Sample records for discrete stable random

  1. Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

    NASA Astrophysics Data System (ADS)

    Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

    2016-10-01

    This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

  2. Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

    NASA Astrophysics Data System (ADS)

    Cao, Yu; Lin, Ling; Zhou, Xiang

    2016-06-01

    We consider the noise-induced transitions from a linearly stable periodic orbit consisting of T periodic points in randomly perturbed discrete logistic map. Traditional large deviation theory and asymptotic analysis at small noise limit cannot distinguish the quantitative difference in noise-induced stochastic instabilities among the T periodic points. To attack this problem, we generalize the transition path theory to the discrete-time continuous-space stochastic process. In our first criterion to quantify the relative instability among T periodic points, we use the distribution of the last passage location related to the transitions from the whole periodic orbit to a prescribed disjoint set. This distribution is related to individual contributions to the transition rate from each periodic points. The second criterion is based on the competency of the transition paths associated with each periodic point. Both criteria utilize the reactive probability current in the transition path theory. Our numerical results for the logistic map reveal the transition mechanism of escaping from the stable periodic orbit and identify which periodic point is more prone to lose stability so as to make successful transitions under random perturbations.

  3. Mutual Information between Discrete Variables with Many Categories using Recursive Adaptive Partitioning

    PubMed Central

    Seok, Junhee; Seon Kang, Yeong

    2015-01-01

    Mutual information, a general measure of the relatedness between two random variables, has been actively used in the analysis of biomedical data. The mutual information between two discrete variables is conventionally calculated by their joint probabilities estimated from the frequency of observed samples in each combination of variable categories. However, this conventional approach is no longer efficient for discrete variables with many categories, which can be easily found in large-scale biomedical data such as diagnosis codes, drug compounds, and genotypes. Here, we propose a method to provide stable estimations for the mutual information between discrete variables with many categories. Simulation studies showed that the proposed method reduced the estimation errors by 45 folds and improved the correlation coefficients with true values by 99 folds, compared with the conventional calculation of mutual information. The proposed method was also demonstrated through a case study for diagnostic data in electronic health records. This method is expected to be useful in the analysis of various biomedical data with discrete variables. PMID:26046461

  4. Convergence Time towards Periodic Orbits in Discrete Dynamical Systems

    PubMed Central

    San Martín, Jesús; Porter, Mason A.

    2014-01-01

    We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we use linearized equations to examine the evolution near that neighborhood. The underlying idea is that points of stable periodic orbit are associated with intervals. We state and prove a theorem that details what regions of phase space are mapped into these intervals (once they are known) and how many iterations are required to get there. We also construct algorithms that allow our theoretical results to be implemented successfully in practice. PMID:24736594

  5. Entropy-stable summation-by-parts discretization of the Euler equations on general curved elements

    NASA Astrophysics Data System (ADS)

    Crean, Jared; Hicken, Jason E.; Del Rey Fernández, David C.; Zingg, David W.; Carpenter, Mark H.

    2018-03-01

    We present and analyze an entropy-stable semi-discretization of the Euler equations based on high-order summation-by-parts (SBP) operators. In particular, we consider general multidimensional SBP elements, building on and generalizing previous work with tensor-product discretizations. In the absence of dissipation, we prove that the semi-discrete scheme conserves entropy; significantly, this proof of nonlinear L2 stability does not rely on integral exactness. Furthermore, interior penalties can be incorporated into the discretization to ensure that the total (mathematical) entropy decreases monotonically, producing an entropy-stable scheme. SBP discretizations with curved elements remain accurate, conservative, and entropy stable provided the mapping Jacobian satisfies the discrete metric invariants; polynomial mappings at most one degree higher than the SBP operators automatically satisfy the metric invariants in two dimensions. In three-dimensions, we describe an elementwise optimization that leads to suitable Jacobians in the case of polynomial mappings. The properties of the semi-discrete scheme are verified and investigated using numerical experiments.

  6. Stable cycling in discrete-time genetic models.

    PubMed

    Hastings, A

    1981-11-01

    Examples of stable cycling are discussed for two-locus, two-allele, deterministic, discrete-time models with constant fitnesses. The cases that cycle were found by using numerical techniques to search for stable Hopf bifurcations. One consequence of the results is that apparent cases of directional selection may be due to stable cycling.

  7. An energy-stable method for solving the incompressible Navier-Stokes equations with non-slip boundary condition

    NASA Astrophysics Data System (ADS)

    Lee, Byungjoon; Min, Chohong

    2018-05-01

    We introduce a stable method for solving the incompressible Navier-Stokes equations with variable density and viscosity. Our method is stable in the sense that it does not increase the total energy of dynamics that is the sum of kinetic energy and potential energy. Instead of velocity, a new state variable is taken so that the kinetic energy is formulated by the L2 norm of the new variable. Navier-Stokes equations are rephrased with respect to the new variable, and a stable time discretization for the rephrased equations is presented. Taking into consideration the incompressibility in the Marker-And-Cell (MAC) grid, we present a modified Lax-Friedrich method that is L2 stable. Utilizing the discrete integration-by-parts in MAC grid and the modified Lax-Friedrich method, the time discretization is fully discretized. An explicit CFL condition for the stability of the full discretization is given and mathematically proved.

  8. Frequency domain measurement systems

    NASA Technical Reports Server (NTRS)

    Eischer, M. C.

    1978-01-01

    Stable frequency sources and signal processing blocks were characterized by their noise spectra, both discrete and random, in the frequency domain. Conventional measures are outlined, and systems for performing the measurements are described. Broad coverage of system configurations which were found useful is given. Their functioning and areas of application are discussed briefly. Particular attention is given to some of the potential error sources in the measurement procedures, system configurations, double-balanced-mixer-phase-detectors, and application of measuring instruments.

  9. Secure Hashing of Dynamic Hand Signatures Using Wavelet-Fourier Compression with BioPhasor Mixing and [InlineEquation not available: see fulltext.] Discretization

    NASA Astrophysics Data System (ADS)

    Wai Kuan, Yip; Teoh, Andrew B. J.; Ngo, David C. L.

    2006-12-01

    We introduce a novel method for secure computation of biometric hash on dynamic hand signatures using BioPhasor mixing and[InlineEquation not available: see fulltext.] discretization. The use of BioPhasor as the mixing process provides a one-way transformation that precludes exact recovery of the biometric vector from compromised hashes and stolen tokens. In addition, our user-specific[InlineEquation not available: see fulltext.] discretization acts both as an error correction step as well as a real-to-binary space converter. We also propose a new method of extracting compressed representation of dynamic hand signatures using discrete wavelet transform (DWT) and discrete fourier transform (DFT). Without the conventional use of dynamic time warping, the proposed method avoids storage of user's hand signature template. This is an important consideration for protecting the privacy of the biometric owner. Our results show that the proposed method could produce stable and distinguishable bit strings with equal error rates (EERs) of[InlineEquation not available: see fulltext.] and[InlineEquation not available: see fulltext.] for random and skilled forgeries for stolen token (worst case) scenario, and[InlineEquation not available: see fulltext.] for both forgeries in the genuine token (optimal) scenario.

  10. Discrete-time stability of continuous-time controller designs for large space structures

    NASA Technical Reports Server (NTRS)

    Balas, M. J.

    1982-01-01

    In most of the stable control designs for flexible structures, continuous time is assumed. However, in view of the implementation of the controllers by on-line digital computers, the discrete-time stability of such controllers is an important consideration. In the case of direct-velocity feedback (DVFB), involving negative feedback from collocated force actuators and velocity sensors, it is not immediately apparent how much delay due to digital implementation of DVFB can be tolerated without loss of stability. The present investigation is concerned with such questions. A study is conducted of the discrete-time stability of DVFB, taking into account an employment of Euler's method of approximation of the time derivative. The obtained result gives an indication of the acceptable time-step size for stable digital implementation of DVFB. A result derived in connection with the consideration of the discrete-time stability of stable continuous-time systems provides a general condition under which digital implementation of such a system will remain stable.

  11. Generic emergence of power law distributions and Lévy-Stable intermittent fluctuations in discrete logistic systems

    NASA Astrophysics Data System (ADS)

    Biham, Ofer; Malcai, Ofer; Levy, Moshe; Solomon, Sorin

    1998-08-01

    The dynamics of generic stochastic Lotka-Volterra (discrete logistic) systems of the form wi(t+1)=λ(t)wi(t)+aw¯(t)-bwi(t)w¯(t) is studied by computer simulations. The variables wi, i=1,...,N, are the individual system components and w¯(t)=(1/N)∑iwi(t) is their average. The parameters a and b are constants, while λ(t) is randomly chosen at each time step from a given distribution. Models of this type describe the temporal evolution of a large variety of systems such as stock markets and city populations. These systems are characterized by a large number of interacting objects and the dynamics is dominated by multiplicative processes. The instantaneous probability distribution P(w,t) of the system components wi turns out to fulfill a Pareto power law P(w,t)~w-1-α. The time evolution of w¯(t) presents intermittent fluctuations parametrized by a Lévy-stable distribution with the same index α, showing an intricate relation between the distribution of the wi's at a given time and the temporal fluctuations of their average.

  12. Image compression-encryption algorithms by combining hyper-chaotic system with discrete fractional random transform

    NASA Astrophysics Data System (ADS)

    Gong, Lihua; Deng, Chengzhi; Pan, Shumin; Zhou, Nanrun

    2018-07-01

    Based on hyper-chaotic system and discrete fractional random transform, an image compression-encryption algorithm is designed. The original image is first transformed into a spectrum by the discrete cosine transform and the resulting spectrum is compressed according to the method of spectrum cutting. The random matrix of the discrete fractional random transform is controlled by a chaotic sequence originated from the high dimensional hyper-chaotic system. Then the compressed spectrum is encrypted by the discrete fractional random transform. The order of DFrRT and the parameters of the hyper-chaotic system are the main keys of this image compression and encryption algorithm. The proposed algorithm can compress and encrypt image signal, especially can encrypt multiple images once. To achieve the compression of multiple images, the images are transformed into spectra by the discrete cosine transform, and then the spectra are incised and spliced into a composite spectrum by Zigzag scanning. Simulation results demonstrate that the proposed image compression and encryption algorithm is of high security and good compression performance.

  13. Hydra effects in discrete-time models of stable communities.

    PubMed

    Cortez, Michael H

    2016-12-21

    A species exhibits a hydra effect when, counter-intuitively, increased mortality of the species causes an increase in its abundance. Hydra effects have been studied in many continuous time (differential equation) multispecies models, but only rarely have hydra effects been observed in or studied with discrete time (difference equation) multispecies models. In addition most discrete time theory focuses on single-species models. Thus, it is unclear what unifying characteristics determine when hydra effects arise in discrete time models. Here, using discrete time multispecies models (where total abundance is the single variable describing each population), I show that a species exhibits a hydra effect in a stable system only when fixing that species' density at its equilibrium density destabilizes the system. This general characteristic is referred to as subsystem instability. I apply this result to two-species models and identify specific mechanisms that cause hydra effects in stable communities, e.g., in host--parasitoid models, host Allee effects and saturating parasitoid functional responses can cause parasitoid hydra effects. I discuss how the general characteristic can be used to identify mechanisms causing hydra effects in communities with three or more species. I also show that the condition for hydra effects at stable equilibria implies the system is reactive (i.e., density perturbations can grow before ultimately declining). This study extends previous work on conditions for hydra effects in single-species models by identifying necessary conditions for stable systems and sufficient conditions for cyclic systems. In total, these results show that hydra effects can arise in many more communities than previously appreciated and that hydra effects were present, but unrecognized, in previously studied discrete time models. Copyright © 2016 Elsevier Ltd. All rights reserved.

  14. Almost periodic solutions to difference equations

    NASA Technical Reports Server (NTRS)

    Bayliss, A.

    1975-01-01

    The theory of Massera and Schaeffer relating the existence of unique almost periodic solutions of an inhomogeneous linear equation to an exponential dichotomy for the homogeneous equation was completely extended to discretizations by a strongly stable difference scheme. In addition it is shown that the almost periodic sequence solution will converge to the differential equation solution. The preceding theory was applied to a class of exponentially stable partial differential equations to which one can apply the Hille-Yoshida theorem. It is possible to prove the existence of unique almost periodic solutions of the inhomogeneous equation (which can be approximated by almost periodic sequences) which are the solutions to appropriate discretizations. Two methods of discretizations are discussed: the strongly stable scheme and the Lax-Wendroff scheme.

  15. On pseudo-spectral time discretizations in summation-by-parts form

    NASA Astrophysics Data System (ADS)

    Ruggiu, Andrea A.; Nordström, Jan

    2018-05-01

    Fully-implicit discrete formulations in summation-by-parts form for initial-boundary value problems must be invertible in order to provide well functioning procedures. We prove that, under mild assumptions, pseudo-spectral collocation methods for the time derivative lead to invertible discrete systems when energy-stable spatial discretizations are used.

  16. Stable multi-domain spectral penalty methods for fractional partial differential equations

    NASA Astrophysics Data System (ADS)

    Xu, Qinwu; Hesthaven, Jan S.

    2014-01-01

    We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

  17. Maximum-entropy probability distributions under Lp-norm constraints

    NASA Technical Reports Server (NTRS)

    Dolinar, S.

    1991-01-01

    Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

  18. Modulational instability and discrete breathers in a nonlinear helicoidal lattice model

    NASA Astrophysics Data System (ADS)

    Ding, Jinmin; Wu, Tianle; Chang, Xia; Tang, Bing

    2018-06-01

    We investigate the problem on the discrete modulation instability of plane waves and discrete breather modes in a nonlinear helicoidal lattice model, which is described by a discrete nonlinear Schrödinger equation with the first-, second-, and third-neighbor coupling. By means of the linear stability analysis, we present an analytical expression of the instability growth rate and identify the regions of modulational instability of plane waves. It is shown that the introduction of the third-neighbor coupling will affect the shape of the areas of modulational instability significantly. Based on the results obtained by the modulational instability analysis, we predict the existence conditions for the stationary breather modes. Otherwise, by making use of the semidiscrete multiple-scale method, we obtain analytical solutions of discrete breather modes and analyze their properties for different types of nonlinearities. Our results show that the discrete breathers obtained are stable for a long time only when the system exhibits the repulsive nonlinearity. In addition, it is found that the existence of the stable bright discrete breather closely relates to the presence of the third-neighbor coupling.

  19. Equilibrium structure of δ-Bi(2)O(3) from first principles.

    PubMed

    Music, Denis; Konstantinidis, Stephanos; Schneider, Jochen M

    2009-04-29

    Using ab initio calculations, we have systematically studied the structure of δ-Bi(2)O(3) (fluorite prototype, 25% oxygen vacancies) probing [Formula: see text] and combined [Formula: see text] and [Formula: see text] oxygen vacancy ordering, random distribution of oxygen vacancies with two different statistical descriptions as well as local relaxations. We observe that the combined [Formula: see text] and [Formula: see text] oxygen vacancy ordering is the most stable configuration. Radial distribution functions for these configurations can be classified as discrete (ordered configurations) and continuous (random configurations). This classification can be understood on the basis of local structural relaxations. Up to 28.6% local relaxation of the oxygen sublattice is present in the random configurations, giving rise to continuous distribution functions. The phase stability obtained may be explained with the bonding analysis. Electron lone-pair charges in the predominantly ionic Bi-O matrix may stabilize the combined [Formula: see text] and [Formula: see text] oxygen vacancy ordering.

  20. Ensemble-type numerical uncertainty information from single model integrations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Rauser, Florian, E-mail: florian.rauser@mpimet.mpg.de; Marotzke, Jochem; Korn, Peter

    2015-07-01

    We suggest an algorithm that quantifies the discretization error of time-dependent physical quantities of interest (goals) for numerical models of geophysical fluid dynamics. The goal discretization error is estimated using a sum of weighted local discretization errors. The key feature of our algorithm is that these local discretization errors are interpreted as realizations of a random process. The random process is determined by the model and the flow state. From a class of local error random processes we select a suitable specific random process by integrating the model over a short time interval at different resolutions. The weights of themore » influences of the local discretization errors on the goal are modeled as goal sensitivities, which are calculated via automatic differentiation. The integration of the weighted realizations of local error random processes yields a posterior ensemble of goal approximations from a single run of the numerical model. From the posterior ensemble we derive the uncertainty information of the goal discretization error. This algorithm bypasses the requirement of detailed knowledge about the models discretization to generate numerical error estimates. The algorithm is evaluated for the spherical shallow-water equations. For two standard test cases we successfully estimate the error of regional potential energy, track its evolution, and compare it to standard ensemble techniques. The posterior ensemble shares linear-error-growth properties with ensembles of multiple model integrations when comparably perturbed. The posterior ensemble numerical error estimates are of comparable size as those of a stochastic physics ensemble.« less

  1. Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

    PubMed

    Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

    2018-06-01

    This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

  2. Random discrete linear canonical transform.

    PubMed

    Wei, Deyun; Wang, Ruikui; Li, Yuan-Min

    2016-12-01

    Linear canonical transforms (LCTs) are a family of integral transforms with wide applications in optical, acoustical, electromagnetic, and other wave propagation problems. In this paper, we propose the random discrete linear canonical transform (RDLCT) by randomizing the kernel transform matrix of the discrete linear canonical transform (DLCT). The RDLCT inherits excellent mathematical properties from the DLCT along with some fantastic features of its own. It has a greater degree of randomness because of the randomization in terms of both eigenvectors and eigenvalues. Numerical simulations demonstrate that the RDLCT has an important feature that the magnitude and phase of its output are both random. As an important application of the RDLCT, it can be used for image encryption. The simulation results demonstrate that the proposed encryption method is a security-enhanced image encryption scheme.

  3. First-Principles Modeling Of Electromagnetic Scattering By Discrete and Discretely Heterogeneous Random Media

    NASA Technical Reports Server (NTRS)

    Mishchenko, Michael I.; Dlugach, Janna M.; Yurkin, Maxim A.; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R. Lee; Travis, Larry D.; Yang, Ping; Zakharova, Nadezhda T.

    2016-01-01

    A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ, or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell's equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell- Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell-Lorentz equations, we trace the development of the first principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies.

  4. First-principles modeling of electromagnetic scattering by discrete and discretely heterogeneous random media.

    PubMed

    Mishchenko, Michael I; Dlugach, Janna M; Yurkin, Maxim A; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R Lee; Travis, Larry D; Yang, Ping; Zakharova, Nadezhda T

    2016-05-16

    A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ , or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell's equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell-Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell-Lorentz equations, we trace the development of the first-principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies.

  5. First-principles modeling of electromagnetic scattering by discrete and discretely heterogeneous random media

    PubMed Central

    Mishchenko, Michael I.; Dlugach, Janna M.; Yurkin, Maxim A.; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R. Lee; Travis, Larry D.; Yang, Ping; Zakharova, Nadezhda T.

    2018-01-01

    A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ, or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell’s equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell–Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell–Lorentz equations, we trace the development of the first-principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies. PMID:29657355

  6. Construction of energy-stable Galerkin reduced order models.

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kalashnikova, Irina; Barone, Matthew Franklin; Arunajatesan, Srinivasan

    2013-05-01

    This report aims to unify several approaches for building stable projection-based reduced order models (ROMs). Attention is focused on linear time-invariant (LTI) systems. The model reduction procedure consists of two steps: the computation of a reduced basis, and the projection of the governing partial differential equations (PDEs) onto this reduced basis. Two kinds of reduced bases are considered: the proper orthogonal decomposition (POD) basis and the balanced truncation basis. The projection step of the model reduction can be done in two ways: via continuous projection or via discrete projection. First, an approach for building energy-stable Galerkin ROMs for linear hyperbolicmore » or incompletely parabolic systems of PDEs using continuous projection is proposed. The idea is to apply to the set of PDEs a transformation induced by the Lyapunov function for the system, and to build the ROM in the transformed variables. The resulting ROM will be energy-stable for any choice of reduced basis. It is shown that, for many PDE systems, the desired transformation is induced by a special weighted L2 inner product, termed the %E2%80%9Csymmetry inner product%E2%80%9D. Attention is then turned to building energy-stable ROMs via discrete projection. A discrete counterpart of the continuous symmetry inner product, a weighted L2 inner product termed the %E2%80%9CLyapunov inner product%E2%80%9D, is derived. The weighting matrix that defines the Lyapunov inner product can be computed in a black-box fashion for a stable LTI system arising from the discretization of a system of PDEs in space. It is shown that a ROM constructed via discrete projection using the Lyapunov inner product will be energy-stable for any choice of reduced basis. Connections between the Lyapunov inner product and the inner product induced by the balanced truncation algorithm are made. Comparisons are also made between the symmetry inner product and the Lyapunov inner product. The performance of ROMs constructed using these inner products is evaluated on several benchmark test cases.« less

  7. Models of multidimensional discrete distribution of probabilities of random variables in information systems

    NASA Astrophysics Data System (ADS)

    Gromov, Yu Yu; Minin, Yu V.; Ivanova, O. G.; Morozova, O. N.

    2018-03-01

    Multidimensional discrete distributions of probabilities of independent random values were received. Their one-dimensional distribution is widely used in probability theory. Producing functions of those multidimensional distributions were also received.

  8. A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Pettersson, Per, E-mail: per.pettersson@uib.no; Nordström, Jan, E-mail: jan.nordstrom@liu.se; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

    2016-02-01

    We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimatemore » for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.« less

  9. Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

    PubMed

    Wei, Qinglai; Li, Benkai; Song, Ruizhuo

    2018-04-01

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

  10. Finite Mathematics and Discrete Mathematics: Is There a Difference?

    ERIC Educational Resources Information Center

    Johnson, Marvin L.

    Discrete mathematics and finite mathematics differ in a number of ways. First, finite mathematics has a longer history and is therefore more stable in terms of course content. Finite mathematics courses emphasize certain particular mathematical tools which are useful in solving the problems of business and the social sciences. Discrete mathematics…

  11. High Productivity Computing Systems Analysis and Performance

    DTIC Science & Technology

    2005-07-01

    cubic grid Discrete Math Global Updates per second (GUP/S) RandomAccess Paper & Pencil Contact Bob Lucas (ISI) Multiple Precision none...can be found at the web site. One of the HPCchallenge codes, RandomAccess, is derived from the HPCS discrete math benchmarks that we released, and...Kernels Discrete Math … Graph Analysis … Linear Solvers … Signal Processi ng Execution Bounds Execution Indicators 6 Scalable Compact

  12. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Larsen, E.W.

    A class of Projected Discrete-Ordinates (PDO) methods is described for obtaining iterative solutions of discrete-ordinates problems with convergence rates comparable to those observed using Diffusion Synthetic Acceleration (DSA). The spatially discretized PDO solutions are generally not equal to the DSA solutions, but unlike DSA, which requires great care in the use of spatial discretizations to preserve stability, the PDO solutions remain stable and rapidly convergent with essentially arbitrary spatial discretizations. Numerical results are presented which illustrate the rapid convergence and the accuracy of solutions obtained using PDO methods with commonplace differencing methods.

  13. Entropy stable discontinuous interfaces coupling for the three-dimensional compressible Navier-Stokes equations

    NASA Astrophysics Data System (ADS)

    Parsani, Matteo; Carpenter, Mark H.; Nielsen, Eric J.

    2015-06-01

    Non-linear entropy stability and a summation-by-parts (SBP) framework are used to derive entropy stable interior interface coupling for the semi-discretized three-dimensional (3D) compressible Navier-Stokes equations. A complete semi-discrete entropy estimate for the interior domain is achieved combining a discontinuous entropy conservative operator of any order [1,2] with an entropy stable coupling condition for the inviscid terms, and a local discontinuous Galerkin (LDG) approach with an interior penalty (IP) procedure for the viscous terms. The viscous penalty contributions scale with the inverse of the Reynolds number (Re) so that for Re → ∞ their contributions vanish and only the entropy stable inviscid interface penalty term is recovered. This paper extends the interface couplings presented [1,2] and provides a simple and automatic way to compute the magnitude of the viscous IP term. The approach presented herein is compatible with any diagonal norm summation-by-parts (SBP) spatial operator, including finite element, finite volume, finite difference schemes and the class of high-order accurate methods which include the large family of discontinuous Galerkin discretizations and flux reconstruction schemes.

  14. An agent-based model of dialect evolution in killer whales.

    PubMed

    Filatova, Olga A; Miller, Patrick J O

    2015-05-21

    The killer whale is one of the few animal species with vocal dialects that arise from socially learned group-specific call repertoires. We describe a new agent-based model of killer whale populations and test a set of vocal-learning rules to assess which mechanisms may lead to the formation of dialect groupings observed in the wild. We tested a null model with genetic transmission and no learning, and ten models with learning rules that differ by template source (mother or matriline), variation type (random errors or innovations) and type of call change (no divergence from kin vs. divergence from kin). The null model without vocal learning did not produce the pattern of group-specific call repertoires we observe in nature. Learning from either mother alone or the entire matriline with calls changing by random errors produced a graded distribution of the call phenotype, without the discrete call types observed in nature. Introducing occasional innovation or random error proportional to matriline variance yielded more or less discrete and stable call types. A tendency to diverge from the calls of related matrilines provided fast divergence of loose call clusters. A pattern resembling the dialect diversity observed in the wild arose only when rules were applied in combinations and similar outputs could arise from different learning rules and their combinations. Our results emphasize the lack of information on quantitative features of wild killer whale dialects and reveal a set of testable questions that can draw insights into the cultural evolution of killer whale dialects. Copyright © 2015 Elsevier Ltd. All rights reserved.

  15. Conservative, unconditionally stable discretization methods for Hamiltonian equations, applied to wave motion in lattice equations modeling protein molecules

    NASA Astrophysics Data System (ADS)

    LeMesurier, Brenton

    2012-01-01

    A new approach is described for generating exactly energy-momentum conserving time discretizations for a wide class of Hamiltonian systems of DEs with quadratic momenta, including mechanical systems with central forces; it is well-suited in particular to the large systems that arise in both spatial discretizations of nonlinear wave equations and lattice equations such as the Davydov System modeling energetic pulse propagation in protein molecules. The method is unconditionally stable, making it well-suited to equations of broadly “Discrete NLS form”, including many arising in nonlinear optics. Key features of the resulting discretizations are exact conservation of both the Hamiltonian and quadratic conserved quantities related to continuous linear symmetries, preservation of time reversal symmetry, unconditional stability, and respecting the linearity of certain terms. The last feature allows a simple, efficient iterative solution of the resulting nonlinear algebraic systems that retain unconditional stability, avoiding the need for full Newton-type solvers. One distinction from earlier work on conservative discretizations is a new and more straightforward nearly canonical procedure for constructing the discretizations, based on a “discrete gradient calculus with product rule” that mimics the essential properties of partial derivatives. This numerical method is then used to study the Davydov system, revealing that previously conjectured continuum limit approximations by NLS do not hold, but that sech-like pulses related to NLS solitons can nevertheless sometimes arise.

  16. Comparing Algorithms for Graph Isomorphism Using Discrete- and Continuous-Time Quantum Random Walks

    DOE PAGES

    Rudinger, Kenneth; Gamble, John King; Bach, Eric; ...

    2013-07-01

    Berry and Wang [Phys. Rev. A 83, 042317 (2011)] show numerically that a discrete-time quan- tum random walk of two noninteracting particles is able to distinguish some non-isomorphic strongly regular graphs from the same family. Here we analytically demonstrate how it is possible for these walks to distinguish such graphs, while continuous-time quantum walks of two noninteracting parti- cles cannot. We show analytically and numerically that even single-particle discrete-time quantum random walks can distinguish some strongly regular graphs, though not as many as two-particle noninteracting discrete-time walks. Additionally, we demonstrate how, given the same quantum random walk, subtle di erencesmore » in the graph certi cate construction algorithm can nontrivially im- pact the walk's distinguishing power. We also show that no continuous-time walk of a xed number of particles can distinguish all strongly regular graphs when used in conjunction with any of the graph certi cates we consider. We extend this constraint to discrete-time walks of xed numbers of noninteracting particles for one kind of graph certi cate; it remains an open question as to whether or not this constraint applies to the other graph certi cates we consider.« less

  17. A Lie algebraic condition for exponential stability of discrete hybrid systems and application to hybrid synchronization.

    PubMed

    Zhao, Shouwei

    2011-06-01

    A Lie algebraic condition for global exponential stability of linear discrete switched impulsive systems is presented in this paper. By considering a Lie algebra generated by all subsystem matrices and impulsive matrices, when not all of these matrices are Schur stable, we derive new criteria for global exponential stability of linear discrete switched impulsive systems. Moreover, simple sufficient conditions in terms of Lie algebra are established for the synchronization of nonlinear discrete systems using a hybrid switching and impulsive control. As an application, discrete chaotic system's synchronization is investigated by the proposed method.

  18. Discrete dynamical laser equation for the critical onset of bistability, entanglement and disappearance

    NASA Astrophysics Data System (ADS)

    Abdul, M.; Farooq, U.; Akbar, Jehan; Saif, F.

    2018-06-01

    We transform the semi-classical laser equation for single mode homogeneously broadened lasers to a one-dimensional nonlinear map by using the discrete dynamical approach. The obtained mapping, referred to as laser logistic mapping (LLM), characteristically exhibits convergent, cyclic and chaotic behavior depending on the control parameter. Thus, the so obtained LLM explains stable, bistable, multi-stable, and chaotic solutions for output field intensity. The onset of bistability takes place at a critical value of the effective gain coefficient. The obtained analytical results are confirmed through numerical calculations.

  19. Energy Stable Flux Formulas For The Discontinuous Galerkin Discretization Of First Order Nonlinear Conservation Laws

    NASA Technical Reports Server (NTRS)

    Barth, Timothy; Charrier, Pierre; Mansour, Nagi N. (Technical Monitor)

    2001-01-01

    We consider the discontinuous Galerkin (DG) finite element discretization of first order systems of conservation laws derivable as moments of the kinetic Boltzmann equation. This includes well known conservation law systems such as the Euler For the class of first order nonlinear conservation laws equipped with an entropy extension, an energy analysis of the DG method for the Cauchy initial value problem is developed. Using this DG energy analysis, several new variants of existing numerical flux functions are derived and shown to be energy stable.

  20. Bound states and interactions of vortex solitons in the discrete Ginzburg-Landau equation

    NASA Astrophysics Data System (ADS)

    Mejía-Cortés, C.; Soto-Crespo, J. M.; Vicencio, Rodrigo A.; Molina, Mario I.

    2012-08-01

    By using different continuation methods, we unveil a wide region in the parameter space of the discrete cubic-quintic complex Ginzburg-Landau equation, where several families of stable vortex solitons coexist. All these stationary solutions have a symmetric amplitude profile and two different topological charges. We also observe the dynamical formation of a variety of “bound-state” solutions composed of two or more of these vortex solitons. All of these stable composite structures persist in the conservative cubic limit for high values of their power content.

  1. Geometric Structure-Preserving Discretization Schemes for Nonlinear Elasticity

    DTIC Science & Technology

    2015-08-13

    conditions. 15.  SUBJECT TERMS geometric theory for nonlinear elasticity, discrete exterior calculus 16.  SECURITY CLASSIFICATION OF: 17.  LIMITATION...associated Laplacian. We use the general theory for approximation of Hilbert complexes and the finite element exterior calculus and introduce some stable mixed

  2. Killing (absorption) versus survival in random motion

    NASA Astrophysics Data System (ADS)

    Garbaczewski, Piotr

    2017-09-01

    We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (Lévy-stable cases are briefly mentioned) model-independent features are established of the dynamical law that underlies the short-time behavior of these random paths, whose overall lifetime is predefined to be long. As a by-product, the limiting regime of a permanent trapping in a domain is obtained. We demonstrate that the adopted conditioning method, involving the so-called Bernstein transition function, works properly also in an unbounded domain, for stochastic processes with killing (Feynman-Kac kernels play the role of transition densities), provided the spectrum of the related semigroup operator is discrete. The method is shown to be useful in the case, when the spectrum of the generator goes down to zero and no isolated minimal (ground state) eigenvalue is in existence, like in the problem of the long-term survival on a half-line with a sink at origin.

  3. Contingency and statistical laws in replicate microbial closed ecosystems.

    PubMed

    Hekstra, Doeke R; Leibler, Stanislas

    2012-05-25

    Contingency, the persistent influence of past random events, pervades biology. To what extent, then, is each course of ecological or evolutionary dynamics unique, and to what extent are these dynamics subject to a common statistical structure? Addressing this question requires replicate measurements to search for emergent statistical laws. We establish a readily replicated microbial closed ecosystem (CES), sustaining its three species for years. We precisely measure the local population density of each species in many CES replicates, started from the same initial conditions and kept under constant light and temperature. The covariation among replicates of the three species densities acquires a stable structure, which could be decomposed into discrete eigenvectors, or "ecomodes." The largest ecomode dominates population density fluctuations around the replicate-average dynamics. These fluctuations follow simple power laws consistent with a geometric random walk. Thus, variability in ecological dynamics can be studied with CES replicates and described by simple statistical laws. Copyright © 2012 Elsevier Inc. All rights reserved.

  4. Randomly Sampled-Data Control Systems. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Han, Kuoruey

    1990-01-01

    The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

  5. On Stable Wall Boundary Conditions for the Hermite Discretization of the Linearised Boltzmann Equation

    NASA Astrophysics Data System (ADS)

    Sarna, Neeraj; Torrilhon, Manuel

    2018-01-01

    We define certain criteria, using the characteristic decomposition of the boundary conditions and energy estimates, which a set of stable boundary conditions for a linear initial boundary value problem, involving a symmetric hyperbolic system, must satisfy. We first use these stability criteria to show the instability of the Maxwell boundary conditions proposed by Grad (Commun Pure Appl Math 2(4):331-407, 1949). We then recognise a special block structure of the moment equations which arises due to the recursion relations and the orthogonality of the Hermite polynomials; the block structure will help us in formulating stable boundary conditions for an arbitrary order Hermite discretization of the Boltzmann equation. The formulation of stable boundary conditions relies upon an Onsager matrix which will be constructed such that the newly proposed boundary conditions stay close to the Maxwell boundary conditions at least in the lower order moments.

  6. A novel condition for stable nonlinear sampled-data models using higher-order discretized approximations with zero dynamics.

    PubMed

    Zeng, Cheng; Liang, Shan; Xiang, Shuwen

    2017-05-01

    Continuous-time systems are usually modelled by the form of ordinary differential equations arising from physical laws. However, the use of these models in practice and utilizing, analyzing or transmitting these data from such systems must first invariably be discretized. More importantly, for digital control of a continuous-time nonlinear system, a good sampled-data model is required. This paper investigates the new consistency condition which is weaker than the previous similar results presented. Moreover, given the stability of the high-order approximate model with stable zero dynamics, the novel condition presented stabilizes the exact sampled-data model of the nonlinear system for sufficiently small sampling periods. An insightful interpretation of the obtained results can be made in terms of the stable sampling zero dynamics, and the new consistency condition is surprisingly associated with the relative degree of the nonlinear continuous-time system. Our controller design, based on the higher-order approximate discretized model, extends the existing methods which mainly deal with the Euler approximation. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  7. Construction of energy-stable projection-based reduced order models

    DOE PAGES

    Kalashnikova, Irina; Barone, Matthew F.; Arunajatesan, Srinivasan; ...

    2014-12-15

    Our paper aims to unify and extend several approaches for building stable projection-based reduced order models (ROMs) using the energy method and the concept of “energy-stability”. Attention is focused on linear time-invariant (LTI) systems. First, an approach for building energy stable Galerkin ROMs for linear hyperbolic or incompletely parabolic systems of partial differential equations (PDEs) using continuous projection is proposed. The key idea is to apply to the system a transformation induced by the Lyapunov function for the system, and to build the ROM in the transformed variables. The result of this procedure will be a ROM that is energy-stablemore » for any choice of reduced basis. It is shown that, for many PDE systems, the desired transformation is induced by a special inner product, termed the “symmetry inner product”. Next, attention is turned to building energy-stable ROMs via discrete projection. A discrete counterpart of the continuous symmetry inner product, termed the “Lyapunov inner product”, is derived. Moreover, it is shown that the Lyapunov inner product can be computed in a black-box fashion for a stable LTI system ari sing from the discretization of a system of PDEs in space. Projection in this inner product guarantees a ROM that is energy-stable, again for any choice of reduced basis. Connections between the Lyapunov inner product and the inner product induced by the balanced truncation algorithm are made. We also made comparisons between the symmetry inner product and the Lyapunov inner product. Performance of ROMs constructed using these inner products is evaluated on several benchmark test cases.« less

  8. Robust feature detection and local classification for surfaces based on moment analysis.

    PubMed

    Clarenz, Ulrich; Rumpf, Martin; Telea, Alexandru

    2004-01-01

    The stable local classification of discrete surfaces with respect to features such as edges and corners or concave and convex regions, respectively, is as quite difficult as well as indispensable for many surface processing applications. Usually, the feature detection is done via a local curvature analysis. If concerned with large triangular and irregular grids, e.g., generated via a marching cube algorithm, the detectors are tedious to treat and a robust classification is hard to achieve. Here, a local classification method on surfaces is presented which avoids the evaluation of discretized curvature quantities. Moreover, it provides an indicator for smoothness of a given discrete surface and comes together with a built-in multiscale. The proposed classification tool is based on local zero and first moments on the discrete surface. The corresponding integral quantities are stable to compute and they give less noisy results compared to discrete curvature quantities. The stencil width for the integration of the moments turns out to be the scale parameter. Prospective surface processing applications are the segmentation on surfaces, surface comparison, and matching and surface modeling. Here, a method for feature preserving fairing of surfaces is discussed to underline the applicability of the presented approach.

  9. On the Maximum-Weight Clique Problem.

    DTIC Science & Technology

    1985-06-01

    hypergeometric distribution", Discrete Math . 25, 285-287 .* CHVATAL, V. (1983), Linear Programming, W.H. Freeman, New York/San Francisco. COOK, S.A. (1971...Annals Discrete Math . 21, 325-356 GROTSCHEL, M., L. LOVASZ, and A. SCHRIJVER ((1984b), "Relaxations of Vertex Packing", Preprint No. 35...de Grenoble. See also N. Sbihi, "Algorithme de recherche d’un stable de cardinalite maximum dans un graphe sans etoile", Discrete Math . 19 (1980), 53

  10. Electromagnetic Scattering by Fully Ordered and Quasi-Random Rigid Particulate Samples

    NASA Technical Reports Server (NTRS)

    Mishchenko, Michael I.; Dlugach, Janna M.; Mackowski, Daniel W.

    2016-01-01

    In this paper we have analyzed circumstances under which a rigid particulate sample can behave optically as a true discrete random medium consisting of particles randomly moving relative to each other during measurement. To this end, we applied the numerically exact superposition T-matrix method to model far-field scattering characteristics of fully ordered and quasi-randomly arranged rigid multiparticle groups in fixed and random orientations. We have shown that, in and of itself, averaging optical observables over movements of a rigid sample as a whole is insufficient unless it is combined with a quasi-random arrangement of the constituent particles in the sample. Otherwise, certain scattering effects typical of discrete random media (including some manifestations of coherent backscattering) may not be accurately replicated.

  11. Regions of absolute ultimate boundedness for discrete-time systems.

    NASA Technical Reports Server (NTRS)

    Siljak, D. D.; Weissenberger, S.

    1972-01-01

    This paper considers discrete-time systems of the Lur'e-Postnikov class where the linear part is not asymptotically stable and the nonlinear characteristic satisfies only partially the usual sector condition. Estimates of the resulting finite regions of absolute ultimate boundedness are calculated by means of a quadratic Liapunov function.

  12. Functional entropy variables: A new methodology for deriving thermodynamically consistent algorithms for complex fluids, with particular reference to the isothermal Navier–Stokes–Korteweg equations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Liu, Ju, E-mail: jliu@ices.utexas.edu; Gomez, Hector; Evans, John A.

    2013-09-01

    We propose a new methodology for the numerical solution of the isothermal Navier–Stokes–Korteweg equations. Our methodology is based on a semi-discrete Galerkin method invoking functional entropy variables, a generalization of classical entropy variables, and a new time integration scheme. We show that the resulting fully discrete scheme is unconditionally stable-in-energy, second-order time-accurate, and mass-conservative. We utilize isogeometric analysis for spatial discretization and verify the aforementioned properties by adopting the method of manufactured solutions and comparing coarse mesh solutions with overkill solutions. Various problems are simulated to show the capability of the method. Our methodology provides a means of constructing unconditionallymore » stable numerical schemes for nonlinear non-convex hyperbolic systems of conservation laws.« less

  13. Conditioning of the Stable, Discrete-time Lyapunov Operator

    NASA Technical Reports Server (NTRS)

    Tippett, Michael K.; Cohn, Stephen E.; Todling, Ricardo; Marchesin, Dan

    2000-01-01

    The Schatten p-norm condition of the discrete-time Lyapunov operator L(sub A) defined on matrices P is identical with R(sup n X n) by L(sub A) P is identical with P - APA(sup T) is studied for stable matrices A is a member of R(sup n X n). Bounds are obtained for the norm of L(sub A) and its inverse that depend on the spectrum, singular values and radius of stability of A. Since the solution P of the the discrete-time algebraic Lyapunov equation (DALE) L(sub A)P = Q can be ill-conditioned only when either L(sub A) or Q is ill-conditioned, these bounds are useful in determining whether P admits a low-rank approximation, which is important in the numerical solution of the DALE for large n.

  14. Discrete Vector Solitons in Kerr Nonlinear Waveguide Arrays

    NASA Astrophysics Data System (ADS)

    Meier, Joachim; Hudock, Jared; Christodoulides, Demetrios; Stegeman, George; Silberberg, Y.; Morandotti, R.; Aitchison, J. S.

    2003-10-01

    We report the first experimental observation of discrete vector solitons in AlGaAs nonlinear waveguide arrays. These self-trapped states are possible through the coexistence of two orthogonally polarized fields and are stable in spite of the presence of four-wave mixing effects. We demonstrate that at sufficiently high power levels the two polarizations lock into a highly localized vector discrete soliton that would have been otherwise impossible in the absence of either one of these two components.

  15. Traveling waves in the discrete fast buffered bistable system.

    PubMed

    Tsai, Je-Chiang; Sneyd, James

    2007-11-01

    We study the existence and uniqueness of traveling wave solutions of the discrete buffered bistable equation. Buffered excitable systems are used to model, among other things, the propagation of waves of increased calcium concentration, and discrete models are often used to describe the propagation of such waves across multiple cells. We derive necessary conditions for the existence of waves, and, under some restrictive technical assumptions, we derive sufficient conditions. When the wave exists it is unique and stable.

  16. Claw-Free Maximal Planar Graphs

    DTIC Science & Technology

    1989-01-01

    1976, 212-223. 110] M.D. Plummer, On n-extendable graphs, Discrete Math . 31, 1980, 201-210. 1111 , A theorem on matchings in the plane, Graph Theory...in Memory of G.A. Dirac, Ann. Discrete Math . 41, North-Holland, Amsterdam, 1989, 347-354. 1121 N. Sbihi, Algorithme de recherche d’un stable de...cardinalitA maximum dans un graphe sans 6toile, Discrete Math . 29, 1980, 53-76. 1131 D. Sumner, On Tutte’s factorization theorem, Graphs and Combinatorics

  17. Stability of radiomic features in CT perfusion maps

    NASA Astrophysics Data System (ADS)

    Bogowicz, M.; Riesterer, O.; Bundschuh, R. A.; Veit-Haibach, P.; Hüllner, M.; Studer, G.; Stieb, S.; Glatz, S.; Pruschy, M.; Guckenberger, M.; Tanadini-Lang, S.

    2016-12-01

    This study aimed to identify a set of stable radiomic parameters in CT perfusion (CTP) maps with respect to CTP calculation factors and image discretization, as an input for future prognostic models for local tumor response to chemo-radiotherapy. Pre-treatment CTP images of eleven patients with oropharyngeal carcinoma and eleven patients with non-small cell lung cancer (NSCLC) were analyzed. 315 radiomic parameters were studied per perfusion map (blood volume, blood flow and mean transit time). Radiomics robustness was investigated regarding the potentially standardizable (image discretization method, Hounsfield unit (HU) threshold, voxel size and temporal resolution) and non-standardizable (artery contouring and noise threshold) perfusion calculation factors using the intraclass correlation (ICC). To gain added value for our model radiomic parameters correlated with tumor volume, a well-known predictive factor for local tumor response to chemo-radiotherapy, were excluded from the analysis. The remaining stable radiomic parameters were grouped according to inter-parameter Spearman correlations and for each group the parameter with the highest ICC was included in the final set. The acceptance level was 0.9 and 0.7 for the ICC and correlation, respectively. The image discretization method using fixed number of bins or fixed intervals gave a similar number of stable radiomic parameters (around 40%). The potentially standardizable factors introduced more variability into radiomic parameters than the non-standardizable ones with 56-98% and 43-58% instability rates, respectively. The highest variability was observed for voxel size (instability rate  >97% for both patient cohorts). Without standardization of CTP calculation factors none of the studied radiomic parameters were stable. After standardization with respect to non-standardizable factors ten radiomic parameters were stable for both patient cohorts after correction for inter-parameter correlations. Voxel size, image discretization, HU threshold and temporal resolution have to be standardized to build a reliable predictive model based on CTP radiomics analysis.

  18. ON THE ROLE OF INVOLUTIONS IN THE DISCONTINUOUS GALERKIN DISCRETIZATION OF MAXWELL AND MAGNETOHYDRODYNAMIC SYSTEMS

    NASA Technical Reports Server (NTRS)

    Barth, Timothy

    2005-01-01

    The role of involutions in energy stability of the discontinuous Galerkin (DG) discretization of Maxwell and magnetohydrodynamic (MHD) systems is examined. Important differences are identified in the symmetrization of the Maxwell and MHD systems that impact the construction of energy stable discretizations using the DG method. Specifically, general sufficient conditions to be imposed on the DG numerical flux and approximation space are given so that energy stability is retained These sufficient conditions reveal the favorable energy consequence of imposing continuity in the normal component of the magnetic induction field at interelement boundaries for MHD discretizations. Counterintuitively, this condition is not required for stability of Maxwell discretizations using the discontinuous Galerkin method.

  19. Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: Stationary modes

    NASA Technical Reports Server (NTRS)

    Warming, Robert F.; Beam, Richard M.

    1988-01-01

    Spatially discrete difference approximations for hyperbolic initial-boundary-value problems (IBVPs) require numerical boundary conditions in addition to the analytical boundary conditions specified for the differential equations. Improper treatment of a numerical boundary condition can cause instability of the discrete IBVP even though the approximation is stable for the pure initial-value or Cauchy problem. In the discrete IBVP stability literature there exists a small class of discrete approximations called borderline cases. For nondissipative approximations, borderline cases are unstable according to the theory of the Gustafsson, Kreiss, and Sundstrom (GKS) but they may be Lax-Richtmyer stable or unstable in the L sub 2 norm on a finite domain. It is shown that borderline approximation can be characterized by the presence of a stationary mode for the finite-domain problem. A stationary mode has the property that it does not decay with time and a nontrivial stationary mode leads to algebraic growth of the solution norm with mesh refinement. An analytical condition is given which makes it easy to detect a stationary mode; several examples of numerical boundary conditions are investigated corresponding to borderline cases.

  20. General method to find the attractors of discrete dynamic models of biological systems.

    PubMed

    Gan, Xiao; Albert, Réka

    2018-04-01

    Analyzing the long-term behaviors (attractors) of dynamic models of biological networks can provide valuable insight. We propose a general method that can find the attractors of multilevel discrete dynamical systems by extending a method that finds the attractors of a Boolean network model. The previous method is based on finding stable motifs, subgraphs whose nodes' states can stabilize on their own. We extend the framework from binary states to any finite discrete levels by creating a virtual node for each level of a multilevel node, and describing each virtual node with a quasi-Boolean function. We then create an expanded representation of the multilevel network, find multilevel stable motifs and oscillating motifs, and identify attractors by successive network reduction. In this way, we find both fixed point attractors and complex attractors. We implemented an algorithm, which we test and validate on representative synthetic networks and on published multilevel models of biological networks. Despite its primary motivation to analyze biological networks, our motif-based method is general and can be applied to any finite discrete dynamical system.

  1. General method to find the attractors of discrete dynamic models of biological systems

    NASA Astrophysics Data System (ADS)

    Gan, Xiao; Albert, Réka

    2018-04-01

    Analyzing the long-term behaviors (attractors) of dynamic models of biological networks can provide valuable insight. We propose a general method that can find the attractors of multilevel discrete dynamical systems by extending a method that finds the attractors of a Boolean network model. The previous method is based on finding stable motifs, subgraphs whose nodes' states can stabilize on their own. We extend the framework from binary states to any finite discrete levels by creating a virtual node for each level of a multilevel node, and describing each virtual node with a quasi-Boolean function. We then create an expanded representation of the multilevel network, find multilevel stable motifs and oscillating motifs, and identify attractors by successive network reduction. In this way, we find both fixed point attractors and complex attractors. We implemented an algorithm, which we test and validate on representative synthetic networks and on published multilevel models of biological networks. Despite its primary motivation to analyze biological networks, our motif-based method is general and can be applied to any finite discrete dynamical system.

  2. Filtering of Discrete-Time Switched Neural Networks Ensuring Exponential Dissipative and $l_{2}$ - $l_{\\infty }$ Performances.

    PubMed

    Choi, Hyun Duck; Ahn, Choon Ki; Karimi, Hamid Reza; Lim, Myo Taeg

    2017-10-01

    This paper studies delay-dependent exponential dissipative and l 2 - l ∞ filtering problems for discrete-time switched neural networks (DSNNs) including time-delayed states. By introducing a novel discrete-time inequality, which is a discrete-time version of the continuous-time Wirtinger-type inequality, we establish new sets of linear matrix inequality (LMI) criteria such that discrete-time filtering error systems are exponentially stable with guaranteed performances in the exponential dissipative and l 2 - l ∞ senses. The design of the desired exponential dissipative and l 2 - l ∞ filters for DSNNs can be achieved by solving the proposed sets of LMI conditions. Via numerical simulation results, we show the validity of the desired discrete-time filter design approach.

  3. Finite element solution for energy conservation using a highly stable explicit integration algorithm

    NASA Technical Reports Server (NTRS)

    Baker, A. J.; Manhardt, P. D.

    1972-01-01

    Theoretical derivation of a finite element solution algorithm for the transient energy conservation equation in multidimensional, stationary multi-media continua with irregular solution domain closure is considered. The complete finite element matrix forms for arbitrarily irregular discretizations are established, using natural coordinate function representations. The algorithm is embodied into a user-oriented computer program (COMOC) which obtains transient temperature distributions at the node points of the finite element discretization using a highly stable explicit integration procedure with automatic error control features. The finite element algorithm is shown to posses convergence with discretization for a transient sample problem. The condensed form for the specific heat element matrix is shown to be preferable to the consistent form. Computed results for diverse problems illustrate the versatility of COMOC, and easily prepared output subroutines are shown to allow quick engineering assessment of solution behavior.

  4. Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations. 2; Global Asymptotic Behavior of Time Discretizations; 2. Global Asymptotic Behavior of time Discretizations

    NASA Technical Reports Server (NTRS)

    Yee, H. C.; Sweby, P. K.

    1995-01-01

    The global asymptotic nonlinear behavior of 1 1 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODES) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDES.

  5. Pulse propagation in discrete excitatory networks of integrate-and-fire neurons.

    PubMed

    Badel, Laurent; Tonnelier, Arnaud

    2004-07-01

    We study the propagation of solitary waves in a discrete excitatory network of integrate-and-fire neurons. We show the existence and the stability of a fast wave and a family of slow waves. Fast waves are similar to those already described in continuum networks. Stable slow waves have not been previously reported in purely excitatory networks and their propagation is particular to the discrete nature of the network. The robustness of our results is studied in the presence of noise.

  6. Matching and Vertex Packing: How Hard Are They?

    DTIC Science & Technology

    1991-01-01

    Theory, 29, Ann. Discrete Math ., North-Holland, Amsterdam, 1986. [2] M.D. Plummer, Matching theory - a sampler: from D~nes K~nig to the present...Ser. B, 28, 1980, 284-304. [20i N. Sbihi, Algorithme de recherche d’un stable de cardinalit6 maximum dans un graphe sans 6toile, Discrete Math ., 29...cliques and by finite families of graphs, Discrete Math ., 49, 1984, 45-59. [92] G. Cornu~jols, D. Hartvigsen and W.R. Pulleyblank, Packing subgraphs in

  7. Casting Metal Nanowires Within Discrete Self-Assembled Peptide Nanotubes

    NASA Astrophysics Data System (ADS)

    Reches, Meital; Gazit, Ehud

    2003-04-01

    Tubular nanostructures are suggested to have a wide range of applications in nanotechnology. We report our observation of the self-assembly of a very short peptide, the Alzheimer's β-amyloid diphenylalanine structural motif, into discrete and stiff nanotubes. Reduction of ionic silver within the nanotubes, followed by enzymatic degradation of the peptide backbone, resulted in the production of discrete nanowires with a long persistence length. The same dipeptide building block, made of D-phenylalanine, resulted in the production of enzymatically stable nanotubes.

  8. Random Telegraph Signal Amplitudes in Sub 100 nm (Decanano) MOSFETs: A 3D 'Atomistic' Simulation Study

    NASA Technical Reports Server (NTRS)

    Asenov, Asen; Balasubramaniam, R.; Brown, A. R.; Davies, J. H.; Saini, Subhash

    2000-01-01

    In this paper we use 3D simulations to study the amplitudes of random telegraph signals (RTS) associated with the trapping of a single carrier in interface states in the channel of sub 100 nm (decanano) MOSFETs. Both simulations using continuous doping charge and random discrete dopants in the active region of the MOSFETs are presented. We have studied the dependence of the RTS amplitudes on the position of the trapped charge in the channel and on the device design parameters. We have observed a significant increase in the maximum RTS amplitude when discrete random dopants are employed in the simulations.

