mohamed; Thanh Huong Dinh; Duc Khuong Nguyen

2010-01-01

This paper uses a time-varying parameter model with generalized autoregressive conditional heteroscedasticity effects to examine the dynamic behavior of crude-oil prices for the period February 7, 1997-January 8, 2010. Using data from four countries of the Gulf Cooperation Council, we find evidence of short-term predictability in oil-price changes over time, except for several short sub-periods. However, the hypothesis of convergence towards weak-form informational efficiency is rejected for all markets. In addition, we explore the possibility of structural breaks in the time-paths of the estimated predictability indices and detect only one breakpoint, for the oil markets in Qatar and the United Arab Emirates. Our empirical results therefore call for new empirical research to further gauge the predictability characteristics and the determinants of oil-price changes.

Exponential convergence for a class of delayed cellular neural networks with time-varying coefficients

International Nuclear Information System (INIS)

Liu Bingwen

2008-01-01

In this Letter, we consider a class of delayed cellular neural networks with time-varying coefficients. By applying Lyapunov functional method and differential inequality techniques, we establish new results to ensure that all solutions of the networks converge exponentially to zero point

A comparison of time-varying covariates in two smoking cessation interventions for cardiac patients

NARCIS (Netherlands)

Prenger, Hendrikje Cornelia; Pieterse, Marcel E.; Braakman-Jansen, Louise Marie Antoinette; Bolman, Catherine; Ruitenbeek-Wiggers, L.; de Vries, H.

2013-01-01

The aim of the study was to explore the time-varying contribution of social cognitive determinants of smoking cessation following an intervention on cessation. Secondary analyses were performed on data from two comparable randomized controlled trials on brief smoking cessation interventions for

Parallelization for X-ray crystal structural analysis program

Energy Technology Data Exchange (ETDEWEB)

Watanabe, Hiroshi [Japan Atomic Energy Research Inst., Tokyo (Japan); Minami, Masayuki; Yamamoto, Akiji

1997-10-01

In this report we study vectorization and parallelization for X-ray crystal structural analysis program. The target machine is NEC SX-4 which is a distributed/shared memory type vector parallel supercomputer. X-ray crystal structural analysis is surveyed, and a new multi-dimensional discrete Fourier transform method is proposed. The new method is designed to have a very long vector length, so that it enables to obtain the 12.0 times higher performance result that the original code. Besides the above-mentioned vectorization, the parallelization by micro-task functions on SX-4 reaches 13.7 times acceleration in the part of multi-dimensional discrete Fourier transform with 14 CPUs, and 3.0 times acceleration in the whole program. Totally 35.9 times acceleration to the original 1CPU scalar version is achieved with vectorization and parallelization on SX-4. (author)

Innovation diffusion on time-varying activity driven networks

Science.gov (United States)

Rizzo, Alessandro; Porfiri, Maurizio

2016-01-01

Since its introduction in the 1960s, the theory of innovation diffusion has contributed to the advancement of several research fields, such as marketing management and consumer behavior. The 1969 seminal paper by Bass [F.M. Bass, Manag. Sci. 15, 215 (1969)] introduced a model of product growth for consumer durables, which has been extensively used to predict innovation diffusion across a range of applications. Here, we propose a novel approach to study innovation diffusion, where interactions among individuals are mediated by the dynamics of a time-varying network. Our approach is based on the Bass' model, and overcomes key limitations of previous studies, which assumed timescale separation between the individual dynamics and the evolution of the connectivity patterns. Thus, we do not hypothesize homogeneous mixing among individuals or the existence of a fixed interaction network. We formulate our approach in the framework of activity driven networks to enable the analysis of the concurrent evolution of the interaction and individual dynamics. Numerical simulations offer a systematic analysis of the model behavior and highlight the role of individual activity on market penetration when targeted advertisement campaigns are designed, or a competition between two different products takes place.

Identifiability of Additive, Time-Varying Actuator and Sensor Faults by State Augmentation

Science.gov (United States)

Upchurch, Jason M.; Gonzalez, Oscar R.; Joshi, Suresh M.

