Improving Our Ability to Evaluate Underlying Mechanisms of Behavioral Onset and Other Event Occurrence Outcomes: A Discrete-Time Survival Mediation Model

PubMed Central

Fairchild, Amanda J.; Abara, Winston E.; Gottschall, Amanda C.; Tein, Jenn-Yun; Prinz, Ronald J.

2015-01-01

The purpose of this article is to introduce and describe a statistical model that researchers can use to evaluate underlying mechanisms of behavioral onset and other event occurrence outcomes. Specifically, the article develops a framework for estimating mediation effects with outcomes measured in discrete-time epochs by integrating the statistical mediation model with discrete-time survival analysis. The methodology has the potential to help strengthen health research by targeting prevention and intervention work more effectively as well as by improving our understanding of discretized periods of risk. The model is applied to an existing longitudinal data set to demonstrate its use, and programming code is provided to facilitate its implementation. PMID:24296470

Fermion systems in discrete space-time

NASA Astrophysics Data System (ADS)

Finster, Felix

2007-05-01

Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under permutations of the discrete space-time points. We explain how for minimizers of the variational principle, the fermions spontaneously break this permutation symmetry and induce on space-time a discrete causal structure.

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

PubMed

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

2014-09-01

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

An extension of the OpenModelica compiler for using Modelica models in a discrete event simulation

DOE PAGES

Nutaro, James

2014-11-03

In this article, a new back-end and run-time system is described for the OpenModelica compiler. This new back-end transforms a Modelica model into a module for the adevs discrete event simulation package, thereby extending adevs to encompass complex, hybrid dynamical systems. The new run-time system that has been built within the adevs simulation package supports models with state-events and time-events and that comprise differential-algebraic systems with high index. Finally, although the procedure for effecting this transformation is based on adevs and the Discrete Event System Specification, it can be adapted to any discrete event simulation package.

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.

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.

Analysis hierarchical model for discrete event systems

NASA Astrophysics Data System (ADS)

Ciortea, E. M.

2015-11-01

The This paper presents the hierarchical model based on discrete event network for robotic systems. Based on the hierarchical approach, Petri network is analysed as a network of the highest conceptual level and the lowest level of local control. For modelling and control of complex robotic systems using extended Petri nets. Such a system is structured, controlled and analysed in this paper by using Visual Object Net ++ package that is relatively simple and easy to use, and the results are shown as representations easy to interpret. The hierarchical structure of the robotic system is implemented on computers analysed using specialized programs. Implementation of hierarchical model discrete event systems, as a real-time operating system on a computer network connected via a serial bus is possible, where each computer is dedicated to local and Petri model of a subsystem global robotic system. Since Petri models are simplified to apply general computers, analysis, modelling, complex manufacturing systems control can be achieved using Petri nets. Discrete event systems is a pragmatic tool for modelling industrial systems. For system modelling using Petri nets because we have our system where discrete event. To highlight the auxiliary time Petri model using transport stream divided into hierarchical levels and sections are analysed successively. Proposed robotic system simulation using timed Petri, offers the opportunity to view the robotic time. Application of goods or robotic and transmission times obtained by measuring spot is obtained graphics showing the average time for transport activity, using the parameters sets of finished products. individually.

Discrete time Markov chains (DTMC) susceptible infected susceptible (SIS) epidemic model with two pathogens in two patches

NASA Astrophysics Data System (ADS)

Lismawati, Eka; Respatiwulan; Widyaningsih, Purnami

2017-06-01

The SIS epidemic model describes the pattern of disease spread with characteristics that recovered individuals can be infected more than once. The number of susceptible and infected individuals every time follows the discrete time Markov process. It can be represented by the discrete time Markov chains (DTMC) SIS. The DTMC SIS epidemic model can be developed for two pathogens in two patches. The aims of this paper are to reconstruct and to apply the DTMC SIS epidemic model with two pathogens in two patches. The model was presented as transition probabilities. The application of the model obtain that the number of susceptible individuals decreases while the number of infected individuals increases for each pathogen in each patch.

Complexity and chaos control in a discrete-time prey-predator model

NASA Astrophysics Data System (ADS)

Din, Qamar

2017-08-01

We investigate the complex behavior and chaos control in a discrete-time prey-predator model. Taking into account the Leslie-Gower prey-predator model, we propose a discrete-time prey-predator system with predator partially dependent on prey and investigate the boundedness, existence and uniqueness of positive equilibrium and bifurcation analysis of the system by using center manifold theorem and bifurcation theory. Various feedback control strategies are implemented for controlling the bifurcation and chaos in the system. Numerical simulations are provided to illustrate theoretical discussion.

Relating coupled map lattices to integro-difference equations: dispersal-driven instabilities in coupled map lattices.

PubMed

White, Steven M; White, K A Jane

2005-08-21

Recently there has been a great deal of interest within the ecological community about the interactions of local populations that are coupled only by dispersal. Models have been developed to consider such scenarios but the theory needed to validate model outcomes has been somewhat lacking. In this paper, we present theory which can be used to understand these types of interaction when population exhibit discrete time dynamics. In particular, we consider a spatial extension to discrete-time models, known as coupled map lattices (CMLs) which are discrete in space. We introduce a general form of the CML and link this to integro-difference equations via a special redistribution kernel. General conditions are then derived for dispersal-driven instabilities. We then apply this theory to two discrete-time models; a predator-prey model and a host-pathogen model.

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.

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.

Space-Time Discrete KPZ Equation

NASA Astrophysics Data System (ADS)

Cannizzaro, G.; Matetski, K.

2018-03-01

We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures (Hairer in Invent Math 198(2):269-504, 2014) as well as its discrete counterpart (Hairer and Matetski in Discretizations of rough stochastic PDEs, 2015. arXiv:1511.06937). Since the discretization is in both space and time and we allow non-standard discretization for the product, the methods mentioned above have to be suitably modified in order to accommodate the structure of the models under study.

A discrete mechanics framework for real time virtual surgical simulations with application to virtual laparoscopic nephrectomy.

PubMed

Zhou, Xiangmin; Zhang, Nan; Sha, Desong; Shen, Yunhe; Tamma, Kumar K; Sweet, Robert

2009-01-01

The inability to render realistic soft-tissue behavior in real time has remained a barrier to face and content aspects of validity for many virtual reality surgical training systems. Biophysically based models are not only suitable for training purposes but also for patient-specific clinical applications, physiological modeling and surgical planning. When considering the existing approaches for modeling soft tissue for virtual reality surgical simulation, the computer graphics-based approach lacks predictive capability; the mass-spring model (MSM) based approach lacks biophysically realistic soft-tissue dynamic behavior; and the finite element method (FEM) approaches fail to meet the real-time requirement. The present development stems from physics fundamental thermodynamic first law; for a space discrete dynamic system directly formulates the space discrete but time continuous governing equation with embedded material constitutive relation and results in a discrete mechanics framework which possesses a unique balance between the computational efforts and the physically realistic soft-tissue dynamic behavior. We describe the development of the discrete mechanics framework with focused attention towards a virtual laparoscopic nephrectomy application.

A discrete epidemic model for bovine Babesiosis disease and tick populations

NASA Astrophysics Data System (ADS)

Aranda, Diego F.; Trejos, Deccy Y.; Valverde, Jose C.

2017-06-01

In this paper, we provide and study a discrete model for the transmission of Babesiosis disease in bovine and tick populations. This model supposes a discretization of the continuous-time model developed by us previously. The results, here obtained by discrete methods as opposed to continuous ones, show that similar conclusions can be obtained for the discrete model subject to the assumption of some parametric constraints which were not necessary in the continuous case. We prove that these parametric constraints are not artificial and, in fact, they can be deduced from the biological significance of the model. Finally, some numerical simulations are given to validate the model and verify our theoretical study.

Proportional exponentiated link transformed hazards (ELTH) models for discrete time survival data with application

PubMed Central

Joeng, Hee-Koung; Chen, Ming-Hui; Kang, Sangwook

2015-01-01

Discrete survival data are routinely encountered in many fields of study including behavior science, economics, epidemiology, medicine, and social science. In this paper, we develop a class of proportional exponentiated link transformed hazards (ELTH) models. We carry out a detailed examination of the role of links in fitting discrete survival data and estimating regression coefficients. Several interesting results are established regarding the choice of links and baseline hazards. We also characterize the conditions for improper survival functions and the conditions for existence of the maximum likelihood estimates under the proposed ELTH models. An extensive simulation study is conducted to examine the empirical performance of the parameter estimates under the Cox proportional hazards model by treating discrete survival times as continuous survival times, and the model comparison criteria, AIC and BIC, in determining links and baseline hazards. A SEER breast cancer dataset is analyzed in details to further demonstrate the proposed methodology. PMID:25772374

Discrete-time model reduction in limited frequency ranges

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Juang, Jer-Nan; Longman, Richard W.

1991-01-01

A mathematical formulation for model reduction of discrete time systems such that the reduced order model represents the system in a particular frequency range is discussed. The algorithm transforms the full order system into balanced coordinates using frequency weighted discrete controllability and observability grammians. In this form a criterion is derived to guide truncation of states based on their contribution to the frequency range of interest. Minimization of the criterion is accomplished without need for numerical optimization. Balancing requires the computation of discrete frequency weighted grammians. Close form solutions for the computation of frequency weighted grammians are developed. Numerical examples are discussed to demonstrate the algorithm.

A comparison of continuous- and discrete- time three-state models for rodent tumorigenicity experiments.

PubMed Central

Lindsey, J C; Ryan, L M

1994-01-01

The three-state illness-death model provides a useful way to characterize data from a rodent tumorigenicity experiment. Most parametrizations proposed recently in the literature assume discrete time for the death process and either discrete or continuous time for the tumor onset process. We compare these approaches with a third alternative that uses a piecewise continuous model on the hazards for tumor onset and death. All three models assume proportional hazards to characterize tumor lethality and the effect of dose on tumor onset and death rate. All of the models can easily be fitted using an Expectation Maximization (EM) algorithm. The piecewise continuous model is particularly appealing in this context because the complete data likelihood corresponds to a standard piecewise exponential model with tumor presence as a time-varying covariate. It can be shown analytically that differences between the parameter estimates given by each model are explained by varying assumptions about when tumor onsets, deaths, and sacrifices occur within intervals. The mixed-time model is seen to be an extension of the grouped data proportional hazards model [Mutat. Res. 24:267-278 (1981)]. We argue that the continuous-time model is preferable to the discrete- and mixed-time models because it gives reasonable estimates with relatively few intervals while still making full use of the available information. Data from the ED01 experiment illustrate the results. PMID:8187731

Hybrid discrete-time neural networks.

PubMed

Cao, Hongjun; Ibarz, Borja

2010-11-13

Hybrid dynamical systems combine evolution equations with state transitions. When the evolution equations are discrete-time (also called map-based), the result is a hybrid discrete-time system. A class of biological neural network models that has recently received some attention falls within this category: map-based neuron models connected by means of fast threshold modulation (FTM). FTM is a connection scheme that aims to mimic the switching dynamics of a neuron subject to synaptic inputs. The dynamic equations of the neuron adopt different forms according to the state (either firing or not firing) and type (excitatory or inhibitory) of their presynaptic neighbours. Therefore, the mathematical model of one such network is a combination of discrete-time evolution equations with transitions between states, constituting a hybrid discrete-time (map-based) neural network. In this paper, we review previous work within the context of these models, exemplifying useful techniques to analyse them. Typical map-based neuron models are low-dimensional and amenable to phase-plane analysis. In bursting models, fast-slow decomposition can be used to reduce dimensionality further, so that the dynamics of a pair of connected neurons can be easily understood. We also discuss a model that includes electrical synapses in addition to chemical synapses with FTM. Furthermore, we describe how master stability functions can predict the stability of synchronized states in these networks. The main results are extended to larger map-based neural networks.

Convergence of discrete Aubry–Mather model in the continuous limit

NASA Astrophysics Data System (ADS)

Su, Xifeng; Thieullen, Philippe

2018-05-01

We develop two approximation schemes for solving the cell equation and the discounted cell equation using Aubry–Mather–Fathi theory. The Hamiltonian is supposed to be Tonelli, time-independent and periodic in space. By Legendre transform it is equivalent to find a fixed point of some nonlinear operator, called Lax-Oleinik operator, which may be discounted or not. By discretizing in time, we are led to solve an additive eigenvalue problem involving a discrete Lax–Oleinik operator. We show how to approximate the effective Hamiltonian and some weak KAM solutions by letting the time step in the discrete model tend to zero. We also obtain a selected discrete weak KAM solution as in Davini et al (2016 Invent. Math. 206 29–55), and show that it converges to a particular solution of the cell equation. In order to unify the two settings, continuous and discrete, we develop a more general formalism of the short-range interactions.

Multilayer shallow water models with locally variable number of layers and semi-implicit time discretization

NASA Astrophysics Data System (ADS)

Bonaventura, Luca; Fernández-Nieto, Enrique D.; Garres-Díaz, José; Narbona-Reina, Gladys

2018-07-01

We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in which the number of vertical layers and their distribution are allowed to change in different regions of the computational domain. Furthermore, semi-implicit schemes are employed for the time discretization, leading to a significant efficiency improvement for subcritical regimes. We show that, in the typical regimes in which the application of multilayer shallow water models is justified, the resulting discretization does not introduce any major spurious feature and allows again to reduce substantially the computational cost in areas with complex bathymetry. As an example of the potential of the proposed technique, an application to a sediment transport problem is presented, showing a remarkable improvement with respect to standard discretization approaches.

A Brownian Bridge Movement Model to Track Mobile Targets

DTIC Science & Technology

2016-09-01

breakout of Chinese forces in the South China Sea. Probability heat maps, depicting the probability of a target location at discrete times, are...achieve a higher probability of detection, it is more effective to have sensors cover a wider area at fewer discrete points in time than to have a...greater number of discrete looks using sensors covering smaller areas. 14. SUBJECT TERMS Brownian bridge movement models, unmanned sensors

On discrete control of nonlinear systems with applications to robotics

NASA Technical Reports Server (NTRS)

Eslami, Mansour

1989-01-01

Much progress has been reported in the areas of modeling and control of nonlinear dynamic systems in a continuous-time framework. From implementation point of view, however, it is essential to study these nonlinear systems directly in a discrete setting that is amenable for interfacing with digital computers. But to develop discrete models and discrete controllers for a nonlinear system such as robot is a nontrivial task. Robot is also inherently a variable-inertia dynamic system involving additional complications. Not only the computer-oriented models of these systems must satisfy the usual requirements for such models, but these must also be compatible with the inherent capabilities of computers and must preserve the fundamental physical characteristics of continuous-time systems such as the conservation of energy and/or momentum. Preliminary issues regarding discrete systems in general and discrete models of a typical industrial robot that is developed with full consideration of the principle of conservation of energy are presented. Some research on the pertinent tactile information processing is reviewed. Finally, system control methods and how to integrate these issues in order to complete the task of discrete control of a robot manipulator are also reviewed.

Global exponential periodicity and stability of discrete-time complex-valued recurrent neural networks with time-delays.

PubMed

Hu, Jin; Wang, Jun

2015-06-01

In recent years, complex-valued recurrent neural networks have been developed and analysed in-depth in view of that they have good modelling performance for some applications involving complex-valued elements. In implementing continuous-time dynamical systems for simulation or computational purposes, it is quite necessary to utilize a discrete-time model which is an analogue of the continuous-time system. In this paper, we analyse a discrete-time complex-valued recurrent neural network model and obtain the sufficient conditions on its global exponential periodicity and exponential stability. Simulation results of several numerical examples are delineated to illustrate the theoretical results and an application on associative memory is also given. Copyright © 2015 Elsevier Ltd. All rights reserved.

Spectral analysis of a two-species competition model: Determining the effects of extreme conditions on the color of noise generated from simulated time series

NASA Astrophysics Data System (ADS)

Golinski, M. R.

2006-07-01

Ecologists have observed that environmental noise affects population variance in the logistic equation for one-species growth. Interactions between deterministic and stochastic dynamics in a one-dimensional system result in increased variance in species population density over time. Since natural populations do not live in isolation, the present paper simulates a discrete-time two-species competition model with environmental noise to determine the type of colored population noise generated by extreme conditions in the long-term population dynamics of competing populations. Discrete Fourier analysis is applied to the simulation results and the calculated Hurst exponent ( H) is used to determine how the color of population noise for the two species corresponds to extreme conditions in population dynamics. To interpret the biological meaning of the color of noise generated by the two-species model, the paper determines the color of noise generated by three reference models: (1) A two-dimensional discrete-time white noise model (0⩽ H<1/2); (2) A two-dimensional fractional Brownian motion model (H=1/2); and (3) A two-dimensional discrete-time model with noise for unbounded growth of two uncoupled species (1/2< H⩽1).

Modeling Repeatable Events Using Discrete-Time Data: Predicting Marital Dissolution

ERIC Educational Resources Information Center

Teachman, Jay

2011-01-01

I join two methodologies by illustrating the application of multilevel modeling principles to hazard-rate models with an emphasis on procedures for discrete-time data that contain repeatable events. I demonstrate this application using data taken from the 1995 National Survey of Family Growth (NSFG) to ascertain the relationship between multiple…

ARMA models for earthquake ground motions. Seismic safety margins research program

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

Chang, M. K.; Kwiatkowski, J. W.; Nau, R. F.