  9. Exact Asymptotics of the Freezing Transition of a Logarithmically Correlated Random Energy Model

    NASA Astrophysics Data System (ADS)

    Webb, Christian

    2011-12-01

    We consider a logarithmically correlated random energy model, namely a model for directed polymers on a Cayley tree, which was introduced by Derrida and Spohn. We prove asymptotic properties of a generating function of the partition function of the model by studying a discrete time analogy of the KPP-equation—thus translating Bramson's work on the KPP-equation into a discrete time case. We also discuss connections to extreme value statistics of a branching random walk and a rescaled multiplicative cascade measure beyond the critical point.

  10. A comparison of three random effects approaches to analyze repeated bounded outcome scores with an application in a stroke revalidation study.

    PubMed

    Molas, Marek; Lesaffre, Emmanuel

    2008-12-30

    Discrete bounded outcome scores (BOS), i.e. discrete measurements that are restricted on a finite interval, often occur in practice. Examples are compliance measures, quality of life measures, etc. In this paper we examine three related random effects approaches to analyze longitudinal studies with a BOS as response: (1) a linear mixed effects (LM) model applied to a logistic transformed modified BOS; (2) a model assuming that the discrete BOS is a coarsened version of a latent random variable, which after a logistic-normal transformation, satisfies an LM model; and (3) a random effects probit model. We consider also the extension whereby the variability of the BOS is allowed to depend on covariates. The methods are contrasted using a simulation study and on a longitudinal project, which documents stroke rehabilitation in four European countries using measures of motor and functional recovery. Copyright 2008 John Wiley & Sons, Ltd.

  11. Stable discrete representation of relativistically drifting plasmas

    DOE PAGES

    Kirchen, M.; Lehe, R.; Godfrey, B. B.; ...

    2016-10-10

    Representing the electrodynamics of relativistically drifting particle ensembles in discrete, co-propagating Galilean coordinates enables the derivation of a Particle-In-Cell algorithm that is intrinsically free of the numerical Cherenkov instability for plasmas flowing at a uniform velocity. Application of the method is shown by modeling plasma accelerators in a Lorentz-transformed optimal frame of reference.

  12. Stable discrete representation of relativistically drifting plasmas

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kirchen, M.; Lehe, R.; Godfrey, B. B.

    Representing the electrodynamics of relativistically drifting particle ensembles in discrete, co-propagating Galilean coordinates enables the derivation of a Particle-In-Cell algorithm that is intrinsically free of the numerical Cherenkov instability for plasmas flowing at a uniform velocity. Application of the method is shown by modeling plasma accelerators in a Lorentz-transformed optimal frame of reference.

  13. Entropy Stable Wall Boundary Conditions for the Compressible Navier-Stokes Equations

    NASA Technical Reports Server (NTRS)

    Parsani, Matteo; Carpenter, Mark H.; Nielsen, Eric J.

    2014-01-01

    Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite volume, finite difference, discontinuous Galerkin, and flux reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

  14. Entropy Stable Wall Boundary Conditions for the Three-Dimensional Compressible Navier-Stokes Equations

    NASA Technical Reports Server (NTRS)

    Parsani, Matteo; Carpenter, Mark H.; Nielsen, Eric J.

    2015-01-01

    Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the three-dimensional compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators on unstructured grids are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite difference, finite volume, discontinuous Galerkin, and flux reconstruction/correction procedure via reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

  15. Continuous-time quantum random walks require discrete space

    NASA Astrophysics Data System (ADS)

    Manouchehri, K.; Wang, J. B.

    2007-11-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

  16. Discrete gravity on random tensor network and holographic Rényi entropy

    NASA Astrophysics Data System (ADS)

    Han, Muxin; Huang, Shilin

    2017-11-01

    In this paper we apply the discrete gravity and Regge calculus to tensor networks and Anti-de Sitter/conformal field theory (AdS/CFT) correspondence. We construct the boundary many-body quantum state |Ψ〉 using random tensor networks as the holographic mapping, applied to the Wheeler-deWitt wave function of bulk Euclidean discrete gravity in 3 dimensions. The entanglement Rényi entropy of |Ψ〉 is shown to holographically relate to the on-shell action of Einstein gravity on a branch cover bulk manifold. The resulting Rényi entropy S n of |Ψ〉 approximates with high precision the Rényi entropy of ground state in 2-dimensional conformal field theory (CFT). In particular it reproduces the correct n dependence. Our results develop the framework of realizing the AdS3/CFT2 correspondence on random tensor networks, and provide a new proposal to approximate the CFT ground state.

  17. Novel image encryption algorithm based on multiple-parameter discrete fractional random transform

    NASA Astrophysics Data System (ADS)

    Zhou, Nanrun; Dong, Taiji; Wu, Jianhua

    2010-08-01

    A new method of digital image encryption is presented by utilizing a new multiple-parameter discrete fractional random transform. Image encryption and decryption are performed based on the index additivity and multiple parameters of the multiple-parameter fractional random transform. The plaintext and ciphertext are respectively in the spatial domain and in the fractional domain determined by the encryption keys. The proposed algorithm can resist statistic analyses effectively. The computer simulation results show that the proposed encryption algorithm is sensitive to the multiple keys, and that it has considerable robustness, noise immunity and security.

  18. New discretization and solution techniques for incompressible viscous flow problems

    NASA Technical Reports Server (NTRS)

    Gunzburger, M. D.; Nicolaides, R. A.; Liu, C. H.

    1983-01-01

    Several topics arising in the finite element solution of the incompressible Navier-Stokes equations are considered. Specifically, the question of choosing finite element velocity/pressure spaces is addressed, particularly from the viewpoint of achieving stable discretizations leading to convergent pressure approximations. The role of artificial viscosity in viscous flow calculations is studied, emphasizing work by several researchers for the anisotropic case. The last section treats the problem of solving the nonlinear systems of equations which arise from the discretization. Time marching methods and classical iterative techniques, as well as some modifications are mentioned.

  19. Local and global dynamics of Ramsey model: From continuous to discrete time.

    PubMed

    Guzowska, Malgorzata; Michetti, Elisabetta

    2018-05-01

    The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.

  20. Local and global dynamics of Ramsey model: From continuous to discrete time

    NASA Astrophysics Data System (ADS)

    Guzowska, Malgorzata; Michetti, Elisabetta

    2018-05-01

    The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.

  1. A road to practical dielectric elastomer actuators based robotics and mechatronics: discrete actuation

    NASA Astrophysics Data System (ADS)

    Plante, Jean-Sébastien; Devita, Lauren M.; Dubowsky, Steven

    2007-04-01

    Fundamental studies of Dielectric Elastomer Actuators (DEAs) using viscoelastic materials such as VHB 4905/4910 from 3M showed significant advantages at high stretch rates. The film's viscous forces increase actuator life and the short power-on times minimize energy losses through current leakage. This paper presents a design paradigm that exploits these fundamental properties of DEAs called discrete actuation. Discrete actuation uses DEAs at high stretch rates to change the states of robotic or mechatronic systems in discrete steps. Each state of the system is stable and can be maintained without actuator power. Discrete actuation can be used in robotic and mechatronic applications such as manipulation and locomotion. The resolution of such systems increases with the number of discrete states, 10 to 100 being sufficient for many applications. An MRI-guided needle positioning device for cancer treatments and a space exploration robot using hopping for locomotion are presented as examples of this concept.

  2. Stable isotope analysis of stream organisms - a useful tool for monitoring changes in catchment conditions and effects on stream ecosystems?

    EPA Science Inventory

    Stable isotope analyses of stream organisms usually are performed as discrete site experiments (e.g., to study the effect of a direct manipulation), synoptically (e.g. to illustrate effects of longitudinal variation of influencing factors), or, less frequently, over the course of...

  3. Stable Isotope Analysis of stream organisms -- a potential tool for monitoring changes in catchment conditions and effects on stream ecosystems

    EPA Science Inventory

    Stable isotope analyses of stream organisms are performed usually as discrete site experiments (e.g., to study the effect of a direct manipulation), synoptically (e.g. to illustrate effects of longitudinal variation of influencing factors), or, less frequently, over the course of...

  4. Entropy stable high order discontinuous Galerkin methods for ideal compressible MHD on structured meshes

    NASA Astrophysics Data System (ADS)

    Liu, Yong; Shu, Chi-Wang; Zhang, Mengping

    2018-02-01

    We present a discontinuous Galerkin (DG) scheme with suitable quadrature rules [15] for ideal compressible magnetohydrodynamic (MHD) equations on structural meshes. The semi-discrete scheme is analyzed to be entropy stable by using the symmetrizable version of the equations as introduced by Godunov [32], the entropy stable DG framework with suitable quadrature rules [15], the entropy conservative flux in [14] inside each cell and the entropy dissipative approximate Godunov type numerical flux at cell interfaces to make the scheme entropy stable. The main difficulty in the generalization of the results in [15] is the appearance of the non-conservative "source terms" added in the modified MHD model introduced by Godunov [32], which do not exist in the general hyperbolic system studied in [15]. Special care must be taken to discretize these "source terms" adequately so that the resulting DG scheme satisfies entropy stability. Total variation diminishing / bounded (TVD/TVB) limiters and bound-preserving limiters are applied to control spurious oscillations. We demonstrate the accuracy and robustness of this new scheme on standard MHD examples.

  5. Mapping of uncertainty relations between continuous and discrete time

    NASA Astrophysics Data System (ADS)

    Chiuchiú, Davide; Pigolotti, Simone

    2018-03-01

    Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

  6. Mapping of uncertainty relations between continuous and discrete time.

    PubMed

    Chiuchiù, Davide; Pigolotti, Simone

    2018-03-01

    Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

  7. Counting and classifying attractors in high dimensional dynamical systems.

    PubMed

    Bagley, R J; Glass, L

    1996-12-07

    Randomly connected Boolean networks have been used as mathematical models of neural, genetic, and immune systems. A key quantity of such networks is the number of basins of attraction in the state space. The number of basins of attraction changes as a function of the size of the network, its connectivity and its transition rules. In discrete networks, a simple count of the number of attractors does not reveal the combinatorial structure of the attractors. These points are illustrated in a reexamination of dynamics in a class of random Boolean networks considered previously by Kauffman. We also consider comparisons between dynamics in discrete networks and continuous analogues. A continuous analogue of a discrete network may have a different number of attractors for many different reasons. Some attractors in discrete networks may be associated with unstable dynamics, and several different attractors in a discrete network may be associated with a single attractor in the continuous case. Special problems in determining attractors in continuous systems arise when there is aperiodic dynamics associated with quasiperiodicity of deterministic chaos.

  8. On Connected Diagrams and Cumulants of Erdős-Rényi Matrix Models

    NASA Astrophysics Data System (ADS)

    Khorunzhiy, O.

    2008-08-01

    Regarding the adjacency matrices of n-vertex graphs and related graph Laplacian we introduce two families of discrete matrix models constructed both with the help of the Erdős-Rényi ensemble of random graphs. Corresponding matrix sums represent the characteristic functions of the average number of walks and closed walks over the random graph. These sums can be considered as discrete analogues of the matrix integrals of random matrix theory. We study the diagram structure of the cumulant expansions of logarithms of these matrix sums and analyze the limiting expressions as n → ∞ in the cases of constant and vanishing edge probabilities.

  9. Higher-order vector discrete rogue-wave states in the coupled Ablowitz-Ladik equations: Exact solutions and stability.

    PubMed

    Wen, Xiao-Yong; Yan, Zhenya; Malomed, Boris A

    2016-12-01

    An integrable system of two-component nonlinear Ablowitz-Ladik equations is used to construct complex rogue-wave (RW) solutions in an explicit form. First, the modulational instability of continuous waves is studied in the system. Then, new higher-order discrete two-component RW solutions of the system are found by means of a newly derived discrete version of a generalized Darboux transformation. Finally, the perturbed evolution of these RW states is explored in terms of systematic simulations, which demonstrates that tightly and loosely bound RWs are, respectively, nearly stable and strongly unstable solutions.

  10. New discretization and solution techniques for incompressible viscous flow problems

    NASA Technical Reports Server (NTRS)

    Gunzburger, M. D.; Nicolaides, R. A.; Liu, C. H.

    1983-01-01

    This paper considers several topics arising in the finite element solution of the incompressible Navier-Stokes equations. Specifically, the question of choosing finite element velocity/pressure spaces is addressed, particularly from the viewpoint of achieving stable discretizations leading to convergent pressure approximations. Following this, the role of artificial viscosity in viscous flow calculations is studied, emphasizing recent work by several researchers for the anisotropic case. The last section treats the problem of solving the nonlinear systems of equations which arise from the discretization. Time marching methods and classical iterative techniques, as well as some recent modifications are mentioned.

  11. Fronts in extended systems of bistable maps coupled via convolutions

    NASA Astrophysics Data System (ADS)

    Coutinho, Ricardo; Fernandez, Bastien

    2004-01-01

    An analysis of front dynamics in discrete time and spatially extended systems with general bistable nonlinearity is presented. The spatial coupling is given by the convolution with distribution functions. It allows us to treat in a unified way discrete, continuous or partly discrete and partly continuous diffusive interactions. We prove the existence of fronts and the uniqueness of their velocity. We also prove that the front velocity depends continuously on the parameters of the system. Finally, we show that every initial configuration that is an interface between the stable phases propagates asymptotically with the front velocity.

  12. Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

    NASA Technical Reports Server (NTRS)

    Elman, Howard C.

    1996-01-01

    Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

  13. Improved robustness and performance of discrete time sliding mode control systems.

    PubMed

    Chakrabarty, Sohom; Bartoszewicz, Andrzej

    2016-11-01

    This paper presents a theoretical analysis along with simulations to show that increased robustness can be achieved for discrete time sliding mode control systems by choosing the sliding variable, or the output, to be of relative degree two instead of relative degree one. In other words it successfully reduces the ultimate bound of the sliding variable compared to the ultimate bound for standard discrete time sliding mode control systems. It is also found out that for such a selection of relative degree two output of the discrete time system, the reduced order system during sliding becomes finite time stable in absence of disturbance. With disturbance, it becomes finite time ultimately bounded. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

  14. Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations. Part 2; Global Asymptotic Behavior of Time Discretizations

    NASA Technical Reports Server (NTRS)

    Yee, H. C.; Sweby, P. K.

    1995-01-01

    The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.

  15. On the design of henon and logistic map-based random number generator

    NASA Astrophysics Data System (ADS)

    Magfirawaty; Suryadi, M. T.; Ramli, Kalamullah

    2017-10-01

    The key sequence is one of the main elements in the cryptosystem. True Random Number Generators (TRNG) method is one of the approaches to generating the key sequence. The randomness source of the TRNG divided into three main groups, i.e. electrical noise based, jitter based and chaos based. The chaos based utilizes a non-linear dynamic system (continuous time or discrete time) as an entropy source. In this study, a new design of TRNG based on discrete time chaotic system is proposed, which is then simulated in LabVIEW. The principle of the design consists of combining 2D and 1D chaotic systems. A mathematical model is implemented for numerical simulations. We used comparator process as a harvester method to obtain the series of random bits. Without any post processing, the proposed design generated random bit sequence with high entropy value and passed all NIST 800.22 statistical tests.

  16. Students' Misconceptions about Random Variables

    ERIC Educational Resources Information Center

    Kachapova, Farida; Kachapov, Ilias

    2012-01-01

    This article describes some misconceptions about random variables and related counter-examples, and makes suggestions about teaching initial topics on random variables in general form instead of doing it separately for discrete and continuous cases. The focus is on post-calculus probability courses. (Contains 2 figures.)

  17. Mode switching in volcanic seismicity: El Hierro 2011-2013

    NASA Astrophysics Data System (ADS)

    Roberts, Nick S.; Bell, Andrew F.; Main, Ian G.

    2016-05-01

    The Gutenberg-Richter b value is commonly used in volcanic eruption forecasting to infer material or mechanical properties from earthquake distributions. Such studies typically analyze discrete time windows or phases, but the choice of such windows is subjective and can introduce significant bias. Here we minimize this sample bias by iteratively sampling catalogs with randomly chosen windows and then stack the resulting probability density functions for the estimated b>˜ value to determine a net probability density function. We examine data from the El Hierro seismic catalog during a period of unrest in 2011-2013 and demonstrate clear multimodal behavior. Individual modes are relatively stable in time, but the most probable b>˜ value intermittently switches between modes, one of which is similar to that of tectonic seismicity. Multimodality is primarily associated with intermittent activation and cessation of activity in different parts of the volcanic system rather than with respect to any systematic inferred underlying process.

  18. Stochastic Dynamics through Hierarchically Embedded Markov Chains

    NASA Astrophysics Data System (ADS)

    Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.

    2017-02-01

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  19. Stochastic Dynamics through Hierarchically Embedded Markov Chains.

    PubMed

    Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

    2017-02-03

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  20. Role of stochastic processes in maintaining discrete strain structure in antigenically diverse pathogen populations.

    PubMed

    Buckee, Caroline O; Recker, Mario; Watkins, Eleanor R; Gupta, Sunetra

    2011-09-13

    Many highly diverse pathogen populations appear to exist stably as discrete antigenic types despite evidence of genetic exchange. It has been shown that this may arise as a consequence of immune selection on pathogen populations, causing them to segregate permanently into discrete nonoverlapping subsets of antigenic variants to minimize competition for available hosts. However, discrete antigenic strain structure tends to break down under conditions where there are unequal numbers of allelic variants at each locus. Here, we show that the inclusion of stochastic processes can lead to the stable recovery of discrete strain structure through loss of certain alleles. This explains how pathogen populations may continue to behave as independently transmitted strains despite inevitable asymmetries in allelic diversity of major antigens. We present evidence for this type of structuring across global meningococcal isolates in three diverse antigens that are currently being developed as vaccine components.

  1. A linear stability analysis for nonlinear, grey, thermal radiative transfer problems

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Wollaber, Allan B., E-mail: wollaber@lanl.go; Larsen, Edward W., E-mail: edlarsen@umich.ed

    2011-02-20

    We present a new linear stability analysis of three time discretizations and Monte Carlo interpretations of the nonlinear, grey thermal radiative transfer (TRT) equations: the widely used 'Implicit Monte Carlo' (IMC) equations, the Carter Forest (CF) equations, and the Ahrens-Larsen or 'Semi-Analog Monte Carlo' (SMC) equations. Using a spatial Fourier analysis of the 1-D Implicit Monte Carlo (IMC) equations that are linearized about an equilibrium solution, we show that the IMC equations are unconditionally stable (undamped perturbations do not exist) if {alpha}, the IMC time-discretization parameter, satisfies 0.5 < {alpha} {<=} 1. This is consistent with conventional wisdom. However, wemore » also show that for sufficiently large time steps, unphysical damped oscillations can exist that correspond to the lowest-frequency Fourier modes. After numerically confirming this result, we develop a method to assess the stability of any time discretization of the 0-D, nonlinear, grey, thermal radiative transfer problem. Subsequent analyses of the CF and SMC methods then demonstrate that the CF method is unconditionally stable and monotonic, but the SMC method is conditionally stable and permits unphysical oscillatory solutions that can prevent it from reaching equilibrium. This stability theory provides new conditions on the time step to guarantee monotonicity of the IMC solution, although they are likely too conservative to be used in practice. Theoretical predictions are tested and confirmed with numerical experiments.« less

  2. A linear stability analysis for nonlinear, grey, thermal radiative transfer problems

    NASA Astrophysics Data System (ADS)

    Wollaber, Allan B.; Larsen, Edward W.

    2011-02-01

    We present a new linear stability analysis of three time discretizations and Monte Carlo interpretations of the nonlinear, grey thermal radiative transfer (TRT) equations: the widely used “Implicit Monte Carlo” (IMC) equations, the Carter Forest (CF) equations, and the Ahrens-Larsen or “Semi-Analog Monte Carlo” (SMC) equations. Using a spatial Fourier analysis of the 1-D Implicit Monte Carlo (IMC) equations that are linearized about an equilibrium solution, we show that the IMC equations are unconditionally stable (undamped perturbations do not exist) if α, the IMC time-discretization parameter, satisfies 0.5 < α ⩽ 1. This is consistent with conventional wisdom. However, we also show that for sufficiently large time steps, unphysical damped oscillations can exist that correspond to the lowest-frequency Fourier modes. After numerically confirming this result, we develop a method to assess the stability of any time discretization of the 0-D, nonlinear, grey, thermal radiative transfer problem. Subsequent analyses of the CF and SMC methods then demonstrate that the CF method is unconditionally stable and monotonic, but the SMC method is conditionally stable and permits unphysical oscillatory solutions that can prevent it from reaching equilibrium. This stability theory provides new conditions on the time step to guarantee monotonicity of the IMC solution, although they are likely too conservative to be used in practice. Theoretical predictions are tested and confirmed with numerical experiments.

  3. Modelling heat transfer during flow through a random packed bed of spheres

    NASA Astrophysics Data System (ADS)

    Burström, Per E. C.; Frishfelds, Vilnis; Ljung, Anna-Lena; Lundström, T. Staffan; Marjavaara, B. Daniel

    2018-04-01

    Heat transfer in a random packed bed of monosized iron ore pellets is modelled with both a discrete three-dimensional system of spheres and a continuous Computational Fluid Dynamics (CFD) model. Results show a good agreement between the two models for average values over a cross section of the bed for an even temperature profiles at the inlet. The advantage with the discrete model is that it captures local effects such as decreased heat transfer in sections with low speed. The disadvantage is that it is computationally heavy for larger systems of pellets. If averaged values are sufficient, the CFD model is an attractive alternative that is easy to couple to the physics up- and downstream the packed bed. The good agreement between the discrete and continuous model furthermore indicates that the discrete model may be used also on non-Stokian flow in the transitional region between laminar and turbulent flow, as turbulent effects show little influence of the overall heat transfer rates in the continuous model.

  4. Group delay spread analysis of coupled-multicore fibers: A comparison between weak and tight bending conditions

    NASA Astrophysics Data System (ADS)

    Fujisawa, Takeshi; Saitoh, Kunimasa

    2017-06-01

    Group delay spread of coupled three-core fiber is investigated based on coupled-wave theory. The differences between supermode and discrete core mode models are thoroughly investigated to reveal applicability of both models for specific fiber bending condition. A macrobending with random twisting is taken into account for random modal mixing in the fiber. It is found that for weakly bent condition, both supermode and discrete core mode models are applicable. On the other hand, for strongly bent condition, the discrete core mode model should be used to account for increased differential modal group delay for the fiber without twisting and short correlation length, which were experimentally observed recently. Results presented in this paper indicate the discrete core mode model is superior to the supermode model for the analysis of coupled-multicore fibers for various bent condition. Also, for estimating GDS of coupled-multicore fiber, it is critically important to take into account the fiber bending condition.

  5. Failure of self-consistency in the discrete resource model of visual working memory.

    PubMed

    Bays, Paul M

    2018-06-03

    The discrete resource model of working memory proposes that each individual has a fixed upper limit on the number of items they can store at one time, due to division of memory into a few independent "slots". According to this model, responses on short-term memory tasks consist of a mixture of noisy recall (when the tested item is in memory) and random guessing (when the item is not in memory). This provides two opportunities to estimate capacity for each observer: first, based on their frequency of random guesses, and second, based on the set size at which the variability of stored items reaches a plateau. The discrete resource model makes the simple prediction that these two estimates will coincide. Data from eight published visual working memory experiments provide strong evidence against such a correspondence. These results present a challenge for discrete models of working memory that impose a fixed capacity limit. Copyright © 2018 The Author. Published by Elsevier Inc. All rights reserved.

  6. Dynamical Localization for Discrete and Continuous Random Schrödinger Operators

    NASA Astrophysics Data System (ADS)

    Germinet, F.; De Bièvre, S.

    We show for a large class of random Schrödinger operators Ho on and on that dynamical localization holds, i.e. that, with probability one, for a suitable energy interval I and for q a positive real, Here ψ is a function of sufficiently rapid decrease, and PI(Ho) is the spectral projector of Ho corresponding to the interval I. The result is obtained through the control of the decay of the eigenfunctions of Ho and covers, in the discrete case, the Anderson tight-binding model with Bernoulli potential (dimension ν = 1) or singular potential (ν > 1), and in the continuous case Anderson as well as random Landau Hamiltonians.

  7. Exact Markov chains versus diffusion theory for haploid random mating.

    PubMed

    Tyvand, Peder A; Thorvaldsen, Steinar

    2010-05-01

    Exact discrete Markov chains are applied to the Wright-Fisher model and the Moran model of haploid random mating. Selection and mutations are neglected. At each discrete value of time t there is a given number n of diploid monoecious organisms. The evolution of the population distribution is given in diffusion variables, to compare the two models of random mating with their common diffusion limit. Only the Moran model converges uniformly to the diffusion limit near the boundary. The Wright-Fisher model allows the population size to change with the generations. Diffusion theory tends to under-predict the loss of genetic information when a population enters a bottleneck. 2010 Elsevier Inc. All rights reserved.

  8. Stability and phase transition of localized modes in Bose–Einstein condensates with both two- and three-body interactions

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bai, Xiao-Dong; Ai, Qing; Zhang, Mei

    We investigate the stability and phase transition of localized modes in Bose–Einstein Condensates (BECs) in an optical lattice with the discrete nonlinear Schrödinger model by considering both two- and three-body interactions. We find that there are three types of localized modes, bright discrete breather (DB), discrete kink (DK), and multi-breather (MUB). Moreover, both two- and three-body on-site repulsive interactions can stabilize DB, while on-site attractive three-body interactions destabilize it. There is a critical value for the three-body interaction with which both DK and MUB become the most stable ones. We give analytically the energy thresholds for the destabilization of localizedmore » states and find that they are unstable (stable) when the total energy of the system is higher (lower) than the thresholds. The stability and dynamics characters of DB and MUB are general for extended lattice systems. Our result is useful for the blocking, filtering, and transfer of the norm in nonlinear lattices for BECs with both two- and three-body interactions.« less

  9. An entropy stable nodal discontinuous Galerkin method for the two dimensional shallow water equations on unstructured curvilinear meshes with discontinuous bathymetry

    NASA Astrophysics Data System (ADS)

    Wintermeyer, Niklas; Winters, Andrew R.; Gassner, Gregor J.; Kopriva, David A.

    2017-07-01

    We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretization exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving scheme we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretization of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.

  10. High-Order Entropy Stable Formulations for Computational Fluid Dynamics

    NASA Technical Reports Server (NTRS)

    Carpenter, Mark H.; Fisher, Travis C.

    2013-01-01

    A systematic approach is presented for developing entropy stable (SS) formulations of any order for the Navier-Stokes equations. These SS formulations discretely conserve mass, momentum, energy and satisfy a mathematical entropy inequality. They are valid for smooth as well as discontinuous flows provided sufficient dissipation is added at shocks and discontinuities. Entropy stable formulations exist for all diagonal norm, summation-by-parts (SBP) operators, including all centered finite-difference operators, Legendre collocation finite-element operators, and certain finite-volume operators. Examples are presented using various entropy stable formulations that demonstrate the current state-of-the-art of these schemes.

  11. Statistical Inferences from the Topology of Complex Networks

    DTIC Science & Technology

    2016-10-04

    stable, does not lose any information, has continuous and discrete versions, and obeys a strong law of large numbers and a central limit theorem. The...paper (with J.A. Scott) “Categorification of persistent homology” [7] in the journal Discrete and Computational Geome- try and the paper “Metrics for...Generalized Persistence Modules” (with J.A. Scott and V. de Silva) in the journal Foundations of Computational Math - ematics [5]. These papers develop

  12. Stability and Hopf bifurcation for a regulated logistic growth model with discrete and distributed delays

    NASA Astrophysics Data System (ADS)

    Fang, Shengle; Jiang, Minghui

    2009-12-01

    In this paper, we investigate the stability and Hopf bifurcation of a new regulated logistic growth with discrete and distributed delays. By choosing the discrete delay τ as a bifurcation parameter, we prove that the system is locally asymptotically stable in a range of the delay and Hopf bifurcation occurs as τ crosses a critical value. Furthermore, explicit algorithm for determining the direction of the Hopf bifurcation and the stability of the bifurcating periodic solutions is derived by normal form theorem and center manifold argument. Finally, an illustrative example is also given to support the theoretical results.

  13. Boundaries, kinetic properties, and final domain structure of plane discrete uniform Poisson-Voronoi tessellations with von Neumann neighborhoods.

    PubMed

    Korobov, A

    2009-03-01

    Discrete random tessellations appear not infrequently in describing nucleation and growth transformations. Generally, several non-Euclidean metrics are possible in this case. Previously [A. Korobov, Phys. Rev. B 76, 085430 (2007)] continual analogs of such tessellations have been studied. Here one of the simplest discrete varieties of the Kolmogorov-Johnson-Mehl-Avrami model, namely, the model with von Neumann neighborhoods, has been examined per se, i.e., without continualization. The tessellation is uniform in the sense that domain boundaries consist of tiles. Similarities and distinctions between discrete and continual models are discussed.

  14. Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

    PubMed

    Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

    2012-06-01

    We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

  15. Discrete breathers for a discrete nonlinear Schrödinger ring coupled to a central site.

    PubMed

    Jason, Peter; Johansson, Magnus

    2016-01-01

    We examine the existence and properties of certain discrete breathers for a discrete nonlinear Schrödinger model where all but one site are placed in a ring and coupled to the additional central site. The discrete breathers we focus on are stationary solutions mainly localized on one or a few of the ring sites and possibly also the central site. By numerical methods, we trace out and study the continuous families the discrete breathers belong to. Our main result is the discovery of a split bifurcation at a critical value of the coupling between neighboring ring sites. Below this critical value, families form closed loops in a certain parameter space, implying that discrete breathers with and without central-site occupation belong to the same family. Above the split bifurcation the families split up into several separate ones, which bifurcate with solutions with constant ring amplitudes. For symmetry reasons, the families have different properties below the split bifurcation for even and odd numbers of sites. It is also determined under which conditions the discrete breathers are linearly stable. The dynamics of some simpler initial conditions that approximate the discrete breathers are also studied and the parameter regimes where the dynamics remain localized close to the initially excited ring site are related to the linear stability of the exact discrete breathers.

  16. Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.

    2008-11-06

    This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use,more » a filtering algorithm based on linear approximations of the real observations is proposed.« less

  17. Designing for Compressive Sensing: Compressive Art, Camouflage, Fonts, and Quick Response Codes

    DTIC Science & Technology

    2018-01-01

    an example where the signal is non-sparse in the standard basis, but sparse in the discrete cosine basis . The top plot shows the signal from the...previous example, now used as sparse discrete cosine transform (DCT) coefficients . The next plot shows the non-sparse signal in the standard...Romberg JK, Tao T. Stable signal recovery from incomplete and inaccurate measurements. Commun Pure Appl Math . 2006;59(8):1207–1223. 3. Donoho DL

  18. Scattering in discrete random media with implications to propagation through rain. Ph.D. Thesis George Washingtion Univ., Washington, D.C.

    NASA Technical Reports Server (NTRS)

    Ippolito, L. J., Jr.

    1977-01-01

    The multiple scattering effects on wave propagation through a volume of discrete scatterers were investigated. The mean field and intensity for a distribution of scatterers was developed using a discrete random media formulation, and second order series expansions for the mean field and total intensity derived for one-dimensional and three-dimensional configurations. The volume distribution results were shown to proceed directly from the one-dimensional results. The multiple scattering intensity expansion was compared to the classical single scattering intensity and the classical result was found to represent only the first three terms in the total intensity expansion. The Foldy approximation to the mean field was applied to develop the coherent intensity, and was found to exactly represent all coherent terms of the total intensity.

  19. Dynamical Localization for Discrete Anderson Dirac Operators

    NASA Astrophysics Data System (ADS)

    Prado, Roberto A.; de Oliveira, César R.; Carvalho, Silas L.

    2017-04-01

    We establish dynamical localization for random Dirac operators on the d-dimensional lattice, with d\\in { 1, 2, 3} , in the three usual regimes: large disorder, band edge and 1D. These operators are discrete versions of the continuous Dirac operators and consist in the sum of a discrete free Dirac operator with a random potential. The potential is a diagonal matrix formed by different scalar potentials, which are sequences of independent and identically distributed random variables according to an absolutely continuous probability measure with bounded density and of compact support. We prove the exponential decay of fractional moments of the Green function for such models in each of the above regimes, i.e., (j) throughout the spectrum at larger disorder, (jj) for energies near the band edges at arbitrary disorder and (jjj) in dimension one, for all energies in the spectrum and arbitrary disorder. Dynamical localization in theses regimes follows from the fractional moments method. The result in the one-dimensional regime contrast with one that was previously obtained for 1D Dirac model with Bernoulli potential.

  20. On the discretization and control of an SEIR epidemic model with a periodic impulsive vaccination

    NASA Astrophysics Data System (ADS)

    Alonso-Quesada, S.; De la Sen, M.; Ibeas, A.

    2017-01-01

    This paper deals with the discretization and control of an SEIR epidemic model. Such a model describes the transmission of an infectious disease among a time-varying host population. The model assumes mortality from causes related to the disease. Our study proposes a discretization method including a free-design parameter to be adjusted for guaranteeing the positivity of the resulting discrete-time model. Such a method provides a discrete-time model close to the continuous-time one without the need for the sampling period to be as small as other commonly used discretization methods require. This fact makes possible the design of impulsive vaccination control strategies with less burden of measurements and related computations if one uses the proposed instead of other discretization methods. The proposed discretization method and the impulsive vaccination strategy designed on the resulting discretized model are the main novelties of the paper. The paper includes (i) the analysis of the positivity of the obtained discrete-time SEIR model, (ii) the study of stability of the disease-free equilibrium point of a normalized version of such a discrete-time model and (iii) the existence and the attractivity of a globally asymptotically stable disease-free periodic solution under a periodic impulsive vaccination. Concretely, the exposed and infectious subpopulations asymptotically converge to zero as time tends to infinity while the normalized subpopulations of susceptible and recovered by immunization individuals oscillate in the context of such a solution. Finally, a numerical example illustrates the theoretic results.

  1. Randomly chosen chaotic maps can give rise to nearly ordered behavior

    NASA Astrophysics Data System (ADS)

    Boyarsky, Abraham; Góra, Paweł; Islam, Md. Shafiqul

    2005-10-01

    Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226-5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68-72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124-132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124-132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124-132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68-72], the resulting composed map has a periodic orbit which is stable.

  2. Digital double random amplitude image encryption method based on the symmetry property of the parametric discrete Fourier transform

    NASA Astrophysics Data System (ADS)

    Bekkouche, Toufik; Bouguezel, Saad

    2018-03-01

    We propose a real-to-real image encryption method. It is a double random amplitude encryption method based on the parametric discrete Fourier transform coupled with chaotic maps to perform the scrambling. The main idea behind this method is the introduction of a complex-to-real conversion by exploiting the inherent symmetry property of the transform in the case of real-valued sequences. This conversion allows the encrypted image to be real-valued instead of being a complex-valued image as in all existing double random phase encryption methods. The advantage is to store or transmit only one image instead of two images (real and imaginary parts). Computer simulation results and comparisons with the existing double random amplitude encryption methods are provided for peak signal-to-noise ratio, correlation coefficient, histogram analysis, and key sensitivity.

  3. Regularization of the big bang singularity with random perturbations

    NASA Astrophysics Data System (ADS)

    Belbruno, Edward; Xue, BingKan

    2018-03-01

    We show how to regularize the big bang singularity in the presence of random perturbations modeled by Brownian motion using stochastic methods. We prove that the physical variables in a contracting universe dominated by a scalar field can be continuously and uniquely extended through the big bang as a function of time to an expanding universe only for a discrete set of values of the equation of state satisfying special co-prime number conditions. This result significantly generalizes a previous result (Xue and Belbruno 2014 Class. Quantum Grav. 31 165002) that did not model random perturbations. This result implies that the extension from a contracting to an expanding universe for the discrete set of co-prime equation of state is robust, which is a surprising result. Implications for a purely expanding universe are discussed, such as a non-smooth, randomly varying scale factor near the big bang.

  4. Entropy Stable Staggered Grid Spectral Collocation for the Burgers' and Compressible Navier-Stokes Equations

    NASA Technical Reports Server (NTRS)

    Carpenter, Mark H.; Parsani, Matteo; Fisher, Travis C.; Nielsen, Eric J.

    2015-01-01

    Staggered grid, entropy stable discontinuous spectral collocation operators of any order are developed for Burgers' and the compressible Navier-Stokes equations on unstructured hexahedral elements. This generalization of previous entropy stable spectral collocation work [1, 2], extends the applicable set of points from tensor product, Legendre-Gauss-Lobatto (LGL) to a combination of tensor product Legendre-Gauss (LG) and LGL points. The new semi-discrete operators discretely conserve mass, momentum, energy and satisfy a mathematical entropy inequality for both Burgers' and the compressible Navier-Stokes equations in three spatial dimensions. They are valid for smooth as well as discontinuous flows. The staggered LG and conventional LGL point formulations are compared on several challenging test problems. The staggered LG operators are significantly more accurate, although more costly to implement. The LG and LGL operators exhibit similar robustness, as is demonstrated using test problems known to be problematic for operators that lack a nonlinearly stability proof for the compressible Navier-Stokes equations (e.g., discontinuous Galerkin, spectral difference, or flux reconstruction operators).

  5. Intrinsic energy localization through discrete gap breathers in one-dimensional diatomic granular crystals.

    PubMed

    Theocharis, G; Boechler, N; Kevrekidis, P G; Job, S; Porter, Mason A; Daraio, C

    2010-11-01

    We present a systematic study of the existence and stability of discrete breathers that are spatially localized in the bulk of a one-dimensional chain of compressed elastic beads that interact via Hertzian contact. The chain is diatomic, consisting of a periodic arrangement of heavy and light spherical particles. We examine two families of discrete gap breathers: (1) an unstable discrete gap breather that is centered on a heavy particle and characterized by a symmetric spatial energy profile and (2) a potentially stable discrete gap breather that is centered on a light particle and is characterized by an asymmetric spatial energy profile. We investigate their existence, structure, and stability throughout the band gap of the linear spectrum and classify them into four regimes: a regime near the lower optical band edge of the linear spectrum, a moderately discrete regime, a strongly discrete regime that lies deep within the band gap of the linearized version of the system, and a regime near the upper acoustic band edge. We contrast discrete breathers in anharmonic Fermi-Pasta-Ulam (FPU)-type diatomic chains with those in diatomic granular crystals, which have a tensionless interaction potential between adjacent particles, and note that the asymmetric nature of the tensionless interaction potential can lead to hybrid bulk-surface localized solutions.

  6. Intrinsic energy localization through discrete gap breathers in one-dimensional diatomic granular crystals

    NASA Astrophysics Data System (ADS)

    Theocharis, G.; Boechler, N.; Kevrekidis, P. G.; Job, S.; Porter, Mason A.; Daraio, C.

    2010-11-01

    We present a systematic study of the existence and stability of discrete breathers that are spatially localized in the bulk of a one-dimensional chain of compressed elastic beads that interact via Hertzian contact. The chain is diatomic, consisting of a periodic arrangement of heavy and light spherical particles. We examine two families of discrete gap breathers: (1) an unstable discrete gap breather that is centered on a heavy particle and characterized by a symmetric spatial energy profile and (2) a potentially stable discrete gap breather that is centered on a light particle and is characterized by an asymmetric spatial energy profile. We investigate their existence, structure, and stability throughout the band gap of the linear spectrum and classify them into four regimes: a regime near the lower optical band edge of the linear spectrum, a moderately discrete regime, a strongly discrete regime that lies deep within the band gap of the linearized version of the system, and a regime near the upper acoustic band edge. We contrast discrete breathers in anharmonic Fermi-Pasta-Ulam (FPU)-type diatomic chains with those in diatomic granular crystals, which have a tensionless interaction potential between adjacent particles, and note that the asymmetric nature of the tensionless interaction potential can lead to hybrid bulk-surface localized solutions.

  7. Resonance energy transfer process in nanogap-based dual-color random lasing

    NASA Astrophysics Data System (ADS)

    Shi, Xiaoyu; Tong, Junhua; Liu, Dahe; Wang, Zhaona

    2017-04-01

    The resonance energy transfer (RET) process between Rhodamine 6G and oxazine in the nanogap-based random systems is systematically studied by revealing the variations and fluctuations of RET coefficients with pump power density. Three working regions stable fluorescence, dynamic laser, and stable laser are thus demonstrated in the dual-color random systems. The stable RET coefficients in fluorescence and lasing regions are generally different and greatly dependent on the donor concentration and the donor-acceptor ratio. These results may provide a way to reveal the energy distribution regulars in the random system and to design the tunable multi-color coherent random lasers for colorful imaging.

  8. Evolutionarily stable learning schedules and cumulative culture in discrete generation models.

    PubMed

    Aoki, Kenichi; Wakano, Joe Yuichiro; Lehmann, Laurent

    2012-06-01

    Individual learning (e.g., trial-and-error) and social learning (e.g., imitation) are alternative ways of acquiring and expressing the appropriate phenotype in an environment. The optimal choice between using individual learning and/or social learning may be dictated by the life-stage or age of an organism. Of special interest is a learning schedule in which social learning precedes individual learning, because such a schedule is apparently a necessary condition for cumulative culture. Assuming two obligatory learning stages per discrete generation, we obtain the evolutionarily stable learning schedules for the three situations where the environment is constant, fluctuates between generations, or fluctuates within generations. During each learning stage, we assume that an organism may target the optimal phenotype in the current environment by individual learning, and/or the mature phenotype of the previous generation by oblique social learning. In the absence of exogenous costs to learning, the evolutionarily stable learning schedules are predicted to be either pure social learning followed by pure individual learning ("bang-bang" control) or pure individual learning at both stages ("flat" control). Moreover, we find for each situation that the evolutionarily stable learning schedule is also the one that optimizes the learned phenotype at equilibrium. Copyright © 2012 Elsevier Inc. All rights reserved.

  9. Pigeons' Choices between Fixed-Interval and Random-Interval Schedules: Utility of Variability?

    ERIC Educational Resources Information Center

    Andrzejewski, Matthew E.; Cardinal, Claudia D.; Field, Douglas P.; Flannery, Barbara A.; Johnson, Michael; Bailey, Kathleen; Hineline, Philip N.

    2005-01-01

    Pigeons' choosing between fixed-interval and random-interval schedules of reinforcement was investigated in three experiments using a discrete-trial procedure. In all three experiments, the random-interval schedule was generated by sampling a probability distribution at an interval (and in multiples of the interval) equal to that of the…

  10. Modeling of Electromagnetic Scattering by Discrete and Discretely Heterogeneous Random Media by Using Numerically Exact Solutions of the Maxwell Equations

    NASA Technical Reports Server (NTRS)

    Dlugach, Janna M.; Mishchenko, Michael I.

    2017-01-01

    In this paper, we discuss some aspects of numerical modeling of electromagnetic scattering by discrete random medium by using numerically exact solutions of the macroscopic Maxwell equations. Typical examples of such media are clouds of interstellar dust, clouds of interplanetary dust in the Solar system, dusty atmospheres of comets, particulate planetary rings, clouds in planetary atmospheres, aerosol particles with numerous inclusions and so on. Our study is based on the results of extensive computations of different characteristics of electromagnetic scattering obtained by using the superposition T-matrix method which represents a direct computer solver of the macroscopic Maxwell equations for an arbitrary multisphere configuration. As a result, in particular, we clarify the range of applicability of the low-density theories of radiative transfer and coherent backscattering as well as of widely used effective-medium approximations.

  11. Age or stage structure? A comparison of dynamic outcomes from discrete age- and stage-structured population models.

    PubMed

    Wikan, Arild

    2012-06-01

    Discrete stage-structured density-dependent and discrete age-structured density-dependent population models are considered. Regarding the former, we prove that the model at hand is permanent (i.e., that the population will neither go extinct nor exhibit explosive oscillations) and given density dependent fecundity terms we also show that species with delayed semelparous life histories tend to be more stable than species which possess precocious semelparous life histories. Moreover, our findings together with results obtained from other stage-structured models seem to illustrate a fairly general ecological principle, namely that iteroparous species are more stable than semelparous species. Our analysis of various age-structured models does not necessarily support the conclusions above. In fact, species with precocious life histories now appear to possess better stability properties than species with delayed life histories, especially in the iteroparous case. We also show that there are dynamical outcomes from semelparous age-structured models which we are not able to capture in corresponding stage-structured cases. Finally, both age- and stage-structured population models may generate periodic dynamics of low period (either exact or approximate). The important prerequisite is to assume density-dependent survival probabilities.

  12. Electrolytic plating apparatus for discrete microsized particles

    DOEpatents

    Mayer, Anton

    1976-11-30

    Method and apparatus are disclosed for electrolytically producing very uniform coatings of a desired material on discrete microsized particles. Agglomeration or bridging of the particles during the deposition process is prevented by imparting a sufficiently random motion to the particles that they are not in contact with a powered cathode for a time sufficient for such to occur.

  13. Electroless plating apparatus for discrete microsized particles

    DOEpatents

    Mayer, Anton

    1978-01-01

    Method and apparatus are disclosed for producing very uniform coatings of a desired material on discrete microsized particles by electroless techniques. Agglomeration or bridging of the particles during the deposition process is prevented by imparting a sufficiently random motion to the particles that they are not in contact with each other for a time sufficient for such to occur.

  14. Dynamics and elastic interactions of the discrete multi-dark soliton solutions for the Kaup-Newell lattice equation

    NASA Astrophysics Data System (ADS)

    Liu, Nan; Wen, Xiao-Yong

    2018-03-01

    Under consideration in this paper is the Kaup-Newell (KN) lattice equation which is an integrable discretization of the KN equation. Infinitely, many conservation laws and discrete N-fold Darboux transformation (DT) for this system are constructed and established based on its Lax representation. Via the resulting N-fold DT, the discrete multi-dark soliton solutions in terms of determinants are derived from non-vanishing background. Propagation and elastic interaction structures of such solitons are shown graphically. Overtaking interaction phenomena between/among the two, three and four solitons are discussed. Numerical simulations are used to explore their dynamical behaviors of such multi-dark solitons. Numerical results show that their evolutions are stable against a small noise. Results in this paper might be helpful for understanding the propagation of nonlinear Alfvén waves in plasmas.

  15. Robust inference in discrete hazard models for randomized clinical trials.

    PubMed

    Nguyen, Vinh Q; Gillen, Daniel L

    2012-10-01

    Time-to-event data in which failures are only assessed at discrete time points are common in many clinical trials. Examples include oncology studies where events are observed through periodic screenings such as radiographic scans. When the survival endpoint is acknowledged to be discrete, common methods for the analysis of observed failure times include the discrete hazard models (e.g., the discrete-time proportional hazards and the continuation ratio model) and the proportional odds model. In this manuscript, we consider estimation of a marginal treatment effect in discrete hazard models where the constant treatment effect assumption is violated. We demonstrate that the estimator resulting from these discrete hazard models is consistent for a parameter that depends on the underlying censoring distribution. An estimator that removes the dependence on the censoring mechanism is proposed and its asymptotic distribution is derived. Basing inference on the proposed estimator allows for statistical inference that is scientifically meaningful and reproducible. Simulation is used to assess the performance of the presented methodology in finite samples.

  16. The Evolution and Discharge of Electric Fields within a Thunderstorm

    NASA Astrophysics Data System (ADS)

    Hager, William W.; Nisbet, John S.; Kasha, John R.

    1989-05-01

    A 3-dimensional electrical model for a thunderstorm is developed and finite difference approximations to the model are analyzed. If the spatial derivatives are approximated by a method akin to the ☐ scheme and if the temporal derivative is approximated by either a backward difference or the Crank-Nicholson scheme, we show that the resulting discretization is unconditionally stable. The forward difference approximation to the time derivative is stable when the time step is sufficiently small relative to the ratio between the permittivity and the conductivity. Max-norm error estimates for the discrete approximations are established. To handle the propagation of lightning, special numerical techniques are devised based on the Inverse Matrix Modification Formula and Cholesky updates. Numerical comparisons between the model and theoretical results of Wilson and Holzer-Saxon are presented. We also apply our model to a storm observed at the Kennedy Space Center on July 11, 1978.

  17. The discrete dynamics of symmetric competition in the plane.

    PubMed

    Jiang, H; Rogers, T D

    1987-01-01

    We consider the generalized Lotka-Volterra two-species system xn + 1 = xn exp(r1(1 - xn) - s1yn) yn + 1 = yn exp(r2(1 - yn) - s2xn) originally proposed by R. M. May as a model for competitive interaction. In the symmetric case that r1 = r2 and s1 = s2, a region of ultimate confinement is found and the dynamics therein are described in some detail. The bifurcations of periodic points of low period are studied, and a cascade of period-doubling bifurcations is indicated. Within the confinement region, a parameter region is determined for the stable Hopf bifurcation of a pair of symmetrically placed period-two points, which imposes a second component of oscillation near the stable cycles. It is suggested that the symmetric competitive model contains much of the dynamical complexity to be expected in any discrete two-dimensional competitive model.

  18. Coherent Backscattering in the Cross-Polarized Channel

    NASA Technical Reports Server (NTRS)

    Mischenko, Michael I.; Mackowski, Daniel W.

    2011-01-01

    We analyze the asymptotic behavior of the cross-polarized enhancement factor in the framework of the standard low-packing-density theory of coherent backscattering by discrete random media composed of spherically symmetric particles. It is shown that if the particles are strongly absorbing or if the smallest optical dimension of the particulate medium (i.e., the optical thickness of a plane-parallel slab or the optical diameter of a spherically symmetric volume) approaches zero, then the cross-polarized enhancement factor tends to its upper-limit value 2. This theoretical prediction is illustrated using direct computer solutions of the Maxwell equations for spherical volumes of discrete random medium.

  19. Coherent Backscattering by Polydisperse Discrete Random Media: Exact T-Matrix Results

    NASA Technical Reports Server (NTRS)

    Mishchenko, Michael I.; Dlugach, Janna M.; Mackowski, Daniel W.

    2011-01-01

    The numerically exact superposition T-matrix method is used to compute, for the first time to our knowledge, electromagnetic scattering by finite spherical volumes composed of polydisperse mixtures of spherical particles with different size parameters or different refractive indices. The backscattering patterns calculated in the far-field zone of the polydisperse multiparticle volumes reveal unequivocally the classical manifestations of the effect of weak localization of electromagnetic waves in discrete random media, thereby corroborating the universal interference nature of coherent backscattering. The polarization opposition effect is shown to be the least robust manifestation of weak localization fading away with increasing particle size parameter.

  20. Cramer-Rao Bound for Gaussian Random Processes and Applications to Radar Processing of Atmospheric Signals

    NASA Technical Reports Server (NTRS)

    Frehlich, Rod

    1993-01-01

    Calculations of the exact Cramer-Rao Bound (CRB) for unbiased estimates of the mean frequency, signal power, and spectral width of Doppler radar/lidar signals (a Gaussian random process) are presented. Approximate CRB's are derived using the Discrete Fourier Transform (DFT). These approximate results are equal to the exact CRB when the DFT coefficients are mutually uncorrelated. Previous high SNR limits for CRB's are shown to be inaccurate because the discrete summations cannot be approximated with integration. The performance of an approximate maximum likelihood estimator for mean frequency approaches the exact CRB for moderate signal to noise ratio and moderate spectral width.

  1. Discrete disorder models for many-body localization

    NASA Astrophysics Data System (ADS)

    Janarek, Jakub; Delande, Dominique; Zakrzewski, Jakub

    2018-04-01

    Using exact diagonalization technique, we investigate the many-body localization phenomenon in the 1D Heisenberg chain comparing several disorder models. In particular we consider a family of discrete distributions of disorder strengths and compare the results with the standard uniform distribution. Both statistical properties of energy levels and the long time nonergodic behavior are discussed. The results for different discrete distributions are essentially identical to those obtained for the continuous distribution, provided the disorder strength is rescaled by the standard deviation of the random distribution. Only for the binary distribution significant deviations are observed.

  2. Nonparametric probability density estimation by optimization theoretic techniques

    NASA Technical Reports Server (NTRS)

    Scott, D. W.

    1976-01-01

    Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

  3. Discrete time-crystalline order in black diamond

    NASA Astrophysics Data System (ADS)

    Zhou, Hengyun; Choi, Soonwon; Choi, Joonhee; Landig, Renate; Kucsko, Georg; Isoya, Junichi; Jelezko, Fedor; Onoda, Shinobu; Sumiya, Hitoshi; Khemani, Vedika; von Keyserlingk, Curt; Yao, Norman; Demler, Eugene; Lukin, Mikhail D.

    2017-04-01

    The interplay of periodic driving, disorder, and strong interactions has recently been predicted to result in exotic ``time-crystalline'' phases, which spontaneously break the discrete time-translation symmetry of the underlying drive. Here, we report the experimental observation of such discrete time-crystalline order in a driven, disordered ensemble of 106 dipolar spin impurities in diamond at room-temperature. We observe long-lived temporal correlations at integer multiples of the fundamental driving period, experimentally identify the phase boundary and find that the temporal order is protected by strong interactions; this order is remarkably stable against perturbations, even in the presence of slow thermalization. Our work opens the door to exploring dynamical phases of matter and controlling interacting, disordered many-body systems.

  4. Quadruped robots' modular trajectories: Stability issues

    NASA Astrophysics Data System (ADS)

    Pinto, Carla M. A.

    2012-09-01

    Pinto, Santos, Rocha and Matos [13, 12] study a CPG model for the generation of modular trajectories of quadruped robots. They consider that each movement is composed of two types of primitives: rhythmic and discrete. The rhythmic primitive models the periodic patterns and the discrete primitive is inserted as a perturbation of those patterns. In this paper we begin to tackle numerically the problem of the stability of that mathematical model. We observe that if the discrete part is inserted in all limbs, with equal values, and as an offset of the rhythmic part, the obtained gait is stable and has the same spatial and spatio-temporal symmetry groups as the purely rhythmic gait, differing only on the value of the offset.

