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

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.

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

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...

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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

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.

Timed arrays wideband and time varying antenna arrays

CERN Document Server

Haupt, Randy L

2015-01-01

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

Mediation analysis with time varying exposures and mediators.

Science.gov (United States)

VanderWeele, Tyler J; Tchetgen Tchetgen, Eric J

2017-06-01

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

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

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

Science.gov (United States)

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

2012-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2013-07-01

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

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.

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

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

Science.gov (United States)

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

2018-05-01

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

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

Directory of Open Access Journals (Sweden)

S. Pathiraja

2018-05-01

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

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).

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...

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)

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.

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

Energy Technology Data Exchange (ETDEWEB)

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

2014-08-01

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

Analysis of time-varying psoriasis lesion image patterns

DEFF Research Database (Denmark)

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

2004-01-01

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

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

Science.gov (United States)

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

2017-11-01

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

Entropy Rate of Time-Varying Wireless Networks

DEFF Research Database (Denmark)

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

2018-01-01

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

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.

Time-Varying Value of Energy Efficiency in Michigan

Energy Technology Data Exchange (ETDEWEB)

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

2018-04-02

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

Multivariate time-varying volatility modeling using probabilistic fuzzy systems

NARCIS (Netherlands)

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

2016-01-01

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

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

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

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

Overcoming Spurious Regression Using time-Varying Fourier ...

African Journals Online (AJOL)

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

Vesicle biomechanics in a time-varying magnetic field.

Science.gov (United States)

Ye, Hui; Curcuru, Austen

2015-01-01

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

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.

Modelling Time-Varying Volatility in Financial Returns

DEFF Research Database (Denmark)

Amado, Cristina; Laakkonen, Helinä

2014-01-01

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

Identification of time-varying nonlinear systems using differential evolution algorithm

DEFF Research Database (Denmark)

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

2013-01-01

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

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.

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.

Time-varying linear control for tiltrotor aircraft

Directory of Open Access Journals (Sweden)

Jing ZHANG

2018-04-01

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

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

Science.gov (United States)

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

2012-01-01

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

Scaling properties in time-varying networks with memory

Science.gov (United States)

Kim, Hyewon; Ha, Meesoon; Jeong, Hawoong

2015-12-01

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

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....

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.

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...

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.

Modeling information diffusion in time-varying community networks

Science.gov (United States)

Cui, Xuelian; Zhao, Narisa

2017-12-01

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

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

OpenAIRE

Lakshmi Balasubramanyan

2005-01-01

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

Newtonian cosmology with a time-varying constant of gravitation

International Nuclear Information System (INIS)

McVittie, G.C.

1978-01-01

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

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.

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.

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

Directory of Open Access Journals (Sweden)

Jeyhun I. Mikayilov

2017-11-01

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

Time-varying correlation and common structures in volatility

NARCIS (Netherlands)

Liu, Yang

2016-01-01

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

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).

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.

Visualizing time-varying harmonics using filter banks

NARCIS (Netherlands)

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

2011-01-01

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

Stabilization of the Wave Equation with Boundary Time-Varying Delay

Directory of Open Access Journals (Sweden)

Hao Li

2014-01-01

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

Time resolved mass flow measurements for a fast gas delivery system

International Nuclear Information System (INIS)

Ruden, E.L.; Degnan, J.H.; Hussey, T.W.; Scott, M.C.; Graham, J.D.; Coffey, S.K.

1992-01-01

A technique is demonstrated whereby the delivered mass and flow rate vs. time of a short rise time gas delivery system may be accurately determined. The gas mass M which flows past a point in a gas delivery system by an arbitrary time t may be accurately measured if that point is sealed off within a time interval short compared to the mass flow time scale. If the ejected mass is allowed to equilibrate in a known volume after being cut off from its source, a conventional static pressure measurement before and after injection, and application of the ideal gas law suffices. Assuming reproducibility, a time history M(t) may be generated, allowing the flow rate vs. time dM(t)/dt to be determined. Mass flow measurements are presented for a fast delivery system in which the flow of argon through a 3.2 mm I.D., 0.76 mm thick copper tube is cut off by imploding (θ pinching) the tube using a single turn tungsten magnetic field coil. Pinch discharge parameters are 44 μf, 20 kV, 47 nH, 3.5 mΩ, 584 kA, and 8.63 ps current period. Optical measurements of the tube's internal area vs. time indicate that the tube is sealed 2 ps from the time the tube is still 90% open (7 μs from the start of pinch current). The pinch delay is varied from 500--1,500 ps from the valve trigger (0--1,000 ps from the start of gas flow). The mass injected into the test volume is ∼ 100 μg during this interval. The leak rate of the sealed tube results in a mass increase of only ∼ 0.1 μg by the time the pressure gauge stabilizes (6 s). Results are correlated with piezoelectric probe measurements of the gas flow and 2-D axisymmetric numerical simulations of the θ pinch process. Simulations of a θ pinch suitable for characterizing an annular supersonic nozzle typical of those used in gas puff z pinches are discussed

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.

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

Science.gov (United States)

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

2018-02-01

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

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

DEFF Research Database (Denmark)

Nystrup, Peter; Madsen, Henrik; Lindström, Erik

2016-01-01

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

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.

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

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Voelkle, Manuel C; Oud, Johan H L

2013-02-01

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

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

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Ravi Agarwal

2018-05-01

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

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

DEFF Research Database (Denmark)

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

1997-01-01

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

Radionuclide determination of brain blood flow time and its clinical significance

International Nuclear Information System (INIS)

Vlakhov, N.; Vylkanov, P.; Kirkov, M.

1986-01-01

Brain blood flow time in the two cerebral hemispheres was measured by the method of radioisotope circulography. The radiopharmaceutical used was 131 I-hypuran with activity 3,7 μBq in volume 0,3 ml. Registrations were made with two-channel radiograph GAMMA (Hungary) with external diameter of the colimator 50 mm. Tape speed was 160 mm/min at time costant 10. Patients with neurological and neurosurgical symptoms, as well as a group of normal subjects, were examined. Brain blood flow time varied within the range 5,5-7,5 s for either sex. It was increased in patients with concussion of the brain, epilepsy, atherosclerosis and tumors and shortened in patients with arterio-venous aneurysm. Conclusion is made that the diagnosis value of the method is high, it is practicable with no radiation load and furnisches reliable information on the effectiveness of surgical or drug treatment

Timing of susceptibility to post-fire debris flows in the western USA

Science.gov (United States)

DeGraff, Jerome V.; Cannon, Susan H.; Gartner, Joseph E.

2015-01-01

Watersheds recently burned by wildfires can have an increased susceptibility to debris flow, although little is known about how long this susceptibility persists, and how it changes over time. We here use a compilation of 75 debris-flow response and fire-ignition dates, vegetation and bedrock class, rainfall regime, and initiation process from throughout the western U.S. to address these issues. The great majority (85 percent) of debris flows occurred within the first 12 months following wildfire, with 71 percent within the first six months. Seven percent of the debris flows occurred between 1 and 1.5 years after a fire, or during the second rainy season to impact an area. Within the first 1.5 years following fires, all but one of the debris flows initiated through runoff-dominated processes, and debris flows occurred in similar proportions in forested and non-forested landscapes. Geologic materials affected how long debris-flow activity persisted, and the timing of debris flows varied within different rainfall regimes. A second, later period of increased debris flow susceptibility between 2.2 and 10 years after fires is indicated by the remaining 8 percent of events, which occurred primarily in forested terrains and initiated largely through landslide processes. The short time period between fire and debris-flow response within the first 1.5 years after ignition, and the longer-term response between 2.2 and 10 years after fire, demonstrate the necessity of both rapid and long-term reactions by land managers and emergency-response agencies to mitigate hazards from debris flows from recently burned areas in the western U.S.

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

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.

The effect of bedload transport rates on bedform and planform morphological development in a laboratory meandering stream under varying flow conditions

Science.gov (United States)

Sullivan, C.; Good, R. G. R.; Binns, A. D.

2017-12-01

Sediment transport processes in streams provides valuable insight into the temporal evolution of planform and bedform geometry. The majority of previous experimental research in the literature has focused on bedload transport and corresponding bedform development in rectangular, confined channels, which does not consider planform adjustment processes in streams. In contrast, research conducted with laboratory streams having movable banks can investigate planform development in addition to bedform development, which is more representative of natural streams. The goal of this research is to explore the relationship between bedload transport rates and the morphological adjustments in meandering streams. To accomplish this, a series of experimental runs were conducted in a 5.6 m by 1.9 m river basin flume at the University of Guelph to analyze the bedload impacts on bed formations and planform adjustments in response to varying flow conditions. In total, three experimental runs were conducted: two runs using steady state conditions and one run using unsteady flow conditions in the form of a symmetrical hydrograph implementing quasi steady state flow. The runs were performed in a series of time-steps in order to monitor the evolution of the stream morphology and the bedload transport rates. Structure from motion (SfM) was utilized to capture the channel morphology after each time-step, and Agisoft PhotoScan software was used to produce digital elevation models to analyze the morphological evolution of the channel with time. Bedload transport rates were quantified using a sediment catch at the end of the flume. Although total flow volumes were similar for each run, the morphological evolution and bedload transport rates in each run varied. The observed bedload transport rates from the flume are compared with existing bedload transport formulas to assess their accuracy with respect to sediment transport in unconfined meandering channels. The measured sediment transport

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

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

Science.gov (United States)

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

2016-10-01

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

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

Science.gov (United States)

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

2016-10-20

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

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

Science.gov (United States)

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

2017-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2013-11-01

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

Modeling polar cap F-region patches using time varying convection

International Nuclear Information System (INIS)

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

1993-01-01

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

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

Directory of Open Access Journals (Sweden)

Beatriz Vaz de Melo Mendes

2005-12-01

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

Transport on intermediate time scales in flows with cat's eye patterns

Science.gov (United States)

Pöschke, Patrick; Sokolov, Igor M.; Zaks, Michael A.; Nepomnyashchy, Alexander A.

2017-12-01

We consider the advection-diffusion transport of tracers in a one-parameter family of plane periodic flows where the patterns of streamlines feature regions of confined circulation in the shape of "cat's eyes," separated by meandering jets with ballistic motion inside them. By varying the parameter, we proceed from the regular two-dimensional lattice of eddies without jets to the sinusoidally modulated shear flow without eddies. When a weak thermal noise is added, i.e., at large Péclet numbers, several intermediate time scales arise, with qualitatively and quantitatively different transport properties: depending on the parameter of the flow, the initial position of a tracer, and the aging time, motion of the tracers ranges from subdiffusive to superballistic. We report on results of extensive numerical simulations of the mean-squared displacement for different initial conditions in ordinary and aged situations. These results are compared with a theory based on a Lévy walk that describes the intermediate-time ballistic regime and gives a reasonable description of the behavior for a certain class of initial conditions. The interplay of the walk process with internal circulation dynamics in the trapped state results at intermediate time scales in nonmonotonic characteristics of aging not captured by the Lévy walk model.

Time-averaged second-order pressure and velocity measurements in a pressurized oscillating flow prime mover

Energy Technology Data Exchange (ETDEWEB)

Paridaens, Richard [DynFluid, Arts et Metiers, 151 boulevard de l' Hopital, Paris (France); Kouidri, Smaine [LIMSI-CNRS, Orsay Cedex (France)

2016-11-15

Nonlinear phenomena in oscillating flow devices cause the appearance of a relatively minor secondary flow known as acoustic streaming, which is superimposed on the primary oscillating flow. Knowledge of control parameters, such as the time-averaged second-order velocity and pressure, would elucidate the non-linear phenomena responsible for this part of the decrease in the system's energetic efficiency. This paper focuses on the characterization of a travelling wave oscillating flow engine by measuring the time-averaged second order pressure and velocity. Laser Doppler velocimetry technique was used to measure the time-averaged second-order velocity. As streaming is a second-order phenomenon, its measurement requires specific settings especially in a pressurized device. Difficulties in obtaining the proper settings are highlighted in this study. The experiments were performed for mean pressures varying from 10 bars to 22 bars. Non-linear effect does not constantly increase with pressure.

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

Lifetime, turnover time, and fast magnetic field regeneration in random flows

International Nuclear Information System (INIS)

Tanner, S. E. M.

2007-01-01

The fast dynamo is thought to be relevant in the regeneration of magnetic fields in astrophysics where the value of the magnetic Reynolds number (Rm) is immense. The fast dynamo picture is one in which chaotic flows provide a mechanism for the stretching of magnetic field lines. Furthermore, a cascade of energy down to small scales results in intermittent regions of a small-scale, intense magnetic field. Given this scenario it is natural to invoke the use of kinematic random flows in order to understand field regeneration mechanisms better. Here a family of random flows is used to study the effects that L, the lifetime of the cell, and τ, the turnover time of the cell, may have on magnetic field regeneration. Defining the parameter Γ=L/τ, it has been varied according to Γ>1, Γ<1, Γ∼O(1). In the kinematic regime, dynamo growth rates and Lyapunov exponents are examined at varying values of Rm. The possibility of fast dynamo action is considered. In the nonlinear regime, magnetic and kinetic energies are examined. Results indicate that there does appear to be a relationship between Γ and dynamo efficiency. In particular, the most efficient dynamos seem to operate at lower values of Γ

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.

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.

Electromagnetic radiation in a time-varying background medium

NARCIS (Netherlands)

Budko, N.V.

2009-01-01

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

Housing Cycles in Switzerland - A Time-Varying Approach

OpenAIRE

Drechsel, Dirk

2015-01-01

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

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)

Time varying, multivariate volume data reduction

Energy Technology Data Exchange (ETDEWEB)

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

2010-01-01

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

A Tentative Application Of Morphological Filters To Time-Varying Images

Science.gov (United States)

Billard, D.; Poquillon, B.

1989-03-01

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

Projected space-time and varying speed of light

International Nuclear Information System (INIS)

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

2008-01-01

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

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

KAUST Repository

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

2016-01-01

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

Epidemic spreading in time-varying community networks.

Science.gov (United States)

Ren, Guangming; Wang, Xingyuan

2014-06-01

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

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

Science.gov (United States)

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

2016-12-01

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

Electricity Futures Prices : Time Varying Sensitivity to Fundamentals

NARCIS (Netherlands)

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

2014-01-01

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

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

Directory of Open Access Journals (Sweden)

Maode Yan

2008-01-01

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

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.

Conceptual Modeling of Time-Varying Information

DEFF Research Database (Denmark)

Gregersen, Heidi; Jensen, Christian S.

2004-01-01

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

A time-varying magnetic flux concentrator

International Nuclear Information System (INIS)

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

2016-01-01

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

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.

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

International Nuclear Information System (INIS)

Phat, V.N.

2004-08-01

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

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

Science.gov (United States)

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

2018-01-01

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

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

Directory of Open Access Journals (Sweden)

Xuzhong Wu

2015-01-01

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

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

Science.gov (United States)

Wei, Ruoyu; Cao, Jinde; Alsaedi, Ahmed

2018-02-01

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

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.

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.

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

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

Science.gov (United States)

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

2017-01-01

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

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

Science.gov (United States)

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

2018-05-01

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

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

Science.gov (United States)

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

2015-10-01

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

Epidemic spreading in time-varying community networks

Energy Technology Data Exchange (ETDEWEB)

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

2014-06-15

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

Epidemic spreading in time-varying community networks

International Nuclear Information System (INIS)

Ren, Guangming; Wang, Xingyuan

2014-01-01

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

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....

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

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).

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.

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.

Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure

DEFF Research Database (Denmark)

Amado, Christina; Teräsvirta, Timo

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

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

International Nuclear Information System (INIS)

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

2007-01-01

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

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.

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.

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.

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.

Wavelet time-frequency analysis of accelerating and decelerating flows in a tube bank

International Nuclear Information System (INIS)

Indrusiak, M.L.S.; Goulart, J.V.; Olinto, C.R.; Moeller, S.V.

2005-01-01

In the present work, the steady approximation for accelerating and decelerating flows through tube banks is discussed. With this purpose, the experimental study of velocity and pressure fluctuations of transient turbulent cross-flow in a tube bank with square arrangement and a pitch-to-diameter ratio of 1.26 is performed. The Reynolds number at steady-state flow, computed with the tube diameter and the flow velocity in the narrow gap between the tubes, is 8 x 10 4 . Air is the working fluid. The accelerating and decelerating transients are obtained by means of start and stop of the centrifugal blower. Wavelet and wavelet packet multiresolution analysis were applied to decompose the signal in frequency intervals, using Daubechies 20 wavelet and scale functions, thus allowing the analysis of phenomena in a time-frequency domain. The continuous wavelet transform was also applied, using the Morlet function. The signals in the steady state, which presented a bistable behavior, were separated in two modes and analyzed with usual statistic tools. The results were compared with the steady-state assumption, demonstrating the ability of wavelets for analyzing time varying signals

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.

