WorldWideScience

Sample records for time varying flow

  1. 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.

  2. 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.

  3. 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)

  4. Robust and Optimal Control of Magnetic Microparticles inside Fluidic Channels with Time-Varying Flow Rates

    Directory of Open Access Journals (Sweden)

    Islam S.M. Khalil

    2016-06-01

    Full Text Available Targeted therapy using magnetic microparticles and nanoparticles has the potential to mitigate the negative side-effects associated with conventional medical treatment. Major technological challenges still need to be addressed in order to translate these particles into in vivo applications. For example, magnetic particles need to be navigated controllably in vessels against flowing streams of body fluid. This paper describes the motion control of paramagnetic microparticles in the flowing streams of fluidic channels with time-varying flow rates (maximum flow is 35 ml.hr−1. This control is designed using a magnetic-based proportional-derivative (PD control system to compensate for the time-varying flow inside the channels (with width and depth of 2 mm and 1.5 mm, respectively. First, we achieve point-to-point motion control against and along flow rates of 4 ml.hr−1, 6 ml.hr−1, 17 ml.hr−1, and 35 ml.hr−1. The average speeds of single microparticle (with average diameter of 100 μm against flow rates of 6 ml.hr−1 and 30 ml.hr−1 are calculated to be 45 μm.s−1 and 15 μm.s−1, respectively. Second, we implement PD control with disturbance estimation and compensation. This control decreases the steady-state error by 50%, 70%, 73%, and 78% at flow rates of 4 ml.hr−1, 6 ml.hr−1, 17 ml.hr−1, and 35 ml.hr−1, respectively. Finally, we consider the problem of finding the optimal path (minimal kinetic energy between two points using calculus of variation, against the mentioned flow rates. Not only do we find that an optimal path between two collinear points with the direction of maximum flow (middle of the fluidic channel decreases the rise time of the microparticles, but we also decrease the input current that is supplied to the electromagnetic coils by minimizing the kinetic energy of the microparticles, compared to a PD control with disturbance compensation.

  5. 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.

  6. On the use of adaptive multiresolution method with time-varying tolerance for compressible fluid flows

    Science.gov (United States)

    Soni, V.; Hadjadj, A.; Roussel, O.

    2017-12-01

    In this paper, a fully adaptive multiresolution (MR) finite difference scheme with a time-varying tolerance is developed to study compressible fluid flows containing shock waves in interaction with solid obstacles. To ensure adequate resolution near rigid bodies, the MR algorithm is combined with an immersed boundary method based on a direct-forcing approach in which the solid object is represented by a continuous solid-volume fraction. The resulting algorithm forms an efficient tool capable of solving linear and nonlinear waves on arbitrary geometries. Through a one-dimensional scalar wave equation, the accuracy of the MR computation is, as expected, seen to decrease in time when using a constant MR tolerance considering the accumulation of error. To overcome this problem, a variable tolerance formulation is proposed, which is assessed through a new quality criterion, to ensure a time-convergence solution for a suitable quality resolution. The newly developed algorithm coupled with high-resolution spatial and temporal approximations is successfully applied to shock-bluff body and shock-diffraction problems solving Euler and Navier-Stokes equations. Results show excellent agreement with the available numerical and experimental data, thereby demonstrating the efficiency and the performance of the proposed method.

  7. The magnetohydrodynamic flow near a time-varying accelerated porous plate

    International Nuclear Information System (INIS)

    Roy, A.; Das, A.K.

    1985-01-01

    This paper confines to the study of the flow of an electrically conducting incompressible viscous liquid due to the varying motion of an infinite nonconducting porous flat pjate in the presence of a transverse magnetic field under the following assumptions: (1) the fluid flows subject to uniform section, (2) the magnetic Reynold number is equai to the viscous Reynold number, (3) the plate moves in its own plane with the velocity of esup(at)tsup(n) (n is an integer and α > a), (4) the Alfven velocity is less than the suction velocity. The induced magnetic field produced by the motion is taken into account. General expressions of the velocity and skinfriction have been obtained when the plate moves with the velocity esup(at)tsup(n). Several particular cases have been studied. (authors)

  8. Time-varying BRDFs.

    Science.gov (United States)

    Sun, Bo; Sunkavalli, Kalyan; Ramamoorthi, Ravi; Belhumeur, Peter N; Nayar, Shree K

    2007-01-01

    The properties of virtually all real-world materials change with time, causing their bidirectional reflectance distribution functions (BRDFs) to be time varying. However, none of the existing BRDF models and databases take time variation into consideration; they represent the appearance of a material at a single time instance. In this paper, we address the acquisition, analysis, modeling, and rendering of a wide range of time-varying BRDFs (TVBRDFs). We have developed an acquisition system that is capable of sampling a material's BRDF at multiple time instances, with each time sample acquired within 36 sec. We have used this acquisition system to measure the BRDFs of a wide range of time-varying phenomena, which include the drying of various types of paints (watercolor, spray, and oil), the drying of wet rough surfaces (cement, plaster, and fabrics), the accumulation of dusts (household and joint compound) on surfaces, and the melting of materials (chocolate). Analytic BRDF functions are fit to these measurements and the model parameters' variations with time are analyzed. Each category exhibits interesting and sometimes nonintuitive parameter trends. These parameter trends are then used to develop analytic TVBRDF models. The analytic TVBRDF models enable us to apply effects such as paint drying and dust accumulation to arbitrary surfaces and novel materials.

  9. Electrical resistance imaging of a time-varying interface in stratified flows using an unscented Kalman filter

    International Nuclear Information System (INIS)

    Ijaz, Umer Zeeshan; Khambampati, Anil Kumar; Kim, Kyung Youn; Chung, Soon Il; Kim, Sin

    2008-01-01

    In this paper, we estimate a time-varying interfacial boundary in stratified flows of two immiscible liquids using electrical resistance tomography. The interfacial boundary is approximated with front points spaced discretely along the interface. The design variables to be estimated are the locations of the front points, which are varying with the moving interface. The inverse problem is treated as a stochastic nonlinear state estimation problem with the nonstationary phase boundary (state) being estimated with the aid of an unscented Kalman filter. Numerical experiments are performed to evaluate the performance of an unscented Kalman filter. Specifically, a detailed analysis has been done on the effect of the number of front points and contrast ratio on the reconstruction performance. The reconstruction results show that an unscented Kalman filter is better suited for estimation in comparison to the conventional extended Kalman filter

  10. Effect of time-varying flow-shear on the nonlinear stability of the boundary of magnetized toroidal plasmas

    Directory of Open Access Journals (Sweden)

    Youngmin Oh

    2018-02-01

    Full Text Available We propose a phenomenological yet general model in a form of extended complex Ginzburg-Landau equation to understand edge-localized modes (ELMs, a class of quasi-periodic fluid instabilities in the boundary of toroidal magnetized high-temperature plasmas. The model reproduces key dynamical features of the ELMs (except the final explosive relaxation stage observed in the high-confinement state plasmas on the Korea Superconducting Tokamak Advanced Research: quasi-steady states characterized by field-aligned filamentary eigenmodes, transitions between different quasi-steady eigenmodes, and rapid transition to non-modal filamentary structure prior to the relaxation. It is found that the inclusion of time-varying perpendicular sheared flow is crucial for reproducing all of the observed dynamical features.

  11. Stability of time dependent and spatially varying flows; Proceedings of the Symposium, Hampton, VA, Aug. 19-23, 1985

    International Nuclear Information System (INIS)

    Dwoyer, D.L.; Hussaini, M.Y.

    1987-01-01

    Papers are presented on the application of stability theory to laminar flow control, secondary instabilities in boundary layers, a Floquet analysis of secondary instability in shear flows, and the generation of Tollmien-Schlichting waves by long wavelength free stream disturbances. Also considered are numerical experiments on boundary-layer receptivity, short-scale inviscid instabilities in the flow past surface-mounted obstacles, wave phenomena in a high Reynolds number compressible boundary layer, and instability of time-periodic flows. Other topics include high frequency Rayleigh instability of Stokes layers, stability and resonance in grooved-channel flows, finite length Taylor Couette flow, and vortical structures in the breakdown stage of transition

  12. Simulation of Time-Varying Spatially Uniform Pressure and Near-Surface Wind Flows on Building Components and Cladding

    Directory of Open Access Journals (Sweden)

    Seraphy Y. Shen

    2017-05-01

    Full Text Available This paper describes a new full-scale (FS testing apparatus for conducting performance evaluations of FS building envelope systems. The simulator can generate spatially uniform, time-varying pressure conditions associated with Saffir–Simpson Hurricane Wind Scale Category 5 winds while compensating for large air leakage through the specimen and also operate a high-speed wind tunnel, both with dynamic control. This paper presents system details, operating characteristics, and an early case study on the performance of large sectional door systems under wind pressure loading. Failure mechanisms are discussed, and finite element modeling is validated for two specimens. It demonstrates successful dynamic load control for large component and cladding systems, as well as simulation of flows near the building surface. These capabilities serve to complement other FS wind tunnel facilities by offering tools to generate ultimate load conditions on portions of the building. Further, the paper successfully demonstrates the utility of combining physical testing and computational analysis as a matter of routine, which underscores the potential of evolving FS testing to encompass cyber–physical approaches.

  13. Time-varying Crash Risk

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunoua, Bruno; Jeon, Yoontae

    We estimate a continuous-time model with stochastic volatility and dynamic crash probability for the S&P 500 index and find that market illiquidity dominates other factors in explaining the stock market crash risk. While the crash probability is time-varying, its dynamic depends only weakly on re...

  14. Characterization of the startup transient electrokinetic flow in rectangular channels of arbitrary dimensions, zeta potential distribution, and time-varying pressure gradient.

    Science.gov (United States)

    Miller, Andrew; Villegas, Arturo; Diez, F Javier

    2015-03-01

    The solution to the startup transient EOF in an arbitrary rectangular microchannel is derived analytically and validated experimentally. This full 2D transient solution describes the evolution of the flow through five distinct periods until reaching a final steady state. The derived analytical velocity solution is validated experimentally for different channel sizes and aspect ratios under time-varying pressure gradients. The experiments used a time resolved micro particle image velocimetry technique to calculate the startup transient velocity profiles. The measurements captured the effect of time-varying pressure gradient fields derived in the analytical solutions. This is tested by using small reservoirs at both ends of the channel which allowed a time-varying pressure gradient to develop with a time scale on the order of the transient EOF. Results showed that under these common conditions, the effect of the pressure build up in the reservoirs on the temporal development of the transient startup EOF in the channels cannot be neglected. The measurements also captured the analytical predictions for channel walls made of different materials (i.e., zeta potentials). This was tested in channels that had three PDMS and one quartz wall, resulting in a flow with an asymmetric velocity profile due to variations in the zeta potential between the walls. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  15. Thin Film Williamson Nanofluid Flow with Varying Viscosity and Thermal Conductivity on a Time-Dependent Stretching Sheet

    Directory of Open Access Journals (Sweden)

    Waris Khan

    2016-11-01

    Full Text Available This article describes the effect of thermal radiation on the thin film nanofluid flow of a Williamson fluid over an unsteady stretching surface with variable fluid properties. The basic governing equations of continuity, momentum, energy, and concentration are incorporated. The effect of thermal radiation and viscous dissipation terms are included in the energy equation. The energy and concentration fields are also coupled with the effect of Dufour and Soret. The transformations are used to reduce the unsteady equations of velocity, temperature and concentration in the set of nonlinear differential equations and these equations are tackled through the Homotopy Analysis Method (HAM. For the sake of comparison, numerical (ND-Solve Method solutions are also obtained. Special attention has been given to the variable fluid properties’ effects on the flow of a Williamson nanofluid. Finally, the effect of non-dimensional physical parameters like thermal conductivity, Schmidt number, Williamson parameter, Brinkman number, radiation parameter, and Prandtl number has been thoroughly demonstrated and discussed.

  16. Holographic cinematography of time-varying reflecting and time-varying phase objects using a Nd:YAG laser

    Science.gov (United States)

    Decker, A. J.

    1982-01-01

    The use of a Nd:YAG laser to record holographic motion pictures of time-varying reflecting objects and time-varying phase objects is discussed. Sample frames from both types of holographic motion pictures are presented. The holographic system discussed is intended for three-dimensional flow visualization of the time-varying flows that occur in jet-engine components.

  17. 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.

  18. 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...

  19. 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.

  20. 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...

  1. 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...

  2. 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)

  3. 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

  4. 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.

  5. Computation of gradually varied flow in compound open channel ...

    Indian Academy of Sciences (India)

    The flow of water in an open channel can be treated as steady, gradually varied flow for ... channel between two nodes is treated as a single reach to calculate the loss ... dition at control points and (iii) critical depth is also required to verify the ...

  6. 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

  7. 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.

  8. 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...

  9. 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

  10. Child-Langmuir flow with periodically varying anode voltage

    International Nuclear Information System (INIS)

    Rokhlenko, A.

    2015-01-01

    Using the Lagrangian technique, we study settled Child-Langmuir flows in a one dimensional planar diodes whose anode voltages periodically vary around given positive values. Our goal is to find analytically if the average currents in these systems can exceed the famous Child-Langmuir limit found for the stationary current a long time ago. The main result of our study is that in a periodic quasi-stationary regime the average current can be larger than the Child-Langmuir maximum even by 50% compared with its adiabatic average value. The cathode current in this case has the form of rectangular pulses which are formed by a very special triangular voltage modulation. This regime, i.e., periodicity, shape of pulses, and their amplitude, needs to be carefully chosen for the best performance

  11. 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...

  12. Incorporation of the Time-Varying Postprandial Increase in Splanchnic Blood Flow into a PBPK Model to Predict the Effect of Food on the Pharmacokinetics of Orally Administered High-Extraction Drugs.

    Science.gov (United States)

    Rose, Rachel H; Turner, David B; Neuhoff, Sibylle; Jamei, Masoud

    2017-07-01

    Following a meal, a transient increase in splanchnic blood flow occurs that can result in increased exposure to orally administered high-extraction drugs. Typically, physiologically based pharmacokinetic (PBPK) models have incorporated this increase in blood flow as a time-invariant fed/fasted ratio, but this approach is unable to explain the extent of increased drug exposure. A model for the time-varying increase in splanchnic blood flow following a moderate- to high-calorie meal (TV-Q Splanch ) was developed to describe the observed data for healthy individuals. This was integrated within a PBPK model and used to predict the contribution of increased splanchnic blood flow to the observed food effect for two orally administered high-extraction drugs, propranolol and ibrutinib. The model predicted geometric mean fed/fasted AUC and C max ratios of 1.24 and 1.29 for propranolol, which were within the range of published values (within 1.0-1.8-fold of values from eight clinical studies). For ibrutinib, the predicted geometric mean fed/fasted AUC and C max ratios were 2.0 and 1.84, respectively, which was within 1.1-fold of the reported fed/fasted AUC ratio but underestimated the reported C max ratio by up to 1.9-fold. For both drugs, the interindividual variability in fed/fasted AUC and C max ratios was underpredicted. This suggests that the postprandial change in splanchnic blood flow is a major mechanism of the food effect for propranolol and ibrutinib but is insufficient to fully explain the observations. The proposed model is anticipated to improve the prediction of food effect for high-extraction drugs, but should be considered with other mechanisms.

  13. 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.

  14. Differences in displayed pump flow compared to measured flow under varying conditions during simulated cardiopulmonary bypass.

    LENUS (Irish Health Repository)

    Hargrove, M

    2008-07-01

    Errors in blood flow delivery due to shunting have been reported to reduce flow by, potentially, up to 40-83% during cardiopulmonary bypass. The standard roller-pump measures revolutions per minute and a calibration factor for different tubing sizes calculates and displays flow accordingly. We compared displayed roller-pump flow with ultrasonically measured flow to ascertain if measured flow correlated with the heart-lung pump flow reading. Comparison of flows was measured under varying conditions of pump run duration, temperature, viscosity, varying arterial\\/venous loops, occlusiveness, outlet pressure, use of silicone or polyvinyl chloride (PVC) in the roller race, different tubing diameters, and use of a venous vacuum-drainage device.

  15. Role of a naturally varying flow regime in Everglades restoration

    Science.gov (United States)

    Harvey, Judson; Wetzel, Paul R.; Lodge, Thomas E.; Engel, Victor C.; Ross, Michael S.

    2017-01-01

    The Everglades is a low-gradient floodplain predominantly on organic soil that undergoes seasonally pulsing sheetflow through a network of deepwater sloughs separated by slightly higher elevation ridges. The seasonally pulsing flow permitted the coexistence of ridge and slough vegetation, including the persistence of productive, well-connected sloughs that seasonally concentrated prey and supported wading bird nesting success. Here we review factors contributing to the origin and to degradation of the ridge and slough ecosystem in an attempt to answer “How much flow is needed to restore functionality”? A key restoration objective is to increase sheetflow lost during the past century to reestablish interactions between flow, water depth, vegetation production and decomposition, and transport of flocculent organic sediment that build and maintain ridge and slough distinctions. Our review finds broad agreement that perturbations of water level depth and its fluctuations were primary in the degradation of landscape functions, with critical contributions from perturbed water quality, and flow velocity and direction. Whereas water levels are expected to be improved on average across a range of restoration scenarios that replace between 79 and 91% of predrainage flows, the diminished microtopography substantially decreases the probability of timely improvements in some areas whereas others that retain microtopographic differences are poised for restoration benefits. New advances in predicting restoration outcomes are coming from biophysical modeling of ridge–slough dynamics, system-wide measurements of landscape functionality, and large-scale flow restoration experiments, including active management techniques to kick-start slough regeneration.

  16. Flow in curved ducts of varying cross-section

    Science.gov (United States)

    Sotiropoulos, F.; Patel, V. C.

    1992-07-01

    Two numerical methods for solving the incompressible Navier-Stokes equations are compared with each other by applying them to calculate laminar and turbulent flows through curved ducts of regular cross-section. Detailed comparisons, between the computed solutions and experimental data, are carried out in order to validate the two methods and to identify their relative merits and disadvantages. Based on the conclusions of this comparative study a numerical method is developed for simulating viscous flows through curved ducts of varying cross-sections. The proposed method is capable of simulating the near-wall turbulence using fine computational meshes across the sublayer in conjunction with a two-layer k-epsilon model. Numerical solutions are obtained for: (1) a straight transition duct geometry, and (2) a hydroturbine draft-tube configuration at model scale Reynolds number for various inlet swirl intensities. The report also provides a detailed literature survey that summarizes all the experimental and computational work in the area of duct flows.

  17. 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....

  18. 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

  19. Constitutive Equation with Varying Parameters for Superplastic Flow Behavior

    Science.gov (United States)

    Guan, Zhiping; Ren, Mingwen; Jia, Hongjie; Zhao, Po; Ma, Pinkui

    2014-03-01

    In this study, constitutive equations for superplastic materials with an extra large elongation were investigated through mechanical analysis. From the view of phenomenology, firstly, some traditional empirical constitutive relations were standardized by restricting some strain paths and parameter conditions, and the coefficients in these relations were strictly given new mechanical definitions. Subsequently, a new, general constitutive equation with varying parameters was theoretically deduced based on the general mechanical equation of state. The superplastic tension test data of Zn-5%Al alloy at 340 °C under strain rates, velocities, and loads were employed for building a new constitutive equation and examining its validity. Analysis results indicated that the constitutive equation with varying parameters could characterize superplastic flow behavior in practical superplastic forming with high prediction accuracy and without any restriction of strain path or deformation condition, showing good industrial or scientific interest. On the contrary, those empirical equations have low prediction capabilities due to constant parameters and poor applicability because of the limit of special strain path or parameter conditions based on strict phenomenology.

  20. 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...

  1. Design of 2D Time-Varying Vector Fields

    KAUST Repository

    Chen, Guoning; Kwatra, Vivek; Wei, Li-Yi; Hansen, Charles D.; Zhang, Eugene

    2012-01-01

    Design of time-varying vector fields, i.e., vector fields that can change over time, has a wide variety of important applications in computer graphics. Existing vector field design techniques do not address time-varying vector fields. In this paper, we present a framework for the design of time-varying vector fields, both for planar domains as well as manifold surfaces. Our system supports the creation and modification of various time-varying vector fields with desired spatial and temporal characteristics through several design metaphors, including streamlines, pathlines, singularity paths, and bifurcations. These design metaphors are integrated into an element-based design to generate the time-varying vector fields via a sequence of basis field summations or spatial constrained optimizations at the sampled times. The key-frame design and field deformation are also introduced to support other user design scenarios. Accordingly, a spatial-temporal constrained optimization and the time-varying transformation are employed to generate the desired fields for these two design scenarios, respectively. We apply the time-varying vector fields generated using our design system to a number of important computer graphics applications that require controllable dynamic effects, such as evolving surface appearance, dynamic scene design, steerable crowd movement, and painterly animation. Many of these are difficult or impossible to achieve via prior simulation-based methods. In these applications, the time-varying vector fields have been applied as either orientation fields or advection fields to control the instantaneous appearance or evolving trajectories of the dynamic effects. © 1995-2012 IEEE.

  2. Design of 2D time-varying vector fields.

    Science.gov (United States)

    Chen, Guoning; Kwatra, Vivek; Wei, Li-Yi; Hansen, Charles D; Zhang, Eugene

    2012-10-01

    Design of time-varying vector fields, i.e., vector fields that can change over time, has a wide variety of important applications in computer graphics. Existing vector field design techniques do not address time-varying vector fields. In this paper, we present a framework for the design of time-varying vector fields, both for planar domains as well as manifold surfaces. Our system supports the creation and modification of various time-varying vector fields with desired spatial and temporal characteristics through several design metaphors, including streamlines, pathlines, singularity paths, and bifurcations. These design metaphors are integrated into an element-based design to generate the time-varying vector fields via a sequence of basis field summations or spatial constrained optimizations at the sampled times. The key-frame design and field deformation are also introduced to support other user design scenarios. Accordingly, a spatial-temporal constrained optimization and the time-varying transformation are employed to generate the desired fields for these two design scenarios, respectively. We apply the time-varying vector fields generated using our design system to a number of important computer graphics applications that require controllable dynamic effects, such as evolving surface appearance, dynamic scene design, steerable crowd movement, and painterly animation. Many of these are difficult or impossible to achieve via prior simulation-based methods. In these applications, the time-varying vector fields have been applied as either orientation fields or advection fields to control the instantaneous appearance or evolving trajectories of the dynamic effects.

  3. Design of 2D Time-Varying Vector Fields

    KAUST Repository

    Chen, Guoning

    2012-10-01

    Design of time-varying vector fields, i.e., vector fields that can change over time, has a wide variety of important applications in computer graphics. Existing vector field design techniques do not address time-varying vector fields. In this paper, we present a framework for the design of time-varying vector fields, both for planar domains as well as manifold surfaces. Our system supports the creation and modification of various time-varying vector fields with desired spatial and temporal characteristics through several design metaphors, including streamlines, pathlines, singularity paths, and bifurcations. These design metaphors are integrated into an element-based design to generate the time-varying vector fields via a sequence of basis field summations or spatial constrained optimizations at the sampled times. The key-frame design and field deformation are also introduced to support other user design scenarios. Accordingly, a spatial-temporal constrained optimization and the time-varying transformation are employed to generate the desired fields for these two design scenarios, respectively. We apply the time-varying vector fields generated using our design system to a number of important computer graphics applications that require controllable dynamic effects, such as evolving surface appearance, dynamic scene design, steerable crowd movement, and painterly animation. Many of these are difficult or impossible to achieve via prior simulation-based methods. In these applications, the time-varying vector fields have been applied as either orientation fields or advection fields to control the instantaneous appearance or evolving trajectories of the dynamic effects. © 1995-2012 IEEE.

  4. 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...

  5. 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....

  6. 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)

  7. 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.

  8. 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 ...

  9. 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.

  10. 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

  11. Influencing parameters and the behaviour of flows of varying density

    International Nuclear Information System (INIS)

    Plate, E.J.

    1975-01-01

    The contribution aims at presenting the principles of density flows in brief, and, if possible, in a non-mathematical way. This task is made difficult by the fact that there is no comprohensive work on the subject. For two-dimensional density flows, a brief communication has been published in German recently. This publication is referred to for details and literature references. The contribution is only concerned with demonstrating the difference between density flows and homogeneous fluid flows and with presenting the possibilities which exist to calculate density flows. In this context, the rendering restricts itself only to horizontal discharging processes. (orig.) [de

  12. Children's Brain Responses to Optic Flow Vary by Pattern Type and Motion Speed.

    Directory of Open Access Journals (Sweden)

    Rick O Gilmore

    Full Text Available Structured patterns of global visual motion called optic flow provide crucial information about an observer's speed and direction of self-motion and about the geometry of the environment. Brain and behavioral responses to optic flow undergo considerable postnatal maturation, but relatively little brain imaging evidence describes the time course of development in motion processing systems in early to middle childhood, a time when psychophysical data suggest that there are changes in sensitivity. To fill this gap, electroencephalographic (EEG responses were recorded in 4- to 8-year-old children who viewed three time-varying optic flow patterns (translation, rotation, and radial expansion/contraction at three different speeds (2, 4, and 8 deg/s. Modulations of global motion coherence evoked coherent EEG responses at the first harmonic that differed by flow pattern and responses at the third harmonic and dot update rate that varied by speed. Pattern-related responses clustered over right lateral channels while speed-related responses clustered over midline channels. Both children and adults show widespread responses to modulations of motion coherence at the second harmonic that are not selective for pattern or speed. The results suggest that the developing brain segregates the processing of optic flow pattern from speed and that an adult-like pattern of neural responses to optic flow has begun to emerge by early to middle childhood.

  13. 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.

  14. 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...

  15. 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...

  16. 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.

  17. Free surface profiles in river flows: Can standard energy-based gradually-varied flow computations be pursued?

    Science.gov (United States)

    Cantero, Francisco; Castro-Orgaz, Oscar; Garcia-Marín, Amanda; Ayuso, José Luis; Dey, Subhasish

    2015-10-01

    Is the energy equation for gradually-varied flow the best approximation for the free surface profile computations in river flows? Determination of flood inundation in rivers and natural waterways is based on the hydraulic computation of flow profiles. This is usually done using energy-based gradually-varied flow models, like HEC-RAS, that adopts a vertical division method for discharge prediction in compound channel sections. However, this discharge prediction method is not so accurate in the context of advancements over the last three decades. This paper firstly presents a study of the impact of discharge prediction on the gradually-varied flow computations by comparing thirteen different methods for compound channels, where both energy and momentum equations are applied. The discharge, velocity distribution coefficients, specific energy, momentum and flow profiles are determined. After the study of gradually-varied flow predictions, a new theory is developed to produce higher-order energy and momentum equations for rapidly-varied flow in compound channels. These generalized equations enable to describe the flow profiles with more generality than the gradually-varied flow computations. As an outcome, results of gradually-varied flow provide realistic conclusions for computations of flow in compound channels, showing that momentum-based models are in general more accurate; whereas the new theory developed for rapidly-varied flow opens a new research direction, so far not investigated in flows through compound channels.

  18. 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

  19. 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

  20. 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

  1. 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

  2. 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

  3. 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

  4. 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.

  5. Synthetic Jet Interactions with Flows of Varying Separation Severity and Spanwise Flow Magnitude

    Science.gov (United States)

    Monastero, Marianne; Lindstrom, Annika; Amitay, Michael

    2017-11-01

    Flow physics associated with the interactions of synthetic jet actuators with a highly three-dimensional separated flow over a flapped airfoil were investigated experimentally and analyzed using stereo particle image velocimetry (SPIV) and surface pressure data. Increased understanding of active flow control devices in flows which are representative of airplane wings or tails can lead to actuator placement (i.e., chordwise location, spanwise spacing) with the greatest beneficial effect on performance. An array of discrete synthetic jets was located just upstream of the control surface hingeline and operated at a blowing ratio of 1 and non-dimensional frequency of 48. Detailed flowfield measurements over the control surface were conducted, where the airfoil's sweep angle and the control surface deflection angle were fixed at 20°. Focus was placed on the local and global flowfields as spanwise actuator spacing was varied. Moreover, surface pressure measurement for several sweep angles, control surface deflection angles, and angles of attack were also performed. Actuation resulted in an overall separation reduction and a dependence of local flowfield details (i.e. separation severity, spanwise flow magnitude, flow structures, and jet trajectory) on spanwise jet spacing. The Boeing Company.

  6. 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

  7. 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.

  8. Global Stability of Polytopic Linear Time-Varying Dynamic Systems under Time-Varying Point Delays and Impulsive Controls

    Directory of Open Access Journals (Sweden)

    M. de la Sen

    2010-01-01

    Full Text Available This paper investigates the stability properties of a class of dynamic linear systems possessing several linear time-invariant parameterizations (or configurations which conform a linear time-varying polytopic dynamic system with a finite number of time-varying time-differentiable point delays. The parameterizations may be timevarying and with bounded discontinuities and they can be subject to mixed regular plus impulsive controls within a sequence of time instants of zero measure. The polytopic parameterization for the dynamics associated with each delay is specific, so that (q+1 polytopic parameterizations are considered for a system with q delays being also subject to delay-free dynamics. The considered general dynamic system includes, as particular cases, a wide class of switched linear systems whose individual parameterizations are timeinvariant which are governed by a switching rule. However, the dynamic system under consideration is viewed as much more general since it is time-varying with timevarying delays and the bounded discontinuous changes of active parameterizations are generated by impulsive controls in the dynamics and, at the same time, there is not a prescribed set of candidate potential parameterizations.

  9. 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.

  10. 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....

  11. 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.

  12. 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

  13. Information Flow for Timed Automata

    DEFF Research Database (Denmark)

    Nielson, Flemming; Nielson, Hanne Riis; Vasilikos, Panagiotis

    2017-01-01

    One of the key demands of cyberphysical systems is that they meet their safety goals. Timed Automata has established itself as a formalism for modelling and analysing the real-time safety aspects of cyberphysical systems. Increasingly it is also demanded that cyberphysical systems meet a number o...... of security goals for confidentiality and integrity. Information Flow Control is an approach to ensuring that there are no flows of information that violate the stated security policy....