  5. Simulation of flight maneuver-load distributions by utilizing stationary, non-Gaussian random load histories

    NASA Technical Reports Server (NTRS)

    Leybold, H. A.

    1971-01-01

    Random numbers were generated with the aid of a digital computer and transformed such that the probability density function of a discrete random load history composed of these random numbers had one of the following non-Gaussian distributions: Poisson, binomial, log-normal, Weibull, and exponential. The resulting random load histories were analyzed to determine their peak statistics and were compared with cumulative peak maneuver-load distributions for fighter and transport aircraft in flight.

  6. Galerkin v. discrete-optimal projection in nonlinear model reduction

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Carlberg, Kevin Thomas; Barone, Matthew Franklin; Antil, Harbir

    Discrete-optimal model-reduction techniques such as the Gauss{Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible ow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform projection at the time-continuous level, while discrete-optimal techniques do so at the time-discrete level. This work provides a detailed theoretical and experimental comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge{Kutta schemes.more » We present a number of new ndings, including conditions under which the discrete-optimal ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and experimentally that decreasing the time step does not necessarily decrease the error for the discrete-optimal ROM; instead, the time step should be `matched' to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible- ow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the discrete-optimal reduced-order model by an order of magnitude.« less

  7. Accretion of clumpy cold gas onto massive black hole binaries: the challenging formation of extended circumbinary structures

    NASA Astrophysics Data System (ADS)

    Maureira-Fredes, Cristián; Goicovic, Felipe G.; Amaro-Seoane, Pau; Sesana, Alberto

    2018-05-01

    Massive black hole binaries (MBHBs) represent an unavoidable outcome of hierarchical galaxy formation, but their dynamical evolution at sub-parsec scales is poorly understood. In gas rich environments, an extended, steady circumbinary gaseous disc could play an important role in the MBHB evolution, facilitating its coalescence. However, how gas on galactic scales is transported to the nuclear region to form and maintain such a stable structure is unclear. In the aftermath of a galaxy merger, cold turbulent gas condenses into clumps and filaments that can be randomly scattered towards the nucleus. This provides a natural way of feeding the binary with intermittent pockets of gas. The aim of this work is to investigate the gaseous structures arising from this interaction. We employ a suite of smoothed-particle-hydrodynamic simulations to study the influence of the infall rate and angular momentum distribution of the incoming clouds on the formation and evolution of structures around the MBHB. We find that the continuous supply of discrete clouds is a double-edge sword, resulting in intermittent formation and disruption of circumbinary structures. Anisotropic cloud distributions featuring an excess of co-rotating events generate more prominent co-rotating circumbinary discs. Similar structures are seen when mostly counter-rotating clouds are fed to the binary, even though they are more compact and less stable. In general, our simulations do not show the formation of extended smooth and stable circumbinary discs, typically assumed in analytical and numerical investigations of the the long term evolution of MBHBs.

  8. Dependent scattering and absorption by densely packed discrete spherical particles: Effects of complex refractive index

    NASA Astrophysics Data System (ADS)

    Ma, L. X.; Tan, J. Y.; Zhao, J. M.; Wang, F. Q.; Wang, C. A.; Wang, Y. Y.

    2017-07-01

    Due to the dependent scattering and absorption effects, the radiative transfer equation (RTE) may not be suitable for dealing with radiative transfer in dense discrete random media. This paper continues previous research on multiple and dependent scattering in densely packed discrete particle systems, and puts emphasis on the effects of particle complex refractive index. The Mueller matrix elements of the scattering system with different complex refractive indexes are obtained by both electromagnetic method and radiative transfer method. The Maxwell equations are directly solved based on the superposition T-matrix method, while the RTE is solved by the Monte Carlo method combined with the hard sphere model in the Percus-Yevick approximation (HSPYA) to consider the dependent scattering effects. The results show that for densely packed discrete random media composed of medium size parameter particles (equals 6.964 in this study), the demarcation line between independent and dependent scattering has remarkable connections with the particle complex refractive index. With the particle volume fraction increase to a certain value, densely packed discrete particles with higher refractive index contrasts between the particles and host medium and higher particle absorption indexes are more likely to show stronger dependent characteristics. Due to the failure of the extended Rayleigh-Debye scattering condition, the HSPYA has weak effect on the dependent scattering correction at large phase shift parameters.

  9. Last Passage Percolation and Traveling Fronts

    NASA Astrophysics Data System (ADS)

    Comets, Francis; Quastel, Jeremy; Ramírez, Alejandro F.

    2013-08-01

    We consider a system of N particles with a stochastic dynamics introduced by Brunet and Derrida (Phys. Rev. E 70:016106, 2004). The particles can be interpreted as last passage times in directed percolation on {1,…, N} of mean-field type. The particles remain grouped and move like a traveling front, subject to discretization and driven by a random noise. As N increases, we obtain estimates for the speed of the front and its profile, for different laws of the driving noise. As shown in Brunet and Derrida (Phys. Rev. E 70:016106, 2004), the model with Gumbel distributed jumps has a simple structure. We establish that the scaling limit is a Lévy process in this case. We study other jump distributions. We prove a result showing that the limit for large N is stable under small perturbations of the Gumbel. In the opposite case of bounded jumps, a completely different behavior is found, where finite-size corrections are extremely small.

  10. Discrete-time systems with random switches: From systems stability to networks synchronization.

    PubMed

    Guo, Yao; Lin, Wei; Ho, Daniel W C

    2016-03-01

    In this article, we develop some approaches, which enable us to more accurately and analytically identify the essential patterns that guarantee the almost sure stability of discrete-time systems with random switches. We allow for the case that the elements in the switching connection matrix even obey some unbounded and continuous-valued distributions. In addition to the almost sure stability, we further investigate the almost sure synchronization in complex dynamical networks consisting of randomly connected nodes. Numerical examples illustrate that a chaotic dynamics in the synchronization manifold is preserved when statistical parameters enter some almost sure synchronization region established by the developed approach. Moreover, some delicate configurations are considered on probability space for ensuring synchronization in networks whose nodes are described by nonlinear maps. Both theoretical and numerical results on synchronization are presented by setting only a few random connections in each switch duration. More interestingly, we analytically find it possible to achieve almost sure synchronization in the randomly switching complex networks even with very large population sizes, which cannot be easily realized in non-switching but deterministically connected networks.

  11. Discrete-time systems with random switches: From systems stability to networks synchronization

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Guo, Yao; Lin, Wei, E-mail: wlin@fudan.edu.cn; Shanghai Key Laboratory of Contemporary Applied Mathematics, LMNS, and Shanghai Center for Mathematical Sciences, Shanghai 200433

    2016-03-15

    In this article, we develop some approaches, which enable us to more accurately and analytically identify the essential patterns that guarantee the almost sure stability of discrete-time systems with random switches. We allow for the case that the elements in the switching connection matrix even obey some unbounded and continuous-valued distributions. In addition to the almost sure stability, we further investigate the almost sure synchronization in complex dynamical networks consisting of randomly connected nodes. Numerical examples illustrate that a chaotic dynamics in the synchronization manifold is preserved when statistical parameters enter some almost sure synchronization region established by the developedmore » approach. Moreover, some delicate configurations are considered on probability space for ensuring synchronization in networks whose nodes are described by nonlinear maps. Both theoretical and numerical results on synchronization are presented by setting only a few random connections in each switch duration. More interestingly, we analytically find it possible to achieve almost sure synchronization in the randomly switching complex networks even with very large population sizes, which cannot be easily realized in non-switching but deterministically connected networks.« less

  12. Stochastic dynamics of time correlation in complex systems with discrete time

    NASA Astrophysics Data System (ADS)

    Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail

    2000-11-01

    In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short- and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.

  13. Logistic quantile regression provides improved estimates for bounded avian counts: A case study of California Spotted Owl fledgling production

    USGS Publications Warehouse

    Cade, Brian S.; Noon, Barry R.; Scherer, Rick D.; Keane, John J.

    2017-01-01

    Counts of avian fledglings, nestlings, or clutch size that are bounded below by zero and above by some small integer form a discrete random variable distribution that is not approximated well by conventional parametric count distributions such as the Poisson or negative binomial. We developed a logistic quantile regression model to provide estimates of the empirical conditional distribution of a bounded discrete random variable. The logistic quantile regression model requires that counts are randomly jittered to a continuous random variable, logit transformed to bound them between specified lower and upper values, then estimated in conventional linear quantile regression, repeating the 3 steps and averaging estimates. Back-transformation to the original discrete scale relies on the fact that quantiles are equivariant to monotonic transformations. We demonstrate this statistical procedure by modeling 20 years of California Spotted Owl fledgling production (0−3 per territory) on the Lassen National Forest, California, USA, as related to climate, demographic, and landscape habitat characteristics at territories. Spotted Owl fledgling counts increased nonlinearly with decreasing precipitation in the early nesting period, in the winter prior to nesting, and in the prior growing season; with increasing minimum temperatures in the early nesting period; with adult compared to subadult parents; when there was no fledgling production in the prior year; and when percentage of the landscape surrounding nesting sites (202 ha) with trees ≥25 m height increased. Changes in production were primarily driven by changes in the proportion of territories with 2 or 3 fledglings. Average variances of the discrete cumulative distributions of the estimated fledgling counts indicated that temporal changes in climate and parent age class explained 18% of the annual variance in owl fledgling production, which was 34% of the total variance. Prior fledgling production explained as much of the variance in the fledgling counts as climate, parent age class, and landscape habitat predictors. Our logistic quantile regression model can be used for any discrete response variables with fixed upper and lower bounds.

  14. Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra

    NASA Astrophysics Data System (ADS)

    Rezakhah, Saeid; Maleki, Yasaman

    2016-07-01

    Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a second continuous time DSI process which provides a proper approximation of the first one. This enables us to provide a bilateral relation between covariance functions of the subsidiary process and the new continuous time processes. The time varying spectral representation of such continuous time DSI process is characterized, and its spectrum is estimated. Also, a new method for estimation time dependent Hurst parameter of such processes is provided which gives a more accurate estimation. The performance of this estimation method is studied via simulation. Finally this method is applied to the real data of S & P500 and Dow Jones indices for some special periods.

  15. Stochastic resetting in backtrack recovery by RNA polymerases

    NASA Astrophysics Data System (ADS)

    Roldán, Édgar; Lisica, Ana; Sánchez-Taltavull, Daniel; Grill, Stephan W.

    2016-06-01

    Transcription is a key process in gene expression, in which RNA polymerases produce a complementary RNA copy from a DNA template. RNA polymerization is frequently interrupted by backtracking, a process in which polymerases perform a random walk along the DNA template. Recovery of polymerases from the transcriptionally inactive backtracked state is determined by a kinetic competition between one-dimensional diffusion and RNA cleavage. Here we describe backtrack recovery as a continuous-time random walk, where the time for a polymerase to recover from a backtrack of a given depth is described as a first-passage time of a random walker to reach an absorbing state. We represent RNA cleavage as a stochastic resetting process and derive exact expressions for the recovery time distributions and mean recovery times from a given initial backtrack depth for both continuous and discrete-lattice descriptions of the random walk. We show that recovery time statistics do not depend on the discreteness of the DNA lattice when the rate of one-dimensional diffusion is large compared to the rate of cleavage.

  16. Evolutionarily stable and convergent stable strategies in reaction-diffusion models for conditional dispersal.

    PubMed

    Lam, King-Yeung; Lou, Yuan

    2014-02-01

    We consider a mathematical model of two competing species for the evolution of conditional dispersal in a spatially varying, but temporally constant environment. Two species are different only in their dispersal strategies, which are a combination of random dispersal and biased movement upward along the resource gradient. In the absence of biased movement or advection, Hastings showed that the mutant can invade when rare if and only if it has smaller random dispersal rate than the resident. When there is a small amount of biased movement or advection, we show that there is a positive random dispersal rate that is both locally evolutionarily stable and convergent stable. Our analysis of the model suggests that a balanced combination of random and biased movement might be a better habitat selection strategy for populations.

  17. Chaotification of complex networks with impulsive control.

    PubMed

    Guan, Zhi-Hong; Liu, Feng; Li, Juan; Wang, Yan-Wu

    2012-06-01

    This paper investigates the chaotification problem of complex dynamical networks (CDN) with impulsive control. Both the discrete and continuous cases are studied. The method is presented to drive all states of every node in CDN to chaos. The proposed impulsive control strategy is effective for both the originally stable and unstable CDN. The upper bound of the impulse intervals for originally stable networks is derived. Finally, the effectiveness of the theoretical results is verified by numerical examples.

  18. Wave propagation in anisotropic elastic materials and curvilinear coordinates using a summation-by-parts finite difference method

    DOE PAGES

    Petersson, N. Anders; Sjogreen, Bjorn

    2015-07-20

    We develop a fourth order accurate finite difference method for solving the three-dimensional elastic wave equation in general heterogeneous anisotropic materials on curvilinear grids. The proposed method is an extension of the method for isotropic materials, previously described in the paper by Sjögreen and Petersson (2012) [11]. The method we proposed discretizes the anisotropic elastic wave equation in second order formulation, using a node centered finite difference method that satisfies the principle of summation by parts. The summation by parts technique results in a provably stable numerical method that is energy conserving. Also, we generalize and evaluate the super-grid far-fieldmore » technique for truncating unbounded domains. Unlike the commonly used perfectly matched layers (PML), the super-grid technique is stable for general anisotropic material, because it is based on a coordinate stretching combined with an artificial dissipation. Moreover, the discretization satisfies an energy estimate, proving that the numerical approximation is stable. We demonstrate by numerical experiments that sufficiently wide super-grid layers result in very small artificial reflections. Applications of the proposed method are demonstrated by three-dimensional simulations of anisotropic wave propagation in crystals.« less

  19. A scalable block-preconditioning strategy for divergence-conforming B-spline discretizations of the Stokes problem

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Cortes, Adriano M.; Dalcin, Lisandro; Sarmiento, Adel F.

    The recently introduced divergence-conforming B-spline discretizations allow the construction of smooth discrete velocity–pressure pairs for viscous incompressible flows that are at the same time inf–sup stable and pointwise divergence-free. When applied to the discretized Stokes problem, these spaces generate a symmetric and indefinite saddle-point linear system. The iterative method of choice to solve such system is the Generalized Minimum Residual Method. This method lacks robustness, and one remedy is to use preconditioners. For linear systems of saddle-point type, a large family of preconditioners can be obtained by using a block factorization of the system. In this paper, we show howmore » the nesting of “black-box” solvers and preconditioners can be put together in a block triangular strategy to build a scalable block preconditioner for the Stokes system discretized by divergence-conforming B-splines. Lastly, besides the known cavity flow problem, we used for benchmark flows defined on complex geometries: an eccentric annulus and hollow torus of an eccentric annular cross-section.« less

  20. New preconditioning strategy for Jacobian-free solvers for variably saturated flows with Richards’ equation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lipnikov, Konstantin; Moulton, David; Svyatskiy, Daniil

    2016-04-29

    We develop a new approach for solving the nonlinear Richards’ equation arising in variably saturated flow modeling. The growing complexity of geometric models for simulation of subsurface flows leads to the necessity of using unstructured meshes and advanced discretization methods. Typically, a numerical solution is obtained by first discretizing PDEs and then solving the resulting system of nonlinear discrete equations with a Newton-Raphson-type method. Efficiency and robustness of the existing solvers rely on many factors, including an empiric quality control of intermediate iterates, complexity of the employed discretization method and a customized preconditioner. We propose and analyze a new preconditioningmore » strategy that is based on a stable discretization of the continuum Jacobian. We will show with numerical experiments for challenging problems in subsurface hydrology that this new preconditioner improves convergence of the existing Jacobian-free solvers 3-20 times. Furthermore, we show that the Picard method with this preconditioner becomes a more efficient nonlinear solver than a few widely used Jacobian-free solvers.« less

  1. A scalable block-preconditioning strategy for divergence-conforming B-spline discretizations of the Stokes problem

    DOE PAGES

    Cortes, Adriano M.; Dalcin, Lisandro; Sarmiento, Adel F.; ...

    2016-10-19

    The recently introduced divergence-conforming B-spline discretizations allow the construction of smooth discrete velocity–pressure pairs for viscous incompressible flows that are at the same time inf–sup stable and pointwise divergence-free. When applied to the discretized Stokes problem, these spaces generate a symmetric and indefinite saddle-point linear system. The iterative method of choice to solve such system is the Generalized Minimum Residual Method. This method lacks robustness, and one remedy is to use preconditioners. For linear systems of saddle-point type, a large family of preconditioners can be obtained by using a block factorization of the system. In this paper, we show howmore » the nesting of “black-box” solvers and preconditioners can be put together in a block triangular strategy to build a scalable block preconditioner for the Stokes system discretized by divergence-conforming B-splines. Lastly, besides the known cavity flow problem, we used for benchmark flows defined on complex geometries: an eccentric annulus and hollow torus of an eccentric annular cross-section.« less

  2. Stability analysis of implicit time discretizations for the Compton-scattering Fokker-Planck equation

    NASA Astrophysics Data System (ADS)

    Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.

    2009-09-01

    The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.

  3. An algebraic method for constructing stable and consistent autoregressive filters

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Harlim, John, E-mail: jharlim@psu.edu; Department of Meteorology, the Pennsylvania State University, University Park, PA 16802; Hong, Hoon, E-mail: hong@ncsu.edu

    2015-02-15

    In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth. By stable, we refer to the classical stability condition for the AR model. By consistent, we refer to the classical consistency constraints of Adams–Bashforth methods of order-two. One attractive feature of this algebraic method is that the model parameters can be obtained without directly knowing any training data set as opposed to many standard, regression-based parameterization methods. It takes only long-time average statistics as inputs. The proposed method provides amore » discretization time step interval which guarantees the existence of stable and consistent AR model and simultaneously produces the parameters for the AR models. In our numerical examples with two chaotic time series with different characteristics of decaying time scales, we find that the proposed AR models produce significantly more accurate short-term predictive skill and comparable filtering skill relative to the linear regression-based AR models. These encouraging results are robust across wide ranges of discretization times, observation times, and observation noise variances. Finally, we also find that the proposed model produces an improved short-time prediction relative to the linear regression-based AR-models in forecasting a data set that characterizes the variability of the Madden–Julian Oscillation, a dominant tropical atmospheric wave pattern.« less

  4. Motion of discrete solitons assisted by nonlinearity management.

    PubMed

    Cuevas, Jesús; Malomed, Boris A; Kevrekidis, P G

    2005-06-01

    We demonstrate that time-periodic modulation of the nonlinearity coefficient in the discrete nonlinear Schrödinger equation strongly facilitates creation of traveling solitons in the lattice. We predict this possibility in a semi-qualitative form analytically, and test it in direct numerical simulations. Systematic computations reveal several generic dynamical regimes, depending on the amplitude and frequency of the time modulation, and on the initial thrust which sets the soliton in motion. These regimes include irregular motion of the soliton, regular motion of a decaying one, and regular motion of a stable soliton. The motion may occur in both the straight and reverse directions, relative to the initial thrust. In the case of stable motion, extremely long simulations in a lattice with periodic boundary conditions demonstrate that the soliton keeps moving indefinitely long without any visible loss. Velocities of moving stable solitons are in good agreement with the analytical prediction, which is based on requiring a resonance between the ac drive and motion of the soliton through the periodic lattice. The generic dynamical regimes are mapped in the model's parameter space. Collisions between moving stable solitons are briefly investigated too, with a conclusion that two different outcomes are possible: elastic bounce, or bounce with mass transfer from one soliton to the other. The model can be realized experimentally in a Bose-Einstein condensate trapped in a deep optical lattice.

  5. Alternative Stable States, Coral Reefs, and Smooth Dynamics with a Kick.

    PubMed

    Ippolito, Stephen; Naudot, Vincent; Noonburg, Erik G

    2016-03-01

    We consider a computer simulation, which was found to be faithful to time series data for Caribbean coral reefs, and an analytical model to help understand the dynamics of the simulation. The analytical model is a system of ordinary differential equations (ODE), and the authors claim this model demonstrates the existence of alternative stable states. The existence of an alternative stable state should consider a sudden shift in coral and macroalgae populations, while the grazing rate remains constant. The results of such shifts, however, are often confounded by changes in grazing rate. Although the ODE suggest alternative stable states, the ODE need modification to explicitly account for shifts or discrete events such as hurricanes. The goal of this paper will be to study the simulation dynamics through a simplified analytical representation. We proceed by modifying the original analytical model through incorporating discrete changes into the ODE. We then analyze the resulting dynamics and their bifurcations with respect to changes in grazing rate and hurricane frequency. In particular, a "kick" enabling the ODE to consider impulse events is added. Beyond adding a "kick" we employ the grazing function that is suggested by the simulation. The extended model was fit to the simulation data to support its use and predicts the existence cycles depending nonlinearly on grazing rates and hurricane frequency. These cycles may bring new insights into consideration for reef health, restoration and dynamics.

  6. Illustrating chaos: a schematic discretization of the general three-body problem in Newtonian gravity

    NASA Astrophysics Data System (ADS)

    Leigh, Nathan W. C.; Wegsman, Shalma

    2018-05-01

    We present a formalism for constructing schematic diagrams to depict chaotic three-body interactions in Newtonian gravity. This is done by decomposing each interaction into a series of discrete transformations in energy- and angular momentum-space. Each time a transformation is applied, the system changes state as the particles re-distribute their energy and angular momenta. These diagrams have the virtue of containing all of the quantitative information needed to fully characterize most bound or unbound interactions through time and space, including the total duration of the interaction, the initial and final stable states in addition to every intervening temporary meta-stable state. As shown via an illustrative example for the bound case, prolonged excursions of one of the particles, which by far dominates the computational cost of the simulations, are reduced to a single discrete transformation in energy- and angular momentum-space, thereby potentially mitigating any computational expense. We further generalize our formalism to sequences of (unbound) three-body interactions, as occur in dense stellar environments during binary hardening. Finally, we provide a method for dynamically evolving entire populations of binaries via three-body scattering interactions, using a purely analytic formalism. In principle, the techniques presented here are adaptable to other three-body problems that conserve energy and angular momentum.

  7. Electromagnetic Scattering by Spheroidal Volumes of Discrete Random Medium

    NASA Technical Reports Server (NTRS)

    Dlugach, Janna M.; Mishchenko, Michael I.

    2017-01-01

    We use the superposition T-matrix method to compare the far-field scattering matrices generated by spheroidal and spherical volumes of discrete random medium having the same volume and populated by identical spherical particles. Our results fully confirm the robustness of the previously identified coherent and diffuse scattering regimes and associated optical phenomena exhibited by spherical particulate volumes and support their explanation in terms of the interference phenomenon coupled with the order-of-scattering expansion of the far-field Foldy equations. We also show that increasing non-sphericity of particulate volumes causes discernible (albeit less pronounced) optical effects in forward and backscattering directions and explain them in terms of the same interference/multiple-scattering phenomenon.

  8. Effects of Mesh Irregularities on Accuracy of Finite-Volume Discretization Schemes

    NASA Technical Reports Server (NTRS)

    Diskin, Boris; Thomas, James L.

    2012-01-01

    The effects of mesh irregularities on accuracy of unstructured node-centered finite-volume discretizations are considered. The focus is on an edge-based approach that uses unweighted least-squares gradient reconstruction with a quadratic fit. For inviscid fluxes, the discretization is nominally third order accurate on general triangular meshes. For viscous fluxes, the scheme is an average-least-squares formulation that is nominally second order accurate and contrasted with a common Green-Gauss discretization scheme. Gradient errors, truncation errors, and discretization errors are separately studied according to a previously introduced comprehensive methodology. The methodology considers three classes of grids: isotropic grids in a rectangular geometry, anisotropic grids typical of adapted grids, and anisotropic grids over a curved surface typical of advancing layer grids. The meshes within the classes range from regular to extremely irregular including meshes with random perturbation of nodes. Recommendations are made concerning the discretization schemes that are expected to be least sensitive to mesh irregularities in applications to turbulent flows in complex geometries.

  9. Stencil computations for PDE-based applications with examples from DUNE and hypre

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Engwer, C.; Falgout, R. D.; Yang, U. M.

    Here, stencils are commonly used to implement efficient on–the–fly computations of linear operators arising from partial differential equations. At the same time the term “stencil” is not fully defined and can be interpreted differently depending on the application domain and the background of the software developers. Common features in stencil codes are the preservation of the structure given by the discretization of the partial differential equation and the benefit of minimal data storage. We discuss stencil concepts of different complexity, show how they are used in modern software packages like hypre and DUNE, and discuss recent efforts to extend themore » software to enable stencil computations of more complex problems and methods such as inf–sup–stable Stokes discretizations and mixed finite element discretizations.« less

  10. Disease Extinction Versus Persistence in Discrete-Time Epidemic Models.

    PubMed

    van den Driessche, P; Yakubu, Abdul-Aziz

    2018-04-12

    We focus on discrete-time infectious disease models in populations that are governed by constant, geometric, Beverton-Holt or Ricker demographic equations, and give a method for computing the basic reproduction number, [Formula: see text]. When [Formula: see text] and the demographic population dynamics are asymptotically constant or under geometric growth (non-oscillatory), we prove global asymptotic stability of the disease-free equilibrium of the disease models. Under the same demographic assumption, when [Formula: see text], we prove uniform persistence of the disease. We apply our theoretical results to specific discrete-time epidemic models that are formulated for SEIR infections, cholera in humans and anthrax in animals. Our simulations show that a unique endemic equilibrium of each of the three specific disease models is asymptotically stable whenever [Formula: see text].

  11. Stencil computations for PDE-based applications with examples from DUNE and hypre

    DOE PAGES

    Engwer, C.; Falgout, R. D.; Yang, U. M.

    2017-02-24

    Here, stencils are commonly used to implement efficient on–the–fly computations of linear operators arising from partial differential equations. At the same time the term “stencil” is not fully defined and can be interpreted differently depending on the application domain and the background of the software developers. Common features in stencil codes are the preservation of the structure given by the discretization of the partial differential equation and the benefit of minimal data storage. We discuss stencil concepts of different complexity, show how they are used in modern software packages like hypre and DUNE, and discuss recent efforts to extend themore » software to enable stencil computations of more complex problems and methods such as inf–sup–stable Stokes discretizations and mixed finite element discretizations.« less

  12. Weak Galerkin method for the Biot’s consolidation model

    DOE PAGES

    Hu, Xiaozhe; Mu, Lin; Ye, Xiu

    2017-08-23

    In this study, we develop a weak Galerkin (WG) finite element method for the Biot’s consolidation model in the classical displacement–pressure two-field formulation. Weak Galerkin linear finite elements are used for both displacement and pressure approximations in spatial discretizations. Backward Euler scheme is used for temporal discretization in order to obtain an implicit fully discretized scheme. We study the well-posedness of the linear system at each time step and also derive the overall optimal-order convergence of the WG formulation. Such WG scheme is designed on general shape regular polytopal meshes and provides stable and oscillation-free approximation for the pressure withoutmore » special treatment. Lastlyl, numerical experiments are presented to demonstrate the efficiency and accuracy of the proposed weak Galerkin finite element method.« less

  13. Weak Galerkin method for the Biot’s consolidation model

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hu, Xiaozhe; Mu, Lin; Ye, Xiu

    In this study, we develop a weak Galerkin (WG) finite element method for the Biot’s consolidation model in the classical displacement–pressure two-field formulation. Weak Galerkin linear finite elements are used for both displacement and pressure approximations in spatial discretizations. Backward Euler scheme is used for temporal discretization in order to obtain an implicit fully discretized scheme. We study the well-posedness of the linear system at each time step and also derive the overall optimal-order convergence of the WG formulation. Such WG scheme is designed on general shape regular polytopal meshes and provides stable and oscillation-free approximation for the pressure withoutmore » special treatment. Lastlyl, numerical experiments are presented to demonstrate the efficiency and accuracy of the proposed weak Galerkin finite element method.« less

  14. The isolation of spatial patterning modes in a mathematical model of juxtacrine cell signalling.

    PubMed

    O'Dea, R D; King, J R

    2013-06-01

    Juxtacrine signalling mechanisms are known to be crucial in tissue and organ development, leading to spatial patterns in gene expression. We investigate the patterning behaviour of a discrete model of juxtacrine cell signalling due to Owen & Sherratt (1998, Mathematical modelling of juxtacrine cell signalling. Math. Biosci., 153, 125-150) in which ligand molecules, unoccupied receptors and bound ligand-receptor complexes are modelled. Feedback between the ligand and receptor production and the level of bound receptors is incorporated. By isolating two parameters associated with the feedback strength and employing numerical simulation, linear stability and bifurcation analysis, the pattern-forming behaviour of the model is analysed under regimes corresponding to lateral inhibition and induction. Linear analysis of this model fails to capture the patterning behaviour exhibited in numerical simulations. Via bifurcation analysis, we show that since the majority of periodic patterns fold subcritically from the homogeneous steady state, a wide variety of stable patterns exists at a given parameter set, providing an explanation for this failure. The dominant pattern is isolated via numerical simulation. Additionally, by sampling patterns of non-integer wavelength on a discrete mesh, we highlight a disparity between the continuous and discrete representations of signalling mechanisms: in the continuous case, patterns of arbitrary wavelength are possible, while sampling such patterns on a discrete mesh leads to longer wavelength harmonics being selected where the wavelength is rational; in the irrational case, the resulting aperiodic patterns exhibit 'local periodicity', being constructed from distorted stable shorter wavelength patterns. This feature is consistent with experimentally observed patterns, which typically display approximate short-range periodicity with defects.

  15. fixedTimeEvents: An R package for the distribution of distances between discrete events in fixed time

    NASA Astrophysics Data System (ADS)

    Liland, Kristian Hovde; Snipen, Lars

    When a series of Bernoulli trials occur within a fixed time frame or limited space, it is often interesting to assess if the successful outcomes have occurred completely at random, or if they tend to group together. One example, in genetics, is detecting grouping of genes within a genome. Approximations of the distribution of successes are possible, but they become inaccurate for small sample sizes. In this article, we describe the exact distribution of time between random, non-overlapping successes in discrete time of fixed length. A complete description of the probability mass function, the cumulative distribution function, mean, variance and recurrence relation is included. We propose an associated test for the over-representation of short distances and illustrate the methodology through relevant examples. The theory is implemented in an R package including probability mass, cumulative distribution, quantile function, random number generator, simulation functions, and functions for testing.

  16. Optimal estimation for discrete time jump processes

    NASA Technical Reports Server (NTRS)

    Vaca, M. V.; Tretter, S. A.

    1977-01-01

    Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

  17. Optimal estimation for discrete time jump processes

    NASA Technical Reports Server (NTRS)

    Vaca, M. V.; Tretter, S. A.

    1978-01-01

    Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

  18. Bayesian estimation of the discrete coefficient of determination.

    PubMed

    Chen, Ting; Braga-Neto, Ulisses M

    2016-12-01

    The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

  19. A Unifying Probability Example.

    ERIC Educational Resources Information Center

    Maruszewski, Richard F., Jr.

    2002-01-01

    Presents an example from probability and statistics that ties together several topics including the mean and variance of a discrete random variable, the binomial distribution and its particular mean and variance, the sum of independent random variables, the mean and variance of the sum, and the central limit theorem. Uses Excel to illustrate these…

  20. An Unconditionally Stable, Positivity-Preserving Splitting Scheme for Nonlinear Black-Scholes Equation with Transaction Costs

    PubMed Central

    Guo, Jianqiang; Wang, Wansheng

    2014-01-01

    This paper deals with the numerical analysis of nonlinear Black-Scholes equation with transaction costs. An unconditionally stable and monotone splitting method, ensuring positive numerical solution and avoiding unstable oscillations, is proposed. This numerical method is based on the LOD-Backward Euler method which allows us to solve the discrete equation explicitly. The numerical results for vanilla call option and for European butterfly spread are provided. It turns out that the proposed scheme is efficient and reliable. PMID:24895653

  1. An unconditionally stable, positivity-preserving splitting scheme for nonlinear Black-Scholes equation with transaction costs.

    PubMed

    Guo, Jianqiang; Wang, Wansheng

    2014-01-01

    This paper deals with the numerical analysis of nonlinear Black-Scholes equation with transaction costs. An unconditionally stable and monotone splitting method, ensuring positive numerical solution and avoiding unstable oscillations, is proposed. This numerical method is based on the LOD-Backward Euler method which allows us to solve the discrete equation explicitly. The numerical results for vanilla call option and for European butterfly spread are provided. It turns out that the proposed scheme is efficient and reliable.

  2. Transmetallation from CCC-NHC pincer Zr complexes in the synthesis of air-stable CCC-NHC pincer Co(iii) complexes and initial hydroboration trials.

    PubMed

    Reilly, Sean W; Webster, Charles Edwin; Hollis, T Keith; Valle, Henry U

    2016-02-21

    Development of CCC-NHC pincer Co complexes via transmetalation from Zr is reported. Formation of these air-stable Co(iii) complexes was achieved through use of a CoCl2 or Co(acac)3in situ or with a discrete CCC-NHC pincer Zr transmetallating agent. Preliminary activity in the hydroboration of styrene is reported. This facile methodology will further the development of CCC-NHC pincer first-row transition metal complexes.

  3. A discrete random walk on the hypercube

    NASA Astrophysics Data System (ADS)

    Zhang, Jingyuan; Xiang, Yonghong; Sun, Weigang

    2018-03-01

    In this paper, we study the scaling for mean first-passage time (MFPT) of random walks on the hypercube and obtain a closed-form formula for the MFPT over all node pairs. We also determine the exponent of scaling efficiency characterizing the random walks and compare it with those of the existing networks. Finally we study the random walks on the hypercube with a located trap and provide a solution of the Kirchhoff index of the hypercube.

  4. Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

    PubMed

    Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

    2010-01-21

    Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

  5. Discontinuous finite element method for vector radiative transfer

    NASA Astrophysics Data System (ADS)

    Wang, Cun-Hai; Yi, Hong-Liang; Tan, He-Ping

    2017-03-01

    The discontinuous finite element method (DFEM) is applied to solve the vector radiative transfer in participating media. The derivation in a discrete form of the vector radiation governing equations is presented, in which the angular space is discretized by the discrete-ordinates approach with a local refined modification, and the spatial domain is discretized into finite non-overlapped discontinuous elements. The elements in the whole solution domain are connected by modelling the boundary numerical flux between adjacent elements, which makes the DFEM numerically stable for solving radiative transfer equations. Several various problems of vector radiative transfer are tested to verify the performance of the developed DFEM, including vector radiative transfer in a one-dimensional parallel slab containing a Mie/Rayleigh/strong forward scattering medium and a two-dimensional square medium. The fact that DFEM results agree very well with the benchmark solutions in published references shows that the developed DFEM in this paper is accurate and effective for solving vector radiative transfer problems.

  6. Weighted interior penalty discretization of fully nonlinear and weakly dispersive free surface shallow water flows

    NASA Astrophysics Data System (ADS)

    Di Pietro, Daniele A.; Marche, Fabien

    2018-02-01

    In this paper, we further investigate the use of a fully discontinuous Finite Element discrete formulation for the study of shallow water free surface flows in the fully nonlinear and weakly dispersive flow regime. We consider a decoupling strategy in which we approximate the solutions of the classical shallow water equations supplemented with a source term globally accounting for the non-hydrostatic effects. This source term can be computed through the resolution of elliptic second-order linear sub-problems, which only involve second order partial derivatives in space. We then introduce an associated Symmetric Weighted Internal Penalty discrete bilinear form, allowing to deal with the discontinuous nature of the elliptic problem's coefficients in a stable and consistent way. Similar discrete formulations are also introduced for several recent optimized fully nonlinear and weakly dispersive models. These formulations are validated again several benchmarks involving h-convergence, p-convergence and comparisons with experimental data, showing optimal convergence properties.

  7. Box-Cox Mixed Logit Model for Travel Behavior Analysis

    NASA Astrophysics Data System (ADS)

    Orro, Alfonso; Novales, Margarita; Benitez, Francisco G.

    2010-09-01

    To represent the behavior of travelers when they are deciding how they are going to get to their destination, discrete choice models, based on the random utility theory, have become one of the most widely used tools. The field in which these models were developed was halfway between econometrics and transport engineering, although the latter now constitutes one of their principal areas of application. In the transport field, they have mainly been applied to mode choice, but also to the selection of destination, route, and other important decisions such as the vehicle ownership. In usual practice, the most frequently employed discrete choice models implement a fixed coefficient utility function that is linear in the parameters. The principal aim of this paper is to present the viability of specifying utility functions with random coefficients that are nonlinear in the parameters, in applications of discrete choice models to transport. Nonlinear specifications in the parameters were present in discrete choice theory at its outset, although they have seldom been used in practice until recently. The specification of random coefficients, however, began with the probit and the hedonic models in the 1970s, and, after a period of apparent little practical interest, has burgeoned into a field of intense activity in recent years with the new generation of mixed logit models. In this communication, we present a Box-Cox mixed logit model, original of the authors. It includes the estimation of the Box-Cox exponents in addition to the parameters of the random coefficients distribution. Probability of choose an alternative is an integral that will be calculated by simulation. The estimation of the model is carried out by maximizing the simulated log-likelihood of a sample of observed individual choices between alternatives. The differences between the predictions yielded by models that are inconsistent with real behavior have been studied with simulation experiments.

  8. Interaction of solitons with a string of coupled quantum dots

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kumar, Vijendra, E-mail: vsmedphysics@gmail.com; Swami, O. P., E-mail: omg1789@gmail.com; Nagar, A. K., E-mail: ajaya.nagar@gmail.com

    2016-05-06

    In this paper, we develop a theory for discrete solitons interaction with a string of coupled quantum dots in view of the local field effects. Discrete nonlinear Schrodinger (DNLS) equations are used to describe the dynamics of the string. Numerical calculations are carried out and results are analyzed with the help of matlab software. With the help of numerical solutions we demonstrate that in the quantum dots string, Rabi oscillations (RO) are self trapped into stable bright Rabi solitons. The Rabi oscillations in different types of nanostructures have potential applications to the elements of quantum logic and quantum memory.

  9. Thermal protection system and related methods

    NASA Technical Reports Server (NTRS)

    Garbe, Duane J. (Inventor)

    2012-01-01

    A thermal protection system and a method of manufacturing are disclosed. The thermal protection system may be configured to protect a movable joint, for example, a flexible bearing of a rocket motor nozzle. The thermal protection system includes a series of annular shims separated by a plurality of discrete spacers. Each shim of the series of annular shims may have a larger diameter than the previous shim, and the shims may nest. The shims may comprise a thermally stable material, and the discrete spacers may comprise an elastomer. Optionally, an annular bearing protector may separate the annular shims from the flexible bearing.

  10. LMI-based approach to stability analysis for fractional-order neural networks with discrete and distributed delays

    NASA Astrophysics Data System (ADS)

    Zhang, Hai; Ye, Renyu; Liu, Song; Cao, Jinde; Alsaedi, Ahmad; Li, Xiaodi

    2018-02-01

    This paper is concerned with the asymptotic stability of the Riemann-Liouville fractional-order neural networks with discrete and distributed delays. By constructing a suitable Lyapunov functional, two sufficient conditions are derived to ensure that the addressed neural network is asymptotically stable. The presented stability criteria are described in terms of the linear matrix inequalities. The advantage of the proposed method is that one may avoid calculating the fractional-order derivative of the Lyapunov functional. Finally, a numerical example is given to show the validity and feasibility of the theoretical results.

  11. Multi-Level Adaptive Techniques (MLAT) for singular-perturbation problems

    NASA Technical Reports Server (NTRS)

    Brandt, A.

    1978-01-01

    The multilevel (multigrid) adaptive technique, a general strategy of solving continuous problems by cycling between coarser and finer levels of discretization is described. It provides very fast general solvers, together with adaptive, nearly optimal discretization schemes. In the process, boundary layers are automatically either resolved or skipped, depending on a control function which expresses the computational goal. The global error decreases exponentially as a function of the overall computational work, in a uniform rate independent of the magnitude of the singular-perturbation terms. The key is high-order uniformly stable difference equations, and uniformly smoothing relaxation schemes.

  12. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Chen, Hang, E-mail: hangchen@mit.edu; Thill, Peter; Cao, Jianshu

    In biochemical systems, intrinsic noise may drive the system switch from one stable state to another. We investigate how kinetic switching between stable states in a bistable network is influenced by dynamic disorder, i.e., fluctuations in the rate coefficients. Using the geometric minimum action method, we first investigate the optimal transition paths and the corresponding minimum actions based on a genetic toggle switch model in which reaction coefficients draw from a discrete probability distribution. For the continuous probability distribution of the rate coefficient, we then consider two models of dynamic disorder in which reaction coefficients undergo different stochastic processes withmore » the same stationary distribution. In one, the kinetic parameters follow a discrete Markov process and in the other they follow continuous Langevin dynamics. We find that regulation of the parameters modulating the dynamic disorder, as has been demonstrated to occur through allosteric control in bistable networks in the immune system, can be crucial in shaping the statistics of optimal transition paths, transition probabilities, and the stationary probability distribution of the network.« less

  13. Efficient and stable exponential time differencing Runge-Kutta methods for phase field elastic bending energy models

    NASA Astrophysics Data System (ADS)

    Wang, Xiaoqiang; Ju, Lili; Du, Qiang

    2016-07-01

    The Willmore flow formulated by phase field dynamics based on the elastic bending energy model has been widely used to describe the shape transformation of biological lipid vesicles. In this paper, we develop and investigate some efficient and stable numerical methods for simulating the unconstrained phase field Willmore dynamics and the phase field Willmore dynamics with fixed volume and surface area constraints. The proposed methods can be high-order accurate and are completely explicit in nature, by combining exponential time differencing Runge-Kutta approximations for time integration with spectral discretizations for spatial operators on regular meshes. We also incorporate novel linear operator splitting techniques into the numerical schemes to improve the discrete energy stability. In order to avoid extra numerical instability brought by use of large penalty parameters in solving the constrained phase field Willmore dynamics problem, a modified augmented Lagrange multiplier approach is proposed and adopted. Various numerical experiments are performed to demonstrate accuracy and stability of the proposed methods.

  14. A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Schunert, Sebastian; Wang, Yaqi; Gleicher, Frederick

    This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form ismore » based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.« less

  15. A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements

    DOE PAGES

    Schunert, Sebastian; Wang, Yaqi; Gleicher, Frederick; ...

    2017-02-21

    This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form ismore » based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.« less

  16. Pattern formations and optimal packing.

    PubMed

    Mityushev, Vladimir

    2016-04-01

    Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary value problems. We demonstrate an intimate connection between pattern formations and optimal random packing on the plane. The main study is based on the following two points. First, the diffusive flux in reaction-diffusion systems is approximated by piecewise linear functions in the framework of structural approximations. This leads to a discrete network approximation of the considered continuous problem. Second, the discrete energy minimization yields optimal random packing of the domains (disks) in the representative cell. Therefore, the general problem of pattern formations based on the reaction-diffusion equations is reduced to the geometric problem of random packing. It is demonstrated that all random packings can be divided onto classes associated with classes of isomorphic graphs obtained from the Delaunay triangulation. The unique optimal solution is constructed in each class of the random packings. If the number of disks per representative cell is finite, the number of classes of isomorphic graphs, hence, the number of optimal packings is also finite. Copyright © 2016 Elsevier Inc. All rights reserved.

  17. A structure-preserving split finite element discretization of the split 1D linear shallow-water equations

    NASA Astrophysics Data System (ADS)

    Bauer, Werner; Behrens, Jörn

    2017-04-01

    We present a locally conservative, low-order finite element (FE) discretization of the covariant 1D linear shallow-water equations written in split form (cf. tet{[1]}). The introduction of additional differential forms (DF) that build pairs with the original ones permits a splitting of these equations into topological momentum and continuity equations and metric-dependent closure equations that apply the Hodge-star. Our novel discretization framework conserves this geometrical structure, in particular it provides for all DFs proper FE spaces such that the differential operators (here gradient and divergence) hold in strong form. The discrete topological equations simply follow by trivial projections onto piecewise constant FE spaces without need to partially integrate. The discrete Hodge-stars operators, representing the discretized metric equations, are realized by nontrivial Galerkin projections (GP). Here they follow by projections onto either a piecewise constant (GP0) or a piecewise linear (GP1) space. Our framework thus provides essentially three different schemes with significantly different behavior. The split scheme using twice GP1 is unstable and shares the same discrete dispersion relation and similar second-order convergence rates as the conventional P1-P1 FE scheme that approximates both velocity and height variables by piecewise linear spaces. The split scheme that applies both GP1 and GP0 is stable and shares the dispersion relation of the conventional P1-P0 FE scheme that approximates the velocity by a piecewise linear and the height by a piecewise constant space with corresponding second- and first-order convergence rates. Exhibiting for both velocity and height fields second-order convergence rates, we might consider the split GP1-GP0 scheme though as stable versions of the conventional P1-P1 FE scheme. For the split scheme applying twice GP0, we are not aware of a corresponding conventional formulation to compare with. Though exhibiting larger absolute error values, it shows similar convergence rates as the other split schemes, but does not provide a satisfactory approximation of the dispersion relation as short waves are propagated much to fast. Despite this, the finding of this new scheme illustrates the potential of our discretization framework as a toolbox to find and to study new FE schemes based on new combinations of FE spaces. [1] Bauer, W. [2016], A new hierarchically-structured n-dimensional covariant form of rotating equations of geophysical fluid dynamics, GEM - International Journal on Geomathematics, 7(1), 31-101.

  18. Influence of the random walk finite step on the first-passage probability

    NASA Astrophysics Data System (ADS)

    Klimenkova, Olga; Menshutin, Anton; Shchur, Lev

    2018-01-01

    A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius R in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.

  19. Discrete Pathophysiology is Uncommon in Patients with Nonspecific Arm Pain.

    PubMed

    Kortlever, Joost T P; Janssen, Stein J; Molleman, Jeroen; Hageman, Michiel G J S; Ring, David

    2016-06-01

    Nonspecific symptoms are common in all areas of medicine. Patients and caregivers can be frustrated when an illness cannot be reduced to a discrete pathophysiological process that corresponds with the symptoms. We therefore asked the following questions: 1) Which demographic factors and psychological comorbidities are associated with change from an initial diagnosis of nonspecific arm pain to eventual identification of discrete pathophysiology that corresponds with symptoms? 2) What is the percentage of patients eventually diagnosed with discrete pathophysiology, what are those pathologies, and do they account for the symptoms? We evaluated 634 patients with an isolated diagnosis of nonspecific upper extremity pain to see if discrete pathophysiology was diagnosed on subsequent visits to the same hand surgeon, a different hand surgeon, or any physician within our health system for the same pain. There were too few patients with discrete pathophysiology at follow-up to address the primary study question. Definite discrete pathophysiology that corresponded with the symptoms was identified in subsequent evaluations by the index surgeon in one patient (0.16% of all patients) and cured with surgery (nodular fasciitis). Subsequent doctors identified possible discrete pathophysiology in one patient and speculative pathophysiology in four patients and the index surgeon identified possible discrete pathophysiology in four patients, but the five discrete diagnoses accounted for only a fraction of the symptoms. Nonspecific diagnoses are not harmful. Prospective randomized research is merited to determine if nonspecific, descriptive diagnoses are better for patients than specific diagnoses that imply pathophysiology in the absence of discrete verifiable pathophysiology.

  20. Metastability of Reversible Random Walks in Potential Fields

    NASA Astrophysics Data System (ADS)

    Landim, C.; Misturini, R.; Tsunoda, K.

    2015-09-01

    Let be an open and bounded subset of , and let be a twice continuously differentiable function. Denote by the discretization of , , and denote by the continuous-time, nearest-neighbor, random walk on which jumps from to at rate . We examine in this article the metastable behavior of among the wells of the potential F.

  1. A two-level stochastic collocation method for semilinear elliptic equations with random coefficients

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Chen, Luoping; Zheng, Bin; Lin, Guang

    In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse meshmore » $$\\mathcal{T}_H$$ with a low level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_{P}$$) and solve linearized equations on a fine mesh $$\\mathcal{T}_h$$ using high level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_p$$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $$\\mathcal{T}_h$$ and $$\\mathcal{P}_p$$. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.« less

  2. Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

    NASA Astrophysics Data System (ADS)

    Mahdi Alavi, S. M.; Saif, Mehrdad

    2013-12-01

    This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

  3. Structure of random discrete spacetime

    NASA Technical Reports Server (NTRS)

    Brightwell, Graham; Gregory, Ruth

    1991-01-01

    The usual picture of spacetime consists of a continuous manifold, together with a metric of Lorentzian signature which imposes a causal structure on the spacetime. A model, first suggested by Bombelli et al., is considered in which spacetime consists of a discrete set of points taken at random from a manifold, with only the causal structure on this set remaining. This structure constitutes a partially ordered set (or poset). Working from the poset alone, it is shown how to construct a metric on the space which closely approximates the metric on the original spacetime manifold, how to define the effective dimension of the spacetime, and how such quantities may depend on the scale of measurement. Possible desirable features of the model are discussed.

  4. The structure of random discrete spacetime

    NASA Technical Reports Server (NTRS)

    Brightwell, Graham; Gregory, Ruth

    1990-01-01

    The usual picture of spacetime consists of a continuous manifold, together with a metric of Lorentzian signature which imposes a causal structure on the spacetime. A model, first suggested by Bombelli et al., is considered in which spacetime consists of a discrete set of points taken at random from a manifold, with only the causal structure on this set remaining. This structure constitutes a partially ordered set (or poset). Working from the poset alone, it is shown how to construct a metric on the space which closely approximates the metric on the original spacetime manifold, how to define the effective dimension of the spacetime, and how such quantities may depend on the scale of measurement. Possible desirable features of the model are discussed.

  5. Exactly solvable random graph ensemble with extensively many short cycles

    NASA Astrophysics Data System (ADS)

    Aguirre López, Fabián; Barucca, Paolo; Fekom, Mathilde; Coolen, Anthony C. C.

    2018-02-01

    We introduce and analyse ensembles of 2-regular random graphs with a tuneable distribution of short cycles. The phenomenology of these graphs depends critically on the scaling of the ensembles’ control parameters relative to the number of nodes. A phase diagram is presented, showing a second order phase transition from a connected to a disconnected phase. We study both the canonical formulation, where the size is large but fixed, and the grand canonical formulation, where the size is sampled from a discrete distribution, and show their equivalence in the thermodynamical limit. We also compute analytically the spectral density, which consists of a discrete set of isolated eigenvalues, representing short cycles, and a continuous part, representing cycles of diverging size.

  6. Exact Lyapunov exponent of the harmonic magnon modes of one-dimensional Heisenberg-Mattis spin glasses

    NASA Astrophysics Data System (ADS)

    Sepehrinia, Reza; Niry, M. D.; Bozorg, B.; Tabar, M. Reza Rahimi; Sahimi, Muhammad

    2008-03-01

    A mapping is developed between the linearized equation of motion for the dynamics of the transverse modes at T=0 of the Heisenberg-Mattis model of one-dimensional (1D) spin glasses and the (discretized) random wave equation. The mapping is used to derive an exact expression for the Lyapunov exponent (LE) of the magnon modes of spin glasses and to show that it follows anomalous scaling at low magnon frequencies. In addition, through numerical simulations, the differences between the LE and the density of states of the wave equation in a discrete 1D model of randomly disordered media (those with a finite correlation length) and that of continuous media (with a zero correlation length) are demonstrated and emphasized.

  7. Mean-Potential Law in Evolutionary Games

    NASA Astrophysics Data System (ADS)

    Nałecz-Jawecki, Paweł; Miekisz, Jacek

    2018-01-01

    The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1 /3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

  8. Understanding water column and streambed thermal refugia for endangered mussels in the Delaware River

    USGS Publications Warehouse

    Briggs, Martin A.; Voytek, Emily B.; Day-Lewis, Frederick D.; Rosenberry, Donald O.; Lane, John W.

    2013-01-01

    Groundwater discharge locations along the upper Delaware River, both discrete bank seeps and diffuse streambed upwelling, may create thermal niche environments that benefit the endangered dwarf wedgemussel (Alasmidonta heterodon). We seek to identify whether discrete or diffuse groundwater inflow is the dominant control on refugia. Numerous springs and seeps were identified at all locations where dwarf wedgemussels still can be found. Infrared imagery and custom high spatial resolution fiber-optic distributed temperature sensors reveal complex thermal dynamics at one of the seeps with a relatively stable, cold groundwater plume extending along the streambed/water-column interface during mid-summer. This plume, primarily fed by a discrete bank seep, was shown through analytical and numerical heat-transport modeling to dominate temperature dynamics in the region of potential habitation by the adult dwarf wedgemussel.

  9. Adaptive NN controller design for a class of nonlinear MIMO discrete-time systems.

    PubMed

    Liu, Yan-Jun; Tang, Li; Tong, Shaocheng; Chen, C L Philip

    2015-05-01

    An adaptive neural network tracking control is studied for a class of multiple-input multiple-output (MIMO) nonlinear systems. The studied systems are in discrete-time form and the discretized dead-zone inputs are considered. In addition, the studied MIMO systems are composed of N subsystems, and each subsystem contains unknown functions and external disturbance. Due to the complicated framework of the discrete-time systems, the existence of the dead zone and the noncausal problem in discrete-time, it brings about difficulties for controlling such a class of systems. To overcome the noncausal problem, by defining the coordinate transformations, the studied systems are transformed into a special form, which is suitable for the backstepping design. The radial basis functions NNs are utilized to approximate the unknown functions of the systems. The adaptation laws and the controllers are designed based on the transformed systems. By using the Lyapunov method, it is proved that the closed-loop system is stable in the sense that the semiglobally uniformly ultimately bounded of all the signals and the tracking errors converge to a bounded compact set. The simulation examples and the comparisons with previous approaches are provided to illustrate the effectiveness of the proposed control algorithm.