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

OpenAIRE

Yang, Zhe; Wang, Hui; Lin, Defu

2016-01-01

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

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

Science.gov (United States)

Berman, M. S.

2009-10-01

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

Scattering of a TEM wave from a time varying surface

Science.gov (United States)

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

1990-03-01

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

Modification of Time-dependent Schrodinger Equation in Quantum Mechanics by Adding Derivations of Time's Flow (Relative Time) with Respect of the Both Space and Time Based on the ``Substantial Motion'' Theory of Iranian Philosopher; Mulla Sadra

Science.gov (United States)

Gholibeigian, Hassan; Gholibeigian, Kazem

2016-03-01

In Sadra's theory, the relative time for an atom (body) which is varying continuously becomes momentums of its involved fundamental particles (strings), (time's relativity) [Gholibeigian, APS March Meeting 2015, abstract #V1.023]. Einstein's theory of special relativity might be special form of Sadra's theory. ``The nature has two magnitudes and two elongations, the one is gradual being (wavy-like motion) which belongs to the time and dividable to the former and the next times in mind, and the other is jerky-like motion which belongs to the space and dividable to the former and the next places'' [Asfar, Mulla Sadra, (1571/2-1640)]. Sadra separated the nature of time from nature of space. Therefore we can match these two natures on wave-particle duality. It means that the nature of time might be wavy-like and the nature of space might be jerky-like. So, there are two independent variable sources for particle(s)' flow with respect of its two natures such as potential of flow and relative time which vary with respect of both space and time. Consequently we propose two additional parts to Schrodinger's equation: H⌢ Ψ +tp ∇t' = ih/2 π ∂/∂t Ψ +tp∂/∂t t' , where tp is Planck's time and t' is relative time: t' = f (m , v , t) = t +/- Δt , in which t is time, m is mass and vis speed of particle . AmirKabir University of Technology, Tehran, Iran.

A transit-time flow meter for measuring milliliter per minute liquid flow

DEFF Research Database (Denmark)

Yang, Canqian; Kymmel, Mogens; Søeberg, Henrik

1988-01-01

A transit-time flow meter, using periodic temperature fluctuations as tracers, has been developed for measuring liquid flow as small as 0.1 ml/min in microchannels. By injecting square waves of heat into the liquid flow upstream with a tiny resistance wire heater, periodic temperature fluctuation....... This flow meter will be used to measure and control the small liquid flow in microchannels in flow injection analysis. Review of Scientific Instruments is copyrighted by The American Institute of Physics....... are generated downstream. The fundamental frequency phase shift of the temperature signal with respect to the square wave is found to be a linear function of the reciprocal mean velocity of the fluid. The transit-time principle enables the flow meter to have high accuracy, better than 0.2%, and good linearity...

Contact Dynamics of EHL Contacts under Time Varying Conditions

NARCIS (Netherlands)

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

2004-01-01

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

The extinction probability in systems randomly varying in time

Directory of Open Access Journals (Sweden)

Imre Pázsit

2017-09-01

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

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.

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

International Nuclear Information System (INIS)

Wright, D W; Cobbold, R S C

2010-01-01

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

Time-varying output performances of piezoelectric vibration energy harvesting under nonstationary random vibrations

Science.gov (United States)

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

2018-01-01

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

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

Science.gov (United States)

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

2014-01-01

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

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...

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.

Stochastic analysis of epidemics on adaptive time varying networks

Science.gov (United States)

Kotnis, Bhushan; Kuri, Joy

2013-06-01

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

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

Science.gov (United States)

Sensoy, Ahmet; Tabak, Benjamin M.

2015-10-01

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

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

Directory of Open Access Journals (Sweden)

Shu-Min Lu

2017-01-01

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

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

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.

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

Science.gov (United States)

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

2016-01-05

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

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

Science.gov (United States)

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

2010-03-01

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

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

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

Science.gov (United States)

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

2015-12-01

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

Network Coded Cooperation Over Time-Varying Channels

DEFF Research Database (Denmark)

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

2014-01-01

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

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

Science.gov (United States)

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

2017-10-16

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

REAL-TIME FACE RECOGNITION BASED ON OPTICAL FLOW AND HISTOGRAM EQUALIZATION

Directory of Open Access Journals (Sweden)

D. Sathish Kumar

2013-05-01

Full Text Available Face recognition is one of the intensive areas of research in computer vision and pattern recognition but many of which are focused on recognition of faces under varying facial expressions and pose variation. A constrained optical flow algorithm discussed in this paper, recognizes facial images involving various expressions based on motion vector computation. In this paper, an optical flow computation algorithm which computes the frames of varying facial gestures, and integrating with synthesized image in a probabilistic environment has been proposed. Also Histogram Equalization technique has been used to overcome the effect of illuminations while capturing the input data using camera devices. It also enhances the contrast of the image for better processing. The experimental results confirm that the proposed face recognition system is more robust and recognizes the facial images under varying expressions and pose variations more accurately.

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

International Nuclear Information System (INIS)

Chiarella, Carl; He Xuezhong; Wang, Duo

2006-01-01

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

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

Directory of Open Access Journals (Sweden)

Ruth H. Keogh

2016-01-01

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

Robust stabilisation of time-varying delay systems with probabilistic uncertainties

Science.gov (United States)

Jiang, Ning; Xiong, Junlin; Lam, James

2016-09-01

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

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

Directory of Open Access Journals (Sweden)

Valter J. S. Leite

2008-01-01

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

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

Science.gov (United States)

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

2014-07-01

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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

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

Science.gov (United States)

Li, Shuai; Li, Yangming

2013-10-28

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

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

Directory of Open Access Journals (Sweden)

Yonggang Chen

2008-01-01

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

Sojourn time asymptotics in Processor Sharing queues with varying service rate

NARCIS (Netherlands)

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

2007-01-01

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

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

Institute of Scientific and Technical Information of China (English)

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

2005-01-01

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

Sensitivity analysis of time-dependent laminar flows

International Nuclear Information System (INIS)

Hristova, H.; Etienne, S.; Pelletier, D.; Borggaard, J.

2004-01-01

This paper presents a general sensitivity equation method (SEM) for time dependent incompressible laminar flows. The SEM accounts for complex parameter dependence and is suitable for a wide range of problems. The formulation is verified on a problem with a closed form solution obtained by the method of manufactured solution. Systematic grid convergence studies confirm the theoretical rates of convergence in both space and time. The methodology is then applied to pulsatile flow around a square cylinder. Computations show that the flow starts with symmetrical vortex shedding followed by a transition to the traditional Von Karman street (alternate vortex shedding). Simulations show that the transition phase manifests itself earlier in the sensitivity fields than in the flow field itself. Sensitivities are then demonstrated for fast evaluation of nearby flows and uncertainty analysis. (author)

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.

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...

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

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

Velocity landscape correlation resolves multiple flowing protein populations from fluorescence image time series.

Science.gov (United States)

Pandžić, Elvis; Abu-Arish, Asmahan; Whan, Renee M; Hanrahan, John W; Wiseman, Paul W

2018-02-16

Molecular, vesicular and organellar flows are of fundamental importance for the delivery of nutrients and essential components used in cellular functions such as motility and division. With recent advances in fluorescence/super-resolution microscopy modalities we can resolve the movements of these objects at higher spatio-temporal resolutions and with better sensitivity. Previously, spatio-temporal image correlation spectroscopy has been applied to map molecular flows by correlation analysis of fluorescence fluctuations in image series. However, an underlying assumption of this approach is that the sampled time windows contain one dominant flowing component. Although this was true for most of the cases analyzed earlier, in some situations two or more different flowing populations can be present in the same spatio-temporal window. We introduce an approach, termed velocity landscape correlation (VLC), which detects and extracts multiple flow components present in a sampled image region via an extension of the correlation analysis of fluorescence intensity fluctuations. First we demonstrate theoretically how this approach works, test the performance of the method with a range of computer simulated image series with varying flow dynamics. Finally we apply VLC to study variable fluxing of STIM1 proteins on microtubules connected to the plasma membrane of Cystic Fibrosis Bronchial Epithelial (CFBE) cells. Copyright © 2018 Elsevier Inc. All rights reserved.

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

Science.gov (United States)

Tzeremes, Panayiotis

2018-02-01

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

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.

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.

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

International Nuclear Information System (INIS)

Liu Yanqing; Tang Wansheng

2004-01-01

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

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

Science.gov (United States)

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

2017-11-01

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

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

Type and timing of stream flow changes in urbanizing watersheds in the Eastern U.S.

Directory of Open Access Journals (Sweden)

Kristina G. Hopkins

2015-06-01

Full Text Available Abstract Linking the type and timing of hydrologic changes with patterns of urban growth is essential to identifying the underlying mechanisms that drive declines in urban aquatic ecosystems. In six urbanizing watersheds surrounding three U.S. cities (Baltimore, MD, Boston, MA, and Pittsburgh, PA, we reconstructed the history of development patterns since 1900 and assessed the magnitude and timing of stream flow changes during watershed development. Development reconstructions indicated that the majority of watershed development occurred during a period of peak population growth, typically between 1950 and 1970. Stream flow records indicated significant increases in annual frequency of high-flow events in all six watersheds and increases in annual runoff efficiency in five watersheds. Annual development intensity during the peak growth period had the strongest association with the magnitude of changes in high-flow frequency from the pre- to post-development periods. Results suggest the timing of the peak growth period is particularly important to understanding hydrologic changes, because it can set the type of stormwater infrastructure installed within a watershed. In three watersheds there was a rapid (∼10-15 years shift toward more frequent high-flow events, and in four watersheds there was a shift toward higher runoff efficiency. Breakpoint analyses indicated these shifts occurred between 1969 and 1976 for high-flow frequency and between 1962 and 1984 for runoff efficiency. Results indicated that the timing of high-flow changes were mainly driven by the development trajectory of each watershed, whereas the timing of runoff-efficiency changes were driven by a combination of development trajectories and extreme weather events. Our results underscore the need to refine the causes of urban stream degradation to incorporate the impact of gradual versus rapid urbanization on hydrologic changes and aquatic ecosystem function, as well as to

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

International Nuclear Information System (INIS)

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

2011-01-01

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

Stability of Nonlinear Systems with Unknown Time-varying Feedback Delay

Science.gov (United States)

Chunodkar, Apurva A.; Akella, Maruthi R.

2013-12-01

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

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

Directory of Open Access Journals (Sweden)

Chunmei Wu

2015-01-01

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

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.

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.

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.

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

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

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

KAUST Repository

Sayed, Sadeed Bin

2016-03-15

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

Time-varying Capital Requirements and Disclosure Rules

DEFF Research Database (Denmark)

Kragh, Jonas; Rangvid, Jesper

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

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.

Vorticity vector-potential method based on time-dependent curvilinear coordinates for two-dimensional rotating flows in closed configurations

Science.gov (United States)

Fu, Yuan; Zhang, Da-peng; Xie, Xi-lin

2018-04-01

In this study, a vorticity vector-potential method for two-dimensional viscous incompressible rotating driven flows is developed in the time-dependent curvilinear coordinates. The method is applicable in both inertial and non-inertial frames of reference with the advantage of a fixed and regular calculation domain. The numerical method is applied to triangle and curved triangle configurations in constant and varying rotational angular velocity cases respectively. The evolutions of flow field are studied. The geostrophic effect, unsteady effect and curvature effect on the evolutions are discussed.

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

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

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

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2009-01-01

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

Time-varying market integration and expected returns in emerging mrkets

NARCIS (Netherlands)

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

2001-01-01

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

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....

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

International Nuclear Information System (INIS)

Suzuki, Katsuo; Shimazaki, Junya; Watanabe, Koiti

1995-01-01

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

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

Directory of Open Access Journals (Sweden)

Mingzhu Song

2016-01-01

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

Soil erosion under multiple time-varying rainfall events

Science.gov (United States)

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

2010-05-01

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

Flow visualization

International Nuclear Information System (INIS)

Weinstein, L.M.

1991-01-01

Flow visualization techniques are reviewed, with particular attention given to those applicable to liquid helium flows. Three techniques capable of obtaining qualitative and quantitative measurements of complex 3D flow fields are discussed including focusing schlieren, particle image volocimetry, and holocinematography (HCV). It is concluded that the HCV appears to be uniquely capable of obtaining full time-varying, 3D velocity field data, but is limited to the low speeds typical of liquid helium facilities. 8 refs

Exponential stability of switched linear systems with time-varying delay

Directory of Open Access Journals (Sweden)

Satiracoo Pairote

2007-11-01

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

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

Directory of Open Access Journals (Sweden)

Ke Geng

2017-02-01

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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

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

Directory of Open Access Journals (Sweden)

Ruihong Xie

2017-05-01

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

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

Science.gov (United States)

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

2009-01-01

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

Validation of transit-time flowmetry for chronic measurements of regional blood flow in resting and exercising rats

Directory of Open Access Journals (Sweden)

S.L. Amaral

1997-07-01

Full Text Available The objective of the present study was to validate the transit-time technique for long-term measurements of iliac and renal blood flow in rats. Flow measured with ultrasonic probes was confirmed ex vivo using excised arteries perfused at varying flow rates. An implanted 1-mm probe reproduced with accuracy different patterns of flow relative to pressure in freely moving rats and accurately quantitated the resting iliac flow value (on average 10.43 ± 0.99 ml/min or 2.78 ± 0.3 ml min-1 100 g body weight-1. The measurements were stable over an experimental period of one week but were affected by probe size (resting flows were underestimated by 57% with a 2-mm probe when compared with a 1-mm probe and by anesthesia (in the same rats, iliac flow was reduced by 50-60% when compared to the conscious state. Instantaneous changes of iliac and renal flow during exercise and recovery were accurately measured by the transit-time technique. Iliac flow increased instantaneously at the beginning of mild exercise (from 12.03 ± 1.06 to 25.55 ± 3.89 ml/min at 15 s and showed a smaller increase when exercise intensity increased further, reaching a plateau of 38.43 ± 1.92 ml/min at the 4th min of moderate exercise intensity. In contrast, exercise-induced reduction of renal flow was smaller and slower, with 18% and 25% decreases at mild and moderate exercise intensities. Our data indicate that transit-time flowmetry is a reliable method for long-term and continuous measurements of regional blood flow at rest and can be used to quantitate the dynamic flow changes that characterize exercise and recovery

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...

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

International Nuclear Information System (INIS)

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

2006-01-01

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

Real-Time Video Stylization Using Object Flows.

Science.gov (United States)

Lu, Cewu; Xiao, Yao; Tang, Chi-Keung

2017-05-05

We present a real-time video stylization system and demonstrate a variety of painterly styles rendered on real video inputs. The key technical contribution lies on the object flow, which is robust to inaccurate optical flow, unknown object transformation and partial occlusion as well. Since object flows relate regions of the same object across frames, shower-door effect can be effectively reduced where painterly strokes and textures are rendered on video objects. The construction of object flows is performed in real time and automatically after applying metric learning. To reduce temporal flickering, we extend the bilateral filtering into motion bilateral filtering. We propose quantitative metrics to measure the temporal coherence on structures and textures of our stylized videos, and perform extensive experiments to compare our stylized results with baseline systems and prior works specializing in watercolor and abstraction.

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

Science.gov (United States)

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

2017-01-01

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

Time Varying Market Integration and Expected Rteurns in Emerging Markets

NARCIS (Netherlands)

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

2001-01-01

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

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

NARCIS (Netherlands)

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

2012-01-01

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

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

International Nuclear Information System (INIS)

Kubrusly, C.S.

1988-09-01

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

Neutron fluctuations in a medium randomly varying in time

International Nuclear Information System (INIS)

Lenard, Pal; Imre, Pazsit

2005-01-01

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

Neutron fluctuations in a medium randomly varying in time

Energy Technology Data Exchange (ETDEWEB)

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

2005-07-01

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

Optimal Consumption and Investment under Time-Varying Relative Risk Aversion

DEFF Research Database (Denmark)

Steffensen, Mogens

2011-01-01

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

Detection of dynamically varying interaural time differences

DEFF Research Database (Denmark)

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

2010-01-01

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

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.

Application of method of volume averaging coupled with time resolved PIV to determine transport characteristics of turbulent flows in porous bed

Science.gov (United States)

Patil, Vishal; Liburdy, James

2012-11-01

Turbulent porous media flows are encountered in catalytic bed reactors and heat exchangers. Dispersion and mixing properties of these flows play an essential role in efficiency and performance. In an effort to understand these flows, pore scale time resolved PIV measurements in a refractive index matched porous bed were made. Pore Reynolds numbers, based on hydraulic diameter and pore average velocity, were varied from 400-4000. Jet-like flows and recirculation regions associated with large scale structures were found to exist. Coherent vortical structures which convect at approximately 0.8 times the pore average velocity were identified. These different flow regions exhibited different turbulent characteristics and hence contributed unequally to global transport properties of the bed. The heterogeneity present within a pore and also from pore to pore can be accounted for in estimating transport properties using the method of volume averaging. Eddy viscosity maps and mean velocity field maps, both obtained from PIV measurements, along with the method of volume averaging were used to predict the dispersion tensor versus Reynolds number. Asymptotic values of dispersion compare well to existing correlations. The role of molecular diffusion was explored by varying the Schmidt number and molecular diffusion was found to play an important role in tracer transport, especially in recirculation regions. Funding by NSF grant 0933857, Particulate and Multiphase Processing.