  14. Design and optimization of mixed flow pump impeller blades by varying semi-cone angle

    Science.gov (United States)

    Dash, Nehal; Roy, Apurba Kumar; Kumar, Kaushik

    2018-03-01

    The mixed flow pump is a cross between the axial and radial flow pump. These pumps are used in a large number of applications in modern fields. For the designing of these mixed flow pump impeller blades, a lot number of design parameters are needed to be considered which makes this a tedious task for which fundamentals of turbo-machinery and fluid mechanics are always prerequisites. The semi-cone angle of mixed flow pump impeller blade has a specified range of variations generally between 45o to 60o. From the literature review done related to this topic researchers have considered only a particular semi-cone angle and all the calculations are based on this very same semi-cone angle. By varying this semi-cone angle in the specified range, it can be verified if that affects the designing of the impeller blades for a mixed flow pump. Although a lot of methods are available for designing of mixed flow pump impeller blades like inverse time marching method, the pseudo-stream function method, Fourier expansion singularity method, free vortex method, mean stream line theory method etc. still the optimized design of the mixed flow pump impeller blade has been a cumbersome work. As stated above since all the available research works suggest or propose the blade designs with constant semi-cone angle, here the authors have designed the impeller blades by varying the semi-cone angle in a particular range with regular intervals for a Mixed-Flow pump. Henceforth several relevant impeller blade designs are obtained and optimization is carried out to obtain the optimized design (blade with optimal geometry) of impeller blade.

  15. 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

  16. An Improved Simulation of the Diurnally Varying Street Canyon Flow

    Science.gov (United States)

    Yaghoobian, Neda; Kleissl, Jan; Paw U, Kyaw Tha

    2012-11-01

    The impact of diurnal variation of temperature distribution over building and ground surfaces on the wind flow and scalar transport in street canyons is numerically investigated using the PArallelized LES Model (PALM). The Temperature of Urban Facets Indoor-Outdoor Building Energy Simulator (TUF-IOBES) is used for predicting urban surface heat fluxes as boundary conditions for a modified version of PALM. TUF-IOBES dynamically simulates indoor and outdoor building surface temperatures and heat fluxes in an urban area taking into account weather conditions, indoor heat sources, building and urban material properties, composition of the building envelope (e.g. windows, insulation), and HVAC equipment. Temperature (and heat flux) distribution over urban surfaces of the 3-D raster-type geometry of TUF-IOBES makes it possible to provide realistic, high resolution boundary conditions for the numerical simulation of flow and scalar transport in an urban canopy. Compared to some previous analyses using uniformly distributed thermal forcing associated with urban surfaces, the present analysis shows that resolving non-uniform thermal forcings can provide more detailed and realistic patterns of the local air flow and pollutant dispersion in urban canyons.

  17. 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.

  18. 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.

  19. River adjustments under varying flow and sediment sypply regimes. The role of hydrograh shape

    Science.gov (United States)

    Ferrer-Boix, C.; Elgueta, M. A.; Hassan, M. A.

    2016-12-01

    This research aims to explore how sediment supply conditions and hydrograph shape influence bed surface evolution, vertical and downstream sediment sorting, and sediment transport in gravel bed streams. While a significant body of research has been focused on channel evolution under constant flow regimes, few studies have focused on the impacts of flow variations in channel adjustments. Particularly, we are interested in examining the impact of the sediment supply regime and hydrograph magnitude and duration on channel adjustments and sediment transport rates. To this end, we conducted a set of experiments in a 0.8 m-wide, 5 m-long tilting flume. Flow discharge during the runs was increased and decreased at steps of certain duration allowing us to vary the steepness of rising and falling limbs of hydrographs. The influence of hydrograph shape (symmetrical and asymmetrical) on river morphodynamics was tested. Flow rates during the experiments ranged from 30 l/s to 70 l/s. Some of the experiments were conducted under no feed conditions while others were carried out with sediment supply, which ranged from 10 kg/h to 80 kg/h. The feed texture in these latter runs was identical to that of the original mixture (Dmin = 0.5 mm, Dmax = 64 mm, Dg = 5.65 mm and σg = 3.05). Initial bed slope and surface configuration were obtained after varying times of conditioning under constant flow and no feed. Finally, we conducted equilibrium experiments under constant flow and sediment supply that were used as reference. All these sets of experiments benefited from a very detailed and extensive data monitoring which allowed us to provide a unique description or river adjustments under varying flow conditions. Data acquisition included: 1) bed surface images covering the entire flume, 2) bed scans at 2 mm resolution of the whole flume and 3) real-time measurements of bedload transport (rate and texture) at the outlet of the flume. This set up allows us to obtain fractional particle

  20. 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.

  1. 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)

  2. 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)

  3. 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...

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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...

  11. 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

  12. 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.

  13. 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

  14. 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

  15. 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.

  16. 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...

  17. 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....

  18. 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)

  19. 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)

  20. Renormalization group theory for percolation in time-varying networks.

    Science.gov (United States)

    Karschau, Jens; Zimmerling, Marco; Friedrich, Benjamin M

    2018-05-22

    Motivated by multi-hop communication in unreliable wireless networks, we present a percolation theory for time-varying networks. We develop a renormalization group theory for a prototypical network on a regular grid, where individual links switch stochastically between active and inactive states. The question whether a given source node can communicate with a destination node along paths of active links is equivalent to a percolation problem. Our theory maps the temporal existence of multi-hop paths on an effective two-state Markov process. We show analytically how this Markov process converges towards a memoryless Bernoulli process as the hop distance between source and destination node increases. Our work extends classical percolation theory to the dynamic case and elucidates temporal correlations of message losses. Quantification of temporal correlations has implications for the design of wireless communication and control protocols, e.g. in cyber-physical systems such as self-organized swarms of drones or smart traffic networks.

  1. 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...

  2. 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.

  3. 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.

  4. 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.

  5. 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

  6. 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.

  7. A Novel Time-Varying Friction Compensation Method for Servomechanism

    Directory of Open Access Journals (Sweden)

    Bin Feng

    2015-01-01

    Full Text Available Friction is an inevitable nonlinear phenomenon existing in servomechanisms. Friction errors often affect their motion and contour accuracies during the reverse motion. To reduce friction errors, a novel time-varying friction compensation method is proposed to solve the problem that the traditional friction compensation methods hardly deal with. This problem leads to an unsatisfactory friction compensation performance and the motion and contour accuracies cannot be maintained effectively. In this method, a trapezoidal compensation pulse is adopted to compensate for the friction errors. A generalized regression neural network algorithm is used to generate the optimal pulse amplitude function. The optimal pulse duration function and the pulse amplitude function can be established by the pulse characteristic parameter learning and then the optimal friction compensation pulse can be generated. The feasibility of friction compensation method was verified on a high-precision X-Y worktable. The experimental results indicated that the motion and contour accuracies were improved greatly with reduction of the friction errors, in different working conditions. Moreover, the overall friction compensation performance indicators were decreased by more than 54% and this friction compensation method can be implemented easily on most of servomechanisms in industry.

  8. 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.

  9. Time-varying multiplex network: Intralayer and interlayer synchronization

    Science.gov (United States)

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

    2017-12-01

    A large class of engineered and natural systems, ranging from transportation networks to neuronal networks, are best represented by multiplex network architectures, namely a network composed of two or more different layers where the mutual interaction in each layer may differ from other layers. Here we consider a multiplex network where the intralayer coupling interactions are switched stochastically with a characteristic frequency. We explore the intralayer and interlayer synchronization of such a time-varying multiplex network. We find that the analytically derived necessary condition for intralayer and interlayer synchronization, obtained by the master stability function approach, is in excellent agreement with our numerical results. Interestingly, we clearly find that the higher frequency of switching links in the layers enhances both intralayer and interlayer synchrony, yielding larger windows of synchronization. Further, we quantify the resilience of synchronous states against random perturbations, using a global stability measure based on the concept of basin stability, and this reveals that intralayer coupling strength is most crucial for determining both intralayer and interlayer synchrony. Lastly, we investigate the robustness of interlayer synchronization against a progressive demultiplexing of the multiplex structure, and we find that for rapid switching of intralayer links, the interlayer synchronization persists even when a large number of interlayer nodes are disconnected.

  10. 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....

  11. Sound transmission in slowly varying circular and annular ducts with flow

    NARCIS (Netherlands)

    Rienstra, S.W.

    1999-01-01

    Sound transmission through straight circular ducts with a uniform inviscid mean flow and a constant acoustic lining (impedance wall) is classically described by a modal expansion. A natural extension for ducts with axially slowly varying properties (diameter and mean flow, wall impedance) is a

  12. 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...

  13. 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.

  14. Tracking time-varying parameters with local regression

    DEFF Research Database (Denmark)

    Joensen, Alfred Karsten; Nielsen, Henrik Aalborg; Nielsen, Torben Skov

    2000-01-01

    This paper shows that the recursive least-squares (RLS) algorithm with forgetting factor is a special case of a varying-coe\\$cient model, and a model which can easily be estimated via simple local regression. This observation allows us to formulate a new method which retains the RLS algorithm, bu......, but extends the algorithm by including polynomial approximations. Simulation results are provided, which indicates that this new method is superior to the classical RLS method, if the parameter variations are smooth....

  15. 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....

  16. 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.

  17. Stochastic skyline route planning under time-varying uncertainty

    DEFF Research Database (Denmark)

    Yang, Bin; Guo, Chenjuan; Jensen, Christian S.

    2014-01-01

    Different uses of a road network call for the consideration of different travel costs: in route planning, travel time and distance are typically considered, and green house gas (GHG) emissions are increasingly being considered. Further, travel costs such as travel time and GHG emissions are time...

  18. 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.

  19. 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.

  20. 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.

  1. Computational issues of solving the 1D steady gradually varied flow equation

    Directory of Open Access Journals (Sweden)

    Artichowicz Wojciech

    2014-09-01

    Full Text Available In this paper a problem of multiple solutions of steady gradually varied flow equation in the form of the ordinary differential energy equation is discussed from the viewpoint of its numerical solution. Using the Lipschitz theorem dealing with the uniqueness of solution of an initial value problem for the ordinary differential equation it was shown that the steady gradually varied flow equation can have more than one solution. This fact implies that the nonlinear algebraic equation approximating the ordinary differential energy equation, which additionally coincides with the wellknown standard step method usually applied for computing of the flow profile, can have variable number of roots. Consequently, more than one alternative solution corresponding to the same initial condition can be provided. Using this property it is possible to compute the water flow profile passing through the critical stage.

  2. Numerical modelling of flow structures over idealized transverse aeolian dunes of varying geometry

    Science.gov (United States)

    Parsons, Daniel R.; Walker, Ian J.; Wiggs, Giles F. S.

    2004-04-01

    A Computational Fluid Dynamics (CFD) model (PHOENICS™ 3.5) previously validated for wind tunnel measurements is used to simulate the streamwise and vertical velocity flow fields over idealized transverse dunes of varying height ( h) and stoss slope basal length ( L). The model accurately reproduced patterns of: flow deceleration at the dune toe; stoss flow acceleration; vertical lift in the crest region; lee-side flow separation, re-attachment and reversal; and flow recovery distance. Results indicate that the flow field over transverse dunes is particularly sensitive to changes in dune height, with an increase in height resulting in flow deceleration at the toe, streamwise acceleration and vertical lift at the crest, and an increase in the extent of, and strength of reversed flows within, the lee-side separation cell. In general, the length of the separation zone varied from 3 to 15 h from the crest and increased over taller, steeper dunes. Similarly, the flow recovery distance ranged from 45 to >75 h and was more sensitive to changes in dune height. For the range of dune shapes investigated in this study, the differing effects of height and stoss slope length raise questions regarding the applicability of dune aspect ratio as a parameter for explaining airflow over transverse dunes. Evidence is also provided to support existing research on: streamline curvature and the maintenance of sand transport in the toe region; vertical lift in the crest region and its effect on grainfall delivery; relations between the turbulent shear layer and downward forcing of flow re-attachment; and extended flow recovery distances beyond the separation cell. Field validation is required to test these findings in natural settings. Future applications of the model will characterize turbulence and shear stress fields, examine the effects of more complex isolated dune forms and investigate flow over multiple dunes.

  3. A staggered conservative scheme for every Froude number in rapidly varied shallow water flows

    Science.gov (United States)

    Stelling, G. S.; Duinmeijer, S. P. A.

    2003-12-01

    This paper proposes a numerical technique that in essence is based upon the classical staggered grids and implicit numerical integration schemes, but that can be applied to problems that include rapidly varied flows as well. Rapidly varied flows occur, for instance, in hydraulic jumps and bores. Inundation of dry land implies sudden flow transitions due to obstacles such as road banks. Near such transitions the grid resolution is often low compared to the gradients of the bathymetry. In combination with the local invalidity of the hydrostatic pressure assumption, conservation properties become crucial. The scheme described here, combines the efficiency of staggered grids with conservation properties so as to ensure accurate results for rapidly varied flows, as well as in expansions as in contractions. In flow expansions, a numerical approximation is applied that is consistent with the momentum principle. In flow contractions, a numerical approximation is applied that is consistent with the Bernoulli equation. Both approximations are consistent with the shallow water equations, so under sufficiently smooth conditions they converge to the same solution. The resulting method is very efficient for the simulation of large-scale inundations.

  4. 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...

  5. Poverty index with time-varying consumption and income distributions

    Science.gov (United States)

    Chattopadhyay, Amit K.; Kumar, T. Krishna; Mallick, Sushanta K.

    2017-03-01

    Starting from a stochastic agent-based model to represent market exchange in a developing economy, we study time variations of the probability density function of income with simultaneous variation of the consumption deprivation (CD), where CD represents the shortfall in consumption from the saturation level of an essential commodity, cereal. Together, these two models combine income-expenditure-based market dynamics with time variations in consumption due to income. In this new unified theoretical structure, exchange of trade in assets is only allowed when the income exceeds consumption-deprivation while CD itself is endogenously obtained from a separate kinetic model. Our results reveal that the nature of time variation of the CD function leads to a downward trend in the threshold level of consumption of basic necessities, suggesting a possible dietary transition in terms of lower saturation level of food-grain consumption, possibly through an improvement in the level of living. The new poverty index, defined as CD, is amenable to approximate probabilistic prediction within a short time horizon. A major achievement of this work is the intrinsic independence of the poverty index from an exogenous poverty line, making it more objective for policy formulation as opposed to existing poverty indices in the literature.

  6. Zhang neural network for online solution of time-varying convex quadratic program subject to time-varying linear-equality constraints

    International Nuclear Information System (INIS)

    Zhang Yunong; Li Zhan

    2009-01-01

    In this Letter, by following Zhang et al.'s method, a recurrent neural network (termed as Zhang neural network, ZNN) is developed and analyzed for solving online the time-varying convex quadratic-programming problem subject to time-varying linear-equality constraints. Different from conventional gradient-based neural networks (GNN), such a ZNN model makes full use of the time-derivative information of time-varying coefficient. The resultant ZNN model is theoretically proved to have global exponential convergence to the time-varying theoretical optimal solution of the investigated time-varying convex quadratic program. Computer-simulation results further substantiate the effectiveness, efficiency and novelty of such ZNN model and method.

  7. 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.

  8. Template-Based Estimation of Time-Varying Tempo

    Directory of Open Access Journals (Sweden)

    Peeters Geoffroy

    2007-01-01

    Full Text Available We present a novel approach to automatic estimation of tempo over time. This method aims at detecting tempo at the tactus level for percussive and nonpercussive audio. The front-end of our system is based on a proposed reassigned spectral energy flux for the detection of musical events. The dominant periodicities of this flux are estimated by a proposed combination of discrete Fourier transform and frequency-mapped autocorrelation function. The most likely meter, beat, and tatum over time are then estimated jointly using proposed meter/beat subdivision templates and a Viterbi decoding algorithm. The performances of our system have been evaluated on four different test sets among which three were used during the ISMIR 2004 tempo induction contest. The performances obtained are close to the best results of this contest.

  9. Multireceiver Acoustic Communications in Time-Varying Environments

    Science.gov (United States)

    2014-06-01

    Conf. on Computer Science and Information Technology (ICCSIT), Chengdu, China , 2010, pp. 606–609, vol. 9. [8] P. Bouvet and A. Loussert, “Capacity...analysis of underwater acoustic MIMO communications,”OCEANS, Sydney, NSW, 2010, pp. 1–8. [9] Wines lab (2013). Wireless networks and embedded... China , 2012, pp. 2059–2063. [17] S. Katwal, R. Nath and G. Murmu, “A simple Kalman channel equalizer using adaptive algorithms for time-variant channel

  10. Acute Exposure Guideline Levels (AEGLs) for Time Varying Toxic Plumes

    Science.gov (United States)

    2014-09-12

    loading rates between the density values given as Arho(b-1,k) and Arho(b,k). The line labeled ‘ extrap .’above b = 1 in Table 3 records the derived...exposure times and an inverse quadratic law for densities lower than 8.26 mg/m3. The line labeled ‘ extrap .’ at the bottom of the table gives the...6 (labeled “ extrap .” above) are simply duplicated from the adjacent band b = 5. This exponent is also used to define the lowest density value Brho

  11. Consumption growth and time-varying expected stock returns

    DEFF Research Database (Denmark)

    Vinther Møller, Stig

    2008-01-01

    When the consumption growth rate is measured based upon fourth quarter data, it tracks predictable variation in future excess stock returns. Low fourth quarter consumption growth rates predict high future excess stock returns such that expected returns are high at business cycle troughs and low...... of each calendar year, and at possibly random times in between. The consumption growth rate measured based upon fourth quarter data is a much stronger predictive variable than benchmark predictive variables such as the dividend-price ratio, the term spread, and the default spread....

  12. 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

  13. Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

    Science.gov (United States)

    Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

    2017-01-01

    In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

  14. Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

    Directory of Open Access Journals (Sweden)

    Tomoaki Chiba

    Full Text Available In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

  15. Spherical collapse model in time varying vacuum cosmologies

    International Nuclear Information System (INIS)

    Basilakos, Spyros; Plionis, Manolis; Sola, Joan

    2010-01-01

    We investigate the virialization of cosmic structures in the framework of flat Friedmann-Lemaitre-Robertson-Walker cosmological models, in which the vacuum energy density evolves with time. In particular, our analysis focuses on the study of spherical matter perturbations, as they decouple from the background expansion, 'turn around', and finally collapse. We generalize the spherical collapse model in the case when the vacuum energy is a running function of the Hubble rate, Λ=Λ(H). A particularly well-motivated model of this type is the so-called quantum field vacuum, in which Λ(H) is a quadratic function, Λ(H)=n 0 +n 2 H 2 , with n 0 ≠0. This model was previously studied by our team using the latest high quality cosmological data to constrain its free parameters, as well as the predicted cluster formation rate. It turns out that the corresponding Hubble expansion history resembles that of the traditional ΛCDM cosmology. We use this Λ(t)CDM framework to illustrate the fact that the properties of the spherical collapse model (virial density, collapse factor, etc.) depend on the choice of the considered vacuum energy (homogeneous or clustered). In particular, if the distribution of the vacuum energy is clustered, then, under specific conditions, we can produce more concentrated structures with respect to the homogeneous vacuum energy case.

  16. An in vitro experimental study of flow past aortic valve under varied pulsatile conditions

    Science.gov (United States)

    Zhang, Ruihang; Zhang, Yan

    2017-11-01

    Flow past aortic valve represents a complex fluid-structure interaction phenomenon that involves pulsatile, vortical, and turbulent conditions. The flow characteristics immediately downstream of the valve, such as the variation of pulsatile flow velocity, formation of vortices, distribution of shear stresses, are of particular interest to further elucidate the role of hemodynamics in various aortic diseases. However, the fluid dynamics of a realistic aortic valve is not fully understood. Particularly, it is unclear how the flow fields downstream of the aortic valve would change under varied pulsatile inlet boundary conditions. In this study, an in vitro experiment has been conducted to investigate the flow fields downstream of a silicone aortic valve model within a cardiovascular flow simulator. Phased-locked Particle Image Velocimetry measurements were performed to map the velocity fields and Reynolds normal and shear stresses at different phases in a cardiac cycle. Temporal variations of pressure across the valve model were measured using high frequency transducers. Results have been compared for different pulsatile inlet conditions, including varied frequencies (heart rates), magnitudes (stroke volumes), and cardiac contractile functions (shapes of waveforms).

  17. 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.

  18. 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

  19. Multi-carrier Communications over Time-varying Acoustic Channels

    Science.gov (United States)

    Aval, Yashar M.

    Acoustic communication is an enabling technology for many autonomous undersea systems, such as those used for ocean monitoring, offshore oil and gas industry, aquaculture, or port security. There are three main challenges in achieving reliable high-rate underwater communication: the bandwidth of acoustic channels is extremely limited, the propagation delays are long, and the Doppler distortions are more pronounced than those found in wireless radio channels. In this dissertation we focus on assessing the fundamental limitations of acoustic communication, and designing efficient signal processing methods that cam overcome these limitations. We address the fundamental question of acoustic channel capacity (achievable rate) for single-input-multi-output (SIMO) acoustic channels using a per-path Rician fading model, and focusing on two scenarios: narrowband channels where the channel statistics can be approximated as frequency- independent, and wideband channels where the nominal path loss is frequency-dependent. In each scenario, we compare several candidate power allocation techniques, and show that assigning uniform power across all frequencies for the first scenario, and assigning uniform power across a selected frequency-band for the second scenario, are the best practical choices in most cases, because the long propagation delay renders the feedback information outdated for power allocation based on the estimated channel response. We quantify our results using the channel information extracted form the 2010 Mobile Acoustic Communications Experiment (MACE'10). Next, we focus on achieving reliable high-rate communication over underwater acoustic channels. Specifically, we investigate orthogonal frequency division multiplexing (OFDM) as the state-of-the-art technique for dealing with frequency-selective multipath channels, and propose a class of methods that compensate for the time-variation of the underwater acoustic channel. These methods are based on multiple

  20. Calculation of the separate parameters of a countercurrent centrifuge with an axially varying internal flow

    International Nuclear Information System (INIS)

    Migliavacca, S.C.P.

    1991-01-01

    A review of the isotope separation theory for the countercurrent gas centrifuge is presented. The diffusion-convection equation is solved according to the ONSAGER-COHEN solution for the constant internal flow and adapted to an axially varying countercurrent flow. Based on that theory, a numerical program is developed for the calculation of the isotopic compositions and the separative parameters of the centrifuge. The influence of the feed flow and the internal parameters. Like cut and countercurrent flow, on the separative parameters is then analysed for a model-centrifuge, which afterwards is optimized with respect to its separative power. Finally, a comparison between the present calculation procedure and some published results, provided by different theories, shows deviations lower then 20%. (author)

  1. 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.

  2. Physiological Signal Analysis for Evaluating Flow during Playing of Computer Games of Varying Difficulty

    Directory of Open Access Journals (Sweden)

    Yu Tian

    2017-07-01

    Full Text Available Flow is the experience of effortless attention, reduced self-consciousness, and a deep sense of control that typically occurs during the optimal performance of challenging tasks. On the basis of the person–artifact–task model, we selected computer games (tasks with varying levels of difficulty (difficult, medium, and easy and shyness (personality as flow precursors to study the physiological activity of users in a flow state. Cardiac and respiratory activity and mean changes in skin conductance (SC were measured continuously while the participants (n = 40 played the games. Moreover, the associations between self-reported psychological flow and physiological measures were investigated through a series of repeated-measures analyses. The results showed that the flow experience is related to a faster respiratory rate, deeper respiration, moderate heart rate (HR, moderate HR variability, and moderate SC. The main effect of shyness was non-significant, whereas the interaction of shyness and difficulty influenced the flow experience. These findings are discussed in relation to current models of arousal and valence. The results indicate that the flow state is a state of moderate mental effort that arises through the increased parasympathetic modulation of sympathetic activity.

  3. Physiological Signal Analysis for Evaluating Flow during Playing of Computer Games of Varying Difficulty.

    Science.gov (United States)

    Tian, Yu; Bian, Yulong; Han, Piguo; Wang, Peng; Gao, Fengqiang; Chen, Yingmin

    2017-01-01

    Flow is the experience of effortless attention, reduced self-consciousness, and a deep sense of control that typically occurs during the optimal performance of challenging tasks. On the basis of the person-artifact-task model, we selected computer games (tasks) with varying levels of difficulty (difficult, medium, and easy) and shyness (personality) as flow precursors to study the physiological activity of users in a flow state. Cardiac and respiratory activity and mean changes in skin conductance (SC) were measured continuously while the participants ( n = 40) played the games. Moreover, the associations between self-reported psychological flow and physiological measures were investigated through a series of repeated-measures analyses. The results showed that the flow experience is related to a faster respiratory rate, deeper respiration, moderate heart rate (HR), moderate HR variability, and moderate SC. The main effect of shyness was non-significant, whereas the interaction of shyness and difficulty influenced the flow experience. These findings are discussed in relation to current models of arousal and valence. The results indicate that the flow state is a state of moderate mental effort that arises through the increased parasympathetic modulation of sympathetic activity.

  4. Numerical modeling of rapidly varying flows using HEC-RAS and WSPG models.

    Science.gov (United States)

    Rao, Prasada; Hromadka, Theodore V

    2016-01-01

    The performance of two popular hydraulic models (HEC-RAS and WSPG) for modeling hydraulic jump in an open channel is investigated. The numerical solutions are compared with a new experimental data set obtained for varying channel bottom slopes and flow rates. Both the models satisfactorily predict the flow depths and location of the jump. The end results indicate that the numerical models output is sensitive to the value of chosen roughness coefficient. For this application, WSPG model is easier to implement with few input variables.

  5. 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.

  6. 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.

  7. 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

  8. 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

  9. Effect of Varying Hemodynamic and Vascular Conditions on Fractional Flow Reserve: An In Vitro Study.

    Science.gov (United States)

    Kolli, Kranthi K; Min, James K; Ha, Seongmin; Soohoo, Hilary; Xiong, Guanglei

    2016-06-30

    The aim of this study was to investigate the impact of varying hemodynamic conditions on fractional flow reserve (ratio of pressure distal [Pd] and proximal [Pa] to stenosis under hyperemia) in an in vitro setting. Failure to achieve maximal hyperemia and the choice of hyperemic agents may have differential effects on coronary hemodynamics and, consequently, on the determination of fractional flow reserve. An in vitro flow system was developed to experimentally model the physiological coronary circulation as flow-dependent stenosis resistance in series with variable downstream resistance. Five idealized models with 30% to 70% diameter stenosis severity were fabricated using VeroClear rigid material in an Objet260 Connex printer. Mean aortic pressure was maintained at 7 levels (60-140 mm Hg) from hypotension to hypertension using a needle valve that mimicked adjustable microcirculatory resistance. A range of physiological flow rates was applied by a steady flow pump and titrated by a flow sensor. The pressure drop and the pressure ratio (Pd/Pa) were assessed for the 7 levels of aortic pressure and differing flow rates. The in vitro experimental data were coupled with pressure-flow relationships from clinical data for populations with and without myocardial infarction, respectively, to evaluate fractional flow reserve. The curve for pressure ratio and flow rate demonstrated a quadratic relationship with a decreasing slope. The absolute decrease in fractional flow reserve in the group without myocardial infarction (with myocardial infarction) was on the order of 0.03 (0.02), 0.05 (0.02), 0.07 (0.05), 0.17 (0.13) and 0.20 (0.24), respectively, for 30%, 40%, 50%, 60%, and 70% diameter stenosis, for an increase in aortic pressure from 60 to 140 mm Hg. The fractional flow reserve value, an index of physiological stenosis significance, was observed to decrease with increasing aortic pressure for a given stenosis in this idealized in vitro experiment for vascular

  10. Discrete simulations of spatio-temporal dynamics of small water bodies under varied stream flow discharges

    Science.gov (United States)

    Daya Sagar, B. S.

    2005-01-01

    Spatio-temporal patterns of small water bodies (SWBs) under the influence of temporally varied stream flow discharge are simulated in discrete space by employing geomorphologically realistic expansion and contraction transformations. Cascades of expansion-contraction are systematically performed by synchronizing them with stream flow discharge simulated via the logistic map. Templates with definite characteristic information are defined from stream flow discharge pattern as the basis to model the spatio-temporal organization of randomly situated surface water bodies of various sizes and shapes. These spatio-temporal patterns under varied parameters (λs) controlling stream flow discharge patterns are characterized by estimating their fractal dimensions. At various λs, nonlinear control parameters, we show the union of boundaries of water bodies that traverse the water body and non-water body spaces as geomorphic attractors. The computed fractal dimensions of these attractors are 1.58, 1.53, 1.78, 1.76, 1.84, and 1.90, respectively, at λs of 1, 2, 3, 3.46, 3.57, and 3.99. These values are in line with general visual observations.

  11. Kinetics of gravity-driven slug flow in partially wettable capillaries of varying cross section

    Science.gov (United States)

    Nissan, Alon; Wang, Qiuling; Wallach, Rony

    2016-11-01

    A mathematical model for slug (finite liquid volume) motion in not-fully-wettable capillary tubes with sinusoidally varying cross-sectional areas was developed. The model, based on the Navier-Stokes equation, accounts for the full viscous terms due to nonuniform geometry, the inertial term, the slug's front and rear meniscus hysteresis effect, and dependence of contact angle on flow velocity (dynamic contact angle). The model includes a velocity-dependent film that is left behind the advancing slug, reducing its mass. The model was successfully verified experimentally by recording slug movement in uniform and sinusoidal capillary tubes with a gray-scale high-speed camera. Simulation showed that tube nonuniformity has a substantial effect on slug flow pattern: in a uniform tube it is monotonic and depends mainly on the slug's momentary mass/length; an undulating tube radius results in nonmonotonic flow characteristics. The static nonzero contact angle varies locally in nonuniform tubes owing to the additional effect of wall slope. Moreover, the nonuniform cross-sectional area induces slug acceleration, deceleration, blockage, and metastable-equilibrium locations. Increasing contact angle further amplifies the geometry effect on slug propagation. The developed model provides a modified means of emulating slug flow in differently wettable porous media for intermittent inlet water supply (e.g., raindrops on the soil surface).