2014-01-01

Recent work has provided a set of necessary and sucient conditions for identifiability of additive step faults (e.g., lock-in-place actuator faults, constant bias in the sensors) using state augmentation. This paper extends these results to an important class of faults which may affect linear, time-invariant systems. In particular, the faults under consideration are those which vary with time and affect the system dynamics additively. Such faults may manifest themselves in aircraft as, for example, control surface oscillations, control surface runaway, and sensor drift. The set of necessary and sucient conditions presented in this paper are general, and apply when a class of time-varying faults affects arbitrary combinations of actuators and sensors. The results in the main theorems are illustrated by two case studies, which provide some insight into how the conditions may be used to check the theoretical identifiability of fault configurations of interest for a given system. It is shown that while state augmentation can be used to identify certain fault configurations, other fault configurations are theoretically impossible to identify using state augmentation, giving practitioners valuable insight into such situations. That is, the limitations of state augmentation for a given system and configuration of faults are made explicit. Another limitation of model-based methods is that there can be large numbers of fault configurations, thus making identification of all possible configurations impractical. However, the theoretical identifiability of known, credible fault configurations can be tested using the theorems presented in this paper, which can then assist the efforts of fault identification practitioners.

Time-dependent radiation transfer with rayleigh scattering in finite plane-parallel media using pomraning-eddington approximation

International Nuclear Information System (INIS)

El-Wakil, S.A.; Sallah, M.; Degheidy, A.R.

2005-01-01

The time-dependent radiation transfer equation in plane geometry with Rayleigh scattering is studied. The traveling wave transformation is used to obtain the corresponding stationary-like equation. Pomraning-Eddington approximation is then used to calculate the radiation intensity in finite plane-parallel media. Numerical results and shielding calculations are shown for reflectivity and transmissivity at different times. The medium is assumed to have specular-reflecting boundaries. For the sake of comparison, two different weight functions are introduced and to force the boundary conditions to be fulfilled

Time-varying associations between confidence and motivation to abstain from marijuana during treatment among adolescents.

Science.gov (United States)

Chung, Tammy; Maisto, Stephen A

2016-06-01

An important goal of addictions treatment is to develop a positive association between high levels of confidence and motivation to abstain from substance use. This study modeled the time-varying association between confidence and motivation to abstain from marijuana use among youth in treatment, and the time-varying effect of pre-treatment covariates (marijuana abstinence goal and perceived peer marijuana use) on motivation to abstain. 150 adolescents (75% male, 83% White) in community-based intensive outpatient treatment in Pennsylvania completed a pre-treatment assessment of abstinence goal, perceived peer marijuana use, and motivation and confidence to abstain from marijuana. Ratings of motivation and confidence to abstain also were collected after each session. A time-varying effect model (TVEM) was used to characterize changes in the association between confidence and motivation to abstain (lagged), and included covariates representing pre-treatment abstinence goal and perceived peer marijuana use. Confidence and motivation to abstain from marijuana generally increased during treatment. The association between confidence and motivation strengthened across sessions 1-4, and was maintained through later sessions. Pre-treatment abstinence goal had an early time-limited effect (through session 6) on motivation to abstain. Pre-treatment perception of peer marijuana use had a significant effect on motivation to abstain only at session 2. Early treatment sessions represent a critical period during which the association between confidence and motivation to abstain generally increased. The time-limited effects of pre-treatment characteristics suggest the importance of early sessions in addressing abstinence goal and peer substance use that may impact motivation to abstain from marijuana. Copyright © 2016 Elsevier Ltd. All rights reserved.

Time-varying mixed logit model for vehicle merging behavior in work zone merging areas.

Science.gov (United States)

Weng, Jinxian; Du, Gang; Li, Dan; Yu, Yao

2018-08-01

This study aims to develop a time-varying mixed logit model for the vehicle merging behavior in work zone merging areas during the merging implementation period from the time of starting a merging maneuver to that of completing the maneuver. From the safety perspective, vehicle crash probability and severity between the merging vehicle and its surrounding vehicles are regarded as major factors influencing vehicle merging decisions. Model results show that the model with the use of vehicle crash risk probability and severity could provide higher prediction accuracy than previous models with the use of vehicle speeds and gap sizes. It is found that lead vehicle type, through lead vehicle type, through lag vehicle type, crash probability of the merging vehicle with respect to the through lag vehicle, crash severities of the merging vehicle with respect to the through lead and lag vehicles could exhibit time-varying effects on the merging behavior. One important finding is that the merging vehicle could become more and more aggressive in order to complete the merging maneuver as quickly as possible over the elapsed time, even if it has high vehicle crash risk with respect to the through lead and lag vehicles. Copyright © 2018 Elsevier Ltd. All rights reserved.