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

International Nuclear Information System (INIS)

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

2016-01-01

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

Tracking time-varying coefficient-functions

DEFF Research Database (Denmark)

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

2000-01-01

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

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

DEFF Research Database (Denmark)

Casas, Isabel; Ferreira, Eva; Orbe, Susan

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

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

African Journals Online (AJOL)

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

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

Science.gov (United States)

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

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

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

DEFF Research Database (Denmark)

Christensen, Rene Hardam; Santos, Ilmar

2004-01-01

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

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

Science.gov (United States)

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

2016-01-15

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

Multi-relaxation-time Lattice Boltzman model for uniform-shear flow over a rotating circular cylinder

Directory of Open Access Journals (Sweden)

Nemati Hasan

2011-01-01

Full Text Available A numerical investigation of the two-dimensional laminar flow and heat transfer a rotating circular cylinder with uniform planar shear, where the free-stream velocity varies linearly across the cylinder using Multi-Relaxation-Time Lattice Boltzmann method is conducted. The effects of variation of Reynolds number, rotational speed ratio at shear rate 0.1, blockage ratio 0.1 and Prandtl number 0.71 are studied. The Reynolds number changing from 50 to 160 for three rotational speed ratios of 0, 0.5, 1 is investigated. Results show that flow and heat transfer depends significantly on the rotational speed ratio as well as the Reynolds number. The effect of Reynolds number on the vortex-shedding frequency and period-surface Nusselt numbers is overall very strong compared with rotational speed ratio. Flow and heat conditions characteristics such as lift and drag coefficients, Strouhal number and Nusselt numbers are studied.

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

Science.gov (United States)

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

2018-02-01

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

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

International Nuclear Information System (INIS)

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

2013-01-01

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

A discrete time-varying internal model-based approach for high precision tracking of a multi-axis servo gantry.

Science.gov (United States)

Zhang, Zhen; Yan, Peng; Jiang, Huan; Ye, Peiqing

2014-09-01

In this paper, we consider the discrete time-varying internal model-based control design for high precision tracking of complicated reference trajectories generated by time-varying systems. Based on a novel parallel time-varying internal model structure, asymptotic tracking conditions for the design of internal model units are developed, and a low order robust time-varying stabilizer is further synthesized. In a discrete time setting, the high precision tracking control architecture is deployed on a Voice Coil Motor (VCM) actuated servo gantry system, where numerical simulations and real time experimental results are provided, achieving the tracking errors around 3.5‰ for frequency-varying signals. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

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

NARCIS (Netherlands)

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

2012-01-01

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

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

Directory of Open Access Journals (Sweden)

Cheng Liu

2010-01-01

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

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

Science.gov (United States)

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

2018-03-01

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

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

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Huiguo Chen

2017-01-01

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

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

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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.

Noninvasive measurement of cerebrospinal fluid flow using an ultrasonic transit time flow sensor: a preliminary study.

Science.gov (United States)

Pennell, Thomas; Yi, Juneyoung L; Kaufman, Bruce A; Krishnamurthy, Satish

2016-03-01

OBJECT Mechanical failure-which is the primary cause of CSF shunt malfunction-is not readily diagnosed, and the specific reasons for mechanical failure are not easily discerned. Prior attempts to measure CSF flow noninvasively have lacked the ability to either quantitatively or qualitatively obtain data. To address these needs, this preliminary study evaluates an ultrasonic transit time flow sensor in pediatric and adult patients with external ventricular drains (EVDs). One goal was to confirm the stated accuracy of the sensor in a clinical setting. A second goal was to observe the sensor's capability to record real-time continuous CSF flow. The final goal was to observe recordings during instances of flow blockage or lack of flow in order to determine the sensor's ability to identify these changes. METHODS A total of 5 pediatric and 11 adult patients who had received EVDs for the treatment of hydrocephalus were studied in a hospital setting. The primary EVD was connected to a secondary study EVD that contained a fluid-filled pressure transducer and an in-line transit time flow sensor. Comparisons were made between the weight of the drainage bag and the flow measured via the sensor in order to confirm its accuracy. Data from the pressure transducer and the flow sensor were recorded continuously at 100 Hz for a period of 24 hours by a data acquisition system, while the hourly CSF flow into the drip chamber was recorded manually. Changes in the patient's neurological status and their time points were noted. RESULTS The flow sensor demonstrated a proven accuracy of ± 15% or ± 2 ml/hr. The flow sensor allowed real-time continuous flow waveform data recordings. Dynamic analysis of CSF flow waveforms allowed the calculation of the pressure-volume index. Lastly, the sensor was able to diagnose a blocked catheter and distinguish between the blockage and lack of flow. CONCLUSIONS The Transonic flow sensor accurately measures CSF output within ± 15% or ± 2 ml

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.

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

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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.

Conditional CAPM: Time-varying Betas in the Brazilian Market

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Frances Fischberg Blank

2014-10-01

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

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

OpenAIRE

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

2006-01-01

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

Using travel times to simulate multi-dimensional bioreactive transport in time-periodic flows.

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Sanz-Prat, Alicia; Lu, Chuanhe; Finkel, Michael; Cirpka, Olaf A

2016-04-01

In travel-time models, the spatially explicit description of reactive transport is replaced by associating reactive-species concentrations with the travel time or groundwater age at all locations. These models have been shown adequate for reactive transport in river-bank filtration under steady-state flow conditions. Dynamic hydrological conditions, however, can lead to fluctuations of infiltration velocities, putting the validity of travel-time models into question. In transient flow, the local travel-time distributions change with time. We show that a modified version of travel-time based reactive transport models is valid if only the magnitude of the velocity fluctuates, whereas its spatial orientation remains constant. We simulate nonlinear, one-dimensional, bioreactive transport involving oxygen, nitrate, dissolved organic carbon, aerobic and denitrifying bacteria, considering periodic fluctuations of velocity. These fluctuations make the bioreactive system pulsate: The aerobic zone decreases at times of low velocity and increases at those of high velocity. For the case of diurnal fluctuations, the biomass concentrations cannot follow the hydrological fluctuations and a transition zone containing both aerobic and obligatory denitrifying bacteria is established, whereas a clear separation of the two types of bacteria prevails in the case of seasonal velocity fluctuations. We map the 1-D results to a heterogeneous, two-dimensional domain by means of the mean groundwater age for steady-state flow in both domains. The mapped results are compared to simulation results of spatially explicit, two-dimensional, advective-dispersive-bioreactive transport subject to the same relative fluctuations of velocity as in the one-dimensional model. The agreement between the mapped 1-D and the explicit 2-D results is excellent. We conclude that travel-time models of nonlinear bioreactive transport are adequate in systems of time-periodic flow if the flow direction does not change

Flow-sensitive type recovery in linear-log time

DEFF Research Database (Denmark)

Adams, Michael D.; Keep, Andrew W.; Midtgaard, Jan

2011-01-01

The flexibility of dynamically typed languages such as JavaScript, Python, Ruby, and Scheme comes at the cost of run-time type checks. Some of these checks can be eliminated via control-flow analysis. However, traditional control-flow analysis (CFA) is not ideal for this task as it ignores flow...

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

International Nuclear Information System (INIS)

Tenforde, T.S.

1988-08-01

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

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

Science.gov (United States)

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

2012-03-01

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

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

Directory of Open Access Journals (Sweden)

Zhongke Shi

2009-01-01

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

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....

Time-delayed feedback technique for suppressing instabilities in time-periodic flow

Science.gov (United States)

Shaabani-Ardali, Léopold; Sipp, Denis; Lesshafft, Lutz

2017-11-01

A numerical method is presented that allows to compute time-periodic flow states, even in the presence of hydrodynamic instabilities. The method is based on filtering nonharmonic components by way of delayed feedback control, as introduced by Pyragas [Phys. Lett. A 170, 421 (1992), 10.1016/0375-9601(92)90745-8]. Its use in flow problems is demonstrated here for the case of a periodically forced laminar jet, subject to a subharmonic instability that gives rise to vortex pairing. The optimal choice of the filter gain, which is a free parameter in the stabilization procedure, is investigated in the context of a low-dimensional model problem, and it is shown that this model predicts well the filter performance in the high-dimensional flow system. Vortex pairing in the jet is efficiently suppressed, so that the unstable periodic flow state in response to harmonic forcing is accurately retrieved. The procedure is straightforward to implement inside any standard flow solver. Memory requirements for the delayed feedback control can be significantly reduced by means of time interpolation between checkpoints. Finally, the method is extended for the treatment of periodic problems where the frequency is not known a priori. This procedure is demonstrated for a three-dimensional cubic lid-driven cavity in supercritical conditions.

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

Science.gov (United States)

Glass, B. J.; Hanagud, S.

1992-01-01

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

Monopoly models with time-varying demand function

Science.gov (United States)

Cavalli, Fausto; Naimzada, Ahmad

2018-05-01

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

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.

Investigation of liquid phase axial dispersion in Taylor bubble flow by radiotracer residence time distribution analysis

Directory of Open Access Journals (Sweden)

Jin J.H.

2013-05-01

Full Text Available A gas-liquid Taylor bubble flow occurs in small diameter channels in which gas bubbles are separated by slugs of pure liquid. This type of flow regime is well suited for solid catalyzed gas-liquid reactors in which the reaction efficiency is a strong function of axial dispersion in the regions of pure liquid. This paper presents an experimental study of liquid phase axial dispersion in a Taylor bubble flow developed in a horizontal tube using high speed photography and radiotracer residence time distribution (RTD analysis. A parametric dependence of axial dispersion on average volume fraction of gas phase was also investigated by varying the relative volumetric flow rates of the two phases. 137mBa produced from a 137Cs/137mBa radionuclide generator was used as radiotracer and measurements were made using the NaI(Tl scintillation detectors. Validation of 137mBa in the form of barium chloride as aqueous phase radiotracer was also carried out. Axial Dispersion Model (ADM was used to simulate the hydrodynamics of the system and the results of the experiment are presented. It was observed that the system is characterized by very high values of Peclet Number (Pe∼102 which reveals an approaching plug type flow. The experimental and model estimated values of mean residence times were observed in agreement with each other.

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

Science.gov (United States)

Khanzadeh, Alireza; Pourgholi, Mahdi

2016-08-01

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

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

International Nuclear Information System (INIS)

Khanzadeh, Alireza; Pourgholi, Mahdi

2016-01-01

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

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

NARCIS (Netherlands)

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

2009-01-01

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

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

Directory of Open Access Journals (Sweden)

Marie C. Hull

2017-10-01

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

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.

Batch Scheduling for Hybrid Assembly Differentiation Flow Shop to Minimize Total Actual Flow Time

Science.gov (United States)

Maulidya, R.; Suprayogi; Wangsaputra, R.; Halim, A. H.

2018-03-01

A hybrid assembly differentiation flow shop is a three-stage flow shop consisting of Machining, Assembly and Differentiation Stages and producing different types of products. In the machining stage, parts are processed in batches on different (unrelated) machines. In the assembly stage, each part of the different parts is assembled into an assembly product. Finally, the assembled products will further be processed into different types of final products in the differentiation stage. In this paper, we develop a batch scheduling model for a hybrid assembly differentiation flow shop to minimize the total actual flow time defined as the total times part spent in the shop floor from the arrival times until its due date. We also proposed a heuristic algorithm for solving the problems. The proposed algorithm is tested using a set of hypothetic data. The solution shows that the algorithm can solve the problems effectively.

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

Science.gov (United States)

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

2018-01-01

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

Modelling mean transit time of stream base flow during tropical cyclone rainstorm in a steep relief forested catchment

Science.gov (United States)

Lee, Jun-Yi; Huang, -Chuan, Jr.

2017-04-01

Mean transit time (MTT) is one of the of fundamental catchment descriptors to advance understanding on hydrological, ecological, and biogeochemical processes and improve water resources management. However, there were few documented the base flow partitioning (BFP) and mean transit time within a mountainous catchment in typhoon alley. We used a unique data set of 18O isotope and conductivity composition of rainfall (136 mm to 778 mm) and streamflow water samples collected for 14 tropical cyclone events (during 2011 to 2015) in a steep relief forested catchment (Pinglin, in northern Taiwan). A lumped hydrological model, HBV, considering dispersion model transit time distribution was used to estimate total flow, base flow, and MTT of stream base flow. Linear regression between MTT and hydrometric (precipitation intensity and antecedent precipitation index) variables were used to explore controls on MTT variation. Results revealed that both the simulation performance of total flow and base flow were satisfactory, and the Nash-Sutcliffe model efficiency coefficient of total flow and base flow was 0.848 and 0.732, respectively. The event magnitude increased with the decrease of estimated MTTs. Meanwhile, the estimated MTTs varied 4-21 days with the increase of BFP between 63-92%. The negative correlation between event magnitude and MTT and BFP showed the forcing controls the MTT and BFP. Besides, a negative relationship between MTT and the antecedent precipitation index was also found. In other words, wetter antecedent moisture content more rapidly active the fast flow paths. This approach is well suited for constraining process-based modeling in a range of high precipitation intensity and steep relief forested environments.

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

OpenAIRE

Toshitaka Sekine

2006-01-01

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

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

International Nuclear Information System (INIS)

Song, Qiankun; Wang, Zidong

2007-01-01

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

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

Directory of Open Access Journals (Sweden)

Xinlei Yi

2013-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2008-11-15

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

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

Science.gov (United States)

2010-12-10

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

Determination of residence times of ions in a resistive glass selected ion flow-drift tube using the Hadamard transformation.

Science.gov (United States)

Spesyvyi, Anatolii; Španěl, Patrik

2015-09-15

Selected ion flow tube mass spectrometry, SIFT-MS, used for trace gas analyses has certain fundamental limitations that could be alleviated by adding a facility that allows reaction times and ion interaction energies to be varied. Thus, a selected ion flow-drift tube, SIFDT, has been created to explore the influence of an embedded electric field on these parameters and on reaction processes. The new SIFTD instrument was constructed using a miniature resistive glass drift tube. Arrival times of ions, t, analysed by a downstream quadrupole mass spectrometer over the m/z range 10-100 were studied by modulating the injected ion current using a gate lens. Single pulse modulation was compared with pseudorandom time multiplexing exploiting the Hadamard transformation. A simple model involving analysis of ethanol and water vapour mixture in air was used to explore the advantages of the SIFDT concept to SIFT-MS analysis. It is shown that the resistive glass drift tube is suitable for SIFDT experiments. The Hadamard transformation can be used to routinely determine reagent ion residence time in the flow-drift tube and also to observe differences in arrival times for different product ions. Two-dimensional data combining arrival time and mass spectra can be obtained rapidly. The calculated ion drift velocities vary with the reduced field strength, E/N, and the calculated ion mobilities agree with theoretical and previous literature values. This study has provided evidence that the SIFDT-MS technique can be implemented in a miniature and low-cost instrument and two- or three-dimensional data can be obtained (product ion count rates as functions of m/z, t and E/N) using the Hadamard transformation thus providing exciting possibilities for further analytical additions and extensions of the SIFT-MS technique. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.

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

Directory of Open Access Journals (Sweden)

Fengxia Xu

2014-01-01

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

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

Science.gov (United States)

Syed Ali, M.; Balasubramaniam, P.

2008-07-01

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

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

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2008-01-01

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

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

Science.gov (United States)

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

2014-05-01

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

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

International Nuclear Information System (INIS)

Sheng Li; Yang Huizhong

2009-01-01

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

An explicit multi-time-stepping algorithm for aerodynamic flows

NARCIS (Netherlands)

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

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.

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.

Stirring inertia in time-dependent low Reynolds number flows

Science.gov (United States)

Yecko, Philip; Luchtenburg, Dirk Martin (Mark); Forgoston, Eric; Billings, Lora

2017-11-01

Diagnosis of a kinematic flow and its transport using Lagrangian coherent structures (LCS) based on finite-time Lyapunov exponents (FTLE) neglects dynamical effects, such as pressure, as well as dynamically important constraints, such as potential vorticity conservation. Chaotic advection, on the other hand, often neglects inertial effects, which are prominent in LCS. We present results for very low Reynolds number laboratory flows, including a Stokes double gyre, vertically sheared strain and a four roll mill. Images of tracer (dye) and FTLE fields computed from particle image velocimetry (PIV) reveal complementary sets of flow structures, giving a more complete picture of transport in these flows. We confirm by computing FTLE of an exact time-dependent Stokes flow solution and present implications of these findings for inertial object transport in flows. Support of NSF DMS-1418956 is gratefully acknoweldged.