  12. Discrete simulations of spatio-temporal dynamics of small water bodies under varied stream flow discharges

    Directory of Open Access Journals (Sweden)

    B. S. Daya Sagar

    2005-01-01

    Full Text Available Spatio-temporal patterns of small water bodies (SWBs under the influence of temporally varied stream flow discharge are simulated in discrete space by employing geomorphologically realistic expansion and contraction transformations. Cascades of expansion-contraction are systematically performed by synchronizing them with stream flow discharge simulated via the logistic map. Templates with definite characteristic information are defined from stream flow discharge pattern as the basis to model the spatio-temporal organization of randomly situated surface water bodies of various sizes and shapes. These spatio-temporal patterns under varied parameters (λs controlling stream flow discharge patterns are characterized by estimating their fractal dimensions. At various λs, nonlinear control parameters, we show the union of boundaries of water bodies that traverse the water body and non-water body spaces as geomorphic attractors. The computed fractal dimensions of these attractors are 1.58, 1.53, 1.78, 1.76, 1.84, and 1.90, respectively, at λs of 1, 2, 3, 3.46, 3.57, and 3.99. These values are in line with general visual observations.

  13. Turbulence characteristics of flow in an open channel with temporally varying mobile bedforms

    Directory of Open Access Journals (Sweden)

    Hanmaiahgari Prashanth Reddy

    2017-03-01

    Full Text Available Turbulence of flow over mobile bedforms in natural open channels is not yet clearly understood. An attempt is made in this paper to determine the effect of naturally formed mobile bedforms on velocities, turbulent intensities and turbulent stresses. Instantaneous velocities are measured using a two-dimensional particle image velocimetry (PIV to evaluate the turbulence structure of free surface flow over a fixed (immobile bed, a weakly mobile bed and a temporally varying mobile bed with different stages of bedform development. This paper documents the vertical distribution of velocity, turbulence intensities, Reynolds shear stress and higher-order moments including skewness and turbulent diffusion factors. Analysis of the velocity distributions shows a substantial decrease of velocity near the bed with increasing bedform mobility due to increased friction. A modified logarithmic law with a reduced von Kármán constant and increased velocity shift is proposed for the case of the mobile bedforms. A significant increase in the Reynolds shear stress is observed in the mobile bedforms experiments accompanied by changes over the entire flow depth compared to an immobile bed. The skewness factor distribution was found to be different in the case of the flow over the mobile bedforms. All higher-order turbulence descriptors are found to be significantly affected by the formation of temporally varying and non-equilibrium mobile bedforms. Quadrant analysis indicates that sweep and outward events are found to be dominant in strongly mobile bedforms and govern the bedform mobility.

  14. Modeling the Plasma Flow in the Inner Heliosheath with a Spatially Varying Compression Ratio

    Energy Technology Data Exchange (ETDEWEB)

    Nicolaou, G. [Swedish Institute of Space Physics, Kiruna (Sweden); Livadiotis, G. [Southwest Research Institute, San Antonio, Texas (United States)

    2017-03-20

    We examine a semi-analytical non-magnetic model of the termination shock location previously developed by Exarhos and Moussas. In their study, the plasma flow beyond the shock is considered incompressible and irrotational, thus the flow potential is analytically derived from the Laplace equation. Here we examine the characteristics of the downstream flow in the heliosheath in order to resolve several inconsistencies existing in the Exarhos and Moussas model. In particular, the model is modified in order to be consistent with the Rankine–Hugoniot jump conditions and the geometry of the termination shock. It is shown that a shock compression ratio varying along the latitude can lead to physically correct results. We describe the new model and present several simplified examples for a nearly spherical, strong termination shock. Under those simplifications, the upstream plasma is nearly adiabatic for large (∼100 AU) heliosheath thickness.

  15. 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.

  16. Tracking time-varying cerebral autoregulation in response to changes in respiratory PaCO2

    International Nuclear Information System (INIS)

    Liu, Jia; Simpson, M David; Allen, Robert; Yan, Jingyu

    2010-01-01

    Cerebral autoregulation has been studied by linear filter systems, with arterial blood pressure (ABP) as the input and cerebral blood flow velocity (CBFV—from transcranial Doppler Ultrasound) as the output. The current work extends this by using adaptive filters to investigate the dynamics of time-varying cerebral autoregulation during step-wise changes in arterial PaCO 2 . Cerebral autoregulation was transiently impaired in 11 normal adult volunteers, by switching inspiratory air to a CO 2 /air mixture (5% CO 2 , 30% O 2 and 65% N 2 ) for approximately 2 min and then back to the ambient air, causing step-wise changes in end-tidal CO 2 (EtCO 2 ). Simultaneously, ABP and CBFV were recorded continuously. Simulated data corresponding to the same protocol were also generated using an established physiological model, in order to refine the signal analysis methods. Autoregulation was quantified by the time-varying phase lead, estimated from the adaptive filter model. The adaptive filter was able to follow rapid changes in autoregulation, as was confirmed in the simulated data. In the recorded signals, there was a slow decrease in autoregulatory function following the step-wise increase in PaCO 2 (but this did not reach a steady state within approximately 2 min of recording), with a more rapid change in autoregulation on return to normocapnia. Adaptive filter modelling was thus able to demonstrate time-varying autoregulation. It was further noted that impairment and recovery of autoregulation during transient increases in EtCO 2 occur in an asymmetric manner, which should be taken into account when designing experimental protocols for the study of autoregulation

  17. 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.

  18. Hydrologic flow path development varies by aspect during spring snowmelt in complex subalpine terrain

    Science.gov (United States)

    Webb, Ryan W.; Fassnacht, Steven R.; Gooseff, Michael N.

    2018-01-01

    In many mountainous regions around the world, snow and soil moisture are key components of the hydrologic cycle. Preferential flow paths of snowmelt water through snow have been known to occur for years with few studies observing the effect on soil moisture. In this study, statistical analysis of the topographical and hydrological controls on the spatiotemporal variability of snow water equivalent (SWE) and soil moisture during snowmelt was undertaken at a subalpine forested setting with north, south, and flat aspects as a seasonally persistent snowpack melts. We investigated if evidence of preferential flow paths in snow can be observed and the effect on soil moisture through measurements of snow water equivalent and near-surface soil moisture, observing how SWE and near-surface soil moisture vary on hillslopes relative to the toes of hillslopes and flat areas. We then compared snowmelt infiltration beyond the near-surface soil between flat and sloping terrain during the entire snowmelt season using soil moisture sensor profiles. This study was conducted during varying snowmelt seasons representing above-normal, relatively normal, and below-normal snow seasons in northern Colorado. Evidence is presented of preferential meltwater flow paths at the snow-soil interface on the north-facing slope causing increases in SWE downslope and less infiltration into the soil at 20 cm depth; less association is observed in the near-surface soil moisture (top 7 cm). We present a conceptualization of the meltwater flow paths that develop based on slope aspect and soil properties. The resulting flow paths are shown to divert at least 4 % of snowmelt laterally, accumulating along the length of the slope, to increase the snow water equivalent by as much as 170 % at the base of a north-facing hillslope. Results from this study show that snow acts as an extension of the vadose zone during spring snowmelt and future hydrologic investigations will benefit from studying the snow and soil

  19. The effect of varying degrees of stenosis on the characteristics of turbulent pulsatile flow through heart valves.

    Science.gov (United States)

    Bluestein, D; Einav, S

    1995-08-01

    Many problems and complications associated with heart valves are related to the dynamic behavior of the valve and the resultant unsteady flow patterns. An accurate depiction of the spatial and temporal velocity and rms distributions imparts better understanding of flow related valve complications, and may be used as a guideline in valve design. While the generalized correlation between increased turbulence level and the severity of the stenosis is well established, few studies addressed the issue of the intermittent nature of turbulence and its timing in the cardiac cycle, and almost none assessed the effect of a progressive stenosis on the flow characteristics through heart valves. In this experimental work we simulated the type of flow which is present in normal and stenosed valves and conducted a comprehensive investigation of valve hemodynamics, valvular turbulence and morphology under varying degrees of stenosis. The characteristics of valves and stenoses were simulated closely, to achieve the flow conditions that initiate turbulent flow conditions. Laser Doppler anemometry (LDA) measurements were carried out in a pulse duplicator system distal to trileaflet polyurethane prosthetic heart valves, installed at mitral and aortic positions. The effect of the degree of the stenosis was comparatively studied through the structure of the turbulent jets emerging from normal and stenotic heart valves. Maximum turbulence level was achieved during the decelerating phase and correlated to the severity of the stenosis, followed by relaminarization of the flow during the acceleration phase. The intermittent nature of the turbulence emphasized the importance of realizing the timing of the turbulence production and its spatial location for optimizing current valve designs. The plug flow through the normal aortic valve prosthesis was replaced by jet like behavior for a 65% stenosis, with the jet becoming narrower and stronger for a 90% stenosis. The morphology of the velocity

  20. 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

  1. 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

  2. Exponentially varying viscosity of magnetohydrodynamic mixed convection Eyring-Powell nanofluid flow over an inclined surface

    Science.gov (United States)

    Khan, Imad; Fatima, Sumreen; Malik, M. Y.; Salahuddin, T.

    2018-03-01

    This paper explores the theoretical study of the steady incompressible two dimensional MHD boundary layer flow of Eyring-Powell nanofluid over an inclined surface. The fluid is considered to be electrically conducting and the viscosity of the fluid is assumed to be varying exponentially. The governing partial differential equations (PDE's) are reduced into ordinary differential equations (ODE's) by applying similarity approach. The resulting ordinary differential equations are solved successfully by using Homotopy analysis method. The impact of pertinent parameters on velocity, concentration and temperature profiles are examined through graphs and tables. Also coefficient of skin friction, Sherwood and Nusselt numbers are illustrated in tabular and graphical form.

  3. Time-varying span efficiency through the wingbeat of desert locusts.

    Science.gov (United States)

    Henningsson, Per; Bomphrey, Richard J

    2012-06-07

    The flight performance of animals depends greatly on the efficacy with which they generate aerodynamic forces. Accordingly, maximum range, load-lifting capacity and peak accelerations during manoeuvres are all constrained by the efficiency of momentum transfer to the wake. Here, we use high-speed particle image velocimetry (1 kHz) to record flow velocities in the near wake of desert locusts (Schistocerca gregaria, Forskål). We use the measured flow fields to calculate time-varying span efficiency throughout the wing stroke cycle. The locusts are found to operate at a maximum span efficiency of 79 per cent, typically at a plateau of about 60 per cent for the majority of the downstroke, but at lower values during the upstroke. Moreover, the calculated span efficiencies are highest when the largest lift forces are being generated (90% of the total lift is generated during the plateau of span efficiency) suggesting that the combination of wing kinematics and morphology in locust flight perform most efficiently when doing the most work.

  4. 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.

  5. 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

  6. 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.

  7. Time-varying wing-twist improves aerodynamic efficiency of forward flight in butterflies.

    Science.gov (United States)

    Zheng, Lingxiao; Hedrick, Tyson L; Mittal, Rajat

    2013-01-01

    Insect wings can undergo significant chordwise (camber) as well as spanwise (twist) deformation during flapping flight but the effect of these deformations is not well understood. The shape and size of butterfly wings leads to particularly large wing deformations, making them an ideal test case for investigation of these effects. Here we use computational models derived from experiments on free-flying butterflies to understand the effect of time-varying twist and camber on the aerodynamic performance of these insects. High-speed videogrammetry is used to capture the wing kinematics, including deformation, of a Painted Lady butterfly (Vanessa cardui) in untethered, forward flight. These experimental results are then analyzed computationally using a high-fidelity, three-dimensional, unsteady Navier-Stokes flow solver. For comparison to this case, a set of non-deforming, flat-plate wing (FPW) models of wing motion are synthesized and subjected to the same analysis along with a wing model that matches the time-varying wing-twist observed for the butterfly, but has no deformation in camber. The simulations show that the observed butterfly wing (OBW) outperforms all the flat-plate wings in terms of usable force production as well as the ratio of lift to power by at least 29% and 46%, respectively. This increase in efficiency of lift production is at least three-fold greater than reported for other insects. Interestingly, we also find that the twist-only-wing (TOW) model recovers much of the performance of the OBW, demonstrating that wing-twist, and not camber is key to forward flight in these insects. The implications of this on the design of flapping wing micro-aerial vehicles are discussed.

  8. Time-varying wing-twist improves aerodynamic efficiency of forward flight in butterflies.

    Directory of Open Access Journals (Sweden)

    Lingxiao Zheng

    Full Text Available Insect wings can undergo significant chordwise (camber as well as spanwise (twist deformation during flapping flight but the effect of these deformations is not well understood. The shape and size of butterfly wings leads to particularly large wing deformations, making them an ideal test case for investigation of these effects. Here we use computational models derived from experiments on free-flying butterflies to understand the effect of time-varying twist and camber on the aerodynamic performance of these insects. High-speed videogrammetry is used to capture the wing kinematics, including deformation, of a Painted Lady butterfly (Vanessa cardui in untethered, forward flight. These experimental results are then analyzed computationally using a high-fidelity, three-dimensional, unsteady Navier-Stokes flow solver. For comparison to this case, a set of non-deforming, flat-plate wing (FPW models of wing motion are synthesized and subjected to the same analysis along with a wing model that matches the time-varying wing-twist observed for the butterfly, but has no deformation in camber. The simulations show that the observed butterfly wing (OBW outperforms all the flat-plate wings in terms of usable force production as well as the ratio of lift to power by at least 29% and 46%, respectively. This increase in efficiency of lift production is at least three-fold greater than reported for other insects. Interestingly, we also find that the twist-only-wing (TOW model recovers much of the performance of the OBW, demonstrating that wing-twist, and not camber is key to forward flight in these insects. The implications of this on the design of flapping wing micro-aerial vehicles are discussed.

  9. 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

  10. On homogenization of stokes flow in slowly varying media with applications to fluid–structure interaction

    KAUST Repository

    Brown, Donald L.

    2011-09-11

    In this paper we establish corrector estimates for Stokes flow in slowly varying perforated media via two scale asymptotic analysis. Current methods and techniques are often not able to deal with changing geometries prevalent in applied problems. For example, in a deformable porous medium environment, the geometry does not remain periodic under mechanical deformation and if slow variation in the geometry occurs. For such problems, one cannot use classical homogenization results directly and new homogenization results and estimates are needed. Our work uses asymptotic techniques of Marusic-Paloka and Mikelic (Bollettino U. M. I 7:661-671, 1996) where the authors constructed a downscaled velocity which converges to the fine-scale velocity at a rate of ε1/6 where ε is the characteristic length scale. We assume a slowly varying porous medium and study homogenization and corrector estimates for the Stokes equations. Slowly varying media arise, e. g., in fluid-structure interaction (FSI) problems (Popov et al. in Iterative upscaling of flows in deformable porous media, 2008), carbonation of porous concrete (Peter in C. R. Mecanique 335:357-362, 2007a; C. R. Mecanique 335:679-684, 2007b), and various other multiphysics processes. To homogenize Stokes flows in such media we restate the cell problems of Marusic-Paloka and Mikelic (Bollettino U. M. I 7:661-671, 1996) in a moving RVE framework. Further, to recover the same convergence properties it is necessary to solve an additional cell problem and add one more corrector term to the downscaled velocity. We further extend the framework of Marusic-Paloka and Mikelic (Bollettino U. M. I 7:661-671, 1996) to three spatial dimensions in both periodic and variable pore-space cases. Next, we also propose an efficient algorithm for computing the correctors by solving a limited number of cell problems at selected spatial locations. We present two computational examples: one for a constructed medium of elliptical perforations, and

  11. Real time damage detection using recursive principal components and time varying auto-regressive modeling

    Science.gov (United States)

    Krishnan, M.; Bhowmik, B.; Hazra, B.; Pakrashi, V.

    2018-02-01

    In this paper, a novel baseline free approach for continuous online damage detection of multi degree of freedom vibrating structures using Recursive Principal Component Analysis (RPCA) in conjunction with Time Varying Auto-Regressive Modeling (TVAR) is proposed. In this method, the acceleration data is used to obtain recursive proper orthogonal components online using rank-one perturbation method, followed by TVAR modeling of the first transformed response, to detect the change in the dynamic behavior of the vibrating system from its pristine state to contiguous linear/non-linear-states that indicate damage. Most of the works available in the literature deal with algorithms that require windowing of the gathered data owing to their data-driven nature which renders them ineffective for online implementation. Algorithms focussed on mathematically consistent recursive techniques in a rigorous theoretical framework of structural damage detection is missing, which motivates the development of the present framework that is amenable for online implementation which could be utilized along with suite experimental and numerical investigations. The RPCA algorithm iterates the eigenvector and eigenvalue estimates for sample covariance matrices and new data point at each successive time instants, using the rank-one perturbation method. TVAR modeling on the principal component explaining maximum variance is utilized and the damage is identified by tracking the TVAR coefficients. This eliminates the need for offline post processing and facilitates online damage detection especially when applied to streaming data without requiring any baseline data. Numerical simulations performed on a 5-dof nonlinear system under white noise excitation and El Centro (also known as 1940 Imperial Valley earthquake) excitation, for different damage scenarios, demonstrate the robustness of the proposed algorithm. The method is further validated on results obtained from case studies involving

  12. Gradually varied flow in compound open channels; Flujo gradualmente variado en canales de seccion compuesta

    Energy Technology Data Exchange (ETDEWEB)

    Sotela Avila, Gilberto [Universidad Nacional Autonoma de Mexico (Mexico)

    2001-03-01

    The author shows that the computation of gradually-varied-flow profiles in prismatic compound channels involves the solution of the dynamic equation, but using the compound channel Froude number defined by Blalock and Sturm. The same equation is used for non-prismatic channels by dividing the channel into short reaches and carrying the computation step by step through an iterative process. [Spanish] El autor demuestra que los perfiles del flujo gradualmente variado en canales prismaticos de seccion compuesta se pueden determinar mediante la integracion de la llamada ecuacion dinamica, pero usando el numero de Froude definido por Blalock y Sturm para este tipo de canales. Cuando no son prismaticos, tambien se aplica la ecuacion de la energia por tramos y el calculo sigue un proceso iterativo una vez definidos los tirantes criticos multiples y la zona en que se desarrolla el perfil.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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...

  18. Bed Evolution under Rapidly Varying Flows by a New Method for Wave Speed Estimation

    Directory of Open Access Journals (Sweden)

    Khawar Rehman

    2016-05-01

    Full Text Available This paper proposes a sediment-transport model based on coupled Saint-Venant and Exner equations. A finite volume method of Godunov type with predictor-corrector steps is used to solve a set of coupled equations. An efficient combination of approximate Riemann solvers is proposed to compute fluxes associated with sediment-laden flow. In addition, a new method is proposed for computing the water depth and velocity values along the shear wave. This method ensures smooth solutions, even for flows with high discontinuities, and on domains with highly distorted grids. The numerical model is tested for channel aggradation on a sloping bottom, dam-break cases at flume-scale and reach-scale with flat bottom configurations and varying downstream water depths. The proposed model is tested for predicting the position of hydraulic jump, wave front propagation, and for predicting magnitude of bed erosion. The comparison between results based on the proposed scheme and analytical, experimental, and published numerical results shows good agreement. Sensitivity analysis shows that the model is computationally efficient and virtually independent of mesh refinement.

  19. Brief communication: A nonlinear self-similar solution to barotropic flow over varying topography

    Science.gov (United States)

    Ibanez, Ruy; Kuehl, Joseph; Shrestha, Kalyan; Anderson, William

    2018-03-01

    Beginning from the shallow water equations (SWEs), a nonlinear self-similar analytic solution is derived for barotropic flow over varying topography. We study conditions relevant to the ocean slope where the flow is dominated by Earth's rotation and topography. The solution is found to extend the topographic β-plume solution of Kuehl (2014) in two ways. (1) The solution is valid for intensifying jets. (2) The influence of nonlinear advection is included. The SWEs are scaled to the case of a topographically controlled jet, and then solved by introducing a similarity variable, η = cxnxyny. The nonlinear solution, valid for topographies h = h0 - αxy3, takes the form of the Lambert W-function for pseudo velocity. The linear solution, valid for topographies h = h0 - αxy-γ, takes the form of the error function for transport. Kuehl's results considered the case -1 ≤ γ < 1 which admits expanding jets, while the new result considers the case γ < -1 which admits intensifying jets and a nonlinear case with γ = -3.

  20. Modeling complex flow structures and drag around a submerged plant of varied posture

    Science.gov (United States)

    Boothroyd, Richard J.; Hardy, Richard J.; Warburton, Jeff; Marjoribanks, Timothy I.

    2017-04-01

    Although vegetation is present in many rivers, the bulk of past work concerned with modeling the influence of vegetation on flow has considered vegetation to be morphologically simple and has generally neglected the complexity of natural plants. Here we report on a combined flume and numerical model experiment which incorporates time-averaged plant posture, collected through terrestrial laser scanning, into a computational fluid dynamics model to predict flow around a submerged riparian plant. For three depth-limited flow conditions (Reynolds number = 65,000-110,000), plant dynamics were recorded through high-definition video imagery, and the numerical model was validated against flow velocities collected with an acoustic Doppler velocimeter. The plant morphology shows an 18% reduction in plant height and a 14% increase in plant length, compressing and reducing the volumetric canopy morphology as the Reynolds number increases. Plant shear layer turbulence is dominated by Kelvin-Helmholtz type vortices generated through shear instability, the frequency of which is estimated to be between 0.20 and 0.30 Hz, increasing with Reynolds number. These results demonstrate the significant effect that the complex morphology of natural plants has on in-stream drag, and allow a physically determined, species-dependent drag coefficient to be calculated. Given the importance of vegetation in river corridor management, the approach developed here demonstrates the necessity to account for plant motion when calculating vegetative resistance.

  1. The stably stratified internal boundary layer for steady and diurnally varying offshore flow

    Science.gov (United States)

    Garratt, J. R.

    1987-03-01

    A two-dimensional numerical mesoscale model is used to investigate the internal structure and growth of the stably stratified internal boundary layer (IBL) beneath warm, continental air flowing over a cooler sea. Two situations are studied — steady-state and diurnally varying offshore flow. In the steady-state case, vertical profiles of mean quantities and eddy diffusion coefficients ( K) within the IBL show small, but significant, changes with increasing distance from the coast. The top of the IBL is well defined, with large vertical gradients within the layer and a maximum in the coast-normal wind component near the top. Well away from the coast, turbulence, identified by non-zero K, decreases to insignificant levels near the top of the IBL; the IBL itself is characterised by a critical value of the layer-flux Richardson number equal to 0.18. The overall behaviour of the mean profiles is similar to that found in the horizontally homogeneous stable boundary layer over land. A simple physical model is used to relate the depth of the layer h to several relevant physical parameters viz., x, the distance from the coast and U, the large-scale wind (both normal to the coastline) and gδθ/θ, Δθ being the temperature difference between continental mixed-layer air and sea surface, θ is the mean potential temperature and g is the acceleration due to gravity. Excellent agreement with the numerical results is found, with h = 0.014 x 1/2 U ( gδθ/θ)-1/2. In the diurnally varying case, the mean profiles within the IBL show only small differences from the steady-state case, although diurnal variations, particularly in the wind maximum, are evident within a few hundred kilometres of the coast. A mesoscale circulation normal to the coast, and superimposed upon the mean offshore flow, develops seawards of the coastline with maximum vertical velocities about sunset, of depth about 2 km and horizontal scale ≈ 500 km. The circulation is related to the advection, and

  2. 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.

  3. 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)

  4. 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...

  5. 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)

  6. 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.

  7. 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

  8. 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.

  9. Handling Interfaces and Time-varying Properties in Radionuclide Transport Models

    Energy Technology Data Exchange (ETDEWEB)

    Robinson, Peter; Watson, Claire (Quintessa Ltd., Henley-on-Thames (United Kingdom))

    2010-12-15

    This report documents studies undertaken by Quintessa during 2010 in preparation for the SR-Site review that will be initiated by SSM in 2011. The studies relate to consequence analysis calculations, that is to the calculation of radionuclide release and transport if a canister is breached. A sister report documents modelling work undertaken to investigate the coupled processes relevant to copper corrosion and buffer erosion. The Q{sub eq} concept is an important part of SKB's current methodology for radionuclide transport using one-dimensional transport modelling; it is used in particular to model transport at the buffer/fracture interface. Quintessa's QPAC code has been used to investigate the Q{sub eq} approach and to explore the importance of heterogeneity in the fracture and spalling on the deposition hole surface. The key conclusions are that: - The basic approach to calculating Q{sub eq} values is sound and can be reproduced in QPAC. - The fracture resistance dominates over the diffusive resistance in the buffer except for the highest velocity cases. - Heterogeneity in the fracture, in terms of uncorrelated random variations in the fracture aperture, tends to reduce releases, so the use of a constant average aperture approach is conservative. - Narrow channels could lead to the same release as larger fractures with the same pore velocity, so a channel enhancement factor of sq root10 should be considered. - A spalling zone that increases the area of contact between flowing water and the buffer has the potential to increase the release significantly and changes the functional dependence of Q{sub eq}frac on the flowing velocity. Quintessa's AMBER software has previously been used to reproduce SKB's one-dimensional transport calculations and AMBER allows the use of time varying properties. This capability has been used to investigate the effects of glacial episodes on radionuclide transport. The main parameters that could be affected are

  10. Handling Interfaces and Time-varying Properties in Radionuclide Transport Models

    International Nuclear Information System (INIS)

    Robinson, Peter; Watson, Claire

    2010-12-01

    This report documents studies undertaken by Quintessa during 2010 in preparation for the SR-Site review that will be initiated by SSM in 2011. The studies relate to consequence analysis calculations, that is to the calculation of radionuclide release and transport if a canister is breached. A sister report documents modelling work undertaken to investigate the coupled processes relevant to copper corrosion and buffer erosion. The Q eq concept is an important part of SKB's current methodology for radionuclide transport using one-dimensional transport modelling; it is used in particular to model transport at the buffer/fracture interface. Quintessa's QPAC code has been used to investigate the Q eq approach and to explore the importance of heterogeneity in the fracture and spalling on the deposition hole surface. The key conclusions are that: - The basic approach to calculating Q eq values is sound and can be reproduced in QPAC. - The fracture resistance dominates over the diffusive resistance in the buffer except for the highest velocity cases. - Heterogeneity in the fracture, in terms of uncorrelated random variations in the fracture aperture, tends to reduce releases, so the use of a constant average aperture approach is conservative. - Narrow channels could lead to the same release as larger fractures with the same pore velocity, so a channel enhancement factor of √10 should be considered. - A spalling zone that increases the area of contact between flowing water and the buffer has the potential to increase the release significantly and changes the functional dependence of Q eq frac on the flowing velocity. Quintessa's AMBER software has previously been used to reproduce SKB's one-dimensional transport calculations and AMBER allows the use of time varying properties. This capability has been used to investigate the effects of glacial episodes on radionuclide transport. The main parameters that could be affected are sorption coefficients and flow rates. For both

  11. 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.

  12. 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...

  13. 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

  14. Importance of neutral processes varies in time and space: Evidence from dryland stream ecosystems.

    Directory of Open Access Journals (Sweden)

    Xiaoli Dong

    Full Text Available Many ecosystems experience strong temporal variability in environmental conditions; yet, a clear picture of how niche and neutral processes operate to determine community assembly in temporally variable systems remains elusive. In this study, we constructed neutral metacommunity models to assess the relative importance of neutral processes in a spatially and temporally variable ecosystem. We analyzed macroinvertebrate community data spanning multiple seasons and years from 20 sites in a Sonoran Desert river network in Arizona. The model goodness-of-fit was used to infer the importance of neutral processes. Averaging over eight stream flow conditions across three years, we found that neutral processes were more important in perennial streams than in non-perennial streams (intermittent and ephemeral streams. Averaging across perennial and non-perennial streams, we found that neutral processes were more important during very high flow and in low flow periods; whereas, at very low flows, the relative importance of neutral processes varied greatly. These findings were robust to the choice of model parameter values. Our study suggested that the net effect of disturbance on the relative importance of niche and neutral processes in community assembly varies non-monotonically with the severity of disturbance. In contrast to the prevailing view that disturbance promotes niche processes, we found that neutral processes could become more important when the severity of disturbance is beyond a certain threshold such that all organisms are adversely affected regardless of their biological traits and strategies.

  15. 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.

  16. 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.

  17. 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

  18. Controlling flow time delays in flexible manufacturing cells

    NARCIS (Netherlands)

    Slomp, J.; Caprihan, R.; Bokhorst, J. A. C.

    2009-01-01

    Flow time delays in Flexible Manufacturing Cells (FMCs) are caused by transport and clamping/reclamping activities. This paper shows how dynamic scheduling parameters may control the flow times of jobs and the available task windows for flow time delays.

  19. 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.

  20. 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 ...

  1. 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

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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

  8. 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.

  9. Pharmaceutical removal in tropical subsurface flow constructed wetlands at varying hydraulic loading rates.

    Science.gov (United States)

    Zhang, Dong Qing; Gersberg, Richard M; Hua, Tao; Zhu, Junfei; Tuan, Nguyen Anh; Tan, Soon Keat

    2012-04-01

    Determining the fate of emerging organic contaminants in an aquatic ecosystem is important for developing constructed wetlands (CWs) treatment technology. Experiments were carried out in subsurface flow CWs in Singapore to evaluate the fate and transport of eight pharmaceutical compounds. The CW system included three parallel horizontal subsurface flow CWs and three parallel unplanted beds fed continuously with synthetic wastewater at different hydraulic retention times (HRTs). The findings of the tests at 2-6 d HRTs showed that the pharmaceuticals could be categorized as (i) efficiently removed compounds with removal higher than 85% (ketoprofen and salicylic acid); (ii) moderately removed compounds with removal efficiencies between 50% and 85% (naproxen, ibuprofen and caffeine); and (iii) poorly removed compounds with efficiency rate lower than 50% (carbamazepine, diclofenac, and clofibric acid). Except for carbamazepine and salicylic acid, removal efficiencies of the selected pharmaceuticals showed significant (pcaffeine, ketoprofen and clofibric acid were found to follow first order decay kinetics with decay constants higher in the planted beds than the unplanted beds. Correlations between pharmaceutical removal efficiencies and log K(ow) were not significant (p>0.05), implying that their removal is not well related to the compound's hydrophobicity. Copyright © 2011 Elsevier Ltd. All rights reserved.

  10. 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.

  11. 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.

  12. 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.