1981-02-01

Four major California earthquake records were analyzed by use of a class of discrete linear time-domain processes commonly referred to as ARMA (Autoregressive/Moving-Average) models. It was possible to analyze these different earthquakes, identify the order of the appropriate ARMA model(s), estimate parameters, and test the residuals generated by these models. It was also possible to show the connections, similarities, and differences between the traditional continuous models (with parameter estimates based on spectral analyses) and the discrete models with parameters estimated by various maximum-likelihood techniques applied to digitized acceleration data in the time domain. The methodology proposed is suitable for simulatingmore » earthquake ground motions in the time domain, and appears to be easily adapted to serve as inputs for nonlinear discrete time models of structural motions. 60 references, 19 figures, 9 tables.« less

Discrete Time Crystals: Rigidity, Criticality, and Realizations.

PubMed

Yao, N Y; Potter, A C; Potirniche, I-D; Vishwanath, A

2017-01-20

Despite being forbidden in equilibrium, spontaneous breaking of time translation symmetry can occur in periodically driven, Floquet systems with discrete time-translation symmetry. The period of the resulting discrete time crystal is quantized to an integer multiple of the drive period, arising from a combination of collective synchronization and many body localization. Here, we consider a simple model for a one-dimensional discrete time crystal which explicitly reveals the rigidity of the emergent oscillations as the drive is varied. We numerically map out its phase diagram and compute the properties of the dynamical phase transition where the time crystal melts into a trivial Floquet insulator. Moreover, we demonstrate that the model can be realized with current experimental technologies and propose a blueprint based upon a one dimensional chain of trapped ions. Using experimental parameters (featuring long-range interactions), we identify the phase boundaries of the ion-time-crystal and propose a measurable signature of the symmetry breaking phase transition.

Complex discrete dynamics from simple continuous population models.

PubMed

Gamarra, Javier G P; Solé, Ricard V

2002-05-01

Nonoverlapping generations have been classically modelled as difference equations in order to account for the discrete nature of reproductive events. However, other events such as resource consumption or mortality are continuous and take place in the within-generation time. We have realistically assumed a hybrid ODE bidimensional model of resources and consumers with discrete events for reproduction. Numerical and analytical approaches showed that the resulting dynamics resembles a Ricker map, including the doubling route to chaos. Stochastic simulations with a handling-time parameter for indirect competition of juveniles may affect the qualitative behaviour of the model.

Analyzing neuronal networks using discrete-time dynamics

NASA Astrophysics Data System (ADS)

Ahn, Sungwoo; Smith, Brian H.; Borisyuk, Alla; Terman, David

2010-05-01

We develop mathematical techniques for analyzing detailed Hodgkin-Huxley like models for excitatory-inhibitory neuronal networks. Our strategy for studying a given network is to first reduce it to a discrete-time dynamical system. The discrete model is considerably easier to analyze, both mathematically and computationally, and parameters in the discrete model correspond directly to parameters in the original system of differential equations. While these networks arise in many important applications, a primary focus of this paper is to better understand mechanisms that underlie temporally dynamic responses in early processing of olfactory sensory information. The models presented here exhibit several properties that have been described for olfactory codes in an insect’s Antennal Lobe. These include transient patterns of synchronization and decorrelation of sensory inputs. By reducing the model to a discrete system, we are able to systematically study how properties of the dynamics, including the complex structure of the transients and attractors, depend on factors related to connectivity and the intrinsic and synaptic properties of cells within the network.

A latent class multiple constraint multiple discrete-continuous extreme value model of time use and goods consumption.

DOT National Transportation Integrated Search

2016-06-01

This paper develops a microeconomic theory-based multiple discrete continuous choice model that considers: (a) that both goods consumption and time allocations (to work and non-work activities) enter separately as decision variables in the utility fu...

Pricing European option with transaction costs under the fractional long memory stochastic volatility model

NASA Astrophysics Data System (ADS)

Wang, Xiao-Tian; Wu, Min; Zhou, Ze-Min; Jing, Wei-Shu

2012-02-01

This paper deals with the problem of discrete time option pricing using the fractional long memory stochastic volatility model with transaction costs. Through the 'anchoring and adjustment' argument in a discrete time setting, a European call option pricing formula is obtained.

Discretized Streams: A Fault-Tolerant Model for Scalable Stream Processing

DTIC Science & Technology

2012-12-14

Discretized Streams: A Fault-Tolerant Model for Scalable Stream Processing Matei Zaharia Tathagata Das Haoyuan Li Timothy Hunter Scott Shenker Ion...SUBTITLE Discretized Streams: A Fault-Tolerant Model for Scalable Stream Processing 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER...time. However, current programming models for distributed stream processing are relatively low-level often leaving the user to worry about consistency of

Discrete Variational Approach for Modeling Laser-Plasma Interactions

NASA Astrophysics Data System (ADS)

Reyes, J. Paxon; Shadwick, B. A.

2014-10-01

The traditional approach for fluid models of laser-plasma interactions begins by approximating fields and derivatives on a grid in space and time, leading to difference equations that are manipulated to create a time-advance algorithm. In contrast, by introducing the spatial discretization at the level of the action, the resulting Euler-Lagrange equations have particular differencing approximations that will exactly satisfy discrete versions of the relevant conservation laws. For example, applying a spatial discretization in the Lagrangian density leads to continuous-time, discrete-space equations and exact energy conservation regardless of the spatial grid resolution. We compare the results of two discrete variational methods using the variational principles from Chen and Sudan and Brizard. Since the fluid system conserves energy and momentum, the relative errors in these conserved quantities are well-motivated physically as figures of merit for a particular method. This work was supported by the U. S. Department of Energy under Contract No. DE-SC0008382 and by the National Science Foundation under Contract No. PHY-1104683.

2D discontinuous piecewise linear map: Emergence of fashion cycles.

PubMed

Gardini, L; Sushko, I; Matsuyama, K

2018-05-01

We consider a discrete-time version of the continuous-time fashion cycle model introduced in Matsuyama, 1992. Its dynamics are defined by a 2D discontinuous piecewise linear map depending on three parameters. In the parameter space of the map periodicity, regions associated with attracting cycles of different periods are organized in the period adding and period incrementing bifurcation structures. The boundaries of all the periodicity regions related to border collision bifurcations are obtained analytically in explicit form. We show the existence of several partially overlapping period incrementing structures, that is, a novelty for the considered class of maps. Moreover, we show that if the time-delay in the discrete time formulation of the model shrinks to zero, the number of period incrementing structures tends to infinity and the dynamics of the discrete time fashion cycle model converges to those of continuous-time fashion cycle model.

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.

From Discrete Space-Time to Minkowski Space: Basic Mechanisms, Methods and Perspectives

NASA Astrophysics Data System (ADS)

Finster, Felix

This survey article reviews recent results on fermion systems in discrete space-time and corresponding systems in Minkowski space. After a basic introduction to the discrete setting, we explain a mechanism of spontaneous symmetry breaking which leads to the emergence of a discrete causal structure. As methods to study the transition between discrete space-time and Minkowski space, we describe a lattice model for a static and isotropic space-time, outline the analysis of regularization tails of vacuum Dirac sea configurations, and introduce a Lorentz invariant action for the masses of the Dirac seas. We mention the method of the continuum limit, which allows to analyze interacting systems. Open problems are discussed.

Does Age of Entrance Affect Community College Completion Probabilities? Evidence from a Discrete-Time Hazard Model

ERIC Educational Resources Information Center

Calcagno, Juan Carlos; Crosta, Peter; Bailey, Thomas; Jenkins, Davis

2007-01-01

Research has consistently shown that older students--those who enter college for the first time at age 25 or older--are less likely to complete a degree or certificate. The authors estimate a single-risk discrete-time hazard model using transcript data on a cohort of first-time community college students in Florida to compare the educational…

H∞ output tracking control of discrete-time nonlinear systems via standard neural network models.

PubMed

Liu, Meiqin; Zhang, Senlin; Chen, Haiyang; Sheng, Weihua

2014-10-01

This brief proposes an output tracking control for a class of discrete-time nonlinear systems with disturbances. A standard neural network model is used to represent discrete-time nonlinear systems whose nonlinearity satisfies the sector conditions. H∞ control performance for the closed-loop system including the standard neural network model, the reference model, and state feedback controller is analyzed using Lyapunov-Krasovskii stability theorem and linear matrix inequality (LMI) approach. The H∞ controller, of which the parameters are obtained by solving LMIs, guarantees that the output of the closed-loop system closely tracks the output of a given reference model well, and reduces the influence of disturbances on the tracking error. Three numerical examples are provided to show the effectiveness of the proposed H∞ output tracking design approach.

Bifurcations in a discrete time model composed of Beverton-Holt function and Ricker function.

PubMed

Shang, Jin; Li, Bingtuan; Barnard, Michael R

2015-05-01

We provide rigorous analysis for a discrete-time model composed of the Ricker function and Beverton-Holt function. This model was proposed by Lewis and Li [Bull. Math. Biol. 74 (2012) 2383-2402] in the study of a population in which reproduction occurs at a discrete instant of time whereas death and competition take place continuously during the season. We show analytically that there exists a period-doubling bifurcation curve in the model. The bifurcation curve divides the parameter space into the region of stability and the region of instability. We demonstrate through numerical bifurcation diagrams that the regions of periodic cycles are intermixed with the regions of chaos. We also study the global stability of the model. Copyright © 2015 Elsevier Inc. All rights reserved.

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].

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

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.

Estimating Multi-Level Discrete-Time Hazard Models Using Cross-Sectional Data: Neighborhood Effects on the Onset of Adolescent Cigarette Use.

ERIC Educational Resources Information Center

Reardon, Sean F.; Brennan, Robert T.; Buka, Stephen L.

2002-01-01

Developed procedures for constructing a retrospective person-period data set from cross-sectional data and discusses modeling strategies for estimating multilevel discrete-time event history models. Applied the methods to the analysis of cigarette use by 1,979 urban adolescents. Results show the influence of the racial composition of the…

Time-domain damping models in structural acoustics using digital filtering

NASA Astrophysics Data System (ADS)

Parret-Fréaud, Augustin; Cotté, Benjamin; Chaigne, Antoine

2016-02-01

This paper describes a new approach in order to formulate well-posed time-domain damping models able to represent various frequency domain profiles of damping properties. The novelty of this approach is to represent the behavior law of a given material directly in a discrete-time framework as a digital filter, which is synthesized for each material from a discrete set of frequency-domain data such as complex modulus through an optimization process. A key point is the addition of specific constraints to this process in order to guarantee stability, causality and verification of thermodynamics second law when transposing the resulting discrete-time behavior law into the time domain. Thus, this method offers a framework which is particularly suitable for time-domain simulations in structural dynamics and acoustics for a wide range of materials (polymers, wood, foam, etc.), allowing to control and even reduce the distortion effects induced by time-discretization schemes on the frequency response of continuous-time behavior laws.

Synchronization Of Parallel Discrete Event Simulations

NASA Technical Reports Server (NTRS)

Steinman, Jeffrey S.

1992-01-01

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

Codimension-Two Bifurcation, Chaos and Control in a Discrete-Time Information Diffusion Model

NASA Astrophysics Data System (ADS)

Ren, Jingli; Yu, Liping

2016-12-01

In this paper, we present a discrete model to illustrate how two pieces of information interact with online social networks and investigate the dynamics of discrete-time information diffusion model in three types: reverse type, intervention type and mutualistic type. It is found that the model has orbits with period 2, 4, 6, 8, 12, 16, 20, 30, quasiperiodic orbit, and undergoes heteroclinic bifurcation near 1:2 point, a homoclinic structure near 1:3 resonance point and an invariant cycle bifurcated by period 4 orbit near 1:4 resonance point. Moreover, in order to regulate information diffusion process and information security, we give two control strategies, the hybrid control method and the feedback controller of polynomial functions, to control chaos, flip bifurcation, 1:2, 1:3 and 1:4 resonances, respectively, in the two-dimensional discrete system.

Optimal Estimation with Two Process Models and No Measurements

DTIC Science & Technology

2015-08-01

models will be lost if either of the models includes deterministic modeling errors. 12 5. References and Notes 1. Brown RG, Hwang PYC. Introduction to...independent process models when no measurements are present. The observer follows a derivation similar to that of the discrete time Kalman filter. A simulation...discrete time Kalman filter. A simulation example is provided in which a process model based on the dynamics of a ballistic projectile is blended with an

Fermion Systems in Discrete Space-Time Exemplifying the Spontaneous Generation of a Causal Structure

NASA Astrophysics Data System (ADS)

Diethert, A.; Finster, F.; Schiefeneder, D.

As toy models for space-time at the Planck scale, we consider examples of fermion systems in discrete space-time which are composed of one or two particles defined on two up to nine space-time points. We study the self-organization of the particles as described by a variational principle both analytically and numerically. We find an effect of spontaneous symmetry breaking which leads to the emergence of a discrete causal structure.

Discrete Time-Crystalline Order in Cavity and Circuit QED Systems

NASA Astrophysics Data System (ADS)

Gong, Zongping; Hamazaki, Ryusuke; Ueda, Masahito

2018-01-01

Discrete time crystals are a recently proposed and experimentally observed out-of-equilibrium dynamical phase of Floquet systems, where the stroboscopic dynamics of a local observable repeats itself at an integer multiple of the driving period. We address this issue in a driven-dissipative setup, focusing on the modulated open Dicke model, which can be implemented by cavity or circuit QED systems. In the thermodynamic limit, we employ semiclassical approaches and find rich dynamical phases on top of the discrete time-crystalline order. In a deep quantum regime with few qubits, we find clear signatures of a transient discrete time-crystalline behavior, which is absent in the isolated counterpart. We establish a phenomenology of dissipative discrete time crystals by generalizing the Landau theory of phase transitions to Floquet open systems.

On the Dynamics of an Incursion Describing the Interactions between Functionally Differentiated Subsystems of a Discrete-time Anticipatory System

NASA Astrophysics Data System (ADS)

Burke, Mark E.

2010-11-01

Dubois coined the term incursion, for an inclusive or implicit recursion, to describe a discrete-time anticipatory system which computes its future states by reference to its future states as well as its current and past states. In this paper, we look at a model which has been proposed in the context of a social system which has functionally differentiated subsystems. The model is derived from a discrete-time compartmental SIS epidemic model. We analyse a low order instance of the model both in its form as a recursion with no anticipatory capacity, and also as an incursion with associated anticipatory capacity. The properties of the incursion are compared and contrasted with those of the underlying recursion.

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.

Study of a Terrain-Based Motion Estimation Model to Predict the Position of a Moving Target to Enhance Weapon Probability of Kill

DTIC Science & Technology

2017-09-01

target is modeled based on the kinematic constraints for the type of vehicle and the type of path on which it is traveling . The discrete- time position...is modeled based on the kinematic constraints for the type of vehicle and the type of path on which it is traveling . The discrete- time position...49 A. TRAVELING TIME COMPUTATION ............................................. 49 B. CONVERSION TO

The discrete-time compensated Kalman filter

NASA Technical Reports Server (NTRS)

Lee, W. H.; Athans, M.

1978-01-01

A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete time Kalman filter was derived. The resultant compensated Kalman Filter has the property that steady state bias estimation errors, resulting from modelling errors, were eliminated.

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.

Fast maximum likelihood estimation using continuous-time neural point process models.

PubMed

Lepage, Kyle Q; MacDonald, Christopher J

2015-06-01

A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.

Discrete-Slots Models of Visual Working-Memory Response Times

PubMed Central

Donkin, Christopher; Nosofsky, Robert M.; Gold, Jason M.; Shiffrin, Richard M.

2014-01-01

Much recent research has aimed to establish whether visual working memory (WM) is better characterized by a limited number of discrete all-or-none slots or by a continuous sharing of memory resources. To date, however, researchers have not considered the response-time (RT) predictions of discrete-slots versus shared-resources models. To complement the past research in this field, we formalize a family of mixed-state, discrete-slots models for explaining choice and RTs in tasks of visual WM change detection. In the tasks under investigation, a small set of visual items is presented, followed by a test item in 1 of the studied positions for which a change judgment must be made. According to the models, if the studied item in that position is retained in 1 of the discrete slots, then a memory-based evidence-accumulation process determines the choice and the RT; if the studied item in that position is missing, then a guessing-based accumulation process operates. Observed RT distributions are therefore theorized to arise as probabilistic mixtures of the memory-based and guessing distributions. We formalize an analogous set of continuous shared-resources models. The model classes are tested on individual subjects with both qualitative contrasts and quantitative fits to RT-distribution data. The discrete-slots models provide much better qualitative and quantitative accounts of the RT and choice data than do the shared-resources models, although there is some evidence for “slots plus resources” when memory set size is very small. PMID:24015956

Equilibrium and nonequilibrium attractors for a discrete, selection-migration model

Treesearch

James F. Selgrade; James H. Roberds

2003-01-01

This study presents a discrete-time model for the effects of selection and immigration on the demographic and genetic compositions of a population. Under biologically reasonable conditions, it is shown that the model always has an equilibrium. Although equilibria for similar models without migration must have real eigenvalues, for this selection-migration model we...