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.

Real-time display of flow-pressure-volume loops.

Science.gov (United States)

Morozoff, P E; Evans, R W

1992-01-01

Graphic display of respiratory waveforms can be valuable for monitoring the progress of ventilated patients. A system has been developed that can display flow-pressure-volume loops as derived from a patient's respiratory circuit in real time. It can also display, store, print, and retrieve ventilatory waveforms. Five loops can be displayed at once: current, previous, reference, "ideal," and previously saved. Two components, the data-display device (DDD) and the data-collection device (DCD), comprise the system. An IBM 286/386 computer with a graphics card (VGA) and bidirectional parallel port is used for the DDD; an eight-bit microprocessor card and an A/D convertor card make up the DCD. A real-time multitasking operating system was written to control the DDD, while the DCD operates from in-line assembly code. The DCD samples the pressure and flow sensors at 100 Hz and looks for a complete flow waveform pattern based on flow slope. These waveforms are then passed to the DDD via the mutual parallel port. Within the DDD a process integrates the flow to create a volume signal and performs a multilinear regression on the pressure, flow, and volume data to calculate the elastance, resistance, pressure offset, and coefficient of determination. Elastance, resistance, and offset are used to calculate Pr and Pc where: Pr[k] = P[k]-offset-(elastance.V[k]) and Pc[k] = P[k]-offset-(resistance.F[k]). Volume vs. Pc and flow vs. Pr can be displayed in real time. Patient data from previous clinical tests were loaded into the device to verify the software calculations. An analog waveform generator was used to simulate flow and pressure waveforms that validated the system.(ABSTRACT TRUNCATED AT 250 WORDS)

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

Two-Phase Quality/Flow Meter

Science.gov (United States)

Moerk, J. Steven (Inventor); Youngquist, Robert C. (Inventor); Werlink, Rudy J. (Inventor)

1999-01-01

A quality and/or flow meter employs a capacitance probe assembly for measuring the dielectric constant of flow stream, particularly a two-phase flow stream including liquid and gas components.ne dielectric constant of the flow stream varies depending upon the volume ratios of its liquid and gas components, and capacitance measurements can therefore be employed to calculate the quality of the flow, which is defined as the volume ratio of liquid in the flow to the total volume ratio of gas and liquid in the flow. By using two spaced capacitance sensors, and cross-correlating the time varying capacitance values of each, the velocity of the flow stream can also be determined. A microcontroller-based processing circuit is employed to measure the capacitance of the probe sensors.The circuit employs high speed timer and counter circuits to provide a high resolution measurement of the time interval required to charge each capacitor in the probe assembly. In this manner, a high resolution, noise resistant, digital representation of each of capacitance value is obtained without the need for a high resolution A/D converter, or a high frequency oscillator circuit. One embodiment of the probe assembly employs a capacitor with two ground plates which provide symmetry to insure that accurate measurements are made thereby.

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

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

Indian Academy of Sciences (India)

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

Inferring time-varying network topologies from gene expression data.

Science.gov (United States)

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

2007-01-01

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

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.

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

DEFF Research Database (Denmark)

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

2014-01-01

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

Complexity Variability Assessment of Nonlinear Time-Varying Cardiovascular Control

Science.gov (United States)

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

2017-02-01

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

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

International Nuclear Information System (INIS)

Zhang Qun-Jiao; Zhao Jun-Chan

2012-01-01

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

Water Flow Experiments

Indian Academy of Sciences (India)

year undergraduate student at Ashoka University,. Sonipat, Haryana. This article studies how the height of water varies with time when water ... Experiment using a one-bottle system with a small bore tube at- tached to .... restricting free flow.

Simulations of hybrid system varying solar radiation and microturbine response time

Directory of Open Access Journals (Sweden)

Yolanda Fernández Ribaya

2015-07-01

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

Simulations of hybrid system varying solar radiation and microturbine response time

Energy Technology Data Exchange (ETDEWEB)

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

2015-07-15

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

Noise level estimation in weakly nonlinear slowly time-varying systems

International Nuclear Information System (INIS)

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

2008-01-01

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

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

Directory of Open Access Journals (Sweden)

Da Sun

2016-01-01

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

Identification of flow paths and quantification of return flow volumes and timing at field scale

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Claes, N.; Paige, G. B.; Parsekian, A.

2017-12-01

Flood irrigation, which constitutes a large part of agricultural water use, accounts for a significant amount of the water that is diverted from western streams. Return flow, the portion of the water applied to irrigated areas that returns to the stream, is important for maintaining base flows in streams and ecological function of riparian zones and wetlands hydrologically linked with streams. Prediction of timing and volumes of return flow during and after flood irrigation pose a challenge due to the heterogeneity of pedogenic and soil physical factors that influence vadose zone processes. In this study, we quantify volumes of return flow and potential pathways in the subsurface through a vadose zone flow model that is informed by both hydrological and geophysical observations in a Bayesian setting. We couple a two-dimensional vadose zone flow model through a Bayesian Markov Chain Monte Carlo approach with time lapse ERT, borehole NMR datasets that are collected during and after flood irrigation experiments, and soil physical lab analysis. The combination of both synthetic models and field observations leads to flow path identification and allows for quantification of volumes and timing and associated uncertainties of subsurface return that stems from flood irrigation. The quantification of the impact of soil heterogeneity enables us to translate these results to other sites and predict return flow under different soil physical settings. This is key when managing irrigation water resources and predictions of outcomes of different scenarios have to be evaluated.

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

Directory of Open Access Journals (Sweden)

Jessica M Conway

2014-08-01

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

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

International Nuclear Information System (INIS)

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

2015-01-01

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

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

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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.

Insights from field observations into controls on flow front speed in submarine sediment flows

Science.gov (United States)

Heerema, C.; Talling, P.; Cartigny, M.; Paull, C. K.; Gwiazda, R.; Clare, M. A.; Parsons, D. R.; Xu, J.; Simmons, S.; Maier, K. L.; Chapplow, N.; Gales, J. A.; McGann, M.; Barry, J.; Lundsten, E. M.; Anderson, K.; O'Reilly, T. C.; Rosenberger, K. J.; Sumner, E. J.; Stacey, C.

2017-12-01

Seafloor avalanches of sediment called turbidity currents are one of the most important processes for moving sediment across our planet. Only rivers carry comparable amounts of sediment across such large areas. Here we present some of the first detailed monitoring of these underwater flows that is being undertaken at a series of test sites. We seek to understand the factors that determine flow front speed, and how that speed varies with distance. This frontal speed is particularly important for predicting flow runout, and how the power of these hazardous flows varies with distance. First, we consider unusually detailed measurements of flow front speed defined by transit times between moorings and other tracked objects placed on the floor of Monterey Canyon offshore California in 2016-17. These measurements are then compared to flow front speeds measured using multiple moorings in Bute Inlet, British Columbia in 2016; and by cable breaks in Gaoping Canyon offshore Taiwan in 2006 and 2009. We seek to understand how flow front velocity is related to seafloor gradient, flow front thickness and density. It appears that the spatial evolution of frontal speed is similar in multiple flows, although their peak frontal velocities vary. Flow front velocity tends to increase rapidly initially before declining rather gradually over tens or even hundreds of kilometres. It has been proposed that submarine flows will exist in one of two states; either eroding and accelerating, or depositing sediment and dissipating. We conclude by discussing the implications of this global compilation of flow front velocities for understanding submarine flow behaviour.

Complex blood flow quantification using real-time in vivo vector flow ultrasound

DEFF Research Database (Denmark)

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

A new method to define and quantify complex blood flow is presented. The standard deviations of real-time in vivo vector flow angle estimates are used. Using vector flow ultrasound imaging both carotid bifurcations of two healthy volunteers were scanned. Scanning was performed with a 7.6 MHz linear...... transducer (8670, B-K Medical, Denmark) and a commercial vector flow ultrasound scanner (ProFocus 2202, B-K Medical). Eight video sequences of one cardiac cycle were obtained. In every frame boxes were placed to define the common carotid artery(box1) and the carotid bulb(box2). The standard deviation...... for the vector angle estimates was calculated for each box in every frame. For comparison three ultrasound experts evaluated the presence of complex flow in every box. The trial was blinded. For every sequence the mean standard deviation of the vector angle estimates were calculated for box1 {39...

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

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

2016-12-01

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

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

DEFF Research Database (Denmark)

Møller, Stig V.; Rangvid, Jesper

2015-01-01

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

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

International Nuclear Information System (INIS)

Song Qiankun

2008-01-01

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

Evaluation of asymmetries of blood flow rate and of circulation time by intravenous radionuclide cerebral angiography in patients with ischemic completed stroke.

Science.gov (United States)

Bartolini, A; Primavera, A; Gasparetto, B

1984-12-01

155 patients with ischemic completed stroke of varying severity and outcome have been evaluated by radionuclide cerebral angiography with analysis of regional time-activity curves. Two parameters have been evaluated: area under the upslope of the curve (Aup) reflecting regional blood flow rate and moment of the whole curve reflecting tracer circulation time (rABCT) Combination of these two methods ensured increased detection of perfusion asymmetries.

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.

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.

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

Directory of Open Access Journals (Sweden)

F. Yıldız Tascikaraoglu

2014-01-01

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

Modelling tourists arrival using time varying parameter

Science.gov (United States)

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

2017-06-01

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

Rules for Flight Paths and Time of Flight for Flows in Porous Media with Heterogeneous Permeability and Porosity

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Lihua Zuo

2017-01-01

Full Text Available Porous media like hydrocarbon reservoirs may be composed of a wide variety of rocks with different porosity and permeability. Our study shows in algorithms and in synthetic numerical simulations that the flow pattern of any particular porous medium, assuming constant fluid properties and standardized boundary and initial conditions, is not affected by any spatial porosity changes but will vary only according to spatial permeability changes. In contrast, the time of flight along the streamline will be affected by both the permeability and porosity, albeit in opposite directions. A theoretical framework is presented with evidence from flow visualizations. A series of strategically chosen streamline simulations, including systematic spatial variations of porosity and permeability, visualizes the respective effects on the flight path and time of flight. Two practical rules are formulated. Rule  1 states that an increase in permeability decreases the time of flight, whereas an increase in porosity increases the time of flight. Rule  2 states that the permeability uniquely controls the flight path of fluid flow in porous media; local porosity variations do not affect the streamline path. The two rules are essential for understanding fluid transport mechanisms, and their rigorous validation therefore is merited.

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

International Nuclear Information System (INIS)

Xu Shengyuan; Chu Yuming; Lu Junwei

2006-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2006-04-03

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

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

International Nuclear Information System (INIS)

Guerreiro, S.C.

1971-01-01

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

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

International Nuclear Information System (INIS)

Park, Sung Y.; Zhao, Guochang

2010-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2010-01-15

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

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

Science.gov (United States)

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

2011-03-01

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

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

International Nuclear Information System (INIS)

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

2008-01-01

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

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

International Nuclear Information System (INIS)

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

1990-01-01

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

Residence Time Distributions in a Cold, Confined Swirl Flow

DEFF Research Database (Denmark)

Lans, Robert Pieter Van Der; Glarborg, Peter; Dam-Johansen, Kim

1997-01-01

Residence time distributions (RTD) in a confined, cold swirling flow have been measured with a fast-response probe and helium as a tracer. The test-rig represented a scaled down version of a burner. The effect of variation of flow velocities and swirl angle on the flow pattern in the near...

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

Science.gov (United States)

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

2018-05-01

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

Time-Varying Distortions of Binaural Information by Bilateral Hearing Aids

Science.gov (United States)

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

2016-01-01

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

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

DEFF Research Database (Denmark)

Zöller, Daniela; Schmidtmann, Irene; Weinmann, Arndt

2016-01-01

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

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

Science.gov (United States)

Pandey, Vikash; Holm, Sverre

2016-09-01

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

Modification of Schrodinger Equation in Quantum Mechanics by Adding Derivations of Time's Flow (Relative Time) with Respect of the Both Space and Time Based on the ``Substantial Motion'' Theory of Iranian Philosopher; Mulla Sadra

Science.gov (United States)

Gholibeigian, Hassan; Amirshahkarami, Abdolazim; Gholibeigian, Kazem

2016-05-01

``The nature has two magnitudes and two elongations, one is gradual being (wavy-like motion) which belongs to the time and dividable to the former and the next times in mind, and the other one is jerky-like motion which belongs to the space and dividable to the former and the next places'' [Asfar, Mulla Sadra, (1571/2-1640)]. These two separated natures of space-time are matched on wave-particle duality. Therefore, the nature of time can be wavy-like and the nature of space can be jerky-like. So, there are two independent variable sources of particle(s)' flow while they are match exactly with each other. These two sources are potential of flow and potential of time (relative time) which vary with respect to both space and time. Here, we propose two additional parts to Schrodinger's equation with respect to relative time: HΨ + ∇t' = EΨ + ∂t' / ∂t , where t is time and t' is relative time: t' = t +/- Δt [Gholibeigian et al., APS March Meeting 2016], which for each atom becomes: tatom = ∑mnucleons + ∑melectrons where m is momentum [Gholibeigian, APS March Meeting 2015, abstract #V1.023]. Using time's relativity in Schrodinger equation will give us more precious results. AmirKabir University of Technology,Tehran, Iran.

Pollinator effectiveness varies with experimental shifts in flowering time.

Science.gov (United States)

Rafferty, Nicole E; Ives, Anthony R

2012-04-01

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

Consumer responses to time varying prices for electricity

International Nuclear Information System (INIS)

Thorsnes, Paul; Williams, John; Lawson, Rob

2012-01-01

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

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

Science.gov (United States)

Shi, Wei; Xia, Jun

2017-02-01

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

Multi-scale simulations of droplets in generic time-dependent flows

Science.gov (United States)

Milan, Felix; Biferale, Luca; Sbragaglia, Mauro; Toschi, Federico

2017-11-01

We study the deformation and dynamics of droplets in time-dependent flows using a diffuse interface model for two immiscible fluids. The numerical simulations are at first benchmarked against analytical results of steady droplet deformation, and further extended to the more interesting case of time-dependent flows. The results of these time-dependent numerical simulations are compared against analytical models available in the literature, which assume the droplet shape to be an ellipsoid at all times, with time-dependent major and minor axis. In particular we investigate the time-dependent deformation of a confined droplet in an oscillating Couette flow for the entire capillary range until droplet break-up. In this way these multi component simulations prove to be a useful tool to establish from ``first principles'' the dynamics of droplets in complex flows involving multiple scales. European Union's Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No 642069. & European Research Council under the European Community's Seventh Framework Program, ERC Grant Agreement No 339032.

Stopped-flow technique for transit time measurement in a gas jet

International Nuclear Information System (INIS)

Rengan, K.; Lin, J.; Lim, T.; Meyer, R.A.; Harrell, J.

1985-01-01

A 'stopped-flow' technique for the measurement of transit time of reaction products in a gas jet is described. The method involved establishing the gas flow through the jet system when the reactor is operating steadily and allowing the pressure to reach equilibrium values. The gas flow is stopped by means of electrically operated valves. The transit-time measurement is achieved by opening the valves and initiating the multiscanning of total activity simultaneously. The value obtained agrees well with the transit time measured by pulsing the reactor. The 'stopped-flow' technique allows on-line measurement of transit time in any gas jet system where the physical transportation time is the major component of the transit time. This technique is especially useful for systems installed in reactors which do not have pulsing capability. (orig.)

Correlation Between Contrast Time-Density Time on Digital Subtraction Angiography and Flow: An in Vitro Study.

Science.gov (United States)

Brunozzi, Denise; Shakur, Sophia F; Ismail, Rahim; Linninger, Andreas; Hsu, Chih-Yang; Charbel, Fady T; Alaraj, Ali

2018-02-01

Digital subtraction angiography (DSA) provides an excellent anatomic characterization of cerebral vasculature, but hemodynamic assessment is often qualitative and subjective. Various clinical algorithms have been produced to semiquantify flow from the data obtained from DSA, but few have tested them against reliable flow values. An arched flow model was created and injected with contrast material. Seventeen injections were acquired in anterior-posterior and lateral DSA projections, and 4 injections were acquired in oblique projection. Image intensity change over the angiogram cycle of each DSA run was analyzed through a custom MATLAB code. Time-density plots obtained were divided into 3 components (time-density times, TDTs): TDT 10%-100% (time needed for contrast material to change image intensity from 10% to 100%), TDT 100%-10% (time needed for contrast material to change image intensity from 100% to 10%), and TDT 25%-25% (time needed for contrast material to change from 25% image intensity to 25%). Time-density index (TDI) was defined as model cross-sectional area to TDT ratio, and it was measured against different flow rates. TDI 10%-100% , TDI 100%-10% , and TDI 25%-25% all correlated significantly with flow (P < 0.001). TDI 10%-100% , TDI 100%-10% , and TDI 25%-25% showed, respectively, a correlation coefficient of 0.91, 0.91, and 0.97 in the anterior-posterior DSA projections (P < 0.001). In the lateral DSA projection, TDI 100%-10% showed a weaker correlation (r = 0.57; P = 0.03). Also in the oblique DSA projection, TDIs correlated significantly with flow. TDI on DSA correlates significantly with flow. Although in vitro studies might overlook conditions that occur in patients, this method appears to correlate with the flow and could offer a semiquantitative method to evaluate the cerebral blood flow. Copyright © 2017 Elsevier Inc. All rights reserved.