  13. 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

  14. 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)

  15. 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

  16. 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.

  17. 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)

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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

  3. 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.

  4. 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.

  5. 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.

  6. The drift force on an object in an inviscid weakly-varying rotational flow

    Energy Technology Data Exchange (ETDEWEB)

    Wallis, G.B. [Dartmouth College, Hanover, NH (United States)

    1995-12-31

    The force on any stationary object in an inviscid incompressible extensive steady flow is derived in terms of the added mass tensor and gradient of velocity of the undisturbed fluid. Taylor`s theorem is extended to flows with weak vorticity. There are possible applications to constitutive equations for two-phase flow.

  7. Implicit time accurate simulation of unsteady flow

    Science.gov (United States)

    van Buuren, René; Kuerten, Hans; Geurts, Bernard J.

    2001-03-01

    Implicit time integration was studied in the context of unsteady shock-boundary layer interaction flow. With an explicit second-order Runge-Kutta scheme, a reference solution to compare with the implicit second-order Crank-Nicolson scheme was determined. The time step in the explicit scheme is restricted by both temporal accuracy as well as stability requirements, whereas in the A-stable implicit scheme, the time step has to obey temporal resolution requirements and numerical convergence conditions. The non-linear discrete equations for each time step are solved iteratively by adding a pseudo-time derivative. The quasi-Newton approach is adopted and the linear systems that arise are approximately solved with a symmetric block Gauss-Seidel solver. As a guiding principle for properly setting numerical time integration parameters that yield an efficient time accurate capturing of the solution, the global error caused by the temporal integration is compared with the error resulting from the spatial discretization. Focus is on the sensitivity of properties of the solution in relation to the time step. Numerical simulations show that the time step needed for acceptable accuracy can be considerably larger than the explicit stability time step; typical ratios range from 20 to 80. At large time steps, convergence problems that are closely related to a highly complex structure of the basins of attraction of the iterative method may occur. Copyright

  8. Monoenergetic time-dependent neutron transport in an infinite medium with time-varying cross sections

    International Nuclear Information System (INIS)

    Ganapol, B.D.

    1987-01-01

    For almost 20 yr, the main thrust of the author's research has been the generation of as many benchmark solutions to the time-dependent monoenergetic neutron transport equation as possible. The major motivation behind this effort has been to provide code developers with highly accurate numerical solutions to serve as standards in the assessment of numerical transport algorithms. In addition, these solutions provide excellent educational tools since the important physical features of neutron transport are still present even though the problems solved are idealized. A secondary motivation, though of equal importance, is the intellectual stimulation and understanding provided by the combination of the analytical, numerical, and computational techniques required to obtain these solutions. Therefore, to further the benchmark development, the added complication of time-dependent cross sections in the one-group transport equation is considered here

  9. 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.

  10. Controllable deterioration rate for time-dependent demand and time-varying holding cost

    Directory of Open Access Journals (Sweden)

    Mishra Vinod Kumar

    2014-01-01

    Full Text Available In this paper, we develop an inventory model for non-instantaneous deteriorating items under the consideration of the facts: deterioration rate can be controlled by using the preservation technology (PT during deteriorating period, and holding cost and demand rate both are linear function of time, which was treated as constant in most of the deteriorating inventory models. So in this paper, we developed a deterministic inventory model for non-instantaneous deteriorating items in which both demand rate and holding cost are a linear function of time, deterioration rate is constant, backlogging rate is variable and depend on the length of the next replenishment, shortages are allowed and partially backlogged. The model is solved analytically by minimizing the total cost of the inventory system. The model can be applied to optimizing the total inventory cost of non-instantaneous deteriorating items inventory for the business enterprises, where the preservation technology is used to control the deterioration rate, and demand & holding cost both are a linear function of time.

  11. 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

  12. 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

  13. 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.

  14. 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...

  15. 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

  16. 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.

  17. 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

  18. 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

  19. 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

  20. 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.

  1. 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 ...

  2. 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...

  3. Analysis of nonlinear systems with time varying inputs and its application to gain scheduling

    Directory of Open Access Journals (Sweden)

    J.-T. Lim

    1996-01-01

    Full Text Available An analytical framework for analysis of a class of nonlinear systems with time varying inputs is presented. It is shown that the trajectories of the transformed nonlinear systems are uniformly bounded with an ultimate bound under certain conditions shown in this paper. The result obtained is useful for applications, in particular, analysis and design of gain scheduling.

  4. 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....

  5. Global exponential stability of BAM neural networks with time-varying delays and diffusion terms

    International Nuclear Information System (INIS)

    Wan Li; Zhou Qinghua

    2007-01-01

    The stability property of bidirectional associate memory (BAM) neural networks with time-varying delays and diffusion terms are considered. By using the method of variation parameter and inequality technique, the delay-independent sufficient conditions to guarantee the uniqueness and global exponential stability of the equilibrium solution of such networks are established

  6. Global exponential stability of BAM neural networks with time-varying delays and diffusion terms

    Science.gov (United States)

    Wan, Li; Zhou, Qinghua

    2007-11-01

    The stability property of bidirectional associate memory (BAM) neural networks with time-varying delays and diffusion terms are considered. By using the method of variation parameter and inequality technique, the delay-independent sufficient conditions to guarantee the uniqueness and global exponential stability of the equilibrium solution of such networks are established.

  7. 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

  8. 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.

  9. 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

  10. Compensation for the distortion in satellite laser range predictions due to varying pulse travel times

    Science.gov (United States)

    Paunonen, Matti

    1993-01-01

    A method for compensating for the effect of the varying travel time of a transmitted laser pulse to a satellite is described. The 'observed minus predicted' range differences then appear to be linear, which makes data screening or use in range gating more effective.

  11. 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 ...

  12. 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.

  13. 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.

  14. 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....

  15. 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.

  16. 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 °.

  17. 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.

  18. 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.

  19. 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.

  20. Numerical simulations of heterogeneous chemical reactions coupled to fluid flow in varying thermal fields

    International Nuclear Information System (INIS)

    Carnahan, C.L.

    1991-11-01

    A numerical simulator of reactive chemical transport with coupling from precipitation-dissolution reactions to fluid flow, via changes of porosity and permeability, is applied to precipitation-dissolution of quartz and calcite in spatially and temporally variable fields of temperature. Significant effects on fluid flow are found in the quartz-silicic acid system in the presence of persistent, strong gradient of temperature. Transient heat flow in the quartz-silicic acid system and in a calcite-calcium ion-carbonato species system produces vanishingly small effects on fluid flow

  1. 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...

  2. 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...

  3. 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.

  4. 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)

  5. 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).

  6. 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.

  7. Adaptation of the concept of varying time of concentration within flood modelling: Theoretical and empirical investigations across the Mediterranean

    Science.gov (United States)

    Michailidi, Eleni Maria; Antoniadi, Sylvia; Koukouvinos, Antonis; Bacchi, Baldassare; Efstratiadis, Andreas

    2017-04-01

    The time of concentration, tc, is a key hydrological concept and often is an essential parameter of rainfall-runoff modelling, which has been traditionally tackled as a characteristic property of the river basin. However, both theoretical proof and empirical evidence imply that tc is a hydraulic quantity that depends on flow, and thus it should be considered as variable and not as constant parameter. Using a kinematic method approach, easily implemented in GIS environment, we first illustrate that the relationship between tc and the effective rainfall produced over the catchment is well-approximated by a power-type law, the exponent of which is associated with the slope of the longest flow path of the river basin. Next, we take advantage of this relationship to adapt the concept of varying time of concentration within flood modelling, and particularly the well-known SCS-CN approach. In this context, the initial abstraction ratio is also considered varying, while the propagation of the effective rainfall is employed through a parametric unit hydrograph, the shape of which is dynamically adjusted according to the runoff produced during the flood event. The above framework is tested in a number of Mediterranean river basins in Greece, Italy and Cyprus, ensuring faithful representation of most of the observed flood events. Based on the outcomes of this extended analysis, we provide guidance for employing this methodology for flood design studies in ungauged basins.

  8. 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.

  9. 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.

  10. 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

  11. 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...

  12. 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

  13. 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.

  14. 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....

  15. Time evolution of tokamak states with flow

    International Nuclear Information System (INIS)

    Kerner, W.; Weitzner, H.

    1985-12-01

    The general dissipative Braginskii single-fluid model is applied to simulate tokamak transport. An expansion with respect to epsilon = (ω/sub i/tau/sub i/) -1 , the factor by which perpendicular and parallel transport coefficients differ, yields a numerically tractable scheme. The resulting 1-1/2 D procedure requires computation of 2D toroidal equilibria with flow together with the solution of a system of ordinary 1D flux-averaged equations for the time evolution of the profiles. 13 refs

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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).

  6. 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)

  7. H∞ Control for a Networked Control Model of Systems with Two Additive Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Hanyong Shao

    2014-01-01

    Full Text Available This paper is concerned with H∞ control for a networked control model of systems with two additive time-varying delays. A new Lyapunov functional is constructed to make full use of the information of the delays, and for the derivative of the Lyapunov functional a novel technique is employed to compute a tighter upper bound, which is dependent on the two time-varying delays instead of the upper bounds of them. Then the convex polyhedron method is proposed to check the upper bound of the derivative of the Lyapunov functional. The resulting stability criteria have fewer matrix variables but less conservatism than some existing ones. The stability criteria are applied to designing a state feedback controller, which guarantees that the closed-loop system is asymptotically stable with a prescribed H∞ disturbance attenuation level. Finally examples are given to show the advantages of the stability criteria and the effectiveness of the proposed control method.

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. A receding horizon scheme for discrete-time polytopic linear parameter varying systems in networked architectures

    International Nuclear Information System (INIS)

    Franzè, Giuseppe; Lucia, Walter; Tedesco, Francesco

    2014-01-01

    This paper proposes a Model Predictive Control (MPC) strategy to address regulation problems for constrained polytopic Linear Parameter Varying (LPV) systems subject to input and state constraints in which both plant measurements and command signals in the loop are sent through communication channels subject to time-varying delays (Networked Control System (NCS)). The results here proposed represent a significant extension to the LPV framework of a recent Receding Horizon Control (RHC) scheme developed for the so-called robust case. By exploiting the parameter availability, the pre-computed sequences of one- step controllable sets inner approximations are less conservative than the robust counterpart. The resulting framework guarantees asymptotic stability and constraints fulfilment regardless of plant uncertainties and time-delay occurrences. Finally, experimental results on a laboratory two-tank test-bed show the effectiveness of the proposed approach

  13. 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.

  14. 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.

  15. 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.

  16. 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)

  17. 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.

  18. 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)

  19. 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.

  20. Linear Parameter Varying Versus Linear Time Invariant Reduced Order Controller Design of Turboprop Aircraft Dynamics

    Directory of Open Access Journals (Sweden)

    Widowati

    2012-07-01

    Full Text Available The applicability of parameter varying reduced order controllers to aircraft model is proposed. The generalization of the balanced singular perturbation method of linear time invariant (LTI system is used to reduce the order of linear parameter varying (LPV system. Based on the reduced order model the low-order LPV controller is designed by using synthesis technique. The performance of the reduced order controller is examined by applying it to lateral-directional control of aircraft model having 20th order. Furthermore, the time responses of the closed loop system with reduced order LPV controllers and reduced order LTI controller is compared. From the simulation results, the 8th order LPV controller can maintain stability and to provide the same level of closed-loop systems performance as the full-order LPV controller. It is different with the reduced-order LTI controller that cannot maintain stability and performance for all allowable parameter trajectories.

  1. 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

  2. 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

  3. 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.

  4. 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.

  5. 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)

  6. Unbiasedness and time varying risk premia in the crude oil futures market

    International Nuclear Information System (INIS)

    Moosa, I.A.; Al-Loughani, N.E.

    1994-01-01

    This paper presents some empirical evidence on market efficiency and unbiasedness in the crude oil futures market and some related issues. On the basis of monthly observations on spot and futures prices of the West Texas Intermediate (WTI) crude oil, several tests are carried out on the relevant hypotheses. The evidence suggests that futures prices are neither unbiased nor efficient forecasters of spot prices. Furthermore, a GARCH-M(1,1) model reveals the existence of a time varying risk premium. (author)

  7. 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.

  8. Estimation of exponential convergence rate and exponential stability for neural networks with time-varying delay

    International Nuclear Information System (INIS)

    Tu Fenghua; Liao Xiaofeng

    2005-01-01

    We study the problem of estimating the exponential convergence rate and exponential stability for neural networks with time-varying delay. Some criteria for exponential stability are derived by using the linear matrix inequality (LMI) approach. They are less conservative than the existing ones. Some analytical methods are employed to investigate the bounds on the interconnection matrix and activation functions so that the systems are exponentially stable

  9. Improving Delay-Range-Dependent Stability Condition for Systems with Interval Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Wei Qian

    2013-01-01

    Full Text Available This paper discusses the delay-range-dependent stability for systems with interval time-varying delay. Through defining the new Lyapunov-Krasovskii functional and estimating the derivative of the LKF by introducing new vectors, using free matrices and reciprocally convex approach, the new delay-range-dependent stability conditions are obtained. Two well-known examples are given to illustrate the less conservatism of the proposed theoretical results.

  10. Time-Varying Estimation of Crop Insurance Program in Altering North Dakota Farm Economic Structure

    OpenAIRE

    Coleman, Jane A.; Shaik, Saleem

    2009-01-01

    This study examines how federal farm policies, specifically crop insurance, have affected the farm economic structure of North Dakota’s agriculture sector. The system of derived input demand equations is estimated to quantify the changes in North Dakota farmers’ input use when they purchase crop insurance. Further, the cumulative rolling regression technique is applied to capture the varying effects of the farm policies over time. Empirical results from the system of input demand functions in...

  11. Delay-Dependent Asymptotic Stability of Cohen-Grossberg Models with Multiple Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Xiaofeng Liao

    2007-01-01

    Full Text Available Dynamical behavior of a class of Cohen-Grossberg models with multiple time-varying delays is studied in detail. Sufficient delay-dependent criteria to ensure local and global asymptotic stabilities of the equilibrium of this network are derived by constructing suitable Lyapunov functionals. The obtained conditions are shown to be less conservative and restrictive than those reported in the known literature. Some numerical examples are included to demonstrate our results.

  12. On global exponential stability of high-order neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Zhang Baoyong; Xu Shengyuan; Li Yongmin; Chu Yuming

    2007-01-01

    This Letter investigates the problem of stability analysis for a class of high-order neural networks with time-varying delays. The delays are bounded but not necessarily differentiable. Based on the Lyapunov stability theory together with the linear matrix inequality (LMI) approach and the use of Halanay inequality, sufficient conditions guaranteeing the global exponential stability of the equilibrium point of the considered neural networks are presented. Two numerical examples are provided to demonstrate the effectiveness of the proposed stability criteria

  13. On global exponential stability of high-order neural networks with time-varying delays

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Baoyong [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China)]. E-mail: baoyongzhang@yahoo.com.cn; Xu Shengyuan [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China)]. E-mail: syxu02@yahoo.com.cn; Li Yongmin [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China) and Department of Mathematics, Huzhou Teacher' s College, Huzhou 313000, Zhejiang (China)]. E-mail: ymlwww@163.com; Chu Yuming [Department of Mathematics, Huzhou Teacher' s College, Huzhou 313000, Zhejiang (China)

    2007-06-18

    This Letter investigates the problem of stability analysis for a class of high-order neural networks with time-varying delays. The delays are bounded but not necessarily differentiable. Based on the Lyapunov stability theory together with the linear matrix inequality (LMI) approach and the use of Halanay inequality, sufficient conditions guaranteeing the global exponential stability of the equilibrium point of the considered neural networks are presented. Two numerical examples are provided to demonstrate the effectiveness of the proposed stability criteria.

  14. 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....

  15. Global exponential stability of reaction-diffusion recurrent neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2003-01-01

    Employing general Halanay inequality, we analyze the global exponential stability of a class of reaction-diffusion recurrent neural networks with time-varying delays. Several new sufficient conditions are obtained to ensure existence, uniqueness and global exponential stability of the equilibrium point of delayed reaction-diffusion recurrent neural networks. The results extend and improve the earlier publications. In addition, an example is given to show the effectiveness of the obtained result

  16. Some new results for recurrent neural networks with varying-time coefficients and delays

    International Nuclear Information System (INIS)

    Jiang Haijun; Teng Zhidong

    2005-01-01

    In this Letter, we consider the recurrent neural networks with varying-time coefficients and delays. By constructing new Lyapunov functional, introducing ingeniously many real parameters and applying the technique of Young inequality, we establish a series of criteria on the boundedness, global exponential stability and the existence of periodic solutions. In these criteria, we do not require that the response functions are differentiable, bounded and monotone nondecreasing. Some previous works are improved and extended

  17. Switching phase states in two van der Pol oscillators coupled by ttochastically time-varying resistor

    OpenAIRE

    Uwate, Y; Nishio, Y; Stoop, R

    2009-01-01

    We explore the synchronization and switching behavior of a system of two identical van der Pol oscillators coupled by a stochastically timevarying resistor. Triggered by the time-varying resistor, the system of oscillators switches between synchronized and anti-synchronized behavior. We find that the preference of the synchronized/antisynchronized state is determined by the ratio of the probabilities of the two resistor states. The length of the phases of maintained resistor states, however, ...

  18. Reliable Memory Feedback Design for a Class of Nonlinear Fuzzy Systems with Time-varying Delay

    Institute of Scientific and Technical Information of China (English)

    You-Qing Wang; Dong-Hua Zhou; Li-Heng Liu

    2007-01-01

    This paper is concerned with the robust reliable memory controller design for a class of fuzzy uncertain systems with time-varying delay. The system under consideration is more general than those in other existent works. The controller, which is dependent on the magnitudes and derivative of the delay, is proposed in terms of linear matrix inequality (LMI). The closed-loop system is asymptotically stable for all admissible uncertainties as well as actuator faults. A numerical example is presented for illustration.

  19. On exponential stability of bidirectional associative memory neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Park, Ju H.; Lee, S.M.; Kwon, O.M.

    2009-01-01

    For bidirectional associate memory neural networks with time-varying delays, the problems of determining the exponential stability and estimating the exponential convergence rate are investigated by employing the Lyapunov functional method and linear matrix inequality (LMI) technique. A novel criterion for the stability, which give information on the delay-dependent property, is derived. A numerical example is given to demonstrate the effectiveness of the obtained results.

  20. 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.

  1. Passivity of memristive BAM neural networks with leakage and additive time-varying delays

    Science.gov (United States)

    Wang, Weiping; Wang, Meiqi; Luo, Xiong; Li, Lixiang; Zhao, Wenbing; Liu, Linlin; Ping, Yuan

    2018-02-01

    This paper investigates the passivity of memristive bidirectional associate memory neural networks (MBAMNNs) with leakage and additive time-varying delays. Based on some useful inequalities and appropriate Lyapunov-Krasovskii functionals (LKFs), several delay-dependent conditions for passivity performance are obtained in linear matrix inequalities (LMIs). Moreover, the leakage delays as well as additive delays are considered separately. Finally, numerical simulations are provided to demonstrate the feasibility of the theoretical results.

  2. Global exponential stability for reaction-diffusion recurrent neural networks with multiple time varying delays

    International Nuclear Information System (INIS)

    Lou, X.; Cui, B.

    2008-01-01

    In this paper we consider the problem of exponential stability for recurrent neural networks with multiple time varying delays and reaction-diffusion terms. The activation functions are supposed to be bounded and globally Lipschitz continuous. By means of Lyapunov functional, sufficient conditions are derived, which guarantee global exponential stability of the delayed neural network. Finally, a numerical example is given to show the correctness of our analysis. (author)

  3. 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....

  4. Nonlinear analysis of river flow time sequences

    Science.gov (United States)

    Porporato, Amilcare; Ridolfi, Luca

    1997-06-01

    Within the field of chaos theory several methods for the analysis of complex dynamical systems have recently been proposed. In light of these ideas we study the dynamics which control the behavior over time of river flow, investigating the existence of a low-dimension deterministic component. The present article follows the research undertaken in the work of Porporato and Ridolfi [1996a] in which some clues as to the existence of chaos were collected. Particular emphasis is given here to the problem of noise and to nonlinear prediction. With regard to the latter, the benefits obtainable by means of the interpolation of the available time series are reported and the remarkable predictive results attained with this nonlinear method are shown.

  5. 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.

  6. 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

  7. 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)

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. Consequences of varied soil hydraulic and meteorological complexity on unsaturated zone time lag estimates.

    Science.gov (United States)

    Vero, S E; Ibrahim, T G; Creamer, R E; Grant, J; Healy, M G; Henry, T; Kramers, G; Richards, K G; Fenton, O

    2014-12-01

    The true efficacy of a programme of agricultural mitigation measures within a catchment to improve water quality can be determined only after a certain hydrologic time lag period (subsequent to implementation) has elapsed. As the biophysical response to policy is not synchronous, accurate estimates of total time lag (unsaturated and saturated) become critical to manage the expectations of policy makers. The estimation of the vertical unsaturated zone component of time lag is vital as it indicates early trends (initial breakthrough), bulk (centre of mass) and total (Exit) travel times. Typically, estimation of time lag through the unsaturated zone is poor, due to the lack of site specific soil physical data, or by assuming saturated conditions. Numerical models (e.g. Hydrus 1D) enable estimates of time lag with varied levels of input data. The current study examines the consequences of varied soil hydraulic and meteorological complexity on unsaturated zone time lag estimates using simulated and actual soil profiles. Results indicated that: greater temporal resolution (from daily to hourly) of meteorological data was more critical as the saturated hydraulic conductivity of the soil decreased; high clay content soils failed to converge reflecting prevalence of lateral component as a contaminant pathway; elucidation of soil hydraulic properties was influenced by the complexity of soil physical data employed (textural menu, ROSETTA, full and partial soil water characteristic curves), which consequently affected time lag ranges; as the importance of the unsaturated zone increases with respect to total travel times the requirements for high complexity/resolution input data become greater. The methodology presented herein demonstrates that decisions made regarding input data and landscape position will have consequences for the estimated range of vertical travel times. Insufficiencies or inaccuracies regarding such input data can therefore mislead policy makers regarding

  13. 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.

  14. 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...

  15. 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.

  16. 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...

  17. 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....

  18. 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.

  19. 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.

  20. Time-varying surface electromyography topography as a prognostic tool for chronic low back pain rehabilitation.

    Science.gov (United States)

    Hu, Yong; Kwok, Jerry Weilun; Tse, Jessica Yuk-Hang; Luk, Keith Dip-Kei

    2014-06-01

    Nonsurgical rehabilitation therapy is a commonly used strategy to treat chronic low back pain (LBP). The selection of the most appropriate therapeutic options is still a big challenge in clinical practices. Surface electromyography (sEMG) topography has been proposed to be an objective assessment of LBP rehabilitation. The quantitative analysis of dynamic sEMG would provide an objective tool of prognosis for LBP rehabilitation. To evaluate the prognostic value of quantitative sEMG topographic analysis and to verify the accuracy of the performance of proposed time-varying topographic parameters for identifying the patients who have better response toward the rehabilitation program. A retrospective study of consecutive patients. Thirty-eight patients with chronic nonspecific LBP and 43 healthy subjects. The accuracy of the time-varying quantitative sEMG topographic analysis for monitoring LBP rehabilitation progress was determined by calculating the corresponding receiver-operating characteristic (ROC) curves. Physiologic measure was the sEMG during lumbar flexion and extension. Patients who suffered from chronic nonspecific LBP without the history of back surgery and any medical conditions causing acute exacerbation of LBP during the clinical test were enlisted to perform the clinical test during the 12-week physiotherapy (PT) treatment. Low back pain patients were classified into two groups: "responding" and "nonresponding" based on the clinical assessment. The responding group referred to the LBP patients who began to recover after the PT treatment, whereas the nonresponding group referred to some LBP patients who did not recover or got worse after the treatment. The results of the time-varying analysis in the responding group were compared with those in the nonresponding group. In addition, the accuracy of the analysis was analyzed through ROC curves. The time-varying analysis showed discrepancies in the root-mean-square difference (RMSD) parameters between the

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. Experiments and numerical modeling of fast flowing liquid metal thin films under spatially varying magnetic field conditions

    Science.gov (United States)

    Narula, Manmeet Singh

    Innovative concepts using fast flowing thin films of liquid metals (like lithium) have been proposed for the protection of the divertor surface in magnetic fusion devices. However, concerns exist about the possibility of establishing the required flow of liquid metal thin films because of the presence of strong magnetic fields which can cause flow disrupting MHD effects. A plan is underway to design liquid lithium based divertor protection concepts for NSTX, a small spherical torus experiment at Princeton. Of these, a promising concept is the use of modularized fast flowing liquid lithium film zones, as the divertor (called the NSTX liquid surface module concept or NSTX LSM). The dynamic response of the liquid metal film flow in a spatially varying magnetic field configuration is still unknown and it is suspected that some unpredicted effects might be lurking. The primary goal of the research work being reported in this dissertation is to provide qualitative and quantitative information on the liquid metal film flow dynamics under spatially varying magnetic field conditions, typical of the divertor region of a magnetic fusion device. The liquid metal film flow dynamics have been studied through a synergic experimental and numerical modeling effort. The Magneto Thermofluid Omnibus Research (MTOR) facility at UCLA has been used to design several experiments to study the MHD interaction of liquid gallium films under a scaled NSTX outboard divertor magnetic field environment. A 3D multi-material, free surface MHD modeling capability is under development in collaboration with HyPerComp Inc., an SBIR vendor. This numerical code called HIMAG provides a unique capability to model the equations of incompressible MHD with a free surface. Some parts of this modeling capability have been developed in this research work, in the form of subroutines for HIMAG. Extensive code debugging and benchmarking exercise has also been carried out. Finally, HIMAG has been used to study the

  7. Interaction Between Downwelling Flow and the Laterally-Varying Thickness of the North American Lithosphere Inferred from Seismic Anisotropy

    Science.gov (United States)

    Behn, M. D.; Conrad, C. P.; Silver, P. G.

    2005-12-01

    Shear flow in the asthenosphere tends to align olivine crystals in the direction of shear, producing a seismically anisotropic asthenosphere that can be detected using a number of seismic techniques (e.g., shear-wave splitting (SWS) and surface waves). In the ocean basins, where the asthenosphere has a relatively uniform thickness and lithospheric anisotropy appears to be small, observed azimuthal anisotropy is well fit by asthenospheric shear flow in global flow models driven by a combination of plate motions and mantle density heterogeneity. In contrast, beneath the continents both the lithospheric ceiling and asthenospheric thickness may vary considerably across cratonic regions and ocean-continent boundaries. To examine the influence of a continental lithosphere with variable thickness on predictions of continental seismic anisotropy, we impose lateral variations in lithospheric viscosity in global models of mantle flow driven by plate motions and mantle density heterogeneity. For the North American continent, the Farallon slab descends beneath a deep cratonic root, producing downwelling flow in the upper mantle and convergent flow beneath the cratonic lithosphere. We evaluate both the orientation of the predicted azimuthal anisotropy and the depth dependence of radial anisotropy for this downwelling flow and find that the inclusion of a strong continental root provides an improved fit to observed SWS observations beneath the North American craton. Thus, we hypothesize that at least some continental anisotropy is associated with sub-lithospheric viscous shear, although fossil anisotropy in the lithospheric layer may also contribute significantly. Although we do not observe significant variations in the direction of predicted anisotropy with depth, we do find that the inclusion of deep continental roots pushes the depth of the anisotropy layer deeper into the upper mantle. We test several different models of laterally-varying lithosphere and asthenosphere

  8. Lagrangian structures in time-periodic vortical flows

    Directory of Open Access Journals (Sweden)

    S. V. Kostrykin

    2006-01-01

    Full Text Available The Lagrangian trajectories of fluid particles are experimentally studied in an oscillating four-vortex velocity field. The oscillations occur due to a loss of stability of a steady flow and result in a regular reclosure of streamlines between the vortices of the same sign. The Eulerian velocity field is visualized by tracer displacements over a short time period. The obtained data on tracer motions during a number of oscillation periods show that the Lagrangian trajectories form quasi-regular structures. The destruction of these structures is determined by two characteristic time scales: the tracers are redistributed sufficiently fast between the vortices of the same sign and much more slowly transported into the vortices of opposite sign. The observed behavior of the Lagrangian trajectories is quantitatively reproduced in a new numerical experiment with two-dimensional model of the velocity field with a small number of spatial harmonics. A qualitative interpretation of phenomena observed on the basis of the theory of adiabatic chaos in the Hamiltonian systems is given. The Lagrangian trajectories are numerically simulated under varying flow parameters. It is shown that the spatial-temporal characteristics of the Lagrangian structures depend on the properties of temporal change in the streamlines topology and on the adiabatic parameter corresponding to the flow. The condition for the occurrence of traps (the regions where the Lagrangian particles reside for a long time is obtained.

  9. Effect of time-varying humidity on the performance of a polymer electrolyte membrane fuel cells

    Energy Technology Data Exchange (ETDEWEB)

    Noorani, Shamsuddin [Department of Mechanical Engineering, University of Michigan-Dearborn (United States); Shamim, Tariq [Mechanical Engineering, Masdar Institute of Science and Technology (United Arab Emirates)], E-mail: tshamim@masdar.ac.ae

    2011-07-01

    In the energy sector, fuel cells constitute a promising solution for the future due to their energy-efficient and environment-friendly characteristics. However, the performance of fuel cells is very much affected by the humidification level of the reactants, particularly in hot regions. The aim of this paper is to develop a better understanding of the effect of driving conditions on the performance of fuel cells. A macroscopic single-fuel-cell-based, one dimensional, isothermal model was used on a polymer electrolyte membrane fuel cell to carry out a computational study of the impact of humidity conditions which vary over time. It was found that the variation of humidity has a significant effect on water distribution but a much lower impact on power and current densities. This paper provided useful information on fuel cells' performance under varying conditions which could be used to improve their design for mobile applications.

  10. 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.