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.

Applying Boundary Conditions Using a Time-Dependent Lagrangian for Modeling Laser-Plasma Interactions

NASA Astrophysics Data System (ADS)

Reyes, Jonathan; Shadwick, B. A.

2016-10-01

Modeling the evolution of a short, intense laser pulse propagating through an underdense plasma is of particular interest in the physics of laser-plasma interactions. Numerical models are typically created by first discretizing the equations of motion and then imposing boundary conditions. Using the variational principle of Chen and Sudan, we spatially discretize the Lagrangian density to obtain discrete equations of motion and a discrete energy conservation law which is exactly satisfied regardless of the spatial grid resolution. Modifying the derived equations of motion (e.g., enforcing boundary conditions) generally ruins energy conservation. However, time-dependent terms can be added to the Lagrangian which force the equations of motion to have the desired boundary conditions. Although some foresight is needed to choose these time-dependent terms, this approach provides a mechanism for energy to exit the closed system while allowing the conservation law to account for the loss. An appropriate time discretization scheme is selected based on stability analysis and resolution requirements. We present results using this variational approach in a co-moving coordinate system and compare such results to those using traditional second-order methods. This work was supported by the U. S. Department of Energy under Contract No. DE-SC0008382 and by the National Science Foundation under Contract No. PHY- 1104683.

Unified viscoelasticity: Applying discrete element models to soft tissues with two characteristic times.

PubMed

Anssari-Benam, Afshin; Bucchi, Andrea; Bader, Dan L

2015-09-18

Discrete element models have often been the primary tool in investigating and characterising the viscoelastic behaviour of soft tissues. However, studies have employed varied configurations of these models, based on the choice of the number of elements and the utilised formation, for different subject tissues. This approach has yielded a diverse array of viscoelastic models in the literature, each seemingly resulting in different descriptions of viscoelastic constitutive behaviour and/or stress-relaxation and creep functions. Moreover, most studies do not apply a single discrete element model to characterise both stress-relaxation and creep behaviours of tissues. The underlying assumption for this disparity is the implicit perception that the viscoelasticity of soft tissues cannot be described by a universal behaviour or law, resulting in the lack of a unified approach in the literature based on discrete element representations. This paper derives the constitutive equation for different viscoelastic models applicable to soft tissues with two characteristic times. It demonstrates that all possible configurations exhibit a unified and universal behaviour, captured by a single constitutive relationship between stress, strain and time as: σ+Aσ̇+Bσ¨=Pε̇+Qε¨. The ensuing stress-relaxation G(t) and creep J(t) functions are also unified and universal, derived as [Formula: see text] and J(t)=c2+(ε0-c2)e(-PQt)+σ0Pt, respectively. Application of these relationships to experimental data is illustrated for various tissues including the aortic valve, ligament and cerebral artery. The unified model presented in this paper may be applied to all tissues with two characteristic times, obviating the need for employing varied configurations of discrete element models in preliminary investigation of the viscoelastic behaviour of soft tissues. Copyright © 2015 Elsevier Ltd. All rights reserved.

Modeling and simulation of count data.

PubMed

Plan, E L

2014-08-13

Count data, or number of events per time interval, are discrete data arising from repeated time to event observations. Their mean count, or piecewise constant event rate, can be evaluated by discrete probability distributions from the Poisson model family. Clinical trial data characterization often involves population count analysis. This tutorial presents the basics and diagnostics of count modeling and simulation in the context of pharmacometrics. Consideration is given to overdispersion, underdispersion, autocorrelation, and inhomogeneity.

Adaptive Event-Triggered Control Based on Heuristic Dynamic Programming for Nonlinear Discrete-Time Systems.

PubMed

Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo

2017-07-01

This paper presents the design of a novel adaptive event-triggered control method based on the heuristic dynamic programming (HDP) technique for nonlinear discrete-time systems with unknown system dynamics. In the proposed method, the control law is only updated when the event-triggered condition is violated. Compared with the periodic updates in the traditional adaptive dynamic programming (ADP) control, the proposed method can reduce the computation and transmission cost. An actor-critic framework is used to learn the optimal event-triggered control law and the value function. Furthermore, a model network is designed to estimate the system state vector. The main contribution of this paper is to design a new trigger threshold for discrete-time systems. A detailed Lyapunov stability analysis shows that our proposed event-triggered controller can asymptotically stabilize the discrete-time systems. Finally, we test our method on two different discrete-time systems, and the simulation results are included.

Time-changed geometric fractional Brownian motion and option pricing with transaction costs

NASA Astrophysics Data System (ADS)

Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu

2012-08-01

This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.

Rigidity, Criticality and Prethermalization of Discrete Time Crystals

NASA Astrophysics Data System (ADS)

Yao, Norman

2017-04-01

Despite being forbidden in equilibrium, spontaneous breaking of time translation symmetry can occur in periodically driven, Floquet systems with discrete time-translation symmetry. The period of the resulting discrete time crystal (DTC) is quantized to an integer multiple of the drive period, arising from a combination of collective synchronization and many body localization. In this talk, I will describe a simple model for a one dimensional discrete time crystal which explicitly reveals the rigidity of the emergent oscillations as the drive is varied. I will analyze the properties of the dynamical phase transition where the time crystal melts into a trivial Floquet insulator. Effects of long-range interactions and pre-thermalization will be considered in the context of recent DTC realizations in trapped ions and solid-state spins.

Disease-induced mortality in density-dependent discrete-time S-I-S epidemic models.

PubMed

Franke, John E; Yakubu, Abdul-Aziz

2008-12-01

The dynamics of simple discrete-time epidemic models without disease-induced mortality are typically characterized by global transcritical bifurcation. We prove that in corresponding models with disease-induced mortality a tiny number of infectious individuals can drive an otherwise persistent population to extinction. Our model with disease-induced mortality supports multiple attractors. In addition, we use a Ricker recruitment function in an SIS model and obtained a three component discrete Hopf (Neimark-Sacker) cycle attractor coexisting with a fixed point attractor. The basin boundaries of the coexisting attractors are fractal in nature, and the example exhibits sensitive dependence of the long-term disease dynamics on initial conditions. Furthermore, we show that in contrast to corresponding models without disease-induced mortality, the disease-free state dynamics do not drive the disease dynamics.

Thermal modelling using discrete vasculature for thermal therapy: a review

PubMed Central

Kok, H.P.; Gellermann, J.; van den Berg, C.A.T.; Stauffer, P.R.; Hand, J.W.; Crezee, J.

2013-01-01

Reliable temperature information during clinical hyperthermia and thermal ablation is essential for adequate treatment control, but conventional temperature measurements do not provide 3D temperature information. Treatment planning is a very useful tool to improve treatment quality and substantial progress has been made over the last decade. Thermal modelling is a very important and challenging aspect of hyperthermia treatment planning. Various thermal models have been developed for this purpose, with varying complexity. Since blood perfusion is such an important factor in thermal redistribution of energy in in vivo tissue, thermal simulations are most accurately performed by modelling discrete vasculature. This review describes the progress in thermal modelling with discrete vasculature for the purpose of hyperthermia treatment planning and thermal ablation. There has been significant progress in thermal modelling with discrete vasculature. Recent developments have made real-time simulations possible, which can provide feedback during treatment for improved therapy. Future clinical application of thermal modelling with discrete vasculature in hyperthermia treatment planning is expected to further improve treatment quality. PMID:23738700

Using Simulation to Interpret a Discrete Time Survival Model in a Complex Biological System: Fertility and Lameness in Dairy Cows

PubMed Central

Hudson, Christopher D.; Huxley, Jonathan N.; Green, Martin J.

2014-01-01

The ever-growing volume of data routinely collected and stored in everyday life presents researchers with a number of opportunities to gain insight and make predictions. This study aimed to demonstrate the usefulness in a specific clinical context of a simulation-based technique called probabilistic sensitivity analysis (PSA) in interpreting the results of a discrete time survival model based on a large dataset of routinely collected dairy herd management data. Data from 12,515 dairy cows (from 39 herds) were used to construct a multilevel discrete time survival model in which the outcome was the probability of a cow becoming pregnant during a given two day period of risk, and presence or absence of a recorded lameness event during various time frames relative to the risk period amongst the potential explanatory variables. A separate simulation model was then constructed to evaluate the wider clinical implications of the model results (i.e. the potential for a herd’s incidence rate of lameness to influence its overall reproductive performance) using PSA. Although the discrete time survival analysis revealed some relatively large associations between lameness events and risk of pregnancy (for example, occurrence of a lameness case within 14 days of a risk period was associated with a 25% reduction in the risk of the cow becoming pregnant during that risk period), PSA revealed that, when viewed in the context of a realistic clinical situation, a herd’s lameness incidence rate is highly unlikely to influence its overall reproductive performance to a meaningful extent in the vast majority of situations. Construction of a simulation model within a PSA framework proved to be a very useful additional step to aid contextualisation of the results from a discrete time survival model, especially where the research is designed to guide on-farm management decisions at population (i.e. herd) rather than individual level. PMID:25101997

Using simulation to interpret a discrete time survival model in a complex biological system: fertility and lameness in dairy cows.

PubMed

Hudson, Christopher D; Huxley, Jonathan N; Green, Martin J

2014-01-01

The ever-growing volume of data routinely collected and stored in everyday life presents researchers with a number of opportunities to gain insight and make predictions. This study aimed to demonstrate the usefulness in a specific clinical context of a simulation-based technique called probabilistic sensitivity analysis (PSA) in interpreting the results of a discrete time survival model based on a large dataset of routinely collected dairy herd management data. Data from 12,515 dairy cows (from 39 herds) were used to construct a multilevel discrete time survival model in which the outcome was the probability of a cow becoming pregnant during a given two day period of risk, and presence or absence of a recorded lameness event during various time frames relative to the risk period amongst the potential explanatory variables. A separate simulation model was then constructed to evaluate the wider clinical implications of the model results (i.e. the potential for a herd's incidence rate of lameness to influence its overall reproductive performance) using PSA. Although the discrete time survival analysis revealed some relatively large associations between lameness events and risk of pregnancy (for example, occurrence of a lameness case within 14 days of a risk period was associated with a 25% reduction in the risk of the cow becoming pregnant during that risk period), PSA revealed that, when viewed in the context of a realistic clinical situation, a herd's lameness incidence rate is highly unlikely to influence its overall reproductive performance to a meaningful extent in the vast majority of situations. Construction of a simulation model within a PSA framework proved to be a very useful additional step to aid contextualisation of the results from a discrete time survival model, especially where the research is designed to guide on-farm management decisions at population (i.e. herd) rather than individual level.

Diagnosis of delay-deadline failures in real time discrete event models.

PubMed

Biswas, Santosh; Sarkar, Dipankar; Bhowal, Prodip; Mukhopadhyay, Siddhartha

2007-10-01

In this paper a method for fault detection and diagnosis (FDD) of real time systems has been developed. A modeling framework termed as real time discrete event system (RTDES) model is presented and a mechanism for FDD of the same has been developed. The use of RTDES framework for FDD is an extension of the works reported in the discrete event system (DES) literature, which are based on finite state machines (FSM). FDD of RTDES models are suited for real time systems because of their capability of representing timing faults leading to failures in terms of erroneous delays and deadlines, which FSM-based ones cannot address. The concept of measurement restriction of variables is introduced for RTDES and the consequent equivalence of states and indistinguishability of transitions have been characterized. Faults are modeled in terms of an unmeasurable condition variable in the state map. Diagnosability is defined and the procedure of constructing a diagnoser is provided. A checkable property of the diagnoser is shown to be a necessary and sufficient condition for diagnosability. The methodology is illustrated with an example of a hydraulic cylinder.

Determining A Purely Symbolic Transfer Function from Symbol Streams: Theory and Algorithms

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

Griffin, Christopher H

Transfer function modeling is a \\emph{standard technique} in classical Linear Time Invariant and Statistical Process Control. The work of Box and Jenkins was seminal in developing methods for identifying parameters associated with classicalmore » $(r,s,k)$$ transfer functions. Discrete event systems are often \\emph{used} for modeling hybrid control structures and high-level decision problems. \\emph{Examples include} discrete time, discrete strategy repeated games. For these games, a \\emph{discrete transfer function in the form of} an accurate hidden Markov model of input-output relations \\emph{could be used to derive optimal response strategies.} In this paper, we develop an algorithm \\emph{for} creating probabilistic \\textit{Mealy machines} that act as transfer function models for discrete event dynamic systems (DEDS). Our models are defined by three parameters, $$(l_1, l_2, k)$ just as the Box-Jenkins transfer function models. Here $$l_1$$ is the maximal input history lengths to consider, $$l_2$$ is the maximal output history lengths to consider and $k$ is the response lag. Using related results, We show that our Mealy machine transfer functions are optimal in the sense that they maximize the mutual information between the current known state of the DEDS and the next observed input/output pair.« less

Single-crossover recombination in discrete time.

PubMed

von Wangenheim, Ute; Baake, Ellen; Baake, Michael

2010-05-01

Modelling the process of recombination leads to a large coupled nonlinear dynamical system. Here, we consider a particular case of recombination in discrete time, allowing only for single crossovers. While the analogous dynamics in continuous time admits a closed solution (Baake and Baake in Can J Math 55:3-41, 2003), this no longer works for discrete time. A more general model (i.e. without the restriction to single crossovers) has been studied before (Bennett in Ann Hum Genet 18:311-317, 1954; Dawson in Theor Popul Biol 58:1-20, 2000; Linear Algebra Appl 348:115-137, 2002) and was solved algorithmically by means of Haldane linearisation. Using the special formalism introduced by Baake and Baake (Can J Math 55:3-41, 2003), we obtain further insight into the single-crossover dynamics and the particular difficulties that arise in discrete time. We then transform the equations to a solvable system in a two-step procedure: linearisation followed by diagonalisation. Still, the coefficients of the second step must be determined in a recursive manner, but once this is done for a given system, they allow for an explicit solution valid for all times.

Using Discrete Event Simulation to predict KPI's at a Projected Emergency Room.

PubMed

Concha, Pablo; Neriz, Liliana; Parada, Danilo; Ramis, Francisco

2015-01-01

Discrete Event Simulation (DES) is a powerful factor in the design of clinical facilities. DES enables facilities to be built or adapted to achieve the expected Key Performance Indicators (KPI's) such as average waiting times according to acuity, average stay times and others. Our computational model was built and validated using expert judgment and supporting statistical data. One scenario studied resulted in a 50% decrease in the average cycle time of patients compared to the original model, mainly by modifying the patient's attention model.

Study on a discrete-time dynamic control model to enhance nitrogen removal with fluctuation of influent in oxidation ditches.

PubMed

Liu, Yanchen; Shi, Hanchang; Shi, Huiming; Wang, Zhiqiang

2010-10-01

The aim of study was proposed a new control model feasible on-line implemented by Programmable Logic Controller (PLC) to enhance nitrogen removal against the fluctuation of influent in Carrousel oxidation ditch. The discrete-time control model was established by confirmation model of operational conditions based on a expert access, which was obtained by a simulation using Activated Sludge Model 2-D (ASM2-D) and Computation Fluid Dynamics (CFD), and discrete-time control model to switch between different operational stages. A full-scale example is provided to demonstrate the feasibility of the proposed operation and the procedure of the control design. The effluent quality was substantially improved, to the extent that it met the new wastewater discharge standards of NH(3)-N<5mg/L and TN<15 mg/L enacted in China throughout a one-day period with fluctuation of influent. Copyright © 2010 Elsevier Ltd. All rights reserved.

Quantifying the uncertainty introduced by discretization and time-averaging in two-fluid model predictions

DOE PAGES

Syamlal, Madhava; Celik, Ismail B.; Benyahia, Sofiane

2017-07-12

The two-fluid model (TFM) has become a tool for the design and troubleshooting of industrial fluidized bed reactors. To use TFM for scale up with confidence, the uncertainty in its predictions must be quantified. Here, we study two sources of uncertainty: discretization and time-averaging. First, we show that successive grid refinement may not yield grid-independent transient quantities, including cross-section–averaged quantities. Successive grid refinement would yield grid-independent time-averaged quantities on sufficiently fine grids. A Richardson extrapolation can then be used to estimate the discretization error, and the grid convergence index gives an estimate of the uncertainty. Richardson extrapolation may not workmore » for industrial-scale simulations that use coarse grids. We present an alternative method for coarse grids and assess its ability to estimate the discretization error. Second, we assess two methods (autocorrelation and binning) and find that the autocorrelation method is more reliable for estimating the uncertainty introduced by time-averaging TFM data.« less

General linear methods and friends: Toward efficient solutions of multiphysics problems

NASA Astrophysics Data System (ADS)

Sandu, Adrian

2017-07-01

Time dependent multiphysics partial differential equations are of great practical importance as they model diverse phenomena that appear in mechanical and chemical engineering, aeronautics, astrophysics, meteorology and oceanography, financial modeling, environmental sciences, etc. There is no single best time discretization for the complex multiphysics systems of practical interest. We discuss "multimethod" approaches that combine different time steps and discretizations using the rigourous frameworks provided by Partitioned General Linear Methods and Generalize-structure Additive Runge Kutta Methods..