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

Energy Technology Data Exchange (ETDEWEB)

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

2017-06-03

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

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

International Nuclear Information System (INIS)

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

2012-01-01

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

Simulation of time-dependent free-surface Navier-Stokes flows

International Nuclear Information System (INIS)

Muldowney, G.P.

1989-01-01

Two numerical methods for simulation of time-dependent free-surface Navier-Stokes flows are developed. Both techniques are based on semi-implicit time advancement of the momentum equations, integral formulation of the spatial problem at each timestep, and spectral-element discretization to solve the resulting integral equation. Central to each algorithm is a boundary-specific solution step which permits the spatial treatment in two dimensions to be performed in O(N 3 ) operations per timestep despite the presence of deforming geometry. The first approach is a domain-integral formulation involving integrals over the entire flow domain of kernel functions which arise in time-differencing the Navier-Stokes equations. The second is a particular-solution formulation which replaces domain integration with an iterative scheme to generate particular velocity and pressure fields on individual elements, followed by a patching step to produce a particular solution continuous over the full domain. Two of the most difficult aspects of viscous free-surface flow simulations, namely time-dependent geometry and nontrivial boundary conditions, are well accommodated by these integral equation techniques. In addition the methods offer spectral accuracy in space and admit arbitrarily high-order discretization in time. For large-scale computations and/or long-term time advancement the domain-integral algorithm must be executed on a supercomputer to deliver results in reasonable processing time. A detailed simulation of gas liquid flow with full resolution of the free phase boundary requires approximately five CPU hours at 80 megaflops

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.

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.

The unsteady flow of a nanofluid in the stagnation point region of a time-dependent rotating sphere

Directory of Open Access Journals (Sweden)

Malvandi Amir

2015-01-01

Full Text Available This paper deals with the unsteady boundary layer flow and heat transfer of nanofluid over a time-dependent rotating sphere where the free stream velocity varies continuously with time. The boundary layer equations were normalized via similarity variables and solved numerically. Best accuracy of the results has been obtained for regular fluid with previous studies. The nanofluid is treated as a two-component mixture (base fluid+nanoparticles that incorporates the effects of Brownian diffusion and thermophoresis simultaneously as the two most important mechanisms of slip velocity in laminar flows. Our outcomes indicated that as A and λ increase, surface shear stresses, heat transfer and concentration rates, climb up. Also, Increasing the thermophoresis Nt is found to decrease in the both values of heat transfer and concentration rates. This decrease supresses for higher thermophoresis number. In addition, it was observed that unlike the heat transfer rate, a rise in Brownian motion Nb, leads to an increase in concentration rate.

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.

Study of selected phenotype switching strategies in time varying environment

Energy Technology Data Exchange (ETDEWEB)

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

2016-03-22

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

Study of selected phenotype switching strategies in time varying environment

International Nuclear Information System (INIS)

Horvath, Denis; Brutovsky, Branislav

2016-01-01

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

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

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.

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

Directory of Open Access Journals (Sweden)

Zhi-Sai Ma

2017-01-01

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

Time-Varying Market Integration and Expected Returns in Emerging Markets

OpenAIRE

de Jong, Frank; de Roon, Frans

2001-01-01

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

Time Varying Market Integration and Expected Rteurns in Emerging Markets

OpenAIRE

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

2001-01-01

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

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

International Nuclear Information System (INIS)

Ghosh, Dibakar; Banerjee, Santo

2013-01-01

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

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

International Nuclear Information System (INIS)

Xiong Wenjun; Ma Deyi; Liang Jinling

2009-01-01

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

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

DEFF Research Database (Denmark)

Amado, Cristina; Teräsvirta, Timo

2017-01-01

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

Saturation flow versus green time at two-stage signal controlled intersections

Directory of Open Access Journals (Sweden)

A. Boumediene

2009-12-01

Full Text Available Intersections are the key components of road networks considerably affecting capacity. As flow levels and experience have increased over the years, methods and means have been developed to cope with growing demand for traffic at road junctions. Among various traffic control devices and techniques developed to cope with conflicting movements, traffic signals create artificial gaps to accommodate the impeded traffic streams. The majority of parameters that govern signalised intersection control and operations such as a degree of saturation, delays, queue lengths, the level of service etc. are very sensitive to saturation flow. Therefore, it is essential to reliably evaluate saturation flow for correctly setting traffic signals to avoid unnecessary delays and conflicts. Generally, almost all guidelines support the constancy of saturation flow irrespective of green time duration. This paper presents the results of field studies carried out to enable the performance of signalised intersections to be compared at different green time durations. It was found that saturation flow decreased slightly with growing green time. Reduction corresponded to between 2 and 5 pcus/gh per second of green time. However, the analyses of the discharge rate during the successive time intervals of 6-seconds showed a substantial reduction of 10% to 13% in saturation flow levels after 36 seconds of green time compared to those relating to 6–36 seconds range. No reduction in saturation flow levels was detected at the sites where only green periods of 44 seconds or less were implemented.

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.

Accurate and efficient calculation of response times for groundwater flow

Science.gov (United States)

Carr, Elliot J.; Simpson, Matthew J.

2018-03-01

We study measures of the amount of time required for transient flow in heterogeneous porous media to effectively reach steady state, also known as the response time. Here, we develop a new approach that extends the concept of mean action time. Previous applications of the theory of mean action time to estimate the response time use the first two central moments of the probability density function associated with the transition from the initial condition, at t = 0, to the steady state condition that arises in the long time limit, as t → ∞ . This previous approach leads to a computationally convenient estimation of the response time, but the accuracy can be poor. Here, we outline a powerful extension using the first k raw moments, showing how to produce an extremely accurate estimate by making use of asymptotic properties of the cumulative distribution function. Results are validated using an existing laboratory-scale data set describing flow in a homogeneous porous medium. In addition, we demonstrate how the results also apply to flow in heterogeneous porous media. Overall, the new method is: (i) extremely accurate; and (ii) computationally inexpensive. In fact, the computational cost of the new method is orders of magnitude less than the computational effort required to study the response time by solving the transient flow equation. Furthermore, the approach provides a rigorous mathematical connection with the heuristic argument that the response time for flow in a homogeneous porous medium is proportional to L2 / D , where L is a relevant length scale, and D is the aquifer diffusivity. Here, we extend such heuristic arguments by providing a clear mathematical definition of the proportionality constant.

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

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

Science.gov (United States)

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

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

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

Science.gov (United States)

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

2017-05-18

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

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.

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.

On the Anonymity Risk of Time-Varying User Profiles

Directory of Open Access Journals (Sweden)

Silvia Puglisi

2017-04-01

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

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

Science.gov (United States)

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

2015-12-01

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

3-D time-dependent numerical model of flow patterns within a large-scale Czochralski system

Science.gov (United States)

Nam, Phil-Ouk; O, Sang-Kun; Yi, Kyung-Woo

2008-04-01

Silicon single crystals grown through the Czochralski (Cz) method have increased in size to 300 mm, resulting in the use of larger crucibles. The objective of this study is to investigate the continuous Cz method in a large crucible (800 mm), which is performed by inserting a polycrystalline silicon rod into the melt. The numerical model is based on a time-dependent and three-dimensional standard k- ɛ turbulent model using the analytical software package CFD-ACE+, version 2007. Wood's metal melt, which has a low melting point ( Tm=70 °C), was used as the modeling fluid. Crystal rotation given in the clockwise direction with rotation rates varying from 0 to 15 rpm, while the crucible was rotated counter-clockwise, with rotation rates between 0 and 3 rpm. The results show that asymmetrical phenomena of fluid flow arise as results of crystal and crucible rotation, and that these phenomena move with the passage of time. Near the crystal, the flow moves towards the crucible at the pole of the asymmetrical phenomena. Away from the poles, a vortex begins to form, which is strongly pronounced in the region between the poles.

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

International Nuclear Information System (INIS)

Zhang Qiang; Wei Xiaopeng; Xu Jin

2005-01-01

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

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

Science.gov (United States)

Ashcroft, Peter; Galla, Tobias

2013-12-01

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

Synthetic river flow time series generator for dispatch and spot price forecast

International Nuclear Information System (INIS)

Flores, R.A.

2007-01-01

Decision-making in electricity markets is complicated by uncertainties in demand growth, power supplies and fuel prices. In Peru, where the electrical power system is highly dependent on water resources at dams and river flows, hydrological uncertainties play a primary role in planning, price and dispatch forecast. This paper proposed a signal processing method for generating new synthetic river flow time series as a support for planning and spot market price forecasting. River flow time series are natural phenomena representing a continuous-time domain process. As an alternative synthetic representation of the original river flow time series, this proposed signal processing method preserves correlations, basic statistics and seasonality. It takes into account deterministic, periodic and non periodic components such as those due to the El Nino Southern Oscillation phenomenon. The new synthetic time series has many correlations with the original river flow time series, rendering it suitable for possible replacement of the classical method of sorting historical river flow time series. As a dispatch and planning approach to spot pricing, the proposed method offers higher accuracy modeling by decomposing the signal into deterministic, periodic, non periodic and stochastic sub signals. 4 refs., 4 tabs., 13 figs

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.

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.

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

Science.gov (United States)

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

2017-09-06

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

Evaluation of setting time and flow properties of self-synthesize alginate impressions

Science.gov (United States)

Halim, Calista; Cahyanto, Arief; Sriwidodo, Harsatiningsih, Zulia

2018-02-01

Alginate is an elastic hydrocolloid dental impression materials to obtain negative reproduction of oral mucosa such as to record soft-tissue and occlusal relationships. The aim of the present study was to synthesize alginate and to determine the setting time and flow properties. There were five groups of alginate consisted of fifty samples self-synthesize alginate and commercial alginate impression product. Fifty samples were divided according to two tests, each twenty-five samples for setting time and flow test. Setting time test was recorded in the s unit, meanwhile, flow test was recorded in the mm2 unit. The fastest setting time result was in the group three (148.8 s) and the latest was group fours). The highest flow test result was in the group three (69.70 mm2) and the lowest was group one (58.34 mm2). Results were analyzed statistically by one way ANOVA (α= 0.05), showed that there was a statistical significance of setting time while no statistical significance of flow properties between self-synthesize alginate and alginate impression product. In conclusion, the alginate impression was successfully self-synthesized and variation composition gives influence toward setting time and flow properties. The most resemble setting time of control group is group three. The most resemble flow of control group is group four.

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

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

Directory of Open Access Journals (Sweden)

Kai Chang

2013-01-01

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

On the validity of travel-time based nonlinear bioreactive transport models in steady-state flow.

Science.gov (United States)

Sanz-Prat, Alicia; Lu, Chuanhe; Finkel, Michael; Cirpka, Olaf A

2015-01-01

Travel-time based models simplify the description of reactive transport by replacing the spatial coordinates with the groundwater travel time, posing a quasi one-dimensional (1-D) problem and potentially rendering the determination of multidimensional parameter fields unnecessary. While the approach is exact for strictly advective transport in steady-state flow if the reactive properties of the porous medium are uniform, its validity is unclear when local-scale mixing affects the reactive behavior. We compare a two-dimensional (2-D), spatially explicit, bioreactive, advective-dispersive transport model, considered as "virtual truth", with three 1-D travel-time based models which differ in the conceptualization of longitudinal dispersion: (i) neglecting dispersive mixing altogether, (ii) introducing a local-scale longitudinal dispersivity constant in time and space, and (iii) using an effective longitudinal dispersivity that increases linearly with distance. The reactive system considers biodegradation of dissolved organic carbon, which is introduced into a hydraulically heterogeneous domain together with oxygen and nitrate. Aerobic and denitrifying bacteria use the energy of the microbial transformations for growth. We analyze six scenarios differing in the variance of log-hydraulic conductivity and in the inflow boundary conditions (constant versus time-varying concentration). The concentrations of the 1-D models are mapped to the 2-D domain by means of the kinematic (for case i), and mean groundwater age (for cases ii & iii), respectively. The comparison between concentrations of the "virtual truth" and the 1-D approaches indicates extremely good agreement when using an effective, linearly increasing longitudinal dispersivity in the majority of the scenarios, while the other two 1-D approaches reproduce at least the concentration tendencies well. At late times, all 1-D models give valid approximations of two-dimensional transport. We conclude that the

Ultrasonic 3-D Vector Flow Method for Quantitative In Vivo Peak Velocity and Flow Rate Estimation

DEFF Research Database (Denmark)

Holbek, Simon; Ewertsen, Caroline; Bouzari, Hamed

2017-01-01

Current clinical ultrasound (US) systems are limited to show blood flow movement in either 1-D or 2-D. In this paper, a method for estimating 3-D vector velocities in a plane using the transverse oscillation method, a 32×32 element matrix array, and the experimental US scanner SARUS is presented...... is validated in two phantom studies, where flow rates are measured in a flow-rig, providing a constant parabolic flow, and in a straight-vessel phantom ( ∅=8 mm) connected to a flow pump capable of generating time varying waveforms. Flow rates are estimated to be 82.1 ± 2.8 L/min in the flow-rig compared...

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.

Propagation of 3D internal gravity wave beams in a slowly varying stratification

Science.gov (United States)

Fan, Boyu; Akylas, T. R.

2017-11-01

The time-mean flows induced by internal gravity wave beams (IGWB) with 3D variations have been shown to have dramatic implications for long-term IGWB dynamics. While uniform stratifications are convenient both theoretically and in the laboratory, stratifications in the ocean can vary by more than an order of magnitude over the ocean depth. Here, in view of this fact, we study the propagation of a 3D IGWB in a slowly varying stratification. We assume that the stratification varies slowly relative to the local variations in the wave profile. In the 2D case, the IGWB bends in response to the changing stratification, but nonlinear effects are minor even in the finite amplitude regime. For a 3D IGWB, in addition to bending, we find that nonlinearity results in the transfer of energy from waves to a large-scale time-mean flow associated with the mean potential vorticity, similar to IGWB behavior in a uniform stratification. In a weakly nonlinear setting, we derive coupled evolution equations that govern this process. We also use these equations to determine the stability properties of 2D IGWB to 3D perturbations. These findings indicate that 3D effects may be relevant and possibly fundamental to IGWB dynamics in nature. Supported by NSF Grant DMS-1512925.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

Science.gov (United States)

Vadivel, P.; Sakthivel, R.; Mathiyalagan, K.; Arunkumar, A.

2013-09-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov-Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

International Nuclear Information System (INIS)

Vadivel, P; Sakthivel, R; Mathiyalagan, K; Arunkumar, A

2013-01-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov–Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results. (paper)

A note on "Multicriteria adaptive paths in stochastic, time-varying networks"

DEFF Research Database (Denmark)

Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan

In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....

Propagation of a laser beam in a time-varying waveguide

International Nuclear Information System (INIS)

Chapman, J.M.; Kevorkian, J.

1978-01-01

The propagation of an axisymmetric laser beam in a plasma column having a radially parabolic electron density distribution is examined. First, an extended paraxial procedure is developed for the case of an axially uniform waveguide. It is shown that the essential feature of an alternate focusing and defocusing beam is retained, but that the intensity distribution is cumulatively modified at the foci and at the outer portions of the beam as compared to that of the paraxial case. Second, some general features of paraxial beam propagation are examined for the case of axially varying waveguides. Finally, laser plasma coupling is examined for the case when laser heating generates a density distribution that is radially parabolic near the axis and when the energy absorbed over a focal length of a plasma lens is small. It is shown that stable or unstable beam propagation depends upon the relative magnitude of the density fluctuations which exist in the axial variation of the waveguides as a result of laser heating. When the fluctuations are small, the propagation is stable, and a simple algebraic expression is obtained which relates the beam diameter to the axially slow averaged variation in the waveguide. When the fluctuations are large, the propagation stability can be determined only by consistently combining plasma dynamics and beam propagation to interrelate the axial variation of the beam to that of the waveguide. In this case of beam propagation in a time-varying waveguide, it is shown that the global stability of the propagation depends upon the initial fluctuation growth rate compared to the initial time rate of change in the radial curvature of the waveguide

Dynamic IQC-Based Control of Uncertain LFT Systems With Time-Varying State Delay.