  11. Bit-level plane image encryption based on coupled map lattice with time-varying delay

    Science.gov (United States)

    Lv, Xiupin; Liao, Xiaofeng; Yang, Bo

    2018-04-01

    Most of the existing image encryption algorithms had two basic properties: confusion and diffusion in a pixel-level plane based on various chaotic systems. Actually, permutation in a pixel-level plane could not change the statistical characteristics of an image, and many of the existing color image encryption schemes utilized the same method to encrypt R, G and B components, which means that the three color components of a color image are processed three times independently. Additionally, dynamical performance of a single chaotic system degrades greatly with finite precisions in computer simulations. In this paper, a novel coupled map lattice with time-varying delay therefore is applied in color images bit-level plane encryption to solve the above issues. Spatiotemporal chaotic system with both much longer period in digitalization and much excellent performances in cryptography is recommended. Time-varying delay embedded in coupled map lattice enhances dynamical behaviors of the system. Bit-level plane image encryption algorithm has greatly reduced the statistical characteristics of an image through the scrambling processing. The R, G and B components cross and mix with one another, which reduces the correlation among the three components. Finally, simulations are carried out and all the experimental results illustrate that the proposed image encryption algorithm is highly secure, and at the same time, also demonstrates superior performance.

  12. 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.

  13. 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.

  14. 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

  15. 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

  16. Errors in 'BED'-derived estimates of HIV incidence will vary by place, time and age.

    Directory of Open Access Journals (Sweden)

    Timothy B Hallett

    2009-05-01

    Full Text Available The BED Capture Enzyme Immunoassay, believed to distinguish recent HIV infections, is being used to estimate HIV incidence, although an important property of the test--how specificity changes with time since infection--has not been not measured.We construct hypothetical scenarios for the performance of BED test, consistent with current knowledge, and explore how this could influence errors in BED estimates of incidence using a mathematical model of six African countries. The model is also used to determine the conditions and the sample sizes required for the BED test to reliably detect trends in HIV incidence.If the chance of misclassification by BED increases with time since infection, the overall proportion of individuals misclassified could vary widely between countries, over time, and across age-groups, in a manner determined by the historic course of the epidemic and the age-pattern of incidence. Under some circumstances, changes in BED estimates over time can approximately track actual changes in incidence, but large sample sizes (50,000+ will be required for recorded changes to be statistically significant.The relationship between BED test specificity and time since infection has not been fully measured, but, if it decreases, errors in estimates of incidence could vary by place, time and age-group. This means that post-assay adjustment procedures using parameters from different populations or at different times may not be valid. Further research is urgently needed into the properties of the BED test, and the rate of misclassification in a wide range of populations.

  17. Optimal protocol for maximum work extraction in a feedback process with a time-varying potential

    Science.gov (United States)

    Kwon, Chulan

    2017-12-01

    The nonequilibrium nature of information thermodynamics is characterized by the inequality or non-negativity of the total entropy change of the system, memory, and reservoir. Mutual information change plays a crucial role in the inequality, in particular if work is extracted and the paradox of Maxwell's demon is raised. We consider the Brownian information engine where the protocol set of the harmonic potential is initially chosen by the measurement and varies in time. We confirm the inequality of the total entropy change by calculating, in detail, the entropic terms including the mutual information change. We rigorously find the optimal values of the time-dependent protocol for maximum extraction of work both for the finite-time and the quasi-static process.

  18. 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)

  19. 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.

  20. Parameter Estimation of a Closed Loop Coupled Tank Time Varying System using Recursive Methods

    International Nuclear Information System (INIS)

    Basir, Siti Nora; Yussof, Hanafiah; Shamsuddin, Syamimi; Selamat, Hazlina; Zahari, Nur Ismarrubie

    2013-01-01

    This project investigates the direct identification of closed loop plant using discrete-time approach. The uses of Recursive Least Squares (RLS), Recursive Instrumental Variable (RIV) and Recursive Instrumental Variable with Centre-Of-Triangle (RIV + COT) in the parameter estimation of closed loop time varying system have been considered. The algorithms were applied in a coupled tank system that employs covariance resetting technique where the time of parameter changes occur is unknown. The performances of all the parameter estimation methods, RLS, RIV and RIV + COT were compared. The estimation of the system whose output was corrupted with white and coloured noises were investigated. Covariance resetting technique successfully executed when the parameters change. RIV + COT gives better estimates than RLS and RIV in terms of convergence and maximum overshoot

  1. Weighted H∞ Filtering for a Class of Switched Linear Systems with Additive Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Li-li Li

    2015-01-01

    Full Text Available This paper is concerned with the problem of weighted H∞ filtering for a class of switched linear systems with two additive time-varying delays, which represent a general class of switched time-delay systems with strong practical background. Combining average dwell time (ADT technique with piecewise Lyapunov functionals, sufficient conditions are established to guarantee the exponential stability and weighted H∞ performance for the filtering error systems. The parameters of the designed switched filters are obtained by solving linear matrix inequalities (LMIs. A modification of Jensen integral inequality is exploited to derive results with less theoretical conservatism and computational complexity. Finally, two examples are given to demonstrate the effectiveness of the proposed method.

  2. The relationship between global oil price shocks and China's output: A time-varying analysis

    International Nuclear Information System (INIS)

    Cross, Jamie; Nguyen, Bao H.

    2017-01-01

    We employ a class of time-varying Bayesian vector autoregressive (VAR) models on new standard dataset of China's GDP constructed by to examine the relationship between China's economic growth and global oil market fluctuations between 1992Q1 and 2015Q3. We find that: (1) the time varying parameter VAR with stochastic volatility provides a better fit as compared to it's constant counterparts; (2) the impacts of intertemporal global oil price shocks on China's output are often small and temporary in nature; (3) oil supply and specific oil demand shocks generally produce negative movements in China's GDP growth whilst oil demand shocks tend to have positive effects; (4) domestic output shocks have no significant impact on price or quantity movements within the global oil market. The results are generally robust to three commonly employed indicators of global economic activity: Kilian's global real economic activity index, the metal price index and the global industrial production index, and two alternative oil price metrics: the US refiners' acquisition cost for imported crude oil and the West Texas Intermediate price of crude oil. - Highlights: • A class of time-varying BVARs is used to examine the relationship between China's economic growth and global oil market fluctuations. • The impacts of intertemporal global oil price shocks on China's output are often small and temporary in nature. • Oil supply and specific oil demand shocks generally produce negative movements in China's GDP growth while oil demand shocks tend to have positive effects. • Domestic output shocks have no significant impact on price or quantity movements within the global oil market.

  3. 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.

  4. Time-varying singular value decomposition for periodic transient identification in bearing fault diagnosis

    Science.gov (United States)

    Zhang, Shangbin; Lu, Siliang; He, Qingbo; Kong, Fanrang

    2016-09-01

    For rotating machines, the defective faults of bearings generally are represented as periodic transient impulses in acquired signals. The extraction of transient features from signals has been a key issue for fault diagnosis. However, the background noise reduces identification performance of periodic faults in practice. This paper proposes a time-varying singular value decomposition (TSVD) method to enhance the identification of periodic faults. The proposed method is inspired by the sliding window method. By applying singular value decomposition (SVD) to the signal under a sliding window, we can obtain a time-varying singular value matrix (TSVM). Each column in the TSVM is occupied by the singular values of the corresponding sliding window, and each row represents the intrinsic structure of the raw signal, namely time-singular-value-sequence (TSVS). Theoretical and experimental analyses show that the frequency of TSVS is exactly twice that of the corresponding intrinsic structure. Moreover, the signal-to-noise ratio (SNR) of TSVS is improved significantly in comparison with the raw signal. The proposed method takes advantages of the TSVS in noise suppression and feature extraction to enhance fault frequency for diagnosis. The effectiveness of the TSVD is verified by means of simulation studies and applications to diagnosis of bearing faults. Results indicate that the proposed method is superior to traditional methods for bearing fault diagnosis.

  5. 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)

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. Ponderomotive force of a uniform electromagnetic wave in a time varying dielectric medium

    International Nuclear Information System (INIS)

    Mori, W.B.; Katsouleas, T.

    1992-01-01

    A ponderomotive force associated with a uniform electromagnetic wave propagating in a medium with time varying dielectric properties [e.g., ε=ε(x-v 0 t)] is identified. In particular, when a laser ionizes a gas through which it propagates, a force is exerted on the medium at the ionization front that is proportional to (∇ε)E 2 rather than the usual (ε-1)∇E 2 . This force excites a wake in the plasma medium behind the ionization front. The ponderomotive force and wake amplitude are derived and tested with 1D particle-in-cell simulations

  12. A Parametric Learning and Identification Based Robust Iterative Learning Control for Time Varying Delay Systems

    Directory of Open Access Journals (Sweden)

    Lun Zhai

    2014-01-01

    Full Text Available A parametric learning based robust iterative learning control (ILC scheme is applied to the time varying delay multiple-input and multiple-output (MIMO linear systems. The convergence conditions are derived by using the H∞ and linear matrix inequality (LMI approaches, and the convergence speed is analyzed as well. A practical identification strategy is applied to optimize the learning laws and to improve the robustness and performance of the control system. Numerical simulations are illustrated to validate the above concepts.

  13. Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework

    OpenAIRE

    Beckmann, Joscha; Czudaj, Robert

    2012-01-01

    This study analyzes the question whether gold provides the ability of hedging against inflation from a new perspective. Using data for four major economies, namely the USA, the UK, the Euro Area, and Japan, we allow for nonlinearity and discriminate between long-run and time-varying short-run dynamics. Thus, we conduct a Markov-switching vector error correction model (MS-VECM) approach for a sample period ranging from January 1970 to December 2011. Our main findings are threefold: First, we s...

  14. Gold as an Infl ation Hedge in a Time-Varying Coeffi cient Framework

    OpenAIRE

    Joscha Beckmann; Robert Czudaj

    2012-01-01

    This study analyzes the question whether gold provides the ability of hedging against inflation from a new perspective. Using data for four major economies, namely the USA, the UK, the Euro Area, and Japan, we allow for nonlinearity and discriminate between long-run and time-varying short-run dynamics. Thus, we conduct a Markov-switching vector error correction model (MS-VECM) approach for a sample period ranging from January 1970 to December 2011. Our main findings are threefold: First, we s...

  15. 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...

  16. Combined time-varying forecast based on the proper scoring approach for wind power generation

    DEFF Research Database (Denmark)

    Chen, Xingying; Jiang, Yu; Yu, Kun

    2017-01-01

    Compared with traditional point forecasts, combined forecast have been proposed as an effective method to provide more accurate forecasts than individual model. However, the literature and research focus on wind-power combined forecasts are relatively limited. Here, based on forecasting error...... distribution, a proper scoring approach is applied to combine plausible models to form an overall time-varying model for the next day forecasts, rather than weights-based combination. To validate the effectiveness of the proposed method, real data of 3 years were used for testing. Simulation results...... demonstrate that the proposed method improves the accuracy of overall forecasts, even compared with a numerical weather prediction....

  17. 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.

  18. Boundedness and stability for recurrent neural networks with variable coefficients and time-varying delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2003-01-01

    In this Letter, the problems of boundedness and stability for a general class of non-autonomous recurrent neural networks with variable coefficients and time-varying delays are analyzed via employing Young inequality technique and Lyapunov method. Some simple sufficient conditions are given for boundedness and stability of the solutions for the recurrent neural networks. These results generalize and improve the previous works, and they are easy to check and apply in practice. Two illustrative examples and their numerical simulations are also given to demonstrate the effectiveness of the proposed results

  19. Delay-dependent exponential stability for neural networks with discrete and distributed time-varying delays

    International Nuclear Information System (INIS)

    Zhu Xunlin; Wang Youyi

    2009-01-01

    This Letter studies the exponential stability for a class of neural networks (NNs) with both discrete and distributed time-varying delays. Under weaker assumptions on the activation functions, by defining a more general type of Lyapunov functionals and developing a new convex combination technique, new less conservative and less complex stability criteria are established to guarantee the global exponential stability of the discussed NNs. The obtained conditions are dependent on both discrete and distributed delays, are expressed in terms of linear matrix inequalities (LMIs), and contain fewer decision variables. Numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed conditions.

  20. Global exponential synchronization of inertial memristive neural networks with time-varying delay via nonlinear controller.

    Science.gov (United States)

    Gong, Shuqing; Yang, Shaofu; Guo, Zhenyuan; Huang, Tingwen

    2018-06-01

    The paper is concerned with the synchronization problem of inertial memristive neural networks with time-varying delay. First, by choosing a proper variable substitution, inertial memristive neural networks described by second-order differential equations can be transformed into first-order differential equations. Then, a novel controller with a linear diffusive term and discontinuous sign term is designed. By using the controller, the sufficient conditions for assuring the global exponential synchronization of the derive and response neural networks are derived based on Lyapunov stability theory and some inequality techniques. Finally, several numerical simulations are provided to substantiate the effectiveness of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  1. On H∞ Fault Estimator Design for Linear Discrete Time-Varying Systems under Unreliable Communication Link

    Directory of Open Access Journals (Sweden)

    Yueyang Li

    2014-01-01

    Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.

  2. 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.

  3. Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm

    Directory of Open Access Journals (Sweden)

    Jacques Oksman

    2008-09-01

    Full Text Available The following paper addresses a problem of inference in financial engineering, namely, online time-varying volatility estimation. The proposed method is based on an adaptive predictor for the stock price, built from an implicit integration formula. An estimate for the current volatility value which minimizes the mean square prediction error is calculated recursively using an LMS algorithm. The method is then validated on several synthetic examples as well as on real data. Throughout the illustration, the proposed method is compared with both UKF and offline volatility estimation.

  4. Globally exponential stability condition of a class of neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Liao, T.-L.; Yan, J.-J.; Cheng, C.-J.; Hwang, C.-C.

    2005-01-01

    In this Letter, the globally exponential stability for a class of neural networks including Hopfield neural networks and cellular neural networks with time-varying delays is investigated. Based on the Lyapunov stability method, a novel and less conservative exponential stability condition is derived. The condition is delay-dependent and easily applied only by checking the Hamiltonian matrix with no eigenvalues on the imaginary axis instead of directly solving an algebraic Riccati equation. Furthermore, the exponential stability degree is more easily assigned than those reported in the literature. Some examples are given to demonstrate validity and excellence of the presented stability condition herein

  5. 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.)

  6. High-quality and interactive animations of 3D time-varying vector fields.

    Science.gov (United States)

    Helgeland, Anders; Elboth, Thomas

    2006-01-01

    In this paper, we present an interactive texture-based method for visualizing three-dimensional unsteady vector fields. The visualization method uses a sparse and global representation of the flow, such that it does not suffer from the same perceptual issues as is the case for visualizing dense representations. The animation is made by injecting a collection of particles evenly distributed throughout the physical domain. These particles are then tracked along their path lines. At each time step, these particles are used as seed points to generate field lines using any vector field such as the velocity field or vorticity field. In this way, the animation shows the advection of particles while each frame in the animation shows the instantaneous vector field. In order to maintain a coherent particle density and to avoid clustering as time passes, we have developed a novel particle advection strategy which produces approximately evenly-spaced field lines at each time step. To improve rendering performance, we decouple the rendering stage from the preceding stages of the visualization method. This allows interactive exploration of multiple fields simultaneously, which sets the stage for a more complete analysis of the flow field. The final display is rendered using texture-based direct volume rendering.

  7. 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.

  8. 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

  9. 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

  10. Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model.

    Science.gov (United States)

    Bringmann, Laura F; Ferrer, Emilio; Hamaker, Ellen L; Borsboom, Denny; Tuerlinckx, Francis

    2018-01-01

    Emotion dynamics are likely to arise in an interpersonal context. Standard methods to study emotions in interpersonal interaction are limited because stationarity is assumed. This means that the dynamics, for example, time-lagged relations, are invariant across time periods. However, this is generally an unrealistic assumption. Whether caused by an external (e.g., divorce) or an internal (e.g., rumination) event, emotion dynamics are prone to change. The semi-parametric time-varying vector-autoregressive (TV-VAR) model is based on well-studied generalized additive models, implemented in the software R. The TV-VAR can explicitly model changes in temporal dependency without pre-existing knowledge about the nature of change. A simulation study is presented, showing that the TV-VAR model is superior to the standard time-invariant VAR model when the dynamics change over time. The TV-VAR model is applied to empirical data on daily feelings of positive affect (PA) from a single couple. Our analyses indicate reliable changes in the male's emotion dynamics over time, but not in the female's-which were not predicted by her own affect or that of her partner. This application illustrates the usefulness of using a TV-VAR model to detect changes in the dynamics in a system.

  11. System and method for constructing filters for detecting signals whose frequency content varies with time

    Science.gov (United States)

    Qian, S.; Dunham, M.E.

    1996-11-12

    A system and method are disclosed for constructing a bank of filters which detect the presence of signals whose frequency content varies with time. The present invention includes a novel system and method for developing one or more time templates designed to match the received signals of interest and the bank of matched filters use the one or more time templates to detect the received signals. Each matched filter compares the received signal x(t) with a respective, unique time template that has been designed to approximate a form of the signals of interest. The robust time domain template is assumed to be of the order of w(t)=A(t)cos(2{pi}{phi}(t)) and the present invention uses the trajectory of a joint time-frequency representation of x(t) as an approximation of the instantaneous frequency function {phi}{prime}(t). First, numerous data samples of the received signal x(t) are collected. A joint time frequency representation is then applied to represent the signal, preferably using the time frequency distribution series. The joint time-frequency transformation represents the analyzed signal energy at time t and frequency f, P(t,f), which is a three-dimensional plot of time vs. frequency vs. signal energy. Then P(t,f) is reduced to a multivalued function f(t), a two dimensional plot of time vs. frequency, using a thresholding process. Curve fitting steps are then performed on the time/frequency plot, preferably using Levenberg-Marquardt curve fitting techniques, to derive a general instantaneous frequency function {phi}{prime}(t) which best fits the multivalued function f(t). Integrating {phi}{prime}(t) along t yields {phi}{prime}(t), which is then inserted into the form of the time template equation. A suitable amplitude A(t) is also preferably determined. Once the time template has been determined, one or more filters are developed which each use a version or form of the time template. 7 figs.

  12. The estimation of time-varying risks in asset pricing modelling using B-Spline method

    Science.gov (United States)

    Nurjannah; Solimun; Rinaldo, Adji

    2017-12-01

    Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

  13. A Hilbert transform method for parameter identification of time-varying structures with observer techniques

    International Nuclear Information System (INIS)

    Wang, Zuo-Cai; Ren, Wei-Xin; Chen, Gen-Da

    2012-01-01

    This paper presents a recursive Hilbert transform method for the time-varying property identification of large-scale shear-type buildings with limited sensor deployments. An observer technique is introduced to estimate the building responses from limited available measurements. For an n-story shear-type building with l measurements (l ≤ n), the responses of other stories without measurements can be estimated based on the first r mode shapes (r ≤ l) as-built conditions and l measurements. Both the measured responses and evaluated responses and their Hilbert transforms are then used to track any variation of structural parameters of a multi-story building over time. Given floor masses, both the stiffness and damping coefficients of the building are identified one-by-one from the top to the bottom story. When variations of parameters are detected, a new developed branch-and-bound technique can be used to update the first r mode shapes with the identified parameters. A 60-story shear building with abruptly varying stiffness at different floors is simulated as an example. The numerical results indicate that the proposed method can detect variations of the parameters of large-scale shear-type buildings with limited sensor deployments at appropriate locations. (paper)

  14. 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.

  15. Adaptive sliding control of non-autonomous active suspension systems with time-varying loadings

    Science.gov (United States)

    Chen, Po-Chang; Huang, An-Chyau

    2005-04-01

    An adaptive sliding controller is proposed in this paper for controlling a non-autonomous quarter-car suspension system with time-varying loadings. The bound of the car-body loading is assumed to be available. Then, the reference coordinate is placed at the static position under the nominal loading so that the system dynamic equation is derived. Due to spring nonlinearities, the system property becomes asymmetric after coordinate transformation. Besides, in practical cases, system parameters are not easy to be obtained precisely for controller design. Therefore, in this paper, system uncertainties are lumped into two unknown time-varying functions. Since the variation bound of one of the unknown functions is not available, conventional adaptive schemes and robust designs are not applicable. To deal with this problem, the function approximation technique is employed to represent the unknown function as a finite combination of basis functions. The Lyapunov direct method can thus be used to find adaptive laws for updating coefficients in the approximating series and to prove stability of the closed-loop system. Since the position and velocity measurements of the unsprung mass are lumped into the unknown function, there is no need to install sensors on the axle and wheel assembly in the actual implementation. Simulation results are presented to show the performance of the proposed strategy.

  16. 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

  17. 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.

  18. 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.

  19. Propagation of a laser beam in a time-varying waveguide. [plasma heating for controlled fusion

    Science.gov (United States)

    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 reported. For the case of an axially uniform waveguide it is found that the basic characteristics of alternating focusing and defocusing beams are maintained. However, the intensity distribution is changed at the foci and outer-beam regions. The features of paraxial beam propagation are discussed with reference to axially varying waveguides. Laser plasma coupling is considered noting the case where laser heating produces a density distribution radially parabolic near the axis and the energy absorbed over the focal length of the plasma is small. It is found that: (1) beam-propagation stability is governed by the relative magnitude of the density fluctuations existing in the axial variation of the waveguides due to laser heating, and (2) for beam propagation in a time-varying waveguide, the global instability of the propagation is a function of the initial fluctuation growth rate as compared to the initial time rate of change in the radial curvature of the waveguide.

  20. Alleviating Border Effects in Wavelet Transforms for Nonlinear Time-varying Signal Analysis

    Directory of Open Access Journals (Sweden)

    SU, H.

    2011-08-01

    Full Text Available Border effects are very common in many finite signals analysis and processing approaches using convolution operation. Alleviating the border effects that can occur in the processing of finite-length signals using wavelet transform is considered in this paper. Traditional methods for alleviating the border effects are suitable to compression or coding applications. We propose an algorithm based on Fourier series which is proved to be appropriate to the application of time-frequency analysis of nonlinear signals. Fourier series extension method preserves the time-varying characteristics of the signals. A modified signal duration expression for measuring the extent of border effects region is presented. The proposed algorithm is confirmed to be efficient to alleviate the border effects in comparison to the current methods through the numerical examples.

  1. 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.

  2. 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.

  3. Synchronization of nonidentical chaotic neural networks with leakage delay and mixed time-varying delays

    Directory of Open Access Journals (Sweden)

    Cao Jinde

    2011-01-01

    Full Text Available Abstract In this paper, an integral sliding mode control approach is presented to investigate synchronization of nonidentical chaotic neural networks with discrete and distributed time-varying delays as well as leakage delay. By considering a proper sliding surface and constructing Lyapunov-Krasovskii functional, as well as employing a combination of the free-weighting matrix method, Newton-Leibniz formulation and inequality technique, a sliding mode controller is designed to achieve the asymptotical synchronization of the addressed nonidentical neural networks. Moreover, a sliding mode control law is also synthesized to guarantee the reachability of the specified sliding surface. The provided conditions are expressed in terms of linear matrix inequalities, and are dependent on the discrete and distributed time delays as well as leakage delay. A simulation example is given to verify the theoretical results.

  4. Off-Line Robust Constrained MPC for Linear Time-Varying Systems with Persistent Disturbances

    Directory of Open Access Journals (Sweden)

    P. Bumroongsri

    2014-01-01

    Full Text Available An off-line robust constrained model predictive control (MPC algorithm for linear time-varying (LTV systems is developed. A novel feature is the fact that both model uncertainty and bounded additive disturbance are explicitly taken into account in the off-line formulation of MPC. In order to reduce the on-line computational burdens, a sequence of explicit control laws corresponding to a sequence of positively invariant sets is computed off-line. At each sampling time, the smallest positively invariant set containing the measured state is determined and the corresponding control law is implemented in the process. The proposed MPC algorithm can guarantee robust stability while ensuring the satisfaction of input and output constraints. The effectiveness of the proposed MPC algorithm is illustrated by two examples.

  5. H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

    Science.gov (United States)

    Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

    2018-03-01

    This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  6. Detection of time-varying harmonic amplitude alterations due to spectral interpolations between musical instrument tones.

    Science.gov (United States)

    Horner, Andrew B; Beauchamp, James W; So, Richard H Y

    2009-01-01

    Gradated spectral interpolations between musical instrument tone pairs were used to investigate discrimination as a function of time-averaged spectral difference. All possible nonidentical pairs taken from a collection of eight musical instrument sounds consisting of bassoon, clarinet, flute, horn, oboe, saxophone, trumpet, and violin were tested. For each pair, several tones were generated with different balances between the primary and secondary instruments, where the balance was fixed across the duration of each tone. Among primary instruments it was found that changes to horn and bassoon [corrected] were most easily discriminable, while changes to saxophone and trumpet timbres were least discriminable. Among secondary instruments, the clarinet had the strongest effect on discrimination, whereas the bassoon had the least effect. For primary instruments, strong negative correlations were found between discrimination and their spectral incoherences, suggesting that the presence of dynamic spectral variations tends to increase the difficulty of detecting time-varying alterations such as spectral interpolation.

  7. 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.

  8. A topological approach to migration and visualization of time-varying volume data

    International Nuclear Information System (INIS)

    Fujishiro, Issei; Otsuka, Rieko; Hamaoka, Aya; Takeshima, Yuriko; Takahashi, Shigeo

    2004-01-01

    Rapid advance in high performance computing and measurement technologies has recently made it possible to produce a stupendous amount of time-varying volume datasets in various disciplines. However, there exist a few known visual exploration tools which allow us to investigate the core of their complex behavior effectively. In this article, our previous approach to topological volume skeletonization is extended to capture the topological skeleton of a 4D volumetric field in terms of critical timing. A cyclic information drilldown scheme, termed T-map, is presented, where a wide choice of information visualization techniques are deployed so that the users are allowed to repeatedly squeeze partial spatiotemporal domains of interest until the size gets fitted into an available computing storage space, prior to topologically-accentuated visualization of the pinpointed volumetric domains. A case study with datasets from atomic collision research is performed to illustrate the feasibility of the present method. (author)

  9. Exponential synchronization of chaotic systems with time-varying delays and parameter mismatches via intermittent control.

    Science.gov (United States)

    Cai, Shuiming; Hao, Junjun; Liu, Zengrong

    2011-06-01

    This paper studies the synchronization of coupled chaotic systems with time-varying delays in the presence of parameter mismatches by means of periodically intermittent control. Some novel and useful quasisynchronization criteria are obtained by using the methods which are different from the techniques employed in the existing works, and the derived results are less conservative. Especially, a strong constraint on the control width that the control width should be larger than the time delay imposed by the current references is released in this paper. Moreover, our results show that the synchronization criteria depend on the ratio of control width to control period, but not the control width or the control period. Finally, some numerical simulations are given to show the effectiveness of the theoretical results.

  10. Periodic solution for state-dependent impulsive shunting inhibitory CNNs with time-varying delays.

    Science.gov (United States)

    Şaylı, Mustafa; Yılmaz, Enes

    2015-08-01

    In this paper, we consider existence and global exponential stability of periodic solution for state-dependent impulsive shunting inhibitory cellular neural networks with time-varying delays. By means of B-equivalence method, we reduce these state-dependent impulsive neural networks system to an equivalent fix time impulsive neural networks system. Further, by using Mawhin's continuation theorem of coincide degree theory and employing a suitable Lyapunov function some new sufficient conditions for existence and global exponential stability of periodic solution are obtained. Previous results are improved and extended. Finally, we give an illustrative example with numerical simulations to demonstrate the effectiveness of our theoretical results. Copyright © 2015 Elsevier Ltd. All rights reserved.

  11. Modeling Quantum Dot Nanoparticle Fate and Transport in Saturated Porous Media under Varying Flow Conditions

    Science.gov (United States)

    Becker, M. D.; Wang, Y.; Englehart, J.; Pennell, K. D.; Abriola, L. M.

    2010-12-01

    As manufactured nanomaterials become more prevalent in commercial and industrial applications, the development of mathematical models capable of predicting nanomaterial transport and retention in subsurface systems is crucial to assessing their fate and distribution in the environment. A systematic modeling approach based on a modification of clean-bed filtration theory was undertaken to elucidate mechanisms governing the transport and deposition behavior of quantum dots in saturated quartz sand as a function of grain size and flow velocity. The traditional deposition governing equation, which assumes irreversible attachment by a first-order rate (katt), was modified to include a maximum or limiting retention capacity (Smax) and first-order detachment of particles from the solid phase (kdet). Quantum dot mobility experiments were performed in columns packed with three size fractions of Ottawa sand (d50 = 125, 165, and 335 μm) at two different pore-water velocities (0.8 m/d and 7.6 m/d). The CdSe quantum dots in a CdZnS shell and polyacrylic acid coating were negatively charged (zeta potential measured ca. -35 mV) with a hydrodynamic diameter of approximately 30 nm. Fitted values of katt, Smax, and kdet were obtained for each transport and deposition experiment through the implementation of a nonlinear least-squares routine developed to fit the model to experimental breakthrough and retention data via multivariate optimization. Fitted attachment rates and retention capacities increased exponentially with decreasing grain size at both flow rates, while no discernable trend was apparent for the fitted detachment rates. Maximum retention capacity values were plotted against a normalized mass flux expression, which accounts for flow conditions and grain size. A power function fit to the data yielded a dependence that was consistent with a previous study undertaken with fullerene nanoparticles.

  12. On the impact of topography and building mask on time varying gravity due to local hydrology

    Science.gov (United States)

    Deville, S.; Jacob, T.; Chéry, J.; Champollion, C.

    2013-01-01

    We use 3 yr of surface absolute gravity measurements at three sites on the Larzac plateau (France) to quantify the changes induced by topography and the building on gravity time-series, with respect to an idealized infinite slab approximation. Indeed, local topography and buildings housing ground-based gravity measurement have an effect on the distribution of water storage changes, therefore affecting the associated gravity signal. We first calculate the effects of surrounding topography and building dimensions on the gravity attraction for a uniform layer of water. We show that a gravimetric interpretation of water storage change using an infinite slab, the so-called Bouguer approximation, is generally not suitable. We propose to split the time varying gravity signal in two parts (1) a surface component including topographic and building effects (2) a deep component associated to underground water transfer. A reservoir modelling scheme is herein presented to remove the local site effects and to invert for the effective hydrological properties of the unsaturated zone. We show that effective time constants associated to water transfer vary greatly from site to site. We propose that our modelling scheme can be used to correct for the local site effects on gravity at any site presenting a departure from a flat topography. Depending on sites, the corrected signal can exceed measured values by 5-15 μGal, corresponding to 120-380 mm of water using the Bouguer slab formula. Our approach only requires the knowledge of daily precipitation corrected for evapotranspiration. Therefore, it can be a useful tool to correct any kind of gravimetric time-series data.