A hybrid neural learning algorithm using evolutionary learning and derivative free local search method.

PubMed

Ghosh, Ranadhir; Yearwood, John; Ghosh, Moumita; Bagirov, Adil

2006-06-01

In this paper we investigate a hybrid model based on the Discrete Gradient method and an evolutionary strategy for determining the weights in a feed forward artificial neural network. Also we discuss different variants for hybrid models using the Discrete Gradient method and an evolutionary strategy for determining the weights in a feed forward artificial neural network. The Discrete Gradient method has the advantage of being able to jump over many local minima and find very deep local minima. However, earlier research has shown that a good starting point for the discrete gradient method can improve the quality of the solution point. Evolutionary algorithms are best suited for global optimisation problems. Nevertheless they are cursed with longer training times and often unsuitable for real world application. For optimisation problems such as weight optimisation for ANNs in real world applications the dimensions are large and time complexity is critical. Hence the idea of a hybrid model can be a suitable option. In this paper we propose different fusion strategies for hybrid models combining the evolutionary strategy with the discrete gradient method to obtain an optimal solution much quicker. Three different fusion strategies are discussed: a linear hybrid model, an iterative hybrid model and a restricted local search hybrid model. Comparative results on a range of standard datasets are provided for different fusion hybrid models.

Discrete effect on the halfway bounce-back boundary condition of multiple-relaxation-time lattice Boltzmann model for convection-diffusion equations.

PubMed

Cui, Shuqi; Hong, Ning; Shi, Baochang; Chai, Zhenhua

2016-04-01

In this paper, we will focus on the multiple-relaxation-time (MRT) lattice Boltzmann model for two-dimensional convection-diffusion equations (CDEs), and analyze the discrete effect on the halfway bounce-back (HBB) boundary condition (or sometimes called bounce-back boundary condition) of the MRT model where three different discrete velocity models are considered. We first present a theoretical analysis on the discrete effect of the HBB boundary condition for the simple problems with a parabolic distribution in the x or y direction, and a numerical slip proportional to the second-order of lattice spacing is observed at the boundary, which means that the MRT model has a second-order convergence rate in space. The theoretical analysis also shows that the numerical slip can be eliminated in the MRT model through tuning the free relaxation parameter corresponding to the second-order moment, while it cannot be removed in the single-relaxation-time model or the Bhatnagar-Gross-Krook model unless the relaxation parameter related to the diffusion coefficient is set to be a special value. We then perform some simulations to confirm our theoretical results, and find that the numerical results are consistent with our theoretical analysis. Finally, we would also like to point out the present analysis can be extended to other boundary conditions of lattice Boltzmann models for CDEs.

The discrete hungry Lotka Volterra system and a new algorithm for computing matrix eigenvalues

NASA Astrophysics Data System (ADS)

Fukuda, Akiko; Ishiwata, Emiko; Iwasaki, Masashi; Nakamura, Yoshimasa

2009-01-01

The discrete hungry Lotka-Volterra (dhLV) system is a generalization of the discrete Lotka-Volterra (dLV) system which stands for a prey-predator model in mathematical biology. In this paper, we show that (1) some invariants exist which are expressed by dhLV variables and are independent from the discrete time and (2) a dhLV variable converges to some positive constant or zero as the discrete time becomes sufficiently large. Some characteristic polynomial is then factorized with the help of the dhLV system. The asymptotic behaviour of the dhLV system enables us to design an algorithm for computing complex eigenvalues of a certain band matrix.

Applications of discrete element method in modeling of grain postharvest operations

USDA-ARS?s Scientific Manuscript database

Grain kernels are finite and discrete materials. Although flowing grain can behave like a continuum fluid at times, the discontinuous behavior exhibited by grain kernels cannot be simulated solely with conventional continuum-based computer modeling such as finite-element or finite-difference methods...

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.

Discrete rational and breather solution in the spatial discrete complex modified Korteweg-de Vries equation and continuous counterparts.

PubMed

Zhao, Hai-Qiong; Yu, Guo-Fu

2017-04-01

In this paper, a spatial discrete complex modified Korteweg-de Vries equation is investigated. The Lax pair, conservation laws, Darboux transformations, and breather and rational wave solutions to the semi-discrete system are presented. The distinguished feature of the model is that the discrete rational solution can possess new W-shape rational periodic-solitary waves that were not reported before. In addition, the first-order rogue waves reach peak amplitudes which are at least three times of the background amplitude, whereas their continuous counterparts are exactly three times the constant background. Finally, the integrability of the discrete system, including Lax pair, conservation laws, Darboux transformations, and explicit solutions, yields the counterparts of the continuous system in the continuum limit.

Prediction of Flutter Boundary Using Flutter Margin for The Discrete-Time System

NASA Astrophysics Data System (ADS)

Dwi Saputra, Angga; Wibawa Purabaya, R.

2018-04-01

Flutter testing in a wind tunnel is generally conducted at subcritical speeds to avoid damages. Hence, The flutter speed has to be predicted from the behavior some of its stability criteria estimated against the dynamic pressure or flight speed. Therefore, it is quite important for a reliable flutter prediction method to estimates flutter boundary. This paper summarizes the flutter testing of a wing cantilever model in a wind tunnel. The model has two degree of freedom; they are bending and torsion modes. The flutter test was conducted in a subsonic wind tunnel. The dynamic data responses was measured by two accelerometers that were mounted on leading edge and center of wing tip. The measurement was repeated while the wind speed increased. The dynamic responses were used to determine the parameter flutter margin for the discrete-time system. The flutter boundary of the model was estimated using extrapolation of the parameter flutter margin against the dynamic pressure. The parameter flutter margin for the discrete-time system has a better performance for flutter prediction than the modal parameters. A model with two degree freedom and experiencing classical flutter, the parameter flutter margin for the discrete-time system gives a satisfying result in prediction of flutter boundary on subsonic wind tunnel test.

Construction of Discrete Time Shadow Price

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

Rogala, Tomasz, E-mail: rogalatp@gmail.com; Stettner, Lukasz, E-mail: stettner@impan.pl

2015-12-15

In the paper expected utility from consumption over finite time horizon for discrete time markets with bid and ask prices and strictly concave utility function is considered. The notion of weak shadow price, i.e. an illiquid price, depending on the portfolio, under which the model without bid and ask price is equivalent to the model with bid and ask price is introduced. Existence and the form of weak shadow price is shown. Using weak shadow price usual (called in the paper strong) shadow price is then constructed.

Discretely Integrated Condition Event (DICE) Simulation for Pharmacoeconomics.

PubMed

Caro, J Jaime

2016-07-01

Several decision-analytic modeling techniques are in use for pharmacoeconomic analyses. Discretely integrated condition event (DICE) simulation is proposed as a unifying approach that has been deliberately designed to meet the modeling requirements in a straightforward transparent way, without forcing assumptions (e.g., only one transition per cycle) or unnecessary complexity. At the core of DICE are conditions that represent aspects that persist over time. They have levels that can change and many may coexist. Events reflect instantaneous occurrences that may modify some conditions or the timing of other events. The conditions are discretely integrated with events by updating their levels at those times. Profiles of determinant values allow for differences among patients in the predictors of the disease course. Any number of valuations (e.g., utility, cost, willingness-to-pay) of conditions and events can be applied concurrently in a single run. A DICE model is conveniently specified in a series of tables that follow a consistent format and the simulation can be implemented fully in MS Excel, facilitating review and validation. DICE incorporates both state-transition (Markov) models and non-resource-constrained discrete event simulation in a single formulation; it can be executed as a cohort or a microsimulation; and deterministically or stochastically.

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.

Reinforcement-learning-based dual-control methodology for complex nonlinear discrete-time systems with application to spark engine EGR operation.

PubMed

Shih, Peter; Kaul, Brian C; Jagannathan, S; Drallmeier, James A

2008-08-01

A novel reinforcement-learning-based dual-control methodology adaptive neural network (NN) controller is developed to deliver a desired tracking performance for a class of complex feedback nonlinear discrete-time systems, which consists of a second-order nonlinear discrete-time system in nonstrict feedback form and an affine nonlinear discrete-time system, in the presence of bounded and unknown disturbances. For example, the exhaust gas recirculation (EGR) operation of a spark ignition (SI) engine is modeled by using such a complex nonlinear discrete-time system. A dual-controller approach is undertaken where primary adaptive critic NN controller is designed for the nonstrict feedback nonlinear discrete-time system whereas the secondary one for the affine nonlinear discrete-time system but the controllers together offer the desired performance. The primary adaptive critic NN controller includes an NN observer for estimating the states and output, an NN critic, and two action NNs for generating virtual control and actual control inputs for the nonstrict feedback nonlinear discrete-time system, whereas an additional critic NN and an action NN are included for the affine nonlinear discrete-time system by assuming the state availability. All NN weights adapt online towards minimization of a certain performance index, utilizing gradient-descent-based rule. Using Lyapunov theory, the uniformly ultimate boundedness (UUB) of the closed-loop tracking error, weight estimates, and observer estimates are shown. The adaptive critic NN controller performance is evaluated on an SI engine operating with high EGR levels where the controller objective is to reduce cyclic dispersion in heat release while minimizing fuel intake. Simulation and experimental results indicate that engine out emissions drop significantly at 20% EGR due to reduction in dispersion in heat release thus verifying the dual-control approach.

Continuous-time discrete-space models for animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Hooten, Mevin B.; Alldredge, Mat W.

2015-01-01

The processes influencing animal movement and resource selection are complex and varied. Past efforts to model behavioral changes over time used Bayesian statistical models with variable parameter space, such as reversible-jump Markov chain Monte Carlo approaches, which are computationally demanding and inaccessible to many practitioners. We present a continuous-time discrete-space (CTDS) model of animal movement that can be fit using standard generalized linear modeling (GLM) methods. This CTDS approach allows for the joint modeling of location-based as well as directional drivers of movement. Changing behavior over time is modeled using a varying-coefficient framework which maintains the computational simplicity of a GLM approach, and variable selection is accomplished using a group lasso penalty. We apply our approach to a study of two mountain lions (Puma concolor) in Colorado, USA.

Model documentation for relations between continuous real-time and discrete water-quality constituents in the North Fork Ninnescah River upstream from Cheney Reservoir, south-central Kansas, 1999--2009

USGS Publications Warehouse

Stone, Mandy L.; Graham, Jennifer L.; Gatotho, Jackline W.

2013-01-01

Cheney Reservoir in south-central Kansas is one of the primary sources of water for the city of Wichita. The North Fork Ninnescah River is the largest contributing tributary to Cheney Reservoir. The U.S. Geological Survey has operated a continuous real-time water-quality monitoring station since 1998 on the North Fork Ninnescah River. Continuously measured water-quality physical properties include streamflow, specific conductance, pH, water temperature, dissolved oxygen, and turbidity. Discrete water-quality samples were collected during 1999 through 2009 and analyzed for sediment, nutrients, bacteria, and other water-quality constituents. Regression models were developed to establish relations between discretely sampled constituent concentrations and continuously measured physical properties to estimate concentrations of those constituents of interest that are not easily measured in real time because of limitations in sensor technology and fiscal constraints. Regression models were published in 2006 that were based on a different dataset collected during 1997 through 2003. This report updates those models using discrete and continuous data collected during January 1999 through December 2009. Models also were developed for five new constituents, including additional nutrient species and indicator bacteria. The water-quality information in this report is important to the city of Wichita because it allows the concentrations of many potential pollutants of interest, including nutrients and sediment, to be estimated in real time and characterized over conditions and time scales that would not be possible otherwise.

A priori discretization quality metrics for distributed hydrologic modeling applications

NASA Astrophysics Data System (ADS)

Liu, Hongli; Tolson, Bryan; Craig, James; Shafii, Mahyar; Basu, Nandita

2016-04-01

In distributed hydrologic modelling, a watershed is treated as a set of small homogeneous units that address the spatial heterogeneity of the watershed being simulated. The ability of models to reproduce observed spatial patterns firstly depends on the spatial discretization, which is the process of defining homogeneous units in the form of grid cells, subwatersheds, or hydrologic response units etc. It is common for hydrologic modelling studies to simply adopt a nominal or default discretization strategy without formally assessing alternative discretization levels. This approach lacks formal justifications and is thus problematic. More formalized discretization strategies are either a priori or a posteriori with respect to building and running a hydrologic simulation model. A posteriori approaches tend to be ad-hoc and compare model calibration and/or validation performance under various watershed discretizations. The construction and calibration of multiple versions of a distributed model can become a seriously limiting computational burden. Current a priori approaches are more formalized and compare overall heterogeneity statistics of dominant variables between candidate discretization schemes and input data or reference zones. While a priori approaches are efficient and do not require running a hydrologic model, they do not fully investigate the internal spatial pattern changes of variables of interest. Furthermore, the existing a priori approaches focus on landscape and soil data and do not assess impacts of discretization on stream channel definition even though its significance has been noted by numerous studies. The primary goals of this study are to (1) introduce new a priori discretization quality metrics considering the spatial pattern changes of model input data; (2) introduce a two-step discretization decision-making approach to compress extreme errors and meet user-specified discretization expectations through non-uniform discretization threshold modification. The metrics for the first time provides quantification of the routing relevant information loss due to discretization according to the relationship between in-channel routing length and flow velocity. Moreover, it identifies and counts the spatial pattern changes of dominant hydrological variables by overlaying candidate discretization schemes upon input data and accumulating variable changes in area-weighted way. The metrics are straightforward and applicable to any semi-distributed or fully distributed hydrological model with grid scales are greater than input data resolutions. The discretization metrics and decision-making approach are applied to the Grand River watershed located in southwestern Ontario, Canada where discretization decisions are required for a semi-distributed modelling application. Results show that discretization induced information loss monotonically increases as discretization gets rougher. With regards to routing information loss in subbasin discretization, multiple interesting points rather than just the watershed outlet should be considered. Moreover, subbasin and HRU discretization decisions should not be considered independently since subbasin input significantly influences the complexity of HRU discretization result. Finally, results show that the common and convenient approach of making uniform discretization decisions across the watershed domain performs worse compared to a metric informed non-uniform discretization approach as the later since is able to conserve more watershed heterogeneity under the same model complexity (number of computational units).

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.

Stabilisation of discrete-time polynomial fuzzy systems via a polynomial lyapunov approach

NASA Astrophysics Data System (ADS)

Nasiri, Alireza; Nguang, Sing Kiong; Swain, Akshya; Almakhles, Dhafer

2018-02-01

This paper deals with the problem of designing a controller for a class of discrete-time nonlinear systems which is represented by discrete-time polynomial fuzzy model. Most of the existing control design methods for discrete-time fuzzy polynomial systems cannot guarantee their Lyapunov function to be a radially unbounded polynomial function, hence the global stability cannot be assured. The proposed control design in this paper guarantees a radially unbounded polynomial Lyapunov functions which ensures global stability. In the proposed design, state feedback structure is considered and non-convexity problem is solved by incorporating an integrator into the controller. Sufficient conditions of stability are derived in terms of polynomial matrix inequalities which are solved via SOSTOOLS in MATLAB. A numerical example is presented to illustrate the effectiveness of the proposed controller.

Stability analysis of the Euler discretization for SIR epidemic model

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

Suryanto, Agus

2014-06-19

In this paper we consider a discrete SIR epidemic model obtained by the Euler method. For that discrete model, existence of disease free equilibrium and endemic equilibrium is established. Sufficient conditions on the local asymptotical stability of both disease free equilibrium and endemic equilibrium are also derived. It is found that the local asymptotical stability of the existing equilibrium is achieved only for a small time step size h. If h is further increased and passes the critical value, then both equilibriums will lose their stability. Our numerical simulations show that a complex dynamical behavior such as bifurcation or chaosmore » phenomenon will appear for relatively large h. Both analytical and numerical results show that the discrete SIR model has a richer dynamical behavior than its continuous counterpart.« less

Dynamic modeling and parameter estimation of a radial and loop type distribution system network

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

Jun Qui; Heng Chen; Girgis, A.A.

1993-05-01

This paper presents a new identification approach to three-phase power system modeling and model reduction taking power system network as multi-input, multi-output (MIMO) processes. The model estimate can be obtained in discrete-time input-output form, discrete- or continuous-time state-space variable form, or frequency-domain impedance transfer function matrix form. An algorithm for determining the model structure of this MIMO process is described. The effect of measurement noise on the approach is also discussed. This approach has been applied on a sample system and simulation results are also presented in this paper.

Utilization of Historic Information in an Optimisation Task

NASA Technical Reports Server (NTRS)

Boesser, T.

1984-01-01

One of the basic components of a discrete model of motor behavior and decision making, which describes tracking and supervisory control in unitary terms, is assumed to be a filtering mechanism which is tied to the representational principles of human memory for time-series information. In a series of experiments subjects used the time-series information with certain significant limitations: there is a range-effect; asymmetric distributions seem to be recognized, but it does not seem to be possible to optimize performance based on skewed distributions. Thus there is a transformation of the displayed data between the perceptual system and representation in memory involving a loss of information. This rules out a number of representational principles for time-series information in memory and fits very well into the framework of a comprehensive discrete model for control of complex systems, modelling continuous control (tracking), discrete responses, supervisory behavior and learning.