Science.gov (United States)

Yuan, Chengzhi; Wu, Fen

2016-12-01

This paper presents a new exact-memory delay control scheme for a class of uncertain systems with time-varying state delay under the integral quadratic constraint (IQC) framework. The uncertain system is described as a linear fractional transformation model including a state-delayed linear time-invariant (LTI) system and time-varying structured uncertainties. The proposed exact-memory delay controller consists of a linear state-feedback control law and an additional term that captures the delay behavior of the plant. We first explore the delay stability and the L 2 -gain performance using dynamic IQCs incorporated with quadratic Lyapunov functions. Then, the design of exact-memory controllers that guarantee desired L 2 -gain performance is examined. The resulting delay control synthesis conditions are formulated in terms of linear matrix inequalities, which are convex on all design variables including the scaling matrices associated with the IQC multipliers. The IQC-based exact-memory control scheme provides a novel approach for delay control designs via convex optimization, and advances existing control methods in two important ways: 1) better controlled performance and 2) simplified design procedure with less computational cost. The effectiveness and advantages of the proposed approach have been demonstrated through numerical studies.

Observer-based output feedback control of networked control systems with non-uniform sampling and time-varying delay

Science.gov (United States)

Meng, Su; Chen, Jie; Sun, Jian

2017-10-01

This paper investigates the problem of observer-based output feedback control for networked control systems with non-uniform sampling and time-varying transmission delay. The sampling intervals are assumed to vary within a given interval. The transmission delay belongs to a known interval. A discrete-time model is first established, which contains time-varying delay and norm-bounded uncertainties coming from non-uniform sampling intervals. It is then converted to an interconnection of two subsystems in which the forward channel is delay-free. The scaled small gain theorem is used to derive the stability condition for the closed-loop system. Moreover, the observer-based output feedback controller design method is proposed by utilising a modified cone complementary linearisation algorithm. Finally, numerical examples illustrate the validity and superiority of the proposed method.

Minimizing total weighted completion time in a proportionate flow shop

NARCIS (Netherlands)

Shakhlevich, N.V.; Hoogeveen, J.A.; Pinedo, M.L.

1998-01-01

We study the special case of the m machine flow shop problem in which the processing time of each operation of job j is equal to pj; this variant of the flow shop problem is known as the proportionate flow shop problem. We show that for any number of machines and for any regular performance

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)

Time-dependent correlation of cerebral blood flow with oxygen metabolism in activated human visual cortex as measured by fMRI.

Science.gov (United States)

Lin, Ai-Ling; Fox, Peter T; Yang, Yihong; Lu, Hanzhang; Tan, Li-Hai; Gao, Jia-Hong

2009-01-01

The aim of this study was to investigate the relationship between relative cerebral blood flow (delta CBF) and relative cerebral metabolic rate of oxygen (delta CMRO(2)) during continuous visual stimulation (21 min at 8 Hz) with fMRI biophysical models by simultaneously measuring of BOLD, CBF and CBV fMRI signals. The delta CMRO(2) was determined by both a newly calibrated single-compartment model (SCM) and a multi-compartment model (MCM) and was in agreement between these two models (P>0.5). The duration-varying delta CBF and delta CMRO(2) showed a negative correlation with time (r=-0.97, PSCM, an incorrect and even an opposite appearance of the flow-metabolism relationship during prolonged visual stimulation (positively linear coupling) can result. The time-dependent negative correlation between flow and metabolism demonstrated in this fMRI study is consistent with a previous PET observation and further supports the view that the increase in CBF is driven by factors other than oxygen demand and the energy demands will eventually require increased aerobic metabolism as stimulation continues.

The Space-Time Conservative Schemes for Large-Scale, Time-Accurate Flow Simulations with Tetrahedral Meshes

Science.gov (United States)

Venkatachari, Balaji Shankar; Streett, Craig L.; Chang, Chau-Lyan; Friedlander, David J.; Wang, Xiao-Yen; Chang, Sin-Chung

2016-01-01

Despite decades of development of unstructured mesh methods, high-fidelity time-accurate simulations are still predominantly carried out on structured, or unstructured hexahedral meshes by using high-order finite-difference, weighted essentially non-oscillatory (WENO), or hybrid schemes formed by their combinations. In this work, the space-time conservation element solution element (CESE) method is used to simulate several flow problems including supersonic jet/shock interaction and its impact on launch vehicle acoustics, and direct numerical simulations of turbulent flows using tetrahedral meshes. This paper provides a status report for the continuing development of the space-time conservation element solution element (CESE) numerical and software framework under the Revolutionary Computational Aerosciences (RCA) project. Solution accuracy and large-scale parallel performance of the numerical framework is assessed with the goal of providing a viable paradigm for future high-fidelity flow physics simulations.

Complexity analysis of the turbulent environmental fluid flow time series

Science.gov (United States)

Mihailović, D. T.; Nikolić-Đorić, E.; Drešković, N.; Mimić, G.

2014-02-01

We have used the Kolmogorov complexities, sample and permutation entropies to quantify the randomness degree in river flow time series of two mountain rivers in Bosnia and Herzegovina, representing the turbulent environmental fluid, for the period 1926-1990. In particular, we have examined the monthly river flow time series from two rivers (the Miljacka and the Bosnia) in the mountain part of their flow and then calculated the Kolmogorov complexity (KL) based on the Lempel-Ziv Algorithm (LZA) (lower-KLL and upper-KLU), sample entropy (SE) and permutation entropy (PE) values for each time series. The results indicate that the KLL, KLU, SE and PE values in two rivers are close to each other regardless of the amplitude differences in their monthly flow rates. We have illustrated the changes in mountain river flow complexity by experiments using (i) the data set for the Bosnia River and (ii) anticipated human activities and projected climate changes. We have explored the sensitivity of considered measures in dependence on the length of time series. In addition, we have divided the period 1926-1990 into three subintervals: (a) 1926-1945, (b) 1946-1965, (c) 1966-1990, and calculated the KLL, KLU, SE, PE values for the various time series in these subintervals. It is found that during the period 1946-1965, there is a decrease in their complexities, and corresponding changes in the SE and PE, in comparison to the period 1926-1990. This complexity loss may be primarily attributed to (i) human interventions, after the Second World War, on these two rivers because of their use for water consumption and (ii) climate change in recent times.

Scalar Aharonov–Bohm Phase in Ramsey Atom Interferometry under Time-Varying Potential

Directory of Open Access Journals (Sweden)

Atsuo Morinaga

2016-08-01

Full Text Available In a Ramsey atom interferometer excited by two electromagnetic fields, if atoms are under a time-varying scalar potential during the interrogation time, the phase of the Ramsey fringes shifts owing to the scalar Aharonov–Bohm effect. The phase shift was precisely examined using a Ramsey atom interferometer with a two-photon Raman transition under the second-order Zeeman potential, and a formula for the phase shift was derived. Using the derived formula, the frequency shift due to the scalar Aharonov–Bohm effect in the frequency standards utilizing the Ramsey atom interferometer was discussed.

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

KAUST Repository

Rached, Nadhir B.; Ghazzai, Hakim; Kadri, Abdullah; Alouini, Mohamed-Slim

2018-01-01

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines (i) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load, and (ii) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters.

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

KAUST Repository

Rached, Nadhir B.

2018-01-11

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines (i) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load, and (ii) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters.

Unsteady flow characteristics through a human nasal airway.

Science.gov (United States)

Lee, Jong-Hoon; Na, Yang; Kim, Sung-Kyun; Chung, Seung-Kyu

2010-07-31

Time-dependent characteristics of the flow in a human nasal airway constructed from the CT image of a healthy volunteer were investigated using a computational fluid dynamics (CFD) technique. To capture the time-varying nature of the flow as well as pressure and temperature fields, the large eddy simulation (LES) technique instead of the RANS (Reynolds Averaged Navier-Stokes) approach was adopted. To make the present analysis more relevant to a real human breathing cycle, the flow was designed to be induced by the pressure difference and the time-varying pressure at the end of trachea was described to reproduce the flow rate data from the measurement. Comparison of the present results with those of typical steady simulations showed that the difference in flow characteristics is magnified in the expiration phase. This fact may suggest that the inertial effect associated with unsteady flow is more important during the expiration period. Also, the fact that the distribution of the flow rate in a given cross-section of the airway changes significantly with time implies the importance of unsteady data for clinical decision. The wall shear stress was found to have relatively high values at the locations near nasopharynx and larynx but the magnitude changes with time during the whole respiratory cycle. Analysis of the temperature field showed that most of the temperature change occurs in the nasal cavity when the air is incoming and thus, the nasal cavity acts as a very efficient heat exchanger during an inspiration period. Copyright 2010 Elsevier B.V. All rights reserved.

Analysis on Passivity for Uncertain Neural Networks with Time-Varying Delays

Directory of Open Access Journals (Sweden)

O. M. Kwon

2014-01-01

Full Text Available The problem of passivity analysis for neural networks with time-varying delays and parameter uncertainties is considered. By the consideration of newly constructed Lyapunov-Krasovskii functionals, improved sufficient conditions to guarantee the passivity of the concerned networks are proposed with the framework of linear matrix inequalities (LMIs, which can be solved easily by various efficient convex optimization algorithms. The enhancement of the feasible region of the proposed criteria is shown via two numerical examples by the comparison of maximum allowable delay bounds.

Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy

DEFF Research Database (Denmark)

Callot, Laurent; Kristensen, Johannes Tang

the monetary policy response to inflation and business cycle fluctuations in the US by estimating a parsimoniously time varying parameter Taylor rule.We document substantial changes in the policy response of the Fed in the 1970s and 1980s, and since 2007, but also document the stability of this response...

Time-dependent particle migration and margination in the pressure-driven channel flow of blood

Science.gov (United States)

Qi, Qin M.; Shaqfeh, Eric S. G.

2018-03-01

We present a theory to describe the time evolution of the red blood cell (RBC) and platelet concentration distributions in pressure-driven flow through a straight channel. This model is based on our previous theory for the steady-state distributions [Qi and Shaqfeh, Phys. Rev. Fluids 2, 093102 (2017), 10.1103/PhysRevFluids.2.093102] and captures the flow-induced nonuniformity of the concentrations of RBCs and platelets in the cross-flow direction. Starting with a uniform concentration, RBCs migrate away from the channel walls due to a shear-induced lift force and eventually reach steady state due to shear-induced diffusion, i.e., hydrodynamic "collisions" with other RBCs. On the other hand, platelets exit the cell-laden region due to RBC-platelet interactions and enter the cell-free layer, resulting in margination. To validate the theory, we also perform boundary integral simulations of blood flow in microchannels and directly compare various measureables between theory and simulation. The timescales associated with RBC migration and platelet margination are discussed in the context of the simulation and theory, and their importance in the function of microfluidic devices as well as the vascular network are elucidated. Due to the varying shear rate in pressure-driven flow and the wall-induced RBC lift, we report a separation of timescales for the transport in the near-wall region and in the bulk region. We also relate the transient problem to the axial variation of migration and margination, and we demonstrate how the relevant timescales can be used to predict corresponding entrance lengths. Our theory can serve as a fast and convenient alternative to large-scale simulations of these phenomena.

Frequency Dependence of Helioseismic Measurements of the Center-to-Limb Effect and Flow-induced Travel-time Shifts

Science.gov (United States)

Chen, Ruizhu; Zhao, Junwei

2018-02-01

Time–distance helioseismology measures acoustic travel times to infer the structure and flow field of the solar interior; however, both the mean travel times and the travel-time shifts suffer systematic center-to-limb variations, which complicate the interpretation and inversions of the time–distance measurements. In particular, the center-to-limb variation in travel-time shifts (CtoL effect) has a significant impact on the inference of the Sun’s meridional circulation, and needs to be removed from the helioseismic measurements, although the observational properties and the physical cause of the CtoL effect have yet to be investigated. In this study, we measure the CtoL effect in the frequency domain using Doppler-velocity data from the Solar Dynamics Observatory/Helioseismic and Magnetic Imager, and study its properties as a function of disk-centric distance, travel distance, and frequency of acoustic waves. It is found that the CtoL effect has a significant frequency dependence—it reverses sign at a frequency around 5.4 mHz and reaches maximum at around 4.0 mHz before the sign reversal. The tendency of frequency dependence varies with disk-centric distance in a way that both the sign-reversal frequency and the maximum-value frequency decrease closer to the limb. The variation tendency does not change with travel distance, but the variation magnitude is approximately proportional to travel distance. For comparison, the flow-induced travel-time shifts show little frequency dependence. These observational properties provide more clues on the nature of the CtoL effect, and also possibly lead to new ways of effect-removal for a more robust determination of the deep meridional flow.

Time-varying risk aversion. An application to energy hedging

Energy Technology Data Exchange (ETDEWEB)

Cotter, John [Centre for Financial Markets, School of Business, University College Dublin, Blackrock, Co. Dublin (Ireland); Hanly, Jim [School of Accounting and Finance, Dublin Institute of Technology, Dublin 2 (Ireland)

2010-03-15

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting estimates are applied to derive explicit risk aversion based optimal hedge strategies for both short and long hedgers. Out-of-sample results are also presented based on a unique approach that allows us to forecast risk aversion, thereby estimating hedge strategies that address the potential future needs of energy hedgers. We find that the risk aversion based hedges differ significantly from simpler OLS hedges. When implemented in-sample, risk aversion hedges for short hedgers outperform the OLS hedge ratio in a utility based comparison. (author)

Time-varying risk aversion. An application to energy hedging

International Nuclear Information System (INIS)

Cotter, John; Hanly, Jim

2010-01-01

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting estimates are applied to derive explicit risk aversion based optimal hedge strategies for both short and long hedgers. Out-of-sample results are also presented based on a unique approach that allows us to forecast risk aversion, thereby estimating hedge strategies that address the potential future needs of energy hedgers. We find that the risk aversion based hedges differ significantly from simpler OLS hedges. When implemented in-sample, risk aversion hedges for short hedgers outperform the OLS hedge ratio in a utility based comparison. (author)

A special case of reduced rank models for identification and modelling of time varying effects in survival analysis.

Science.gov (United States)

Perperoglou, Aris

2016-12-10

Flexible survival models are in need when modelling data from long term follow-up studies. In many cases, the assumption of proportionality imposed by a Cox model will not be valid. Instead, a model that can identify time varying effects of fixed covariates can be used. Although there are several approaches that deal with this problem, it is not always straightforward how to choose which covariates should be modelled having time varying effects and which not. At the same time, it is up to the researcher to define appropriate time functions that describe the dynamic pattern of the effects. In this work, we suggest a model that can deal with both fixed and time varying effects and uses simple hypotheses tests to distinguish which covariates do have dynamic effects. The model is an extension of the parsimonious reduced rank model of rank 1. As such, the number of parameters is kept low, and thus, a flexible set of time functions, such as b-splines, can be used. The basic theory is illustrated along with an efficient fitting algorithm. The proposed method is applied to a dataset of breast cancer patients and compared with a multivariate fractional polynomials approach for modelling time-varying effects. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Study on the Variation of Groundwater Level under Time-varying Recharge

Science.gov (United States)

Wu, Ming-Chang; Hsieh, Ping-Cheng

2017-04-01

The slopes of the suburbs come to important areas by focusing on the work of soil and water conservation in recent years. The water table inside the aquifer is affected by rainfall, geology and topography, which will result in the change of groundwater discharge and water level. Currently, the way to obtain water table information is to set up the observation wells; however, owing to that the cost of equipment and the wells excavated is too expensive, we develop a mathematical model instead, which might help us to simulate the groundwater level variation. In this study, we will discuss the groundwater level change in a sloping unconfined aquifer with impermeable bottom under time-varying rainfall events. Referring to Child (1971), we employ the Boussinesq equation as the governing equation, and apply the General Integral Transforms Method (GITM) to analyzing the groundwater level after linearizing the Boussinesq equation. After comparing the solution with Verhoest & Troch (2000) and Bansal & Das (2010), we get satisfactory results. To sum up, we have presented an alternative approach to solve the linearized Boussinesq equation for the response of groundwater level in a sloping unconfined aquifer. The present analytical results combine the effect of bottom slope and the time-varying recharge pattern on the water table fluctuations. Owing to the limitation and difficulty of measuring the groundwater level directly, we develop such a mathematical model that we can predict or simulate the variation of groundwater level affected by any rainfall events in advance.