  13. 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.

  14. 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.

  15. 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

  16. 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.

  17. Time-varying surrogate data to assess nonlinearity in nonstationary time series: application to heart rate variability.

    Science.gov (United States)

    Faes, Luca; Zhao, He; Chon, Ki H; Nollo, Giandomenico

    2009-03-01

    We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discriminating statistic. Analysis of simulated time series showed that using TIV surrogates, linear nonstationary time series may be erroneously regarded as nonlinear and weak TV nonlinearities may remain unrevealed, while the use of TV AR surrogates markedly increases the probability of a correct interpretation. Application to short (500 beats) heart rate variability (HRV) time series recorded at rest (R), after head-up tilt (T), and during paced breathing (PB) showed: 1) modifications of the SE statistic that were well interpretable with the known cardiovascular physiology; 2) significant contribution of nonlinear dynamics to HRV in all conditions, with significant increase during PB at 0.2 Hz respiration rate; and 3) a disagreement between TV AR surrogates and TIV surrogates in about a quarter of the series, suggesting that nonstationarity may affect HRV recordings and bias the outcome of the traditional surrogate-based nonlinearity test.

  18. An explicit multi-time-stepping algorithm for aerodynamic flows

    OpenAIRE

    Niemann-Tuitman, B.E.; Veldman, A.E.P.

    1997-01-01

    An explicit multi-time-stepping algorithm with applications to aerodynamic flows is presented. In the algorithm, in different parts of the computational domain different time steps are taken, and the flow is synchronized at the so-called synchronization levels. The algorithm is validated for aerodynamic turbulent flows. For two-dimensional flows speedups in the order of five with respect to single time stepping are obtained.

  19. Asymptotic distributions of coalescence times and ancestral lineage numbers for populations with temporally varying size.

    Science.gov (United States)

    Chen, Hua; Chen, Kun

    2013-07-01

    The distributions of coalescence times and ancestral lineage numbers play an essential role in coalescent modeling and ancestral inference. Both exact distributions of coalescence times and ancestral lineage numbers are expressed as the sum of alternating series, and the terms in the series become numerically intractable for large samples. More computationally attractive are their asymptotic distributions, which were derived in Griffiths (1984) for populations with constant size. In this article, we derive the asymptotic distributions of coalescence times and ancestral lineage numbers for populations with temporally varying size. For a sample of size n, denote by Tm the mth coalescent time, when m + 1 lineages coalesce into m lineages, and An(t) the number of ancestral lineages at time t back from the current generation. Similar to the results in Griffiths (1984), the number of ancestral lineages, An(t), and the coalescence times, Tm, are asymptotically normal, with the mean and variance of these distributions depending on the population size function, N(t). At the very early stage of the coalescent, when t → 0, the number of coalesced lineages n - An(t) follows a Poisson distribution, and as m → n, $$n\\left(n-1\\right){T}_{m}/2N\\left(0\\right)$$ follows a gamma distribution. We demonstrate the accuracy of the asymptotic approximations by comparing to both exact distributions and coalescent simulations. Several applications of the theoretical results are also shown: deriving statistics related to the properties of gene genealogies, such as the time to the most recent common ancestor (TMRCA) and the total branch length (TBL) of the genealogy, and deriving the allele frequency spectrum for large genealogies. With the advent of genomic-level sequencing data for large samples, the asymptotic distributions are expected to have wide applications in theoretical and methodological development for population genetic inference.

  20. Time-varying spatial data integration and visualization: 4 Dimensions Environmental Observations Platform (4-DEOS)

    Science.gov (United States)

    Paciello, Rossana; Coviello, Irina; Filizzola, Carolina; Genzano, Nicola; Lisi, Mariano; Mazzeo, Giuseppe; Pergola, Nicola; Sileo, Giancanio; Tramutoli, Valerio

    2014-05-01

    In environmental studies the integration of heterogeneous and time-varying data, is a very common requirement for investigating and possibly visualize correlations among physical parameters underlying the dynamics of complex phenomena. Datasets used in such kind of applications has often different spatial and temporal resolutions. In some case superimposition of asynchronous layers is required. Traditionally the platforms used to perform spatio-temporal visual data analyses allow to overlay spatial data, managing the time using 'snapshot' data model, each stack of layers being labeled with different time. But this kind of architecture does not incorporate the temporal indexing neither the third spatial dimension which is usually given as an independent additional layer. Conversely, the full representation of a generic environmental parameter P(x,y,z,t) in the 4D space-time domain could allow to handle asynchronous datasets as well as less traditional data-products (e.g. vertical sections, punctual time-series, etc.) . In this paper we present the 4 Dimensions Environmental Observation Platform (4-DEOS), a system based on a web services architecture Client-Broker-Server. This platform is a new open source solution for both a timely access and an easy integration and visualization of heterogeneous (maps, vertical profiles or sections, punctual time series, etc.) asynchronous, geospatial products. The innovative aspect of the 4-DEOS system is that users can analyze data/products individually moving through time, having also the possibility to stop the display of some data/products and focus on other parameters for better studying their temporal evolution. This platform gives the opportunity to choose between two distinct display modes for time interval or for single instant. Users can choose to visualize data/products in two ways: i) showing each parameter in a dedicated window or ii) visualize all parameters overlapped in a single window. A sliding time bar, allows

  1. Optimal routing of hazardous substances in time-varying, stochastic transportation networks

    International Nuclear Information System (INIS)

    Woods, A.L.; Miller-Hooks, E.; Mahmassani, H.S.

    1998-07-01

    This report is concerned with the selection of routes in a network along which to transport hazardous substances, taking into consideration several key factors pertaining to the cost of transport and the risk of population exposure in the event of an accident. Furthermore, the fact that travel time and the risk measures are not constant over time is explicitly recognized in the routing decisions. Existing approaches typically assume static conditions, possibly resulting in inefficient route selection and unnecessary risk exposure. The report described the application of recent advances in network analysis methodologies to the problem of routing hazardous substances. Several specific problem formulations are presented, reflecting different degrees of risk aversion on the part of the decision-maker, as well as different possible operational scenarios. All procedures explicitly consider travel times and travel costs (including risk measures) to be stochastic time-varying quantities. The procedures include both exact algorithms, which may require extensive computational effort in some situations, as well as more efficient heuristics that may not guarantee a Pareto-optimal solution. All procedures are systematically illustrated for an example application using the Texas highway network, for both normal and incident condition scenarios. The application illustrates the trade-offs between the information obtained in the solution and computational efficiency, and highlights the benefits of incorporating these procedures in a decision-support system for hazardous substance shipment routing decisions

  2. Elevated temperature inelastic analysis of metallic media under time varying loads using state variable theories

    International Nuclear Information System (INIS)

    Kumar, V.; Mukherjee, S.

    1977-01-01

    In the present paper a general time-dependent inelastic analysis procedure for three-dimensional bodies subjected to arbitrary time varying mechanical and thermal loads using these state variable theories is presented. For the purpose of illustrations, the problems of hollow spheres, cylinders and solid circular shafts subjected to various combinations of internal and external pressures, axial force (or constraint) and torque are analyzed using the proposed solution procedure. Various cyclic thermal and mechanical loading histories with rectangular or sawtooth type waves with or without hold-time are considered. Numerical results for these geometrical shapes for various such loading histories are presented using Hart's theory (Journal of Engineering Materials and Technology 1976). The calculations are performed for nickel in the temperature range of 25 0 C to 400 0 C. For integrating forward in time, a method of solving a stiff system of ordinary differential equations is employed which corrects the step size and order of the method automatically. The limit loads for hollow spheres and cylinders are calculated using the proposed method and Hart's theory, and comparisons are made against the known theoretical results. The numerical results for other loading histories are discussed in the context of Hart's state variable type constitutive relations. The significance of phenomena such as strain rate sensitivity, Bauschinger's effect, crep recovery, history dependence and material softening with regard to these multiaxial problems are discussed in the context of Hart's theory

  3. Tracking the Reorganization of Module Structure in Time-Varying Weighted Brain Functional Connectivity Networks.

    Science.gov (United States)

    Schmidt, Christoph; Piper, Diana; Pester, Britta; Mierau, Andreas; Witte, Herbert

    2018-05-01

    Identification of module structure in brain functional networks is a promising way to obtain novel insights into neural information processing, as modules correspond to delineated brain regions in which interactions are strongly increased. Tracking of network modules in time-varying brain functional networks is not yet commonly considered in neuroscience despite its potential for gaining an understanding of the time evolution of functional interaction patterns and associated changing degrees of functional segregation and integration. We introduce a general computational framework for extracting consensus partitions from defined time windows in sequences of weighted directed edge-complete networks and show how the temporal reorganization of the module structure can be tracked and visualized. Part of the framework is a new approach for computing edge weight thresholds for individual networks based on multiobjective optimization of module structure quality criteria as well as an approach for matching modules across time steps. By testing our framework using synthetic network sequences and applying it to brain functional networks computed from electroencephalographic recordings of healthy subjects that were exposed to a major balance perturbation, we demonstrate the framework's potential for gaining meaningful insights into dynamic brain function in the form of evolving network modules. The precise chronology of the neural processing inferred with our framework and its interpretation helps to improve the currently incomplete understanding of the cortical contribution for the compensation of such balance perturbations.

  4. Robust Stability of Scaled-Four-Channel Teleoperation with Internet Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Emma Delgado

    2016-04-01

    Full Text Available We describe the application of a generic stability framework for a teleoperation system under time-varying delay conditions, as addressed in a previous work, to a scaled-four-channel (γ-4C control scheme. Described is how varying delays are dealt with by means of dynamic encapsulation, giving rise to mu-test conditions for robust stability and offering an appealing frequency technique to deal with the stability robustness of the architecture. We discuss ideal transparency problems and we adapt classical solutions so that controllers are proper, without single or double differentiators, and thus avoid the negative effects of noise. The control scheme was fine-tuned and tested for complete stability to zero of the whole state, while seeking a practical solution to the trade-off between stability and transparency in the Internet-based teleoperation. These ideas were tested on an Internet-based application with two Omni devices at remote laboratory locations via simulations and real remote experiments that achieved robust stability, while performing well in terms of position synchronization and force transparency.

  5. Robust Stability of Scaled-Four-Channel Teleoperation with Internet Time-Varying Delays.

    Science.gov (United States)

    Delgado, Emma; Barreiro, Antonio; Falcón, Pablo; Díaz-Cacho, Miguel

    2016-04-26

    We describe the application of a generic stability framework for a teleoperation system under time-varying delay conditions, as addressed in a previous work, to a scaled-four-channel (γ-4C) control scheme. Described is how varying delays are dealt with by means of dynamic encapsulation, giving rise to mu-test conditions for robust stability and offering an appealing frequency technique to deal with the stability robustness of the architecture. We discuss ideal transparency problems and we adapt classical solutions so that controllers are proper, without single or double differentiators, and thus avoid the negative effects of noise. The control scheme was fine-tuned and tested for complete stability to zero of the whole state, while seeking a practical solution to the trade-off between stability and transparency in the Internet-based teleoperation. These ideas were tested on an Internet-based application with two Omni devices at remote laboratory locations via simulations and real remote experiments that achieved robust stability, while performing well in terms of position synchronization and force transparency.

  6. Effective diffusion in time-periodic linear planar flow

    International Nuclear Information System (INIS)

    Indeikina, A.; Chang, H.

    1993-01-01

    It is shown that when a point source of solute is inserted into a time-periodic, unbounded linear planar flow, the large-time, time-average transport of the solute can be described by classical anisotropic diffusion with constant effective diffusion tensors. For a given vorticity and forcing period, elongational flow is shown to be the most dispersive followed by simple shear and rotational flow. Large-time diffusivity along the major axis of the time-average concentration ellipse, whose alignment is predicted from the theory, is shown to increase with vorticity for all flows and decrease with increasing forcing frequency for elongational flow and simple shear. For the interesting case of rotational flow, there exist discrete resonant frequencies where the time-average major diffusivity reaches local maxima equal to the time-average steady flow case with zero forcing frequency

  7. Stability analysis and backward whirl investigation of cracked rotors with time-varying stiffness

    Science.gov (United States)

    AL-Shudeifat, Mohammad A.

    2015-07-01

    The dynamic stability of dynamical systems with time-periodic stiffness is addressed here. Cracked rotor systems with time-periodic stiffness are well-known examples of such systems. Time-varying area moments of inertia at the cracked element cross-section of a cracked rotor have been used to formulate the time-periodic finite element stiffness matrix. The semi-infinite coefficient matrix obtained by applying the harmonic balance (HB) solution to the finite element (FE) equations of motion is employed here to study the dynamic stability of the system. Consequently, the sign of the determinant of a scaled version of a sub-matrix of this semi-infinite coefficient matrix at a finite number of harmonics in the HB solution is found to be sufficient for identifying the major unstable zones of the system in the parameter plane. Specifically, it is found that the negative determinant always corresponds to unstable zones in all of the systems considered. This approach is applied to a parametrically excited Mathieu's equation, a two degree-of-freedom linear time-periodic dynamical system, a cracked Jeffcott rotor and a finite element model of the cracked rotor system. Compared to the corresponding results obtained by Floquet's theory, the sign of the determinant of the scaled sub-matrix is found to be an efficient tool for identifying the major unstable zones of the linear time-periodic parametrically excited systems, especially large-scale FE systems. Moreover, it is found that the unstable zones for a FE cracked rotor with an open transverse crack model only appear at the backward whirl. The theoretical and experimental results have been found to agree well for verifying that the open crack model excites the backward whirl amplitudes at the critical backward whirling rotational speeds.

  8. Robust stability analysis of switched Hopfield neural networks with time-varying delay under uncertainty

    International Nuclear Information System (INIS)

    Huang He; Qu Yuzhong; Li Hanxiong

    2005-01-01

    With the development of intelligent control, switched systems have been widely studied. Here we try to introduce some ideas of the switched systems into the field of neural networks. In this Letter, a class of switched Hopfield neural networks with time-varying delay is investigated. The parametric uncertainty is considered and assumed to be norm bounded. Firstly, the mathematical model of the switched Hopfield neural networks is established in which a set of Hopfield neural networks are used as the individual subsystems and an arbitrary switching rule is assumed; Secondly, robust stability analysis for such switched Hopfield neural networks is addressed based on the Lyapunov-Krasovskii approach. Some criteria are given to guarantee the switched Hopfield neural networks to be globally exponentially stable for all admissible parametric uncertainties. These conditions are expressed in terms of some strict linear matrix inequalities (LMIs). Finally, a numerical example is provided to illustrate our results

  9. Securing OFDM over Wireless Time-Varying Channels Using Subcarrier Overloading with Joint Signal Constellations

    Directory of Open Access Journals (Sweden)

    Gill R. Tsouri

    2009-01-01

    Full Text Available A method of overloading subcarriers by multiple transmitters to secure OFDM in wireless time-varying channels is proposed and analyzed. The method is based on reverse piloting, superposition modulation, and joint decoding. It makes use of channel randomness, reciprocity, and fast decorrelation in space to secure OFDM with low overheads on encryption, decryption, and key distribution. These properties make it a good alternative to traditional software-based information security algorithms in systems where the costs associated with such algorithms are an implementation obstacle. A necessary and sufficient condition for achieving information theoretic security in accordance with channel and system parameters is derived. Security by complexity is assessed for cases where the condition for information theoretic security is not satisfied. In addition, practical means for implementing the method are derived including generating robust joint constellations, decoding data with low complexity, and mitigating the effects of imperfections due to mobility, power control errors, and synchronization errors.

  10. 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.

  11. Robust distributed model predictive control of linear systems with structured time-varying uncertainties

    Science.gov (United States)

    Zhang, Langwen; Xie, Wei; Wang, Jingcheng

    2017-11-01

    In this work, synthesis of robust distributed model predictive control (MPC) is presented for a class of linear systems subject to structured time-varying uncertainties. By decomposing a global system into smaller dimensional subsystems, a set of distributed MPC controllers, instead of a centralised controller, are designed. To ensure the robust stability of the closed-loop system with respect to model uncertainties, distributed state feedback laws are obtained by solving a min-max optimisation problem. The design of robust distributed MPC is then transformed into solving a minimisation optimisation problem with linear matrix inequality constraints. An iterative online algorithm with adjustable maximum iteration is proposed to coordinate the distributed controllers to achieve a global performance. The simulation results show the effectiveness of the proposed robust distributed MPC algorithm.

  12. A First-order Prediction-Correction Algorithm for Time-varying (Constrained) Optimization: Preprint

    Energy Technology Data Exchange (ETDEWEB)

    Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Simonetto, Andrea [Universite catholique de Louvain

    2017-07-25

    This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are established to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.

  13. Almost Periodic Solution for Memristive Neural Networks with Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Huaiqin Wu

    2013-01-01

    Full Text Available This paper is concerned with the dynamical stability analysis for almost periodic solution of memristive neural networks with time-varying delays. Under the framework of Filippov solutions, by applying the inequality analysis techniques, the existence and asymptotically almost periodic behavior of solutions are discussed. Based on the differential inclusions theory and Lyapunov functional approach, the stability issues of almost periodic solution are investigated, and a sufficient condition for the existence, uniqueness, and global exponential stability of the almost periodic solution is established. Moreover, as a special case, the condition which ensures the global exponential stability of a unique periodic solution is also presented for the considered memristive neural networks. Two examples are given to illustrate the validity of the theoretical results.

  14. On-line statistical processing of radiation detector pulse trains with time-varying count rates

    International Nuclear Information System (INIS)

    Apostolopoulos, G.

    2008-01-01

    Statistical analysis is of primary importance for the correct interpretation of nuclear measurements, due to the inherent random nature of radioactive decay processes. This paper discusses the application of statistical signal processing techniques to the random pulse trains generated by radiation detectors. The aims of the presented algorithms are: (i) continuous, on-line estimation of the underlying time-varying count rate θ(t) and its first-order derivative dθ/dt; (ii) detection of abrupt changes in both of these quantities and estimation of their new value after the change point. Maximum-likelihood techniques, based on the Poisson probability distribution, are employed for the on-line estimation of θ and dθ/dt. Detection of abrupt changes is achieved on the basis of the generalized likelihood ratio statistical test. The properties of the proposed algorithms are evaluated by extensive simulations and possible applications for on-line radiation monitoring are discussed

  15. The co-movement of monetary policy and its time-varying nature: A DCCA approach

    Science.gov (United States)

    Rohit, Abhishek; Mitra, Subrata Kumar

    2018-02-01

    Employing a novel methodology of DCCA cross-correlation coefficient (ρDCCA), this study attempts to provide fresh evidences for the co-movement of monetary policies of the advanced (AEs) as well as the emerging economies (EMEs) vis-à-vis the United States. A higher degree of monetary co-movement as measured by ρDCCA values, is identified for the AEs as compared to the EMEs. Lower co-movement of monetary policy is especially noticeable in the short run for EMEs. We further investigate the time-varying nature of such co-movements for the AEs by splitting the period (1980-2014) into four sub periods and also by performing a rolling window estimation for the entire period to reveal smoother dynamics. Significant evidence of higher monetary coordination is revealed for sub-periods with stronger trade and financial linkages.

  16. Comparison of different Kalman filter approaches in deriving time varying connectivity from EEG data.

    Science.gov (United States)

    Ghumare, Eshwar; Schrooten, Maarten; Vandenberghe, Rik; Dupont, Patrick

    2015-08-01

    Kalman filter approaches are widely applied to derive time varying effective connectivity from electroencephalographic (EEG) data. For multi-trial data, a classical Kalman filter (CKF) designed for the estimation of single trial data, can be implemented by trial-averaging the data or by averaging single trial estimates. A general linear Kalman filter (GLKF) provides an extension for multi-trial data. In this work, we studied the performance of the different Kalman filtering approaches for different values of signal-to-noise ratio (SNR), number of trials and number of EEG channels. We used a simulated model from which we calculated scalp recordings. From these recordings, we estimated cortical sources. Multivariate autoregressive model parameters and partial directed coherence was calculated for these estimated sources and compared with the ground-truth. The results showed an overall superior performance of GLKF except for low levels of SNR and number of trials.

  17. Measurement of speech levels in the presence of time varying background noise

    Science.gov (United States)

    Pearsons, K. S.; Horonjeff, R.

    1982-01-01

    Short-term speech level measurements which could be used to note changes in vocal effort in a time varying noise environment were studied. Knowing the changes in speech level would in turn allow prediction of intelligibility in the presence of aircraft flyover noise. Tests indicated that it is possible to use two second samples of speech to estimate long term root mean square speech levels. Other tests were also performed in which people read out loud during aircraft flyover noise. Results of these tests indicate that people do indeed raise their voice during flyovers at a rate of about 3-1/2 dB for each 10 dB increase in background level. This finding is in agreement with other tests of speech levels in the presence of steady state background noise.

  18. The time-varying correlation between policy uncertainty and stock returns: Evidence from China

    Science.gov (United States)

    Xiong, Xiong; Bian, Yuxiang; Shen, Dehua

    2018-06-01

    In this paper, we use a new policy uncertainty index to investigate the time-varying correlation between economic policy uncertainty (EPU) and Chinese stock market returns. The correlation is examined in the period from January 1995 to December 2016. We show that absolute changes in EPU have a significant impact on stock market returns. Specifically, empirical results based on the DCC-GARCH model reveal that the correlation between EPU and stock returns has large fluctuations, especially during a financial crisis; in addition, the impact of EPU on the Shanghai stock market is greater than on the Shenzhen stock market. Robustness results reveal that the impact of EPU on state-owned enterprises is larger than on non-state enterprises. All of these results highlight the important role of EPU in the Chinese stock market, and shed light on such issues for future research.

  19. Multistability and instability analysis of recurrent neural networks with time-varying delays.

    Science.gov (United States)

    Zhang, Fanghai; Zeng, Zhigang

    2018-01-01

    This paper provides new theoretical results on the multistability and instability analysis of recurrent neural networks with time-varying delays. It is shown that such n-neuronal recurrent neural networks have exactly [Formula: see text] equilibria, [Formula: see text] of which are locally exponentially stable and the others are unstable, where k 0 is a nonnegative integer such that k 0 ≤n. By using the combination method of two different divisions, recurrent neural networks can possess more dynamic properties. This method improves and extends the existing results in the literature. Finally, one numerical example is provided to show the superiority and effectiveness of the presented results. Copyright © 2017 Elsevier Ltd. All rights reserved.

  20. Pinning synchronization of memristor-based neural networks with time-varying delays.

    Science.gov (United States)

    Yang, Zhanyu; Luo, Biao; Liu, Derong; Li, Yueheng

    2017-09-01

    In this paper, the synchronization of memristor-based neural networks with time-varying delays via pinning control is investigated. A novel pinning method is introduced to synchronize two memristor-based neural networks which denote drive system and response system, respectively. The dynamics are studied by theories of differential inclusions and nonsmooth analysis. In addition, some sufficient conditions are derived to guarantee asymptotic synchronization and exponential synchronization of memristor-based neural networks via the presented pinning control. Furthermore, some improvements about the proposed control method are also discussed in this paper. Finally, the effectiveness of the obtained results is demonstrated by numerical simulations. Copyright © 2017 Elsevier Ltd. All rights reserved.

  1. Passivity analysis of memristor-based impulsive inertial neural networks with time-varying delays.

    Science.gov (United States)

    Wan, Peng; Jian, Jigui

    2018-03-01

    This paper focuses on delay-dependent passivity analysis for a class of memristive impulsive inertial neural networks with time-varying delays. By choosing proper variable transformation, the memristive inertial neural networks can be rewritten as first-order differential equations. The memristive model presented here is regarded as a switching system rather than employing the theory of differential inclusion and set-value map. Based on matrix inequality and Lyapunov-Krasovskii functional method, several delay-dependent passivity conditions are obtained to ascertain the passivity of the addressed networks. In addition, the results obtained here contain those on the passivity for the addressed networks without impulse effects as special cases and can also be generalized to other neural networks with more complex pulse interference. Finally, one numerical example is presented to show the validity of the obtained results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  2. Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach

    Science.gov (United States)

    Gu, Huaying; Liu, Zhixue; Weng, Yingliang

    2017-04-01

    The present study applies the multivariate generalized autoregressive conditional heteroscedasticity (MGARCH) with spatial effects approach for the analysis of the time-varying conditional correlations and contagion effects among global real estate markets. A distinguishing feature of the proposed model is that it can simultaneously capture the spatial interactions and the dynamic conditional correlations compared with the traditional MGARCH models. Results reveal that the estimated dynamic conditional correlations have exhibited significant increases during the global financial crisis from 2007 to 2009, thereby suggesting contagion effects among global real estate markets. The analysis further indicates that the returns of the regional real estate markets that are in close geographic and economic proximities exhibit strong co-movement. In addition, evidence of significantly positive leverage effects in global real estate markets is also determined. The findings have significant implications on global portfolio diversification opportunities and risk management practices.

  3. Time-varying Entry Heating Profile Replication with a Rotating Arc Jet Test Article

    Science.gov (United States)

    Grinstead, Jay Henderson; Venkatapathy, Ethiraj; Noyes, Eric A.; Mach, Jeffrey J.; Empey, Daniel M.; White, Todd R.

    2014-01-01

    A new approach for arc jet testing of thermal protection materials at conditions approximating the time-varying conditions of atmospheric entry was developed and demonstrated. The approach relies upon the spatial variation of heat flux and pressure over a cylindrical test model. By slowly rotating a cylindrical arc jet test model during exposure to an arc jet stream, each point on the test model will experience constantly changing applied heat flux. The predicted temporal profile of heat flux at a point on a vehicle can be replicated by rotating the cylinder at a prescribed speed and direction. An electromechanical test model mechanism was designed, built, and operated during an arc jet test to demonstrate the technique.

  4. Fault Detection for Non-Gaussian Stochastic Systems with Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Tao Li

    2013-01-01

    Full Text Available Fault detection (FD for non-Gaussian stochastic systems with time-varying delay is studied. The available information for the addressed problem is the input and the measured output probability density functions (PDFs of the system. In this framework, firstly, by constructing an augmented Lyapunov functional, which involves some slack variables and a tuning parameter, a delay-dependent condition for the existence of FD observer is derived in terms of linear matrix inequality (LMI and the fault can be detected through a threshold. Secondly, in order to improve the detection sensitivity performance, the optimal algorithm is applied to minimize the threshold value. Finally, paper-making process example is given to demonstrate the applicability of the proposed approach.

  5. Efficiency or speculation? A time-varying analysis of European sovereign debt

    Science.gov (United States)

    Ferreira, Paulo

    2018-01-01

    The outbreak of the Greek debt crisis caused turmoil in European markets and drew attention to the problem of public debt and its consequences. The increase in the return rates of sovereign debts was one of these consequences. However, like any other asset, sovereign debt returns are expected to have a memoryless behaviour. Analysing a total of 15 European countries (Eurozone and non-Eurozone), and applying a time-varying analysis of the Hurst exponent, we found evidence of long-range memory in sovereign bonds. When analysing the spreads between each bond and the German one, it is possible to conclude that Eurozone countries' spreads show more evidence of long-range dependence. Considering the Eurozone countries most affected by the Eurozone crisis, that long-range dependence is more evident, but started before the crisis, which could be interpreted as possible speculation by investors.

  6. The optimal replenishment policy for time-varying stochastic demand under vendor managed inventory

    DEFF Research Database (Denmark)

    Govindan, Kannan

    2015-01-01

    A Vendor Managed Inventory (VMI) partnership places the responsibility on the vendor (rather than on buyers) to schedule purchase orders for inventory replenishment in the supply chain system. In this research, the supply chain network considers the Silver-Meal heuristic with an augmentation...... quantity replenishment policy between both traditional and VMI systems. We consider time-varying stochastic demand in two-echelon (one vendor, multiple retailers) supply chains. This paper seeks to find the supply chain that minimizes system cost through comparing performance between traditional and VMI...... systems. A mathematical model is developed, and total supply chain cost is used as the measure of comparison. The models are applied in both traditional and VMI supply chains based on pharmaceutical industry data, and we focus on total cost difference compared through the use of Adjusted Silver-Meal (ASM...

  7. Linear response approach to active Brownian particles in time-varying activity fields

    Science.gov (United States)

    Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe

    2018-05-01

    In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.

  8. Synchronization criterion for Lur'e type complex dynamical networks with time-varying delay

    International Nuclear Information System (INIS)

    Ji, D.H.; Park, Ju H.; Yoo, W.J.; Won, S.C.; Lee, S.M.

    2010-01-01

    In this Letter, the synchronization problem for a class of complex dynamical networks in which every identical node is a Lur'e system with time-varying delay is considered. A delay-dependent synchronization criterion is derived for the synchronization of complex dynamical network that represented by Lur'e system with sector restricted nonlinearities. The derived criterion is a sufficient condition for absolute stability of error dynamics between the each nodes and the isolated node. Using a convex representation of the nonlinearity for error dynamics, the stability condition based on the discretized Lyapunov-Krasovskii functional is obtained via LMI formulation. The proposed delay-dependent synchronization criterion is less conservative than the existing ones. The effectiveness of our work is verified through numerical examples.

  9. PERAMALAN JUMLAH KUNJUNGAN WISATAWAN AUSTRALIA YANG BERKUNJUNG KE BALI MENGGUNAKAN MODEL TIME VARYING PARAMETER (TVP

    Directory of Open Access Journals (Sweden)

    I PUTU GEDE DIAN GERRY SUWEDAYANA

    2016-08-01

    Full Text Available The purpose of this research is to forecast the number of Australian tourists arrival to Bali using Time Varying Parameter (TVP model based on inflation of Indonesia and exchange rate AUD to IDR from January 2010 – December 2015 as explanatory variables. TVP model is specified in a state space model and estimated by Kalman filter algorithm. The result shows that the TVP model can be used to forecast the number of Australian tourists arrival to Bali because it satisfied the assumption that the residuals are distributed normally and the residuals in the measurement and transition equations are not correlated. The estimated TVP model is . This model has a value of mean absolute percentage error (MAPE is equal to dan root mean square percentage error (RMSPE is equal to . The number of Australian tourists arrival to Bali for the next five periods is predicted: ; ; ; ; and (January - May 2016.