  10. Matter-wave solitons supported by quadrupole-quadrupole interactions and anisotropic discrete lattices

    NASA Astrophysics Data System (ADS)

    Zhong, Rong-Xuan; Huang, Nan; Li, Huang-Wu; He, He-Xiang; Lü, Jian-Tao; Huang, Chun-Qing; Chen, Zhao-Pin

    2018-04-01

    We numerically and analytically investigate the formations and features of two-dimensional discrete Bose-Einstein condensate solitons, which are constructed by quadrupole-quadrupole interactional particles trapped in the tunable anisotropic discrete optical lattices. The square optical lattices in the model can be formed by two pairs of interfering plane waves with different intensities. Two hopping rates of the particles in the orthogonal directions are different, which gives rise to a linear anisotropic system. We find that if all of the pairs of dipole and anti-dipole are perpendicular to the lattice panel and the line connecting the dipole and anti-dipole which compose the quadrupole is parallel to horizontal direction, both the linear anisotropy and the nonlocal nonlinear one can strongly influence the formations of the solitons. There exist three patterns of stable solitons, namely horizontal elongation quasi-one-dimensional discrete solitons, disk-shape isotropic pattern solitons and vertical elongation quasi-continuous solitons. We systematically demonstrate the relationships of chemical potential, size and shape of the soliton with its total norm and vertical hopping rate and analytically reveal the linear dispersion relation for quasi-one-dimensional discrete solitons.

  11. Study on the algorithm of computational ghost imaging based on discrete fourier transform measurement matrix

    NASA Astrophysics Data System (ADS)

    Zhang, Leihong; Liang, Dong; Li, Bei; Kang, Yi; Pan, Zilan; Zhang, Dawei; Gao, Xiumin; Ma, Xiuhua

    2016-07-01

    On the basis of analyzing the cosine light field with determined analytic expression and the pseudo-inverse method, the object is illuminated by a presetting light field with a determined discrete Fourier transform measurement matrix, and the object image is reconstructed by the pseudo-inverse method. The analytic expression of the algorithm of computational ghost imaging based on discrete Fourier transform measurement matrix is deduced theoretically, and compared with the algorithm of compressive computational ghost imaging based on random measurement matrix. The reconstruction process and the reconstruction error are analyzed. On this basis, the simulation is done to verify the theoretical analysis. When the sampling measurement number is similar to the number of object pixel, the rank of discrete Fourier transform matrix is the same as the one of the random measurement matrix, the PSNR of the reconstruction image of FGI algorithm and PGI algorithm are similar, the reconstruction error of the traditional CGI algorithm is lower than that of reconstruction image based on FGI algorithm and PGI algorithm. As the decreasing of the number of sampling measurement, the PSNR of reconstruction image based on FGI algorithm decreases slowly, and the PSNR of reconstruction image based on PGI algorithm and CGI algorithm decreases sharply. The reconstruction time of FGI algorithm is lower than that of other algorithms and is not affected by the number of sampling measurement. The FGI algorithm can effectively filter out the random white noise through a low-pass filter and realize the reconstruction denoising which has a higher denoising capability than that of the CGI algorithm. The FGI algorithm can improve the reconstruction accuracy and the reconstruction speed of computational ghost imaging.

  12. A Bayesian hierarchical model for discrete choice data in health care.

    PubMed

    Antonio, Anna Liza M; Weiss, Robert E; Saigal, Christopher S; Dahan, Ely; Crespi, Catherine M

    2017-01-01

    In discrete choice experiments, patients are presented with sets of health states described by various attributes and asked to make choices from among them. Discrete choice experiments allow health care researchers to study the preferences of individual patients by eliciting trade-offs between different aspects of health-related quality of life. However, many discrete choice experiments yield data with incomplete ranking information and sparsity due to the limited number of choice sets presented to each patient, making it challenging to estimate patient preferences. Moreover, methods to identify outliers in discrete choice data are lacking. We develop a Bayesian hierarchical random effects rank-ordered multinomial logit model for discrete choice data. Missing ranks are accounted for by marginalizing over all possible permutations of unranked alternatives to estimate individual patient preferences, which are modeled as a function of patient covariates. We provide a Bayesian version of relative attribute importance, and adapt the use of the conditional predictive ordinate to identify outlying choice sets and outlying individuals with unusual preferences compared to the population. The model is applied to data from a study using a discrete choice experiment to estimate individual patient preferences for health states related to prostate cancer treatment.

  13. Linearly first- and second-order, unconditionally energy stable schemes for the phase field crystal model

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Yang, Xiaofeng, E-mail: xfyang@math.sc.edu; Han, Daozhi, E-mail: djhan@iu.edu

    2017-02-01

    In this paper, we develop a series of linear, unconditionally energy stable numerical schemes for solving the classical phase field crystal model. The temporal discretizations are based on the first order Euler method, the second order backward differentiation formulas (BDF2) and the second order Crank–Nicolson method, respectively. The schemes lead to linear elliptic equations to be solved at each time step, and the induced linear systems are symmetric positive definite. We prove that all three schemes are unconditionally energy stable rigorously. Various classical numerical experiments in 2D and 3D are performed to validate the accuracy and efficiency of the proposedmore » schemes.« less

  14. Stability of transition waves and positive entire solutions of Fisher-KPP equations with time and space dependence

    NASA Astrophysics Data System (ADS)

    Shen, Wenxian

    2017-09-01

    This paper is concerned with the stability of transition waves and strictly positive entire solutions of random and nonlocal dispersal evolution equations of Fisher-KPP type with general time and space dependence, including time and space periodic or almost periodic dependence as special cases. We first show the existence, uniqueness, and stability of strictly positive entire solutions of such equations. Next, we show the stability of uniformly continuous transition waves connecting the unique strictly positive entire solution and the trivial solution zero and satisfying certain decay property at the end close to the trivial solution zero (if it exists). The existence of transition waves has been studied in Liang and Zhao (2010 J. Funct. Anal. 259 857-903), Nadin (2009 J. Math. Pures Appl. 92 232-62), Nolen et al (2005 Dyn. PDE 2 1-24), Nolen and Xin (2005 Discrete Contin. Dyn. Syst. 13 1217-34) and Weinberger (2002 J. Math. Biol. 45 511-48) for random dispersal Fisher-KPP equations with time and space periodic dependence, in Nadin and Rossi (2012 J. Math. Pures Appl. 98 633-53), Nadin and Rossi (2015 Anal. PDE 8 1351-77), Nadin and Rossi (2017 Arch. Ration. Mech. Anal. 223 1239-67), Shen (2010 Trans. Am. Math. Soc. 362 5125-68), Shen (2011 J. Dynam. Differ. Equ. 23 1-44), Shen (2011 J. Appl. Anal. Comput. 1 69-93), Tao et al (2014 Nonlinearity 27 2409-16) and Zlatoš (2012 J. Math. Pures Appl. 98 89-102) for random dispersal Fisher-KPP equations with quite general time and/or space dependence, and in Coville et al (2013 Ann. Inst. Henri Poincare 30 179-223), Rawal et al (2015 Discrete Contin. Dyn. Syst. 35 1609-40) and Shen and Zhang (2012 Comm. Appl. Nonlinear Anal. 19 73-101) for nonlocal dispersal Fisher-KPP equations with time and/or space periodic dependence. The stability result established in this paper implies that the transition waves obtained in many of the above mentioned papers are asymptotically stable for well-fitted perturbation. Up to the author’s knowledge, it is the first time that the stability of transition waves of Fisher-KPP equations with general time and space dependence is studied.

  15. The application of thermally induced multistable composites to morphing aircraft structures

    NASA Astrophysics Data System (ADS)

    Mattioni, Filippo; Weaver, Paul M.; Potter, Kevin D.; Friswell, Michael I.

    2008-03-01

    One approach to morphing aircraft is to use bistable or multistable structures that have two or more stable equilibrium configurations to define a discrete set of shapes for the morphing structure. Moving between these stable states may be achieved using an actuation system or by aerodynamic loads. This paper considers three concepts for morphing aircraft based on multistable structures, namely a variable sweep wing, bistable blended winglets and a variable camber trailing edge. The philosophy behind these concepts is outlined, and simulated and experimental results are given.

  16. Stabilization and robustness of non-linear unity-feedback system - Factorization approach

    NASA Technical Reports Server (NTRS)

    Desoer, C. A.; Kabuli, M. G.

    1988-01-01

    The paper is a self-contained discussion of a right factorization approach in the stability analysis of the nonlinear continuous-time or discrete-time, time-invariant or time-varying, well-posed unity-feedback system S1(P, C). It is shown that a well-posed stable feedback system S1(P, C) implies that P and C have right factorizations. In the case where C is stable, P has a normalized right-coprime factorization. The factorization approach is used in stabilization and simultaneous stabilization results.

  17. Localization on Quantum Graphs with Random Vertex Couplings

    NASA Astrophysics Data System (ADS)

    Klopp, Frédéric; Pankrashkin, Konstantin

    2008-05-01

    We consider Schrödinger operators on a class of periodic quantum graphs with randomly distributed Kirchhoff coupling constants at all vertices. We obtain necessary conditions for localization on quantum graphs in terms of finite volume criteria for some energy-dependent discrete Hamiltonians. These conditions hold in the strong disorder limit and at the spectral edges.

  18. Coherent random lasing controlled by Brownian motion of the active scatterer

    NASA Astrophysics Data System (ADS)

    Liang, Shuofeng; Yin, Leicheng; Zhang, ZhenZhen; Xia, Jiangying; Xie, Kang; Zou, Gang; Hu, Zhijia; Zhang, Qijin

    2018-05-01

    The stability of the scattering loop is fundamental for coherent random lasing in a dynamic scattering system. In this work, fluorescence of DPP (N, N-di [3-(isobutyl polyhedral oligomeric silsesquioxanes) propyl] perylene diimide) is scattered to produce RL and we realize the transition from incoherent RL to coherent RL by controlling the Brownian motion of the scatterers (dimer aggregates of DPP) and the stability of scattering loop. To produce coherent random lasers, the loop needs to maintain a stable state within the loop-stable time, which can be determined through controlled Brownian motion of scatterers in the scattering system. The result shows that the loop-stable time is within 5.83 × 10‑5 s to 1.61 × 10‑4 s based on the transition from coherent to incoherent random lasing. The time range could be tuned by finely controlling the viscosity of the solution. This work not only develops a method to predict the loop-stable time, but also develops the study between Brownian motion and random lasers, which opens the road to a variety of novel interdisciplinary investigations involving modern statistical mechanics and disordered photonics.

  19. Variational approach to probabilistic finite elements

    NASA Technical Reports Server (NTRS)

    Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

    1991-01-01

    Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

  20. Variational approach to probabilistic finite elements

    NASA Astrophysics Data System (ADS)

    Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

    1991-08-01

    Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

  1. Variational approach to probabilistic finite elements

    NASA Technical Reports Server (NTRS)

    Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

    1987-01-01

    Probabilistic finite element method (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties, and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

  2. Macroscopic damping model for structural dynamics with random polycrystalline configurations

    NASA Astrophysics Data System (ADS)

    Yang, Yantao; Cui, Junzhi; Yu, Yifan; Xiang, Meizhen

    2018-06-01

    In this paper the macroscopic damping model for dynamical behavior of the structures with random polycrystalline configurations at micro-nano scales is established. First, the global motion equation of a crystal is decomposed into a set of motion equations with independent single degree of freedom (SDOF) along normal discrete modes, and then damping behavior is introduced into each SDOF motion. Through the interpolation of discrete modes, the continuous representation of damping effects for the crystal is obtained. Second, from energy conservation law the expression of the damping coefficient is derived, and the approximate formula of damping coefficient is given. Next, the continuous damping coefficient for polycrystalline cluster is expressed, the continuous dynamical equation with damping term is obtained, and then the concrete damping coefficients for a polycrystalline Cu sample are shown. Finally, by using statistical two-scale homogenization method, the macroscopic homogenized dynamical equation containing damping term for the structures with random polycrystalline configurations at micro-nano scales is set up.

  3. Increased calcium absorption from synthetic stable amorphous calcium carbonate: Double-blind randomized crossover clinical trial in post-menopausal women

    USDA-ARS?s Scientific Manuscript database

    Calcium supplementation is a widely recognized strategy for achieving adequate calcium intake. We designed this blinded, randomized, crossover interventional trial to compare the bioavailability of a new stable synthetic amorphous calcium carbonate (ACC) with that of crystalline calcium carbonate (C...

  4. Vertical discretization with finite elements for a global hydrostatic model on the cubed sphere

    NASA Astrophysics Data System (ADS)

    Yi, Tae-Hyeong; Park, Ja-Rin

    2017-06-01

    A formulation of Galerkin finite element with basis-spline functions on a hybrid sigma-pressure coordinate is presented to discretize the vertical terms of global Eulerian hydrostatic equations employed in a numerical weather prediction system, which is horizontally discretized with high-order spectral elements on a cubed sphere grid. This replaces the vertical discretization of conventional central finite difference that is first-order accurate in non-uniform grids and causes numerical instability in advection-dominant flows. Therefore, a model remains in the framework of Galerkin finite elements for both the horizontal and vertical spatial terms. The basis-spline functions, obtained from the de-Boor algorithm, are employed to derive both the vertical derivative and integral operators, since Eulerian advection terms are involved. These operators are used to discretize the vertical terms of the prognostic and diagnostic equations. To verify the vertical discretization schemes and compare their performance, various two- and three-dimensional idealized cases and a hindcast case with full physics are performed in terms of accuracy and stability. It was shown that the vertical finite element with the cubic basis-spline function is more accurate and stable than that of the vertical finite difference, as indicated by faster residual convergence, fewer statistical errors, and reduction in computational mode. This leads to the general conclusion that the overall performance of a global hydrostatic model might be significantly improved with the vertical finite element.

  5. Design and validation of a dynamic discrete event stochastic simulation model of mastitis control in dairy herds.

    PubMed

    Allore, H G; Schruben, L W; Erb, H N; Oltenacu, P A

    1998-03-01

    A dynamic stochastic simulation model for discrete events, SIMMAST, was developed to simulate the effect of mastitis on the composition of the bulk tank milk of dairy herds. Intramammary infections caused by Streptococcus agalactiae, Streptococcus spp. other than Strep. agalactiae, Staphylococcus aureus, and coagulase-negative staphylococci were modeled as were the milk, fat, and protein test day solutions for individual cows, which accounted for the fixed effects of days in milk, age at calving, season of calving, somatic cell count (SCC), and random effects of test day, cow yield differences from herdmates, and autocorrelated errors. Probabilities for the transitions among various states of udder health (uninfected or subclinically or clinically infected) were calculated to account for exposure, heifer infection, spontaneous recovery, lactation cure, infection or cure during the dry period, month of lactation, parity, within-herd yields, and the number of quarters with clinical intramammary infection in the previous and current lactations. The stochastic simulation model was constructed using estimates from the literature and also using data from 164 herds enrolled with Quality Milk Promotion Services that each had bulk tank SCC between 500,000 and 750,000/ml. Model parameters and outputs were validated against a separate data file of 69 herds from the Northeast Dairy Herd Improvement Association, each with a bulk tank SCC that was > or = 500,000/ml. Sensitivity analysis was performed on all input parameters for control herds. Using the validated stochastic simulation model, the control herds had a stable time average bulk tank SCC between 500,000 and 750,000/ml.

  6. Development of gradient descent adaptive algorithms to remove common mode artifact for improvement of cardiovascular signal quality.

    PubMed

    Ciaccio, Edward J; Micheli-Tzanakou, Evangelia

    2007-07-01

    Common-mode noise degrades cardiovascular signal quality and diminishes measurement accuracy. Filtering to remove noise components in the frequency domain often distorts the signal. Two adaptive noise canceling (ANC) algorithms were tested to adjust weighted reference signals for optimal subtraction from a primary signal. Update of weight w was based upon the gradient term of the steepest descent equation: [see text], where the error epsilon is the difference between primary and weighted reference signals. nabla was estimated from Deltaepsilon(2) and Deltaw without using a variable Deltaw in the denominator which can cause instability. The Parallel Comparison (PC) algorithm computed Deltaepsilon(2) using fixed finite differences +/- Deltaw in parallel during each discrete time k. The ALOPEX algorithm computed Deltaepsilon(2)x Deltaw from time k to k + 1 to estimate nabla, with a random number added to account for Deltaepsilon(2) . Deltaw--> 0 near the optimal weighting. Using simulated data, both algorithms stably converged to the optimal weighting within 50-2000 discrete sample points k even with a SNR = 1:8 and weights which were initialized far from the optimal. Using a sharply pulsatile cardiac electrogram signal with added noise so that the SNR = 1:5, both algorithms exhibited stable convergence within 100 ms (100 sample points). Fourier spectral analysis revealed minimal distortion when comparing the signal without added noise to the ANC restored signal. ANC algorithms based upon difference calculations can rapidly and stably converge to the optimal weighting in simulated and real cardiovascular data. Signal quality is restored with minimal distortion, increasing the accuracy of biophysical measurement.

  7. Non-equilibrium Green's functions study of discrete dopants variability on an ultra-scaled FinFET

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Valin, R., E-mail: r.valinferreiro@swansea.ac.uk; Martinez, A., E-mail: a.e.Martinez@swansea.ac.uk; Barker, J. R., E-mail: john.barker@glasgow.ac.uk

    In this paper, we study the effect of random discrete dopants on the performance of a 6.6 nm channel length silicon FinFET. The discrete dopants have been distributed randomly in the source/drain region of the device. Due to the small dimensions of the FinFET, a quantum transport formalism based on the non-equilibrium Green's functions has been deployed. The transfer characteristics for several devices that differ in location and number of dopants have been calculated. Our results demonstrate that discrete dopants modify the effective channel length and the height of the source/drain barrier, consequently changing the channel control of the charge. Thismore » effect becomes more significant at high drain bias. As a consequence, there is a strong effect on the variability of the on-current, off-current, sub-threshold slope, and threshold voltage. Finally, we have also calculated the mean and standard deviation of these parameters to quantify their variability. The obtained results show that the variability at high drain bias is 1.75 larger than at low drain bias. However, the variability of the on-current, off-current, and sub-threshold slope remains independent of the drain bias. In addition, we have found that a large source to drain current by tunnelling current occurs at low gate bias.« less

  8. Development and Application of Agglomerated Multigrid Methods for Complex Geometries

    NASA Technical Reports Server (NTRS)

    Nishikawa, Hiroaki; Diskin, Boris; Thomas, James L.

    2010-01-01

    We report progress in the development of agglomerated multigrid techniques for fully un- structured grids in three dimensions, building upon two previous studies focused on efficiently solving a model diffusion equation. We demonstrate a robust fully-coarsened agglomerated multigrid technique for 3D complex geometries, incorporating the following key developments: consistent and stable coarse-grid discretizations, a hierarchical agglomeration scheme, and line-agglomeration/relaxation using prismatic-cell discretizations in the highly-stretched grid regions. A signi cant speed-up in computer time is demonstrated for a model diffusion problem, the Euler equations, and the Reynolds-averaged Navier-Stokes equations for 3D realistic complex geometries.

  9. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

    PubMed Central

    Müller, Eike H.; Scheichl, Rob; Shardlow, Tony

    2015-01-01

    This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075

  10. Effect of Single-Electron Interface Trapping in Decanano MOSFETs: A 3D Atomistic Simulation Study

    NASA Technical Reports Server (NTRS)

    Asenov, Asen; Balasubramaniam, R.; Brown, A. R.; Davies, J. H.

    2000-01-01

    We study the effect of trapping/detrapping of a single-electron in interface states in the channel of n-type MOSFETs with decanano dimensions using 3D atomistic simulation techniques. In order to highlight the basic dependencies, the simulations are carried out initially assuming continuous doping charge, and discrete localized charge only for the trapped electron. The dependence of the random telegraph signal (RTS) amplitudes on the device dimensions and on the position of the trapped charge in the channel are studied in detail. Later, in full-scale, atomistic simulations assuming discrete charge for both randomly placed dopants and the trapped electron, we highlight the importance of current percolation and of traps with strategic position where the trapped electron blocks a dominant current path.

  11. Scattering of electromagnetic waves from a half-space of randomly distributed discrete scatterers and polarized backscattering ratio law

    NASA Technical Reports Server (NTRS)

    Zhu, P. Y.

    1991-01-01

    The effective-medium approximation is applied to investigate scattering from a half-space of randomly and densely distributed discrete scatterers. Starting from vector wave equations, an approximation, called effective-medium Born approximation, a particular way, treating Green's functions, and special coordinates, of which the origin is set at the field point, are used to calculate the bistatic- and back-scatterings. An analytic solution of backscattering with closed form is obtained and it shows a depolarization effect. The theoretical results are in good agreement with the experimental measurements in the cases of snow, multi- and first-year sea-ice. The root product ratio of polarization to depolarization in backscattering is equal to 8; this result constitutes a law about polarized scattering phenomena in the nature.

  12. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

    PubMed

    Müller, Eike H; Scheichl, Rob; Shardlow, Tony

    2015-04-08

    This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

  13. Mean-Potential Law in Evolutionary Games.

    PubMed

    Nałęcz-Jawecki, Paweł; Miękisz, Jacek

    2018-01-12

    The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1/3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

  14. Skeletonization and Partitioning of Digital Images Using Discrete Morse Theory.

    PubMed

    Delgado-Friedrichs, Olaf; Robins, Vanessa; Sheppard, Adrian

    2015-03-01

    We show how discrete Morse theory provides a rigorous and unifying foundation for defining skeletons and partitions of grayscale digital images. We model a grayscale image as a cubical complex with a real-valued function defined on its vertices (the voxel values). This function is extended to a discrete gradient vector field using the algorithm presented in Robins, Wood, Sheppard TPAMI 33:1646 (2011). In the current paper we define basins (the building blocks of a partition) and segments of the skeleton using the stable and unstable sets associated with critical cells. The natural connection between Morse theory and homology allows us to prove the topological validity of these constructions; for example, that the skeleton is homotopic to the initial object. We simplify the basins and skeletons via Morse-theoretic cancellation of critical cells in the discrete gradient vector field using a strategy informed by persistent homology. Simple working Python code for our algorithms for efficient vector field traversal is included. Example data are taken from micro-CT images of porous materials, an application area where accurate topological models of pore connectivity are vital for fluid-flow modelling.

  15. Discrete restricted four-body problem: Existence of proof of equilibria and reproducibility of periodic orbits

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Minesaki, Yukitaka

    2015-01-01

    We propose the discrete-time restricted four-body problem (d-R4BP), which approximates the orbits of the restricted four-body problem (R4BP). The d-R4BP is given as a special case of the discrete-time chain regularization of the general N-body problem published in Minesaki. Moreover, we analytically prove that the d-R4BP yields the correct orbits corresponding to the elliptic relative equilibrium solutions of the R4BP when the three primaries form an equilateral triangle at any time. Such orbits include the orbit of a relative equilibrium solution already discovered by Baltagiannis and Papadakis. Until the proof in this work, there has been no discrete analog thatmore » preserves the orbits of elliptic relative equilibrium solutions in the R4BP. For a long time interval, the d-R4BP can precisely compute some stable periodic orbits in the Sun–Jupiter–Trojan asteroid–spacecraft system that cannot necessarily be reproduced by other generic integrators.« less

  16. Exploration properties of biased evanescent random walkers on a one-dimensional lattice

    NASA Astrophysics Data System (ADS)

    Esguerra, Jose Perico; Reyes, Jelian

    2017-08-01

    We investigate the combined effects of bias and evanescence on the characteristics of random walks on a one-dimensional lattice. We calculate the time-dependent return probability, eventual return probability, conditional mean return time, and the time-dependent mean number of visited sites of biased immortal and evanescent discrete-time random walkers on a one-dimensional lattice. We then extend the calculations to the case of a continuous-time step-coupled biased evanescent random walk on a one-dimensional lattice with an exponential waiting time distribution.

  17. Singular unlocking transition in the Winfree model of coupled oscillators.

    PubMed

    Quinn, D Dane; Rand, Richard H; Strogatz, Steven H

    2007-03-01

    The Winfree model consists of a population of globally coupled phase oscillators with randomly distributed natural frequencies. As the coupling strength and the spread of natural frequencies are varied, the various stable states of the model can undergo bifurcations, nearly all of which have been characterized previously. The one exception is the unlocking transition, in which the frequency-locked state disappears abruptly as the spread of natural frequencies exceeds a critical width. Viewed as a function of the coupling strength, this critical width defines a bifurcation curve in parameter space. For the special case where the frequency distribution is uniform, earlier work had uncovered a puzzling singularity in this bifurcation curve. Here we seek to understand what causes the singularity. Using the Poincaré-Lindstedt method of perturbation theory, we analyze the locked state and its associated unlocking transition, first for an arbitrary distribution of natural frequencies, and then for discrete systems of N oscillators. We confirm that the bifurcation curve becomes singular for a continuum uniform distribution, yet find that it remains well behaved for any finite N , suggesting that the continuum limit is responsible for the singularity.

  18. Classification of topological insulators and superconductors in three spatial dimensions

    NASA Astrophysics Data System (ADS)

    Ryu, Shinsei; Schnyder, Andreas; Furusaki, Akira; Ludwig, Andreas

    2009-03-01

    We systematically study topological phases of insulators and superconductors (or superfluids) in 3D. We find that there exist 3D topologically non-trivial insulators or superconductors in five out of ten symmetry classes introduced in seminal work by Altland and Zirnbauer within the context of random matrix theory, more than a decade ago. One of these is the recently introduced Z2 topological insulator in the symplectic (or spin-orbit) symmetry class. We show there exist precisely four more topological insulators. For these systems, all of which are time-reversal invariant in 3D, the space of insulating ground states satisfying certain discrete symmetry properties is partitioned into topological sectors that are separated by quantum phase transitions. Three of the above five topologically non-trivial phases can be realized as time-reversal invariant superconductors, and in these the different topological sectors are characterized by an integer winding number defined in momentum space. When such 3D topological insulators are terminated by a 2D surface, they support stable surface Dirac (Majorana) fermion modes.

  19. Compartmentalized self-replication: a novel method for the directed evolution of polymerases and other enzymes.

    PubMed

    Ghadessy, Farid J; Holliger, Philipp

    2007-01-01

    Compartmentalized self-replication (CSR) is a novel method for the directed evolution of enzymes and, in particular, polymerases. In its simplest form, CSR consists of a simple feedback loop involving a polymerase that replicates only its own encoding gene (self-replication). Self-replication occurs in discrete, spatially separate, noncommunicating compartments formed by a heat-stable water-in-oil emulsion. Compartmentalization ensures the linkage of phenotype and genotype (i.e., it ensures that each polymerase replicates only its own encoding gene to the exclusion of those in the other compartments). As a result, adaptive gains by the polymerase directly (and proportionally) translate into genetic amplification of the encoding polymerase gene. CSR has proven to be a useful strategy for the directed evolution of polymerases directly from diverse repertoires of polymerase genes. In this chapter, we describe some of the CSR protocols used successfully to evolve variants of T. aquaticus Pol I (Taq) polymerase with novel and useful properties, such as increased thermostability or resistance to the potent inhibitor, heparin, from a repertoire of randomly mutated Taq polymerase genes.

  20. Chaotic and stable perturbed maps: 2-cycles and spatial models

    NASA Astrophysics Data System (ADS)

    Braverman, E.; Haroutunian, J.

    2010-06-01

    As the growth rate parameter increases in the Ricker, logistic and some other maps, the models exhibit an irreversible period doubling route to chaos. If a constant positive perturbation is introduced, then the Ricker model (but not the classical logistic map) experiences period doubling reversals; the break of chaos finally gives birth to a stable two-cycle. We outline the maps which demonstrate a similar behavior and also study relevant discrete spatial models where the value in each cell at the next step is defined only by the values at the cell and its nearest neighbors. The stable 2-cycle in a scalar map does not necessarily imply 2-cyclic-type behavior in each cell for the spatial generalization of the map.

  1. Continuous analog of multiplicative algebraic reconstruction technique for computed tomography

    NASA Astrophysics Data System (ADS)

    Tateishi, Kiyoko; Yamaguchi, Yusaku; Abou Al-Ola, Omar M.; Kojima, Takeshi; Yoshinaga, Tetsuya

    2016-03-01

    We propose a hybrid dynamical system as a continuous analog to the block-iterative multiplicative algebraic reconstruction technique (BI-MART), which is a well-known iterative image reconstruction algorithm for computed tomography. The hybrid system is described by a switched nonlinear system with a piecewise smooth vector field or differential equation and, for consistent inverse problems, the convergence of non-negatively constrained solutions to a globally stable equilibrium is guaranteed by the Lyapunov theorem. Namely, we can prove theoretically that a weighted Kullback-Leibler divergence measure can be a common Lyapunov function for the switched system. We show that discretizing the differential equation by using the first-order approximation (Euler's method) based on the geometric multiplicative calculus leads to the same iterative formula of the BI-MART with the scaling parameter as a time-step of numerical discretization. The present paper is the first to reveal that a kind of iterative image reconstruction algorithm is constructed by the discretization of a continuous-time dynamical system for solving tomographic inverse problems. Iterative algorithms with not only the Euler method but also the Runge-Kutta methods of lower-orders applied for discretizing the continuous-time system can be used for image reconstruction. A numerical example showing the characteristics of the discretized iterative methods is presented.

  2. Discrete virus infection model of hepatitis B virus.

    PubMed

    Zhang, Pengfei; Min, Lequan; Pian, Jianwei

    2015-01-01

    In 1996 Nowak and his colleagues proposed a differential equation virus infection model, which has been widely applied in the study for the dynamics of hepatitis B virus (HBV) infection. Biological dynamics may be described more practically by discrete events rather than continuous ones. Using discrete systems to describe biological dynamics should be reasonable. Based on one revised Nowak et al's virus infection model, this study introduces a discrete virus infection model (DVIM). Two equilibriums of this model, E1 and E2, represents infection free and infection persistent, respectively. Similar to the case of the basic virus infection model, this study deduces a basic virus reproductive number R0 independing on the number of total cells of an infected target organ. A proposed theorem proves that if the basic virus reproductive number R0<1 then the virus free equilibrium E1 is locally stable. The DVIM is more reasonable than an abstract discrete susceptible-infected-recovered model (SIRS) whose basic virus reproductive number R0 is relevant to the number of total cells of the infected target organ. As an application, this study models the clinic HBV DNA data of a patient who was accepted via anti-HBV infection therapy with drug lamivudine. The results show that the numerical simulation is good in agreement with the clinic data.

  3. Discrete symmetries in Heterotic/F-theory duality and mirror symmetry

    DOE PAGES

    Cvetič, Mirjam; Grassi, Antonella; Poretschkin, Maximilian

    2017-06-30

    We study aspects of Heterotic/F-theory duality for compacti cations with Abelian discrete gauge symmetries. We consider F-theory compacti cations on genus-one bered Calabi-Yau manifolds with n-sections, associated with the Tate-Shafarevich group Z n. Such models are obtained by studying rst a speci c toric set-up whose associated Heterotic vector bundle has structure group Z n. By employing a conjectured Heterotic/Ftheory mirror symmetry we construct dual geometries of these original toric models, where in the stable degeneration limit we obtain a discrete gauge symmetry of order two and three, for compacti cations to six dimensions. We provide explicit constructions of mirrorpairsmore » for symmetric examples with Z 2 and Z 3, in six dimensions. The Heterotic models with symmetric discrete symmetries are related in eld theory to a Higgsing of Heterotic models with two symmetric abelian U(1) gauge factors, where due to the Stuckelberg mechanism only a diagonal U(1) factor remains massless, and thus after Higgsing only a diagonal discrete symmetry of order n is present in the Heterotic models and detected via Heterotic/F-theory duality. These constructions also provide further evidence for the conjectured mirror symmetry in Heterotic/F-theory at the level of brations with torsional sections and those with multi-sections.« less

  4. Discrete symmetries in Heterotic/F-theory duality and mirror symmetry

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Cvetič, Mirjam; Grassi, Antonella; Poretschkin, Maximilian

    We study aspects of Heterotic/F-theory duality for compacti cations with Abelian discrete gauge symmetries. We consider F-theory compacti cations on genus-one bered Calabi-Yau manifolds with n-sections, associated with the Tate-Shafarevich group Z n. Such models are obtained by studying rst a speci c toric set-up whose associated Heterotic vector bundle has structure group Z n. By employing a conjectured Heterotic/Ftheory mirror symmetry we construct dual geometries of these original toric models, where in the stable degeneration limit we obtain a discrete gauge symmetry of order two and three, for compacti cations to six dimensions. We provide explicit constructions of mirrorpairsmore » for symmetric examples with Z 2 and Z 3, in six dimensions. The Heterotic models with symmetric discrete symmetries are related in eld theory to a Higgsing of Heterotic models with two symmetric abelian U(1) gauge factors, where due to the Stuckelberg mechanism only a diagonal U(1) factor remains massless, and thus after Higgsing only a diagonal discrete symmetry of order n is present in the Heterotic models and detected via Heterotic/F-theory duality. These constructions also provide further evidence for the conjectured mirror symmetry in Heterotic/F-theory at the level of brations with torsional sections and those with multi-sections.« less

  5. A pseudospectra-based approach to non-normal stability of embedded boundary methods

    NASA Astrophysics Data System (ADS)

    Rapaka, Narsimha; Samtaney, Ravi

    2017-11-01

    We present non-normal linear stability of embedded boundary (EB) methods employing pseudospectra and resolvent norms. Stability of the discrete linear wave equation is characterized in terms of the normalized distance of the EB to the nearest ghost node (α) in one and two dimensions. An important objective is that the CFL condition based on the Cartesian grid spacing remains unaffected by the EB. We consider various discretization methods including both central and upwind-biased schemes. Stability is guaranteed when α <=αmax ranges between 0.5 and 0.77 depending on the discretization scheme. Also, the stability characteristics remain the same in both one and two dimensions. Sharper limits on the sufficient conditions for stability are obtained based on the pseudospectral radius (the Kreiss constant) than the restrictive limits based on the usual singular value decomposition analysis. We present a simple and robust reclassification scheme for the ghost cells (``hybrid ghost cells'') to ensure Lax stability of the discrete systems. This has been tested successfully for both low and high order discretization schemes with transient growth of at most O (1). Moreover, we present a stable, fourth order EB reconstruction scheme. Supported by the KAUST Office of Competitive Research Funds under Award No. URF/1/1394-01.

  6. The Semigeostrophic Equations Discretized in Reference and Dual Variables

    NASA Astrophysics Data System (ADS)

    Cullen, Mike; Gangbo, Wilfrid; Pisante, Giovanni

    2007-08-01

    We study the evolution of a system of n particles {\\{(x_i, v_i)\\}_{i=1}n} in {mathbb{R}^{2d}} . That system is a conservative system with a Hamiltonian of the form {H[μ]=W22(μ, νn)} , where W 2 is the Wasserstein distance and μ is a discrete measure concentrated on the set {\\{(x_i, v_i)\\}_{i=1}n} . Typically, μ(0) is a discrete measure approximating an initial L ∞ density and can be chosen randomly. When d = 1, our results prove convergence of the discrete system to a variant of the semigeostrophic equations. We obtain that the limiting densities are absolutely continuous with respect to the Lebesgue measure. When {\\{ν^n\\}_{n=1}^infty} converges to a measure concentrated on a special d-dimensional set, we obtain the Vlasov-Monge-Ampère (VMA) system. When, d = 1 the VMA system coincides with the standard Vlasov-Poisson system.

  7. Mum, why do you keep on growing? Impacts of environmental variability on optimal growth and reproduction allocation strategies of annual plants.

    PubMed

    De Lara, Michel

    2006-05-01

    In their 1990 paper Optimal reproductive efforts and the timing of reproduction of annual plants in randomly varying environments, Amir and Cohen considered stochastic environments consisting of i.i.d. sequences in an optimal allocation discrete-time model. We suppose here that the sequence of environmental factors is more generally described by a Markov chain. Moreover, we discuss the connection between the time interval of the discrete-time dynamic model and the ability of the plant to rebuild completely its vegetative body (from reserves). We formulate a stochastic optimization problem covering the so-called linear and logarithmic fitness (corresponding to variation within and between years), which yields optimal strategies. For "linear maximizers'', we analyse how optimal strategies depend upon the environmental variability type: constant, random stationary, random i.i.d., random monotonous. We provide general patterns in terms of targets and thresholds, including both determinate and indeterminate growth. We also provide a partial result on the comparison between ;"linear maximizers'' and "log maximizers''. Numerical simulations are provided, allowing to give a hint at the effect of different mathematical assumptions.

  8. Modeling and statistical analysis of non-Gaussian random fields with heavy-tailed distributions.

    PubMed

    Nezhadhaghighi, Mohsen Ghasemi; Nakhlband, Abbas

    2017-04-01

    In this paper, we investigate and develop an alternative approach to the numerical analysis and characterization of random fluctuations with the heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare fluctuations. We identify the heavy-tailed random fluctuations based on the scaling properties of the tail exponent of the PDF, power-law growth of qth order correlation function, and the self-similar properties of the contour lines in two-dimensional random fields. Moreover, this work leads to a substitution for the fractional Edwards-Wilkinson (EW) equation that works in the presence of μ-stable Lévy noise. Our proposed model explains the configuration dynamics of the systems with heavy-tailed correlated random fluctuations. We also present an alternative solution to the fractional EW equation in the presence of μ-stable Lévy noise in the steady state, which is implemented numerically, using the μ-stable fractional Lévy motion. Based on the analysis of the self-similar properties of contour loops, we numerically show that the scaling properties of contour loop ensembles can qualitatively and quantitatively distinguish non-Gaussian random fields from Gaussian random fluctuations.

  9. An embedded mesh method using piecewise constant multipliers with stabilization: mathematical and numerical aspects

    DOE PAGES

    Puso, M. A.; Kokko, E.; Settgast, R.; ...

    2014-10-22

    An embedded mesh method using piecewise constant multipliers originally proposed by Puso et al. (CMAME, 2012) is analyzed here to determine effects of the pressure stabilization term and small cut cells. The approach is implemented for transient dynamics using the central difference scheme for the time discretization. It is shown that the resulting equations of motion are a stable linear system with a condition number independent of mesh size. Furthermore, we show that the constraints and the stabilization terms can be recast as non-proportional damping such that the time integration of the scheme is provably stable with a critical timemore » step computed from the undamped equations of motion. Effects of small cuts are discussed throughout the presentation. A mesh study is conducted to evaluate the effects of the stabilization on the discretization error and conditioning and is used to recommend an optimal value for stabilization scaling parameter. Several nonlinear problems are also analyzed and compared with comparable conforming mesh results. Finally, we show several demanding problems highlighting the robustness of the proposed approach.« less

  10. Discrete-time Markovian-jump linear quadratic optimal control

    NASA Technical Reports Server (NTRS)

    Chizeck, H. J.; Willsky, A. S.; Castanon, D.

    1986-01-01

    This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite-state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost.

  11. A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior

    DOE PAGES

    Ye, Xin; Garikapati, Venu M.; You, Daehyun; ...

    2017-11-08

    Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less

  12. A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Ye, Xin; Garikapati, Venu M.; You, Daehyun

    Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less

  13. Effect of Long-Term Systolic Blood Pressure Trajectory on Kidney Damage in the Diabetic Population: A Prospective Study in a Community-Based Chinese Cohort.

    PubMed

    Li, Jian-Chao; Tian, Jun; Wu, Shou-Ling; Wang, Zhi-Jun; Zhang, Xiao-Fei; Jia, Dao; Ding, Rong-Jing; Xiao, Xiong-Fu; Fan, Yu-Bo; Hu, Da-Yi

    2018-05-20

    Previous studies have shown that hypertension is an important factor contributing to the occurrence and progression of diabetic kidney damage. However, the relationship between the patterns of blood pressure (BP) trajectory and kidney damage in the diabetic population remains unclear. This prospective study investigated the effect of long-term systolic BP (SBP) trajectory on kidney damage in the diabetic population based on an 8-year follow-up community-based cohort. This study included 4556 diabetic participants among 101,510 participants. BP, estimated glomerular filtration rate (eGFR), and urinary protein were measured every 2 years from 2006 to 2014. SBP trajectory was identified by the censored normal modeling. Five discrete SBP trajectories were identified according to SBP range and the changing pattern over time. Kidney damage was evaluated through eGFR and urinary protein value. A multivariate logistic regression model was used to analyze the influence of different SBP trajectory groups on kidney damage. We identified five discrete SBP trajectories: low-stable group (n = 864), moderate-stable group (n = 1980), moderate increasing group (n = 609), elevated decreasing group, (n = 679), and elevated stable group (n = 424). The detection rate of kidney damage in the low-stable group (SBP: 118-124 mmHg) was the lowest among the five groups. The detection rate of each kidney damage index was higher in the elevated stable group (SBP: 159-172 mmHg) compared with the low-stable group. For details, the gap was 4.14 (11.6% vs. 2.8%) in eGFR <60 ml·min -1 ·1.73 m -2 and 3.66 (17.2% vs. 4.7%), 3.38 (25.0% vs. 7.4%), and 1.8 (10.6% vs. 5.9%) times in positive urinary protein, eGFR <60 ml·min -1 ·1.73 m -2 and/or positive urinary protein, and eGFR decline ≥30%, respectively (P < 0.01). An elevated stable SBP trajectory is an independent risk factor for kidney damage in the diabetic population.

  14. A survival tree method for the analysis of discrete event times in clinical and epidemiological studies.

    PubMed

    Schmid, Matthias; Küchenhoff, Helmut; Hoerauf, Achim; Tutz, Gerhard

    2016-02-28

    Survival trees are a popular alternative to parametric survival modeling when there are interactions between the predictor variables or when the aim is to stratify patients into prognostic subgroups. A limitation of classical survival tree methodology is that most algorithms for tree construction are designed for continuous outcome variables. Hence, classical methods might not be appropriate if failure time data are measured on a discrete time scale (as is often the case in longitudinal studies where data are collected, e.g., quarterly or yearly). To address this issue, we develop a method for discrete survival tree construction. The proposed technique is based on the result that the likelihood of a discrete survival model is equivalent to the likelihood of a regression model for binary outcome data. Hence, we modify tree construction methods for binary outcomes such that they result in optimized partitions for the estimation of discrete hazard functions. By applying the proposed method to data from a randomized trial in patients with filarial lymphedema, we demonstrate how discrete survival trees can be used to identify clinically relevant patient groups with similar survival behavior. Copyright © 2015 John Wiley & Sons, Ltd.

  15. On the stability of projection methods for the incompressible Navier-Stokes equations based on high-order discontinuous Galerkin discretizations

    NASA Astrophysics Data System (ADS)

    Fehn, Niklas; Wall, Wolfgang A.; Kronbichler, Martin

    2017-12-01

    The present paper deals with the numerical solution of the incompressible Navier-Stokes equations using high-order discontinuous Galerkin (DG) methods for discretization in space. For DG methods applied to the dual splitting projection method, instabilities have recently been reported that occur for small time step sizes. Since the critical time step size depends on the viscosity and the spatial resolution, these instabilities limit the robustness of the Navier-Stokes solver in case of complex engineering applications characterized by coarse spatial resolutions and small viscosities. By means of numerical investigation we give evidence that these instabilities are related to the discontinuous Galerkin formulation of the velocity divergence term and the pressure gradient term that couple velocity and pressure. Integration by parts of these terms with a suitable definition of boundary conditions is required in order to obtain a stable and robust method. Since the intermediate velocity field does not fulfill the boundary conditions prescribed for the velocity, a consistent boundary condition is derived from the convective step of the dual splitting scheme to ensure high-order accuracy with respect to the temporal discretization. This new formulation is stable in the limit of small time steps for both equal-order and mixed-order polynomial approximations. Although the dual splitting scheme itself includes inf-sup stabilizing contributions, we demonstrate that spurious pressure oscillations appear for equal-order polynomials and small time steps highlighting the necessity to consider inf-sup stability explicitly.

  16. Phenomenological picture of fluctuations in branching random walks

    NASA Astrophysics Data System (ADS)

    Mueller, A. H.; Munier, S.

    2014-10-01

    We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the 1 /√{t } correction to the average position of the rightmost particle of a branching random walk for large times t ≫1 , computed by Ebert and Van Saarloos, as fluctuations on top of the mean-field approximation of this process with a Brunet-Derrida cutoff at the tip that simulates discreteness. Our analytical formulas successfully compare to numerical simulations of a particular model of a branching random walk.

  17. Uniformly stable backpropagation algorithm to train a feedforward neural network.

    PubMed

    Rubio, José de Jesús; Angelov, Plamen; Pacheco, Jaime

    2011-03-01

    Neural networks (NNs) have numerous applications to online processes, but the problem of stability is rarely discussed. This is an extremely important issue because, if the stability of a solution is not guaranteed, the equipment that is being used can be damaged, which can also cause serious accidents. It is true that in some research papers this problem has been considered, but this concerns continuous-time NN only. At the same time, there are many systems that are better described in the discrete time domain such as population of animals, the annual expenses in an industry, the interest earned by a bank, or the prediction of the distribution of loads stored every hour in a warehouse. Therefore, it is of paramount importance to consider the stability of the discrete-time NN. This paper makes several important contributions. 1) A theorem is stated and proven which guarantees uniform stability of a general discrete-time system. 2) It is proven that the backpropagation (BP) algorithm with a new time-varying rate is uniformly stable for online identification and the identification error converges to a small zone bounded by the uncertainty. 3) It is proven that the weights' error is bounded by the initial weights' error, i.e., overfitting is eliminated in the proposed algorithm. 4) The BP algorithm is applied to predict the distribution of loads that a transelevator receives from a trailer and places in the deposits in a warehouse every hour, so that the deposits in the warehouse are reserved in advance using the prediction results. 5) The BP algorithm is compared with the recursive least square (RLS) algorithm and with the Takagi-Sugeno type fuzzy inference system in the problem of predicting the distribution of loads in a warehouse, giving that the first and the second are stable and the third is unstable. 6) The BP algorithm is compared with the RLS algorithm and with the Kalman filter algorithm in a synthetic example.

  18. Stochastic switching in biology: from genotype to phenotype

    NASA Astrophysics Data System (ADS)

    Bressloff, Paul C.

    2017-03-01

    There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this review is to provide a self-contained survey of these mathematical methods, mainly within the context of biological switching processes at both the genotypic and phenotypic levels. However, applications to other examples of biological switching are also discussed, including stochastic ion channels, diffusion in randomly switching environments, bacterial chemotaxis, and stochastic neural networks.

  19. Evidence for a Stable Intermediate in Leukemia Virus Activation in AKR Mouse Embryo Cells

    PubMed Central

    Ihle, James N.; Kenney, Francis T.; Tennant, Raymond W.

    1974-01-01

    Analysis of the requirement for serum in the activation of the endogenous leukemia virus expression in AKR mouse embryo cells by 5-iododeoxyuridine shows that activation can be dissociated into two discrete serum-dependent events. The first involves incorporation of 5-iododeoxyuridine into DNA and results in the formation of a stable “activation intermediate” resembling the provirus formed during infection of stationary mouse embryo cells with exogenous leukemia virus. The second event, resulting in expression of the activation intermediate as synthesis of virus proteins, requires DNA replication but not 5-iododeoxyuridine. PMID:4604455

  20. Endogenous population growth may imply chaos.

    PubMed

    Prskawetz, A; Feichtinger, G

    1995-01-01

    The authors consider a discrete-time neoclassical growth model with an endogenous rate of population growth. The resulting one-dimensional map for the capital intensity has a tilted z-shape. Using the theory of nonlinear dynamical systems, they obtain numerical results on the qualitative behavior of time paths for changing parameter values. Besides stable and periodic solutions, erratic time paths may result. In particular, myopic and far-sighted economies--assumed to be characterized by low and high savings rate respectively--are characterized by stable per capita capital stocks, while solutions with chaotic windows exist between these two extremes.

  1. Revisiting and Extending Interface Penalties for Multi-Domain Summation-by-Parts Operators

    NASA Technical Reports Server (NTRS)

    Carpenter, Mark H.; Nordstrom, Jan; Gottlieb, David

    2007-01-01

    General interface coupling conditions are presented for multi-domain collocation methods, which satisfy the summation-by-parts (SBP) spatial discretization convention. The combined interior/interface operators are proven to be L2 stable, pointwise stable, and conservative, while maintaining the underlying accuracy of the interior SBP operator. The new interface conditions resemble (and were motivated by) those used in the discontinuous Galerkin finite element community, and maintain many of the same properties. Extensive validation studies are presented using two classes of high-order SBP operators: 1) central finite difference, and 2) Legendre spectral collocation.

  2. Nano-displacement sensor based on photonic crystal fiber modal interferometer.

    PubMed

    Dash, Jitendra Narayan; Jha, Rajan; Villatoro, Joel; Dass, Sumit

    2015-02-15

    A stable nano-displacement sensor based on large mode area photonic crystal fiber (PCF) modal interferometer is presented. The compact setup requires simple splicing of a small piece of PCF with a single mode fiber (SMF). The excitation and recombination of modes is carried out in a single splice. The use of a reflecting target creates an extra cavity that discretizes the interference pattern of the mode interferometer, boosting the displacement resolution to nanometer level. The proposed modal interferometric based displacement sensor is highly stable and shows sensitivity of 32  pm/nm.

  3. Bounds for the price of discrete arithmetic Asian options

    NASA Astrophysics Data System (ADS)

    Vanmaele, M.; Deelstra, G.; Liinev, J.; Dhaene, J.; Goovaerts, M. J.

    2006-01-01

    In this paper the pricing of European-style discrete arithmetic Asian options with fixed and floating strike is studied by deriving analytical lower and upper bounds. In our approach we use a general technique for deriving upper (and lower) bounds for stop-loss premiums of sums of dependent random variables, as explained in Kaas et al. (Ins. Math. Econom. 27 (2000) 151-168), and additionally, the ideas of Rogers and Shi (J. Appl. Probab. 32 (1995) 1077-1088) and of Nielsen and Sandmann (J. Financial Quant. Anal. 38(2) (2003) 449-473). We are able to create a unifying framework for European-style discrete arithmetic Asian options through these bounds, that generalizes several approaches in the literature as well as improves the existing results. We obtain analytical and easily computable bounds. The aim of the paper is to formulate an advice of the appropriate choice of the bounds given the parameters, investigate the effect of different conditioning variables and compare their efficiency numerically. Several sets of numerical results are included. We also discuss hedging using these bounds. Moreover, our methods are applicable to a wide range of (pricing) problems involving a sum of dependent random variables.

  4. Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

    NASA Astrophysics Data System (ADS)

    Wei, Xinjiang; Sun, Shixiang

    2018-03-01

    An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

  5. Fourth order exponential time differencing method with local discontinuous Galerkin approximation for coupled nonlinear Schrodinger equations

    DOE PAGES

    Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong

    2015-01-23

    In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.

  6. Error analysis of multipoint flux domain decomposition methods for evolutionary diffusion problems

    NASA Astrophysics Data System (ADS)

    Arrarás, A.; Portero, L.; Yotov, I.

    2014-01-01

    We study space and time discretizations for mixed formulations of parabolic problems. The spatial approximation is based on the multipoint flux mixed finite element method, which reduces to an efficient cell-centered pressure system on general grids, including triangles, quadrilaterals, tetrahedra, and hexahedra. The time integration is performed by using a domain decomposition time-splitting technique combined with multiterm fractional step diagonally implicit Runge-Kutta methods. The resulting scheme is unconditionally stable and computationally efficient, as it reduces the global system to a collection of uncoupled subdomain problems that can be solved in parallel without the need for Schwarz-type iteration. Convergence analysis for both the semidiscrete and fully discrete schemes is presented.

  7. Mapping Evidence-Based Treatments for Children and Adolescents: Application of the Distillation and Matching Model to 615 Treatments from 322 Randomized Trials

    ERIC Educational Resources Information Center

    Chorpita, Bruce F.; Daleiden, Eric L.

    2009-01-01

    This study applied the distillation and matching model to 322 randomized clinical trials for child mental health treatments. The model involved initial data reduction of 615 treatment protocol descriptions by means of a set of codes describing discrete clinical strategies, referred to as practice elements. Practice elements were then summarized in…

  8. Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs

    NASA Astrophysics Data System (ADS)

    Reddy, Tulasi Ram; Vadlamani, Sreekar; Yogeshwaran, D.

    2018-04-01

    Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs taking values in a countable space, but under the stronger assumptions of α -mixing (for local statistics) and exponential α -mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.

  9. Numerical Error Estimation with UQ

    NASA Astrophysics Data System (ADS)

    Ackmann, Jan; Korn, Peter; Marotzke, Jochem

    2014-05-01

    Ocean models are still in need of means to quantify model errors, which are inevitably made when running numerical experiments. The total model error can formally be decomposed into two parts, the formulation error and the discretization error. The formulation error arises from the continuous formulation of the model not fully describing the studied physical process. The discretization error arises from having to solve a discretized model instead of the continuously formulated model. Our work on error estimation is concerned with the discretization error. Given a solution of a discretized model, our general problem statement is to find a way to quantify the uncertainties due to discretization in physical quantities of interest (diagnostics), which are frequently used in Geophysical Fluid Dynamics. The approach we use to tackle this problem is called the "Goal Error Ensemble method". The basic idea of the Goal Error Ensemble method is that errors in diagnostics can be translated into a weighted sum of local model errors, which makes it conceptually based on the Dual Weighted Residual method from Computational Fluid Dynamics. In contrast to the Dual Weighted Residual method these local model errors are not considered deterministically but interpreted as local model uncertainty and described stochastically by a random process. The parameters for the random process are tuned with high-resolution near-initial model information. However, the original Goal Error Ensemble method, introduced in [1], was successfully evaluated only in the case of inviscid flows without lateral boundaries in a shallow-water framework and is hence only of limited use in a numerical ocean model. Our work consists in extending the method to bounded, viscous flows in a shallow-water framework. As our numerical model, we use the ICON-Shallow-Water model. In viscous flows our high-resolution information is dependent on the viscosity parameter, making our uncertainty measures viscosity-dependent. We will show that we can choose a sensible parameter by using the Reynolds-number as a criteria. Another topic, we will discuss is the choice of the underlying distribution of the random process. This is especially of importance in the scope of lateral boundaries. We will present resulting error estimates for different height- and velocity-based diagnostics applied to the Munk gyre experiment. References [1] F. RAUSER: Error Estimation in Geophysical Fluid Dynamics through Learning; PhD Thesis, IMPRS-ESM, Hamburg, 2010 [2] F. RAUSER, J. MAROTZKE, P. KORN: Ensemble-type numerical uncertainty quantification from single model integrations; SIAM/ASA Journal on Uncertainty Quantification, submitted

  10. Direct Simulation of Multiple Scattering by Discrete Random Media Illuminated by Gaussian Beams

    NASA Technical Reports Server (NTRS)

    Mackowski, Daniel W.; Mishchenko, Michael I.