Visualization of particle trajectories in time-varying electromagnetic fields by CAVE-type virtual reality system

International Nuclear Information System (INIS)

Ohno, Nobuaki; Ohtani, Hiroaki; Horiuchi, Ritoku; Matsuoka, Daisuke

2012-01-01

The particle kinetic effects play an important role in breaking the frozen-in condition and exciting collisionless magnetic reconnection in high temperature plasmas. Because this effect is originating from a complex thermal motion near reconnection point, it is very important to examine particle trajectories using scientific visualization technique, especially in the presence of plasma instability. We developed interactive visualization environment for the particle trajectories in time-varying electromagnetic fields in the CAVE-type virtual reality system based on VFIVE, which is interactive visualization software for the CAVE system. From the analysis of ion trajectories using the particle simulation data, it was found that time-varying electromagnetic fields around the reconnection region accelerate ions toward the downstream region. (author)

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

International Nuclear Information System (INIS)

Zhang Qianhong; Luo Wei

2009-01-01

In this paper, a class of fuzzy bidirectional associated memory (BAM) neural networks with time-varying delays are studied. Employing fixed point theorem, matrix theory and inequality analysis, some sufficient conditions are established for the existence, uniqueness and global exponential stability of equilibrium point. The sufficient conditions are easy to verify at pattern recognition and automatic control. Finally, an example is given to show feasibility and effectiveness of our results.

Adaptive modification of the delayed feedback control algorithm with a continuously varying time delay

International Nuclear Information System (INIS)

Pyragas, V.; Pyragas, K.

2011-01-01

We propose a simple adaptive delayed feedback control algorithm for stabilization of unstable periodic orbits with unknown periods. The state dependent time delay is varied continuously towards the period of controlled orbit according to a gradient-descent method realized through three simple ordinary differential equations. We demonstrate the efficiency of the algorithm with the Roessler and Mackey-Glass chaotic systems. The stability of the controlled orbits is proven by computation of the Lyapunov exponents of linearized equations. -- Highlights: → A simple adaptive modification of the delayed feedback control algorithm is proposed. → It enables the control of unstable periodic orbits with unknown periods. → The delay time is varied continuously according to a gradient descend method. → The algorithm is embodied by three simple ordinary differential equations. → The validity of the algorithm is proven by computation of the Lyapunov exponents.

Evolution of colloidal dispersions in novel time-varying optical potentials

Science.gov (United States)

Koss, Brian Alan

Optical traps use forces exerted by a tightly focused light beam to trap objects from tens of nanometers to tens of micrometers in size. Since their introduction in 1986, optical tweezers have become very useful to biology, chemistry, and soft condensed-matter physics. Work presented here, promises to advance optical tweezers not only in fundamental scientific research, but also in applications outside of the laboratory and into the mainstream of miniaturized manufacturing and diagnostics. By providing unprecedented access to the mesoscopic world, a new generation of optical traps, called Dynamic Holographic Optical Tweezers (HOTs) offers revolutionary new opportunities for fundamental and applied research. To demonstrate this technique, HOTs will be used to pump particles via a new method of transport called Optical Peristalsis (OP). OP is efficient method for transporting mesoscopic objects in three dimensions using short repetitive sequences of holographic optical trapping patterns. Transport in this process is analogous to peristaltic pumping, with the configurations of optical traps mimicking states of a peristaltic pump. While not limited to the deterministic particle transport, OP, can also be a platform to investigate the stochastic limit of particle transport. Advances in recent years have demonstrated that a variety of time-varying perturbations can induce drift in a diffusive system without exerting an overall force. Among these, are thermal ratchet models in which the system is subjected to time-varying energy landscapes that break spatiotemporal symmetry and thereby induce drift. Typically, the potential energy landscape is chosen to be the sawtooth potential. This work describes an alternate class of symmetric thermal ratchet models, that are not sawtooth, and demonstrates their efficacy in biasing the diffusion of colloidal spheres in both the stochastic and deterministic limits. Unlike previous models, each state in this thermal ratchet consists of

Robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays

International Nuclear Information System (INIS)

Balasubramaniam, P.; Lakshmanan, S.; Manivannan, A.

2012-01-01

Highlights: ► Robust stability analysis for Markovian jumping interval neural networks is considered. ► Both linear fractional and interval uncertainties are considered. ► A new LKF is constructed with triple integral terms. ► MATLAB LMI control toolbox is used to validate theoretical results. ► Numerical examples are given to illustrate the effectiveness of the proposed method. - Abstract: This paper investigates robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays. The parameter uncertainties are assumed to be bounded in given compact sets. The delay is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. Based on the new Lyapunov–Krasovskii functional (LKF), some inequality techniques and stochastic stability theory, new delay-dependent stability criteria have been obtained in terms of linear matrix inequalities (LMIs). Finally, two numerical examples are given to illustrate the less conservative and effectiveness of our theoretical results.

Decentralized H∞ Control of Interconnected Systems with Time-varying Delays

Directory of Open Access Journals (Sweden)

Amal Zouhri

2017-01-01

Full Text Available This paper focuses on the problem of delay dependent stability/stabilization of interconnected systems with time-varying delays. The approach is based on a new Lyapunov-Krasovskii functional. A decentralized delay-dependent stability analysis is performed to characterize linear matrix inequalities (LMIs based on the conditions under which every local subsystem of the linear interconnected delay system is asymptotically stable. Then we design a decentralized state-feedback stabilization scheme such that the family of closedloop feedback subsystems enjoys the delay-dependent asymptotic stability for each subsystem. The decentralized feedback gains are determined by convex optimization over LMIs. All the developed results are tested on a representative example and compared with some recent previous ones.

Distributed leader-follower flocking control for multi-agent dynamical systems with time-varying velocities

NARCIS (Netherlands)

Yu, Wenwu; Chen, Guanrong; Cao, Ming

Using tools from algebraic graph theory and nonsmooth analysis in combination with ideas of collective potential functions, velocity consensus and navigation feedback, a distributed leader-follower flocking algorithm for multi-agent dynamical systems with time-varying velocities is developed where

Frequency Domain Training-Aided Channel Estimation and Equalization in Time-Varying Optical Transmission Systems

DEFF Research Database (Denmark)

Pittalà, Fabio; Msallem, Majdi; Hauske, Fabian N.

2012-01-01

We propose a non-weighted feed-forward equalization method with filter update by averaging channel estimations based on short CAZAC sequences. Three averaging methods are presented and tested by simulations in a time-varying 2×2 MIMO optical system....

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.

Sleep Management on Multiple Machines for Energy and Flow Time

DEFF Research Database (Denmark)

Chan, Sze-Hang; Lam, Tak-Wah; Lee, Lap Kei

2011-01-01

In large data centers, determining the right number of operating machines is often non-trivial, especially when the workload is unpredictable. Using too many machines would waste energy, while using too few would affect the performance. This paper extends the traditional study of online flow-time...... scheduling on multiple machines to take sleep management and energy into consideration. Specifically, we study online algorithms that can determine dynamically when and which subset of machines should wake up (or sleep), and how jobs are dispatched and scheduled. We consider schedules whose objective...... is to minimize the sum of flow time and energy, and obtain O(1)-competitive algorithms for two settings: one assumes machines running at a fixed speed, and the other allows dynamic speed scaling to further optimize energy usage. Like the previous work on the tradeoff between flow time and energy, the analysis...

Robust stability analysis of Takagi—Sugeno uncertain stochastic fuzzy recurrent neural networks with mixed time-varying delays

International Nuclear Information System (INIS)

Ali, M. Syed

2011-01-01

In this paper, the global stability of Takagi—Sugeno (TS) uncertain stochastic fuzzy recurrent neural networks with discrete and distributed time-varying delays (TSUSFRNNs) is considered. A novel LMI-based stability criterion is obtained by using Lyapunov functional theory to guarantee the asymptotic stability of TSUSFRNNs. The proposed stability conditions are demonstrated through numerical examples. Furthermore, the supplementary requirement that the time derivative of time-varying delays must be smaller than one is removed. Comparison results are demonstrated to show that the proposed method is more able to guarantee the widest stability region than the other methods available in the existing literature. (general)

Real-Time Analysis and Forecasting of Multisite River Flow Using a Distributed Hydrological Model

Directory of Open Access Journals (Sweden)

Mingdong Sun

2014-01-01

Full Text Available A spatial distributed hydrological forecasting system was developed to promote the analysis of river flow dynamic state in a large basin. The research presented the real-time analysis and forecasting of multisite river flow in the Nakdong River Basin using a distributed hydrological model with radar rainfall forecast data. A real-time calibration algorithm of hydrological distributed model was proposed to investigate the particular relationship between the water storage and basin discharge. Demonstrate the approach of simulating multisite river flow using a distributed hydrological model couple with real-time calibration and forecasting of multisite river flow with radar rainfall forecasts data. The hydrographs and results exhibit that calibrated flow simulations are very approximate to the flow observation at all sites and the accuracy of forecasting flow is gradually decreased with lead times extending from 1 hr to 3 hrs. The flow forecasts are lower than the flow observation which is likely caused by the low estimation of radar rainfall forecasts. The research has well demonstrated that the distributed hydrological model is readily applicable for multisite real-time river flow analysis and forecasting in a large basin.

Exponential synchronization of chaotic Lur'e systems with time-varying delay via sampled-data control

International Nuclear Information System (INIS)

Rakkiyappan, R.; Sivasamy, R.; Lakshmanan, S.

2014-01-01

In this paper, we study the exponential synchronization of chaotic Lur'e systems with time-varying delays via sampled-data control by using sector nonlinearties. In order to make full use of information about sampling intervals and interval time-varying delays, new Lyapunov—Krasovskii functionals with triple integral terms are introduced. Based on the convex combination technique, two kinds of synchronization criteria are derived in terms of linear matrix inequalities, which can be efficiently solved via standard numerical software. Finally, three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed results

Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.

Science.gov (United States)

Ouyang, Yicun; Yin, Hujun

2018-05-01

Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.

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.

Multivariate Option Pricing with Time Varying Volatility and Correlations

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars Peter

In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option pricing. Specifically, we derive the risk...... neutral dynamics for a general class of multivariate heteroskedastic models, and we provide a feasible way to price options in this framework. Our framework can be used irrespective of the assumed underlying distribution and dynamics, and it nests several important special cases. We provide an application...... to options on the minimum of two indices. Our results show that not only is correlation important for these options but so is allowing this correlation to be dynamic. Moreover, we show that for the general model exposure to correlation risk carries an important premium, and when this is neglected option...

Invariant operator theory for the single-photon energy in time-varying media

International Nuclear Information System (INIS)

Jeong-Ryeol, Choi

2010-01-01

After the birth of quantum mechanics, the notion in physics that the frequency of light is the only factor that determines the energy of a single photon has played a fundamental role. However, under the assumption that the theory of Lewis–Riesenfeld invariants is applicable in quantum optics, it is shown in the present work that this widely accepted notion is valid only for light described by a time-independent Hamiltonian, i.e., for light in media satisfying the conditions, ε(i) = ε(0), μ(t) = μ(0), and σ(t) = 0 simultaneously. The use of the Lewis–Riesenfeld invariant operator method in quantum optics leads to a marvelous result: the energy of a single photon propagating through time-varying linear media exhibits nontrivial time dependence without a change of frequency. (general)

Time-varying predictability in crude-oil markets: the case of GCC countries

International Nuclear Information System (INIS)

El Hedi Arouri, Mohamed; Thanh Huong Dinh; Duc Khuong Nguyen

2010-01-01

This paper uses a time-varying parameter model with generalized autoregressive conditional heteroscedasticity effects to examine the dynamic behavior of crude-oil prices for the period February 7, 1997-January 8, 2010. Using data from four countries of the Gulf Cooperation Council, we find evidence of short-term predictability in oil-price changes over time, except for several short sub-periods. However, the hypothesis of convergence towards weak-form informational efficiency is rejected for all markets. In addition, we explore the possibility of structural breaks in the time-paths of the estimated predictability indices and detect only one breakpoint, for the oil markets in Qatar and the United Arab Emirates. Our empirical results therefore call for new empirical research to further gauge the predictability characteristics and the determinants of oil-price changes.

Exponential convergence for a class of delayed cellular neural networks with time-varying coefficients

International Nuclear Information System (INIS)

Liu Bingwen

2008-01-01

In this Letter, we consider a class of delayed cellular neural networks with time-varying coefficients. By applying Lyapunov functional method and differential inequality techniques, we establish new results to ensure that all solutions of the networks converge exponentially to zero point

A comparison of time-varying covariates in two smoking cessation interventions for cardiac patients

NARCIS (Netherlands)

Prenger, Hendrikje Cornelia; Pieterse, Marcel E.; Braakman-Jansen, Louise Marie Antoinette; Bolman, Catherine; Ruitenbeek-Wiggers, L.; de Vries, H.

2013-01-01

The aim of the study was to explore the time-varying contribution of social cognitive determinants of smoking cessation following an intervention on cessation. Secondary analyses were performed on data from two comparable randomized controlled trials on brief smoking cessation interventions for

Effects of Long Cycles in Cash Flows on Present Value

OpenAIRE

Bell, Peter N

2015-01-01

This paper explores how present value varies over time when the underlying cash flow has a deterministic period. I assume that cash flows are known with certainty and follow a cycle with a long or short period. When the cash flow has a short period, the present value is relatively stable over time because the present value calculation smooths out several cycles. However, when the cash flow has a long period the present value itself develops a long and large cycle. These results are driven...

Design Flow Instantiation for Run-Time Reconfigurable Systems: A Case Study

Directory of Open Access Journals (Sweden)

Yang Qu

2007-12-01

Full Text Available Reconfigurable system is a promising alternative to deliver both flexibility and performance at the same time. New reconfigurable technologies and technology-dependent tools have been developed, but a complete overview of the whole design flow for run-time reconfigurable systems is missing. In this work, we present a design flow instantiation for such systems using a real-life application. The design flow is roughly divided into two parts: system level and implementation. At system level, our supports for hardware resource estimation and performance evaluation are applied. At implementation level, technology-dependent tools are used to realize the run-time reconfiguration. The design case is part of a WCDMA decoder on a commercially available reconfigurable platform. The results show that using run-time reconfiguration can save over 40% area when compared to a functionally equivalent fixed system and achieve 30 times speedup in processing time when compared to a functionally equivalent pure software design.

Automated high-throughput flow-through real-time diagnostic system

Science.gov (United States)

Regan, John Frederick

2012-10-30

An automated real-time flow-through system capable of processing multiple samples in an asynchronous, simultaneous, and parallel fashion for nucleic acid extraction and purification, followed by assay assembly, genetic amplification, multiplex detection, analysis, and decontamination. The system is able to hold and access an unlimited number of fluorescent reagents that may be used to screen samples for the presence of specific sequences. The apparatus works by associating extracted and purified sample with a series of reagent plugs that have been formed in a flow channel and delivered to a flow-through real-time amplification detector that has a multiplicity of optical windows, to which the sample-reagent plugs are placed in an operative position. The diagnostic apparatus includes sample multi-position valves, a master sample multi-position valve, a master reagent multi-position valve, reagent multi-position valves, and an optical amplification/detection system.

Innovation diffusion on time-varying activity driven networks

Science.gov (United States)

Rizzo, Alessandro; Porfiri, Maurizio

2016-01-01

Since its introduction in the 1960s, the theory of innovation diffusion has contributed to the advancement of several research fields, such as marketing management and consumer behavior. The 1969 seminal paper by Bass [F.M. Bass, Manag. Sci. 15, 215 (1969)] introduced a model of product growth for consumer durables, which has been extensively used to predict innovation diffusion across a range of applications. Here, we propose a novel approach to study innovation diffusion, where interactions among individuals are mediated by the dynamics of a time-varying network. Our approach is based on the Bass' model, and overcomes key limitations of previous studies, which assumed timescale separation between the individual dynamics and the evolution of the connectivity patterns. Thus, we do not hypothesize homogeneous mixing among individuals or the existence of a fixed interaction network. We formulate our approach in the framework of activity driven networks to enable the analysis of the concurrent evolution of the interaction and individual dynamics. Numerical simulations offer a systematic analysis of the model behavior and highlight the role of individual activity on market penetration when targeted advertisement campaigns are designed, or a competition between two different products takes place.

Identifiability of Additive, Time-Varying Actuator and Sensor Faults by State Augmentation

Science.gov (United States)

Upchurch, Jason M.; Gonzalez, Oscar R.; Joshi, Suresh M.

2014-01-01

Recent work has provided a set of necessary and sucient conditions for identifiability of additive step faults (e.g., lock-in-place actuator faults, constant bias in the sensors) using state augmentation. This paper extends these results to an important class of faults which may affect linear, time-invariant systems. In particular, the faults under consideration are those which vary with time and affect the system dynamics additively. Such faults may manifest themselves in aircraft as, for example, control surface oscillations, control surface runaway, and sensor drift. The set of necessary and sucient conditions presented in this paper are general, and apply when a class of time-varying faults affects arbitrary combinations of actuators and sensors. The results in the main theorems are illustrated by two case studies, which provide some insight into how the conditions may be used to check the theoretical identifiability of fault configurations of interest for a given system. It is shown that while state augmentation can be used to identify certain fault configurations, other fault configurations are theoretically impossible to identify using state augmentation, giving practitioners valuable insight into such situations. That is, the limitations of state augmentation for a given system and configuration of faults are made explicit. Another limitation of model-based methods is that there can be large numbers of fault configurations, thus making identification of all possible configurations impractical. However, the theoretical identifiability of known, credible fault configurations can be tested using the theorems presented in this paper, which can then assist the efforts of fault identification practitioners.