  10. Novel global robust stability criteria for interval neural networks with multiple time-varying delays

    International Nuclear Information System (INIS)

    Xu Shengyuan; Lam, James; Ho, Daniel W.C.

    2005-01-01

    This Letter is concerned with the problem of robust stability analysis for interval neural networks with multiple time-varying delays and parameter uncertainties. The parameter uncertainties are assumed to be bounded in given compact sets and the activation functions are supposed to be bounded and globally Lipschitz continuous. A sufficient condition is obtained by means of Lyapunov functionals, which guarantees the existence, uniqueness and global asymptotic stability of the delayed neural network for all admissible uncertainties. This condition is in terms of a linear matrix inequality (LMI), which can be easily checked by using recently developed algorithms in solving LMIs. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed method

  11. Single server queueing networks with varying service times and renewal input

    Directory of Open Access Journals (Sweden)

    Pierre Le Gall

    2000-01-01

    Full Text Available Using recent results in tandem queues and queueing networks with renewal input, when successive service times of the same customer are varying (and when the busy periods are frequently not broken up in large networks, the local queueing delay of a single server queueing network is evaluated utilizing new concepts of virtual and actual delays (respectively. It appears that because of an important property, due to the underlying tandem queue effect, the usual queueing standards (related to long queues cannot protect against significant overloads in the buffers due to some possible “agglutination phenomenon” (related to short queues. Usual network management methods and traffic simulation methods should be revised, and should monitor the partial traffic streams loads (and not only the server load.

  12. 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

  13. Toward the integration of European natural gas markets:A time-varying approach

    International Nuclear Information System (INIS)

    Renou-Maissant, Patricia

    2012-01-01

    Over the past fifteen years, European gas markets have radically changed. In order to build a single European gas market, a new regulatory framework has been established through three European Gas Directives. The purpose of this article is to investigate the impact of the reforms in the natural gas industry on consumer prices, with a specific focus on gas prices for industrial use. The strength of the relationship between the industrial gas prices of six western European countries is studied by testing the Law of One Price for the period 1991–2009. Estimations were carried out using both cointegration analysis and time-varying parameter models. Results highlight an emerging and on-going process of convergence between the industrial gas prices in western Europe since 2001 for the six EU member states. The strength and the level of convergence differ widely between countries. Strong integration of gas markets in continental Europe, except for the Belgian market, has been established. It appears that the convergence process between continental countries and the UK is not completed. Thus, the integration of European gas markets remains an open issue and the question of how far integration will proceed will still be widely discussed in the coming years. - Highlights: ► We investigate the integration of European natural gas markets. ► We use both cointegration analysis and time-varying parameter models. ► We show the failure of cointegration techniques to take account of evolving processes. ► An emerging and on-going process of convergence between the industrial gas prices is at work. ► Strong integration of gas markets in continental Europe has been established.

  14. Development of an Improved Time Varying Loudness Model with the Inclusion of Binaural Loudness Summation

    Science.gov (United States)

    Charbonneau, Jeremy

    As the perceived quality of a product is becoming more important in the manufacturing industry, more emphasis is being placed on accurately predicting the sound quality of everyday objects. This study was undertaken to improve upon current prediction techniques with regard to the psychoacoustic descriptor of loudness and an improved binaural summation technique. The feasibility of this project was first investigated through a loudness matching experiment involving thirty-one subjects and pure tones of constant sound pressure level. A dependence of binaural summation on frequency was observed which had previously not been a subject of investigation in the reviewed literature. A follow-up investigation was carried out with forty-eight volunteers and pure tones of constant sensation level. Contrary to existing theories in literature the resulting loudness matches revealed an amplitude versus frequency relationship which confirmed the perceived increase in loudness when a signal was presented to both ears simultaneously as opposed to one ear alone. The resulting trend strongly indicated that the higher the frequency of the presented signal, the greater the increase in observed binaural summation. The results from each investigation were summarized into a single binaural summation algorithm and inserted into an improved time-varying loudness model. Using experimental techniques, it was demonstrated that the updated binaural summation algorithm was a considerable improvement over the state of the art approach for predicting the perceived binaural loudness. The improved function retained the ease of use from the original model while additionally providing accurate estimates of diotic listening conditions from monaural WAV files. It was clearly demonstrated using a validation jury test that the revised time-varying loudness model was a significant improvement over the previously standardized approach.

  15. 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

  16. Flow field optimization for proton exchange membrane fuel cells with varying channel heights and widths

    International Nuclear Information System (INIS)

    Wang Xiaodong; Huang Yuxian; Cheng, C.-H.; Jang, J.-Y.; Lee, D.-J.; Yan, W.-M.; Su Ay

    2009-01-01

    The optimal cathode flow field design of a single serpentine proton exchange membrane fuel cell is obtained by adopting a combined optimization procedure including a simplified conjugate-gradient method (SCGM) and a completely three-dimensional, two-phase, non-isothermal fuel cell model. The cell output power density P cell is the objective function to be maximized with channel heights, H 1 -H 5 , and channel widths, W 2 -W 5 as search variables. The optimal design has tapered channels 1, 3 and 4, and diverging channels 2 and 5, producing 22.51% increment compared with the basic design with all heights and widths setting as 1 mm. Reduced channel heights of channels 2-4 significantly enhance sub-rib convection to effectively transport oxygen to and liquid water out of diffusion layer. The final diverging channel prevents significant leakage of fuel to outlet via sub-rib convection from channel 4. Near-optimal design without huge loss in cell performance but is easily manufactured is discussed.

  17. Visualizing Robustness of Critical Points for 2D Time-Varying Vector Fields

    KAUST Repository

    Wang, B.

    2013-06-01

    Analyzing critical points and their temporal evolutions plays a crucial role in understanding the behavior of vector fields. A key challenge is to quantify the stability of critical points: more stable points may represent more important phenomena or vice versa. The topological notion of robustness is a tool which allows us to quantify rigorously the stability of each critical point. Intuitively, the robustness of a critical point is the minimum amount of perturbation necessary to cancel it within a local neighborhood, measured under an appropriate metric. In this paper, we introduce a new analysis and visualization framework which enables interactive exploration of robustness of critical points for both stationary and time-varying 2D vector fields. This framework allows the end-users, for the first time, to investigate how the stability of a critical point evolves over time. We show that this depends heavily on the global properties of the vector field and that structural changes can correspond to interesting behavior. We demonstrate the practicality of our theories and techniques on several datasets involving combustion and oceanic eddy simulations and obtain some key insights regarding their stable and unstable features. © 2013 The Author(s) Computer Graphics Forum © 2013 The Eurographics Association and Blackwell Publishing Ltd.

  18. Design and implementation of multi-signal and time-varying neural reconstructions.

    Science.gov (United States)

    Nanda, Sumit; Chen, Hanbo; Das, Ravi; Bhattacharjee, Shatabdi; Cuntz, Hermann; Torben-Nielsen, Benjamin; Peng, Hanchuan; Cox, Daniel N; De Schutter, Erik; Ascoli, Giorgio A

    2018-01-23

    Several efficient procedures exist to digitally trace neuronal structure from light microscopy, and mature community resources have emerged to store, share, and analyze these datasets. In contrast, the quantification of intracellular distributions and morphological dynamics is not yet standardized. Current widespread descriptions of neuron morphology are static and inadequate for subcellular characterizations. We introduce a new file format to represent multichannel information as well as an open-source Vaa3D plugin to acquire this type of data. Next we define a novel data structure to capture morphological dynamics, and demonstrate its application to different time-lapse experiments. Importantly, we designed both innovations as judicious extensions of the classic SWC format, thus ensuring full back-compatibility with popular visualization and modeling tools. We then deploy the combined multichannel/time-varying reconstruction system on developing neurons in live Drosophila larvae by digitally tracing fluorescently labeled cytoskeletal components along with overall dendritic morphology as they changed over time. This same design is also suitable for quantifying dendritic calcium dynamics and tracking arbor-wide movement of any subcellular substrate of interest.

  19. Visualizing Robustness of Critical Points for 2D Time-Varying Vector Fields

    KAUST Repository

    Wang, B.; Rosen, P.; Skraba, P.; Bhatia, H.; Pascucci, V.

    2013-01-01

    Analyzing critical points and their temporal evolutions plays a crucial role in understanding the behavior of vector fields. A key challenge is to quantify the stability of critical points: more stable points may represent more important phenomena or vice versa. The topological notion of robustness is a tool which allows us to quantify rigorously the stability of each critical point. Intuitively, the robustness of a critical point is the minimum amount of perturbation necessary to cancel it within a local neighborhood, measured under an appropriate metric. In this paper, we introduce a new analysis and visualization framework which enables interactive exploration of robustness of critical points for both stationary and time-varying 2D vector fields. This framework allows the end-users, for the first time, to investigate how the stability of a critical point evolves over time. We show that this depends heavily on the global properties of the vector field and that structural changes can correspond to interesting behavior. We demonstrate the practicality of our theories and techniques on several datasets involving combustion and oceanic eddy simulations and obtain some key insights regarding their stable and unstable features. © 2013 The Author(s) Computer Graphics Forum © 2013 The Eurographics Association and Blackwell Publishing Ltd.

  20. A Class of Prediction-Correction Methods for Time-Varying Convex Optimization

    Science.gov (United States)

    Simonetto, Andrea; Mokhtari, Aryan; Koppel, Alec; Leus, Geert; Ribeiro, Alejandro

    2016-09-01

    This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction steps, while sampling the problem data at a constant rate of $1/h$, where $h$ is the length of the sampling interval. The prediction step is derived by analyzing the iso-residual dynamics of the optimality conditions. The correction step adjusts for the distance between the current prediction and the optimizer at each time step, and consists either of one or multiple gradient steps or Newton steps, which respectively correspond to the gradient trajectory tracking (GTT) or Newton trajectory tracking (NTT) algorithms. Under suitable conditions, we establish that the asymptotic error incurred by both proposed methods behaves as $O(h^2)$, and in some cases as $O(h^4)$, which outperforms the state-of-the-art error bound of $O(h)$ for correction-only methods in the gradient-correction step. Moreover, when the characteristics of the objective function variation are not available, we propose approximate gradient and Newton tracking algorithms (AGT and ANT, respectively) that still attain these asymptotical error bounds. Numerical simulations demonstrate the practical utility of the proposed methods and that they improve upon existing techniques by several orders of magnitude.

  1. Dynamic divisive normalization predicts time-varying value coding in decision-related circuits.

    Science.gov (United States)

    Louie, Kenway; LoFaro, Thomas; Webb, Ryan; Glimcher, Paul W

    2014-11-26

    Normalization is a widespread neural computation, mediating divisive gain control in sensory processing and implementing a context-dependent value code in decision-related frontal and parietal cortices. Although decision-making is a dynamic process with complex temporal characteristics, most models of normalization are time-independent and little is known about the dynamic interaction of normalization and choice. Here, we show that a simple differential equation model of normalization explains the characteristic phasic-sustained pattern of cortical decision activity and predicts specific normalization dynamics: value coding during initial transients, time-varying value modulation, and delayed onset of contextual information. Empirically, we observe these predicted dynamics in saccade-related neurons in monkey lateral intraparietal cortex. Furthermore, such models naturally incorporate a time-weighted average of past activity, implementing an intrinsic reference-dependence in value coding. These results suggest that a single network mechanism can explain both transient and sustained decision activity, emphasizing the importance of a dynamic view of normalization in neural coding. Copyright © 2014 the authors 0270-6474/14/3416046-12$15.00/0.

  2. Performance and emission studies on port injection of hydrogen with varied flow rates with Diesel as an ignition source

    International Nuclear Information System (INIS)

    Saravanan, N.; Nagarajan, G.

    2010-01-01

    Automobiles are one of the major sources of air pollution in the environment. In addition CO 2 emission, a product of complete combustion also has become a serious issue due to global warming effect. Hence the search for cleaner alternative fuels has become mandatory. Hydrogen is expected to be one of the most important fuels in the near future for solving the problems of air pollution and greenhouse gas problems (carbon dioxide), thereby protecting the environment. Hence in the present work, an experimental investigation has been carried out using hydrogen in the dual fuel mode in a Diesel engine system. In the study, a Diesel engine was converted into a dual fuel engine and hydrogen fuel was injected into the intake port while Diesel was injected directly inside the combustion chamber during the compression stroke. Diesel injected inside the combustion chamber will undergo combustion first which in-turn would ignite the hydrogen that will also assist the Diesel combustion. Using electronic control unit (ECU), the injection timings and injection durations were varied for hydrogen injection while for Diesel the injection timing was 23 o crank angle (CA) before injection top dead centre (BITDC). Based on the performance, combustion and emission characteristics, the optimized injection timing was found to be 5 o CA before gas exchange top dead centre (BGTDC) with injection duration of 30 o CA for hydrogen Diesel dual fuel operation. The optimum hydrogen flow rate was found to be 7.5 lpm. Results indicate that the brake thermal efficiency in hydrogen Diesel dual fuel operation increases by 15% compared to Diesel fuel at 75% load. The NO X emissions were higher by 1-2% in dual fuel operation at full load compared to Diesel. Smoke emissions are lower in the entire load spectra due to the absence of carbon in hydrogen fuel. The carbon monoxide (CO), carbon dioxide (CO 2 ) emissions were lesser in hydrogen Diesel dual fuel operation compared to Diesel. The use of hydrogen

  3. Performance and emission studies on port injection of hydrogen with varied flow rates with Diesel as an ignition source

    Energy Technology Data Exchange (ETDEWEB)

    Saravanan, N. [ERC Engines, Tata Motors, Pimpri, Pune (India); Nagarajan, G. [Internal Combustion Engineering Division, Department of Mechanical Engineering, College of Engineering, Guindy, Anna University, Chennai (India)

    2010-07-15

    Automobiles are one of the major sources of air pollution in the environment. In addition CO{sub 2} emission, a product of complete combustion also has become a serious issue due to global warming effect. Hence the search for cleaner alternative fuels has become mandatory. Hydrogen is expected to be one of the most important fuels in the near future for solving the problems of air pollution and greenhouse gas problems (carbon dioxide), thereby protecting the environment. Hence in the present work, an experimental investigation has been carried out using hydrogen in the dual fuel mode in a Diesel engine system. In the study, a Diesel engine was converted into a dual fuel engine and hydrogen fuel was injected into the intake port while Diesel was injected directly inside the combustion chamber during the compression stroke. Diesel injected inside the combustion chamber will undergo combustion first which in-turn would ignite the hydrogen that will also assist the Diesel combustion. Using electronic control unit (ECU), the injection timings and injection durations were varied for hydrogen injection while for Diesel the injection timing was 23 crank angle (CA) before injection top dead centre (BITDC). Based on the performance, combustion and emission characteristics, the optimized injection timing was found to be 5 CA before gas exchange top dead centre (BGTDC) with injection duration of 30 CA for hydrogen Diesel dual fuel operation. The optimum hydrogen flow rate was found to be 7.5 lpm. Results indicate that the brake thermal efficiency in hydrogen Diesel dual fuel operation increases by 15% compared to Diesel fuel at 75% load. The NO{sub X} emissions were higher by 1-2% in dual fuel operation at full load compared to Diesel. Smoke emissions are lower in the entire load spectra due to the absence of carbon in hydrogen fuel. The carbon monoxide (CO), carbon dioxide (CO{sub 2}) emissions were lesser in hydrogen Diesel dual fuel operation compared to Diesel. The use of

  4. The time-varying association between perceived stress and hunger within and between days.

    Science.gov (United States)

    Huh, Jimi; Shiyko, Mariya; Keller, Stefan; Dunton, Genevieve; Schembre, Susan M

    2015-06-01

    Examine the association between perceived stress and hunger continuously over a week in free-living individuals. Forty five young adults (70% women, 30% overweight/obese) ages 18 to 24 years (Mean = 20.7, SD = 1.5), with BMI between 17.4 and 36.3 kg/m(2) (Mean = 23.6, SD = 4.0) provided between 513 and 577 concurrent ratings of perceived stress and hunger for 7 days via hourly, text messaging assessments and real-time eating records. Time-varying effect modeling was used to explore whether the within-day fluctuations in stress are related to perceived hunger assessed on a momentary basis. A generally positive stress-hunger relationship was confirmed, but we found that the strength of the relationship was not linear. Rather, the magnitude of the association between perceived stress and hunger changed throughout the day such that only during specific time intervals were stress and hunger significantly related. Specifically, the strength of the positive association peaked during late afternoon hours on weekdays (β = 0.31, p hunger associations that peak in the afternoon or evening hours. While we are unable to infer causality from these analyses, our findings provide empirical evidence for a potentially high-risk time of day for stress-induced eating. Replication of these findings in larger, more diverse samples will aid with the design and implementation of real-time intervention studies aimed at reducing stress-eating. Copyright © 2015 Elsevier Ltd. All rights reserved.

  5. Time-varying bispectral analysis of visually evoked multi-channel EEG

    Science.gov (United States)

    Chandran, Vinod

    2012-12-01

    Theoretical foundations of higher order spectral analysis are revisited to examine the use of time-varying bicoherence on non-stationary signals using a classical short-time Fourier approach. A methodology is developed to apply this to evoked EEG responses where a stimulus-locked time reference is available. Short-time windowed ensembles of the response at the same offset from the reference are considered as ergodic cyclostationary processes within a non-stationary random process. Bicoherence can be estimated reliably with known levels at which it is significantly different from zero and can be tracked as a function of offset from the stimulus. When this methodology is applied to multi-channel EEG, it is possible to obtain information about phase synchronization at different regions of the brain as the neural response develops. The methodology is applied to analyze evoked EEG response to flash visual stimulii to the left and right eye separately. The EEG electrode array is segmented based on bicoherence evolution with time using the mean absolute difference as a measure of dissimilarity. Segment maps confirm the importance of the occipital region in visual processing and demonstrate a link between the frontal and occipital regions during the response. Maps are constructed using bicoherence at bifrequencies that include the alpha band frequency of 8Hz as well as 4 and 20Hz. Differences are observed between responses from the left eye and the right eye, and also between subjects. The methodology shows potential as a neurological functional imaging technique that can be further developed for diagnosis and monitoring using scalp EEG which is less invasive and less expensive than magnetic resonance imaging.

  6. Optimal harvesting of fish stocks under a time-varying discount rate.

    Science.gov (United States)

    Duncan, Stephen; Hepburn, Cameron; Papachristodoulou, Antonis

    2011-01-21

    Optimal control theory has been extensively used to determine the optimal harvesting policy for renewable resources such as fish stocks. In such optimisations, it is common to maximise the discounted utility of harvesting over time, employing a constant time discount rate. However, evidence from human and animal behaviour suggests that we have evolved to employ discount rates which fall over time, often referred to as "hyperbolic discounting". This increases the weight on benefits in the distant future, which may appear to provide greater protection of resources for future generations, but also creates challenges of time-inconsistent plans. This paper examines harvesting plans when the discount rate declines over time. With a declining discount rate, the planner reduces stock levels in the early stages (when the discount rate is high) and intends to compensate by allowing the stock level to recover later (when the discount rate will be lower). Such a plan may be feasible and optimal, provided that the planner remains committed throughout. However, in practice there is a danger that such plans will be re-optimized and adjusted in the future. It is shown that repeatedly restarting the optimization can drive the stock level down to the point where the optimal policy is to harvest the stock to extinction. In short, a key contribution of this paper is to identify the surprising severity of the consequences flowing from incorporating a rather trivial, and widely prevalent, "non-rational" aspect of human behaviour into renewable resource management models. These ideas are related to the collapse of the Peruvian anchovy fishery in the 1970's. Copyright © 2010 Elsevier Ltd. All rights reserved.

  7. The Ebb and Flow of Ethnicity: Constructing Identity in Varied School Settings.

    Science.gov (United States)

    Davidson, Ann Locke; And Others

    1993-01-01

    Examines the effects of ethnicity on students, discussing how the meaning and practice of ethnic identity are shaped by school experiences. The article suggests ethnicity is negotiated across time and social situations, rather than solely from group membership. Daily social interaction mediates and reshapes institutionally produced social or…

  8. Real-time 2-D Phased Array Vector Flow Imaging

    DEFF Research Database (Denmark)

    Holbek, Simon; Hansen, Kristoffer Lindskov; Fogh, Nikolaj

    2018-01-01

    Echocardiography examination of the blood flow is currently either restricted to 1-D techniques in real-time or experimental off-line 2-D methods. This paper presents an implementation of transverse oscillation for real-time 2-D vector flow imaging (VFI) on a commercial BK Ultrasound scanner....... A large field-of-view (FOV) sequence for studying flow dynamics at 11 frames per second (fps) and a sequence for studying peak systolic velocities (PSV) with a narrow FOV at 36 fps were validated. The VFI sequences were validated in a flow-rig with continuous laminar parabolic flow and in a pulsating flow...

  9. Quantification of complex blood flow using real-time in vivo vector flow ultrasound

    DEFF Research Database (Denmark)

    Pedersen, Mads Møller; Pihl, Michael Johannes; Haugaard, Per

    2010-01-01

    A quantitative method for distinguishing complex from non-complex flow patterns in ultrasound is presented. A new commercial BK Medical ultrasound scanner uses the Transverse Oscillation vector flow technique for visualising flow patterns in real-time. In vivo vector flow data of the blood flow...... patterns of the common carotid artery and the carotid bulb were obtained simultaneously as the basis for quantifying complex flow. The carotid bifurcation of two healthy volunteers were scanned. The presence of complex flow patterns from eight cardiac cycles were evaluated by three experts in medical...... for automatic detection of complex flow patterns....

  10. Modeling Sluggishness in Binaural Unmasking of Speech for Maskers With Time-Varying Interaural Phase Differences.

    Science.gov (United States)

    Hauth, Christopher F; Brand, Thomas

    2018-01-01

    In studies investigating binaural processing in human listeners, relatively long and task-dependent time constants of a binaural window ranging from 10 ms to 250 ms have been observed. Such time constants are often thought to reflect "binaural sluggishness." In this study, the effect of binaural sluggishness on binaural unmasking of speech in stationary speech-shaped noise is investigated in 10 listeners with normal hearing. In order to design a masking signal with temporally varying binaural cues, the interaural phase difference of the noise was modulated sinusoidally with frequencies ranging from 0.25 Hz to 64 Hz. The lowest, that is the best, speech reception thresholds (SRTs) were observed for the lowest modulation frequency. SRTs increased with increasing modulation frequency up to 4 Hz. For higher modulation frequencies, SRTs remained constant in the range of 1 dB to 1.5 dB below the SRT determined in the diotic situation. The outcome of the experiment was simulated using a short-term binaural speech intelligibility model, which combines an equalization-cancellation (EC) model with the speech intelligibility index. This model segments the incoming signal into 23.2-ms time frames in order to predict release from masking in modulated noises. In order to predict the results from this study, the model required a further time constant applied to the EC mechanism representing binaural sluggishness. The best agreement with perceptual data was achieved using a temporal window of 200 ms in the EC mechanism.

  11. Mass Redistribution in the Core and Time-varying Gravity at the Earth's Surface

    Science.gov (United States)

    Kuang, Wei-Jia; Chao, Benjamin F.; Fang, Ming

    2003-01-01

    The Earth's liquid outer core is in convection, as suggested by the existence of the geomagnetic field in much of the Earth's history. One consequence of the convection is the redistribution of mass resulting from relative motion among fluid parcels with slightly different densities. This time dependent mass redistribution inside the core produces a small perturbation on the gravity field of the Earth. With our numerical dynamo solutions, we find that the mass redistribution (and the resultant gravity field) symmetric about the equator is much stronger than that anti-symmetric about the equator. In particular, J(sub 2) component is the strongest. In addition, the gravity field variation increases with the Rayleigh number that measures the driving force for the geodynamo in the core. With reasonable scaling from the current dynamo solutions, we could expect that at the surface of the Earth, the J(sub 2) variation from the core is on the order of l0(exp -16)/year relative to the mean (i.e. spherically symmetric) gravity field of the Earth. The possible shielding effect due to core-mantle boundary pressure variation loading is likely much smaller and is therefore negligible. Our results suggest that time-varying gravity field perturbation due to core mass redistribution may be measured with modem space geodetic observations, which will result a new means of detecting dynamical processes in the Earth's deep interior.

  12. Quantitative characterization of steady and time-varying, sooting, laminar diffusion flames using optical techniques

    Science.gov (United States)

    Connelly, Blair C.

    In order to reduce the emission of pollutants such as soot and NO x from combustion systems, a detailed understanding of pollutant formation is required. In addition to environmental concerns, this is important for a fundamental understanding of flame behavior as significant quantities of soot lower local flame temperatures, increase overall flame length and affect the formation of such temperature-dependent species as NOx. This problem is investigated by carrying out coupled computational and experimental studies of steady and time-varying sooting, coflow diffusion flames. Optical diagnostic techniques are a powerful tool for characterizing combustion systems, as they provide a noninvasive method of probing the environment. Laser diagnostic techniques have added advantages, as systems can be probed with high spectral, temporal and spatial resolution, and with species selectivity. Experimental soot volume fractions were determined by using two-dimensional laser-induced incandescence (LII), calibrated with an on-line extinction measurement, and soot pyrometry. Measurements of soot particle size distributions are made using time-resolved LII (TR-LII). Laser-induced fluorescence measurements are made of NO and formaldehyde. These experimental measurements, and others, are compared with computational results in an effort to understand and model soot formation and to examine the coupled relationship of soot and NO x formation.

  13. Phase transition of the susceptible-infected-susceptible dynamics on time-varying configuration model networks

    Science.gov (United States)

    St-Onge, Guillaume; Young, Jean-Gabriel; Laurence, Edward; Murphy, Charles; Dubé, Louis J.

    2018-02-01

    We present a degree-based theoretical framework to study the susceptible-infected-susceptible (SIS) dynamics on time-varying (rewired) configuration model networks. Using this framework on a given degree distribution, we provide a detailed analysis of the stationary state using the rewiring rate to explore the whole range of the time variation of the structure relative to that of the SIS process. This analysis is suitable for the characterization of the phase transition and leads to three main contributions: (1) We obtain a self-consistent expression for the absorbing-state threshold, able to capture both collective and hub activation. (2) We recover the predictions of a number of existing approaches as limiting cases of our analysis, providing thereby a unifying point of view for the SIS dynamics on random networks. (3) We obtain bounds for the critical exponents of a number of quantities in the stationary state. This allows us to reinterpret the concept of hub-dominated phase transition. Within our framework, it appears as a heterogeneous critical phenomenon: observables for different degree classes have a different scaling with the infection rate. This phenomenon is followed by the successive activation of the degree classes beyond the epidemic threshold.

  14. On the link between oil price and exchange rate: A time-varying VAR parameter approach

    International Nuclear Information System (INIS)

    Bremond, Vincent; Razafindrabe, Tovonony; Hache, Emmanuel

    2015-07-01

    The aim of this paper is to study the relationship between the effective exchange rate of the dollar and the oil price dynamics from 1976 to 2013. In this context, we propose to explore the economic literature dedicated to financial channels factors (exchange rate, monetary policy, and international liquidity) that could affect the oil price dynamics. In addition to oil prices and the effective exchange rate of the dollar, we use the dry cargo index as a proxy for the real economic activity and prices for precious and industrial raw materials. Using a Bayesian time-varying parameter vector auto-regressive estimation, our main results show that the US Dollar effective exchange rate elasticity of the crude oil prices is not constant across the time and remains negative from 1989. It then highlights that a depreciation of the effective exchange rate of the dollar leads to an increase of the crude oil prices. Our paper also demonstrates the growing influence of financial and commodities markets development upon the global economy. (authors)

  15. Interactive exploration of large-scale time-varying data using dynamic tracking graphs

    KAUST Repository

    Widanagamaachchi, W.

    2012-10-01

    Exploring and analyzing the temporal evolution of features in large-scale time-varying datasets is a common problem in many areas of science and engineering. One natural representation of such data is tracking graphs, i.e., constrained graph layouts that use one spatial dimension to indicate time and show the "tracks" of each feature as it evolves, merges or disappears. However, for practical data sets creating the corresponding optimal graph layouts that minimize the number of intersections can take hours to compute with existing techniques. Furthermore, the resulting graphs are often unmanageably large and complex even with an ideal layout. Finally, due to the cost of the layout, changing the feature definition, e.g. by changing an iso-value, or analyzing properly adjusted sub-graphs is infeasible. To address these challenges, this paper presents a new framework that couples hierarchical feature definitions with progressive graph layout algorithms to provide an interactive exploration of dynamically constructed tracking graphs. Our system enables users to change feature definitions on-the-fly and filter features using arbitrary attributes while providing an interactive view of the resulting tracking graphs. Furthermore, the graph display is integrated into a linked view system that provides a traditional 3D view of the current set of features and allows a cross-linked selection to enable a fully flexible spatio-temporal exploration of data. We demonstrate the utility of our approach with several large-scale scientific simulations from combustion science. © 2012 IEEE.

  16. From dynamical systems with time-varying delay to circle maps and Koopman operators

    Science.gov (United States)

    Müller, David; Otto, Andreas; Radons, Günter

    2017-06-01

    In this paper, we investigate the influence of the retarded access by a time-varying delay on the dynamics of delay systems. We show that there are two universality classes of delays, which lead to fundamental differences in dynamical quantities such as the Lyapunov spectrum. Therefore, we introduce an operator theoretic framework, where the solution operator of the delay system is decomposed into the Koopman operator describing the delay access and an operator similar to the solution operator known from systems with constant delay. The Koopman operator corresponds to an iterated map, called access map, which is defined by the iteration of the delayed argument of the delay equation. The dynamics of this one-dimensional iterated map determines the universality classes of the infinite-dimensional state dynamics governed by the delay differential equation. In this way, we connect the theory of time-delay systems with the theory of circle maps and the framework of the Koopman operator. In this paper, we extend our previous work [A. Otto, D. Müller, and G. Radons, Phys. Rev. Lett. 118, 044104 (2017), 10.1103/PhysRevLett.118.044104] by elaborating the mathematical details and presenting further results also on the Lyapunov vectors.