    2011-01-01

    The conventional orientation-averaging procedure developed in the framework of the superposition T-matrix approach is generalized to include the case of illumination by a Gaussian beam (GB). The resulting computer code is parallelized and used to perform extensive numerically exact calculations of electromagnetic scattering by volumes of discrete random medium consisting of monodisperse spherical particles. The size parameters of the scattering volumes are 40, 50, and 60, while their packing density is fixed at 5%. We demonstrate that all scattering patterns observed in the far-field zone of a random multisphere target and their evolution with decreasing width of the incident GB can be interpreted in terms of idealized theoretical concepts such as forward-scattering interference, coherent backscattering (CB), and diffuse multiple scattering. It is shown that the increasing violation of electromagnetic reciprocity with decreasing GB width suppresses and eventually eradicates all observable manifestations of CB. This result supplements the previous demonstration of the effects of broken reciprocity in the case of magneto-optically active particles subjected to an external magnetic field.

  11. Dynamical Localization for Unitary Anderson Models

    NASA Astrophysics Data System (ADS)

    Hamza, Eman; Joye, Alain; Stolz, Günter

    2009-11-01

    This paper establishes dynamical localization properties of certain families of unitary random operators on the d-dimensional lattice in various regimes. These operators are generalizations of one-dimensional physical models of quantum transport and draw their name from the analogy with the discrete Anderson model of solid state physics. They consist in a product of a deterministic unitary operator and a random unitary operator. The deterministic operator has a band structure, is absolutely continuous and plays the role of the discrete Laplacian. The random operator is diagonal with elements given by i.i.d. random phases distributed according to some absolutely continuous measure and plays the role of the random potential. In dimension one, these operators belong to the family of CMV-matrices in the theory of orthogonal polynomials on the unit circle. We implement the method of Aizenman-Molchanov to prove exponential decay of the fractional moments of the Green function for the unitary Anderson model in the following three regimes: In any dimension, throughout the spectrum at large disorder and near the band edges at arbitrary disorder and, in dimension one, throughout the spectrum at arbitrary disorder. We also prove that exponential decay of fractional moments of the Green function implies dynamical localization, which in turn implies spectral localization. These results complete the analogy with the self-adjoint case where dynamical localization is known to be true in the same three regimes.

  12. Landscape variation in the diet and productivity of reindeer in Alaska based on stable isotope analyses

    Treesearch

    Gregory L. Finstad; Knut Kielland

    2011-01-01

    Productivity of a managed grazing system is dependent upon both the grazing strategy of ungulates and decisions made by humans. Herds of domestic reindeer (Rangifer tarandus tarandus) graze on discrete ranges of the Seward Peninsula, Alaska with variable production rates. We show that the 15N natural abundance of reindeer...

  13. Using an Ever-English Learner Framework to Examine Disproportionality in Special Education

    ERIC Educational Resources Information Center

    Umansky, Ilana M.; Thompson, Karen D.; Díaz, Guadalupe

    2017-01-01

    Whereas most existing research has examined the prevalence of current English learners (ELs) in special education, we propose and test the use of the ever-EL framework, which holds the subgroup of EL students stable by following all students who enter school classified as ELs. Drawing on two administrative data sets, discrete-time hazard analyses…

  14. Optimizing the sequence of diameter distributions and selection harvests for uneven-aged stand management

    Treesearch

    Robert G. Haight; J. Douglas Brodie; Darius M. Adams

    1985-01-01

    The determination of an optimal sequence of diameter distributions and selection harvests for uneven-aged stand management is formulated as a discrete-time optimal-control problem with bounded control variables and free-terminal point. An efficient programming technique utilizing gradients provides solutions that are stable and interpretable on the basis of economic...

  15. Spiral waves are stable in discrete element models of two-dimensional homogeneous excitable media

    NASA Technical Reports Server (NTRS)

    Feldman, A. B.; Chernyak, Y. B.; Cohen, R. J.

    1998-01-01

    The spontaneous breakup of a single spiral wave of excitation into a turbulent wave pattern has been observed in both discrete element models and continuous reaction-diffusion models of spatially homogeneous 2D excitable media. These results have attracted considerable interest, since spiral breakup is thought to be an important mechanism of transition from the heart rhythm disturbance ventricular tachycardia to the fatal arrhythmia ventricular fibrillation. It is not known whether this process can occur in the absence of disease-induced spatial heterogeneity of the electrical properties of the ventricular tissue. Candidate mechanisms for spiral breakup in uniform 2D media have emerged, but the physical validity of the mechanisms and their applicability to myocardium require further scrutiny. In this letter, we examine the computer simulation results obtained in two discrete element models and show that the instability of each spiral is an artifact resulting from an unphysical dependence of wave speed on wave front curvature in the medium. We conclude that spiral breakup does not occur in these two models at the specified parameter values and that great care must be exercised in the representation of a continuous excitable medium via discrete elements.

  16. A structure-preserving method for a class of nonlinear dissipative wave equations with Riesz space-fractional derivatives

    NASA Astrophysics Data System (ADS)

    Macías-Díaz, J. E.

    2017-12-01

    In this manuscript, we consider an initial-boundary-value problem governed by a (1 + 1)-dimensional hyperbolic partial differential equation with constant damping that generalizes many nonlinear wave equations from mathematical physics. The model considers the presence of a spatial Laplacian of fractional order which is defined in terms of Riesz fractional derivatives, as well as the inclusion of a generic continuously differentiable potential. It is known that the undamped regime has an associated positive energy functional, and we show here that it is preserved throughout time under suitable boundary conditions. To approximate the solutions of this model, we propose a finite-difference discretization based on fractional centered differences. Some discrete quantities are proposed in this work to estimate the energy functional, and we show that the numerical method is capable of conserving the discrete energy under the same boundary conditions for which the continuous model is conservative. Moreover, we establish suitable computational constraints under which the discrete energy of the system is positive. The method is consistent of second order, and is both stable and convergent. The numerical simulations shown here illustrate the most important features of our numerical methodology.

  17. Contact-aware simulations of particulate Stokesian suspensions

    NASA Astrophysics Data System (ADS)

    Lu, Libin; Rahimian, Abtin; Zorin, Denis

    2017-10-01

    We present an efficient, accurate, and robust method for simulation of dense suspensions of deformable and rigid particles immersed in Stokesian fluid in two dimensions. We use a well-established boundary integral formulation for the problem as the foundation of our approach. This type of formulation, with a high-order spatial discretization and an implicit and adaptive time discretization, have been shown to be able to handle complex interactions between particles with high accuracy. Yet, for dense suspensions, very small time-steps or expensive implicit solves as well as a large number of discretization points are required to avoid non-physical contact and intersections between particles, leading to infinite forces and numerical instability. Our method maintains the accuracy of previous methods at a significantly lower cost for dense suspensions. The key idea is to ensure interference-free configuration by introducing explicit contact constraints into the system. While such constraints are unnecessary in the formulation, in the discrete form of the problem, they make it possible to eliminate catastrophic loss of accuracy by preventing contact explicitly. Introducing contact constraints results in a significant increase in stable time-step size for explicit time-stepping, and a reduction in the number of points adequate for stability.

  18. A Legendre–Fourier spectral method with exact conservation laws for the Vlasov–Poisson system

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Manzini, Gianmarco; Delzanno, Gian Luca; Vencels, Juris

    In this study, we present the design and implementation of an L 2-stable spectral method for the discretization of the Vlasov–Poisson model of a collisionless plasma in one space and velocity dimension. The velocity and space dependence of the Vlasov equation are resolved through a truncated spectral expansion based on Legendre and Fourier basis functions, respectively. The Poisson equation, which is coupled to the Vlasov equation, is also resolved through a Fourier expansion. The resulting system of ordinary differential equation is discretized by the implicit second-order accurate Crank–Nicolson time discretization. The non-linear dependence between the Vlasov and Poisson equations ismore » iteratively solved at any time cycle by a Jacobian-Free Newton–Krylov method. In this work we analyze the structure of the main conservation laws of the resulting Legendre–Fourier model, e.g., mass, momentum, and energy, and prove that they are exactly satisfied in the semi-discrete and discrete setting. The L 2-stability of the method is ensured by discretizing the boundary conditions of the distribution function at the boundaries of the velocity domain by a suitable penalty term. The impact of the penalty term on the conservation properties is investigated theoretically and numerically. An implementation of the penalty term that does not affect the conservation of mass, momentum and energy, is also proposed and studied. A collisional term is introduced in the discrete model to control the filamentation effect, but does not affect the conservation properties of the system. Numerical results on a set of standard test problems illustrate the performance of the method.« less

  19. A Legendre–Fourier spectral method with exact conservation laws for the Vlasov–Poisson system

    DOE PAGES

    Manzini, Gianmarco; Delzanno, Gian Luca; Vencels, Juris; ...

    2016-04-22

    In this study, we present the design and implementation of an L 2-stable spectral method for the discretization of the Vlasov–Poisson model of a collisionless plasma in one space and velocity dimension. The velocity and space dependence of the Vlasov equation are resolved through a truncated spectral expansion based on Legendre and Fourier basis functions, respectively. The Poisson equation, which is coupled to the Vlasov equation, is also resolved through a Fourier expansion. The resulting system of ordinary differential equation is discretized by the implicit second-order accurate Crank–Nicolson time discretization. The non-linear dependence between the Vlasov and Poisson equations ismore » iteratively solved at any time cycle by a Jacobian-Free Newton–Krylov method. In this work we analyze the structure of the main conservation laws of the resulting Legendre–Fourier model, e.g., mass, momentum, and energy, and prove that they are exactly satisfied in the semi-discrete and discrete setting. The L 2-stability of the method is ensured by discretizing the boundary conditions of the distribution function at the boundaries of the velocity domain by a suitable penalty term. The impact of the penalty term on the conservation properties is investigated theoretically and numerically. An implementation of the penalty term that does not affect the conservation of mass, momentum and energy, is also proposed and studied. A collisional term is introduced in the discrete model to control the filamentation effect, but does not affect the conservation properties of the system. Numerical results on a set of standard test problems illustrate the performance of the method.« less

  20. A positivity preserving and conservative variational scheme for phase-field modeling of two-phase flows

    NASA Astrophysics Data System (ADS)

    Joshi, Vaibhav; Jaiman, Rajeev K.

    2018-05-01

    We present a positivity preserving variational scheme for the phase-field modeling of incompressible two-phase flows with high density ratio. The variational finite element technique relies on the Allen-Cahn phase-field equation for capturing the phase interface on a fixed Eulerian mesh with mass conservative and energy-stable discretization. The mass conservation is achieved by enforcing a Lagrange multiplier which has both temporal and spatial dependence on the underlying solution of the phase-field equation. To make the scheme energy-stable in a variational sense, we discretize the spatial part of the Lagrange multiplier in the phase-field equation by the mid-point approximation. The proposed variational technique is designed to reduce the spurious and unphysical oscillations in the solution while maintaining the second-order accuracy of both spatial and temporal discretizations. We integrate the Allen-Cahn phase-field equation with the incompressible Navier-Stokes equations for modeling a broad range of two-phase flow and fluid-fluid interface problems. The coupling of the implicit discretizations corresponding to the phase-field and the incompressible flow equations is achieved via nonlinear partitioned iterative procedure. Comparison of results between the standard linear stabilized finite element method and the present variational formulation shows a remarkable reduction of oscillations in the solution while retaining the boundedness of the phase-indicator field. We perform a standalone test to verify the accuracy and stability of the Allen-Cahn two-phase solver. We examine the convergence and accuracy properties of the coupled phase-field solver through the standard benchmarks of the Laplace-Young law and a sloshing tank problem. Two- and three-dimensional dam break problems are simulated to assess the capability of the phase-field solver for complex air-water interfaces involving topological changes on unstructured meshes. Finally, we demonstrate the phase-field solver for a practical offshore engineering application of wave-structure interaction.

  1. Upscaling of Mixed Finite Element Discretization Problems by the Spectral AMGe Method

    DOE PAGES

    Kalchev, Delyan Z.; Lee, C. S.; Villa, U.; ...

    2016-09-22

    Here, we propose two multilevel spectral techniques for constructing coarse discretization spaces for saddle-point problems corresponding to PDEs involving a divergence constraint, with a focus on mixed finite element discretizations of scalar self-adjoint second order elliptic equations on general unstructured grids. We use element agglomeration algebraic multigrid (AMGe), which employs coarse elements that can have nonstandard shape since they are agglomerates of fine-grid elements. The coarse basis associated with each agglomerated coarse element is constructed by solving local eigenvalue problems and local mixed finite element problems. This construction leads to stable upscaled coarse spaces and guarantees the inf-sup compatibility ofmore » the upscaled discretization. Also, the approximation properties of these upscaled spaces improve by adding more local eigenfunctions to the coarse spaces. The higher accuracy comes at the cost of additional computational effort, as the sparsity of the resulting upscaled coarse discretization (referred to as operator complexity) deteriorates when we introduce additional functions in the coarse space. We also provide an efficient solver for the coarse (upscaled) saddle-point system by employing hybridization, which leads to a symmetric positive definite (s.p.d.) reduced system for the Lagrange multipliers, and to solve the latter s.p.d. system, we use our previously developed spectral AMGe solver. Numerical experiments, in both two and three dimensions, are provided to illustrate the efficiency of the proposed upscaling technique.« less

  2. Upscaling of Mixed Finite Element Discretization Problems by the Spectral AMGe Method

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kalchev, Delyan Z.; Lee, C. S.; Villa, U.

    Here, we propose two multilevel spectral techniques for constructing coarse discretization spaces for saddle-point problems corresponding to PDEs involving a divergence constraint, with a focus on mixed finite element discretizations of scalar self-adjoint second order elliptic equations on general unstructured grids. We use element agglomeration algebraic multigrid (AMGe), which employs coarse elements that can have nonstandard shape since they are agglomerates of fine-grid elements. The coarse basis associated with each agglomerated coarse element is constructed by solving local eigenvalue problems and local mixed finite element problems. This construction leads to stable upscaled coarse spaces and guarantees the inf-sup compatibility ofmore » the upscaled discretization. Also, the approximation properties of these upscaled spaces improve by adding more local eigenfunctions to the coarse spaces. The higher accuracy comes at the cost of additional computational effort, as the sparsity of the resulting upscaled coarse discretization (referred to as operator complexity) deteriorates when we introduce additional functions in the coarse space. We also provide an efficient solver for the coarse (upscaled) saddle-point system by employing hybridization, which leads to a symmetric positive definite (s.p.d.) reduced system for the Lagrange multipliers, and to solve the latter s.p.d. system, we use our previously developed spectral AMGe solver. Numerical experiments, in both two and three dimensions, are provided to illustrate the efficiency of the proposed upscaling technique.« less

  3. An explicit dissipation-preserving method for Riesz space-fractional nonlinear wave equations in multiple dimensions

    NASA Astrophysics Data System (ADS)

    Macías-Díaz, J. E.

    2018-06-01

    In this work, we investigate numerically a model governed by a multidimensional nonlinear wave equation with damping and fractional diffusion. The governing partial differential equation considers the presence of Riesz space-fractional derivatives of orders in (1, 2], and homogeneous Dirichlet boundary data are imposed on a closed and bounded spatial domain. The model under investigation possesses an energy function which is preserved in the undamped regime. In the damped case, we establish the property of energy dissipation of the model using arguments from functional analysis. Motivated by these results, we propose an explicit finite-difference discretization of our fractional model based on the use of fractional centered differences. Associated to our discrete model, we also propose discretizations of the energy quantities. We establish that the discrete energy is conserved in the undamped regime, and that it dissipates in the damped scenario. Among the most important numerical features of our scheme, we show that the method has a consistency of second order, that it is stable and that it has a quadratic order of convergence. Some one- and two-dimensional simulations are shown in this work to illustrate the fact that the technique is capable of preserving the discrete energy in the undamped regime. For the sake of convenience, we provide a Matlab implementation of our method for the one-dimensional scenario.

  4. What influences participation in genetic carrier testing? Results from a discrete choice experiment.

    PubMed

    Hall, Jane; Fiebig, Denzil G; King, Madeleine T; Hossain, Ishrat; Louviere, Jordan J

    2006-05-01

    This study explores factors that influence participation in genetic testing programs and the acceptance of multiple tests. Tay Sachs and cystic fibrosis are both genetically determined recessive disorders with differing severity, treatment availability, and prevalence in different population groups. We used a discrete choice experiment with a general community and an Ashkenazi Jewish sample; data were analysed using multinomial logit with random coefficients. Although Jewish respondents were more likely to be tested, both groups seem to be making very similar tradeoffs across attributes when they make genetic testing choices.

  5. Discrete Dynamics Lab

    NASA Astrophysics Data System (ADS)

    Wuensche, Andrew

    DDLab is interactive graphics software for creating, visualizing, and analyzing many aspects of Cellular Automata, Random Boolean Networks, and Discrete Dynamical Networks in general and studying their behavior, both from the time-series perspective — space-time patterns, and from the state-space perspective — attractor basins. DDLab is relevant to research, applications, and education in the fields of complexity, self-organization, emergent phenomena, chaos, collision-based computing, neural networks, content addressable memory, genetic regulatory networks, dynamical encryption, generative art and music, and the study of the abstract mathematical/physical/dynamical phenomena in their own right.

  6. A discrete model on Sierpinski gasket substrate for a conserved current equation with a conservative noise

    NASA Astrophysics Data System (ADS)

    Kim, Dae Ho; Kim, Jin Min

    2012-09-01

    A conserved discrete model on the Sierpinski gasket substrate is studied. The interface width W in the model follows the Family-Vicsek dynamic scaling form with growth exponent β ≈ 0.0542, roughness exponent α ≈ 0.240 and dynamic exponent z ≈ 4.42. They satisfy a scaling relation α + z = 2zrw, where zrw is the random walk exponent of the fractal substrate. Also, they are in a good agreement with the predicted values of a fractional Langevin equation \\frac{\\partial h}{\\partial t}={\

  7. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Wintermeyer, Niklas; Winters, Andrew R., E-mail: awinters@math.uni-koeln.de; Gassner, Gregor J.

    We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretization exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving schememore » we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretization of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.« less

  8. Observation of discrete time-crystalline order in a disordered dipolar many-body system

    NASA Astrophysics Data System (ADS)

    Choi, Soonwon; Choi, Joonhee; Landig, Renate; Kucsko, Georg; Zhou, Hengyun; Isoya, Junichi; Jelezko, Fedor; Onoda, Shinobu; Sumiya, Hitoshi; Khemani, Vedika; von Keyserlingk, Curt; Yao, Norman; Demler, Eugene; Lukin, Mikhail

    2017-04-01

    The interplay of periodic driving, disorder, and strong interactions has recently been predicted to result in exotic ``time crystalline'' phases, which spontaneously break the discrete time translation symmetry of the underlying drive. Here, we report the experimental observation of such discrete time crystalline order in a driven, disordered ensemble of dipolar spin impurities in diamond at room temperature. We observe long lived temporal correlations at integer multiples of the fundamental driving period, experimentally identify the phase boundary and find that the temporal order is protected by strong interactions; this order is remarkably stable against perturbations, even in the presence of slow thermalization. We provide a theoretical description of approximate Floquet eigenstates of the system based on product state ansatz and predict the phase boundary, which is in qualitative agreement with our observations. Our work opens the door to exploring dynamical phases of matter and controlling interacting, disordered many body systems. NSF, CUA, NSSEFF, ARO MURI, Moore Foundation.

  9. Discrete breathers in an array of self-excited oscillators: Exact solutions and stability.

    PubMed

    Shiroky, I B; Gendelman, O V

    2016-10-01

    We consider dynamics of array of coupled self-excited oscillators. The model of Franklin bell is adopted as a mechanism for the self-excitation. The model allows derivation of exact analytic solutions for discrete breathers (DBs) and exploration of their stability in the space of parameters. The DB solutions exist for all frequencies in the attenuation zone but lose stability via Neimark-Sacker bifurcation in the vicinity of the bandgap boundary. Besides the well-known DBs with exponential localization, the considered system possesses novel type of solutions-discrete breathers with main frequency in the propagation zone of the chain. In these regimes, the energy irradiation into the chain is balanced by the self-excitation. The amplitude of oscillations is maximal at the localization site and then exponentially approaches constant value at infinity. We also derive these solutions in the closed analytic form. They are stable in a narrow region of system parameters bounded by Neimark-Sacker and pitchfork bifurcations.

  10. A modified symplectic PRK scheme for seismic wave modeling

    NASA Astrophysics Data System (ADS)

    Liu, Shaolin; Yang, Dinghui; Ma, Jian

    2017-02-01

    A new scheme for the temporal discretization of the seismic wave equation is constructed based on symplectic geometric theory and a modified strategy. The ordinary differential equation in terms of time, which is obtained after spatial discretization via the spectral-element method, is transformed into a Hamiltonian system. A symplectic partitioned Runge-Kutta (PRK) scheme is used to solve the Hamiltonian system. A term related to the multiplication of the spatial discretization operator with the seismic wave velocity vector is added into the symplectic PRK scheme to create a modified symplectic PRK scheme. The symplectic coefficients of the new scheme are determined via Taylor series expansion. The positive coefficients of the scheme indicate that its long-term computational capability is more powerful than that of conventional symplectic schemes. An exhaustive theoretical analysis reveals that the new scheme is highly stable and has low numerical dispersion. The results of three numerical experiments demonstrate the high efficiency of this method for seismic wave modeling.

  11. Structured Overlapping Grid Simulations of Contra-rotating Open Rotor Noise

    NASA Technical Reports Server (NTRS)

    Housman, Jeffrey A.; Kiris, Cetin C.

    2015-01-01

    Computational simulations using structured overlapping grids with the Launch Ascent and Vehicle Aerodynamics (LAVA) solver framework are presented for predicting tonal noise generated by a contra-rotating open rotor (CROR) propulsion system. A coupled Computational Fluid Dynamics (CFD) and Computational AeroAcoustics (CAA) numerical approach is applied. Three-dimensional time-accurate hybrid Reynolds Averaged Navier-Stokes/Large Eddy Simulation (RANS/LES) CFD simulations are performed in the inertial frame, including dynamic moving grids, using a higher-order accurate finite difference discretization on structured overlapping grids. A higher-order accurate free-stream preserving metric discretization with discrete enforcement of the Geometric Conservation Law (GCL) on moving curvilinear grids is used to create an accurate, efficient, and stable numerical scheme. The aeroacoustic analysis is based on a permeable surface Ffowcs Williams-Hawkings (FW-H) approach, evaluated in the frequency domain. A time-step sensitivity study was performed using only the forward row of blades to determine an adequate time-step. The numerical approach is validated against existing wind tunnel measurements.

  12. A global multilevel atmospheric model using a vector semi-Lagrangian finite-difference scheme. I - Adiabatic formulation

    NASA Technical Reports Server (NTRS)

    Bates, J. R.; Moorthi, S.; Higgins, R. W.

    1993-01-01

    An adiabatic global multilevel primitive equation model using a two time-level, semi-Lagrangian semi-implicit finite-difference integration scheme is presented. A Lorenz grid is used for vertical discretization and a C grid for the horizontal discretization. The momentum equation is discretized in vector form, thus avoiding problems near the poles. The 3D model equations are reduced by a linear transformation to a set of 2D elliptic equations, whose solution is found by means of an efficient direct solver. The model (with minimal physics) is integrated for 10 days starting from an initialized state derived from real data. A resolution of 16 levels in the vertical is used, with various horizontal resolutions. The model is found to be stable and efficient, and to give realistic output fields. Integrations with time steps of 10 min, 30 min, and 1 h are compared, and the differences are found to be acceptable.

  13. Discrete breathers in an array of self-excited oscillators: Exact solutions and stability

    NASA Astrophysics Data System (ADS)

    Shiroky, I. B.; Gendelman, O. V.

    2016-10-01

    We consider dynamics of array of coupled self-excited oscillators. The model of Franklin bell is adopted as a mechanism for the self-excitation. The model allows derivation of exact analytic solutions for discrete breathers (DBs) and exploration of their stability in the space of parameters. The DB solutions exist for all frequencies in the attenuation zone but lose stability via Neimark-Sacker bifurcation in the vicinity of the bandgap boundary. Besides the well-known DBs with exponential localization, the considered system possesses novel type of solutions—discrete breathers with main frequency in the propagation zone of the chain. In these regimes, the energy irradiation into the chain is balanced by the self-excitation. The amplitude of oscillations is maximal at the localization site and then exponentially approaches constant value at infinity. We also derive these solutions in the closed analytic form. They are stable in a narrow region of system parameters bounded by Neimark-Sacker and pitchfork bifurcations.

  14. Probabilistic finite elements for transient analysis in nonlinear continua

    NASA Technical Reports Server (NTRS)

    Liu, W. K.; Belytschko, T.; Mani, A.

    1985-01-01

    The probabilistic finite element method (PFEM), which is a combination of finite element methods and second-moment analysis, is formulated for linear and nonlinear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second-moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in nonlinear continua. The accuracy and efficiency of the method is demonstrated by application to a one-dimensional, elastic/plastic wave propagation problem. The moments calculated compare favorably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.

  15. Price percolation model

    NASA Astrophysics Data System (ADS)

    Kanai, Yasuhiro; Abe, Keiji; Seki, Yoichi

    2015-06-01

    We propose a price percolation model to reproduce the price distribution of components used in industrial finished goods. The intent is to show, using the price percolation model and a component category as an example, that percolation behaviors, which exist in the matter system, the ecosystem, and human society, also exist in abstract, random phenomena satisfying the power law. First, we discretize the total potential demand for a component category, considering it a random field. Second, we assume that the discretized potential demand corresponding to a function of a finished good turns into actual demand if the difficulty of function realization is less than the maximum difficulty of the realization. The simulations using this model suggest that changes in a component category's price distribution are due to changes in the total potential demand corresponding to the lattice size and the maximum difficulty of realization, which is an occupation probability. The results are verified using electronic components' sales data.

  16. Rocket engine system reliability analyses using probabilistic and fuzzy logic techniques

    NASA Technical Reports Server (NTRS)

    Hardy, Terry L.; Rapp, Douglas C.

    1994-01-01

    The reliability of rocket engine systems was analyzed by using probabilistic and fuzzy logic techniques. Fault trees were developed for integrated modular engine (IME) and discrete engine systems, and then were used with the two techniques to quantify reliability. The IRRAS (Integrated Reliability and Risk Analysis System) computer code, developed for the U.S. Nuclear Regulatory Commission, was used for the probabilistic analyses, and FUZZYFTA (Fuzzy Fault Tree Analysis), a code developed at NASA Lewis Research Center, was used for the fuzzy logic analyses. Although both techniques provided estimates of the reliability of the IME and discrete systems, probabilistic techniques emphasized uncertainty resulting from randomness in the system whereas fuzzy logic techniques emphasized uncertainty resulting from vagueness in the system. Because uncertainty can have both random and vague components, both techniques were found to be useful tools in the analysis of rocket engine system reliability.

  17. A Local-Realistic Model of Quantum Mechanics Based on a Discrete Spacetime

    NASA Astrophysics Data System (ADS)

    Sciarretta, Antonio

    2018-01-01

    This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on probabilities, in particular assuming a discrete spacetime under the form of a Euclidean lattice. Individual (spinless) particle trajectories are described as random walks. Transition probabilities are simple functions of a few quantities that are either randomly associated to the particles during their preparation, or stored in the lattice nodes they visit during the walk. QM predictions are retrieved as probability distributions of similarly-prepared ensembles of particles. The scenarios considered to assess the model comprise of free particle, constant external force, harmonic oscillator, particle in a box, the Delta potential, particle on a ring, particle on a sphere and include quantization of energy levels and angular momentum, as well as momentum entanglement.

  18. Impact of random discrete dopant in extension induced fluctuation in gate-source/drain underlap FinFET

    NASA Astrophysics Data System (ADS)

    Wang, Yijiao; Huang, Peng; Xin, Zheng; Zeng, Lang; Liu, Xiaoyan; Du, Gang; Kang, Jinfeng

    2014-01-01

    In this work, three dimensional technology computer-aided design (TCAD) simulations are performed to investigate the impact of random discrete dopant (RDD) including extension induced fluctuation in 14 nm silicon-on-insulator (SOI) gate-source/drain (G-S/D) underlap fin field effect transistor (FinFET). To fully understand the RDD impact in extension, RDD effect is evaluated in channel and extension separately and together. The statistical variability of FinFET performance parameters including threshold voltage (Vth), subthreshold slope (SS), drain induced barrier lowering (DIBL), drive current (Ion), and leakage current (Ioff) are analyzed. The results indicate that RDD in extension can lead to substantial variability, especially for SS, DIBL, and Ion and should be taken into account together with that in channel to get an accurate estimation on RDF. Meanwhile, higher doping concentration of extension region is suggested from the perspective of overall variability control.

  19. Detecting dynamical changes in time series by using the Jensen Shannon divergence

    NASA Astrophysics Data System (ADS)

    Mateos, D. M.; Riveaud, L. E.; Lamberti, P. W.

    2017-08-01

    Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.

  20. Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

    NASA Technical Reports Server (NTRS)

    Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

    2004-01-01

    In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

  1. The partition function of the Bures ensemble as the τ-function of BKP and DKP hierarchies: continuous and discrete

    NASA Astrophysics Data System (ADS)

    Hu, Xing-Biao; Li, Shi-Hao

    2017-07-01

    The relationship between matrix integrals and integrable systems was revealed more than 20 years ago. As is known, matrix integrals over a Gaussian ensemble used in random matrix theory could act as the τ-function of several hierarchies of integrable systems. In this article, we will show that the time-dependent partition function of the Bures ensemble, whose measure has many interesting geometric properties, could act as the τ-function of BKP and DKP hierarchies. In addition, if discrete time variables are introduced, then this partition function could act as the τ-function of discrete BKP and DKP hierarchies. In particular, there are some links between the partition function of the Bures ensemble and Toda-type equations.

  2. Development and Application of Compatible Discretizations of Maxwell's Equations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    White, D; Koning, J; Rieben, R

    We present the development and application of compatible finite element discretizations of electromagnetics problems derived from the time dependent, full wave Maxwell equations. We review the H(curl)-conforming finite element method, using the concepts and notations of differential forms as a theoretical framework. We chose this approach because it can handle complex geometries, it is free of spurious modes, it is numerically stable without the need for filtering or artificial diffusion, it correctly models the discontinuity of fields across material boundaries, and it can be very high order. Higher-order H(curl) and H(div) conforming basis functions are not unique and we havemore » designed an extensible C++ framework that supports a variety of specific instantiations of these such as standard interpolatory bases, spectral bases, hierarchical bases, and semi-orthogonal bases. Virtually any electromagnetics problem that can be cast in the language of differential forms can be solved using our framework. For time dependent problems a method-of-lines scheme is used where the Galerkin method reduces the PDE to a semi-discrete system of ODE's, which are then integrated in time using finite difference methods. For time integration of wave equations we employ the unconditionally stable implicit Newmark-Beta method, as well as the high order energy conserving explicit Maxwell Symplectic method; for diffusion equations, we employ a generalized Crank-Nicholson method. We conclude with computational examples from resonant cavity problems, time-dependent wave propagation problems, and transient eddy current problems, all obtained using the authors massively parallel computational electromagnetics code EMSolve.« less

  3. Identification of Novel Growth Regulators in Plant Populations Expressing Random Peptides1[OPEN

    PubMed Central

    Bao, Zhilong; Clancy, Maureen A.

    2017-01-01

    The use of chemical genomics approaches allows the identification of small molecules that integrate into biological systems, thereby changing discrete processes that influence growth, development, or metabolism. Libraries of chemicals are applied to living systems, and changes in phenotype are observed, potentially leading to the identification of new growth regulators. This work describes an approach that is the nexus of chemical genomics and synthetic biology. Here, each plant in an extensive population synthesizes a unique small peptide arising from a transgene composed of a randomized nucleic acid sequence core flanked by translational start, stop, and cysteine-encoding (for disulfide cyclization) sequences. Ten and 16 amino acid sequences, bearing a core of six and 12 random amino acids, have been synthesized in Arabidopsis (Arabidopsis thaliana) plants. Populations were screened for phenotypes from the seedling stage through senescence. Dozens of phenotypes were observed in over 2,000 plants analyzed. Ten conspicuous phenotypes were verified through separate transformation and analysis of multiple independent lines. The results indicate that these populations contain sequences that often influence discrete aspects of plant biology. Novel peptides that affect photosynthesis, flowering, and red light response are described. The challenge now is to identify the mechanistic integrations of these peptides into biochemical processes. These populations serve as a new tool to identify small molecules that modulate discrete plant functions that could be produced later in transgenic plants or potentially applied exogenously to impart their effects. These findings could usher in a new generation of agricultural growth regulators, herbicides, or defense compounds. PMID:28807931

  4. Hybrid simulation combining two space-time discretization of the discrete-velocity Boltzmann equation

    NASA Astrophysics Data System (ADS)

    Horstmann, Jan Tobias; Le Garrec, Thomas; Mincu, Daniel-Ciprian; Lévêque, Emmanuel

    2017-11-01

    Despite the efficiency and low dissipation of the stream-collide scheme of the discrete-velocity Boltzmann equation, which is nowadays implemented in many lattice Boltzmann solvers, a major drawback exists over alternative discretization schemes, i.e. finite-volume or finite-difference, that is the limitation to Cartesian uniform grids. In this paper, an algorithm is presented that combines the positive features of each scheme in a hybrid lattice Boltzmann method. In particular, the node-based streaming of the distribution functions is coupled with a second-order finite-volume discretization of the advection term of the Boltzmann equation under the Bhatnagar-Gross-Krook approximation. The algorithm is established on a multi-domain configuration, with the individual schemes being solved on separate sub-domains and connected by an overlapping interface of at least 2 grid cells. A critical parameter in the coupling is the CFL number equal to unity, which is imposed by the stream-collide algorithm. Nevertheless, a semi-implicit treatment of the collision term in the finite-volume formulation allows us to obtain a stable solution for this condition. The algorithm is validated in the scope of three different test cases on a 2D periodic mesh. It is shown that the accuracy of the combined discretization schemes agrees with the order of each separate scheme involved. The overall numerical error of the hybrid algorithm in the macroscopic quantities is contained between the error of the two individual algorithms. Finally, we demonstrate how such a coupling can be used to adapt to anisotropic flows with some gradual mesh refinement in the FV domain.

  5. Stochastic maps, continuous approximation, and stable distribution

    NASA Astrophysics Data System (ADS)

    Kessler, David A.; Burov, Stanislav

    2017-10-01

    A continuous approximation framework for general nonlinear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the Itô lemma, we obtain a Langevin type of equation. Specifically, we show how nonlinear maps give rise to a Langevin description that involves multiplicative noise. The multiplicative nature of the noise induces an additional effective force, not present in the absence of noise. We further exploit the continuum description and provide an explicit formula for the stable distribution of the stochastic map and conditions for its existence. Our results are in good agreement with numerical simulations of several maps.

  6. Discrete and polymeric self-assembled dendrimers: Hydrogen bond-mediated assembly with high stability and high fidelity

    PubMed Central

    Corbin, Perry S.; Lawless, Laurence J.; Li, Zhanting; Ma, Yuguo; Witmer, Melissa J.; Zimmerman, Steven C.

    2002-01-01

    Hydrogen bond-mediated self-assembly is a powerful strategy for creating nanoscale structures. However, little is known about the fidelity of assembly processes that must occur when similar and potentially competing hydrogen-bonding motifs are present. Furthermore, there is a continuing need for new modules and strategies that can amplify the relatively weak strength of a hydrogen bond to give more stable assemblies. Herein we report quantitative complexation studies on a ureidodeazapterin-based module revealing an unprecedented stability for dimers of its self-complementary acceptoracceptor-donor-donor (AADD) array. Linking two such units together with a semirigid spacer that carries a first-, second-, or third-generation Fréchet-type dendron affords a ditopic structure programmed to self assemble. The specific structure that is formed depends both on the size of the dendron and the solvent, but all of the assemblies have exceptionally high stability. The largest discrete nanoscale assembly is a hexamer with a molecular mass of about 17.8 kDa. It is stabilized by 30 hydrogen bonds, including six AADD⋅DDAA contacts. The hexamer forms and is indefinitely stable in the presence of a hexamer containing six ADD⋅DAA hydrogen-bonding arrays. PMID:11917113

  7. Encoding dependence in Bayesian causal networks

    USDA-ARS?s Scientific Manuscript database

    Bayesian networks (BNs) represent complex, uncertain spatio-temporal dynamics by propagation of conditional probabilities between identifiable states with a testable causal interaction model. Typically, they assume random variables are discrete in time and space with a static network structure that ...

  8. Real-time measurement of quality during the compaction of subgrade soils.

    DOT National Transportation Integrated Search

    2012-12-01

    Conventional quality control of subgrade soils during their compaction is usually performed by monitoring moisture content and dry density at a few discrete locations. However, randomly selected points do not adequately represent the entire compacted...

  9. Discrete Gust Model for Launch Vehicle Assessments

    NASA Technical Reports Server (NTRS)

    Leahy, Frank B.

    2008-01-01

    Analysis of spacecraft vehicle responses to atmospheric wind gusts during flight is important in the establishment of vehicle design structural requirements and operational capability. Typically, wind gust models can be either a spectral type determined by a random process having a wide range of wavelengths, or a discrete type having a single gust of predetermined magnitude and shape. Classical discrete models used by NASA during the Apollo and Space Shuttle Programs included a 9 m/sec quasi-square-wave gust with variable wavelength from 60 to 300 m. A later study derived discrete gust from a military specification (MIL-SPEC) document that used a "1-cosine" shape. The MIL-SPEC document contains a curve of non-dimensional gust magnitude as a function of non-dimensional gust half-wavelength based on the Dryden spectral model, but fails to list the equation necessary to reproduce the curve. Therefore, previous studies could only estimate a value of gust magnitude from the curve, or attempt to fit a function to it. This paper presents the development of the MIL-SPEC curve, and provides the necessary information to calculate discrete gust magnitudes as a function of both gust half-wavelength and the desired probability level of exceeding a specified gust magnitude.

  10. Conditions for Stabilizability of Linear Switched Systems

    NASA Astrophysics Data System (ADS)

    Minh, Vu Trieu

    2011-06-01

    This paper investigates some conditions that can provide stabilizability for linear switched systems with polytopic uncertainties via their closed loop linear quadratic state feedback regulator. The closed loop switched systems can stabilize unstable open loop systems or stable open loop systems but in which there is no solution for a common Lyapunov matrix. For continuous time switched linear systems, we show that if there exists solution in an associated Riccati equation for the closed loop systems sharing one common Lyapunov matrix, the switched linear systems are stable. For the discrete time switched systems, we derive a Linear Matrix Inequality (LMI) to calculate a common Lyapunov matrix and solution for the stable closed loop feedback systems. These closed loop linear quadratic state feedback regulators guarantee the global asymptotical stability for any switched linear systems with any switching signal sequence.

  11. Weak convergence to isotropic complex [Formula: see text] random measure.

    PubMed

    Wang, Jun; Li, Yunmeng; Sang, Liheng

    2017-01-01

    In this paper, we prove that an isotropic complex symmetric α -stable random measure ([Formula: see text]) can be approximated by a complex process constructed by integrals based on the Poisson process with random intensity.

  12. Estimation of Parameters from Discrete Random Nonstationary Time Series

    NASA Astrophysics Data System (ADS)

    Takayasu, H.; Nakamura, T.

    For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.

  13. Retention capacity of correlated surfaces.

    PubMed

    Schrenk, K J; Araújo, N A M; Ziff, R M; Herrmann, H J

    2014-06-01

    We extend the water retention model [C. L. Knecht et al., Phys. Rev. Lett. 108, 045703 (2012)] to correlated random surfaces. We find that the retention capacity of discrete random landscapes is strongly affected by spatial correlations among the heights. This phenomenon is related to the emergence of power-law scaling in the lake volume distribution. We also solve the uncorrelated case exactly for a small lattice and present bounds on the retention of uncorrelated landscapes.

  14. Stochastic mixed-mode oscillations in a three-species predator-prey model

    NASA Astrophysics Data System (ADS)

    Sadhu, Susmita; Kuehn, Christian

    2018-03-01

    The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

  15. Dividing Attention Between Tasks: Testing Whether Explicit Payoff Functions Elicit Optimal Dual-Task Performance.

    PubMed

    Farmer, George D; Janssen, Christian P; Nguyen, Anh T; Brumby, Duncan P

    2018-04-01

    We test people's ability to optimize performance across two concurrent tasks. Participants performed a number entry task while controlling a randomly moving cursor with a joystick. Participants received explicit feedback on their performance on these tasks in the form of a single combined score. This payoff function was varied between conditions to change the value of one task relative to the other. We found that participants adapted their strategy for interleaving the two tasks, by varying how long they spent on one task before switching to the other, in order to achieve the near maximum payoff available in each condition. In a second experiment, we show that this behavior is learned quickly (within 2-3 min over several discrete trials) and remained stable for as long as the payoff function did not change. The results of this work show that people are adaptive and flexible in how they prioritize and allocate attention in a dual-task setting. However, it also demonstrates some of the limits regarding people's ability to optimize payoff functions. Copyright © 2017 The Authors. Cognitive Science published by Wiley Periodicals, Inc. on behalf of Cognitive Science Society.

  16. Simple model for multiple-choice collective decision making

    NASA Astrophysics Data System (ADS)

    Lee, Ching Hua; Lucas, Andrew

    2014-11-01

    We describe a simple model of heterogeneous, interacting agents making decisions between n ≥2 discrete choices. For a special class of interactions, our model is the mean field description of random field Potts-like models and is effectively solved by finding the extrema of the average energy E per agent. In these cases, by studying the propagation of decision changes via avalanches, we argue that macroscopic dynamics is well captured by a gradient flow along E . We focus on the permutation symmetric case, where all n choices are (on average) the same, and spontaneous symmetry breaking (SSB) arises purely from cooperative social interactions. As examples, we show that bimodal heterogeneity naturally provides a mechanism for the spontaneous formation of hierarchies between decisions and that SSB is a preferred instability to discontinuous phase transitions between two symmetric points. Beyond the mean field limit, exponentially many stable equilibria emerge when we place this model on a graph of finite mean degree. We conclude with speculation on decision making with persistent collective oscillations. Throughout the paper, we emphasize analogies between methods of solution to our model and common intuition from diverse areas of physics, including statistical physics and electromagnetism.

  17. Image encryption using random sequence generated from generalized information domain

    NASA Astrophysics Data System (ADS)

    Xia-Yan, Zhang; Guo-Ji, Zhang; Xuan, Li; Ya-Zhou, Ren; Jie-Hua, Wu

    2016-05-01

    A novel image encryption method based on the random sequence generated from the generalized information domain and permutation-diffusion architecture is proposed. The random sequence is generated by reconstruction from the generalized information file and discrete trajectory extraction from the data stream. The trajectory address sequence is used to generate a P-box to shuffle the plain image while random sequences are treated as keystreams. A new factor called drift factor is employed to accelerate and enhance the performance of the random sequence generator. An initial value is introduced to make the encryption method an approximately one-time pad. Experimental results show that the random sequences pass the NIST statistical test with a high ratio and extensive analysis demonstrates that the new encryption scheme has superior security.

  18. Dynamics of a discrete chain of bi-stable elements: A biomimetic shock absorbing mechanism

    NASA Astrophysics Data System (ADS)

    Cohen, T.; Givli, S.

    2014-03-01

    A biomimetic shock absorbing mechanism, inspired by the bi-stable elongation behavior of the giant protein titin, is examined. A bi-stable element, composed of three mass particles with monotonous interaction forces, is suggested to facilitate an internal degree of freedom of finite mass which contributes significantly to dissipation upon unlocking of an internal link. An essential feature of the suggested element is that it undergoes reversible rapture and therefore retrieves its initial configuration once unloaded. The quasistatic and dynamic behaviors are investigated showing similarity to the common tri-linear bi-stable response, with two steady phases separated by a spinodal region. The dynamic behavior of a chain of elements is also examined, for several loading scenarios, showing that the suggested mechanism serves as an efficient shock absorber in a sub-critical dampening environment, as compared with a simple mass on spring system. Propagation of shock waves and refraction waves in an element chain is observed and the effect of natural imperfections is considered.

  19. ``Schooling'' of wing pairs in flapping flight

    NASA Astrophysics Data System (ADS)

    Ramananarivo, Sophie; Zhang, Jun; Ristroph, Leif; AML, Courant Collaboration; Physics NYU Collaboration

    2015-11-01

    The experimental setup implements two independent flapping wings swimming in tandem. Both are driven with the same prescribed vertical heaving motion, but the horizontal motion is free, which means that the swimmers can take up any relative position and forward speed. Experiments show however clearly coordinated motions, where the pair of wings `crystallize' into specific stable arrangements. The follower wing locks into the path of the leader, adopting its speed, and with a separation distance that takes on one of several discrete values. By systematically varying the kinematics and wing size, we show that the set of stable spacings is dictated by the wavelength of the periodic wake structure. The forces maintaining the pair cohesion are characterized by applying an external force to the follower to perturb it away from the `stable wells'. These results show that hydrodynamics alone is sufficient to induce cohesive and coordinated collective locomotion through a fluid, and we discuss the hypothesis that fish schools and bird flocks also represent stable modes of motion.

  20. Influence of transport uncertainty on annual mean and seasonal inversions of atmospheric CO2 data

    NASA Astrophysics Data System (ADS)

    Peylin, Philippe; Baker, David; Sarmiento, Jorge; Ciais, Philippe; Bousquet, Philippe

    2002-10-01

    Inversion methods are often used to estimate surface CO2 fluxes from atmospheric CO2 concentration measurements, given an atmospheric transport model to relate the two. The published estimates disagree strongly on the location of the main sources and sinks, however. Are these differences due to the different time spans considered, or are they artifacts of the method and data used? Here we assess the uncertainty in such estimates due to the choice of time discretization of the measurements and fluxes, the spatial resolution of the fluxes, and the transport model. A suite of 27 Bayesian least squares inversions has been run, given by varying the number of flux regions solved for (7, 12, and 17), the time discretization (annual/annual, annual/monthly, and monthly/monthly for the fluxes/data), and the transport model (TM2, TM3, and GCTM), while holding all other inversion details constant. The estimated fluxes from this ensemble of inversions for the land + ocean sum are stable over large zonal bands, but the spread in the results increases when considering the longitudinal flux distribution inside these bands. On average for 1990-1994 the inversions place a large CO2 uptake north of 30°N (3.2 ± 0.3 GtC yr-1), mostly over the land regions, with more in Eurasia than North America. The ocean fluxes are generally smaller than given by [1999], especially south of 15°S and in the global total, where they are less than half as large. A small uptake is found for the tropical land regions, suggesting that growth more than compensates for deforestation there. The results for the different transport models are consistent with their known mixing properties; the longitudinal pattern of their land biosphere rectifier, in particular, strongly influences the regional partitioning of the flux in the north. While differences between the transport models contribute significantly to the spread of the results, an equivalent or even larger spread is due to the time discretization method used: Solving for annual mean fluxes with monthly mean measurements tended to give spurious land/ocean flux partition in the north. We suggest then that this time discretization method be avoided. Overall, the uncertainty quoted for the estimated fluxes should include not only the random error calculated by the inversion equations but also all the systematic errors in the problem, such as those addressed in this study.

  1. Effective search for stable segregation configurations at grain boundaries with data-mining techniques

    NASA Astrophysics Data System (ADS)

    Kiyohara, Shin; Mizoguchi, Teruyasu

    2018-03-01

    Grain boundary segregation of dopants plays a crucial role in materials properties. To investigate the dopant segregation behavior at the grain boundary, an enormous number of combinations have to be considered in the segregation of multiple dopants at the complex grain boundary structures. Here, two data mining techniques, the random-forests regression and the genetic algorithm, were applied to determine stable segregation sites at grain boundaries efficiently. Using the random-forests method, a predictive model was constructed from 2% of the segregation configurations and it has been shown that this model could determine the stable segregation configurations. Furthermore, the genetic algorithm also successfully determined the most stable segregation configuration with great efficiency. We demonstrate that these approaches are quite effective to investigate the dopant segregation behaviors at grain boundaries.

  2. A BASIC Program for Use in Teaching Population Dynamics.

    ERIC Educational Resources Information Center

    Kidd, N. A. C.

    1984-01-01

    Describes an interactive simulation model which can be used to demonstrate population growth with discrete or overlapping populations and the effects of random, constant, or density-dependent mortality. The program listing (for Commodore PET 4032 microcomputer) is included. (Author/DH)

  3. Reduction of display artifacts by random sampling

    NASA Technical Reports Server (NTRS)

    Ahumada, A. J., Jr.; Nagel, D. C.; Watson, A. B.; Yellott, J. I., Jr.

    1983-01-01

    The application of random-sampling techniques to remove visible artifacts (such as flicker, moire patterns, and paradoxical motion) introduced in TV-type displays by discrete sequential scanning is discussed and demonstrated. Sequential-scanning artifacts are described; the window of visibility defined in spatiotemporal frequency space by Watson and Ahumada (1982 and 1983) and Watson et al. (1983) is explained; the basic principles of random sampling are reviewed and illustrated by the case of the human retina; and it is proposed that the sampling artifacts can be replaced by random noise, which can then be shifted to frequency-space regions outside the window of visibility. Vertical sequential, single-random-sequence, and continuously renewed random-sequence plotting displays generating 128 points at update rates up to 130 Hz are applied to images of stationary and moving lines, and best results are obtained with the single random sequence for the stationary lines and with the renewed random sequence for the moving lines.

  4. Maximally random discrete-spin systems with symmetric and asymmetric interactions and maximally degenerate ordering

    NASA Astrophysics Data System (ADS)

    Atalay, Bora; Berker, A. Nihat

    2018-05-01

    Discrete-spin systems with maximally random nearest-neighbor interactions that can be symmetric or asymmetric, ferromagnetic or antiferromagnetic, including off-diagonal disorder, are studied, for the number of states q =3 ,4 in d dimensions. We use renormalization-group theory that is exact for hierarchical lattices and approximate (Migdal-Kadanoff) for hypercubic lattices. For all d >1 and all noninfinite temperatures, the system eventually renormalizes to a random single state, thus signaling q ×q degenerate ordering. Note that this is the maximally degenerate ordering. For high-temperature initial conditions, the system crosses over to this highly degenerate ordering only after spending many renormalization-group iterations near the disordered (infinite-temperature) fixed point. Thus, a temperature range of short-range disorder in the presence of long-range order is identified, as previously seen in underfrustrated Ising spin-glass systems. The entropy is calculated for all temperatures, behaves similarly for ferromagnetic and antiferromagnetic interactions, and shows a derivative maximum at the short-range disordering temperature. With a sharp immediate contrast of infinitesimally higher dimension 1 +ɛ , the system is as expected disordered at all temperatures for d =1 .

  5. Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology.

    PubMed

    Allen, Edward J

    2014-06-01

    Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.

  6. Power-law Exponent in Multiplicative Langevin Equation with Temporally Correlated Noise

    NASA Astrophysics Data System (ADS)

    Morita, Satoru

    2018-05-01

    Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. For discrete-time systems, the power-law exponent is known to decrease as the autocorrelation time of the multiplier increases. However, for continuous-time systems, it is not yet clear how the temporal correlation affects the power-law behavior. Herein, we analytically investigated a multiplicative Langevin equation with colored noise. We show that the power-law exponent depends on the details of the multiplicative noise, in contrast to the case of discrete-time systems.

  7. The effects of host-feeding on stability of discrete-time host-parasitoid population dynamic models.

    PubMed

    Emerick, Brooks; Singh, Abhyudai

    2016-02-01

    Discrete-time models are the traditional approach for capturing population dynamics of a host-parasitoid system. Recent work has introduced a semi-discrete framework for obtaining model update functions that connect host-parasitoid population levels from year-to-year. In particular, this framework uses differential equations to describe the host-parasitoid interaction during the time of year when they come in contact, allowing specific behaviors to be mechanistically incorporated. We use the semi-discrete approach to study the effects of host-feeding, which occurs when a parasitoid consumes a potential host larva without ovipositing. We find that host-feeding by itself cannot stabilize the system, and both populations exhibit behavior similar to the Nicholson-Bailey model. However, when combined with stabilizing mechanisms such as density-dependent host mortality, host-feeding contracts the region of parameter space that allows for a stable host-parasitoid equilibrium. In contrast, when combined with a density-dependent parasitoid attack rate, host-feeding expands the non-zero equilibrium stability region. Our results show that host-feeding causes inefficiency in the parasitoid population, which yields a higher population of hosts per generation. This suggests that host-feeding may have limited long-term impact in terms of suppressing host levels for biological control applications. Copyright © 2015 Elsevier Inc. All rights reserved.