Models for discrete-time self-similar vector processes with application to network traffic

NASA Astrophysics Data System (ADS)

Lee, Seungsin; Rao, Raghuveer M.; Narasimha, Rajesh

2003-07-01

The paper defines self-similarity for vector processes by employing the discrete-time continuous-dilation operation which has successfully been used previously by the authors to define 1-D discrete-time stochastic self-similar processes. To define self-similarity of vector processes, it is required to consider the cross-correlation functions between different 1-D processes as well as the autocorrelation function of each constituent 1-D process in it. System models to synthesize self-similar vector processes are constructed based on the definition. With these systems, it is possible to generate self-similar vector processes from white noise inputs. An important aspect of the proposed models is that they can be used to synthesize various types of self-similar vector processes by choosing proper parameters. Additionally, the paper presents evidence of vector self-similarity in two-channel wireless LAN data and applies the aforementioned systems to simulate the corresponding network traffic traces.

State transformations and Hamiltonian structures for optimal control in discrete systems

NASA Astrophysics Data System (ADS)

Sieniutycz, S.

2006-04-01

Preserving usual definition of Hamiltonian H as the scalar product of rates and generalized momenta we investigate two basic classes of discrete optimal control processes governed by the difference rather than differential equations for the state transformation. The first class, linear in the time interval θ, secures the constancy of optimal H and satisfies a discrete Hamilton-Jacobi equation. The second class, nonlinear in θ, does not assure the constancy of optimal H and satisfies only a relationship that may be regarded as an equation of Hamilton-Jacobi type. The basic question asked is if and when Hamilton's canonical structures emerge in optimal discrete systems. For a constrained discrete control, general optimization algorithms are derived that constitute powerful theoretical and computational tools when evaluating extremum properties of constrained physical systems. The mathematical basis is Bellman's method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage optimality criterion which allows a variation of the terminal state that is otherwise fixed in Bellman's method. For systems with unconstrained intervals of the holdup time θ two powerful optimization algorithms are obtained: an unconventional discrete algorithm with a constant H and its counterpart for models nonlinear in θ. We also present the time-interval-constrained extension of the second algorithm. The results are general; namely, one arrives at: discrete canonical equations of Hamilton, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory, along with basic results of variational calculus. A vast spectrum of applications and an example are briefly discussed with particular attention paid to models nonlinear in the time interval θ.

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.

An advanced environment for hybrid modeling of biological systems based on modelica.

PubMed

Pross, Sabrina; Bachmann, Bernhard

2011-01-20

Biological systems are often very complex so that an appropriate formalism is needed for modeling their behavior. Hybrid Petri Nets, consisting of time-discrete Petri Net elements as well as continuous ones, have proven to be ideal for this task. Therefore, a new Petri Net library was implemented based on the object-oriented modeling language Modelica which allows the modeling of discrete, stochastic and continuous Petri Net elements by differential, algebraic and discrete equations. An appropriate Modelica-tool performs the hybrid simulation with discrete events and the solution of continuous differential equations. A special sub-library contains so-called wrappers for specific reactions to simplify the modeling process. The Modelica-models can be connected to Simulink-models for parameter optimization, sensitivity analysis and stochastic simulation in Matlab. The present paper illustrates the implementation of the Petri Net component models, their usage within the modeling process and the coupling between the Modelica-tool Dymola and Matlab/Simulink. The application is demonstrated by modeling the metabolism of Chinese Hamster Ovary Cells.

DEVS representation of dynamical systems - Event-based intelligent control. [Discrete Event System Specification

NASA Technical Reports Server (NTRS)

Zeigler, Bernard P.

1989-01-01

It is shown how systems can be advantageously represented as discrete-event models by using DEVS (discrete-event system specification), a set-theoretic formalism. Such DEVS models provide a basis for the design of event-based logic control. In this control paradigm, the controller expects to receive confirming sensor responses to its control commands within definite time windows determined by its DEVS model of the system under control. The event-based contral paradigm is applied in advanced robotic and intelligent automation, showing how classical process control can be readily interfaced with rule-based symbolic reasoning systems.

Space-time adaptive solution of inverse problems with the discrete adjoint method

NASA Astrophysics Data System (ADS)

Alexe, Mihai; Sandu, Adrian

2014-08-01

This paper develops a framework for the construction and analysis of discrete adjoint sensitivities in the context of time dependent, adaptive grid, adaptive step models. Discrete adjoints are attractive in practice since they can be generated with low effort using automatic differentiation. However, this approach brings several important challenges. The space-time adjoint of the forward numerical scheme may be inconsistent with the continuous adjoint equations. A reduction in accuracy of the discrete adjoint sensitivities may appear due to the inter-grid transfer operators. Moreover, the optimization algorithm may need to accommodate state and gradient vectors whose dimensions change between iterations. This work shows that several of these potential issues can be avoided through a multi-level optimization strategy using discontinuous Galerkin (DG) hp-adaptive discretizations paired with Runge-Kutta (RK) time integration. We extend the concept of dual (adjoint) consistency to space-time RK-DG discretizations, which are then shown to be well suited for the adaptive solution of time-dependent inverse problems. Furthermore, we prove that DG mesh transfer operators on general meshes are also dual consistent. This allows the simultaneous derivation of the discrete adjoint for both the numerical solver and the mesh transfer logic with an automatic code generation mechanism such as algorithmic differentiation (AD), potentially speeding up development of large-scale simulation codes. The theoretical analysis is supported by numerical results reported for a two-dimensional non-stationary inverse problem.

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.

Scaling and long-range dependence in option pricing V: Multiscaling hedging and implied volatility smiles under the fractional Black-Scholes model with transaction costs

NASA Astrophysics Data System (ADS)

Wang, Xiao-Tian

2011-05-01

This paper deals with the problem of discrete time option pricing using the fractional Black-Scholes model with transaction costs. Through the ‘anchoring and adjustment’ argument in a discrete time setting, a European call option pricing formula is obtained. The minimal price of an option under transaction costs is obtained. In addition, the relation between scaling and implied volatility smiles is discussed.

Modeling error analysis of stationary linear discrete-time filters

NASA Technical Reports Server (NTRS)

Patel, R.; Toda, M.

1977-01-01

The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available.

A hybrid group method of data handling with discrete wavelet transform for GDP forecasting

NASA Astrophysics Data System (ADS)

Isa, Nadira Mohamed; Shabri, Ani

2013-09-01

This study is proposed the application of hybridization model using Group Method of Data Handling (GMDH) and Discrete Wavelet Transform (DWT) in time series forecasting. The objective of this paper is to examine the flexibility of the hybridization GMDH in time series forecasting by using Gross Domestic Product (GDP). A time series data set is used in this study to demonstrate the effectiveness of the forecasting model. This data are utilized to forecast through an application aimed to handle real life time series. This experiment compares the performances of a hybrid model and a single model of Wavelet-Linear Regression (WR), Artificial Neural Network (ANN), and conventional GMDH. It is shown that the proposed model can provide a promising alternative technique in GDP forecasting.

Discrete dynamic modeling of cellular signaling networks.

PubMed

Albert, Réka; Wang, Rui-Sheng

2009-01-01

Understanding signal transduction in cellular systems is a central issue in systems biology. Numerous experiments from different laboratories generate an abundance of individual components and causal interactions mediating environmental and developmental signals. However, for many signal transduction systems there is insufficient information on the overall structure and the molecular mechanisms involved in the signaling network. Moreover, lack of kinetic and temporal information makes it difficult to construct quantitative models of signal transduction pathways. Discrete dynamic modeling, combined with network analysis, provides an effective way to integrate fragmentary knowledge of regulatory interactions into a predictive mathematical model which is able to describe the time evolution of the system without the requirement for kinetic parameters. This chapter introduces the fundamental concepts of discrete dynamic modeling, particularly focusing on Boolean dynamic models. We describe this method step-by-step in the context of cellular signaling networks. Several variants of Boolean dynamic models including threshold Boolean networks and piecewise linear systems are also covered, followed by two examples of successful application of discrete dynamic modeling in cell biology.

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.

Surrogate Modeling of High-Fidelity Fracture Simulations for Real-Time Residual Strength Predictions

NASA Technical Reports Server (NTRS)

Spear, Ashley D.; Priest, Amanda R.; Veilleux, Michael G.; Ingraffea, Anthony R.; Hochhalter, Jacob D.

2011-01-01

A surrogate model methodology is described for predicting in real time the residual strength of flight structures with discrete-source damage. Starting with design of experiment, an artificial neural network is developed that takes as input discrete-source damage parameters and outputs a prediction of the structural residual strength. Target residual strength values used to train the artificial neural network are derived from 3D finite element-based fracture simulations. A residual strength test of a metallic, integrally-stiffened panel is simulated to show that crack growth and residual strength are determined more accurately in discrete-source damage cases by using an elastic-plastic fracture framework rather than a linear-elastic fracture mechanics-based method. Improving accuracy of the residual strength training data would, in turn, improve accuracy of the surrogate model. When combined, the surrogate model methodology and high-fidelity fracture simulation framework provide useful tools for adaptive flight technology.

A hybrid model of cell cycle in mammals.

PubMed

Behaegel, Jonathan; Comet, Jean-Paul; Bernot, Gilles; Cornillon, Emilien; Delaunay, Franck

2016-02-01

Time plays an essential role in many biological systems, especially in cell cycle. Many models of biological systems rely on differential equations, but parameter identification is an obstacle to use differential frameworks. In this paper, we present a new hybrid modeling framework that extends René Thomas' discrete modeling. The core idea is to associate with each qualitative state "celerities" allowing us to compute the time spent in each state. This hybrid framework is illustrated by building a 5-variable model of the mammalian cell cycle. Its parameters are determined by applying formal methods on the underlying discrete model and by constraining parameters using timing observations on the cell cycle. This first hybrid model presents the most important known behaviors of the cell cycle, including quiescent phase and endoreplication.

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009).

PubMed

Nishiura, Hiroshi

2011-02-16

Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.

An LMI approach to design H(infinity) controllers for discrete-time nonlinear systems based on unified models.

PubMed

Liu, Meiqin; Zhang, Senlin

2008-10-01

A unified neural network model termed standard neural network model (SNNM) is advanced. Based on the robust L(2) gain (i.e. robust H(infinity) performance) analysis of the SNNM with external disturbances, a state-feedback control law is designed for the SNNM to stabilize the closed-loop system and eliminate the effect of external disturbances. The control design constraints are shown to be a set of linear matrix inequalities (LMIs) which can be easily solved by various convex optimization algorithms (e.g. interior-point algorithms) to determine the control law. Most discrete-time recurrent neural network (RNNs) and discrete-time nonlinear systems modelled by neural networks or Takagi and Sugeno (T-S) fuzzy models can be transformed into the SNNMs to be robust H(infinity) performance analyzed or robust H(infinity) controller synthesized in a unified SNNM's framework. Finally, some examples are presented to illustrate the wide application of the SNNMs to the nonlinear systems, and the proposed approach is compared with related methods reported in the literature.

A Second Order Semi-Discrete Cosserat Rod Model Suitable for Dynamic Simulations in Real Time

NASA Astrophysics Data System (ADS)

Lang, Holger; Linn, Joachim

2009-09-01

We present an alternative approach for a semi-discrete viscoelastic Cosserat rod model that allows both fast dynamic computations within milliseconds and accurate results compared to detailed finite element solutions. The model is able to represent extension, shearing, bending and torsion. For inner dissipation, a consistent damping potential from Antman is chosen. The continuous equations of motion, which consist a system of nonlinear hyperbolic partial differential algebraic equations, are derived from a two dimensional variational principle. The semi-discrete balance equations are obtained by spatial finite difference schemes on a staggered grid and standard index reduction techniques. The right-hand side of the model and its Jacobian can be chosen free of higher algebraic (e.g. root) or transcendent (e.g. trigonometric or exponential) functions and is therefore extremely cheap to evaluate numerically. For the time integration of the system, we use well established stiff solvers. As our model yields computational times within milliseconds, it is suitable for interactive manipulation. It reflects structural mechanics solutions sufficiently correct, as comparison with detailed finite element results shows.

Dynamic properties in the four-state haploid coupled discrete-time mutation-selection model with an infinite population limit

NASA Astrophysics Data System (ADS)

Lee, Kyu Sang; Gill, Wonpyong

2017-11-01

The dynamic properties, such as the crossing time and time-dependence of the relative density of the four-state haploid coupled discrete-time mutation-selection model, were calculated with the assumption that μ ij = μ ji , where μ ij denotes the mutation rate between the sequence elements, i and j. The crossing time for s = 0 and r 23 = r 42 = 1 in the four-state model became saturated at a large fitness parameter when r 12 > 1, was scaled as a power law in the fitness parameter when r 12 = 1, and diverged when the fitness parameter approached the critical fitness parameter when r 12 < 1, where r ij = μ ij / μ 14.

Parental Monitoring during Early Adolescence Deters Adolescent Sexual Initiation: Discrete-Time Survival Mixture Analysis

ERIC Educational Resources Information Center

Huang, David Y. C.; Murphy, Debra A.; Hser, Yih-Ing

2011-01-01

We used discrete-time survival mixture modeling to examine 5,305 adolescents from the 1997 National Longitudinal Survey of Youth regarding the impact of parental monitoring during early adolescence (ages 14-16) on initiation of sexual intercourse and problem behavior engagement (ages 14-23). Four distinctive parental-monitoring groups were…

An Equivalent Fracture Modeling Method

NASA Astrophysics Data System (ADS)

Li, Shaohua; Zhang, Shujuan; Yu, Gaoming; Xu, Aiyun

2017-12-01

3D fracture network model is built based on discrete fracture surfaces, which are simulated based on fracture length, dip, aperture, height and so on. The interesting area of Wumishan Formation of Renqiu buried hill reservoir is about 57 square kilometer and the thickness of target strata is more than 2000 meters. In addition with great fracture density, the fracture simulation and upscaling of discrete fracture network model of Wumishan Formation are very intense computing. In order to solve this problem, a method of equivalent fracture modeling is proposed. First of all, taking the fracture interpretation data obtained from imaging logging and conventional logging as the basic data, establish the reservoir level model, and then under the constraint of reservoir level model, take fault distance analysis model as the second variable, establish fracture density model by Sequential Gaussian Simulation method. Increasing the width, height and length of fracture, at the same time decreasing its density in order to keep the similar porosity and permeability after upscaling discrete fracture network model. In this way, the fracture model of whole interesting area can be built within an accepted time.

Factor structure and longitudinal measurement invariance of the demand control support model: an evidence from the Swedish Longitudinal Occupational Survey of Health (SLOSH).

PubMed

Chungkham, Holendro Singh; Ingre, Michael; Karasek, Robert; Westerlund, Hugo; Theorell, Töres

2013-01-01

To examine the factor structure and to evaluate the longitudinal measurement invariance of the demand-control-support questionnaire (DCSQ), using the Swedish Longitudinal Occupational Survey of Health (SLOSH). A confirmatory factor analysis (CFA) and multi-group confirmatory factor analysis (MGCFA) models within the framework of structural equation modeling (SEM) have been used to examine the factor structure and invariance across time. Four factors: psychological demand, skill discretion, decision authority and social support, were confirmed by CFA at baseline, with the best fit obtained by removing the item repetitive work of skill discretion. A measurement error correlation (0.42) between work fast and work intensively for psychological demands was also detected. Acceptable composite reliability measures were obtained except for skill discretion (0.68). The invariance of the same factor structure was established, but caution in comparing mean levels of factors over time is warranted as lack of intercept invariance was evident. However, partial intercept invariance was established for work intensively. Our findings indicate that skill discretion and decision authority represent two distinct constructs in the retained model. However removing the item repetitive work along with either work fast or work intensively would improve model fit. Care should also be taken while making comparisons in the constructs across time. Further research should investigate invariance across occupations or socio-economic classes.