SWAMP+: multiple subsequence alignment using associative massive parallelism

Energy Technology Data Exchange (ETDEWEB)

Steinfadt, Shannon Irene [Los Alamos National Laboratory; Baker, Johnnie W [KENT STATE UNIV.

2010-10-18

A new parallel algorithm SWAMP+ incorporates the Smith-Waterman sequence alignment on an associative parallel model known as ASC. It is a highly sensitive parallel approach that expands traditional pairwise sequence alignment. This is the first parallel algorithm to provide multiple non-overlapping, non-intersecting subsequence alignments with the accuracy of Smith-Waterman. The efficient algorithm provides multiple alignments similar to BLAST while creating a better workflow for the end users. The parallel portions of the code run in O(m+n) time using m processors. When m = n, the algorithmic analysis becomes O(n) with a coefficient of two, yielding a linear speedup. Implementation of the algorithm on the SIMD ClearSpeed CSX620 confirms this theoretical linear speedup with real timings.

Neutron fluctuations in a multiplying medium randomly varying in time

Energy Technology Data Exchange (ETDEWEB)

Pal, L. [KFKI Atomic Energy Research Inst., Budapest (Hungary); Pazsit, I. [Chalmers Univ. of Technology, Goeteborg (Sweden). Dept. of Nuclear Engineering

2006-07-15

The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment.

Neutron fluctuations in a multiplying medium randomly varying in time

International Nuclear Information System (INIS)

Pal, L.; Pazsit, I.

2006-01-01

The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment

Estimation and Properties of a Time-Varying GQARCH(1,1-M Model

Directory of Open Access Journals (Sweden)

Sofia Anyfantaki

2011-01-01

analysis of these models computationally infeasible. This paper outlines the issues and suggests to employ a Markov chain Monte Carlo algorithm which allows the calculation of a classical estimator via the simulated EM algorithm or a simulated Bayesian solution in only ( computational operations, where is the sample size. Furthermore, the theoretical dynamic properties of a time-varying GQARCH(1,1-M are derived. We discuss them and apply the suggested Bayesian estimation to three major stock markets.

Adaptive Synchronization between Two Different Complex Networks with Time-Varying Delay Coupling

International Nuclear Information System (INIS)

Jian-Rui, Chen; Li-Cheng, Jiao; Jian-She, Wu; Xiao-Hua, Wang

2009-01-01

A new general network model for two complex networks with time-varying delay coupling is presented. Then we investigate its synchronization phenomena. The two complex networks of the model differ in dynamic nodes, the number of nodes and the coupling connections. By using adaptive controllers, a synchronization criterion is derived. Numerical examples are given to demonstrate the effectiveness of the obtained synchronization criterion. This study may widen the application range of synchronization, such as in chaotic secure communication. (general)

Parametric estimation of time varying baselines in airborne interferometric SAR

DEFF Research Database (Denmark)

Mohr, Johan Jacob; Madsen, Søren Nørvang

1996-01-01

A method for estimation of time varying spatial baselines in airborne interferometric synthetic aperture radar (SAR) is described. The range and azimuth distortions between two images acquired with a non-linear baseline are derived. A parametric model of the baseline is then, in a least square...... sense, estimated from image shifts obtained by cross correlation of numerous small patches throughout the image. The method has been applied to airborne EMISAR imagery from the 1995 campaign over the Storstrommen Glacier in North East Greenland conducted by the Danish Center for Remote Sensing. This has...... reduced the baseline uncertainties from several meters to the centimeter level in a 36 km scene. Though developed for airborne SAR the method can easily be adopted to satellite data...

Adaptive control of chaotic systems with stochastic time varying unknown parameters

Energy Technology Data Exchange (ETDEWEB)

Salarieh, Hassan [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: salarieh@mech.sharif.edu; Alasty, Aria [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: aalasti@sharif.edu

2008-10-15

In this paper based on the Lyapunov stability theorem, an adaptive control scheme is proposed for stabilizing the unstable periodic orbits (UPO) of chaotic systems. It is assumed that the chaotic system has some linearly dependent unknown parameters which are stochastically time varying. The stochastic parameters are modeled through the Weiner process derivative. To demonstrate the effectiveness of the proposed technique it has been applied to the Lorenz, Chen and Rossler dynamical systems, as some case studies. Simulation results indicate that the proposed adaptive controller has a high performance in stabilizing the UPO of chaotic systems in noisy environment.