  17. Do Tick Attachment Times Vary between Different Tick-Pathogen Systems?

    Directory of Open Access Journals (Sweden)

    Stephanie L. Richards

    2017-05-01

    Full Text Available Improvements to risk assessments are needed to enhance our understanding of tick-borne disease epidemiology. We review tick vectors and duration of tick attachment required for pathogen transmission for the following pathogens/toxins and diseases: (1 Anaplasma phagocytophilum (anaplasmosis; (2 Babesia microti (babesiosis; (3 Borrelia burgdorferi (Lyme disease; (4 Southern tick-associated rash illness; (5 Borrelia hermsii (tick-borne relapsing fever; (6 Borrelia parkeri (tick-borne relapsing fever; (7 Borrelia turicatae (tick-borne relapsing fever; (8 Borrelia mayonii; (9 Borrelia miyamotoi; (10 Coxiella burnetii (Query fever; (11 Ehrlichia chaffeensis (ehrlichiosis; (12 Ehrlichia ewingii (ehrlichiosis; (13 Ehrlichia muris; (14 Francisella tularensis (tularemia; (15 Rickettsia 364D; (16 Rickettsia montanensis; (17 Rickettsia parkeri (American boutonneuse fever, American tick bite fever; (18 Rickettsia ricketsii (Rocky Mountain spotted fever; (19 Colorado tick fever virus (Colorado tick fever; (20 Heartland virus; (21 Powassan virus (Powassan disease; (22 tick paralysis neurotoxin; and (23 Galactose-α-1,3-galactose (Mammalian Meat Allergy-alpha-gal syndrome. Published studies for 12 of the 23 pathogens/diseases showed tick attachment times. Reported tick attachment times varied (<1 h to seven days between pathogen/toxin type and tick vector. Not all studies were designed to detect the duration of attachment required for transmission. Knowledge of this important aspect of vector competence is lacking and impairs risk assessment for some tick-borne pathogens.

  18. Stochastic Power Control for Time-Varying Long-Term Fading Wireless Networks

    Directory of Open Access Journals (Sweden)

    Charalambous Charalambos D

    2006-01-01

    Full Text Available A new time-varying (TV long-term fading (LTF channel model which captures both the space and time variations of wireless systems is developed. The proposed TV LTF model is based on a stochastic differential equation driven by Brownian motion. This model is more realistic than the static models usually encountered in the literature. It allows viewing the wireless channel as a dynamical system, thus enabling well-developed tools of adaptive and nonadaptive estimation and identification techniques to be applied to this class of problems. In contrast with the traditional models, the statistics of the proposed model are shown to be TV, but converge in steady state to their static counterparts. Moreover, optimal power control algorithms (PCAs based on the new model are proposed. A centralized PCA is shown to reduce to a simple linear programming problem if predictable power control strategies (PPCS are used. In addition, an iterative distributed stochastic PCA is used to solve for the optimization problem using stochastic approximations. The latter solely requires each mobile to know its received signal-to-interference ratio. Generalizations of the power control problem based on convex optimization techniques are provided if PPCS are not assumed. Numerical results show that there are potentially large gains to be achieved by using TV stochastic models, and the distributed stochastic PCA provides better power stability and consumption than the distributed deterministic PCA.

  19. Control of the tokamak safety factor profile with time-varying constraints using MPC

    International Nuclear Information System (INIS)

    Maljaars, E.; Felici, F.; De Baar, M.R.; Geelen, P.J.M.; Steinbuch, M.; Van Dongen, J.; Hogeweij, G.M.D.

    2015-01-01

    A controller is designed for the tokamak safety factor profile that takes real-time-varying operational and physics limits into account. This so-called model predictive controller (MPC) employs a prediction model in order to compute optimal control inputs that satisfy the given limits. The use of linearized models around a reference trajectory results in a quadratic programming problem that can easily be solved online. The performance of the controller is analysed in a set of ITER L-mode scenarios simulated with the non-linear plasma transport code RAPTOR. It is shown that the controller can reduce the tracking error due to an overestimation or underestimation of the modelled transport, while making a trade-off between residual error and amount of controller action. It is also shown that the controller can account for a sudden decrease in the available actuator power, while providing warnings ahead of time about expected violations of operational and physics limits. This controller can be extended and implemented in existing tokamaks in the near future. (paper)

  20. Neuromuscular mechanisms and neural strategies in the control of time-varying muscle contractions.

    Science.gov (United States)

    Erimaki, Sophia; Agapaki, Orsalia M; Christakos, Constantinos N

    2013-09-01

    The organization of the neural input to motoneurons that underlies time-varying muscle force is assumed to depend on muscle transfer characteristics and neural strategies or control modes utilizing sensory signals. We jointly addressed these interlinked, but previously studied individually and partially, issues for sinusoidal (range 0.5-5.0 Hz) force-tracking contractions of a human finger muscle. Using spectral and correlation analyses of target signal, force signal, and motor unit (MU) discharges, we studied 1) patterns of such discharges, allowing inferences on the motoneuronal input; 2) transformation of MU population activity (EMG) into quasi-sinusoidal force; and 3) relation of force oscillation to target, carrying information on the input's organization. A broad view of force control mechanisms and strategies emerged. Specifically, synchronized MU and EMG modulations, reflecting a frequency-modulated motoneuronal input, accompanied the force variations. Gain and delay drops between EMG modulation and force oscillation, critical for the appropriate organization of this input, occurred with increasing target frequency. According to our analyses, gain compensation was achieved primarily through rhythmical activation/deactivation of higher-threshold MUs and secondarily through the adaptation of the input's strength expected during tracking tasks. However, the input's timing was not adapted to delay behaviors and seemed to depend on the control modes employed. Thus, for low-frequency targets, the force oscillation was highly coherent with, but led, a target, this timing error being compatible with predictive feedforward control partly based on the target's derivatives. In contrast, the force oscillation was weakly coherent, but in phase, with high-frequency targets, suggesting control mainly based on a target's rhythm.

  1. The Assessment of Left Ventricular Time-Varying Radius Using Tissue Doppler Imaging

    Directory of Open Access Journals (Sweden)

    Fardin Mirbolouk

    2012-03-01

    Full Text Available Background: Left ventricular twist/torsion is believed to be a sensitive indicator of systolic and diastolic performance. To obtain circumferential rotation using tissue Doppler imaging, we need to estimate the time-varying radius of the left ventricle throughout the cardiac cycle to convert the tangential velocity into angular velocity. Objectives: The aim of this study was to investigate accuracy of measured LV radius using tissue Doppler imaging throughout the cardiac cycle compared to two-dimensional (2D imaging. Methods: A total of 35 subjects (47±12 years old underwent transthoracic echocardiographic standard examinations. Left ventricular radius during complete cardiac cycle measured using tissue Doppler and 2D-imaging at basal and apical short axis levels. For this reason, the 2D-images and velocity-time data derived and transferred to a personal computer for off-line analysis. 2D image frames analyzed via a program written in the MATLAB software. Velocity-time data from anteroseptal at basal level (or anterior wall at apical level and posterior walls transferred to a spreadsheet Excel program for the radius calculations. Linear correlation and Bland-Altman analysis were calculated to assess the relationships and agreements between the tissue Doppler and 2D-measured radii throughout the cardiac cycle. Results: There was significant correlation between tissue Doppler and 2D-measured radii and the Pearson correlation coefficients were 0.84 to 0.97 (P<0.05. Bland-Altman analysis by constructing the 95% limits of agreement showed that the good agreements existed between the two methods. Conclusion: It can be concluded from our experience that the tissue Doppler imaging can reasonably estimate radius of the left ventricle throughout the cardiac cycle.

  2. Efficient adaptive constrained control with time-varying predefined performance for a hypersonic flight vehicle

    Directory of Open Access Journals (Sweden)

    Caisheng Wei

    2017-03-01

    Full Text Available A novel low-complexity adaptive control method, capable of guaranteeing the transient and steady-state tracking performance in the presence of unknown nonlinearities and actuator saturation, is investigated for the longitudinal dynamics of a generic hypersonic flight vehicle. In order to attenuate the negative effects of classical predefined performance function for unknown initial tracking errors, a modified predefined performance function with time-varying design parameters is presented. Under the newly developed predefined performance function, two novel adaptive controllers with low-complexity computation are proposed for velocity and altitude subsystems of the hypersonic flight vehicle, respectively. Wherein, different from neural network-based approximation, a least square support vector machine with only two design parameters is utilized to approximate the unknown hypersonic dynamics. And the relevant ideal weights are obtained by solving a linear system without resorting to specialized optimization algorithms. Based on the approximation by least square support vector machine, only two adaptive scalars are required to be updated online in the parameter projection method. Besides, a new finite-time-convergent differentiator, with a quite simple structure, is proposed to estimate the unknown generated state variables in the newly established normal output-feedback formulation of altitude subsystem. Moreover, it is also employed to obtain accurate estimations for the derivatives of virtual controllers in a recursive design. This avoids the inherent drawback of backstepping — “explosion of terms” and makes the proposed control method achievable for the hypersonic flight vehicle. Further, the compensation design is employed when the saturations of the actuator occur. Finally, the numerical simulations validate the efficiency of the proposed finite-time-convergent differentiator and control method.

  3. Bayesian switching factor analysis for estimating time-varying functional connectivity in fMRI.

    Science.gov (United States)

    Taghia, Jalil; Ryali, Srikanth; Chen, Tianwen; Supekar, Kaustubh; Cai, Weidong; Menon, Vinod

    2017-07-15

    There is growing interest in understanding the dynamical properties of functional interactions between distributed brain regions. However, robust estimation of temporal dynamics from functional magnetic resonance imaging (fMRI) data remains challenging due to limitations in extant multivariate methods for modeling time-varying functional interactions between multiple brain areas. Here, we develop a Bayesian generative model for fMRI time-series within the framework of hidden Markov models (HMMs). The model is a dynamic variant of the static factor analysis model (Ghahramani and Beal, 2000). We refer to this model as Bayesian switching factor analysis (BSFA) as it integrates factor analysis into a generative HMM in a unified Bayesian framework. In BSFA, brain dynamic functional networks are represented by latent states which are learnt from the data. Crucially, BSFA is a generative model which estimates the temporal evolution of brain states and transition probabilities between states as a function of time. An attractive feature of BSFA is the automatic determination of the number of latent states via Bayesian model selection arising from penalization of excessively complex models. Key features of BSFA are validated using extensive simulations on carefully designed synthetic data. We further validate BSFA using fingerprint analysis of multisession resting-state fMRI data from the Human Connectome Project (HCP). Our results show that modeling temporal dependencies in the generative model of BSFA results in improved fingerprinting of individual participants. Finally, we apply BSFA to elucidate the dynamic functional organization of the salience, central-executive, and default mode networks-three core neurocognitive systems with central role in cognitive and affective information processing (Menon, 2011). Across two HCP sessions, we demonstrate a high level of dynamic interactions between these networks and determine that the salience network has the highest temporal

  4. Time-Varying Uncertainty in Shock and Vibration Applications Using the Impulse Response

    Directory of Open Access Journals (Sweden)

    J.B. Weathers

    2012-01-01

    Full Text Available Design of mechanical systems often necessitates the use of dynamic simulations to calculate the displacements (and their derivatives of the bodies in a system as a function of time in response to dynamic inputs. These types of simulations are especially prevalent in the shock and vibration community where simulations associated with models having complex inputs are routine. If the forcing functions as well as the parameters used in these simulations are subject to uncertainties, then these uncertainties will propagate through the models resulting in uncertainties in the outputs of interest. The uncertainty analysis procedure for these kinds of time-varying problems can be challenging, and in many instances, explicit data reduction equations (DRE's, i.e., analytical formulas, are not available because the outputs of interest are obtained from complex simulation software, e.g. FEA programs. Moreover, uncertainty propagation in systems modeled using nonlinear differential equations can prove to be difficult to analyze. However, if (1 the uncertainties propagate through the models in a linear manner, obeying the principle of superposition, then the complexity of the problem can be significantly simplified. If in addition, (2 the uncertainty in the model parameters do not change during the simulation and the manner in which the outputs of interest respond to small perturbations in the external input forces is not dependent on when the perturbations are applied, then the number of calculations required can be greatly reduced. Conditions (1 and (2 characterize a Linear Time Invariant (LTI uncertainty model. This paper seeks to explain one possible approach to obtain the uncertainty results based on these assumptions.

  5. An estimation of crude oil import demand in Turkey: Evidence from time-varying parameters approach

    International Nuclear Information System (INIS)

    Ozturk, Ilhan; Arisoy, Ibrahim

    2016-01-01

    The aim of this study is to model crude oil import demand and estimate the price and income elasticities of imported crude oil in Turkey based on a time-varying parameters (TVP) approach with the aim of obtaining accurate and more robust estimates of price and income elasticities. This study employs annual time series data of domestic oil consumption, real GDP, and oil price for the period 1966–2012. The empirical results indicate that both the income and price elasticities are in line with the theoretical expectations. However, the income elasticity is statistically significant while the price elasticity is statistically insignificant. The relatively high value of income elasticity (1.182) from this study suggests that crude oil import in Turkey is more responsive to changes in income level. This result indicates that imported crude oil is a normal good and rising income levels will foster higher consumption of oil based equipments, vehicles and services by economic agents. The estimated income elasticity of 1.182 suggests that imported crude oil consumption grows at a higher rate than income. This in turn reduces oil intensity over time. Therefore, crude oil import during the estimation period is substantially driven by income. - Highlights: • We estimated the price and income elasticities of imported crude oil in Turkey. • Income elasticity is statistically significant and it is 1.182. • The price elasticity is statistically insignificant. • Crude oil import in Turkey is more responsive to changes in income level. • Crude oil import during the estimation period is substantially driven by income.

  6. Estimation of time-varying growth, uptake and excretion rates from dynamic metabolomics data.

    Science.gov (United States)

    Cinquemani, Eugenio; Laroute, Valérie; Cocaign-Bousquet, Muriel; de Jong, Hidde; Ropers, Delphine

    2017-07-15

    Technological advances in metabolomics have made it possible to monitor the concentration of extracellular metabolites over time. From these data, it is possible to compute the rates of uptake and excretion of the metabolites by a growing cell population, providing precious information on the functioning of intracellular metabolism. The computation of the rate of these exchange reactions, however, is difficult to achieve in practice for a number of reasons, notably noisy measurements, correlations between the concentration profiles of the different extracellular metabolites, and discontinuties in the profiles due to sudden changes in metabolic regime. We present a method for precisely estimating time-varying uptake and excretion rates from time-series measurements of extracellular metabolite concentrations, specifically addressing all of the above issues. The estimation problem is formulated in a regularized Bayesian framework and solved by a combination of extended Kalman filtering and smoothing. The method is shown to improve upon methods based on spline smoothing of the data. Moreover, when applied to two actual datasets, the method recovers known features of overflow metabolism in Escherichia coli and Lactococcus lactis , and provides evidence for acetate uptake by L. lactis after glucose exhaustion. The results raise interesting perspectives for further work on rate estimation from measurements of intracellular metabolites. The Matlab code for the estimation method is available for download at https://team.inria.fr/ibis/rate-estimation-software/ , together with the datasets. eugenio.cinquemani@inria.fr. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

  7. Flow time analysis of load management late arrival discrete time queueing system with dual service rate using hypo geometrical distribution

    International Nuclear Information System (INIS)

    Shah, S.A.; Shah, W.; Shaikh, F.K.

    2012-01-01

    Flow time analysis is a powerful concept to analyze the flow time of any arriving customer in any system at any instant. A load management mechanism can be employed very effectively in any queueing system by utilizing a system which provides probability of dual service rate. In this paper, we develop and demonstrate the flow and service processes transition diagram to determine the flow time of a customer in a load management late arrival state dependent finite discrete time queueing system with dual service rate where customers are hypo geometrically distributed. We compute the probability mass function of each starting state and total probability mass function. The obtained analytical results are validated with simulation results for varying values of arrival and service probabilities. (author)

  8. Replicability of time-varying connectivity patterns in large resting state fMRI samples.

    Science.gov (United States)

    Abrol, Anees; Damaraju, Eswar; Miller, Robyn L; Stephen, Julia M; Claus, Eric D; Mayer, Andrew R; Calhoun, Vince D

    2017-12-01

    The past few years have seen an emergence of approaches that leverage temporal changes in whole-brain patterns of functional connectivity (the chronnectome). In this chronnectome study, we investigate the replicability of the human brain's inter-regional coupling dynamics during rest by evaluating two different dynamic functional network connectivity (dFNC) analysis frameworks using 7 500 functional magnetic resonance imaging (fMRI) datasets. To quantify the extent to which the emergent functional connectivity (FC) patterns are reproducible, we characterize the temporal dynamics by deriving several summary measures across multiple large, independent age-matched samples. Reproducibility was demonstrated through the existence of basic connectivity patterns (FC states) amidst an ensemble of inter-regional connections. Furthermore, application of the methods to conservatively configured (statistically stationary, linear and Gaussian) surrogate datasets revealed that some of the studied state summary measures were indeed statistically significant and also suggested that this class of null model did not explain the fMRI data fully. This extensive testing of reproducibility of similarity statistics also suggests that the estimated FC states are robust against variation in data quality, analysis, grouping, and decomposition methods. We conclude that future investigations probing the functional and neurophysiological relevance of time-varying connectivity assume critical importance. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

  9. Cooperative Multiagent System for Parking Availability Prediction Based on Time Varying Dynamic Markov Chains

    Directory of Open Access Journals (Sweden)

    Surafel Luleseged Tilahun

    2017-01-01

    Full Text Available Traffic congestion is one of the main issues in the study of transportation planning and management. It creates different problems including environmental pollution and health problem and incurs a cost which is increasing through years. One-third of this congestion is created by cars searching for parking places. Drivers may be aware that parking places are fully occupied but will drive around hoping that a parking place may become vacant. Opportunistic services, involving learning, predicting, and exploiting Internet of Things scenarios, are able to adapt to dynamic unforeseen situations and have the potential to ease parking search issues. Hence, in this paper, a cooperative dynamic prediction mechanism between multiple agents for parking space availability in the neighborhood, integrating foreseen and unforeseen events and adapting for long-term changes, is proposed. An agent in each parking place will use a dynamic and time varying Markov chain to predict the parking availability and these agents will communicate to produce the parking availability prediction in the whole neighborhood. Furthermore, a learning approach is proposed where the system can adapt to different changes in the parking demand including long-term changes. Simulation results, using synthesized data based on an actual parking lot data from a shopping mall in Geneva, show that the proposed model is promising based on the learning accuracy with service adaptation and performance in different cases.

  10. Optimum Control for Nonlinear Dynamic Radial Deformation of Turbine Casing with Time-Varying LSSVM

    Directory of Open Access Journals (Sweden)

    Cheng-Wei Fei

    2015-01-01

    Full Text Available With the development of the high performance and high reliability of aeroengine, the blade-tip radial running clearance (BTRRC of high pressure turbine seriously influences the reliability and performance of aeroengine, wherein the radial deformation control of turbine casing has to be concerned in BTRRC design. To improve BTRRC design, the optimum control-based probabilistic optimization of turbine casing radial deformation was implemented using time-varying least square support vector machine (T-LSSVM by considering nonlinear material properties and dynamic thermal load. First the T-LSSVM method was proposed and its mathematical model was established. And then the nonlinear dynamic optimal control model of casing radial deformation was constructed with T-LSSVM. Thirdly, through the numerical experiments, the T-LSSVM method is demonstrated to be a promising approach in reducing additional design samples and improving computational efficiency with acceptable computational precision. Through the optimum control-based probabilistic optimization for nonlinear dynamic radial turbine casing deformation, the optimum radial deformation is 7.865 × 10−4 m with acceptable reliability degree 0.995 6, which is reduced by 7.86 × 10−5 m relative to that before optimization. These results validate the effectiveness and feasibility of the proposed T-LSSVM method, which provides a useful insight into casing radial deformation, BTRRC control, and the development of gas turbine with high performance and high reliability.

  11. Generalized Framework and Algorithms for Illustrative Visualization of Time-Varying Data on Unstructured Meshes

    Energy Technology Data Exchange (ETDEWEB)

    Alexander S. Rattner; Donna Post Guillen; Alark Joshi

    2012-12-01

    Photo- and physically-realistic techniques are often insufficient for visualization of simulation results, especially for 3D and time-varying datasets. Substantial research efforts have been dedicated to the development of non-photorealistic and illustration-inspired visualization techniques for compact and intuitive presentation of such complex datasets. While these efforts have yielded valuable visualization results, a great deal of work has been reproduced in studies as individual research groups often develop purpose-built platforms. Additionally, interoperability between illustrative visualization software is limited due to specialized processing and rendering architectures employed in different studies. In this investigation, a generalized framework for illustrative visualization is proposed, and implemented in marmotViz, a ParaView plugin, enabling its use on variety of computing platforms with various data file formats and mesh geometries. Detailed descriptions of the region-of-interest identification and feature-tracking algorithms incorporated into this tool are provided. Additionally, implementations of multiple illustrative effect algorithms are presented to demonstrate the use and flexibility of this framework. By providing a framework and useful underlying functionality, the marmotViz tool can act as a springboard for future research in the field of illustrative visualization.

  12. Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

    KAUST Repository

    Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

    2012-01-01

    Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online.

  13. Coded throughput performance simulations for the time-varying satellite channel. M.S. Thesis

    Science.gov (United States)

    Han, LI

    1995-01-01

    The design of a reliable satellite communication link involving the data transfer from a small, low-orbit satellite to a ground station, but through a geostationary satellite, was examined. In such a scenario, the received signal power to noise density ratio increases as the transmitting low-orbit satellite comes into view, and then decreases as it then departs, resulting in a short-duration, time-varying communication link. The optimal values of the small satellite antenna beamwidth, signaling rate, modulation scheme and the theoretical link throughput (in bits per day) have been determined. The goal of this thesis is to choose a practical coding scheme which maximizes the daily link throughput while satisfying a prescribed probability of error requirement. We examine the throughput of both fixed rate and variable rate concatenated forward error correction (FEC) coding schemes for the additive white Gaussian noise (AWGN) channel, and then examine the effect of radio frequency interference (RFI) on the best coding scheme among them. Interleaving is used to mitigate degradation due to RFI. It was found that the variable rate concatenated coding scheme could achieve 74 percent of the theoretical throughput, equivalent to 1.11 Gbits/day based on the cutoff rate R(sub 0). For comparison, 87 percent is achievable for AWGN-only case.

  14. Direct prediction of spatially and temporally varying physical properties from time-lapse electrical resistance data

    Science.gov (United States)

    Hermans, Thomas; Oware, Erasmus; Caers, Jef

    2016-09-01

    Time-lapse applications of electrical methods have grown significantly over the last decade. However, the quantitative interpretation of tomograms in terms of physical properties, such as salinity, temperature or saturation, remains difficult. In many applications, geophysical models are transformed into hydrological models, but this transformation suffers from spatially and temporally varying resolution resulting from the regularization used by the deterministic inversion. In this study, we investigate a prediction-focused approach (PFA) to directly estimate subsurface physical properties with electrical resistance data, circumventing the need for classic tomographic inversions. First, we generate a prior set of resistance data and physical property forecast through hydrogeological and geophysical simulations mimicking the field experiment. We reduce the dimension of both the data and the forecast through principal component analysis in order to keep the most informative part of both sets in a reduced dimension space. Then, we apply canonical correlation analysis to explore the relationship between the data and the forecast in their reduced dimension space. If a linear relationship can be established, the posterior distribution of the forecast can be directly sampled using a Gaussian process regression where the field data scores are the conditioning data. In this paper, we demonstrate PFA for various physical property distributions. We also develop a framework to propagate the estimated noise level in the reduced dimension space. We validate the results by a Monte Carlo study on the posterior distribution and demonstrate that PFA yields accurate uncertainty for the cases studied.

  15. The Fast Simulation of Scattering Characteristics from a Simplified Time Varying Sea Surface

    Directory of Open Access Journals (Sweden)

    Yiwen Wei

    2015-01-01

    Full Text Available This paper aims at applying a simplified sea surface model into the physical optics (PO method to accelerate the scattering calculation from 1D time varying sea surface. To reduce the number of the segments and make further improvement on the efficiency of PO method, a simplified sea surface is proposed. In this simplified sea surface, the geometry of long waves is locally approximated by tilted facets that are much longer than the electromagnetic wavelength. The capillary waves are considered to be sinusoidal line superimposing on the long waves. The wavenumber of the sinusoidal waves is supposed to satisfy the resonant condition of Bragg waves which is dominant in all the scattered short wave components. Since the capillary wave is periodical within one facet, an analytical integration of the PO term can be performed. The backscattering coefficient obtained from a simplified sea surface model agrees well with that obtained from a realistic sea surface. The Doppler shifts and width also agree well with the realistic model since the capillary waves are taken into consideration. The good agreements indicate that the simplified model is reasonable and valid in predicting both the scattering coefficients and the Doppler spectra.

  16. Welding quality evaluation of resistance spot welding using the time-varying inductive reactance signal

    Science.gov (United States)

    Zhang, Hongjie; Hou, Yanyan; Yang, Tao; Zhang, Qian; Zhao, Jian

    2018-05-01

    In the spot welding process, a high alternating current is applied, resulting in a time-varying electromagnetic field surrounding the welder. When measuring the welding voltage signal, the impedance of the measuring circuit consists of two parts: dynamic resistance relating to weld nugget nucleation event and inductive reactance caused by mutual inductance. The aim of this study is to develop a method to acquire the dynamic reactance signal and to discuss the possibility of using this signal to evaluate the weld quality. For this purpose, a series of experiments were carried out. The reactance signals under different welding conditions were compared and the results showed that the morphological feature of the reactance signal was closely related to the welding current and it was also significantly influenced by some abnormal welding conditions. Some features were extracted from the reactance signal and combined to construct weld nugget strength and diameter prediction models based on the radial basis function (RBF) neural network. In addition, several features were also used to monitor the expulsion in the welding process by using Fisher linear discriminant analysis. The results indicated that using the dynamic reactance signal to evaluate weld quality is possible and feasible.

  17. Malware Propagation and Prevention Model for Time-Varying Community Networks within Software Defined Networks

    Directory of Open Access Journals (Sweden)

    Lan Liu

    2017-01-01

    Full Text Available As the adoption of Software Defined Networks (SDNs grows, the security of SDN still has several unaddressed limitations. A key network security research area is in the study of malware propagation across the SDN-enabled networks. To analyze the spreading processes of network malware (e.g., viruses in SDN, we propose a dynamic model with a time-varying community network, inspired by research models on the spread of epidemics in complex networks across communities. We assume subnets of the network as communities and links that are dense in subnets but sparse between subnets. Using numerical simulation and theoretical analysis, we find that the efficiency of network malware propagation in this model depends on the mobility rate q of the nodes between subnets. We also find that there exists a mobility rate threshold qc. The network malware will spread in the SDN when the mobility rate q>qc. The malware will survive when q>qc and perish when q

  18. Daily Thermal Predictions of the AGR-1 Experiment with Gas Gaps Varying with Time

    Energy Technology Data Exchange (ETDEWEB)

    Grant Hawkes; James Sterbentz; John Maki; Binh Pham

    2012-06-01

    A new daily as-run thermal analysis was performed at the Idaho National Laboratory on the Advanced Gas Reactor (AGR) test experiment number one at the Advanced Test Reactor (ATR). This thermal analysis incorporates gas gaps changing with time during the irradiation experiment. The purpose of this analysis was to calculate the daily average temperatures of each compact to compare with experimental results. Post irradiation examination (PIE) measurements of the graphite holder and fuel compacts showed the gas gaps varying from the beginning of life. The control temperature gas gap and the fuel compact – graphite holder gas gaps were linearly changed from the original fabrication dimensions, to the end of irradiation measurements. A steady-state thermal analysis was performed for each daily calculation. These new thermal predictions more closely match the experimental data taken during the experiment than previous analyses. Results are presented comparing normalized compact average temperatures to normalized log(R/B) Kr-85m. The R/B term is the measured release rate divided by the predicted birth rate for the isotope Kr-85m. Correlations between these two normalized values are presented.

  19. Time-varying block codes for synchronisation errors: maximum a posteriori decoder and practical issues

    Directory of Open Access Journals (Sweden)

    Johann A. Briffa

    2014-06-01

    Full Text Available In this study, the authors consider time-varying block (TVB codes, which generalise a number of previous synchronisation error-correcting codes. They also consider various practical issues related to maximum a posteriori (MAP decoding of these codes. Specifically, they give an expression for the expected distribution of drift between transmitter and receiver because of synchronisation errors. They determine an appropriate choice for state space limits based on the drift probability distribution. In turn, they obtain an expression for the decoder complexity under given channel conditions in terms of the state space limits used. For a given state space, they also give a number of optimisations that reduce the algorithm complexity with no further loss of decoder performance. They also show how the MAP decoder can be used in the absence of known frame boundaries, and demonstrate that an appropriate choice of decoder parameters allows the decoder to approach the performance when frame boundaries are known, at the expense of some increase in complexity. Finally, they express some existing constructions as TVB codes, comparing performance with published results and showing that improved performance is possible by taking advantage of the flexibility of TVB codes.

  20. Knowledge diffusion in complex networks by considering time-varying information channels

    Science.gov (United States)

    Zhu, He; Ma, Jing

    2018-03-01

    In this article, based on a model of epidemic spreading, we explore the knowledge diffusion process with an innovative mechanism for complex networks by considering time-varying information channels. To cover the knowledge diffusion process in homogeneous and heterogeneous networks, two types of networks (the BA network and the ER network) are investigated. The mean-field theory is used to theoretically draw the knowledge diffusion threshold. Numerical simulation demonstrates that the knowledge diffusion threshold is almost linearly correlated with the mean of the activity rate. In addition, under the influence of the activity rate and distinct from the classic Susceptible-Infected-Susceptible (SIS) model, the density of knowers almost linearly grows with the spreading rate. Finally, in consideration of the ubiquitous mechanism of innovation, we further study the evolution of knowledge in our proposed model. The results suggest that compared with the effect of the spreading rate, the average knowledge version of the population is affected more by the innovation parameter and the mean of the activity rate. Furthermore, in the BA network, the average knowledge version of individuals with higher degree is always newer than those with lower degree.