Factor Structure and Longitudinal Measurement Invariance of the Demand Control Support Model: An Evidence from the Swedish Longitudinal Occupational Survey of Health (SLOSH)

PubMed Central

Chungkham, Holendro Singh; Ingre, Michael; Karasek, Robert; Westerlund, Hugo; Theorell, Töres

2013-01-01

Objectives To examine the factor structure and to evaluate the longitudinal measurement invariance of the demand-control-support questionnaire (DCSQ), using the Swedish Longitudinal Occupational Survey of Health (SLOSH). Methods A confirmatory factor analysis (CFA) and multi-group confirmatory factor analysis (MGCFA) models within the framework of structural equation modeling (SEM) have been used to examine the factor structure and invariance across time. Results Four factors: psychological demand, skill discretion, decision authority and social support, were confirmed by CFA at baseline, with the best fit obtained by removing the item repetitive work of skill discretion. A measurement error correlation (0.42) between work fast and work intensively for psychological demands was also detected. Acceptable composite reliability measures were obtained except for skill discretion (0.68). The invariance of the same factor structure was established, but caution in comparing mean levels of factors over time is warranted as lack of intercept invariance was evident. However, partial intercept invariance was established for work intensively. Conclusion Our findings indicate that skill discretion and decision authority represent two distinct constructs in the retained model. However removing the item repetitive work along with either work fast or work intensively would improve model fit. Care should also be taken while making comparisons in the constructs across time. Further research should investigate invariance across occupations or socio-economic classes. PMID:23950957

A developed nearly analytic discrete method for forward modeling in the frequency domain

NASA Astrophysics Data System (ADS)

Liu, Shaolin; Lang, Chao; Yang, Hui; Wang, Wenshuai

2018-02-01

High-efficiency forward modeling methods play a fundamental role in full waveform inversion (FWI). In this paper, the developed nearly analytic discrete (DNAD) method is proposed to accelerate frequency-domain forward modeling processes. We first derive the discretization of frequency-domain wave equations via numerical schemes based on the nearly analytic discrete (NAD) method to obtain a linear system. The coefficients of numerical stencils are optimized to make the linear system easier to solve and to minimize computing time. Wavefield simulation and numerical dispersion analysis are performed to compare the numerical behavior of DNAD method with that of the conventional NAD method. The results demonstrate the superiority of our proposed method. Finally, the DNAD method is implemented in frequency-domain FWI, and high-resolution inverse results are obtained.

A hybrid-system model of the coagulation cascade: simulation, sensitivity, and validation.

PubMed

Makin, Joseph G; Narayanan, Srini

2013-10-01

The process of human blood clotting involves a complex interaction of continuous-time/continuous-state processes and discrete-event/discrete-state phenomena, where the former comprise the various chemical rate equations and the latter comprise both threshold-limited behaviors and binary states (presence/absence of a chemical). Whereas previous blood-clotting models used only continuous dynamics and perforce addressed only portions of the coagulation cascade, we capture both continuous and discrete aspects by modeling it as a hybrid dynamical system. The model was implemented as a hybrid Petri net, a graphical modeling language that extends ordinary Petri nets to cover continuous quantities and continuous-time flows. The primary focus is simulation: (1) fidelity to the clinical data in terms of clotting-factor concentrations and elapsed time; (2) reproduction of known clotting pathologies; and (3) fine-grained predictions which may be used to refine clinical understanding of blood clotting. Next we examine sensitivity to rate-constant perturbation. Finally, we propose a method for titrating between reliance on the model and on prior clinical knowledge. For simplicity, we confine these last two analyses to a critical purely-continuous subsystem of the model.

Global exponential stability of positive periodic solution of the n-species impulsive Gilpin-Ayala competition model with discrete and distributed time delays.

PubMed

Zhao, Kaihong

2018-12-01

In this paper, we study the n-species impulsive Gilpin-Ayala competition model with discrete and distributed time delays. The existence of positive periodic solution is proved by employing the fixed point theorem on cones. By constructing appropriate Lyapunov functional, we also obtain the global exponential stability of the positive periodic solution of this system. As an application, an interesting example is provided to illustrate the validity of our main results.

Hybrid Discrete-Continuous Markov Decision Processes

NASA Technical Reports Server (NTRS)

Feng, Zhengzhu; Dearden, Richard; Meuleau, Nicholas; Washington, Rich

2003-01-01

This paper proposes a Markov decision process (MDP) model that features both discrete and continuous state variables. We extend previous work by Boyan and Littman on the mono-dimensional time-dependent MDP to multiple dimensions. We present the principle of lazy discretization, and piecewise constant and linear approximations of the model. Having to deal with several continuous dimensions raises several new problems that require new solutions. In the (piecewise) linear case, we use techniques from partially- observable MDPs (POMDPS) to represent value functions as sets of linear functions attached to different partitions of the state space.

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.

Assessing the importance of self-regulating mechanisms in diamondback moth population dynamics: application of discrete mathematical models.

PubMed

Nedorezov, Lev V; Löhr, Bernhard L; Sadykova, Dinara L

2008-10-07

The applicability of discrete mathematical models for the description of diamondback moth (DBM) (Plutella xylostella L.) population dynamics was investigated. The parameter values for several well-known discrete time models (Skellam, Moran-Ricker, Hassell, Maynard Smith-Slatkin, and discrete logistic models) were estimated for an experimental time series from a highland cabbage-growing area in eastern Kenya. For all sets of parameters, boundaries of confidence domains were determined. Maximum calculated birth rates varied between 1.086 and 1.359 when empirical values were used for parameter estimation. After fitting of the models to the empirical trajectory, all birth rate values resulted considerably higher (1.742-3.526). The carrying capacity was determined between 13.0 and 39.9DBM/plant, after fitting of the models these values declined to 6.48-9.3, all values well within the range encountered empirically. The application of the Durbin-Watson criteria for comparison of theoretical and experimental population trajectories produced negative correlations with all models. A test of residual value groupings for randomness showed that their distribution is non-stochastic. In consequence, we conclude that DBM dynamics cannot be explained as a result of intra-population self-regulative mechanisms only (=by any of the models tested) and that more comprehensive models are required for the explanation of DBM population dynamics.

A discrete-time adaptive control scheme for robot manipulators

NASA Technical Reports Server (NTRS)

Tarokh, M.

1990-01-01

A discrete-time model reference adaptive control scheme is developed for trajectory tracking of robot manipulators. The scheme utilizes feedback, feedforward, and auxiliary signals, obtained from joint angle measurement through simple expressions. Hyperstability theory is utilized to derive the adaptation laws for the controller gain matrices. It is shown that trajectory tracking is achieved despite gross robot parameter variation and uncertainties. The method offers considerable design flexibility and enables the designer to improve the performance of the control system by adjusting free design parameters. The discrete-time adaptation algorithm is extremely simple and is therefore suitable for real-time implementation. Simulations and experimental results are given to demonstrate the performance of the scheme.

Impact of the rail-pad multi-discrete model upon the prediction of the rail response

NASA Astrophysics Data System (ADS)

Mazilu, T.; Leu, M.

2017-08-01

Wheel/rail vibration has many technical effects such as wear of the rolling surfaces, rolling noise, settlement of the ballast and subgrade etc. This vibration is depending on the rail pad characteristic and subsequently, it is important to have an accurate overview on the relation between the rail pad characteristic and the level of the wheel/rail vibration. To this end, much theoretical and experimental research has been developed in the past, and for the theoretical approach the track model, in general, and, particularly, the rail pad model is of crucial importance. Usually, the rail pad model is discrete model one, neglecting the length of the rail pad. This fact is questionable because the sleepers span is only 4 times the rail pad length. Using the rail pad discrete model, the rail response is overestimated when the frequency of the excitation equals the pinned-pinned resonance frequency. In this paper, a multi-discrete model for the rail pad, consisting in many Kelvin-Voigt parallel systems, is inserted into an analytical model of the track. The track model is reduced to a rail taken as infinite Timoshenko beam, discretely supported via rail pad, sleeper and ballast. The influence of the number of Kelvin-Voigt systems of the rail pad model on the rail response is analysed.

Discrete Space-Time: History and Recent Developments

NASA Astrophysics Data System (ADS)

Crouse, David

2017-01-01

Discussed in this work is the long history and debate of whether space and time are discrete or continuous. Starting from Zeno of Elea and progressing to Heisenberg and others, the issues with discrete space are discussed, including: Lorentz contraction (time dilation) of the ostensibly smallest spatial (temporal) interval, maintaining isotropy, violations of causality, and conservation of energy and momentum. It is shown that there are solutions to all these issues, such that discrete space is a viable model, yet the solution require strict non-absolute space (i.e., Mach's principle) and a re-analysis of the concept of measurement and the foundations of special relativity. In developing these solutions, the long forgotten but important debate between Albert Einstein and Henri Bergson concerning time will be discussed. Also discussed is the resolution to the Weyl tile argument against discrete space; however, the solution involves a modified version of the typical distance formula. One example effect of discrete space is then discussed, namely how it necessarily imposes order upon Wheeler's quantum foam, changing the foam into a gravity crystal and yielding crystalline properties of bandgaps, Brilluoin zones and negative inertial mass for astronomical bodies.

Simulation Model for Scenario Optimization of the Ready-Mix Concrete Delivery Problem

NASA Astrophysics Data System (ADS)

Galić, Mario; Kraus, Ivan

2016-12-01

This paper introduces a discrete simulation model for solving routing and network material flow problems in construction projects. Before the description of the model a detailed literature review is provided. The model is verified using a case study of solving the ready-mix concrete network flow and routing problem in metropolitan area in Croatia. Within this study real-time input parameters were taken into account. Simulation model is structured in Enterprise Dynamics simulation software and Microsoft Excel linked with Google Maps. The model is dynamic, easily managed and adjustable, but also provides good estimation for minimization of costs and realization time in solving discrete routing and material network flow problems.

Distributed-observer-based cooperative control for synchronization of linear discrete-time multi-agent systems.

PubMed

Liang, Hongjing; Zhang, Huaguang; Wang, Zhanshan

2015-11-01

This paper considers output synchronization of discrete-time multi-agent systems with directed communication topologies. The directed communication graph contains a spanning tree and the exosystem as its root. Distributed observer-based consensus protocols are proposed, based on the relative outputs of neighboring agents. A multi-step algorithm is presented to construct the observer-based protocols. In light of the discrete-time algebraic Riccati equation and internal model principle, synchronization problem is completed. At last, numerical simulation is provided to verify the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

EnvironmentalWaveletTool: Continuous and discrete wavelet analysis and filtering for environmental time series

NASA Astrophysics Data System (ADS)

Galiana-Merino, J. J.; Pla, C.; Fernandez-Cortes, A.; Cuezva, S.; Ortiz, J.; Benavente, D.

2014-10-01

A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time-period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.

On the Importance of the Dynamics of Discretizations

NASA Technical Reports Server (NTRS)

Sweby, Peter K.; Yee, H. C.; Rai, ManMohan (Technical Monitor)

1995-01-01

It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.

Modeling and control of fuel cell based distributed generation systems

NASA Astrophysics Data System (ADS)

Jung, Jin Woo

This dissertation presents circuit models and control algorithms of fuel cell based distributed generation systems (DGS) for two DGS topologies. In the first topology, each DGS unit utilizes a battery in parallel to the fuel cell in a standalone AC power plant and a grid-interconnection. In the second topology, a Z-source converter, which employs both the L and C passive components and shoot-through zero vectors instead of the conventional DC/DC boost power converter in order to step up the DC-link voltage, is adopted for a standalone AC power supply. In Topology 1, two applications are studied: a standalone power generation (Single DGS Unit and Two DGS Units) and a grid-interconnection. First, dynamic model of the fuel cell is given based on electrochemical process. Second, two full-bridge DC to DC converters are adopted and their controllers are designed: an unidirectional full-bridge DC to DC boost converter for the fuel cell and a bidirectional full-bridge DC to DC buck/boost converter for the battery. Third, for a three-phase DC to AC inverter without or with a Delta/Y transformer, a discrete-time state space circuit model is given and two discrete-time feedback controllers are designed: voltage controller in the outer loop and current controller in the inner loop. And last, for load sharing of two DGS units and power flow control of two DGS units or the DGS connected to the grid, real and reactive power controllers are proposed. Particularly, for the grid-connected DGS application, a synchronization issue between an islanding mode and a paralleling mode to the grid is investigated, and two case studies are performed. To demonstrate the proposed circuit models and control strategies, simulation test-beds using Matlab/Simulink are constructed for each configuration of the fuel cell based DGS with a three-phase AC 120 V (L-N)/60 Hz/50 kVA and various simulation results are presented. In Topology 2, this dissertation presents system modeling, modified space vector PWM implementation (MSVPWM) and design of a closed-loop controller of the Z-source converter which utilizes L and C components and shoot-through zero vectors for the standalone AC power generation. The fuel cell system is modeled by an electrical R-C circuit in order to include slow dynamics of the fuel cells and a voltage-current characteristic of a cell is also considered. A discrete-time state space model is derived to implement digital control and a space vector pulse-width modulation (SVPWM) technique is modified to realize the shoot-through zero vectors that boost the DC-link voltage. Also, three discrete-time feedback controllers are designed: a discrete-time optimal voltage controller, a discrete-time sliding mode current controller, and a discrete-time PI DC-link voltage controller. Furthermore, an asymptotic observer is used to reduce the number of sensors and enhance the reliability of the system. To demonstrate the analyzed circuit model and proposed control strategy, various simulation results using Matlab/Simulink are presented under both light/heavy loads and linear/nonlinear loads for a three-phase AC 208 V (L-L)/60 Hz/10 kVA.

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.

Stochastic differential equation (SDE) model of opening gold share price of bursa saham malaysia

NASA Astrophysics Data System (ADS)

Hussin, F. N.; Rahman, H. A.; Bahar, A.

2017-09-01

Black and Scholes option pricing model is one of the most recognized stochastic differential equation model in mathematical finance. Two parameter estimation methods have been utilized for the Geometric Brownian model (GBM); historical and discrete method. The historical method is a statistical method which uses the property of independence and normality logarithmic return, giving out the simplest parameter estimation. Meanwhile, discrete method considers the function of density of transition from the process of diffusion normal log which has been derived from maximum likelihood method. These two methods are used to find the parameter estimates samples of Malaysians Gold Share Price data such as: Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas, and Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas Shariah. Modelling of gold share price is essential since fluctuation of gold affects worldwide economy nowadays, including Malaysia. It is found that discrete method gives the best parameter estimates than historical method due to the smallest Root Mean Square Error (RMSE) value.

Discrete-time moment closure models for epidemic spreading in populations of interacting individuals.

PubMed

Frasca, Mattia; Sharkey, Kieran J

2016-06-21

Understanding the dynamics of spread of infectious diseases between individuals is essential for forecasting the evolution of an epidemic outbreak or for defining intervention policies. The problem is addressed by many approaches including stochastic and deterministic models formulated at diverse scales (individuals, populations) and different levels of detail. Here we consider discrete-time SIR (susceptible-infectious-removed) dynamics propagated on contact networks. We derive a novel set of 'discrete-time moment equations' for the probability of the system states at the level of individual nodes and pairs of nodes. These equations form a set which we close by introducing appropriate approximations of the joint probabilities appearing in them. For the example case of SIR processes, we formulate two types of model, one assuming statistical independence at the level of individuals and one at the level of pairs. From the pair-based model we then derive a model at the level of the population which captures the behavior of epidemics on homogeneous random networks. With respect to their continuous-time counterparts, the models include a larger number of possible transitions from one state to another and joint probabilities with a larger number of individuals. The approach is validated through numerical simulation over different network topologies. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Autonomous control of production networks using a pheromone approach

NASA Astrophysics Data System (ADS)

Armbruster, D.; de Beer, C.; Freitag, M.; Jagalski, T.; Ringhofer, C.

2006-04-01

The flow of parts through a production network is usually pre-planned by a central control system. Such central control fails in presence of highly fluctuating demand and/or unforeseen disturbances. To manage such dynamic networks according to low work-in-progress and short throughput times, an autonomous control approach is proposed. Autonomous control means a decentralized routing of the autonomous parts themselves. The parts’ decisions base on backward propagated information about the throughput times of finished parts for different routes. So, routes with shorter throughput times attract parts to use this route again. This process can be compared to ants leaving pheromones on their way to communicate with following ants. The paper focuses on a mathematical description of such autonomously controlled production networks. A fluid model with limited service rates in a general network topology is derived and compared to a discrete-event simulation model. Whereas the discrete-event simulation of production networks is straightforward, the formulation of the addressed scenario in terms of a fluid model is challenging. Here it is shown, how several problems in a fluid model formulation (e.g. discontinuities) can be handled mathematically. Finally, some simulation results for the pheromone-based control with both the discrete-event simulation model and the fluid model are presented for a time-dependent influx.

Retrospective estimation of breeding phenology of American Goldfinch (Carduelis tristis) using pattern oriented modeling

EPA Science Inventory

Avian seasonal productivity is often modeled as a time-limited stochastic process. Many mathematical formulations have been proposed, including individual based models, continuous-time differential equations, and discrete Markov models. All such models typically include paramete...

Sparse Matrix Motivated Reconstruction of Far-Field Radiation Patterns

DTIC Science & Technology

2015-03-01

method for base - station antenna radiation patterns. IEEE Antennas Propagation Magazine. 2001;43(2):132. 4. Vasiliadis TG, Dimitriou D, Sergiadis JD...algorithm based on sparse representations of radiation patterns using the inverse Discrete Fourier Transform (DFT) and the inverse Discrete Cosine...patterns using a Model- Based Parameter Estimation (MBPE) technique that reduces the computational time required to model radiation patterns. Another

Discrete Emotion Effects on Lexical Decision Response Times

PubMed Central

Briesemeister, Benny B.; Kuchinke, Lars; Jacobs, Arthur M.