Parallel implementation of the PHOENIX generalized stellar atmosphere program. II. Wavelength parallelization

International Nuclear Information System (INIS)

Baron, E.; Hauschildt, Peter H.

1998-01-01

We describe an important addition to the parallel implementation of our generalized nonlocal thermodynamic equilibrium (NLTE) stellar atmosphere and radiative transfer computer program PHOENIX. In a previous paper in this series we described data and task parallel algorithms we have developed for radiative transfer, spectral line opacity, and NLTE opacity and rate calculations. These algorithms divided the work spatially or by spectral lines, that is, distributing the radial zones, individual spectral lines, or characteristic rays among different processors and employ, in addition, task parallelism for logically independent functions (such as atomic and molecular line opacities). For finite, monotonic velocity fields, the radiative transfer equation is an initial value problem in wavelength, and hence each wavelength point depends upon the previous one. However, for sophisticated NLTE models of both static and moving atmospheres needed to accurately describe, e.g., novae and supernovae, the number of wavelength points is very large (200,000 - 300,000) and hence parallelization over wavelength can lead both to considerable speedup in calculation time and the ability to make use of the aggregate memory available on massively parallel supercomputers. Here, we describe an implementation of a pipelined design for the wavelength parallelization of PHOENIX, where the necessary data from the processor working on a previous wavelength point is sent to the processor working on the succeeding wavelength point as soon as it is known. Our implementation uses a MIMD design based on a relatively small number of standard message passing interface (MPI) library calls and is fully portable between serial and parallel computers. copyright 1998 The American Astronomical Society

Parallel S/sub n/ iteration schemes

International Nuclear Information System (INIS)

Wienke, B.R.; Hiromoto, R.E.

1986-01-01

The iterative, multigroup, discrete ordinates (S/sub n/) technique for solving the linear transport equation enjoys widespread usage and appeal. Serial iteration schemes and numerical algorithms developed over the years provide a timely framework for parallel extension. On the Denelcor HEP, the authors investigate three parallel iteration schemes for solving the one-dimensional S/sub n/ transport equation. The multigroup representation and serial iteration methods are also reviewed. This analysis represents a first attempt to extend serial S/sub n/ algorithms to parallel environments and provides good baseline estimates on ease of parallel implementation, relative algorithm efficiency, comparative speedup, and some future directions. The authors examine ordered and chaotic versions of these strategies, with and without concurrent rebalance and diffusion acceleration. Two strategies efficiently support high degrees of parallelization and appear to be robust parallel iteration techniques. The third strategy is a weaker parallel algorithm. Chaotic iteration, difficult to simulate on serial machines, holds promise and converges faster than ordered versions of the schemes. Actual parallel speedup and efficiency are high and payoff appears substantial

Parallel optoelectronic trinary signed-digit division

Science.gov (United States)

Alam, Mohammad S.

1999-03-01

The trinary signed-digit (TSD) number system has been found to be very useful for parallel addition and subtraction of any arbitrary length operands in constant time. Using the TSD addition and multiplication modules as the basic building blocks, we develop an efficient algorithm for performing parallel TSD division in constant time. The proposed division technique uses one TSD subtraction and two TSD multiplication steps. An optoelectronic correlator based architecture is suggested for implementation of the proposed TSD division algorithm, which fully exploits the parallelism and high processing speed of optics. An efficient spatial encoding scheme is used to ensure better utilization of space bandwidth product of the spatial light modulators used in the optoelectronic implementation.

Impulsive effect on global exponential stability of BAM fuzzy cellular neural networks with time-varying delays

Science.gov (United States)

Li, Kelin

2010-02-01

In this article, a class of impulsive bidirectional associative memory (BAM) fuzzy cellular neural networks (FCNNs) with time-varying delays is formulated and investigated. By employing delay differential inequality and M-matrix theory, some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM FCNNs with time-varying delays are obtained. In particular, a precise estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive perturbation intention. It is believed that these results are significant and useful for the design and applications of BAM FCNNs. An example is given to show the effectiveness of the results obtained here.

Volatility spillover and time-varying conditional correlation between DDGS, corn, and soybean meal markets

NARCIS (Netherlands)

Etienne, Xiaoli L.; Trujillo-Barrera, Andrés; Hoffman, Linwood A.

2017-01-01

We find distiller's dried grains with solubles (DDGS) prices to be positively correlated with both corn and soybean meal prices in the long run. However, neither corn nor soybean meal prices respond to deviations from this long-run relationship. We also identify strong time-varying dynamic