  8. Hamiltonian approaches to spatial and temporal discretization of fully compressible equations

    NASA Astrophysics Data System (ADS)

    Dubos, Thomas; Dubey, Sarvesh

    2017-04-01

    The fully compressible Euler (FCE) equations are the most accurate for representing atmospheric motion, compared to approximate systems like the hydrostatic, anelastic or pseudo-incompressible systems. The price to pay for this accuracy is the presence of additional degrees of freedom and high-frequency acoustic waves that must be treated implicitly. In this work we explore a Hamiltonian approach to the issue of stable spatial and temporal discretization of the FCE using a non-Eulerian vertical coordinate. For scalability, a horizontally-explicit, vertically-implicit (HEVI) time discretization is adopted. The Hamiltonian structure of the equations is used to obtain the spatial finite-difference discretization and also in order to identify those terms of the equations of motion that need to be treated implicitly. A novel treatment of the lower boundary condition in the presence of orography is introduced: rather than enforcing a no-normal-flow boundary condition, which couples the horizontal and vertical velocity components and interferes with the HEVI structure, the ground is treated as a flexible surface with arbitrarily large stiffness, resulting in a decoupling of the horizontal and vertical dynamics and yielding a simple implicit problem which can be solved efficiently. Standard test cases performed in a vertical slice configuration suggest that an effective horizontal acoustic Courant number close to 1 can be achieved.

  9. Joint Services Electronics Program.

    DTIC Science & Technology

    1983-09-30

    environment. The research is under three interrelated heads: (1) algebraic Methodologies for Control Systems design , both linear and non -linear, (2) robust...properties of the device. After study of these experimental results, we plan to design a millimeter- wave version of the Gunn device. This will...appropriate dose discretization level for an adju- stable width beam. 2) Experimental Device Fabrication In a collaborative effort with the IC design group

  10. Well-posed and stable transmission problems

    NASA Astrophysics Data System (ADS)

    Nordström, Jan; Linders, Viktor

    2018-07-01

    We introduce the notion of a transmission problem to describe a general class of problems where different dynamics are coupled in time. Well-posedness and stability are analysed for continuous and discrete problems using both strong and weak formulations, and a general transmission condition is obtained. The theory is applied to the coupling of fluid-acoustic models, multi-grid implementations, adaptive mesh refinements, multi-block formulations and numerical filtering.

  11. Numerical investigation of sixth order Boussinesq equation

    NASA Astrophysics Data System (ADS)

    Kolkovska, N.; Vucheva, V.

    2017-10-01

    We propose a family of conservative finite difference schemes for the Boussinesq equation with sixth order dispersion terms. The schemes are of second order of approximation. The method is conditionally stable with a mild restriction τ = O(h) on the step sizes. Numerical tests are performed for quadratic and cubic nonlinearities. The numerical experiments show second order of convergence of the discrete solution to the exact one.

  12. Structure and Randomness of Continuous-Time, Discrete-Event Processes

    NASA Astrophysics Data System (ADS)

    Marzen, Sarah E.; Crutchfield, James P.

    2017-10-01

    Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

  13. A Locust Phase Change Model with Multiple Switching States and Random Perturbation

    NASA Astrophysics Data System (ADS)

    Xiang, Changcheng; Tang, Sanyi; Cheke, Robert A.; Qin, Wenjie

    2016-12-01

    Insects such as locusts and some moths can transform from a solitarious phase when they remain in loose populations and a gregarious phase, when they may swarm. Therefore, the key to effective management of outbreaks of species such as the desert locust Schistocercagregaria is early detection of when they are in the threshold state between the two phases, followed by timely control of their hopper stages before they fledge because the control of flying adult swarms is costly and often ineffective. Definitions of gregarization thresholds should assist preventive control measures and avoid treatment of areas that might not lead to gregarization. In order to better understand the effects of the threshold density which represents the gregarization threshold on the outbreak of a locust population, we developed a model of a discrete switching system. The proposed model allows us to address: (1) How frequently switching occurs from solitarious to gregarious phases and vice versa; (2) When do stable switching transients occur, the existence of which indicate that solutions with larger amplitudes can switch to a stable attractor with a value less than the switching threshold density?; and (3) How does random perturbation influence the switching pattern? Our results show that both subsystems have refuge equilibrium points, outbreak equilibrium points and bistable equilibria. Further, the outbreak equilibrium points and bistable equilibria can coexist for a wide range of parameters and can switch from one to another. This type of switching is sensitive to the intrinsic growth rate and the initial values of the locust population, and may result in locust population outbreaks and phase switching once a small perturbation occurs. Moreover, the simulation results indicate that the switching transient patterns become identical after some generations, suggesting that the evolving process of the perturbation system is not related to the initial value after some fixed number of generations for the same stochastic processes. However, the switching frequency and outbreak patterns can be significantly affected by the intensity of noise and the intrinsic growth rate of the locust population.

  14. Numerically Exact Computer Simulations of Light Scattering by Densely Packed, Random Particulate Media

    NASA Technical Reports Server (NTRS)

    Dlugach, Janna M.; Mishchenko, Michael I.; Liu, Li; Mackowski, Daniel W.

    2011-01-01

    Direct computer simulations of electromagnetic scattering by discrete random media have become an active area of research. In this progress review, we summarize and analyze our main results obtained by means of numerically exact computer solutions of the macroscopic Maxwell equations. We consider finite scattering volumes with size parameters in the range, composed of varying numbers of randomly distributed particles with different refractive indices. The main objective of our analysis is to examine whether all backscattering effects predicted by the low-density theory of coherent backscattering (CB) also take place in the case of densely packed media. Based on our extensive numerical data we arrive at the following conclusions: (i) all backscattering effects predicted by the asymptotic theory of CB can also take place in the case of densely packed media; (ii) in the case of very large particle packing density, scattering characteristics of discrete random media can exhibit behavior not predicted by the low-density theories of CB and radiative transfer; (iii) increasing the absorptivity of the constituent particles can either enhance or suppress typical manifestations of CB depending on the particle packing density and the real part of the refractive index. Our numerical data strongly suggest that spectacular backscattering effects identified in laboratory experiments and observed for a class of high-albedo Solar System objects are caused by CB.

  15. Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

    PubMed

    Adalsteinsson, David; McMillen, David; Elston, Timothy C

    2004-03-08

    Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

  16. Fabrication of Photothermal Stable Gold Nanosphere/Mesoporous Silica Hybrid Nanoparticle Responsive to Near-Infrared Light.

    PubMed

    Cheng, Bei; Xu, Peisheng

    2017-01-01

    Various gold nanoparticles have been explored in biomedical systems and proven to be promising in photothermal therapy and drug delivery. Among them, nanoshells were regarded as traditionally strong near infrared absorbers that have been widely used to generate photothermal effect for cancer therapy. However, the nanoshell is not photo-thermal stable and thus is not suitable for repeated irradiation. Here, we describe a novel discrete gold nanostructure by mimicking the continuous gold nanoshell-gold/mesoporous silica hybrid nanoparticle (GoMe). It possesses the best characteristics of both conventional gold nanoparticles and mesoporous silica nanoparticles, such as excellent photothermal converting ability as well as high drug loading capacity and triggerable drug release.

  17. Perception of multi-stable dot lattices in the visual periphery: an effect of internal positional noise.

    PubMed

    Põder, Endel

    2011-02-16

    Dot lattices are very simple multi-stable images where the dots can be perceived as being grouped in different ways. The probabilities of grouping along different orientations as dependent on inter-dot distances along these orientations can be predicted by a simple quantitative model. L. Bleumers, P. De Graef, K. Verfaillie, and J. Wagemans (2008) found that for peripheral presentation, this model should be combined with random guesses on a proportion of trials. The present study shows that the probability of random responses decreases with decreasing ambiguity of lattices and is different for bi-stable and tri-stable lattices. With central presentation, similar effects can be produced by adding positional noise to the dots. The results suggest that different levels of internal positional noise might explain the differences between peripheral and central proximity grouping.

  18. Discrete tuning concept for fiber-integrated lasers based on tailored FBG arrays and a theta cavity layout.

    PubMed

    Tiess, Tobias; Becker, Martin; Rothhardt, Manfred; Bartelt, Hartmut; Jäger, Matthias

    2017-03-15

    We demonstrate a novel tuning concept for pulsed fiber-integrated lasers with a fiber Bragg grating (FBG) array as a discrete and tailored spectral filter, as well as a modified laser design. Based on a theta cavity layout, the structural delay lines originating from the FBG array are balanced, enabling a constant repetition rate and stable pulse properties over the full tuning range. The emission wavelength is electrically tuned with respect to the filter properties based on an adapted temporal gating scheme using an acousto-optic modulator. This concept has been investigated with an Yb-doped fiber laser, demonstrating excellent emission properties with high signal contrast (>35  dB) and narrow linewidth (<150  pm) over a tuning range of 25 nm.

  19. Designing torus-doubling solutions to discrete time systems by hybrid projective synchronization

    NASA Astrophysics Data System (ADS)

    Xie, Hui; Wen, Guilin

    2013-11-01

    Doubling of torus occurs in high dimensional nonlinear systems, which is related to a certain kind of typical second bifurcations. It is a nontrivial task to create a torus-doubling solution with desired dynamical properties based on the classical bifurcation theories. In this paper, dead-beat hybrid projective synchronization is employed to build a novel method for designing stable torus-doubling solutions into discrete time systems with proper properties to achieve the purpose of utilizing bifurcation solutions as well as avoiding the possible conflict of physical meaning of the created solution. Although anti-controls of bifurcation and chaos synchronizations are two different topics in nonlinear dynamics and control, the results imply that it is possible to develop some new interdisciplinary methods between chaos synchronization and anti-controls of bifurcations.

  20. Discrete transparent boundary conditions for the mixed KDV-BBM equation

    NASA Astrophysics Data System (ADS)

    Besse, Christophe; Noble, Pascal; Sanchez, David

    2017-09-01

    In this paper, we consider artificial boundary conditions for the linearized mixed Korteweg-de Vries (KDV) and Benjamin-Bona-Mahoney (BBM) equation which models water waves in the small amplitude, large wavelength regime. Continuous (respectively discrete) artificial boundary conditions involve non local operators in time which in turn requires to compute time convolutions and invert the Laplace transform of an analytic function (respectively the Z-transform of an holomorphic function). In this paper, we propose a new, stable and fairly general strategy to carry out this crucial step in the design of transparent boundary conditions. For large time simulations, we also introduce a methodology based on the asymptotic expansion of coefficients involved in exact direct transparent boundary conditions. We illustrate the accuracy of our methods for Gaussian and wave packets initial data.

  1. Adaptive control of periodic systems

    NASA Astrophysics Data System (ADS)

    Tian, Zhiling

    2009-12-01

    Adaptive control is needed to cope with parametric uncertainty in dynamical systems. The adaptive control of LTI systems in both discrete and continuous time has been studied for four decades and the results are currently used widely in many different fields. In recent years, interest has shifted to the adaptive control of time-varying systems. It is known that the adaptive control of arbitrarily rapidly time-varying systems is in general intractable, but systems with periodically time-varying parameters (LTP systems) which have much more structure, are amenable to mathematical analysis. Further, there is also a need for such control in practical problems which have arisen in industry during the past twenty years. This thesis is the first attempt to deal with the adaptive control of LTP systems. Adaptive Control involves estimation of unknown parameters, adjusting the control parameters based on the estimates, and demonstrating that the overall system is stable. System theoretic properties such as stability, controllability, and observability play an important role both in formulating of the problems, as well as in generating solutions for them. For LTI systems, these properties have been studied since 1960s, and algebraic conditions that have to be satisfied to assure these properties are now well established. In the case of LTP systems, these properties can be expressed only in terms of transition matrices that are much more involved than those for LTI systems. Since adaptive control problems can be formulated only when these properties are well understood, it is not surprising that systematic efforts have not been made thus far for formulating and solving adaptive control problems that arise in LTP systems. Even in the case of LTI systems, it is well recognized that problems related to adaptive discrete-time system are not as difficult as those that arise in the continuous-time systems. This is amply evident in the solutions that were derived in the 1980s and 1990s for all the important problems. These differences are even more amplified in the LTP case; some problems in continuous time cannot even be formulated precisely. This thesis consequently focuses primarily on the adaptive identification and control of discrete-time systems, and derives most of the results that currently exist in the literature for LTI systems. Based on these investigations of discrete-time adaptive systems, attempts are made in the thesis to examine their continuous-time counterparts, and discuss the principal difficulties encountered. The dissertation examines critically the system theoretic properties of LTP systems in Chapter 2, and the mathematical framework provided for their analysis by Floquet theory in Chapter 3. Assuming that adaptive identification and control problems can be formulated precisely, a unified method of developing stable adaptive laws using error models is treated in Chapter 4. Chapter 5 presents a detailed study of the adaptation in SISO discrete-time LTP systems, and represents the core of the thesis. The important problems of identification, stabilization, regulation, and tracking of arbitrary signals are investigated, and practically implementable stable adaptive laws are derived. The dissertation concludes with a discussion of continuous-time adaptive control in Chapter 6 and discrete multivariable systems in Chapter 7. Directions for future research are indicated towards the end of the dissertation.

  2. A Critical Study of Agglomerated Multigrid Methods for Diffusion

    NASA Technical Reports Server (NTRS)

    Nishikawa, Hiroaki; Diskin, Boris; Thomas, James L.

    2011-01-01

    Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Convergence rates of multigrid cycles are verified with quantitative analysis methods in which parts of the two-grid cycle are replaced by their idealized counterparts.

  3. A Critical Study of Agglomerated Multigrid Methods for Diffusion

    NASA Technical Reports Server (NTRS)

    Thomas, James L.; Nishikawa, Hiroaki; Diskin, Boris

    2009-01-01

    Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and highly stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Actual cycle results are verified using quantitative analysis methods in which parts of the cycle are replaced by their idealized counterparts.

  4. A phase screen model for simulating numerically the propagation of a laser beam in rain

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lukin, I P; Rychkov, D S; Falits, A V

    2009-09-30

    The method based on the generalisation of the phase screen method for a continuous random medium is proposed for simulating numerically the propagation of laser radiation in a turbulent atmosphere with precipitation. In the phase screen model for a discrete component of a heterogeneous 'air-rain droplet' medium, the amplitude screen describing the scattering of an optical field by discrete particles of the medium is replaced by an equivalent phase screen with a spectrum of the correlation function of the effective dielectric constant fluctuations that is similar to the spectrum of a discrete scattering component - water droplets in air. Themore » 'turbulent' phase screen is constructed on the basis of the Kolmogorov model, while the 'rain' screen model utiises the exponential distribution of the number of rain drops with respect to their radii as a function of the rain intensity. Theresults of the numerical simulation are compared with the known theoretical estimates for a large-scale discrete scattering medium. (propagation of laser radiation in matter)« less

  5. Exponential H(infinity) synchronization of general discrete-time chaotic neural networks with or without time delays.

    PubMed

    Qi, Donglian; Liu, Meiqin; Qiu, Meikang; Zhang, Senlin

    2010-08-01

    This brief studies exponential H(infinity) synchronization of a class of general discrete-time chaotic neural networks with external disturbance. On the basis of the drive-response concept and H(infinity) control theory, and using Lyapunov-Krasovskii (or Lyapunov) functional, state feedback controllers are established to not only guarantee exponential stable synchronization between two general chaotic neural networks with or without time delays, but also reduce the effect of external disturbance on the synchronization error to a minimal H(infinity) norm constraint. The proposed controllers can be obtained by solving the convex optimization problems represented by linear matrix inequalities. Most discrete-time chaotic systems with or without time delays, such as Hopfield neural networks, cellular neural networks, bidirectional associative memory networks, recurrent multilayer perceptrons, Cohen-Grossberg neural networks, Chua's circuits, etc., can be transformed into this general chaotic neural network to be H(infinity) synchronization controller designed in a unified way. Finally, some illustrated examples with their simulations have been utilized to demonstrate the effectiveness of the proposed methods.

  6. An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs.

    PubMed

    Xiao, Mengli; Zhang, Yongbo; Wang, Zhihua; Fu, Huimin

    2018-04-01

    Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  7. Trophic transfer of metals along freshwater food webs: Evidence of cadmium biomagnification in nature

    USGS Publications Warehouse

    Croteau, M.-N.; Luoma, S.N.; Stewart, A.R.

    2005-01-01

    We conducted a study with cadmium (Cd) and copper (Cu) in the delta of San Francisco Bay, using nitrogen and carbon stable isotopes to identify trophic position and food web structure. Cadmium is progressively enriched among trophic levels in discrete epiphyte-based food webs composed of macrophyte-dwelling invertebrates (the first link being epiphytic algae) and fishes (the first link being gobies). Cadmium concentrations were biomagnified 15 times within the scope of two trophic links in both food webs. Trophic enrichment in invertebrates was twice that of fishes. No tendency toward trophic-level enrichment was observed for Cu, regardless of whether organisms were sorted by food web or treated on a taxonomic basis within discrete food webs. The greatest toxic effects of Cd are likely to occur with increasing trophic positions, where animals are ingesting Cd-rich prey (or food). In Franks Tract this occurs within discrete food chains composed of macrophyte-dwelling invertebrates or fishes inhabiting submerged aquatic vegetation. Unraveling ecosystem complexity is necessary before species most exposed and at risk can be identified. ?? 2005, by the American Society of Limnology and Oceanography, Inc.

  8. Characterization of clouds in Titan's tropical atmosphere

    USGS Publications Warehouse

    Griffith, C.A.; Penteado, P.; Rodriguez, S.; Le, Mouelic S.; Baines, K.H.; Buratti, B.; Clark, R.; Nicholson, P.; Jaumann, R.; Sotin, Christophe

    2009-01-01

    Images of Titan's clouds, possible over the past 10 years, indicate primarily discrete convective methane clouds near the south and north poles and an immense stratiform cloud, likely composed of ethane, around the north pole. Here we present spectral images from Cassini's Visual Mapping Infrared Spectrometer that reveal the increasing presence of clouds in Titan's tropical atmosphere. Radiative transfer analyses indicate similarities between summer polar and tropical methane clouds. Like their southern counterparts, tropical clouds consist of particles exceeding 5 ??m. They display discrete structures suggestive of convective cumuli. They prevail at a specific latitude band between 8??-20?? S, indicative of a circulation origin and the beginning of a circulation turnover. Yet, unlike the high latitude clouds that often reach 45 km altitude, these discrete tropical clouds, so far, remain capped to altitudes below 26 km. Such low convective clouds are consistent with the highly stable atmospheric conditions measured at the Huygens landing site. Their characteristics suggest that Titan's tropical atmosphere has a dry climate unlike the south polar atmosphere, and despite the numerous washes that carve the tropical landscape. ?? 2009. The American Astronomical Society.

  9. High Order Accurate Finite Difference Modeling of Seismo-Acoustic Wave Propagation in a Moving Atmosphere and a Heterogeneous Earth Model Coupled Across a Realistic Topography

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Petersson, N. Anders; Sjogreen, Bjorn

    Here, we develop a numerical method for simultaneously simulating acoustic waves in a realistic moving atmosphere and seismic waves in a heterogeneous earth model, where the motions are coupled across a realistic topography. We model acoustic wave propagation by solving the linearized Euler equations of compressible fluid mechanics. The seismic waves are modeled by the elastic wave equation in a heterogeneous anisotropic material. The motion is coupled by imposing continuity of normal velocity and normal stresses across the topographic interface. Realistic topography is resolved on a curvilinear grid that follows the interface. The governing equations are discretized using high ordermore » accurate finite difference methods that satisfy the principle of summation by parts. We apply the energy method to derive the discrete interface conditions and to show that the coupled discretization is stable. The implementation is verified by numerical experiments, and we demonstrate a simulation of coupled wave propagation in a windy atmosphere and a realistic earth model with non-planar topography.« less

  10. High Order Accurate Finite Difference Modeling of Seismo-Acoustic Wave Propagation in a Moving Atmosphere and a Heterogeneous Earth Model Coupled Across a Realistic Topography

    DOE PAGES

    Petersson, N. Anders; Sjogreen, Bjorn

    2017-04-18

    Here, we develop a numerical method for simultaneously simulating acoustic waves in a realistic moving atmosphere and seismic waves in a heterogeneous earth model, where the motions are coupled across a realistic topography. We model acoustic wave propagation by solving the linearized Euler equations of compressible fluid mechanics. The seismic waves are modeled by the elastic wave equation in a heterogeneous anisotropic material. The motion is coupled by imposing continuity of normal velocity and normal stresses across the topographic interface. Realistic topography is resolved on a curvilinear grid that follows the interface. The governing equations are discretized using high ordermore » accurate finite difference methods that satisfy the principle of summation by parts. We apply the energy method to derive the discrete interface conditions and to show that the coupled discretization is stable. The implementation is verified by numerical experiments, and we demonstrate a simulation of coupled wave propagation in a windy atmosphere and a realistic earth model with non-planar topography.« less

  11. Random vs. Combinatorial Methods for Discrete Event Simulation of a Grid Computer Network

    NASA Technical Reports Server (NTRS)

    Kuhn, D. Richard; Kacker, Raghu; Lei, Yu

    2010-01-01

    This study compared random and t-way combinatorial inputs of a network simulator, to determine if these two approaches produce significantly different deadlock detection for varying network configurations. Modeling deadlock detection is important for analyzing configuration changes that could inadvertently degrade network operations, or to determine modifications that could be made by attackers to deliberately induce deadlock. Discrete event simulation of a network may be conducted using random generation, of inputs. In this study, we compare random with combinatorial generation of inputs. Combinatorial (or t-way) testing requires every combination of any t parameter values to be covered by at least one test. Combinatorial methods can be highly effective because empirical data suggest that nearly all failures involve the interaction of a small number of parameters (1 to 6). Thus, for example, if all deadlocks involve at most 5-way interactions between n parameters, then exhaustive testing of all n-way interactions adds no additional information that would not be obtained by testing all 5-way interactions. While the maximum degree of interaction between parameters involved in the deadlocks clearly cannot be known in advance, covering all t-way interactions may be more efficient than using random generation of inputs. In this study we tested this hypothesis for t = 2, 3, and 4 for deadlock detection in a network simulation. Achieving the same degree of coverage provided by 4-way tests would have required approximately 3.2 times as many random tests; thus combinatorial methods were more efficient for detecting deadlocks involving a higher degree of interactions. The paper reviews explanations for these results and implications for modeling and simulation.

  12. A stochastic hybrid systems based framework for modeling dependent failure processes

    PubMed Central

    Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

    2017-01-01

    In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

  13. A stochastic hybrid systems based framework for modeling dependent failure processes.

    PubMed

    Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

    2017-01-01

    In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

  14. OCT Amplitude and Speckle Statistics of Discrete Random Media.

    PubMed

    Almasian, Mitra; van Leeuwen, Ton G; Faber, Dirk J

    2017-11-01

    Speckle, amplitude fluctuations in optical coherence tomography (OCT) images, contains information on sub-resolution structural properties of the imaged sample. Speckle statistics could therefore be utilized in the characterization of biological tissues. However, a rigorous theoretical framework relating OCT speckle statistics to structural tissue properties has yet to be developed. As a first step, we present a theoretical description of OCT speckle, relating the OCT amplitude variance to size and organization for samples of discrete random media (DRM). Starting the calculations from the size and organization of the scattering particles, we analytically find expressions for the OCT amplitude mean, amplitude variance, the backscattering coefficient and the scattering coefficient. We assume fully developed speckle and verify the validity of this assumption by experiments on controlled samples of silica microspheres suspended in water. We show that the OCT amplitude variance is sensitive to sub-resolution changes in size and organization of the scattering particles. Experimentally determined and theoretically calculated optical properties are compared and in good agreement.

  15. Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

    NASA Technical Reports Server (NTRS)

    Jones, Robert L.; Goode, Plesent W. (Technical Monitor)

    2000-01-01

    The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

  16. The feasibility and stability of large complex biological networks: a random matrix approach.

    PubMed

    Stone, Lewi

    2018-05-29

    In the 70's, Robert May demonstrated that complexity creates instability in generic models of ecological networks having random interaction matrices A. Similar random matrix models have since been applied in many disciplines. Central to assessing stability is the "circular law" since it describes the eigenvalue distribution for an important class of random matrices A. However, despite widespread adoption, the "circular law" does not apply for ecological systems in which density-dependence operates (i.e., where a species growth is determined by its density). Instead one needs to study the far more complicated eigenvalue distribution of the community matrix S = DA, where D is a diagonal matrix of population equilibrium values. Here we obtain this eigenvalue distribution. We show that if the random matrix A is locally stable, the community matrix S = DA will also be locally stable, providing the system is feasible (i.e., all species have positive equilibria D > 0). This helps explain why, unusually, nearly all feasible systems studied here are locally stable. Large complex systems may thus be even more fragile than May predicted, given the difficulty of assembling a feasible system. It was also found that the degree of stability, or resilience of a system, depended on the minimum equilibrium population.

  17. Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Jakeman, J.D., E-mail: jdjakem@sandia.gov; Wildey, T.

    2015-01-01

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

  18. Bell's theorem, the measurement problem, Newton's self-gravitation and its connections to violations of the discrete symmetries C, P, T

    NASA Astrophysics Data System (ADS)

    Hiesmayr, Beatrix C.

    2015-07-01

    About 50 years ago John St. Bell published his famous Bell theorem that initiated a new field in physics. This contribution discusses how discrete symmetries relate to the big open questions of quantum mechanics, in particular: (i) how correlations stronger than those predicted by theories sharing randomness (Bell's theorem) relate to the violation of the CP symmetry and the P symmetry; and its relation to the security of quantum cryptography, (ii) how the measurement problem (“why do we observe no tables in superposition?”) can be polled in weakly decaying systems, (iii) how strongly and weakly interacting quantum systems are affected by Newton's self gravitation. These presented preliminary results show that the meson-antimeson systems and the hyperon- antihyperon systems are a unique laboratory to tackle deep fundamental questions and to contribute to the understand what impact the violation of discrete symmetries has.

  19. From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

    We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

  20. Covalent heterogenization of discrete bis(8-quinolinolato)dioxomolybdenum(VI) and dioxotungsten(VI) complexes by a metal-template/metal-exchange method: Cyclooctene epoxidation catalysts with enhanced performances

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Yang, Ying; Chattopadhyay, Soma; Shibata, Tomohiro

    A metal-template/metal-exchange method was used to imprint covalently attached bis(8- quinolinolato)dioxomolybdenum(VI) and dioxotungsten(VI) complexes onto large surface-area, mesoporous SBA-15 silica to obtain discrete MoO2 VIT and WO2 VIT catalysts bearing different metal loadings, respectively. Homogeneous counterparts, MoO2 VIN and WO2 VIN, as well as randomly ligandgrafted heterogeneous analogues, MoO2 VIG and WO2 VIG, were also prepared for comparison. X-ray absorption fine structure (XAFS), pair distribution function (PDF) and UV–vis data demonstrate that MoO2 VIT and WO2 VIT adopt a more solution-like bis(8-quinolinol) coordination environment than MoO2 VIG and WO2 VIG, respectively. Correspondingly, the templated MoVI and WVI catalysts show superiormore » performances to their randomly grafted counterparts and neat analogues in the epoxidation of cyclooctene. It is found that the representative MoO2 VIT-10% catalyst can be recycled up to five times without significant loss of reactivity, and heterogeneity test confirms the high stability of MoO2 VIT-10% catalyst against leaching of active species into solution. The homogeneity of the discrete bis(8-quinolinol) metal spheres templated on SBA-15 should be responsible for the superior performances.« less

  1. Modified truncated randomized singular value decomposition (MTRSVD) algorithms for large scale discrete ill-posed problems with general-form regularization

    NASA Astrophysics Data System (ADS)

    Jia, Zhongxiao; Yang, Yanfei

    2018-05-01

    In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: subject to , where L is a regularization matrix. Our algorithms are inspired by the modified truncated singular value decomposition (MTSVD) method, which suits only for small to medium scale problems, and randomized SVD (RSVD) algorithms that generate good low rank approximations to A. We use rank-k truncated randomized SVD (TRSVD) approximations to A by truncating the rank- RSVD approximations to A, where q is an oversampling parameter. The resulting algorithms are called modified TRSVD (MTRSVD) methods. At every step, we use the LSQR algorithm to solve the resulting inner least squares problem, which is proved to become better conditioned as k increases so that LSQR converges faster. We present sharp bounds for the approximation accuracy of the RSVDs and TRSVDs for severely, moderately and mildly ill-posed problems, and substantially improve a known basic bound for TRSVD approximations. We prove how to choose the stopping tolerance for LSQR in order to guarantee that the computed and exact best regularized solutions have the same accuracy. Numerical experiments illustrate that the best regularized solutions by MTRSVD are as accurate as the ones by the truncated generalized singular value decomposition (TGSVD) algorithm, and at least as accurate as those by some existing truncated randomized generalized singular value decomposition (TRGSVD) algorithms. This work was supported in part by the National Science Foundation of China (Nos. 11771249 and 11371219).

  2. ADAM: analysis of discrete models of biological systems using computer algebra.

    PubMed

    Hinkelmann, Franziska; Brandon, Madison; Guang, Bonny; McNeill, Rustin; Blekherman, Grigoriy; Veliz-Cuba, Alan; Laubenbacher, Reinhard

    2011-07-20

    Many biological systems are modeled qualitatively with discrete models, such as probabilistic Boolean networks, logical models, Petri nets, and agent-based models, to gain a better understanding of them. The computational complexity to analyze the complete dynamics of these models grows exponentially in the number of variables, which impedes working with complex models. There exist software tools to analyze discrete models, but they either lack the algorithmic functionality to analyze complex models deterministically or they are inaccessible to many users as they require understanding the underlying algorithm and implementation, do not have a graphical user interface, or are hard to install. Efficient analysis methods that are accessible to modelers and easy to use are needed. We propose a method for efficiently identifying attractors and introduce the web-based tool Analysis of Dynamic Algebraic Models (ADAM), which provides this and other analysis methods for discrete models. ADAM converts several discrete model types automatically into polynomial dynamical systems and analyzes their dynamics using tools from computer algebra. Specifically, we propose a method to identify attractors of a discrete model that is equivalent to solving a system of polynomial equations, a long-studied problem in computer algebra. Based on extensive experimentation with both discrete models arising in systems biology and randomly generated networks, we found that the algebraic algorithms presented in this manuscript are fast for systems with the structure maintained by most biological systems, namely sparseness and robustness. For a large set of published complex discrete models, ADAM identified the attractors in less than one second. Discrete modeling techniques are a useful tool for analyzing complex biological systems and there is a need in the biological community for accessible efficient analysis tools. ADAM provides analysis methods based on mathematical algorithms as a web-based tool for several different input formats, and it makes analysis of complex models accessible to a larger community, as it is platform independent as a web-service and does not require understanding of the underlying mathematics.

  3. Incomplete augmented Lagrangian preconditioner for steady incompressible Navier-Stokes equations.

    PubMed

    Tan, Ning-Bo; Huang, Ting-Zhu; Hu, Ze-Jun

    2013-01-01

    An incomplete augmented Lagrangian preconditioner, for the steady incompressible Navier-Stokes equations discretized by stable finite elements, is proposed. The eigenvalues of the preconditioned matrix are analyzed. Numerical experiments show that the incomplete augmented Lagrangian-based preconditioner proposed is very robust and performs quite well by the Picard linearization or the Newton linearization over a wide range of values of the viscosity on both uniform and stretched grids.

  4. Body Mass Trajectories and Mortality Among Older Adults: A Joint Growth Mixture–Discrete-Time Survival Analysis

    PubMed Central

    Zajacova, Anna

    2014-01-01

    Purpose of the Study: The aim of this study was to investigate heterogeneity in body weight trajectories among older adults and their association with mortality risks. Design and Methods: Information on body mass index (BMI) and survival come from nine waves of the Health and Retirement Study, a 16-year survey of adults aged 51–61 at baseline (N = 9,703). We used a sex-stratified joint growth mixture-discrete time survival model to characterize BMI trajectory groups and their associated mortality. Results: Three distinct classes of BMI trajectories were identified: “stable overweight,” “obese gaining,” and “obese losing.” Relative to the stable overweight class, which comprised about 90% of the sample, the obese gaining class had approximately 50% higher mortality risk; the highest mortality was found in the obese losing category (OR > 2.7, p < .001). The results were similar for men and women. Implications: The findings highlight substantial heterogeneity in weight trajectories of older Americans, as well as large survival differentials across the classes. The direction of weight changes appears inextricably linked to the overall BMI level in terms of predicting older adults’ longevity. Weight loss is associated with particularly high mortality risk even when the typical BMI change is from obesity to overweight. PMID:23355450

  5. Study of plasma-based stable and ultra-wideband electromagnetic wave absorption for stealth application

    NASA Astrophysics Data System (ADS)

    Xuyang, CHEN; Fangfang, SHEN; Yanming, LIU; Wei, AI; Xiaoping, LI

    2018-06-01

    A plasma-based stable, ultra-wideband electromagnetic (EM) wave absorber structure is studied in this paper for stealth applications. The stability is maintained by a multi-layer structure with several plasma layers and dielectric layers distributed alternately. The plasma in each plasma layer is designed to be uniform, whereas it has a discrete nonuniform distribution from the overall view of the structure. The nonuniform distribution of the plasma is the key to obtaining ultra-wideband wave absorption. A discrete Epstein distribution model is put forward to constrain the nonuniform electron density of the plasma layers, by which the wave absorption range is extended to the ultra-wideband. Then, the scattering matrix method (SMM) is employed to analyze the electromagnetic reflection and absorption of the absorber structure. In the simulation, the validation of the proposed structure and model in ultra-wideband EM wave absorption is first illustrated by comparing the nonuniform plasma model with the uniform case. Then, the influence of various parameters on the EM wave reflection of the plasma are simulated and analyzed in detail, verifying the EM wave absorption performance of the absorber. The proposed structure and model are expected to be superior in some realistic applications, such as supersonic aircraft.

  6. When to be discrete: the importance of time formulation in understanding animal movement.

    PubMed

    McClintock, Brett T; Johnson, Devin S; Hooten, Mevin B; Ver Hoef, Jay M; Morales, Juan M

    2014-01-01

    Animal movement is essential to our understanding of population dynamics, animal behavior, and the impacts of global change. Coupled with high-resolution biotelemetry data, exciting new inferences about animal movement have been facilitated by various specifications of contemporary models. These approaches differ, but most share common themes. One key distinction is whether the underlying movement process is conceptualized in discrete or continuous time. This is perhaps the greatest source of confusion among practitioners, both in terms of implementation and biological interpretation. In general, animal movement occurs in continuous time but we observe it at fixed discrete-time intervals. Thus, continuous time is conceptually and theoretically appealing, but in practice it is perhaps more intuitive to interpret movement in discrete intervals. With an emphasis on state-space models, we explore the differences and similarities between continuous and discrete versions of mechanistic movement models, establish some common terminology, and indicate under which circumstances one form might be preferred over another. Counter to the overly simplistic view that discrete- and continuous-time conceptualizations are merely different means to the same end, we present novel mathematical results revealing hitherto unappreciated consequences of model formulation on inferences about animal movement. Notably, the speed and direction of movement are intrinsically linked in current continuous-time random walk formulations, and this can have important implications when interpreting animal behavior. We illustrate these concepts in the context of state-space models with multiple movement behavior states using northern fur seal (Callorhinus ursinus) biotelemetry data.

  7. When to be discrete: The importance of time formulation in understanding animal movement

    USGS Publications Warehouse

    McClintock, Brett T.; Johnson, Devin S.; Hooten, Mevin B.; Ver Hoef, Jay M.; Morales, Juan M.

    2014-01-01

    Animal movement is essential to our understanding of population dynamics, animal behavior, and the impacts of global change. Coupled with high-resolution biotelemetry data, exciting new inferences about animal movement have been facilitated by various specifications of contemporary models. These approaches differ, but most share common themes. One key distinction is whether the underlying movement process is conceptualized in discrete or continuous time. This is perhaps the greatest source of confusion among practitioners, both in terms of implementation and biological interpretation. In general, animal movement occurs in continuous time but we observe it at fixed discrete-time intervals. Thus, continuous time is conceptually and theoretically appealing, but in practice it is perhaps more intuitive to interpret movement in discrete intervals. With an emphasis on state-space models, we explore the differences and similarities between continuous and discrete versions of mechanistic movement models, establish some common terminology, and indicate under which circumstances one form might be preferred over another. Counter to the overly simplistic view that discrete- and continuous-time conceptualizations are merely different means to the same end, we present novel mathematical results revealing hitherto unappreciated consequences of model formulation on inferences about animal movement. Notably, the speed and direction of movement are intrinsically linked in current continuous-time random walk formulations, and this can have important implications when interpreting animal behavior. We illustrate these concepts in the context of state-space models with multiple movement behavior states using northern fur seal (Callorhinus ursinus) biotelemetry data.

  8. Enabling the extended compact genetic algorithm for real-parameter optimization by using adaptive discretization.

    PubMed

    Chen, Ying-ping; Chen, Chao-Hong

    2010-01-01

    An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence.

  9. Five Misunderstandings About Cultural Evolution.

    PubMed

    Henrich, Joseph; Boyd, Robert; Richerson, Peter J

    2008-06-01

    Recent debates about memetics have revealed some widespread misunderstandings about Darwinian approaches to cultural evolution. Drawing from these debates, this paper disputes five common claims: (1) mental representations are rarely discrete, and therefore models that assume discrete, gene-like particles (i.e., replicators) are useless; (2) replicators are necessary for cumulative, adaptive evolution; (3) content-dependent psychological biases are the only important processes that affect the spread of cultural representations; (4) the "cultural fitness" of a mental representation can be inferred from its successful transmission; and (5) selective forces only matter if the sources of variation are random. We close by sketching the outlines of a unified evolutionary science of culture.

  10. Random walks and diffusion on networks

    NASA Astrophysics Data System (ADS)

    Masuda, Naoki; Porter, Mason A.; Lambiotte, Renaud

    2017-11-01

    Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including diffusion, interactions, and opinions among humans and animals; and can be used to extract information about important entities or dense groups of entities in a network. Random walks have been studied for many decades on both regular lattices and (especially in the last couple of decades) on networks with a variety of structures. In the present article, we survey the theory and applications of random walks on networks, restricting ourselves to simple cases of single and non-adaptive random walkers. We distinguish three main types of random walks: discrete-time random walks, node-centric continuous-time random walks, and edge-centric continuous-time random walks. We first briefly survey random walks on a line, and then we consider random walks on various types of networks. We extensively discuss applications of random walks, including ranking of nodes (e.g., PageRank), community detection, respondent-driven sampling, and opinion models such as voter models.

  11. Environmental Noise Could Promote Stochastic Local Stability of Behavioral Diversity Evolution

    NASA Astrophysics Data System (ADS)

    Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

    2018-05-01

    In this Letter, we investigate stochastic stability in a two-phenotype evolutionary game model for an infinite, well-mixed population undergoing discrete, nonoverlapping generations. We assume that the fitness of a phenotype is an exponential function of its expected payoff following random pairwise interactions whose outcomes randomly fluctuate with time. We show that the stochastic local stability of a constant interior equilibrium can be promoted by the random environmental noise even if the system may display a complicated nonlinear dynamics. This result provides a new perspective for a better understanding of how environmental fluctuations may contribute to the evolution of behavioral diversity.

  12. Cavity master equation for the continuous time dynamics of discrete-spin models.

    PubMed

    Aurell, E; Del Ferraro, G; Domínguez, E; Mulet, R

    2017-05-01

    We present an alternate method to close the master equation representing the continuous time dynamics of interacting Ising spins. The method makes use of the theory of random point processes to derive a master equation for local conditional probabilities. We analytically test our solution studying two known cases, the dynamics of the mean-field ferromagnet and the dynamics of the one-dimensional Ising system. We present numerical results comparing our predictions with Monte Carlo simulations in three different models on random graphs with finite connectivity: the Ising ferromagnet, the random field Ising model, and the Viana-Bray spin-glass model.

  13. Cavity master equation for the continuous time dynamics of discrete-spin models

    NASA Astrophysics Data System (ADS)

    Aurell, E.; Del Ferraro, G.; Domínguez, E.; Mulet, R.

    2017-05-01

    We present an alternate method to close the master equation representing the continuous time dynamics of interacting Ising spins. The method makes use of the theory of random point processes to derive a master equation for local conditional probabilities. We analytically test our solution studying two known cases, the dynamics of the mean-field ferromagnet and the dynamics of the one-dimensional Ising system. We present numerical results comparing our predictions with Monte Carlo simulations in three different models on random graphs with finite connectivity: the Ising ferromagnet, the random field Ising model, and the Viana-Bray spin-glass model.

  14. Chemical Distances for Percolation of Planar Gaussian Free Fields and Critical Random Walk Loop Soups

    NASA Astrophysics Data System (ADS)

    Ding, Jian; Li, Li

    2018-05-01

    We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory, and an entropic repulsion estimate for Gaussian free fields in the presence of a hard wall.

  15. Chemical Distances for Percolation of Planar Gaussian Free Fields and Critical Random Walk Loop Soups

    NASA Astrophysics Data System (ADS)

    Ding, Jian; Li, Li

    2018-06-01

    We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory, and an entropic repulsion estimate for Gaussian free fields in the presence of a hard wall.

  16. A study of MRI gradient echo signals from discrete magnetic particles with considerations of several parameters in simulations.

    PubMed

    Kokeny, Paul; Cheng, Yu-Chung N; Xie, He

    2018-05-01

    Modeling MRI signal behaviors in the presence of discrete magnetic particles is important, as magnetic particles appear in nanoparticle labeled cells, contrast agents, and other biological forms of iron. Currently, many models that take into account the discrete particle nature in a system have been used to predict magnitude signal decays in the form of R2* or R2' from one single voxel. Little work has been done for predicting phase signals. In addition, most calculations of phase signals rely on the assumption that a system containing discrete particles behaves as a continuous medium. In this work, numerical simulations are used to investigate MRI magnitude and phase signals from discrete particles, without diffusion effects. Factors such as particle size, number density, susceptibility, volume fraction, particle arrangements for their randomness, and field of view have been considered in simulations. The results are compared to either a ground truth model, theoretical work based on continuous mediums, or previous literature. Suitable parameters used to model particles in several voxels that lead to acceptable magnetic field distributions around particle surfaces and accurate MR signals are identified. The phase values as a function of echo time from a central voxel filled by particles can be significantly different from those of a continuous cubic medium. However, a completely random distribution of particles can lead to an R2' value which agrees with the prediction from the static dephasing theory. A sphere with a radius of at least 4 grid points used in simulations is found to be acceptable to generate MR signals equivalent from a larger sphere. Increasing number of particles with a fixed volume fraction in simulations reduces the resulting variance in the phase behavior, and converges to almost the same phase value for different particle numbers at each echo time. The variance of phase values is also reduced when increasing the number of particles in a fixed voxel. These results indicate that MRI signals from voxels containing discrete particles, even with a sufficient number of particles per voxel, cannot be properly modeled by a continuous medium with an equivalent susceptibility value in the voxel. Copyright © 2017 Elsevier Inc. All rights reserved.

  17. A Random Forest Approach to Predict the Spatial Distribution ...

    EPA Pesticide Factsheets

    Modeling the magnitude and distribution of sediment-bound pollutants in estuaries is often limited by incomplete knowledge of the site and inadequate sample density. To address these modeling limitations, a decision-support tool framework was conceived that predicts sediment contamination from the sub-estuary to broader estuary extent. For this study, a Random Forest (RF) model was implemented to predict the distribution of a model contaminant, triclosan (5-chloro-2-(2,4-dichlorophenoxy)phenol) (TCS), in Narragansett Bay, Rhode Island, USA. TCS is an unregulated contaminant used in many personal care products. The RF explanatory variables were associated with TCS transport and fate (proxies) and direct and indirect environmental entry. The continuous RF TCS concentration predictions were discretized into three levels of contamination (low, medium, and high) for three different quantile thresholds. The RF model explained 63% of the variance with a minimum number of variables. Total organic carbon (TOC) (transport and fate proxy) was a strong predictor of TCS contamination causing a mean squared error increase of 59% when compared to permutations of randomized values of TOC. Additionally, combined sewer overflow discharge (environmental entry) and sand (transport and fate proxy) were strong predictors. The discretization models identified a TCS area of greatest concern in the northern reach of Narragansett Bay (Providence River sub-estuary), which was validated wi

  18. Generalization of von Neumann analysis for a model of two discrete half-spaces: The acoustic case

    USGS Publications Warehouse

    Haney, M.M.

    2007-01-01

    Evaluating the performance of finite-difference algorithms typically uses a technique known as von Neumann analysis. For a given algorithm, application of the technique yields both a dispersion relation valid for the discrete time-space grid and a mathematical condition for stability. In practice, a major shortcoming of conventional von Neumann analysis is that it can be applied only to an idealized numerical model - that of an infinite, homogeneous whole space. Experience has shown that numerical instabilities often arise in finite-difference simulations of wave propagation at interfaces with strong material contrasts. These interface instabilities occur even though the conventional von Neumann stability criterion may be satisfied at each point of the numerical model. To address this issue, I generalize von Neumann analysis for a model of two half-spaces. I perform the analysis for the case of acoustic wave propagation using a standard staggered-grid finite-difference numerical scheme. By deriving expressions for the discrete reflection and transmission coefficients, I study under what conditions the discrete reflection and transmission coefficients become unbounded. I find that instabilities encountered in numerical modeling near interfaces with strong material contrasts are linked to these cases and develop a modified stability criterion that takes into account the resulting instabilities. I test and verify the stability criterion by executing a finite-difference algorithm under conditions predicted to be stable and unstable. ?? 2007 Society of Exploration Geophysicists.

  19. Probability Distributions of Minkowski Distances between Discrete Random Variables.

    ERIC Educational Resources Information Center

    Schroger, Erich; And Others

    1993-01-01

    Minkowski distances are used to indicate similarity of two vectors in an N-dimensional space. How to compute the probability function, the expectation, and the variance for Minkowski distances and the special cases City-block distance and Euclidean distance. Critical values for tests of significance are presented in tables. (SLD)

  20. Gradient modeling of conifer species using random forests

    Treesearch

    Jeffrey S. Evans; Samuel A. Cushman

    2009-01-01

    Landscape ecology often adopts a patch mosaic model of ecological patterns. However, many ecological attributes are inherently continuous and classification of species composition into vegetation communities and discrete patches provides an overly simplistic view of the landscape. If one adopts a nichebased, individualistic concept of biotic communities then it may...

  1. Smooth empirical Bayes estimation of observation error variances in linear systems

    NASA Technical Reports Server (NTRS)

    Martz, H. F., Jr.; Lian, M. W.

    1972-01-01

    A smooth empirical Bayes estimator was developed for estimating the unknown random scale component of each of a set of observation error variances. It is shown that the estimator possesses a smaller average squared error loss than other estimators for a discrete time linear system.

  2. A Novel Approach with Time-Splitting Spectral Technique for the Coupled Schrödinger-Boussinesq Equations Involving Riesz Fractional Derivative

    NASA Astrophysics Data System (ADS)

    Saha Ray, S.

    2017-09-01

    In the present paper the Riesz fractional coupled Schrödinger-Boussinesq (S-B) equations have been solved by the time-splitting Fourier spectral (TSFS) method. This proposed technique is utilized for discretizing the Schrödinger like equation and further, a pseudospectral discretization has been employed for the Boussinesq-like equation. Apart from that an implicit finite difference approach has also been proposed to compare the results with the solutions obtained from the time-splitting technique. Furthermore, the time-splitting method is proved to be unconditionally stable. The error norms along with the graphical solutions have also been presented here. Supported by NBHM, Mumbai, under Department of Atomic Energy, Government of India vide Grant No. 2/48(7)/2015/NBHM (R.P.)/R&D II/11403

  3. Three-dimensional unsteady Euler equations solutions on dynamic grids

    NASA Technical Reports Server (NTRS)

    Belk, D. M.; Janus, J. M.; Whitfield, D. L.

    1985-01-01

    A method is presented for solving the three-dimensional unsteady Euler equations on dynamic grids based on flux vector splitting. The equations are cast in curvilinear coordinates and a finite volume discretization is used for handling arbitrary geometries. The discretized equations are solved using an explicit upwind second-order predictor corrector scheme that is stable for a CFL of 2. Characteristic variable boundary conditions are developed and used for unsteady impermeable surfaces and for the far-field boundary. Dynamic-grid results are presented for an oscillating air-foil and for a store separating from a reflection plate. For the cases considered of stores separating from a reflection plate, the unsteady aerodynamic forces on the store are significantly different from forces obtained by steady-state aerodynamics with the body inclination angle changed to account for plunge velocity.

  4. Discrete-element modeling of nacre-like materials: Effects of random microstructures on strain localization and mechanical performance

    NASA Astrophysics Data System (ADS)

    Abid, Najmul; Mirkhalaf, Mohammad; Barthelat, Francois

    2018-03-01

    Natural materials such as nacre, collagen, and spider silk are composed of staggered stiff and strong inclusions in a softer matrix. This type of hybrid microstructure results in remarkable combinations of stiffness, strength, and toughness and it now inspires novel classes of high-performance composites. However, the analytical and numerical approaches used to predict and optimize the mechanics of staggered composites often neglect statistical variations and inhomogeneities, which may have significant impacts on modulus, strength, and toughness. Here we present an analysis of localization using small representative volume elements (RVEs) and large scale statistical volume elements (SVEs) based on the discrete element method (DEM). DEM is an efficient numerical method which enabled the evaluation of more than 10,000 microstructures in this study, each including about 5,000 inclusions. The models explore the combined effects of statistics, inclusion arrangement, and interface properties. We find that statistical variations have a negative effect on all properties, in particular on the ductility and energy absorption because randomness precipitates the localization of deformations. However, the results also show that the negative effects of random microstructures can be offset by interfaces with large strain at failure accompanied by strain hardening. More specifically, this quantitative study reveals an optimal range of interface properties where the interfaces are the most effective at delaying localization. These findings show how carefully designed interfaces in bioinspired staggered composites can offset the negative effects of microstructural randomness, which is inherent to most current fabrication methods.

  5. The discrete regime of flame propagation

    NASA Astrophysics Data System (ADS)

    Tang, Francois-David; Goroshin, Samuel; Higgins, Andrew

    The propagation of laminar dust flames in iron dust clouds was studied in a low-gravity envi-ronment on-board a parabolic flight aircraft. The elimination of buoyancy-induced convection and particle settling permitted measurements of fundamental combustion parameters such as the burning velocity and the flame quenching distance over a wide range of particle sizes and in different gaseous mixtures. The discrete regime of flame propagation was observed by substitut-ing nitrogen present in air with xenon, an inert gas with a significantly lower heat conductivity. Flame propagation in the discrete regime is controlled by the heat transfer between neighbor-ing particles, rather than by the particle burning rate used by traditional continuum models of heterogeneous flames. The propagation mechanism of discrete flames depends on the spa-tial distribution of particles, and thus such flames are strongly influenced by local fluctuations in the fuel concentration. Constant pressure laminar dust flames were observed inside 70 cm long, 5 cm diameter Pyrex tubes. Equally-spaced plate assemblies forming rectangular chan-nels were placed inside each tube to determine the quenching distance defined as the minimum channel width through which a flame can successfully propagate. High-speed video cameras were used to measure the flame speed and a fiber optic spectrometer was used to measure the flame temperature. Experimental results were compared with predictions obtained from a numerical model of a three-dimensional flame developed to capture both the discrete nature and the random distribution of particles in the flame. Though good qualitative agreement was obtained between model predictions and experimental observations, residual g-jitters and the short reduced-gravity periods prevented further investigations of propagation limits in the dis-crete regime. The full exploration of the discrete flame phenomenon would require high-quality, long duration reduced gravity environment available only on orbital platforms.

  6. Discrete Sparse Coding.

    PubMed

    Exarchakis, Georgios; Lücke, Jörg

    2017-11-01

    Sparse coding algorithms with continuous latent variables have been the subject of a large number of studies. However, discrete latent spaces for sparse coding have been largely ignored. In this work, we study sparse coding with latents described by discrete instead of continuous prior distributions. We consider the general case in which the latents (while being sparse) can take on any value of a finite set of possible values and in which we learn the prior probability of any value from data. This approach can be applied to any data generated by discrete causes, and it can be applied as an approximation of continuous causes. As the prior probabilities are learned, the approach then allows for estimating the prior shape without assuming specific functional forms. To efficiently train the parameters of our probabilistic generative model, we apply a truncated expectation-maximization approach (expectation truncation) that we modify to work with a general discrete prior. We evaluate the performance of the algorithm by applying it to a variety of tasks: (1) we use artificial data to verify that the algorithm can recover the generating parameters from a random initialization, (2) use image patches of natural images and discuss the role of the prior for the extraction of image components, (3) use extracellular recordings of neurons to present a novel method of analysis for spiking neurons that includes an intuitive discretization strategy, and (4) apply the algorithm on the task of encoding audio waveforms of human speech. The diverse set of numerical experiments presented in this letter suggests that discrete sparse coding algorithms can scale efficiently to work with realistic data sets and provide novel statistical quantities to describe the structure of the data.

  7. Continuous and difficult discrete cognitive tasks promote improved stability in older adults.

    PubMed

    Lajoie, Yves; Jehu, Deborah A; Richer, Natalie; Chan, Alan

    2017-06-01

    Directing attention away from postural control and onto a cognitive task affords the emergence of automatic control processes. Perhaps the continuous withdrawal of attention from the postural task facilitates an automatization of posture as opposed to only intermittent withdrawal; however this is unknown in the aging population. Twenty older adults (69.9±3.5years) stood with feet together on a force platform for 60s while performing randomly assigned discrete and continuous cognitive tasks. Participants were instructed to stand comfortably with their arms by their sides while verbally responding to the auditory stimuli as fast as possible during the discrete tasks, or mentally performing the continuous cognitive tasks. Participants also performed single-task standing. Results demonstrate significant reductions in sway amplitude and sway variability for the difficult discrete task as well as the continuous tasks relative to single-task standing. The continuous cognitive tasks also prompted greater frequency of sway in the anterior-posterior direction compared to single-standing and discrete tasks, and greater velocity in both directions compared to single-task standing, which could suggest ankle stiffening. No differences in the simple discrete condition were shown compared to single-task standing, perhaps due to the simplicity of the task. Therefore, we propose that the level of difficulty of the task, the specific neuropsychological process engaged during the cognitive task, and the type of task (discrete vs. continuous) influence postural control in older adults. Dual-tasking is a common activity of daily living; this work provides insight into the age-related changes in postural stability and attention demand. Copyright © 2017 Elsevier B.V. All rights reserved.