2011-01-01

Our knowledge about affective processes, especially concerning effects on cognitive demands like word processing, is increasing steadily. Several studies consistently document valence and arousal effects, and although there is some debate on possible interactions and different notions of valence, broad agreement on a two dimensional model of affective space has been achieved. Alternative models like the discrete emotion theory have received little interest in word recognition research so far. Using backward elimination and multiple regression analyses, we show that five discrete emotions (i.e., happiness, disgust, fear, anger and sadness) explain as much variance as two published dimensional models assuming continuous or categorical valence, with the variables happiness, disgust and fear significantly contributing to this account. Moreover, these effects even persist in an experiment with discrete emotion conditions when the stimuli are controlled for emotional valence and arousal levels. We interpret this result as evidence for discrete emotion effects in visual word recognition that cannot be explained by the two dimensional affective space account. PMID:21887307

Discrete emotion effects on lexical decision response times.

PubMed

Briesemeister, Benny B; Kuchinke, Lars; Jacobs, Arthur M

2011-01-01

Our knowledge about affective processes, especially concerning effects on cognitive demands like word processing, is increasing steadily. Several studies consistently document valence and arousal effects, and although there is some debate on possible interactions and different notions of valence, broad agreement on a two dimensional model of affective space has been achieved. Alternative models like the discrete emotion theory have received little interest in word recognition research so far. Using backward elimination and multiple regression analyses, we show that five discrete emotions (i.e., happiness, disgust, fear, anger and sadness) explain as much variance as two published dimensional models assuming continuous or categorical valence, with the variables happiness, disgust and fear significantly contributing to this account. Moreover, these effects even persist in an experiment with discrete emotion conditions when the stimuli are controlled for emotional valence and arousal levels. We interpret this result as evidence for discrete emotion effects in visual word recognition that cannot be explained by the two dimensional affective space account.

Reconstruction of the modified discrete Langevin equation from persistent time series

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

Czechowski, Zbigniew

The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.

A discrete-time chaos synchronization system for electronic locking devices

NASA Astrophysics Data System (ADS)

Minero-Ramales, G.; López-Mancilla, D.; Castañeda, Carlos E.; Huerta Cuellar, G.; Chiu Z., R.; Hugo García López, J.; Jaimes Reátegui, R.; Villafaña Rauda, E.; Posadas-Castillo, C.

2016-11-01

This paper presents a novel electronic locking key based on discrete-time chaos synchronization. Two Chen chaos generators are synchronized using the Model-Matching Approach, from non-linear control theory, in order to perform the encryption/decryption of the signal to be transmitted. A model/transmitter system is designed, generating a key of chaotic pulses in discrete-time. A plant/receiver system uses the above mentioned key to unlock the mechanism. Two alternative schemes to transmit the private chaotic key are proposed. The first one utilizes two transmission channels. One channel is used to encrypt the chaotic key and the other is used to achieve output synchronization. The second alternative uses only one transmission channel for obtaining synchronization and encryption of the chaotic key. In both cases, the private chaotic key is encrypted again with chaos to solve secure communication-related problems. The results obtained via simulations contribute to enhance the electronic locking devices.

Discretization in time gives rise to noise-induced improvement of the signal-to-noise ratio in static nonlinearities.

PubMed

Davidović, A; Huntington, E H; Frater, M R

2009-07-01

For some nonlinear systems the performance can improve with an increasing noise level. Such noise-induced improvement in static nonlinearities is of great interest for practical applications since many systems can be modeled in that way (e.g., sensors, quantizers, limiters, etc.). We present experimental evidence that noise-induced performance improvement occurs in those systems as a consequence of discretization in time with the achievable signal-to-noise ratio (SNR) gain increasing with decreasing ratio of input noise bandwidth and total measurement bandwidth. By modifying the input noise bandwidth, noise-induced improvement with SNR gain larger than unity is demonstrated in a system where it was not previously thought possible. Our experimental results bring closer two different theoretical models for the same class of nonlinearities and shed light on the behavior of static nonlinear discrete-time systems.

Variational Algorithms for Test Particle Trajectories

NASA Astrophysics Data System (ADS)

Ellison, C. Leland; Finn, John M.; Qin, Hong; Tang, William M.

2015-11-01

The theory of variational integration provides a novel framework for constructing conservative numerical methods for magnetized test particle dynamics. The retention of conservation laws in the numerical time advance captures the correct qualitative behavior of the long time dynamics. For modeling the Lorentz force system, new variational integrators have been developed that are both symplectic and electromagnetically gauge invariant. For guiding center test particle dynamics, discretization of the phase-space action principle yields multistep variational algorithms, in general. Obtaining the desired long-term numerical fidelity requires mitigation of the multistep method's parasitic modes or applying a discretization scheme that possesses a discrete degeneracy to yield a one-step method. Dissipative effects may be modeled using Lagrange-D'Alembert variational principles. Numerical results will be presented using a new numerical platform that interfaces with popular equilibrium codes and utilizes parallel hardware to achieve reduced times to solution. This work was supported by DOE Contract DE-AC02-09CH11466.

A discrete spectral analysis for determining quasi-linear viscoelastic properties of biological materials

PubMed Central

Babaei, Behzad; Abramowitch, Steven D.; Elson, Elliot L.; Thomopoulos, Stavros; Genin, Guy M.

2015-01-01

The viscoelastic behaviour of a biological material is central to its functioning and is an indicator of its health. The Fung quasi-linear viscoelastic (QLV) model, a standard tool for characterizing biological materials, provides excellent fits to most stress–relaxation data by imposing a simple form upon a material's temporal relaxation spectrum. However, model identification is challenging because the Fung QLV model's ‘box’-shaped relaxation spectrum, predominant in biomechanics applications, can provide an excellent fit even when it is not a reasonable representation of a material's relaxation spectrum. Here, we present a robust and simple discrete approach for identifying a material's temporal relaxation spectrum from stress–relaxation data in an unbiased way. Our ‘discrete QLV’ (DQLV) approach identifies ranges of time constants over which the Fung QLV model's typical box spectrum provides an accurate representation of a particular material's temporal relaxation spectrum, and is effective at providing a fit to this model. The DQLV spectrum also reveals when other forms or discrete time constants are more suitable than a box spectrum. After validating the approach against idealized and noisy data, we applied the methods to analyse medial collateral ligament stress–relaxation data and identify the strengths and weaknesses of an optimal Fung QLV fit. PMID:26609064

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009)

PubMed Central

2011-01-01

Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance. PMID:21324153

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.

The SMM Model as a Boundary Value Problem Using the Discrete Diffusion Equation

NASA Technical Reports Server (NTRS)

Campbell, Joel

2007-01-01

A generalized single step stepwise mutation model (SMM) is developed that takes into account an arbitrary initial state to a certain partial difference equation. This is solved in both the approximate continuum limit and the more exact discrete form. A time evolution model is developed for Y DNA or mtDNA that takes into account the reflective boundary modeling minimum microsatellite length and the original difference equation. A comparison is made between the more widely known continuum Gaussian model and a discrete model, which is based on modified Bessel functions of the first kind. A correction is made to the SMM model for the probability that two individuals are related that takes into account a reflecting boundary modeling minimum microsatellite length. This method is generalized to take into account the general n-step model and exact solutions are found. A new model is proposed for the step distribution.

The SMM model as a boundary value problem using the discrete diffusion equation.

PubMed

Campbell, Joel

2007-12-01

A generalized single-step stepwise mutation model (SMM) is developed that takes into account an arbitrary initial state to a certain partial difference equation. This is solved in both the approximate continuum limit and the more exact discrete form. A time evolution model is developed for Y DNA or mtDNA that takes into account the reflective boundary modeling minimum microsatellite length and the original difference equation. A comparison is made between the more widely known continuum Gaussian model and a discrete model, which is based on modified Bessel functions of the first kind. A correction is made to the SMM model for the probability that two individuals are related that takes into account a reflecting boundary modeling minimum microsatellite length. This method is generalized to take into account the general n-step model and exact solutions are found. A new model is proposed for the step distribution.

Stability and bifurcation analysis for the Kaldor-Kalecki model with a discrete delay and a distributed delay

NASA Astrophysics Data System (ADS)

Yu, Jinchen; Peng, Mingshu

2016-10-01

In this paper, a Kaldor-Kalecki model of business cycle with both discrete and distributed delays is considered. With the corresponding characteristic equation analyzed, the local stability of the positive equilibrium is investigated. It is found that there exist Hopf bifurcations when the discrete time delay passes a sequence of critical values. By applying the method of multiple scales, the explicit formulae which determine the direction of Hopf bifurcation and the stability of bifurcating periodic solutions are derived. Finally, numerical simulations are carried out to illustrate our main results.

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.

Stochastic Adaptive Estimation and Control.

DTIC Science & Technology

1994-10-26

Marcus, "Language Stability and Stabilizability of Discrete Event Dynamical Systems ," SIAM Journal on Control and Optimization, 31, September 1993...in the hierarchical control of flexible manufacturing systems ; in this problem, the model involves a hybrid process in continuous time whose state is...of the average cost control problem for discrete- time Markov processes. Our exposition covers from finite to Borel state and action spaces and

FDTD modelling of induced polarization phenomena in transient electromagnetics

NASA Astrophysics Data System (ADS)

Commer, Michael; Petrov, Peter V.; Newman, Gregory A.

2017-04-01

The finite-difference time-domain scheme is augmented in order to treat the modelling of transient electromagnetic signals containing induced polarization effects from 3-D distributions of polarizable media. Compared to the non-dispersive problem, the discrete dispersive Maxwell system contains costly convolution operators. Key components to our solution for highly digitized model meshes are Debye decomposition and composite memory variables. We revert to the popular Cole-Cole model of dispersion to describe the frequency-dependent behaviour of electrical conductivity. Its inversely Laplace-transformed Debye decomposition results in a series of time convolutions between electric field and exponential decay functions, with the latter reflecting each Debye constituents' individual relaxation time. These function types in the discrete-time convolution allow for their substitution by memory variables, annihilating the otherwise prohibitive computing demands. Numerical examples demonstrate the efficiency and practicality of our algorithm.

Discrete time modeling and stability analysis of TCP Vegas

NASA Astrophysics Data System (ADS)

You, Byungyong; Koo, Kyungmo; Lee, Jin S.

2007-12-01

This paper presents an analysis method for TCP Vegas network model with single link and single source. Some papers showed global stability of several network models, but those models are not a dual problem where dynamics both exist in sources and links such as TCP Vegas. Other papers studied TCP Vegas as a dual problem, but it did not fully derive an asymptotic stability region. Therefore we analyze TCP Vegas with Jury's criterion which is necessary and sufficient condition. So we use state space model in discrete time and by using Jury's criterion, we could find an asymptotic stability region of TCP Vegas network model. This result is verified by ns-2 simulation. And by comparing with other results, we could know our method performed well.

Lagrangian approach to the Barrett-Crane spin foam model

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

Bonzom, Valentin; Laboratoire de Physique, ENS Lyon, CNRS UMR 5672, 46 Allee d'Italie, 69007 Lyon; Livine, Etera R.

2009-03-15

We provide the Barrett-Crane spin foam model for quantum gravity with a discrete action principle, consisting in the usual BF term with discretized simplicity constraints which in the continuum turn topological BF theory into gravity. The setting is the same as usually considered in the literature: space-time is cut into 4-simplices, the connection describes how to glue these 4-simplices together and the action is a sum of terms depending on the holonomies around each triangle. We impose the discretized simplicity constraints on disjoint tetrahedra and we show how the Lagrange multipliers distort the parallel transport and the correlations between neighboringmore » simplices. We then construct the discretized BF action using a noncommutative * product between SU(2) plane waves. We show how this naturally leads to the Barrett-Crane model. This clears up the geometrical meaning of the model. We discuss the natural generalization of this action principle and the spin foam models it leads to. We show how the recently introduced spin foam fusion coefficients emerge with a nontrivial measure. In particular, we recover the Engle-Pereira-Rovelli spin foam model by weakening the discretized simplicity constraints. Finally, we identify the two sectors of Plebanski's theory and we give the analog of the Barrett-Crane model in the nongeometric sector.« less

Qubit models of weak continuous measurements: markovian conditional and open-system dynamics

NASA Astrophysics Data System (ADS)

Gross, Jonathan A.; Caves, Carlton M.; Milburn, Gerard J.; Combes, Joshua

2018-04-01

In this paper we approach the theory of continuous measurements and the associated unconditional and conditional (stochastic) master equations from the perspective of quantum information and quantum computing. We do so by showing how the continuous-time evolution of these master equations arises from discretizing in time the interaction between a system and a probe field and by formulating quantum-circuit diagrams for the discretized evolution. We then reformulate this interaction by replacing the probe field with a bath of qubits, one for each discretized time segment, reproducing all of the standard quantum-optical master equations. This provides an economical formulation of the theory, highlighting its fundamental underlying assumptions.

Parallel numerical modeling of hybrid-dimensional compositional non-isothermal Darcy flows in fractured porous media

NASA Astrophysics Data System (ADS)

Xing, F.; Masson, R.; Lopez, S.

2017-09-01

This paper introduces a new discrete fracture model accounting for non-isothermal compositional multiphase Darcy flows and complex networks of fractures with intersecting, immersed and non-immersed fractures. The so called hybrid-dimensional model using a 2D model in the fractures coupled with a 3D model in the matrix is first derived rigorously starting from the equi-dimensional matrix fracture model. Then, it is discretized using a fully implicit time integration combined with the Vertex Approximate Gradient (VAG) finite volume scheme which is adapted to polyhedral meshes and anisotropic heterogeneous media. The fully coupled systems are assembled and solved in parallel using the Single Program Multiple Data (SPMD) paradigm with one layer of ghost cells. This strategy allows for a local assembly of the discrete systems. An efficient preconditioner is implemented to solve the linear systems at each time step and each Newton type iteration of the simulation. The numerical efficiency of our approach is assessed on different meshes, fracture networks, and physical settings in terms of parallel scalability, nonlinear convergence and linear convergence.

Generalized Processing Tree Models: Jointly Modeling Discrete and Continuous Variables.

PubMed

Heck, Daniel W; Erdfelder, Edgar; Kieslich, Pascal J

2018-05-24

Multinomial processing tree models assume that discrete cognitive states determine observed response frequencies. Generalized processing tree (GPT) models extend this conceptual framework to continuous variables such as response times, process-tracing measures, or neurophysiological variables. GPT models assume finite-mixture distributions, with weights determined by a processing tree structure, and continuous components modeled by parameterized distributions such as Gaussians with separate or shared parameters across states. We discuss identifiability, parameter estimation, model testing, a modeling syntax, and the improved precision of GPT estimates. Finally, a GPT version of the feature comparison model of semantic categorization is applied to computer-mouse trajectories.

Modeling and control of operator functional state in a unified framework of fuzzy inference petri nets.

PubMed

Zhang, Jian-Hua; Xia, Jia-Jun; Garibaldi, Jonathan M; Groumpos, Petros P; Wang, Ru-Bin

2017-06-01

In human-machine (HM) hybrid control systems, human operator and machine cooperate to achieve the control objectives. To enhance the overall HM system performance, the discrete manual control task-load by the operator must be dynamically allocated in accordance with continuous-time fluctuation of psychophysiological functional status of the operator, so-called operator functional state (OFS). The behavior of the HM system is hybrid in nature due to the co-existence of discrete task-load (control) variable and continuous operator performance (system output) variable. Petri net is an effective tool for modeling discrete event systems, but for hybrid system involving discrete dynamics, generally Petri net model has to be extended. Instead of using different tools to represent continuous and discrete components of a hybrid system, this paper proposed a method of fuzzy inference Petri nets (FIPN) to represent the HM hybrid system comprising a Mamdani-type fuzzy model of OFS and a logical switching controller in a unified framework, in which the task-load level is dynamically reallocated between the operator and machine based on the model-predicted OFS. Furthermore, this paper used a multi-model approach to predict the operator performance based on three electroencephalographic (EEG) input variables (features) via the Wang-Mendel (WM) fuzzy modeling method. The membership function parameters of fuzzy OFS model for each experimental participant were optimized using artificial bee colony (ABC) evolutionary algorithm. Three performance indices, RMSE, MRE, and EPR, were computed to evaluate the overall modeling accuracy. Experiment data from six participants are analyzed. The results show that the proposed method (FIPN with adaptive task allocation) yields lower breakdown rate (from 14.8% to 3.27%) and higher human performance (from 90.30% to 91.99%). The simulation results of the FIPN-based adaptive HM (AHM) system on six experimental participants demonstrate that the FIPN framework provides an effective way to model and regulate/optimize the OFS in HM hybrid systems composed of continuous-time OFS model and discrete-event switching controller. Copyright © 2017 Elsevier B.V. All rights reserved.

Hybrid Markov-mass action law model for cell activation by rare binding events: Application to calcium induced vesicular release at neuronal synapses.