Using stable isotope tracers to assess hydrological flow paths, residence times and landscape influences in a nested mesoscale catchment

Directory of Open Access Journals (Sweden)

P. Rodgers

2005-01-01

Full Text Available δ18O measurements in precipitation and stream waters were used to investigate hydrological flow paths and residence times at nested spatial scales in the mesoscale (233 km2 River Feugh catchment in the northeast of Scotland over the 2001-2002 hydrological year. Precipitation δ18O exhibited strong seasonal variation, which although significantly damped within the catchment, was reflected in stream water at six sampling sites. This allowed δ18O variations to be used to infer the relative influence of soil-derived storm flows with a seasonally variable isotopic signature, and groundwater of apparently more constant isotopic composition. Periodic regression analysis was then used to examine the sub-catchment difference using an exponential flow model to provide indicative estimates of mean stream water residence times, which varied between approximately 3 and 14 months. This showed that the effects of increasing scale on estimated mean stream water residence time was minimal beyond that of the smallest (ca. 1 km2 headwater catchment scale. Instead, the interaction of catchment soil cover and topography appeared to be the dominant controlling influence. Where sub-catchments had extensive peat coverage, responsive hydrological pathways produced seasonally variable δ18O signatures in runoff with short mean residence times (ca. 3 months. In contrast, areas dominated by steeper slopes, more freely draining soils and larger groundwater storage in shallow valley-bottom aquifers, deeper flow paths allow for more effective mixing and damping of δ18O indicating longer residence times (>12 months. These insights from δ18O measurements extend the hydrological understanding of the Feugh catchment gained from previous geochemical tracer studies, and demonstrate the utility of isotope tracers in investigating the interaction of hydrological processes and catchment characteristics at larger spatial scales.

Flow-rate measurement using radioactive tracers and transit time method

International Nuclear Information System (INIS)

Turtiainen, Heikki

1986-08-01

The transit time method is a flow measurement method based on tracer techniques. Measurement is done by injecting to the flow a pulse of tracer and measuring its transit time between two detection positions. From the transit time the mean flow velosity and - using the pipe cross section area - the volume flow rate can be calculated. When a radioisotope tracer is used the measurement can be done from outside the pipe and without disturbing the process (excluding the tracer injection). The use of the transit time method has been limited because of difficulties associated with handling and availability of radioactive tracers and lack of equipment suitable for routine use in industrial environments. The purpose of this study was to find out if these difficulties may be overcome by using a portable isotope generator as a tracer source and automating the measurement. In the study a test rig and measuring equipment based on the use of a ''1''3''7Cs/''1''3''7''''mBa isotope generator were constructed. They were used to study the accuracy and error sources of the method and to compare different algorithms to calculate the transit time. The usability of the method and the equipment in industrial environments were studied by carrying out over 20 flow measurements in paper and pulp mills. On the basis of the results of the study, a project for constructing a compact radiatracer flowmeter for industrial use has been started. The application range of this kind of meter is very large. The most obvious applications are in situ calibration of flowmeters, material and energy balance studies, process equipment analyses (e.g. pump efficiency analyses). At the moment tracer techniques are the only methods applicable to these measurements on-line and with sufficient accuracy

Time-varying associations between confidence and motivation to abstain from marijuana during treatment among adolescents.

Science.gov (United States)

Chung, Tammy; Maisto, Stephen A

2016-06-01

An important goal of addictions treatment is to develop a positive association between high levels of confidence and motivation to abstain from substance use. This study modeled the time-varying association between confidence and motivation to abstain from marijuana use among youth in treatment, and the time-varying effect of pre-treatment covariates (marijuana abstinence goal and perceived peer marijuana use) on motivation to abstain. 150 adolescents (75% male, 83% White) in community-based intensive outpatient treatment in Pennsylvania completed a pre-treatment assessment of abstinence goal, perceived peer marijuana use, and motivation and confidence to abstain from marijuana. Ratings of motivation and confidence to abstain also were collected after each session. A time-varying effect model (TVEM) was used to characterize changes in the association between confidence and motivation to abstain (lagged), and included covariates representing pre-treatment abstinence goal and perceived peer marijuana use. Confidence and motivation to abstain from marijuana generally increased during treatment. The association between confidence and motivation strengthened across sessions 1-4, and was maintained through later sessions. Pre-treatment abstinence goal had an early time-limited effect (through session 6) on motivation to abstain. Pre-treatment perception of peer marijuana use had a significant effect on motivation to abstain only at session 2. Early treatment sessions represent a critical period during which the association between confidence and motivation to abstain generally increased. The time-limited effects of pre-treatment characteristics suggest the importance of early sessions in addressing abstinence goal and peer substance use that may impact motivation to abstain from marijuana. Copyright © 2016 Elsevier Ltd. All rights reserved.

Time-varying mixed logit model for vehicle merging behavior in work zone merging areas.

Science.gov (United States)

Weng, Jinxian; Du, Gang; Li, Dan; Yu, Yao

2018-08-01

This study aims to develop a time-varying mixed logit model for the vehicle merging behavior in work zone merging areas during the merging implementation period from the time of starting a merging maneuver to that of completing the maneuver. From the safety perspective, vehicle crash probability and severity between the merging vehicle and its surrounding vehicles are regarded as major factors influencing vehicle merging decisions. Model results show that the model with the use of vehicle crash risk probability and severity could provide higher prediction accuracy than previous models with the use of vehicle speeds and gap sizes. It is found that lead vehicle type, through lead vehicle type, through lag vehicle type, crash probability of the merging vehicle with respect to the through lag vehicle, crash severities of the merging vehicle with respect to the through lead and lag vehicles could exhibit time-varying effects on the merging behavior. One important finding is that the merging vehicle could become more and more aggressive in order to complete the merging maneuver as quickly as possible over the elapsed time, even if it has high vehicle crash risk with respect to the through lead and lag vehicles. Copyright © 2018 Elsevier Ltd. All rights reserved.

Neutron fluctuations in a multiplying medium randomly varying in time

Energy Technology Data Exchange (ETDEWEB)

Pal, L. [KFKI Atomic Energy Research Inst., Budapest (Hungary); Pazsit, I. [Chalmers Univ. of Technology, Goeteborg (Sweden). Dept. of Nuclear Engineering

2006-07-15

The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment.

Neutron fluctuations in a multiplying medium randomly varying in time

International Nuclear Information System (INIS)

Pal, L.; Pazsit, I.

2006-01-01

The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment

Time lags between crown and basal sap flows in tropical lianas and co-occurring trees.

Science.gov (United States)

Chen, Ya-Jun; Bongers, Frans; Tomlinson, Kyle; Fan, Ze-Xin; Lin, Hua; Zhang, Shu-Bin; Zheng, Yu-Long; Li, Yang-Ping; Cao, Kun-Fang; Zhang, Jiao-Lin

2016-06-01

Water storage in the stems of woody plants contributes to their responses to short-term water shortages. To estimate the contribution of water storage to the daily water budget of trees, time lags of sap flow between different positions of trunk are used as a proxy of stem water storage. In lianas, another large group of woody species, it has rarely been studied whether stored water functions in their daily water use, despite their increasing roles in the carbon and water dynamics of tropical forests caused by their increasing abundance. We hypothesized that lianas would exhibit large time lags due to their extremely long stems, wide vessels and large volume of parenchyma in the stem. We examined time lags in sap flow, diel changes of stem volumetric water content (VWC) and biophysical properties of sapwood of 19 lianas and 26 co-occurring trees from 27 species in 4 forests (karst, tropical seasonal, flood plain and savanna) during a wet season. The plants varied in height/length from 60 m. The results showed that lianas had significantly higher saturated water content (SWC) and much lower wood density than trees. Seven of 19 liana individuals had no time lags; in contrast, only 3 of 26 tree individuals had no time lags. In general, lianas had shorter time lags than trees in our data set, but this difference was not significant for our most conservative analyses. Across trees and lianas, time lag duration increased with diurnal maximum changeable VWC but was independent of the body size, path length, wood density and SWC. The results suggest that in most lianas, internal stem water storage contributes little to daily water budget, while trees may rely more on stored water in the stem. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Estimation and Properties of a Time-Varying GQARCH(1,1-M Model

Directory of Open Access Journals (Sweden)

Sofia Anyfantaki

2011-01-01

analysis of these models computationally infeasible. This paper outlines the issues and suggests to employ a Markov chain Monte Carlo algorithm which allows the calculation of a classical estimator via the simulated EM algorithm or a simulated Bayesian solution in only ( computational operations, where is the sample size. Furthermore, the theoretical dynamic properties of a time-varying GQARCH(1,1-M are derived. We discuss them and apply the suggested Bayesian estimation to three major stock markets.

Adaptive Synchronization between Two Different Complex Networks with Time-Varying Delay Coupling

International Nuclear Information System (INIS)

Jian-Rui, Chen; Li-Cheng, Jiao; Jian-She, Wu; Xiao-Hua, Wang

2009-01-01

A new general network model for two complex networks with time-varying delay coupling is presented. Then we investigate its synchronization phenomena. The two complex networks of the model differ in dynamic nodes, the number of nodes and the coupling connections. By using adaptive controllers, a synchronization criterion is derived. Numerical examples are given to demonstrate the effectiveness of the obtained synchronization criterion. This study may widen the application range of synchronization, such as in chaotic secure communication. (general)

Parametric estimation of time varying baselines in airborne interferometric SAR

DEFF Research Database (Denmark)

Mohr, Johan Jacob; Madsen, Søren Nørvang

1996-01-01

A method for estimation of time varying spatial baselines in airborne interferometric synthetic aperture radar (SAR) is described. The range and azimuth distortions between two images acquired with a non-linear baseline are derived. A parametric model of the baseline is then, in a least square...... sense, estimated from image shifts obtained by cross correlation of numerous small patches throughout the image. The method has been applied to airborne EMISAR imagery from the 1995 campaign over the Storstrommen Glacier in North East Greenland conducted by the Danish Center for Remote Sensing. This has...... reduced the baseline uncertainties from several meters to the centimeter level in a 36 km scene. Though developed for airborne SAR the method can easily be adopted to satellite data...

Adaptive control of chaotic systems with stochastic time varying unknown parameters

Energy Technology Data Exchange (ETDEWEB)

Salarieh, Hassan [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: salarieh@mech.sharif.edu; Alasty, Aria [Center of Excellence in Design, Robotics and Automation, Department of Mechanical Engineering, Sharif University of Technology, P.O. Box 11365-9567, Azadi Avenue, Tehran (Iran, Islamic Republic of)], E-mail: aalasti@sharif.edu

2008-10-15

In this paper based on the Lyapunov stability theorem, an adaptive control scheme is proposed for stabilizing the unstable periodic orbits (UPO) of chaotic systems. It is assumed that the chaotic system has some linearly dependent unknown parameters which are stochastically time varying. The stochastic parameters are modeled through the Weiner process derivative. To demonstrate the effectiveness of the proposed technique it has been applied to the Lorenz, Chen and Rossler dynamical systems, as some case studies. Simulation results indicate that the proposed adaptive controller has a high performance in stabilizing the UPO of chaotic systems in noisy environment.

Markov transition probability-based network from time series for characterizing experimental two-phase flow

International Nuclear Information System (INIS)

Gao Zhong-Ke; Hu Li-Dan; Jin Ning-De

2013-01-01

We generate a directed weighted complex network by a method based on Markov transition probability to represent an experimental two-phase flow. We first systematically carry out gas—liquid two-phase flow experiments for measuring the time series of flow signals. Then we construct directed weighted complex networks from various time series in terms of a network generation method based on Markov transition probability. We find that the generated network inherits the main features of the time series in the network structure. In particular, the networks from time series with different dynamics exhibit distinct topological properties. Finally, we construct two-phase flow directed weighted networks from experimental signals and associate the dynamic behavior of gas-liquid two-phase flow with the topological statistics of the generated networks. The results suggest that the topological statistics of two-phase flow networks allow quantitative characterization of the dynamic flow behavior in the transitions among different gas—liquid flow patterns. (general)

Impulsive effect on global exponential stability of BAM fuzzy cellular neural networks with time-varying delays

Science.gov (United States)

Li, Kelin

2010-02-01

In this article, a class of impulsive bidirectional associative memory (BAM) fuzzy cellular neural networks (FCNNs) with time-varying delays is formulated and investigated. By employing delay differential inequality and M-matrix theory, some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM FCNNs with time-varying delays are obtained. In particular, a precise estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive perturbation intention. It is believed that these results are significant and useful for the design and applications of BAM FCNNs. An example is given to show the effectiveness of the results obtained here.

Beam-modulation methods in quantitative and flow-visualization holographic interferometry

Science.gov (United States)

Decker, Arthur J.

1986-01-01

Heterodyne holographic interferometry and time-average holography with a frequency shifted reference beam are discussed. Both methods will be used for the measurement and visualization of internal transonic flows where the target facility is a flutter cascade. The background and experimental requirements for both methods are reviewed. Measurements using heterodyne holographic interferometry are presented. The performance of the laser required for time-average holography of time-varying transonic flows is discussed.

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

Nonlinear isochrones in murine left ventricular pressure-volume loops: how well does the time-varying elastance concept hold?

Science.gov (United States)

Claessens, T E; Georgakopoulos, D; Afanasyeva, M; Vermeersch, S J; Millar, H D; Stergiopulos, N; Westerhof, N; Verdonck, P R; Segers, P

2006-04-01

The linear time-varying elastance theory is frequently used to describe the change in ventricular stiffness during the cardiac cycle. The concept assumes that all isochrones (i.e., curves that connect pressure-volume data occurring at the same time) are linear and have a common volume intercept. Of specific interest is the steepest isochrone, the end-systolic pressure-volume relationship (ESPVR), of which the slope serves as an index for cardiac contractile function. Pressure-volume measurements, achieved with a combined pressure-conductance catheter in the left ventricle of 13 open-chest anesthetized mice, showed a marked curvilinearity of the isochrones. We therefore analyzed the shape of the isochrones by using six regression algorithms (two linear, two quadratic, and two logarithmic, each with a fixed or time-varying intercept) and discussed the consequences for the elastance concept. Our main observations were 1) the volume intercept varies considerably with time; 2) isochrones are equally well described by using quadratic or logarithmic regression; 3) linear regression with a fixed intercept shows poor correlation (R(2) volume intercept of the ESPVR. In conclusion, the linear time-varying elastance fails to provide a sufficiently robust model to account for changes in pressure and volume during the cardiac cycle in the mouse ventricle. A new framework accounting for the nonlinear shape of the isochrones needs to be developed.

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.

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.

Effect of a time varying power level in EBR-II on mixed-oxide fuel burnup

International Nuclear Information System (INIS)

Stone, I.Z.; Jost, J.W.; Baker, R.B.

1979-01-01

A refined prediction of burnup of mixed-oxide fuel in EBR-2 is compared with measured data. The calculation utilizes a time-varying power factor and results in a general improvement to previous calculations

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.

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

A SVDD and K-Means Based Early Warning Method for Dual-Rotor Equipment under Time-Varying Operating Conditions

Directory of Open Access Journals (Sweden)

Zhinong Jiang

2018-01-01

Full Text Available Under frequently time-varying operating conditions, equipment with dual rotors like gas turbines is influenced by two rotors with different rotating speeds. Alarm methods of fixed threshold are unable to consider the influences of time-varying operating conditions. Hence, those methods are not suitable for monitoring dual-rotor equipment. An early warning method for dual-rotor equipment under time-varying operating conditions is proposed in this paper. The influences of time-varying rotating speeds of dual rotors on alarm thresholds have been considered. Firstly, the operating conditions are divided into several limited intervals according to rotating speeds of dual rotors. Secondly, the train data within each interval is processed by SVDD and the allowable ranges (i.e., the alarm threshold of the vibration are determined. The alarm threshold of each interval of operating conditions is obtained. The alarm threshold can be expressed as a sphere, whose controlling parameters are the coordinate of the center and the radius. Then, the cluster center of the test data, whose alarm state is to be judged, can be extracted through K-means. Finally, the alarm state can be obtained by comparing the cluster center with the corresponding sphere. Experiments are conducted to validate the proposed method.

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

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...

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)

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.

Research on the FDTD method of scattering effects of obliquely incident electromagnetic waves in time-varying plasma sheath on collision and plasma frequencies

Science.gov (United States)

Chen, Wei; Guo, Li-xin; Li, Jiang-ting