  8. Dynamical Signatures of Living Systems

    NASA Technical Reports Server (NTRS)

    Zak, M.

    1999-01-01

    One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

  9. Incomplete Augmented Lagrangian Preconditioner for Steady Incompressible Navier-Stokes Equations

    PubMed Central

    Tan, Ning-Bo; Huang, Ting-Zhu; Hu, Ze-Jun

    2013-01-01

    An incomplete augmented Lagrangian preconditioner, for the steady incompressible Navier-Stokes equations discretized by stable finite elements, is proposed. The eigenvalues of the preconditioned matrix are analyzed. Numerical experiments show that the incomplete augmented Lagrangian-based preconditioner proposed is very robust and performs quite well by the Picard linearization or the Newton linearization over a wide range of values of the viscosity on both uniform and stretched grids. PMID:24235888

  10. Energy exchange dynamics of the discrete nonlinear Schrödinger equation lattice and intrinsic formation of strongly localized states

    NASA Astrophysics Data System (ADS)

    Hennig, D.

    1997-09-01

    We study the dynamics of excitation energy transfer along a lattice chain modeled by the discrete nonlinear Schrödinger (DNLS) equation. We prove that a segment carrying resonant motion can be decoupled from the remainder of the chain supporting quasiperiodic dynamics. The resonant segment from the extended chain is taken to be a four-site element, viz., a tetramer. First, we focus interest on the energy exchange dynamics along the tetramer viewed as two weakly coupled DNLS dimers. Hamiltonian methods are used to investigate the phase-space dynamics. We pay special attention to the role of the diffusion of the action variables inside resonance layers for the energy migration. When distributing the energy initially equally between the two dimers one observes a directed irreversible flow of energy from one dimer into the other assisted by action diffusion. Eventually on one dimer a stable self-trapped excitation of large amplitude forms at a single site while the other dimer exhibits equal energy partition over its two sites. Finally, we study the formation of localized structure on an extended DNLS lattice chain. In particular we explore the stability of the so-called even-parity and odd-parity localized modes, respectively, and explain their different stability properties by means of phase-space dynamics. The global instability of the even-parity mode is shown. For the excited even-parity mode a symmetry-breaking perturbation of the pattern leads to an intrinsic collapse of the even-parity mode to the odd-parity one. The latter remains stable with respect to symmetry-breaking perturbations. In this way we demonstrate that the favored stable localized states for the DNLS lattice chain correspond to one-site localized excitations.

  11. MIOTIC study: a prospective, multicenter, randomized study to evaluate the long-term efficacy of mobile phone-based Internet of Things in the management of patients with stable COPD.

    PubMed

    Zhang, Jing; Song, Yuan-Lin; Bai, Chun-Xue

    2013-01-01

    Chronic obstructive pulmonary disease (COPD) is a common disease that leads to huge economic and social burden. Efficient and effective management of stable COPD is essential to improve quality of life and reduce medical expenditure. The Internet of Things (IoT), a recent breakthrough in communication technology, seems promising in improving health care delivery, but its potential strengths in COPD management remain poorly understood. We have developed a mobile phone-based IoT (mIoT) platform and initiated a randomized, multicenter, controlled trial entitled the 'MIOTIC study' to investigate the influence of mIoT among stable COPD patients. In the MIOTIC study, at least 600 patients with stable GOLD group C or D COPD and with a history of at least two moderate-to-severe exacerbations within the previous year will be randomly allocated to the control group, which receives routine follow-up, or the intervention group, which receives mIoT management. Endpoints of the study include (1) frequency and severity of acute exacerbation; (2) symptomatic evaluation; (3) pre- and post-bronchodilator forced expiratory volume in 1 second (FEV1) and FEV1/forced vital capacity (FVC) measurement; (4) exercise capacity; and (5) direct medical cost per year. Results from this study should provide direct evidence for the suitability of mIoT in stable COPD patient management.

  12. MIOTIC study: a prospective, multicenter, randomized study to evaluate the long-term efficacy of mobile phone-based Internet of Things in the management of patients with stable COPD

    PubMed Central

    Zhang, Jing; Song, Yuan-lin; Bai, Chun-xue

    2013-01-01

    Chronic obstructive pulmonary disease (COPD) is a common disease that leads to huge economic and social burden. Efficient and effective management of stable COPD is essential to improve quality of life and reduce medical expenditure. The Internet of Things (IoT), a recent breakthrough in communication technology, seems promising in improving health care delivery, but its potential strengths in COPD management remain poorly understood. We have developed a mobile phone-based IoT (mIoT) platform and initiated a randomized, multicenter, controlled trial entitled the ‘MIOTIC study’ to investigate the influence of mIoT among stable COPD patients. In the MIOTIC study, at least 600 patients with stable GOLD group C or D COPD and with a history of at least two moderate-to-severe exacerbations within the previous year will be randomly allocated to the control group, which receives routine follow-up, or the intervention group, which receives mIoT management. Endpoints of the study include (1) frequency and severity of acute exacerbation; (2) symptomatic evaluation; (3) pre- and post-bronchodilator forced expiratory volume in 1 second (FEV1) and FEV1/forced vital capacity (FVC) measurement; (4) exercise capacity; and (5) direct medical cost per year. Results from this study should provide direct evidence for the suitability of mIoT in stable COPD patient management. PMID:24082784

  13. Increased calcium absorption from synthetic stable amorphous calcium carbonate: double-blind randomized crossover clinical trial in postmenopausal women.

    PubMed

    Vaisman, Nachum; Shaltiel, Galit; Daniely, Michal; Meiron, Oren E; Shechter, Assaf; Abrams, Steven A; Niv, Eva; Shapira, Yami; Sagi, Amir

    2014-10-01

    Calcium supplementation is a widely recognized strategy for achieving adequate calcium intake. We designed this blinded, randomized, crossover interventional trial to compare the bioavailability of a new stable synthetic amorphous calcium carbonate (ACC) with that of crystalline calcium carbonate (CCC) using the dual stable isotope technique. The study was conducted in the Unit of Clinical Nutrition, Tel Aviv Sourasky Medical Center, Israel. The study population included 15 early postmenopausal women aged 54.9 ± 2.8 (mean ± SD) years with no history of major medical illness or metabolic bone disorder, excess calcium intake, or vitamin D deficiency. Standardized breakfast was followed by randomly provided CCC or ACC capsules containing 192 mg elemental calcium labeled with 44Ca at intervals of at least 3 weeks. After swallowing the capsules, intravenous CaCl2 labeled with 42Ca on was administered on each occasion. Fractional calcium absorption (FCA) of ACC and CCC was calculated from the 24-hour urine collection following calcium administration. The results indicated that FCA of ACC was doubled (± 0.96 SD) on average compared to that of CCC (p < 0.02). The higher absorption of the synthetic stable ACC may serve as a more efficacious way of calcium supplementation. © 2014 American Society for Bone and Mineral Research.

  14. Use of predefined biochemical admission profiles does not reduce the number of tests or total cost: a randomized-controlled pilot study.

    PubMed

    Pareek, Manan; Haidl, Felix; Folkestad, Lars; Brabrand, Mikkel

    2014-02-01

    The objective of this pilot study was to evaluate whether the use of predefined biochemical profiles as an alternative to individually ordered blood tests by the treating physicians resulted in fewer tests or a lower total cost. This was a randomized-controlled trial of 191 adult patients admitted to a medical admission unit. Upon admission, the patients were randomized to have their blood tests determined by either using a predefined profile (used routinely and designed by the department head) or ordered individually by the treating physician. All patients were initially assessed by junior physicians. We compared the number of tests, estimated total cost, and length of stay. Data are presented as median (interquartile range). Differences were compared using the Wilcoxon rank-sum test and Fishers' exact test. Ninety-two patients were men, median age 65 years. Patients randomized to the use of the predefined profile had median 17 (14-22) blood tests drawn and patients randomized to physician discretion had median 17 (12-21) tests drawn (P=0.3). The median total cost of tests in the profile group was 618 DKK (493-803) and the cost in the physician group was 564 DKK (434-812) (P=0.19). Length of stay in the profile group was a median of 4 days (2-6 days) and 2 days (2-6 days) in the physician group (P=0.08). The use of a predefined blood test panel did not significantly affect the number of tests, total cost, or length of stay for acutely admitted medical patients compared with tests ordered at the discretion of the treating physician.

  15. Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model

    NASA Astrophysics Data System (ADS)

    Jurlewicz, A.; Wyłomańska, A.; Żebrowski, P.

    2008-09-01

    We adapt the continuous-time random walk formalism to describe asset price evolution. We expand the idea proposed by Rachev and Rűschendorf who analyzed the binomial pricing model in the discrete time with randomization of the number of price changes. As a result, in the framework of the proposed model we obtain a mixture of the Gaussian and a generalized arcsine laws as the limiting distribution of log-returns. Moreover, we derive an European-call-option price that is an extension of the Black-Scholes formula. We apply the obtained theoretical results to model actual financial data and try to show that the continuous-time random walk offers alternative tools to deal with several complex issues of financial markets.

  16. DOE Office of Scientific and Technical Information (OSTI.GOV)

    ALAM,TODD M.

    Monte Carlo simulations of phosphate tetrahedron connectivity distributions in alkali and alkaline earth phosphate glasses are reported. By utilizing a discrete bond model, the distribution of next-nearest neighbor connectivities between phosphate polyhedron for random, alternating and clustering bonding scenarios was evaluated as a function of the relative bond energy difference. The simulated distributions are compared to experimentally observed connectivities reported for solid-state two-dimensional exchange and double-quantum NMR experiments of phosphate glasses. These Monte Carlo simulations demonstrate that the polyhedron connectivity is best described by a random distribution in lithium phosphate and calcium phosphate glasses.

  17. Analytic method for calculating properties of random walks on networks

    NASA Technical Reports Server (NTRS)

    Goldhirsch, I.; Gefen, Y.

    1986-01-01

    A method for calculating the properties of discrete random walks on networks is presented. The method divides complex networks into simpler units whose contribution to the mean first-passage time is calculated. The simplified network is then further iterated. The method is demonstrated by calculating mean first-passage times on a segment, a segment with a single dangling bond, a segment with many dangling bonds, and a looplike structure. The results are analyzed and related to the applicability of the Einstein relation between conductance and diffusion.

  18. Random walkers with extreme value memory: modelling the peak-end rule

    NASA Astrophysics Data System (ADS)

    Harris, Rosemary J.

    2015-05-01

    Motivated by the psychological literature on the ‘peak-end rule’ for remembered experience, we perform an analysis within a random walk framework of a discrete choice model where agents’ future choices depend on the peak memory of their past experiences. In particular, we use this approach to investigate whether increased noise/disruption always leads to more switching between decisions. Here extreme value theory illuminates different classes of dynamics indicating that the long-time behaviour is dependent on the scale used for reflection; this could have implications, for example, in questionnaire design.

  19. Accounting for stimulus-specific variation in precision reveals a discrete capacity limit in visual working memory

    PubMed Central

    Pratte, Michael S.; Park, Young Eun; Rademaker, Rosanne L.; Tong, Frank

    2016-01-01

    If we view a visual scene that contains many objects, then momentarily close our eyes, some details persist while others seem to fade. Discrete models of visual working memory (VWM) assume that only a few items can be actively maintained in memory, beyond which pure guessing will emerge. Alternatively, continuous resource models assume that all items in a visual scene can be stored with some precision. Distinguishing between these competing models is challenging, however, as resource models that allow for stochastically variable precision (across items and trials) can produce error distributions that resemble random guessing behavior. Here, we evaluated the hypothesis that a major source of variability in VWM performance arises from systematic variation in precision across the stimuli themselves; such stimulus-specific variability can be incorporated into both discrete-capacity and variable-precision resource models. Participants viewed multiple oriented gratings, and then reported the orientation of a cued grating from memory. When modeling the overall distribution of VWM errors, we found that the variable-precision resource model outperformed the discrete model. However, VWM errors revealed a pronounced “oblique effect”, with larger errors for oblique than cardinal orientations. After this source of variability was incorporated into both models, we found that the discrete model provided a better account of VWM errors. Our results demonstrate that variable precision across the stimulus space can lead to an unwarranted advantage for resource models that assume stochastically variable precision. When these deterministic sources are adequately modeled, human working memory performance reveals evidence of a discrete capacity limit. PMID:28004957

  20. Accounting for stimulus-specific variation in precision reveals a discrete capacity limit in visual working memory.

    PubMed

    Pratte, Michael S; Park, Young Eun; Rademaker, Rosanne L; Tong, Frank

    2017-01-01

    If we view a visual scene that contains many objects, then momentarily close our eyes, some details persist while others seem to fade. Discrete models of visual working memory (VWM) assume that only a few items can be actively maintained in memory, beyond which pure guessing will emerge. Alternatively, continuous resource models assume that all items in a visual scene can be stored with some precision. Distinguishing between these competing models is challenging, however, as resource models that allow for stochastically variable precision (across items and trials) can produce error distributions that resemble random guessing behavior. Here, we evaluated the hypothesis that a major source of variability in VWM performance arises from systematic variation in precision across the stimuli themselves; such stimulus-specific variability can be incorporated into both discrete-capacity and variable-precision resource models. Participants viewed multiple oriented gratings, and then reported the orientation of a cued grating from memory. When modeling the overall distribution of VWM errors, we found that the variable-precision resource model outperformed the discrete model. However, VWM errors revealed a pronounced "oblique effect," with larger errors for oblique than cardinal orientations. After this source of variability was incorporated into both models, we found that the discrete model provided a better account of VWM errors. Our results demonstrate that variable precision across the stimulus space can lead to an unwarranted advantage for resource models that assume stochastically variable precision. When these deterministic sources are adequately modeled, human working memory performance reveals evidence of a discrete capacity limit. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

  1. Differential porosimetry and permeametry for random porous media.

    PubMed

    Hilfer, R; Lemmer, A

    2015-07-01

    Accurate determination of geometrical and physical properties of natural porous materials is notoriously difficult. Continuum multiscale modeling has provided carefully calibrated realistic microstructure models of reservoir rocks with floating point accuracy. Previous measurements using synthetic microcomputed tomography (μ-CT) were based on extrapolation of resolution-dependent properties for discrete digitized approximations of the continuum microstructure. This paper reports continuum measurements of volume and specific surface with full floating point precision. It also corrects an incomplete description of rotations in earlier publications. More importantly, the methods of differential permeametry and differential porosimetry are introduced as precision tools. The continuum microstructure chosen to exemplify the methods is a homogeneous, carefully calibrated and characterized model for Fontainebleau sandstone. The sample has been publicly available since 2010 on the worldwide web as a benchmark for methodical studies of correlated random media. High-precision porosimetry gives the volume and internal surface area of the sample with floating point accuracy. Continuum results with floating point precision are compared to discrete approximations. Differential porosities and differential surface area densities allow geometrical fluctuations to be discriminated from discretization effects and numerical noise. Differential porosimetry and Fourier analysis reveal subtle periodic correlations. The findings uncover small oscillatory correlations with a period of roughly 850μm, thus implying that the sample is not strictly stationary. The correlations are attributed to the deposition algorithm that was used to ensure the grain overlap constraint. Differential permeabilities are introduced and studied. Differential porosities and permeabilities provide scale-dependent information on geometry fluctuations, thereby allowing quantitative error estimates.

  2. Lindley frailty model for a class of compound Poisson processes

    NASA Astrophysics Data System (ADS)

    Kadilar, Gamze Özel; Ata, Nihal

    2013-10-01

    The Lindley distribution gain importance in survival analysis for the similarity of exponential distribution and allowance for the different shapes of hazard function. Frailty models provide an alternative to proportional hazards model where misspecified or omitted covariates are described by an unobservable random variable. Despite of the distribution of the frailty is generally assumed to be continuous, it is appropriate to consider discrete frailty distributions In some circumstances. In this paper, frailty models with discrete compound Poisson process for the Lindley distributed failure time are introduced. Survival functions are derived and maximum likelihood estimation procedures for the parameters are studied. Then, the fit of the models to the earthquake data set of Turkey are examined.

  3. A Framework for the Optimization of Discrete-Event Simulation Models

    NASA Technical Reports Server (NTRS)

    Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.

    1996-01-01

    With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

  4. Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle.

    PubMed

    Shalymov, Dmitry S; Fradkov, Alexander L

    2016-01-01

    We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined.

  5. Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle

    PubMed Central

    2016-01-01

    We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined. PMID:26997886

  6. A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

    NASA Astrophysics Data System (ADS)

    Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro

    2018-04-01

    In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

  7. Spatial effects in discrete generation population models.

    PubMed

    Carrillo, C; Fife, P

    2005-02-01

    A framework is developed for constructing a large class of discrete generation, continuous space models of evolving single species populations and finding their bifurcating patterned spatial distributions. Our models involve, in separate stages, the spatial redistribution (through movement laws) and local regulation of the population; and the fundamental properties of these events in a homogeneous environment are found. Emphasis is placed on the interaction of migrating individuals with the existing population through conspecific attraction (or repulsion), as well as on random dispersion. The nature of the competition of these two effects in a linearized scenario is clarified. The bifurcation of stationary spatially patterned population distributions is studied, with special attention given to the role played by that competition.

  8. Approximation for discrete Fourier transform and application in study of three-dimensional interacting electron gas.

    PubMed

    Yan, Xin-Zhong

    2011-07-01

    The discrete Fourier transform is approximated by summing over part of the terms with corresponding weights. The approximation reduces significantly the requirement for computer memory storage and enhances the numerical computation efficiency with several orders without losing accuracy. As an example, we apply the algorithm to study the three-dimensional interacting electron gas under the renormalized-ring-diagram approximation where the Green's function needs to be self-consistently solved. We present the results for the chemical potential, compressibility, free energy, entropy, and specific heat of the system. The ground-state energy obtained by the present calculation is compared with the existing results of Monte Carlo simulation and random-phase approximation.

  9. Recovery Discontinuous Galerkin Jacobian-Free Newton-Krylov Method for All-Speed Flows

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    HyeongKae Park; Robert Nourgaliev; Vincent Mousseau

    2008-07-01

    A novel numerical algorithm (rDG-JFNK) for all-speed fluid flows with heat conduction and viscosity is introduced. The rDG-JFNK combines the Discontinuous Galerkin spatial discretization with the implicit Runge-Kutta time integration under the Jacobian-free Newton-Krylov framework. We solve fully-compressible Navier-Stokes equations without operator-splitting of hyperbolic, diffusion and reaction terms, which enables fully-coupled high-order temporal discretization. The stability constraint is removed due to the L-stable Explicit, Singly Diagonal Implicit Runge-Kutta (ESDIRK) scheme. The governing equations are solved in the conservative form, which allows one to accurately compute shock dynamics, as well as low-speed flows. For spatial discretization, we develop a “recovery” familymore » of DG, exhibiting nearly-spectral accuracy. To precondition the Krylov-based linear solver (GMRES), we developed an “Operator-Split”-(OS) Physics Based Preconditioner (PBP), in which we transform/simplify the fully-coupled system to a sequence of segregated scalar problems, each can be solved efficiently with Multigrid method. Each scalar problem is designed to target/cluster eigenvalues of the Jacobian matrix associated with a specific physics.« less

  10. Stabilized linear semi-implicit schemes for the nonlocal Cahn-Hilliard equation

    NASA Astrophysics Data System (ADS)

    Du, Qiang; Ju, Lili; Li, Xiao; Qiao, Zhonghua

    2018-06-01

    Comparing with the well-known classic Cahn-Hilliard equation, the nonlocal Cahn-Hilliard equation is equipped with a nonlocal diffusion operator and can describe more practical phenomena for modeling phase transitions of microstructures in materials. On the other hand, it evidently brings more computational costs in numerical simulations, thus efficient and accurate time integration schemes are highly desired. In this paper, we propose two energy-stable linear semi-implicit methods with first and second order temporal accuracies respectively for solving the nonlocal Cahn-Hilliard equation. The temporal discretization is done by using the stabilization technique with the nonlocal diffusion term treated implicitly, while the spatial discretization is carried out by the Fourier collocation method with FFT-based fast implementations. The energy stabilities are rigorously established for both methods in the fully discrete sense. Numerical experiments are conducted for a typical case involving Gaussian kernels. We test the temporal convergence rates of the proposed schemes and make a comparison of the nonlocal phase transition process with the corresponding local one. In addition, long-time simulations of the coarsening dynamics are also performed to predict the power law of the energy decay.

  11. Observation of discrete time-crystalline order in a disordered dipolar many-body system

    NASA Astrophysics Data System (ADS)

    Choi, Soonwon; Choi, Joonhee; Landig, Renate; Kucsko, Georg; Zhou, Hengyun; Isoya, Junichi; Jelezko, Fedor; Onoda, Shinobu; Sumiya, Hitoshi; Khemani, Vedika; von Keyserlingk, Curt; Yao, Norman Y.; Demler, Eugene; Lukin, Mikhail D.

    2017-03-01

    Understanding quantum dynamics away from equilibrium is an outstanding challenge in the modern physical sciences. Out-of-equilibrium systems can display a rich variety of phenomena, including self-organized synchronization and dynamical phase transitions. More recently, advances in the controlled manipulation of isolated many-body systems have enabled detailed studies of non-equilibrium phases in strongly interacting quantum matter; for example, the interplay between periodic driving, disorder and strong interactions has been predicted to result in exotic ‘time-crystalline’ phases, in which a system exhibits temporal correlations at integer multiples of the fundamental driving period, breaking the discrete time-translational symmetry of the underlying drive. Here we report the experimental observation of such discrete time-crystalline order in a driven, disordered ensemble of about one million dipolar spin impurities in diamond at room temperature. We observe long-lived temporal correlations, experimentally identify the phase boundary and find that the temporal order is protected by strong interactions. This order is remarkably stable to perturbations, even in the presence of slow thermalization. Our work opens the door to exploring dynamical phases of matter and controlling interacting, disordered many-body systems.

  12. A symplectic integration method for elastic filaments

    NASA Astrophysics Data System (ADS)

    Ladd, Tony; Misra, Gaurav

    2009-03-01

    Elastic rods are a ubiquitous coarse-grained model of semi-flexible biopolymers such as DNA, actin, and microtubules. The Worm-Like Chain (WLC) is the standard numerical model for semi-flexible polymers, but it is only a linearized approximation to the dynamics of an elastic rod, valid for small deflections; typically the torsional motion is neglected as well. In the standard finite-difference and finite-element formulations of an elastic rod, the continuum equations of motion are discretized in space and time, but it is then difficult to ensure that the Hamiltonian structure of the exact equations is preserved. Here we discretize the Hamiltonian itself, expressed as a line integral over the contour of the filament. This discrete representation of the continuum filament can then be integrated by one of the explicit symplectic integrators frequently used in molecular dynamics. The model systematically approximates the continuum partial differential equations, but has the same level of computational complexity as molecular dynamics and is constraint free. Numerical tests show that the algorithm is much more stable than a finite-difference formulation and can be used for high aspect ratio filaments, such as actin. We present numerical results for the deterministic and stochastic motion of single filaments.

  13. Emergent properties of gene evolution: Species as attractors in phenotypic space

    NASA Astrophysics Data System (ADS)

    Reuveni, Eli; Giuliani, Alessandro

    2012-02-01

    The question how the observed discrete character of the phenotype emerges from a continuous genetic distance metrics is the core argument of two contrasted evolutionary theories: punctuated equilibrium (stable evolution scattered with saltations in the phenotype) and phyletic gradualism (smooth and linear evolution of the phenotype). Identifying phenotypic saltation on the molecular levels is critical to support the first model of evolution. We have used DNA sequences of ∼1300 genes from 6 isolated populations of the budding yeast Saccharomyces cerevisiae. We demonstrate that while the equivalent measure of the genetic distance show a continuum between lineage distance with no evidence of discrete states, the phenotypic space illustrates only two (discrete) possible states that can be associated with a saltation of the species phenotype. The fact that such saltation spans large fraction of the genome and follows by continuous genetic distance is a proof of the concept that the genotype-phenotype relation is not univocal and may have severe implication when looking for disease related genes and mutations. We used this finding with analogy to attractor-like dynamics and show that punctuated equilibrium could be explained in the framework of non-linear dynamics systems.

  14. Graphic matching based on shape contexts and reweighted random walks

    NASA Astrophysics Data System (ADS)

    Zhang, Mingxuan; Niu, Dongmei; Zhao, Xiuyang; Liu, Mingjun

    2018-04-01

    Graphic matching is a very critical issue in all aspects of computer vision. In this paper, a new graphics matching algorithm combining shape contexts and reweighted random walks was proposed. On the basis of the local descriptor, shape contexts, the reweighted random walks algorithm was modified to possess stronger robustness and correctness in the final result. Our main process is to use the descriptor of the shape contexts for the random walk on the iteration, of which purpose is to control the random walk probability matrix. We calculate bias matrix by using descriptors and then in the iteration we use it to enhance random walks' and random jumps' accuracy, finally we get the one-to-one registration result by discretization of the matrix. The algorithm not only preserves the noise robustness of reweighted random walks but also possesses the rotation, translation, scale invariance of shape contexts. Through extensive experiments, based on real images and random synthetic point sets, and comparisons with other algorithms, it is confirmed that this new method can produce excellent results in graphic matching.

  15. Mechanical unfolding reveals stable 3-helix intermediates in talin and α-catenin

    PubMed Central

    2018-01-01

    Mechanical stability is a key feature in the regulation of structural scaffolding proteins and their functions. Despite the abundance of α-helical structures among the human proteome and their undisputed importance in health and disease, the fundamental principles of their behavior under mechanical load are poorly understood. Talin and α-catenin are two key molecules in focal adhesions and adherens junctions, respectively. In this study, we used a combination of atomistic steered molecular dynamics (SMD) simulations, polyprotein engineering, and single-molecule atomic force microscopy (smAFM) to investigate unfolding of these proteins. SMD simulations revealed that talin rod α-helix bundles as well as α-catenin α-helix domains unfold through stable 3-helix intermediates. While the 5-helix bundles were found to be mechanically stable, a second stable conformation corresponding to the 3-helix state was revealed. Mechanically weaker 4-helix bundles easily unfolded into a stable 3-helix conformation. The results of smAFM experiments were in agreement with the findings of the computational simulations. The disulfide clamp mutants, designed to protect the stable state, support the 3-helix intermediate model in both experimental and computational setups. As a result, multiple discrete unfolding intermediate states in the talin and α-catenin unfolding pathway were discovered. Better understanding of the mechanical unfolding mechanism of α-helix proteins is a key step towards comprehensive models describing the mechanoregulation of proteins. PMID:29698481

  16. Is Knowledge Random? Introducing Sampling and Bias through Outdoor Inquiry

    ERIC Educational Resources Information Center

    Stier, Sam

    2010-01-01

    Sampling, very generally, is the process of learning about something by selecting and assessing representative parts of that population or object. In the inquiry activity described here, students learned about sampling techniques as they estimated the number of trees greater than 12 cm dbh (diameter at breast height) in a wooded, discrete area…

  17. Blending Individual and Group Assessment: A Model for Measuring Student Performance

    ERIC Educational Resources Information Center

    Reiser, Elana

    2017-01-01

    Two sections of a college discrete mathematics class were taught using cooperative learning techniques throughout the semester. The 33 students attending these sections were randomly assigned into groups of three. Their final examination consisted of an individual and group blended examination where students worked in their groups and discussed…

  18. Short-Term Memory in Orthogonal Neural Networks

    NASA Astrophysics Data System (ADS)

    White, Olivia L.; Lee, Daniel D.; Sompolinsky, Haim

    2004-04-01

    We study the ability of linear recurrent networks obeying discrete time dynamics to store long temporal sequences that are retrievable from the instantaneous state of the network. We calculate this temporal memory capacity for both distributed shift register and random orthogonal connectivity matrices. We show that the memory capacity of these networks scales with system size.

  19. Spatial autocorrelation in growth of undisturbed natural pine stands across Georgia

    Treesearch

    Raymond L. Czaplewski; Robin M. Reich; William A. Bechtold

    1994-01-01

    Moran's I statistic measures the spatial autocorrelation in a random variable measured at discrete locations in space. Permutation procedures test the null hypothesis that the observed Moran's I value is no greater than that expected by chance. The spatial autocorrelation of gross basal area increment is analyzed for undisturbed, naturally regenerated stands...

  20. Secret Snowflake: Analysis of a Holiday Gift Exchange

    ERIC Educational Resources Information Center

    Turton, Roger W.

    2007-01-01

    This article describes several methods from discrete mathematics used to simulate and solve an interesting problem occurring at a holiday gift exchange. What is the probability that two people will select each other's names in a random drawing, and how does this result vary with the total number of participants? (Contains 5 figures.)

  1. SimEngine v. 1.0

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Le, Hai D.

    2017-03-02

    SimEngine provides the core functionalities and components that are key to the development of discrete event simulation tools. These include events, activities, event queues, random number generators, and basic result tracking classes. SimEngine was designed for high performance, integrates seamlessly into any Microsoft .Net development environment, and provides a flexible API for simulation developers.

  2. Programming and Reprogramming Sequence Timing Following High and Low Contextual Interference Practice

    ERIC Educational Resources Information Center

    Wright, David L.; Magnuson, Curt E.; Black, Charles B.

    2005-01-01

    Individuals practiced two unique discrete sequence production tasks that differed in their relative time profile in either a blocked or random practice schedule. Each participant was subsequently administered a "precuing" protocol to examine the cost of initially compiling or modifying the plan for an upcoming movement's relative timing. The…

  3. Emergence of low-energy monopole strength in the neutron-rich calcium isotopes

    NASA Astrophysics Data System (ADS)

    Piekarewicz, J.

    2017-10-01

    Background: The isoscalar monopole response of neutron-rich nuclei is sensitive to both the incompressibility coefficient of symmetric nuclear matter and the density dependence of the symmetry energy. For exotic nuclei with a large neutron excess, a low-energy component emerges that is driven by transitions into the continuum. Purpose: While understanding the scaling of the giant monopole resonance with mass number is central to this work, the main goal of this paper is to explore the emergence, evolution, and origin of low-energy monopole strength along the even-even calcium isotopes: from 40Ca to 60Ca. Methods: The distribution of isoscalar monopole strength is computed in a relativistic random phase approximation (RPA) using three effective interactions that have been calibrated to the properties of finite nuclei and neutron stars. A nonspectral approach is adopted that allows for an exact treatment of the continuum without any reliance on discretization. This is particularly critical in the case of weakly bound nuclei with single-particle orbits near the continuum. The discretization of the continuum is neither required nor admitted. Results: For the stable calcium isotopes, no evidence of low-energy monopole strength is observed, even as the 1 f7 /2 neutron orbital is being filled and the neutron-skin thickness progressively grows. Further, in contrast to experimental findings, a mild softening of the monopole response with increasing mass number is predicted. Beyond 48Ca, a significant amount of low-energy monopole strength emerges as soon as the weak-binding neutron orbitals (2 p and 1 f5 /2 ) become populated. The emergence and evolution of low-energy strength is identified with transitions from these weakly bound states into the continuum—which is treated exactly in the RPA approach. Moreover, given that models with a soft symmetry energy tend to reach the neutron-drip line earlier than their stiffer counterparts, an inverse correlation is identified between the neutron-skin thickness and the inverse energy weighted sum. Conclusions: Despite experimental claims to the contrary, a mild softening of the giant monopole resonance is observed in going from 40Ca to 48Ca. Measurements for other stable calcium isotopes may be critical in elucidating the nature of the discrepancy. Moreover, given the early success in measuring the distribution of isoscalar monopole strength in the unstable 68Ni nucleus, new measurements along the unstable neutron-rich calcium isotopes are advocated in order to explore the critical role of the continuum in the development of a soft monopole mode.

  4. Quantum transport with long-range steps on Watts-Strogatz networks

    NASA Astrophysics Data System (ADS)

    Wang, Yan; Xu, Xin-Jian

    2016-07-01

    We study transport dynamics of quantum systems with long-range steps on the Watts-Strogatz network (WSN) which is generated by rewiring links of the regular ring. First, we probe physical systems modeled by the discrete nonlinear schrödinger (DNLS) equation. Using the localized initial condition, we compute the time-averaged occupation probability of the initial site, which is related to the nonlinearity, the long-range steps and rewiring links. Self-trapping transitions occur at large (small) nonlinear parameters for coupling ɛ=-1 (1), as long-range interactions are intensified. The structure disorder induced by random rewiring, however, has dual effects for ɛ=-1 and inhibits the self-trapping behavior for ɛ=1. Second, we investigate continuous-time quantum walks (CTQW) on the regular ring ruled by the discrete linear schrödinger (DLS) equation. It is found that only the presence of the long-range steps does not affect the efficiency of the coherent exciton transport, while only the allowance of random rewiring enhances the partial localization. If both factors are considered simultaneously, localization is greatly strengthened, and the transport becomes worse.

  5. Properties of plane discrete Poisson-Voronoi tessellations on triangular tiling formed by the Kolmogorov-Johnson-Mehl-Avrami growth of triangular islands

    NASA Astrophysics Data System (ADS)

    Korobov, A.

    2011-08-01

    Discrete uniform Poisson-Voronoi tessellations of two-dimensional triangular tilings resulting from the Kolmogorov-Johnson-Mehl-Avrami (KJMA) growth of triangular islands have been studied. This shape of tiles and islands, rarely considered in the field of random tessellations, is prompted by the birth-growth process of Ir(210) faceting. The growth mode determines a triangular metric different from the Euclidean metric. Kinetic characteristics of tessellations appear to be metric sensitive, in contrast to area distributions. The latter have been studied for the variant of nuclei growth to the first impingement in addition to the conventional case of complete growth. Kiang conjecture works in both cases. The averaged number of neighbors is six for all studied densities of random tessellations, but neighbors appear to be mainly different in triangular and Euclidean metrics. Also, the applicability of the obtained results for simulating birth-growth processes when the 2D nucleation and impingements are combined with the 3D growth in the particular case of similar shape and the same orientation of growing nuclei is briefly discussed.

  6. Properties of plane discrete Poisson-Voronoi tessellations on triangular tiling formed by the Kolmogorov-Johnson-Mehl-Avrami growth of triangular islands.

    PubMed

    Korobov, A

    2011-08-01

    Discrete uniform Poisson-Voronoi tessellations of two-dimensional triangular tilings resulting from the Kolmogorov-Johnson-Mehl-Avrami (KJMA) growth of triangular islands have been studied. This shape of tiles and islands, rarely considered in the field of random tessellations, is prompted by the birth-growth process of Ir(210) faceting. The growth mode determines a triangular metric different from the Euclidean metric. Kinetic characteristics of tessellations appear to be metric sensitive, in contrast to area distributions. The latter have been studied for the variant of nuclei growth to the first impingement in addition to the conventional case of complete growth. Kiang conjecture works in both cases. The averaged number of neighbors is six for all studied densities of random tessellations, but neighbors appear to be mainly different in triangular and Euclidean metrics. Also, the applicability of the obtained results for simulating birth-growth processes when the 2D nucleation and impingements are combined with the 3D growth in the particular case of similar shape and the same orientation of growing nuclei is briefly discussed.

  7. Fluctuation theorems for discrete kinetic models of molecular motors

    NASA Astrophysics Data System (ADS)

    Faggionato, Alessandra; Silvestri, Vittoria

    2017-04-01

    Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a linear fashion. We show that, for a suitable class of quasi-1d lattices, the large deviation rate function associated to the position of the walker satisfies a Gallavotti-Cohen symmetry for any choice of the dynamical parameters defining the stochastic walk. This class includes the linear model considered in Lacoste et al (2008 Phys. Rev. E 78 011915). We also derive fluctuation theorems for the time-integrated cycle currents and discuss how the matrix approach of Lacoste et al (2008 Phys. Rev. E 78 011915) can be extended to derive the above Gallavotti-Cohen symmetry for any Markov random walk on {Z} with periodic jump rates. Finally, we review in the present context some large deviation results of Faggionato and Silvestri (2017 Ann. Inst. Henri Poincaré 53 46-78) and give some specific examples with explicit computations.

  8. Computation of the phase response curve: a direct numerical approach.

    PubMed

    Govaerts, W; Sautois, B

    2006-04-01

    Neurons are often modeled by dynamical systems--parameterized systems of differential equations. A typical behavioral pattern of neurons is periodic spiking; this corresponds to the presence of stable limit cycles in the dynamical systems model. The phase resetting and phase response curves (PRCs) describe the reaction of the spiking neuron to an input pulse at each point of the cycle. We develop a new method for computing these curves as a by-product of the solution of the boundary value problem for the stable limit cycle. The method is mathematically equivalent to the adjoint method, but our implementation is computationally much faster and more robust than any existing method. In fact, it can compute PRCs even where the limit cycle can hardly be found by time integration, for example, because it is close to another stable limit cycle. In addition, we obtain the discretized phase response curve in a form that is ideally suited for most applications. We present several examples and provide the implementation in a freely available Matlab code.

  9. Efficient energy stable schemes for isotropic and strongly anisotropic Cahn-Hilliard systems with the Willmore regularization

    NASA Astrophysics Data System (ADS)

    Chen, Ying; Lowengrub, John; Shen, Jie; Wang, Cheng; Wise, Steven

    2018-07-01

    We develop efficient energy stable numerical methods for solving isotropic and strongly anisotropic Cahn-Hilliard systems with the Willmore regularization. The scheme, which involves adaptive mesh refinement and a nonlinear multigrid finite difference method, is constructed based on a convex splitting approach. We prove that, for the isotropic Cahn-Hilliard system with the Willmore regularization, the total free energy of the system is non-increasing for any time step and mesh sizes. A straightforward modification of the scheme is then used to solve the regularized strongly anisotropic Cahn-Hilliard system, and it is numerically verified that the discrete energy of the anisotropic system is also non-increasing, and can be efficiently solved by using the modified stable method. We present numerical results in both two and three dimensions that are in good agreement with those in earlier work on the topics. Numerical simulations are presented to demonstrate the accuracy and efficiency of the proposed methods.

  10. Movement patterns of Tenebrio beetles demonstrate empirically that correlated-random-walks have similitude with a Lévy walk.

    PubMed

    Reynolds, Andy M; Leprêtre, Lisa; Bohan, David A

    2013-11-07

    Correlated random walks are the dominant conceptual framework for modelling and interpreting organism movement patterns. Recent years have witnessed a stream of high profile publications reporting that many organisms perform Lévy walks; movement patterns that seemingly stand apart from the correlated random walk paradigm because they are discrete and scale-free rather than continuous and scale-finite. Our new study of the movement patterns of Tenebrio molitor beetles in unchanging, featureless arenas provides the first empirical support for a remarkable and deep theoretical synthesis that unites correlated random walks and Lévy walks. It demonstrates that the two models are complementary rather than competing descriptions of movement pattern data and shows that correlated random walks are a part of the Lévy walk family. It follows from this that vast numbers of Lévy walkers could be hiding in plain sight.

  11. An Off-Lattice Hybrid Discrete-Continuum Model of Tumor Growth and Invasion

    PubMed Central

    Jeon, Junhwan; Quaranta, Vito; Cummings, Peter T.

    2010-01-01

    Abstract We have developed an off-lattice hybrid discrete-continuum (OLHDC) model of tumor growth and invasion. The continuum part of the OLHDC model describes microenvironmental components such as matrix-degrading enzymes, nutrients or oxygen, and extracellular matrix (ECM) concentrations, whereas the discrete portion represents individual cell behavior such as cell cycle, cell-cell, and cell-ECM interactions and cell motility by the often-used persistent random walk, which can be depicted by the Langevin equation. Using this framework of the OLHDC model, we develop a phenomenologically realistic and bio/physically relevant model that encompasses the experimentally observed superdiffusive behavior (at short times) of mammalian cells. When systemic simulations based on the OLHDC model are performed, tumor growth and its morphology are found to be strongly affected by cell-cell adhesion and haptotaxis. There is a combination of the strength of cell-cell adhesion and haptotaxis in which fingerlike shapes, characteristic of invasive tumor, are observed. PMID:20074513

  12. Statistics of primordial density perturbations from discrete seed masses

    NASA Technical Reports Server (NTRS)

    Scherrer, Robert J.; Bertschinger, Edmund

    1991-01-01

    The statistics of density perturbations for general distributions of seed masses with arbitrary matter accretion is examined. Formal expressions for the power spectrum, the N-point correlation functions, and the density distribution function are derived. These results are applied to the case of uncorrelated seed masses, and power spectra are derived for accretion of both hot and cold dark matter plus baryons. The reduced moments (cumulants) of the density distribution are computed and used to obtain a series expansion for the density distribution function. Analytic results are obtained for the density distribution function in the case of a distribution of seed masses with a spherical top-hat accretion pattern. More generally, the formalism makes it possible to give a complete characterization of the statistical properties of any random field generated from a discrete linear superposition of kernels. In particular, the results can be applied to density fields derived by smoothing a discrete set of points with a window function.

  13. SfM with MRFs: discrete-continuous optimization for large-scale structure from motion.

    PubMed

    Crandall, David J; Owens, Andrew; Snavely, Noah; Huttenlocher, Daniel P

    2013-12-01

    Recent work in structure from motion (SfM) has built 3D models from large collections of images downloaded from the Internet. Many approaches to this problem use incremental algorithms that solve progressively larger bundle adjustment problems. These incremental techniques scale poorly as the image collection grows, and can suffer from drift or local minima. We present an alternative framework for SfM based on finding a coarse initial solution using hybrid discrete-continuous optimization and then improving that solution using bundle adjustment. The initial optimization step uses a discrete Markov random field (MRF) formulation, coupled with a continuous Levenberg-Marquardt refinement. The formulation naturally incorporates various sources of information about both the cameras and points, including noisy geotags and vanishing point (VP) estimates. We test our method on several large-scale photo collections, including one with measured camera positions, and show that it produces models that are similar to or better than those produced by incremental bundle adjustment, but more robustly and in a fraction of the time.

  14. Continuum and discrete approach in modeling biofilm development and structure: a review.

    PubMed

    Mattei, M R; Frunzo, L; D'Acunto, B; Pechaud, Y; Pirozzi, F; Esposito, G

    2018-03-01

    The scientific community has recognized that almost 99% of the microbial life on earth is represented by biofilms. Considering the impacts of their sessile lifestyle on both natural and human activities, extensive experimental activity has been carried out to understand how biofilms grow and interact with the environment. Many mathematical models have also been developed to simulate and elucidate the main processes characterizing the biofilm growth. Two main mathematical approaches for biomass representation can be distinguished: continuum and discrete. This review is aimed at exploring the main characteristics of each approach. Continuum models can simulate the biofilm processes in a quantitative and deterministic way. However, they require a multidimensional formulation to take into account the biofilm spatial heterogeneity, which makes the models quite complicated, requiring significant computational effort. Discrete models are more recent and can represent the typical multidimensional structural heterogeneity of biofilm reflecting the experimental expectations, but they generate computational results including elements of randomness and introduce stochastic effects into the solutions.

  15. Discrete particle model for cement infiltration within open-cell structures: Prevention of osteoporotic fracture.

    PubMed

    Ramos-Infante, Samuel Jesús; Ten-Esteve, Amadeo; Alberich-Bayarri, Angel; Pérez, María Angeles

    2018-01-01

    This paper proposes a discrete particle model based on the random-walk theory for simulating cement infiltration within open-cell structures to prevent osteoporotic proximal femur fractures. Model parameters consider the cement viscosity (high and low) and the desired direction of injection (vertical and diagonal). In vitro and in silico characterizations of augmented open-cell structures validated the computational model and quantified the improved mechanical properties (Young's modulus) of the augmented specimens. The cement injection pattern was successfully predicted in all the simulated cases. All the augmented specimens exhibited enhanced mechanical properties computationally and experimentally (maximum improvements of 237.95 ± 12.91% and 246.85 ± 35.57%, respectively). The open-cell structures with high porosity fraction showed a considerable increase in mechanical properties. Cement augmentation in low porosity fraction specimens resulted in a lesser increase in mechanical properties. The results suggest that the proposed discrete particle model is adequate for use as a femoroplasty planning framework.

  16. A Guide for Using Geochemical Methods in Dredged Material, Sediment Tracking, and Sediment Budget Studies

    DTIC Science & Technology

    2017-06-26

    size on ratios of OM. Specifically, there are two basic forms of OM. Particulate OM, such woody and vegetative debris, soot, and charcoal, exists as...discrete particles that influence a bulk samples carbon content. Conversely, a second form of OM occurs as a film-like substance that is strongly...nitrogen. Carbon occurs in a wide variety of forms associated with sediments from organic compounds to inorganic carbonates. Carbon has two stable

  17. ADAM: Analysis of Discrete Models of Biological Systems Using Computer Algebra

    PubMed Central

    2011-01-01

    Background Many biological systems are modeled qualitatively with discrete models, such as probabilistic Boolean networks, logical models, Petri nets, and agent-based models, to gain a better understanding of them. The computational complexity to analyze the complete dynamics of these models grows exponentially in the number of variables, which impedes working with complex models. There exist software tools to analyze discrete models, but they either lack the algorithmic functionality to analyze complex models deterministically or they are inaccessible to many users as they require understanding the underlying algorithm and implementation, do not have a graphical user interface, or are hard to install. Efficient analysis methods that are accessible to modelers and easy to use are needed. Results We propose a method for efficiently identifying attractors and introduce the web-based tool Analysis of Dynamic Algebraic Models (ADAM), which provides this and other analysis methods for discrete models. ADAM converts several discrete model types automatically into polynomial dynamical systems and analyzes their dynamics using tools from computer algebra. Specifically, we propose a method to identify attractors of a discrete model that is equivalent to solving a system of polynomial equations, a long-studied problem in computer algebra. Based on extensive experimentation with both discrete models arising in systems biology and randomly generated networks, we found that the algebraic algorithms presented in this manuscript are fast for systems with the structure maintained by most biological systems, namely sparseness and robustness. For a large set of published complex discrete models, ADAM identified the attractors in less than one second. Conclusions Discrete modeling techniques are a useful tool for analyzing complex biological systems and there is a need in the biological community for accessible efficient analysis tools. ADAM provides analysis methods based on mathematical algorithms as a web-based tool for several different input formats, and it makes analysis of complex models accessible to a larger community, as it is platform independent as a web-service and does not require understanding of the underlying mathematics. PMID:21774817

  18. Numerical and experimental investigation on static electric charge model at stable cone-jet region

    NASA Astrophysics Data System (ADS)

    Hashemi, Ali Reza; Pishevar, Ahmad Reza; Valipouri, Afsaneh; Pǎrǎu, Emilian I.

    2018-03-01

    In a typical electro-spinning process, the steady stretching process of the jet beyond the Taylor cone has a significant effect on the dimensions of resulting nanofibers. Also, it sets up the conditions for the onset of the bending instability. The focus of this work is the modeling and simulation of the initial stable jet phase seen during the electro-spinning process. The perturbation method was applied to solve hydrodynamic equations, and the electrostatic equation was solved by a boundary integral method. These equations were coupled with the stress boundary conditions derived appropriate at the fluid-fluid interface. Perturbation equations were discretized by the second-order finite difference method, and the Newton method was implemented to solve the discretized nonlinear system. Also, the boundary element method was utilized to solve the electrostatic equation. In the theoretical study, the fluid is described as a leaky dielectric with charges only on the jet surface in dielectric air. In this study, electric charges were modeled as static. Comparison of numerical and experimental results shows that at low flow rates and high electric field, good agreement was achieved because of the superior importance of the charge transport by conduction rather than convection and charge concentration. In addition, the effect of unevenness of the electric field around the nozzle tip was experimentally studied through plate-plate geometry as well as point-plate geometry.

  19. Entropic Lattice Boltzmann Simulations of Turbulence

    NASA Astrophysics Data System (ADS)

    Keating, Brian; Vahala, George; Vahala, Linda; Soe, Min; Yepez, Jeffrey

    2006-10-01

    Because of its simplicity, nearly perfect parallelization and vectorization on supercomputer platforms, lattice Boltzmann (LB) methods hold great promise for simulations of nonlinear physics. Indeed, our MHD-LB code has the best sustained performance/PE of any code on the Earth Simulator. By projecting into the higher dimensional kinetic phase space, the solution trajectory is simpler and much easier to compute than standard CFD approach. However, simple LB -- with its simple advection and local BGK collisional relaxation -- does not impose positive definiteness of the distribution functions in the time evolution. This leads to numerical instabilities for very low transport coefficients. In Entropic LB (ELB) one determines a discrete H-theorem and the equilibrium distribution functions subject to the collisional invariants. The ELB algorithm is unconditionally stable to arbitrary small transport coefficients. Various choices of velocity discretization are examined: 15, 19 and 27-bit ELB models. The connection between Tsallis and Boltzmann entropies are clarified.

  20. Approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays: a robust stability problem.

    PubMed

    Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir

    2018-01-01

    This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.

  1. A Least-Squares Finite Element Method for Electromagnetic Scattering Problems

    NASA Technical Reports Server (NTRS)

    Wu, Jie; Jiang, Bo-nan

    1996-01-01

    The least-squares finite element method (LSFEM) is applied to electromagnetic scattering and radar cross section (RCS) calculations. In contrast to most existing numerical approaches, in which divergence-free constraints are omitted, the LSFF-M directly incorporates two divergence equations in the discretization process. The importance of including the divergence equations is demonstrated by showing that otherwise spurious solutions with large divergence occur near the scatterers. The LSFEM is based on unstructured grids and possesses full flexibility in handling complex geometry and local refinement Moreover, the LSFEM does not require any special handling, such as upwinding, staggered grids, artificial dissipation, flux-differencing, etc. Implicit time discretization is used and the scheme is unconditionally stable. By using a matrix-free iterative method, the computational cost and memory requirement for the present scheme is competitive with other approaches. The accuracy of the LSFEM is verified by several benchmark test problems.

  2. A compatible high-order meshless method for the Stokes equations with applications to suspension flows

    NASA Astrophysics Data System (ADS)

    Trask, Nathaniel; Maxey, Martin; Hu, Xiaozhe

    2018-02-01

    A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a discretization that couples a staggered scheme for pressure approximation with a divergence-free velocity reconstruction to obtain an adaptive, high-order, finite difference-like discretization that can be efficiently solved with conventional algebraic multigrid techniques. We use analytic benchmarks to demonstrate equal-order convergence for both velocity and pressure when solving problems with curvilinear geometries. In order to study problems in dense suspensions, we couple the solution for the flow to the equations of motion for freely suspended particles in an implicit monolithic scheme. The combination of high-order accuracy with fully-implicit schemes allows the accurate resolution of stiff lubrication forces directly from the solution of the Stokes problem without the need to introduce sub-grid lubrication models.

  3. Stable finite element approximations of two-phase flow with soluble surfactant

    NASA Astrophysics Data System (ADS)

    Barrett, John W.; Garcke, Harald; Nürnberg, Robert

    2015-09-01

    A parametric finite element approximation of incompressible two-phase flow with soluble surfactants is presented. The Navier-Stokes equations are coupled to bulk and surfaces PDEs for the surfactant concentrations. At the interface adsorption, desorption and stress balances involving curvature effects and Marangoni forces have to be considered. A parametric finite element approximation for the advection of the interface, which maintains good mesh properties, is coupled to the evolving surface finite element method, which is used to discretize the surface PDE for the interface surfactant concentration. The resulting system is solved together with standard finite element approximations of the Navier-Stokes equations and of the bulk parabolic PDE for the surfactant concentration. Semidiscrete and fully discrete approximations are analyzed with respect to stability, conservation and existence/uniqueness issues. The approach is validated for simple test cases and for complex scenarios, including colliding drops in a shear flow, which are computed in two and three space dimensions.

  4. Analysis of Tire Tractive Performance on Deformable Terrain by Finite Element-Discrete Element Method

    NASA Astrophysics Data System (ADS)

    Nakashima, Hiroshi; Takatsu, Yuzuru

    The goal of this study is to develop a practical and fast simulation tool for soil-tire interaction analysis, where finite element method (FEM) and discrete element method (DEM) are coupled together, and which can be realized on a desktop PC. We have extended our formerly proposed dynamic FE-DE method (FE-DEM) to include practical soil-tire system interaction, where not only the vertical sinkage of a tire, but also the travel of a driven tire was considered. Numerical simulation by FE-DEM is stable, and the relationships between variables, such as load-sinkage and sinkage-travel distance, and the gross tractive effort and running resistance characteristics, are obtained. Moreover, the simulation result is accurate enough to predict the maximum drawbar pull for a given tire, once the appropriate parameter values are provided. Therefore, the developed FE-DEM program can be applied with sufficient accuracy to interaction problems in soil-tire systems.

  5. The episodic random utility model unifies time trade-off and discrete choice approaches in health state valuation

    PubMed Central

    Craig, Benjamin M; Busschbach, Jan JV

    2009-01-01

    Background To present an episodic random utility model that unifies time trade-off and discrete choice approaches in health state valuation. Methods First, we introduce two alternative random utility models (RUMs) for health preferences: the episodic RUM and the more common instant RUM. For the interpretation of time trade-off (TTO) responses, we show that the episodic model implies a coefficient estimator, and the instant model implies a mean slope estimator. Secondly, we demonstrate these estimators and the differences between the estimates for 42 health states using TTO responses from the seminal Measurement and Valuation in Health (MVH) study conducted in the United Kingdom. Mean slopes are estimates with and without Dolan's transformation of worse-than-death (WTD) responses. Finally, we demonstrate an exploded probit estimator, an extension of the coefficient estimator for discrete choice data that accommodates both TTO and rank responses. Results By construction, mean slopes are less than or equal to coefficients, because slopes are fractions and, therefore, magnify downward errors in WTD responses. The Dolan transformation of WTD responses causes mean slopes to increase in similarity to coefficient estimates, yet they are not equivalent (i.e., absolute mean difference = 0.179). Unlike mean slopes, coefficient estimates demonstrate strong concordance with rank-based predictions (Lin's rho = 0.91). Combining TTO and rank responses under the exploded probit model improves the identification of health state values, decreasing the average width of confidence intervals from 0.057 to 0.041 compared to TTO only results. Conclusion The episodic RUM expands upon the theoretical framework underlying health state valuation and contributes to health econometrics by motivating the selection of coefficient and exploded probit estimators for the analysis of TTO and rank responses. In future MVH surveys, sample size requirements may be reduced through the incorporation of multiple responses under a single estimator. PMID:19144115

  6. Transition of spiral calcium waves between multiple stable patterns can be triggered by a single calcium spark in a fire-diffuse-fire model

    PubMed Central

    Tang, Ai-Hui; Wang, Shi-Qiang

    2009-01-01

    Spiral patterns have been found in various nonequilibrium systems. The Ca2+-induced Ca2+ release system in single cardiac cells is unique for highly discrete reaction elements, each giving rise to a Ca2+ spark upon excitation. We imaged the spiral Ca2+ waves in isolated cardiac cells and numerically studied the effect of system excitability on spiral patterns using a two-dimensional fire-diffuse-fire model. We found that under certain conditions, the system was able to display multiple stable patterns of spiral waves, each exhibiting different periods and distinct routines of spiral tips. Transition between these different patterns could be triggered by an internal fluctuation in the form of a single Ca2+ spark. PMID:19792039

  7. Transition of spiral calcium waves between multiple stable patterns can be triggered by a single calcium spark in a fire-diffuse-fire model.

    PubMed

    Tang, Ai-Hui; Wang, Shi-Qiang

    2009-09-01

    Spiral patterns have been found in various nonequilibrium systems. The Ca(2+)-induced Ca(2+) release system in single cardiac cells is unique for highly discrete reaction elements, each giving rise to a Ca(2+) spark upon excitation. We imaged the spiral Ca(2+) waves in isolated cardiac cells and numerically studied the effect of system excitability on spiral patterns using a two-dimensional fire-diffuse-fire model. We found that under certain conditions, the system was able to display multiple stable patterns of spiral waves, each exhibiting different periods and distinct routines of spiral tips. Transition between these different patterns could be triggered by an internal fluctuation in the form of a single Ca(2+) spark.

  8. Solving phase appearance/disappearance two-phase flow problems with high resolution staggered grid and fully implicit schemes by the Jacobian-free Newton–Krylov Method

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zou, Ling; Zhao, Haihua; Zhang, Hongbin

    2016-04-01

    The phase appearance/disappearance issue presents serious numerical challenges in two-phase flow simulations. Many existing reactor safety analysis codes use different kinds of treatments for the phase appearance/disappearance problem. However, to our best knowledge, there are no fully satisfactory solutions. Additionally, the majority of the existing reactor system analysis codes were developed using low-order numerical schemes in both space and time. In many situations, it is desirable to use high-resolution spatial discretization and fully implicit time integration schemes to reduce numerical errors. In this work, we adapted a high-resolution spatial discretization scheme on staggered grid mesh and fully implicit time integrationmore » methods (such as BDF1 and BDF2) to solve the two-phase flow problems. The discretized nonlinear system was solved by the Jacobian-free Newton Krylov (JFNK) method, which does not require the derivation and implementation of analytical Jacobian matrix. These methods were tested with a few two-phase flow problems with phase appearance/disappearance phenomena considered, such as a linear advection problem, an oscillating manometer problem, and a sedimentation problem. The JFNK method demonstrated extremely robust and stable behaviors in solving the two-phase flow problems with phase appearance/disappearance. No special treatments such as water level tracking or void fraction limiting were used. High-resolution spatial discretization and second- order fully implicit method also demonstrated their capabilities in significantly reducing numerical errors.« less

  9. Traditional Chinese medicine for stable angina pectoris via TCM pattern differentiation and TCM mechanism: study protocol of a randomized controlled trial.

    PubMed

    Zhang, Zhe; Zhang, Fan; Wang, Yang; Du, Yi; Zhang, Huiyong; Kong, Dezhao; Liu, Yue; Yang, Guanlin

    2014-10-30

    Stable angina pectoris is experienced as trans-sternal or retro-sternal pressure or pain that may radiate to the left arm, neck or back. Although available evidence relating to its effectiveness and mechanism are weak, traditional Chinese medicine is used as an alternative therapy for stable angina pectoris. We report a protocol of a randomized controlled trial using traditional Chinese medicine to investigate the effectiveness, mechanism and safety for patients with stable angina pectoris. This is a north-east Chinese, multi-center, multi-blinded, placebo-controlled and superiority randomized trail. A total of 240 patients with stable angina pectoris will be randomly assigned to three groups: two treatment groups and a control group. The treatment groups will receive Chinese herbal medicine consisting of Yi-Qi-Jian-Pi and Qu-Tan-Hua-Zhuo granule and Yi-Qi-Jian-Pi and Qu-Tan-Hua-Yu granule, respectively, and conventional medicine. The control group will receive placebo medicine in addition to conventional medicine. All 3 groups will undergo a 12-week treatment and 2-week follow-up. Four visits in sum will be scheduled for each subject: 1 visit each in week 0, week 4, week 12 and week 14. The primary outcomes include: the frequency of angina pectoris attack; the dosage of nitroglycerin; body limited dimension of Seattle Angina Questionnaire. The secondary outcomes include: except for the body limited dimension of SAQ, traditional Chinese medicine pattern questionnaire and so on. Therapeutic mechanism outcomes, safety outcomes and endpoint outcomes will be also assessed. The primary aim of this trial is to develop a standard protocol to utilize high-quality EBM evidence for assessing the effectiveness and safety of SAP via TCM pattern differentiation as well as exploring the efficacy mechanism and regulation with the molecular biology and systems biology. ChiCTR-TRC-13003608, registered 18 June 2013.

  10. A Fast Numerical Method for Max-Convolution and the Application to Efficient Max-Product Inference in Bayesian Networks.

    PubMed

    Serang, Oliver

    2015-08-01

    Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to max-product inference is the max-convolution problem (sometimes presented in log-transformed form and denoted as "infimal convolution," "min-convolution," or "convolution on the tropical semiring"), for which no O(k log(k)) method is currently known. Presented here is an O(k log(k)) numerical method for estimating the max-convolution of two nonnegative vectors (e.g., two probability mass functions), where k is the length of the larger vector. This numerical max-convolution method is then demonstrated by performing fast max-product inference on a convolution tree, a data structure for performing fast inference given information on the sum of n discrete random variables in O(nk log(nk)log(n)) steps (where each random variable has an arbitrary prior distribution on k contiguous possible states). The numerical max-convolution method can be applied to specialized classes of hidden Markov models to reduce the runtime of computing the Viterbi path from nk(2) to nk log(k), and has potential application to the all-pairs shortest paths problem.

  11. The relationship between multilevel models and non-parametric multilevel mixture models: Discrete approximation of intraclass correlation, random coefficient distributions, and residual heteroscedasticity.

    PubMed

    Rights, Jason D; Sterba, Sonya K

    2016-11-01

    Multilevel data structures are common in the social sciences. Often, such nested data are analysed with multilevel models (MLMs) in which heterogeneity between clusters is modelled by continuously distributed random intercepts and/or slopes. Alternatively, the non-parametric multilevel regression mixture model (NPMM) can accommodate the same nested data structures through discrete latent class variation. The purpose of this article is to delineate analytic relationships between NPMM and MLM parameters that are useful for understanding the indirect interpretation of the NPMM as a non-parametric approximation of the MLM, with relaxed distributional assumptions. We define how seven standard and non-standard MLM specifications can be indirectly approximated by particular NPMM specifications. We provide formulas showing how the NPMM can serve as an approximation of the MLM in terms of intraclass correlation, random coefficient means and (co)variances, heteroscedasticity of residuals at level 1, and heteroscedasticity of residuals at level 2. Further, we discuss how these relationships can be useful in practice. The specific relationships are illustrated with simulated graphical demonstrations, and direct and indirect interpretations of NPMM classes are contrasted. We provide an R function to aid in implementing and visualizing an indirect interpretation of NPMM classes. An empirical example is presented and future directions are discussed. © 2016 The British Psychological Society.

  12. Uncertain dynamic analysis for rigid-flexible mechanisms with random geometry and material properties

    NASA Astrophysics Data System (ADS)

    Wu, Jinglai; Luo, Zhen; Zhang, Nong; Zhang, Yunqing; Walker, Paul D.

    2017-02-01

    This paper proposes an uncertain modelling and computational method to analyze dynamic responses of rigid-flexible multibody systems (or mechanisms) with random geometry and material properties. Firstly, the deterministic model for the rigid-flexible multibody system is built with the absolute node coordinate formula (ANCF), in which the flexible parts are modeled by using ANCF elements, while the rigid parts are described by ANCF reference nodes (ANCF-RNs). Secondly, uncertainty for the geometry of rigid parts is expressed as uniform random variables, while the uncertainty for the material properties of flexible parts is modeled as a continuous random field, which is further discretized to Gaussian random variables using a series expansion method. Finally, a non-intrusive numerical method is developed to solve the dynamic equations of systems involving both types of random variables, which systematically integrates the deterministic generalized-α solver with Latin Hypercube sampling (LHS) and Polynomial Chaos (PC) expansion. The benchmark slider-crank mechanism is used as a numerical example to demonstrate the characteristics of the proposed method.

  13. Blocking for Sequential Political Experiments

    PubMed Central

    Moore, Sally A.

    2013-01-01

    In typical political experiments, researchers randomize a set of households, precincts, or individuals to treatments all at once, and characteristics of all units are known at the time of randomization. However, in many other experiments, subjects “trickle in” to be randomized to treatment conditions, usually via complete randomization. To take advantage of the rich background data that researchers often have (but underutilize) in these experiments, we develop methods that use continuous covariates to assign treatments sequentially. We build on biased coin and minimization procedures for discrete covariates and demonstrate that our methods outperform complete randomization, producing better covariate balance in simulated data. We then describe how we selected and deployed a sequential blocking method in a clinical trial and demonstrate the advantages of our having done so. Further, we show how that method would have performed in two larger sequential political trials. Finally, we compare causal effect estimates from differences in means, augmented inverse propensity weighted estimators, and randomization test inversion. PMID:24143061

  14. Electronic Noise and Fluctuations in Solids

    NASA Astrophysics Data System (ADS)

    Kogan, Sh.

    2008-07-01

    Preface; Part I. Introduction. Some Basic Concepts of the Theory of Random Processes: 1. Probability density functions. Moments. Stationary processes; 2. Correlation function; 3. Spectral density of noise; 4. Ergodicity and nonergodicity of random processes; 5. Random pulses and shot noise; 6. Markov processes. General theory; 7. Discrete Markov processes. Random telegraph noise; 8. Quasicontinuous (Diffusion-like) Markov processes; 9. Brownian motion; 10. Langevin approach to the kinetics of fluctuations; Part II. Fluctuation-Dissipation Relations in Equilibrium Systems: 11. Derivation of fluctuation-dissipation relations; 12. Equilibrium noise in quasistationary circuits. Nyquist theorem; 13. Fluctuations of electromagnetic fields in continuous media; Part III. Fluctuations in Nonequilibrium Gases: 14. Some basic concepts of hot-electrons' physics; 15. Simple model of current fluctuations in a semiconductor with hot electrons; 16. General kinetic theory of quasiclassical fluctuations in a gas of particles. The Boltzmann-Langevin equation; 17. Current fluctuations and noise temperature; 18. Current fluctuations and diffusion in a gas of hot electrons; 19. One-time correlation in nonequilibrium gases; 20. Intervalley noise in multivalley semiconductors; 21. Noise of hot electrons emitting optical phonons in the streaming regime; 22. Noise in a semiconductor with a postbreakdown stable current filament; Part IV. Generation-recombination noise: 23. G-R noise in uniform unipolar semiconductors; 24. Noise produced by recombination and diffusion; Part V. Noise in quantum ballistic systems: 25. Introduction; 26. Equilibrium noise and shot noise in quantum conductors; 27. Modulation noise in quantum point contacts; 28. Transition from a ballistic conductor to a macroscopic one; 29. Noise in tunnel junctions; Part VI. Resistance noise in metals: 30. Incoherent scattering of electrons by mobile defects; 31. Effect of mobile scattering centers on the electron interference pattern; 32. Fluctuations of the number of diffusing scattering centers; 33. Temperature fluctuations and the corresponding noise; Part VII. Noise in strongly disordered conductors: 34. Basic ideas of the percolation theory; 35. Resistance fluctuations in percolation systems. 36. Experiments; Part VIII. Low-frequency noise with an 1/f-type spectrum and random telegraph noise: 37. Introduction; 38. Some general properties of 1/f noise; 39. Basic models of 1/f noise; 40./f noise in metals; 41. Low-frequency noise in semiconductors; 42. Magnetic noise in spin glasses and some other magnetic systems; 43. Temperature fluctuations as a possible source of 1/f noise; 44. Random telegraph noise; 45. Fluctuations with 1/f spectrum in other systems; 46. General conclusions on 1/f noise; Part IX. Noise in Superconductors and Superconducting Structures: 47. Noise in Josephson junctions; 48. Noise in type II superconductors; References; Subject index.

  15. Ecological symmetry breaking can favour the evolution of altruism in an action-response game.

    PubMed

    Di Paolo, E A

    2000-03-21

    The evolution of altruistic behaviour is studied in a simple action-response game with a tunable degree of conflict of interest. It is shown that for the continuous, mixed-medium approach no stable polymorphism favours altruism. Ecological dynamics are explored with the addition of a spatial dimension and a local energy variable. A continuous spatial model with finite local range does not introduce any substantial difference in the results with respect to the level of altruism. However, the model illustrates how ecological coupling may lead to the formation of stable spatial patterns in the form of discrete and isolated clusters of players as a consequence of inverse density dependence. A discrete, individual-based model is built in which local interactions are also modelled as occurring within a finite neighbourhood of each individual and spatial positions are not restricted as in lattice models. This model shows substantially different results. A high level of altruism is observed for low (but positive) degrees of conflict and this level decreases linearly for higher degrees of conflict. The evolution of altruism is explained by studying the broken symmetries introduced by the spatial clusters themselves, mainly between their central and peripheral regions which, in combination with the discrete and the stochastic nature of the model, result in the stabilization of strategies in which players behave altruistically towards the same type. As a consequence of the activity of the players, energy resources at the centre of an altruistic cluster are very depleted; so much so that, for low conflict, fitter non-altruistic mutants may initially invade only to become locally extinct due to their less efficient use of energy as their numbers increase. In peripheral regions invader may subsist; however, for geometrical reasons long-lasting genealogies tend to originate only at the centre of a cluster. Copyright 2000 Academic Press.

  16. Random Walks on Cartesian Products of Certain Nonamenable Groups and Integer Lattices

    NASA Astrophysics Data System (ADS)

    Vishnepolsky, Rachel

    A random walk on a discrete group satisfies a local limit theorem with power law exponent \\alpha if the return probabilities follow the asymptotic law. P{ return to starting point after n steps } ˜ Crhonn-alpha.. A group has a universal local limit theorem if all random walks on the group with finitely supported step distributions obey a local limit theorem with the same power law exponent. Given two groups that obey universal local limit theorems, it is not known whether their cartesian product also has a universal local limit theorem. We settle the question affirmatively in one case, by considering a random walk on the cartesian product of a nonamenable group whose Cayley graph is a tree, and the integer lattice. As corollaries, we derive large deviations estimates and a central limit theorem.

  17. A spatial error model with continuous random effects and an application to growth convergence

    NASA Astrophysics Data System (ADS)

    Laurini, Márcio Poletti

    2017-10-01

    We propose a spatial error model with continuous random effects based on Matérn covariance functions and apply this model for the analysis of income convergence processes (β -convergence). The use of a model with continuous random effects permits a clearer visualization and interpretation of the spatial dependency patterns, avoids the problems of defining neighborhoods in spatial econometrics models, and allows projecting the spatial effects for every possible location in the continuous space, circumventing the existing aggregations in discrete lattice representations. We apply this model approach to analyze the economic growth of Brazilian municipalities between 1991 and 2010 using unconditional and conditional formulations and a spatiotemporal model of convergence. The results indicate that the estimated spatial random effects are consistent with the existence of income convergence clubs for Brazilian municipalities in this period.

  18. Discrete choice experiment to evaluate factors that influence preferences for antibiotic prophylaxis in pediatric oncology.

    PubMed

    Regier, Dean A; Diorio, Caroline; Ethier, Marie-Chantal; Alli, Amanda; Alexander, Sarah; Boydell, Katherine M; Gassas, Adam; Taylor, Jonathan; Kellow, Charis; Mills, Denise; Sung, Lillian

    2012-01-01

    Bacterial and fungal infections in pediatric oncology patients cause morbidity and mortality. The clinical utility of antimicrobial prophylaxis in children is uncertain and the personal utility of these agents is disputed. Objectives were to use a discrete choice experiment to: (1) describe the importance of attributes to parents and healthcare providers when deciding between use and non-use of antibacterial and antifungal prophylaxis; and (2) estimate willingness-to-pay for prophylactic strategies. Attributes were chances of infection, death and side effects, route of administration and cost of pharmacotherapy. Respondents were randomized to a discrete choice experiment outlining hypothetical treatment options to prevent antibacterial or antifungal infections. Each respondent was presented 16 choice tasks and was asked to choose between two unlabeled treatment options and an opt-out alternative (no prophylaxis). 102 parents and 60 healthcare providers participated. For the antibacterial discrete choice experiment, frequency of administration was significantly associated with utility for parents but not for healthcare providers. Increasing chances of infection, death, side effects and cost were all significantly associated with decreased utility for parents and healthcare providers in both the antibacterial and antifungal discrete choice experiment. Parental willingness-to-pay was higher than healthcare providers for both strategies. Chances of infection, death, side effects and costs were all significantly associated with utility. Parents have higher willingness-to-pay for these strategies compared with healthcare providers. This knowledge can help to develop prophylaxis programs.

  19. Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise

    NASA Astrophysics Data System (ADS)

    Nezhadhaghighi, Mohsen Ghasemi

    2017-08-01

    Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ -stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α . We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ -stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

  20. Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise.

    PubMed

    Nezhadhaghighi, Mohsen Ghasemi

    2017-08-01

    Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ-stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α. We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ-stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

  1. Automated Scoring of L2 Spoken English with Random Forests

    ERIC Educational Resources Information Center

    Kobayashi, Yuichiro; Abe, Mariko

    2016-01-01

    The purpose of the present study is to assess second language (L2) spoken English using automated scoring techniques. Automated scoring aims to classify a large set of learners' oral performance data into a small number of discrete oral proficiency levels. In automated scoring, objectively measurable features such as the frequencies of lexical and…

  2. 77 FR 16895 - Announcement of Competition Under the America COMPETES Reauthorization Act of 2011: Project REACH...

    Federal Register 2010, 2011, 2012, 2013, 2014

    2012-03-22

    ... find shelters in the neighborhood of the JBJ Soul Kitchen, a community restaurant in Monmouth County... not explicitly contemplated on the contest Web site. Selection of the winner is in the sole discretion... random. In the unlikely event that more than two competitors tie and all entrants meet the selection...

  3. The Construct of Creativity: Structural Model for Self-Reported Creativity Ratings

    ERIC Educational Resources Information Center

    Kaufman, James C.; Cole, Jason C.; Baer, John

    2009-01-01

    Several thousand subjects completed self-report questionnaires about their own creativity in 56 discrete domains. This sample was then randomly divided into three subsamples that were subject to factor analyses that compared an oblique model (with a set of correlated factors) and a hierarchical model (with a single second-order, or hierarchical,…

  4. Sternotomy or drainage for a hemopericardium after penetrating trauma: a randomized controlled trial.

    PubMed

    Nicol, Andrew J; Navsaria, Pradeep H; Hommes, Martijn; Ball, Chad G; Edu, Sorin; Kahn, Delawir

    2014-03-01

    To determine if stable patients with a hemopericardium detected after penetrating chest trauma can be safely managed with pericardial drainage alone. The current international practice is to perform a sternotomy and cardiac repair if a hemopericardium is detected after penetrating chest trauma. The experience in Cape Town, South Africa, on performing a mandatory sternotomy in hemodynamically stable patients was that a sternotomy was unnecessary and the cardiac injury, if present, had sealed. A single-center parallel-group randomized controlled study was completed. All hemodynamically stable patients with a hemopericardium confirmed at subxiphoid pericardial window (SPW), and no active bleeding, were randomized. The primary outcome measure was survival to discharge from hospital. Secondary outcomes were complications and postoperative hospital stay. Fifty-five patients were randomized to sternotomy and 56 to pericardial drainage and wash-out only. Fifty-one of the 55 patients (93%) randomized to sternotomy had either no cardiac injury or a tangential injury. There were only 4 patients with penetrating wounds to the endocardium and all had sealed. There was 1 death postoperatively among the 111 patients (0.9%) and this was in the sternotomy group. The mean intensive care unit (ICU) stay for a sternotomy was 2.04 days (range, 0-25 days) compared with 0.25 days (range, 0-2) for the drainage (P < 0.001). The estimated mean difference highlighted a stay of 1.8 days shorter in the ICU for the drainage group (95% CI: 0.8-2.7). Total hospital stay was significantly shorter in the SPW group (P < 0.001; 95% CI: 1.4-3.3). SPW and drainage is effective and safe in the stable patient with a hemopericardium after penetrating chest trauma, with no increase in mortality and a shorter ICU and hospital stay. (ClinicalTrials.gov Identifier: NCT00823160).

  5. Phase computations and phase models for discrete molecular oscillators.

    PubMed

    Suvak, Onder; Demir, Alper

    2012-06-11

    Biochemical oscillators perform crucial functions in cells, e.g., they set up circadian clocks. The dynamical behavior of oscillators is best described and analyzed in terms of the scalar quantity, phase. A rigorous and useful definition for phase is based on the so-called isochrons of oscillators. Phase computation techniques for continuous oscillators that are based on isochrons have been used for characterizing the behavior of various types of oscillators under the influence of perturbations such as noise. In this article, we extend the applicability of these phase computation methods to biochemical oscillators as discrete molecular systems, upon the information obtained from a continuous-state approximation of such oscillators. In particular, we describe techniques for computing the instantaneous phase of discrete, molecular oscillators for stochastic simulation algorithm generated sample paths. We comment on the accuracies and derive certain measures for assessing the feasibilities of the proposed phase computation methods. Phase computation experiments on the sample paths of well-known biological oscillators validate our analyses. The impact of noise that arises from the discrete and random nature of the mechanisms that make up molecular oscillators can be characterized based on the phase computation techniques proposed in this article. The concept of isochrons is the natural choice upon which the phase notion of oscillators can be founded. The isochron-theoretic phase computation methods that we propose can be applied to discrete molecular oscillators of any dimension, provided that the oscillatory behavior observed in discrete-state does not vanish in a continuous-state approximation. Analysis of the full versatility of phase noise phenomena in molecular oscillators will be possible if a proper phase model theory is developed, without resorting to such approximations.

  6. Phase computations and phase models for discrete molecular oscillators

    PubMed Central

    2012-01-01

    Background Biochemical oscillators perform crucial functions in cells, e.g., they set up circadian clocks. The dynamical behavior of oscillators is best described and analyzed in terms of the scalar quantity, phase. A rigorous and useful definition for phase is based on the so-called isochrons of oscillators. Phase computation techniques for continuous oscillators that are based on isochrons have been used for characterizing the behavior of various types of oscillators under the influence of perturbations such as noise. Results In this article, we extend the applicability of these phase computation methods to biochemical oscillators as discrete molecular systems, upon the information obtained from a continuous-state approximation of such oscillators. In particular, we describe techniques for computing the instantaneous phase of discrete, molecular oscillators for stochastic simulation algorithm generated sample paths. We comment on the accuracies and derive certain measures for assessing the feasibilities of the proposed phase computation methods. Phase computation experiments on the sample paths of well-known biological oscillators validate our analyses. Conclusions The impact of noise that arises from the discrete and random nature of the mechanisms that make up molecular oscillators can be characterized based on the phase computation techniques proposed in this article. The concept of isochrons is the natural choice upon which the phase notion of oscillators can be founded. The isochron-theoretic phase computation methods that we propose can be applied to discrete molecular oscillators of any dimension, provided that the oscillatory behavior observed in discrete-state does not vanish in a continuous-state approximation. Analysis of the full versatility of phase noise phenomena in molecular oscillators will be possible if a proper phase model theory is developed, without resorting to such approximations. PMID:22687330

  7. A dynamic model of functioning of a bank

    NASA Astrophysics Data System (ADS)

    Malafeyev, Oleg; Awasthi, Achal; Zaitseva, Irina; Rezenkov, Denis; Bogdanova, Svetlana

    2018-04-01

    In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of bank's work is described in this paper. The problem is then approached using the method of dynamic programming. Dynamic programming makes sure that the solutions obtained are globally optimal and numerically stable. The optimization process is set up as a discrete multi-stage decision process and solved with the help of dynamic programming.

  8. Analysis and application of minimum variance discrete time system identification

    NASA Technical Reports Server (NTRS)

    Kaufman, H.; Kotob, S.

    1975-01-01

    An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

  9. Notes on the ExactPack Implementation of the DSD Explosive Arc Solver

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kaul, Ann; Doebling, Scott William

    It has been shown above that the discretization scheme implemented in the ExactPack solver for the DSD Explosive Arc equation is consistent with the Explosive Arc PDE. In addition, a stability analysis has provided a CFL condition for a stable time step. Together, consistency and stability imply convergence of the scheme, which is expected to be close to first-order in time and second-order in space. It is understood that the nonlinearity of the underlying PDE will affect this rate somewhat.

  10. Dense image registration through MRFs and efficient linear programming.

    PubMed

    Glocker, Ben; Komodakis, Nikos; Tziritas, Georgios; Navab, Nassir; Paragios, Nikos

    2008-12-01

    In this paper, we introduce a novel and efficient approach to dense image registration, which does not require a derivative of the employed cost function. In such a context, the registration problem is formulated using a discrete Markov random field objective function. First, towards dimensionality reduction on the variables we assume that the dense deformation field can be expressed using a small number of control points (registration grid) and an interpolation strategy. Then, the registration cost is expressed using a discrete sum over image costs (using an arbitrary similarity measure) projected on the control points, and a smoothness term that penalizes local deviations on the deformation field according to a neighborhood system on the grid. Towards a discrete approach, the search space is quantized resulting in a fully discrete model. In order to account for large deformations and produce results on a high resolution level, a multi-scale incremental approach is considered where the optimal solution is iteratively updated. This is done through successive morphings of the source towards the target image. Efficient linear programming using the primal dual principles is considered to recover the lowest potential of the cost function. Very promising results using synthetic data with known deformations and real data demonstrate the potentials of our approach.

  11. Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

    NASA Astrophysics Data System (ADS)

    Naine, Tarun Bharath; Gundawar, Manoj Kumar

    2017-09-01

    We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

  12. Fractal attractors in economic growth models with random pollution externalities

    NASA Astrophysics Data System (ADS)

    La Torre, Davide; Marsiglio, Simone; Privileggi, Fabio

    2018-05-01

    We analyze a discrete time two-sector economic growth model where the production technologies in the final and human capital sectors are affected by random shocks both directly (via productivity and factor shares) and indirectly (via a pollution externality). We determine the optimal dynamics in the decentralized economy and show how these dynamics can be described in terms of a two-dimensional affine iterated function system with probability. This allows us to identify a suitable parameter configuration capable of generating exactly the classical Barnsley's fern as the attractor of the log-linearized optimal dynamical system.

  13. Effects of absorption on multiple scattering by random particulate media: exact results.

    PubMed

    Mishchenko, Michael I; Liu, Li; Hovenier, Joop W

    2007-10-01

    We employ the numerically exact superposition T-matrix method to perform extensive computations of elec nottromagnetic scattering by a volume of discrete random medium densely filled with increasingly absorbing as well as non-absorbing particles. Our numerical data demonstrate that increasing absorption diminishes and nearly extinguishes certain optical effects such as depolarization and coherent backscattering and increases the angular width of coherent backscattering patterns. This result corroborates the multiple-scattering origin of such effects and further demonstrates the heuristic value of the concept of multiple scattering even in application to densely packed particulate media.

  14. Design and methodology of the NorthStar Study: NT-proBNP stratified follow-up in outpatient heart failure clinics -- a randomized Danish multicenter study.

    PubMed

    Schou, Morten; Gustafsson, Finn; Videbaek, Lars; Markenvard, John; Ulriksen, Hans; Ryde, Henrik; Jensen, Jens C H; Nielsen, Tonny; Knudsen, Anne S; Tuxen, Christian D; Handberg, Jens; Sørensen, Per J; Espersen, Geert; Lind-Rasmussen, Søren; Keller, Niels; Egstrup, Kenneth; Nielsen, Olav W; Abdulla, Jawdat; Nyvad, Ole; Toft, Jens; Hildebrandt, Per R

    2008-10-01

    Randomized clinical trials have shown that newly discharged and symptomatic patients with chronic heart failure (CHF) benefit from follow-up in a specialized heart failure clinic (HFC). Clinical stable and educated patients are usually discharged from the HFC when on optimal therapy. It is unknown if risk stratification using natriuretic peptides could identify patients who would benefit from longer-term follow-up. Furthermore, data on the use of natriuretic peptides for monitoring of stable patients with CHF are sparse. The aims of this study are to test the hypothesis that clinical stable, educated, and medical optimized patients with CHF with N-terminal pro-brain natriuretic peptide (NT-proBNP) levels > or = 1,000 pg/mL benefit from long-term follow-up in an HFC and to assess the efficacy of NT-proBNP monitoring. A total of 1,250 clinically stable, medically optimized, and educated patients with CHF will be enrolled from 18 HFCs in Denmark. The patients will be randomized to treatment in general practice, to a standard follow-up program in the HFC, or to NT-proBNP monitoring in the HFC. The patients will be followed for 30 months (median). Data will be collected from 2006 to 2009. At present (March 2008), 720 patients are randomized. Results expect to be presented in the second half of 2010. This article outlines the design of the NorthStar study. If our hypotheses are confirmed, the results will help cardiologists and nurses in HFCs to identify patients who may benefit from long-term follow-up. Our results may also indicate whether patients with CHF will benefit from adding serial NT-proBNP measurements to usual clinical monitoring.

  15. Slow Versus Fast Robot-Assisted Locomotor Training After Severe Stroke: A Randomized Controlled Trial.

    PubMed

    Rodrigues, Thais Amanda; Goroso, Daniel Gustavo; Westgate, Philip M; Carrico, Cheryl; Batistella, Linamara R; Sawaki, Lumy

    2017-10-01

    Robot-assisted locomotor training on a bodyweight-supported treadmill is a rehabilitation intervention that compels repetitive practice of gait movements. Standard treadmill speed may elicit rhythmic movements generated primarily by spinal circuits. Slower-than-standard treadmill speed may elicit discrete movements, which are more complex than rhythmic movements and involve cortical areas. Compare effects of fast (i.e., rhythmic) versus slow (i.e., discrete) robot-assisted locomotor training on a bodyweight-supported treadmill in subjects with chronic, severe gait deficit after stroke. Subjects (N = 18) were randomized to receive 30 sessions (5 d/wk) of either fast or slow robot-assisted locomotor training on a bodyweight-supported treadmill in an inpatient setting. Functional ambulation category, time up and go, 6-min walk test, 10-m walk test, Berg Balance Scale, and Fugl-Meyer Assessment were administered at baseline and postintervention. The slow group had statistically significant improvement on functional ambulation category (first quartile-third quartile, P = 0.004), 6-min walk test (95% confidence interval [CI] = 1.8 to 49.0, P = 0.040), Berg Balance Scale (95% CI = 7.4 to 14.8, P < 0.0001), time up and go (95% CI = -79.1 to 5.0, P < 0.0030), and Fugl-Meyer Assessment (95% CI = 24.1 to 45.1, P < 0.0001). The fast group had statistically significant improvement on Berg Balance Scale (95% CI = 1.5 to 10.5, P = 0.02). In initial stages of robot-assisted locomotor training on a bodyweight-supported treadmill after severe stroke, slow training targeting discrete movement may yield greater benefit than fast training.

  16. Critical thresholds for eventual extinction in randomly disturbed population growth models.

    PubMed

    Peckham, Scott D; Waymire, Edward C; De Leenheer, Patrick

    2018-02-16

    This paper considers several single species growth models featuring a carrying capacity, which are subject to random disturbances that lead to instantaneous population reduction at the disturbance times. This is motivated in part by growing concerns about the impacts of climate change. Our main goal is to understand whether or not the species can persist in the long run. We consider the discrete-time stochastic process obtained by sampling the system immediately after the disturbances, and find various thresholds for several modes of convergence of this discrete process, including thresholds for the absence or existence of a positively supported invariant distribution. These thresholds are given explicitly in terms of the intensity and frequency of the disturbances on the one hand, and the population's growth characteristics on the other. We also perform a similar threshold analysis for the original continuous-time stochastic process, and obtain a formula that allows us to express the invariant distribution for this continuous-time process in terms of the invariant distribution of the discrete-time process, and vice versa. Examples illustrate that these distributions can differ, and this sends a cautionary message to practitioners who wish to parameterize these and related models using field data. Our analysis relies heavily on a particular feature shared by all the deterministic growth models considered here, namely that their solutions exhibit an exponentially weighted averaging property between a function of the initial condition, and the same function applied to the carrying capacity. This property is due to the fact that these systems can be transformed into affine systems.

  17. Random diffusion and cooperation in continuous two-dimensional space.

    PubMed

    Antonioni, Alberto; Tomassini, Marco; Buesser, Pierre

    2014-03-07

    This work presents a systematic study of population games of the Prisoner's Dilemma, Hawk-Dove, and Stag Hunt types in two-dimensional Euclidean space under two-person, one-shot game-theoretic interactions, and in the presence of agent random mobility. The goal is to investigate whether cooperation can evolve and be stable when agents can move randomly in continuous space. When the agents all have the same constant velocity cooperation may evolve if the agents update their strategies imitating the most successful neighbor. If a fitness difference proportional is used instead, cooperation does not improve with respect to the static random geometric graph case. When viscosity effects set-in and agent velocity becomes a quickly decreasing function of the number of neighbors they have, one observes the formation of monomorphic stable clusters of cooperators or defectors in the Prisoner's Dilemma. However, cooperation does not spread in the population as in the constant velocity case. Copyright © 2013 Elsevier Ltd. All rights reserved.

  18. Record statistics of a strongly correlated time series: random walks and Lévy flights

    NASA Astrophysics Data System (ADS)

    Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory

    2017-08-01

    We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.

  19. Fluctuations around equilibrium laws in ergodic continuous-time random walks.

    PubMed

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

    We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

  20. On the Wigner law in dilute random matrices

    NASA Astrophysics Data System (ADS)

    Khorunzhy, A.; Rodgers, G. J.

    1998-12-01

    We consider ensembles of N × N symmetric matrices whose entries are weakly dependent random variables. We show that random dilution can change the limiting eigenvalue distribution of such matrices. We prove that under general and natural conditions the normalised eigenvalue counting function coincides with the semicircle (Wigner) distribution in the limit N → ∞. This can be explained by the observation that dilution (or more generally, random modulation) eliminates the weak dependence (or correlations) between random matrix entries. It also supports our earlier conjecture that the Wigner distribution is stable to random dilution and modulation.

  1. A New High-Order Spectral Difference Method for Simulating Viscous Flows on Unstructured Grids with Mixed Elements

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Li, Mao; Qiu, Zihua; Liang, Chunlei

    In the present study, a new spectral difference (SD) method is developed for viscous flows on meshes with a mixture of triangular and quadrilateral elements. The standard SD method for triangular elements, which employs Lagrangian interpolating functions for fluxes, is not stable when the designed accuracy of spatial discretization is third-order or higher. Unlike the standard SD method, the method examined here uses vector interpolating functions in the Raviart-Thomas (RT) spaces to construct continuous flux functions on reference elements. Studies have been performed for 2D wave equation and Euler equa- tions. Our present results demonstrated that the SDRT method ismore » stable and high-order accurate for a number of test problems by using triangular-, quadrilateral-, and mixed- element meshes.« less

  2. Breaking Away: The Role of Homeostatic Drive in Perpetuating Depression.

    PubMed

    Tory Toole, J; Rice, Mark A; Craddock, Travis J A; Nierenberg, Barry; Klimas, Nancy G; Fletcher, Mary Ann; Zysman, Joel; Morris, Mariana; Broderick, Gordon

    2018-01-01

    We propose that the complexity of regulatory interactions modulating brain neurochemistry and behavior is such that multiple stable responses may be supported, and that some of these alternate regulatory programs may play a role in perpetuating persistent psychological dysfunction. To explore this, we constructed a model network representing major neurotransmission and behavioral mechanisms reported in literature as discrete logic circuits. Connectivity and information flow through this biobehavioral circuitry supported two distinct and stable regulatory programs. One such program perpetuated a depressive state with a characteristic neurochemical signature including low serotonin. Further analysis suggested that small irregularities in glutamate levels may render this pathology more directly accessible. Computer simulations mimicking selective serotonin reuptake inhibitor (SSRI) therapy in the presence of everyday stressors predicted recidivism rates similar to those reported clinically and highlighted the potentially significant benefit of concurrent behavioral stress management therapy.

  3. Analysis of sustainable pest control using a pesticide and a screened refuge.

    PubMed

    Ringland, John; George, Prasanth

    2011-05-01

    We describe and analyze a 'screened refuge' technique for indefinitely sustaining control of insect pests using transgenic pesticidal crops or an applied pesticide, even when resistance is not recessive. The screen is a physical barrier that restricts pest movement. In a deterministic discrete-time model of the use of this technique, we obtain asymptotic analytical formulas for the two important equilibria of the system in terms of the refuge size and the pest fitnesses, mutation rates, and mobility out of and into the refuge. One of the equilibria is stable and is the point at which the pest population is controlled. The other is a saddle whose stable manifold bounds the basin of attraction of the former: its location provides a measure of the tolerance of the control mechanism to perturbations in the resistant allele density.

  4. How to control chaotic behaviour and population size with proportional feedback

    NASA Astrophysics Data System (ADS)

    Liz, Eduardo

    2010-01-01

    We study the control of chaos in one-dimensional discrete maps as they often occur in modelling population dynamics. For managing the population, we seek to suppress any possible chaotic behavior, leading the system to a stable equilibrium. In this Letter, we make a rigorous analysis of the proportional feedback method under certain conditions fulfilled by a wide family of maps. We show that it is possible to stabilize the chaotic dynamics towards a globally stable positive equilibrium, that can be chosen among a broad range of possible values. In particular, the size of the population can be enhanced by control in form of population reduction. This paradoxical phenomenon is known as the hydra effect, and it has important implications in the design of strategies in such areas as fishing, pest management, and conservation biology.

  5. Stability of warped AdS3 vacua of topologically massive gravity

    NASA Astrophysics Data System (ADS)

    Anninos, Dionysios; Esole, Mboyo; Guica, Monica

    2009-10-01

    AdS3 vacua of topologically massive gravity (TMG) have been shown to be perturbatively unstable for all values of the coupling constant except the chiral point μl = 1. We study the possibility that the warped vacua of TMG, which exist for all values of μ, are stable under linearized perturbations. In this paper, we show that spacelike warped AdS3 vacua with Compère-Detournay boundary conditions are indeed stable in the range μl>3. This is precisely the range in which black hole solutions arise as discrete identifications of the warped AdS3 vacuum. The situation somewhat resembles chiral gravity: although negative energy modes do exist, they are all excluded by the boundary conditions, and the perturbative spectrum solely consists of boundary (pure large gauge) gravitons.

  6. Numerical simulation of KdV equation by finite difference method

    NASA Astrophysics Data System (ADS)

    Yokus, A.; Bulut, H.

    2018-05-01

    In this study, the numerical solutions to the KdV equation with dual power nonlinearity by using the finite difference method are obtained. Discretize equation is presented in the form of finite difference operators. The numerical solutions are secured via the analytical solution to the KdV equation with dual power nonlinearity which is present in the literature. Through the Fourier-Von Neumann technique and linear stable, we have seen that the FDM is stable. Accuracy of the method is analyzed via the L2 and L_{∞} norm errors. The numerical, exact approximations and absolute error are presented in tables. We compare the numerical solutions with the exact solutions and this comparison is supported with the graphic plots. Under the choice of suitable values of parameters, the 2D and 3D surfaces for the used analytical solution are plotted.

  7. Discrete Particle Method for Simulating Hypervelocity Impact Phenomena.

    PubMed

    Watson, Erkai; Steinhauser, Martin O

    2017-04-02

    In this paper, we introduce a computational model for the simulation of hypervelocity impact (HVI) phenomena which is based on the Discrete Element Method (DEM). Our paper constitutes the first application of DEM to the modeling and simulating of impact events for velocities beyond 5 kms -1 . We present here the results of a systematic numerical study on HVI of solids. For modeling the solids, we use discrete spherical particles that interact with each other via potentials. In our numerical investigations we are particularly interested in the dynamics of material fragmentation upon impact. We model a typical HVI experiment configuration where a sphere strikes a thin plate and investigate the properties of the resulting debris cloud. We provide a quantitative computational analysis of the resulting debris cloud caused by impact and a comprehensive parameter study by varying key parameters of our model. We compare our findings from the simulations with recent HVI experiments performed at our institute. Our findings are that the DEM method leads to very stable, energy-conserving simulations of HVI scenarios that map the experimental setup where a sphere strikes a thin plate at hypervelocity speed. Our chosen interaction model works particularly well in the velocity range where the local stresses caused by impact shock waves markedly exceed the ultimate material strength.

  8. Observation of discrete time-crystalline order in a disordered dipolar many-body system

    PubMed Central

    Kucsko, Georg; Zhou, Hengyun; Isoya, Junichi; Jelezko, Fedor; Onoda, Shinobu; Sumiya, Hitoshi; Khemani, Vedika; von Keyserlingk, Curt; Yao, Norman Y.; Demler, Eugene; Lukin, Mikhail D.

    2017-01-01

    Understanding quantum dynamics away from equilibrium is an outstanding challenge in the modern physical sciences. It is well known that out-of-equilibrium systems can display a rich array of phenomena, ranging from self-organized synchronization to dynamical phase transitions1,2. More recently, advances in the controlled manipulation of isolated many-body systems have enabled detailed studies of non-equilibrium phases in strongly interacting quantum matter3–6. As a particularly striking example, the interplay of periodic driving, disorder, and strong interactions has recently been predicted to result in exotic “time-crystalline” phases7, which spontaneously break the discrete time-translation symmetry of the underlying drive8–11. Here, we report the experimental observation of such discrete time-crystalline order in a driven, disordered ensemble of ~ 106 dipolar spin impurities in diamond at room-temperature12–14. We observe long-lived temporal correlations at integer multiples of the fundamental driving period, experimentally identify the phase boundary and find that the temporal order is protected by strong interactions; this order is remarkably stable against perturbations, even in the presence of slow thermalization15,16. Our work opens the door to exploring dynamical phases of matter and controlling interacting, disordered many-body systems17–19. PMID:28277511

  9. Hybrid High-Order methods for finite deformations of hyperelastic materials

    NASA Astrophysics Data System (ADS)

    Abbas, Mickaël; Ern, Alexandre; Pignet, Nicolas

    2018-01-01

    We devise and evaluate numerically Hybrid High-Order (HHO) methods for hyperelastic materials undergoing finite deformations. The HHO methods use as discrete unknowns piecewise polynomials of order k≥1 on the mesh skeleton, together with cell-based polynomials that can be eliminated locally by static condensation. The discrete problem is written as the minimization of a broken nonlinear elastic energy where a local reconstruction of the displacement gradient is used. Two HHO methods are considered: a stabilized method where the gradient is reconstructed as a tensor-valued polynomial of order k and a stabilization is added to the discrete energy functional, and an unstabilized method which reconstructs a stable higher-order gradient and circumvents the need for stabilization. Both methods satisfy the principle of virtual work locally with equilibrated tractions. We present a numerical study of the two HHO methods on test cases with known solution and on more challenging three-dimensional test cases including finite deformations with strong shear layers and cavitating voids. We assess the computational efficiency of both methods, and we compare our results to those obtained with an industrial software using conforming finite elements and to results from the literature. The two HHO methods exhibit robust behavior in the quasi-incompressible regime.

  10. Multidimensional discrete compactons in nonlinear Schrödinger lattices with strong nonlinearity management

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    D'Ambroise, J.; Salerno, M.; Kevrekidis, P. G.

    The existence of multidimensional lattice compactons in the discrete nonlinear Schrödinger equation in the presence of fast periodic time modulations of the nonlinearity is demonstrated. By averaging over the period of the fast modulations, an effective averaged dynamical equation arises with coupling constants involving Bessel functions of the first and zeroth kinds. We show that these terms allow one to solve, at this averaged level, for exact discrete compacton solution configurations in the corresponding stationary equation. We focus on seven types of compacton solutions. Single-site and vortex solutions are found to be always stable in the parametric regimes we examined.more » We also found that other solutions such as double-site in- and out-of-phase, four-site symmetric and antisymmetric, and a five-site compacton solution are found to have regions of stability and instability in two-dimensional parametric planes, involving variations of the strength of the coupling and of the nonlinearity. We also explore the time evolution of the solutions and compare the dynamics according to the averaged equations with those of the original dynamical system. Finally, the possible observation of compactons in Bose-Einstein condensates loaded in a deep two-dimensional optical lattice with interactions modulated periodically in time is also discussed.« less

  11. A discrete wavelet spectrum approach for identifying non-monotonic trends in hydroclimate data

    NASA Astrophysics Data System (ADS)

    Sang, Yan-Fang; Sun, Fubao; Singh, Vijay P.; Xie, Ping; Sun, Jian

    2018-01-01

    The hydroclimatic process is changing non-monotonically and identifying its trends is a great challenge. Building on the discrete wavelet transform theory, we developed a discrete wavelet spectrum (DWS) approach for identifying non-monotonic trends in hydroclimate time series and evaluating their statistical significance. After validating the DWS approach using two typical synthetic time series, we examined annual temperature and potential evaporation over China from 1961-2013 and found that the DWS approach detected both the warming and the warming hiatus in temperature, and the reversed changes in potential evaporation. Further, the identified non-monotonic trends showed stable significance when the time series was longer than 30 years or so (i.e. the widely defined climate timescale). The significance of trends in potential evaporation measured at 150 stations in China, with an obvious non-monotonic trend, was underestimated and was not detected by the Mann-Kendall test. Comparatively, the DWS approach overcame the problem and detected those significant non-monotonic trends at 380 stations, which helped understand and interpret the spatiotemporal variability in the hydroclimatic process. Our results suggest that non-monotonic trends of hydroclimate time series and their significance should be carefully identified, and the DWS approach proposed has the potential for wide use in the hydrological and climate sciences.

  12. Multidimensional discrete compactons in nonlinear Schrödinger lattices with strong nonlinearity management

    DOE PAGES

    D'Ambroise, J.; Salerno, M.; Kevrekidis, P. G.; ...

    2015-11-19

    The existence of multidimensional lattice compactons in the discrete nonlinear Schrödinger equation in the presence of fast periodic time modulations of the nonlinearity is demonstrated. By averaging over the period of the fast modulations, an effective averaged dynamical equation arises with coupling constants involving Bessel functions of the first and zeroth kinds. We show that these terms allow one to solve, at this averaged level, for exact discrete compacton solution configurations in the corresponding stationary equation. We focus on seven types of compacton solutions. Single-site and vortex solutions are found to be always stable in the parametric regimes we examined.more » We also found that other solutions such as double-site in- and out-of-phase, four-site symmetric and antisymmetric, and a five-site compacton solution are found to have regions of stability and instability in two-dimensional parametric planes, involving variations of the strength of the coupling and of the nonlinearity. We also explore the time evolution of the solutions and compare the dynamics according to the averaged equations with those of the original dynamical system. Finally, the possible observation of compactons in Bose-Einstein condensates loaded in a deep two-dimensional optical lattice with interactions modulated periodically in time is also discussed.« less

  13. Discrete Particle Method for Simulating Hypervelocity Impact Phenomena

    PubMed Central

    Watson, Erkai; Steinhauser, Martin O.

    2017-01-01

    In this paper, we introduce a computational model for the simulation of hypervelocity impact (HVI) phenomena which is based on the Discrete Element Method (DEM). Our paper constitutes the first application of DEM to the modeling and simulating of impact events for velocities beyond 5 kms−1. We present here the results of a systematic numerical study on HVI of solids. For modeling the solids, we use discrete spherical particles that interact with each other via potentials. In our numerical investigations we are particularly interested in the dynamics of material fragmentation upon impact. We model a typical HVI experiment configuration where a sphere strikes a thin plate and investigate the properties of the resulting debris cloud. We provide a quantitative computational analysis of the resulting debris cloud caused by impact and a comprehensive parameter study by varying key parameters of our model. We compare our findings from the simulations with recent HVI experiments performed at our institute. Our findings are that the DEM method leads to very stable, energy–conserving simulations of HVI scenarios that map the experimental setup where a sphere strikes a thin plate at hypervelocity speed. Our chosen interaction model works particularly well in the velocity range where the local stresses caused by impact shock waves markedly exceed the ultimate material strength. PMID:28772739

  14. Dynamic stability of spinning pretwisted beams subjected to axial random forces

    NASA Astrophysics Data System (ADS)

    Young, T. H.; Gau, C. Y.

    2003-11-01

    This paper studies the dynamic stability of a pretwisted cantilever beam spinning along its longitudinal axis and subjected to an axial random force at the free end. The axial force is assumed as the sum of a constant force and a random process with a zero mean. Due to this axial force, the beam may experience parametric random instability. In this work, the finite element method is first applied to yield discretized system equations. The stochastic averaging method is then adopted to obtain Ito's equations for the response amplitudes of the system. Finally the mean-square stability criterion is utilized to determine the stability condition of the system. Numerical results show that the stability boundary of the system converges as the first three modes are taken into calculation. Before the convergence is reached, the stability condition predicted is not conservative enough.

  15. Bridges for Pedestrians with Random Parameters using the Stochastic Finite Elements Analysis

    NASA Astrophysics Data System (ADS)

    Szafran, J.; Kamiński, M.

    2017-02-01

    The main aim of this paper is to present a Stochastic Finite Element Method analysis with reference to principal design parameters of bridges for pedestrians: eigenfrequency and deflection of bridge span. They are considered with respect to random thickness of plates in boxed-section bridge platform, Young modulus of structural steel and static load resulting from crowd of pedestrians. The influence of the quality of the numerical model in the context of traditional FEM is shown also on the example of a simple steel shield. Steel structures with random parameters are discretized in exactly the same way as for the needs of traditional Finite Element Method. Its probabilistic version is provided thanks to the Response Function Method, where several numerical tests with random parameter values varying around its mean value enable the determination of the structural response and, thanks to the Least Squares Method, its final probabilistic moments.

  16. An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

    2017-04-01

    In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

  17. The random field Blume-Capel model revisited

    NASA Astrophysics Data System (ADS)

    Santos, P. V.; da Costa, F. A.; de Araújo, J. M.

    2018-04-01

    We have revisited the mean-field treatment for the Blume-Capel model under the presence of a discrete random magnetic field as introduced by Kaufman and Kanner (1990). The magnetic field (H) versus temperature (T) phase diagrams for given values of the crystal field D were recovered in accordance to Kaufman and Kanner original work. However, our main goal in the present work was to investigate the distinct structures of the crystal field versus temperature phase diagrams as the random magnetic field is varied because similar models have presented reentrant phenomenon due to randomness. Following previous works we have classified the distinct phase diagrams according to five different topologies. The topological structure of the phase diagrams is maintained for both H - T and D - T cases. Although the phase diagrams exhibit a richness of multicritical phenomena we did not found any reentrant effect as have been seen in similar models.

  18. A random walk model to evaluate autism

    NASA Astrophysics Data System (ADS)

    Moura, T. R. S.; Fulco, U. L.; Albuquerque, E. L.

    2018-02-01

    A common test administered during neurological examination in children is the analysis of their social communication and interaction across multiple contexts, including repetitive patterns of behavior. Poor performance may be associated with neurological conditions characterized by impairments in executive function, such as the so-called pervasive developmental disorders (PDDs), a particular condition of the autism spectrum disorders (ASDs). Inspired in these diagnosis tools, mainly those related to repetitive movements and behaviors, we studied here how the diffusion regimes of two discrete-time random walkers, mimicking the lack of social interaction and restricted interests developed for children with PDDs, are affected. Our model, which is based on the so-called elephant random walk (ERW) approach, consider that one of the random walker can learn and imitate the microscopic behavior of the other with probability f (1 - f otherwise). The diffusion regimes, measured by the Hurst exponent (H), is then obtained, whose changes may indicate a different degree of autism.

  19. The Appraisal of Teachers' Performance and Its Impact on the Mutuality of Principal-Teacher Emotions

    ERIC Educational Resources Information Center

    Yariv, Eliezer

    2009-01-01

    The current study examines the mutual discrete emotions among superiors and their above- and below-average workers within a hierarchical organisation (school). Using a survey method within a random sample of 40 elementary schools in Northern Israel, each principal and four of his or her teachers (two who had been appraised as excellent and two who…

  20. Systematic sampling of discrete and continuous populations: sample selection and the choice of estimator

    Treesearch

    Harry T. Valentine; David L. R. Affleck; Timothy G. Gregoire

    2009-01-01

    Systematic sampling is easy, efficient, and widely used, though it is not generally recognized that a systematic sample may be drawn from the population of interest with or without restrictions on randomization. The restrictions or the lack of them determine which estimators are unbiased, when using the sampling design as the basis for inference. We describe the...

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