PubMed

Guerrier, Claire; Holcman, David

2016-10-18

Binding of molecules, ions or proteins to small target sites is a generic step of cell activation. This process relies on rare stochastic events where a particle located in a large bulk has to find small and often hidden targets. We present here a hybrid discrete-continuum model that takes into account a stochastic regime governed by rare events and a continuous regime in the bulk. The rare discrete binding events are modeled by a Markov chain for the encounter of small targets by few Brownian particles, for which the arrival time is Poissonian. The large ensemble of particles is described by mass action laws. We use this novel model to predict the time distribution of vesicular release at neuronal synapses. Vesicular release is triggered by the binding of few calcium ions that can originate either from the synaptic bulk or from the entry through calcium channels. We report here that the distribution of release time is bimodal although it is triggered by a single fast action potential. While the first peak follows a stimulation, the second corresponds to the random arrival over much longer time of ions located in the synaptic terminal to small binding vesicular targets. To conclude, the present multiscale stochastic modeling approach allows studying cellular events based on integrating discrete molecular events over several time scales.

Causal Set Phenomenology

NASA Astrophysics Data System (ADS)

Philpott, Lydia

2010-09-01

Central to the development of any new theory is the investigation of the observable consequences of the theory. In the search for quantum gravity, research in phenomenology has been dominated by models violating Lorentz invariance (LI) -- despite there being, at present, no evidence that LI is violated. Causal set theory is a LI candidate theory of QG that seeks not to quantise gravity as such, but rather to develop a new understanding of the universe from which both GR and QM could arise separately. The key hypothesis is that spacetime is a discrete partial order: a set of events where the partial ordering is the physical causal ordering between the events. This thesis investigates Lorentz invariant QG phenomenology motivated by the causal set approach. Massive particles propagating in a discrete spacetime will experience diffusion in both position and momentum in proper time. This thesis considers this idea in more depth, providing a rigorous derivation of the diffusion equation in terms of observable cosmic time. The diffusion behaviour does not depend on any particular underlying particle model. Simulations of three different models are conducted, revealing behaviour that matches the diffusion equation despite limitations on the size of causal set simulated. The effect of spacetime discreteness on the behaviour of massless particles is also investigated. Diffusion equations in both affine time and cosmic time are derived, and it is found that massless particles undergo diffusion and drift in energy. Constraints are placed on the magnitudes of the drift and diffusion parameters by considering the blackbody nature of the CMB. Spacetime discreteness also has a potentially observable effect on photon polarisation. For linearly polarised photons, underlying discreteness is found to cause a rotation in polarisation angle and a suppression in overall polarisation.

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

Ng, B

This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.

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.

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

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

Discrete time modelization of human pilot behavior

NASA Technical Reports Server (NTRS)

Cavalli, D.; Soulatges, D.

1975-01-01

This modelization starts from the following hypotheses: pilot's behavior is a time discrete process, he can perform only one task at a time and his operating mode depends on the considered flight subphase. Pilot's behavior was observed using an electro oculometer and a simulator cockpit. A FORTRAN program has been elaborated using two strategies. The first one is a Markovian process in which the successive instrument readings are governed by a matrix of conditional probabilities. In the second one, strategy is an heuristic process and the concepts of mental load and performance are described. The results of the two aspects have been compared with simulation data.

Classical integrable defects as quasi Bäcklund transformations

NASA Astrophysics Data System (ADS)

Doikou, Anastasia

2016-10-01

We consider the algebraic setting of classical defects in discrete and continuous integrable theories. We derive the ;equations of motion; on the defect point via the space-like and time-like description. We then exploit the structural similarity of these equations with the discrete and continuous Bäcklund transformations. And although these equations are similar they are not exactly the same to the Bäcklund transformations. We also consider specific examples of integrable models to demonstrate our construction, i.e. the Toda chain and the sine-Gordon model. The equations of the time (space) evolution of the defect (discontinuity) degrees of freedom for these models are explicitly derived.

Modeling commodity salam contract between two parties for discrete and continuous time series

NASA Astrophysics Data System (ADS)

Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd

2017-08-01

In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.

Hybrid stochastic simplifications for multiscale gene networks.

PubMed

Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

2009-09-07

Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

Discrete-time modelling of musical instruments

NASA Astrophysics Data System (ADS)

Välimäki, Vesa; Pakarinen, Jyri; Erkut, Cumhur; Karjalainen, Matti

2006-01-01

This article describes physical modelling techniques that can be used for simulating musical instruments. The methods are closely related to digital signal processing. They discretize the system with respect to time, because the aim is to run the simulation using a computer. The physics-based modelling methods can be classified as mass-spring, modal, wave digital, finite difference, digital waveguide and source-filter models. We present the basic theory and a discussion on possible extensions for each modelling technique. For some methods, a simple model example is chosen from the existing literature demonstrating a typical use of the method. For instance, in the case of the digital waveguide modelling technique a vibrating string model is discussed, and in the case of the wave digital filter technique we present a classical piano hammer model. We tackle some nonlinear and time-varying models and include new results on the digital waveguide modelling of a nonlinear string. Current trends and future directions in physical modelling of musical instruments are discussed.

Using a new discretization approach to design a delayed LQG controller

NASA Astrophysics Data System (ADS)

Haraguchi, M.; Hu, H. Y.

2008-07-01

In general, discrete-time controls have become more and more preferable in engineering because of their easy implementation and simple computations. However, the available discretization approaches for the systems having time delays increase the system dimensions and have a high computational cost. This paper presents an effective discretization approach for the continuous-time systems with an input delay. The approach enables one to transform the input-delay system into a delay-free system, but retain the system dimensions unchanged in the state transformation. To demonstrate an application of the approach, this paper presents the design of an LQ regulator for continuous-time systems with an input delay and gives a state observer with a Kalman filter for estimating the full-state vector from some measurements of the system as well. The case studies in the paper well support the efficacy and efficiency of the proposed approach applied to the vibration control of a three-story structure model with the actuator delay taken into account.

A generic discrete-event simulation model for outpatient clinics in a large public hospital.

PubMed

Weerawat, Waressara; Pichitlamken, Juta; Subsombat, Peerapong

2013-01-01

The orthopedic outpatient department (OPD) ward in a large Thai public hospital is modeled using Discrete-Event Stochastic (DES) simulation. Key Performance Indicators (KPIs) are used to measure effects across various clinical operations during different shifts throughout the day. By considering various KPIs such as wait times to see doctors, percentage of patients who can see a doctor within a target time frame, and the time that the last patient completes their doctor consultation, bottlenecks are identified and resource-critical clinics can be prioritized. The simulation model quantifies the chronic, high patient congestion that is prevalent amongst Thai public hospitals with very high patient-to-doctor ratios. Our model can be applied across five different OPD wards by modifying the model parameters. Throughout this work, we show how DES models can be used as decision-support tools for hospital management.

The ultimatum game: Discrete vs. continuous offers

NASA Astrophysics Data System (ADS)

Dishon-Berkovits, Miriam; Berkovits, Richard

2014-09-01

In many experimental setups in social-sciences, psychology and economy the subjects are requested to accept or dispense monetary compensation which is usually given in discrete units. Using computer and mathematical modeling we show that in the framework of studying the dynamics of acceptance of proposals in the ultimatum game, the long time dynamics of acceptance of offers in the game are completely different for discrete vs. continuous offers. For discrete values the dynamics follow an exponential behavior. However, for continuous offers the dynamics are described by a power-law. This is shown using an agent based computer simulation as well as by utilizing an analytical solution of a mean-field equation describing the model. These findings have implications to the design and interpretation of socio-economical experiments beyond the ultimatum game.

A fast algorithm for forward-modeling of gravitational fields in spherical coordinates with 3D Gauss-Legendre quadrature

NASA Astrophysics Data System (ADS)

Zhao, G.; Liu, J.; Chen, B.; Guo, R.; Chen, L.

2017-12-01

Forward modeling of gravitational fields at large-scale requires to consider the curvature of the Earth and to evaluate the Newton's volume integral in spherical coordinates. To acquire fast and accurate gravitational effects for subsurface structures, subsurface mass distribution is usually discretized into small spherical prisms (called tesseroids). The gravity fields of tesseroids are generally calculated numerically. One of the commonly used numerical methods is the 3D Gauss-Legendre quadrature (GLQ). However, the traditional GLQ integration suffers from low computational efficiency and relatively poor accuracy when the observation surface is close to the source region. We developed a fast and high accuracy 3D GLQ integration based on the equivalence of kernel matrix, adaptive discretization and parallelization using OpenMP. The equivalence of kernel matrix strategy increases efficiency and reduces memory consumption by calculating and storing the same matrix elements in each kernel matrix just one time. In this method, the adaptive discretization strategy is used to improve the accuracy. The numerical investigations show that the executing time of the proposed method is reduced by two orders of magnitude compared with the traditional method that without these optimized strategies. High accuracy results can also be guaranteed no matter how close the computation points to the source region. In addition, the algorithm dramatically reduces the memory requirement by N times compared with the traditional method, where N is the number of discretization of the source region in the longitudinal direction. It makes the large-scale gravity forward modeling and inversion with a fine discretization possible.

Computationally efficient approach for solving time dependent diffusion equation with discrete temporal convolution applied to granular particles of battery electrodes

NASA Astrophysics Data System (ADS)

Senegačnik, Jure; Tavčar, Gregor; Katrašnik, Tomaž

2015-03-01

The paper presents a computationally efficient method for solving the time dependent diffusion equation in a granule of the Li-ion battery's granular solid electrode. The method, called Discrete Temporal Convolution method (DTC), is based on a discrete temporal convolution of the analytical solution of the step function boundary value problem. This approach enables modelling concentration distribution in the granular particles for arbitrary time dependent exchange fluxes that do not need to be known a priori. It is demonstrated in the paper that the proposed method features faster computational times than finite volume/difference methods and Padé approximation at the same accuracy of the results. It is also demonstrated that all three addressed methods feature higher accuracy compared to the quasi-steady polynomial approaches when applied to simulate the current densities variations typical for mobile/automotive applications. The proposed approach can thus be considered as one of the key innovative methods enabling real-time capability of the multi particle electrochemical battery models featuring spatial and temporal resolved particle concentration profiles.

Bayesian functional integral method for inferring continuous data from discrete measurements.

PubMed

Heuett, William J; Miller, Bernard V; Racette, Susan B; Holloszy, John O; Chow, Carson C; Periwal, Vipul

2012-02-08

Inference of the insulin secretion rate (ISR) from C-peptide measurements as a quantification of pancreatic β-cell function is clinically important in diseases related to reduced insulin sensitivity and insulin action. ISR derived from C-peptide concentration is an example of nonparametric Bayesian model selection where a proposed ISR time-course is considered to be a "model". An inferred value of inaccessible continuous variables from discrete observable data is often problematic in biology and medicine, because it is a priori unclear how robust the inference is to the deletion of data points, and a closely related question, how much smoothness or continuity the data actually support. Predictions weighted by the posterior distribution can be cast as functional integrals as used in statistical field theory. Functional integrals are generally difficult to evaluate, especially for nonanalytic constraints such as positivity of the estimated parameters. We propose a computationally tractable method that uses the exact solution of an associated likelihood function as a prior probability distribution for a Markov-chain Monte Carlo evaluation of the posterior for the full model. As a concrete application of our method, we calculate the ISR from actual clinical C-peptide measurements in human subjects with varying degrees of insulin sensitivity. Our method demonstrates the feasibility of functional integral Bayesian model selection as a practical method for such data-driven inference, allowing the data to determine the smoothing timescale and the width of the prior probability distribution on the space of models. In particular, our model comparison method determines the discrete time-step for interpolation of the unobservable continuous variable that is supported by the data. Attempts to go to finer discrete time-steps lead to less likely models. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Predicting Flood in Perlis Using Ant Colony Optimization

NASA Astrophysics Data System (ADS)

Nadia Sabri, Syaidatul; Saian, Rizauddin

2017-06-01

Flood forecasting is widely being studied in order to reduce the effect of flood such as loss of property, loss of life and contamination of water supply. Usually flood occurs due to continuous heavy rainfall. This study used a variant of Ant Colony Optimization (ACO) algorithm named the Ant-Miner to develop the classification prediction model to predict flood. However, since Ant-Miner only accept discrete data, while rainfall data is a time series data, a pre-processing steps is needed to discretize the rainfall data initially. This study used a technique called the Symbolic Aggregate Approximation (SAX) to convert the rainfall time series data into discrete data. As an addition, Simple K-Means algorithm was used to cluster the data produced by SAX. The findings show that the predictive accuracy of the classification prediction model is more than 80%.

The incorrect usage of singular spectral analysis and discrete wavelet transform in hybrid models to predict hydrological time series

NASA Astrophysics Data System (ADS)

Du, Kongchang; Zhao, Ying; Lei, Jiaqiang

2017-09-01

In hydrological time series prediction, singular spectrum analysis (SSA) and discrete wavelet transform (DWT) are widely used as preprocessing techniques for artificial neural network (ANN) and support vector machine (SVM) predictors. These hybrid or ensemble models seem to largely reduce the prediction error. In current literature researchers apply these techniques to the whole observed time series and then obtain a set of reconstructed or decomposed time series as inputs to ANN or SVM. However, through two comparative experiments and mathematical deduction we found the usage of SSA and DWT in building hybrid models is incorrect. Since SSA and DWT adopt 'future' values to perform the calculation, the series generated by SSA reconstruction or DWT decomposition contain information of 'future' values. These hybrid models caused incorrect 'high' prediction performance and may cause large errors in practice.

Numerical solution of the time fractional reaction-diffusion equation with a moving boundary

NASA Astrophysics Data System (ADS)

Zheng, Minling; Liu, Fawang; Liu, Qingxia; Burrage, Kevin; Simpson, Matthew J.

2017-06-01

A fractional reaction-diffusion model with a moving boundary is presented in this paper. An efficient numerical method is constructed to solve this moving boundary problem. Our method makes use of a finite difference approximation for the temporal discretization, and spectral approximation for the spatial discretization. The stability and convergence of the method is studied, and the errors of both the semi-discrete and fully-discrete schemes are derived. Numerical examples, motivated by problems from developmental biology, show a good agreement with the theoretical analysis and illustrate the efficiency of our method.

Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

PubMed

Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

2018-07-01

Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory.

PubMed

Purvine, Emilie; Monson, Kyle; Jurrus, Elizabeth; Star, Keith; Baker, Nathan A

2016-08-25

There are several applications in computational biophysics that require the optimization of discrete interacting states, for example, amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of "maximum flow-minimum cut" graph analysis. The interaction energy graph, a graph in which vertices (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered.

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory

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

Purvine, Emilie AH; Monson, Kyle E.; Jurrus, Elizabeth R.

There are several applications in computational biophysics which require the optimization of discrete interacting states; e.g., amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial-time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of maximum flow-minimum cut graph analysis. The interaction energy graph, a graph in which verticesmore » (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein, and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial-time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered.« less

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory

PubMed Central

Purvine, Emilie; Monson, Kyle; Jurrus, Elizabeth; Star, Keith; Baker, Nathan A.

2016-01-01

There are several applications in computational biophysics which require the optimization of discrete interacting states; e.g., amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial-time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of “maximum flow-minimum cut” graph analysis. The interaction energy graph, a graph in which vertices (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein, and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial-time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered. PMID:27089174

Fast Mix Table Construction for Material Discretization

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

Johnson, Seth R

2013-01-01

An effective hybrid Monte Carlo--deterministic implementation typically requires the approximation of a continuous geometry description with a discretized piecewise-constant material field. The inherent geometry discretization error can be reduced somewhat by using material mixing, where multiple materials inside a discrete mesh voxel are homogenized. Material mixing requires the construction of a ``mix table,'' which stores the volume fractions in every mixture so that multiple voxels with similar compositions can reference the same mixture. Mix table construction is a potentially expensive serial operation for large problems with many materials and voxels. We formulate an efficient algorithm to construct a sparse mix table inmore » $$O(\\text{number of voxels}\\times \\log \\text{number of mixtures})$$ time. The new algorithm is implemented in ADVANTG and used to discretize continuous geometries onto a structured Cartesian grid. When applied to an end-of-life MCNP model of the High Flux Isotope Reactor with 270 distinct materials, the new method improves the material mixing time by a factor of 100 compared to a naive mix table implementation.« less

Bivariate spline solution of time dependent nonlinear PDE for a population density over irregular domains.

PubMed

Gutierrez, Juan B; Lai, Ming-Jun; Slavov, George

2015-12-01

We study a time dependent partial differential equation (PDE) which arises from classic models in ecology involving logistic growth with Allee effect by introducing a discrete weak solution. Existence, uniqueness and stability of the discrete weak solutions are discussed. We use bivariate splines to approximate the discrete weak solution of the nonlinear PDE. A computational algorithm is designed to solve this PDE. A convergence analysis of the algorithm is presented. We present some simulations of population development over some irregular domains. Finally, we discuss applications in epidemiology and other ecological problems. Copyright © 2015 Elsevier Inc. All rights reserved.

The use of simple reparameterizations to improve the efficiency of Markov chain Monte Carlo estimation for multilevel models with applications to discrete time survival models.

PubMed

Browne, William J; Steele, Fiona; Golalizadeh, Mousa; Green, Martin J

2009-06-01

We consider the application of Markov chain Monte Carlo (MCMC) estimation methods to random-effects models and in particular the family of discrete time survival models. Survival models can be used in many situations in the medical and social sciences and we illustrate their use through two examples that differ in terms of both substantive area and data structure. A multilevel discrete time survival analysis involves expanding the data set so that the model can be cast as a standard multilevel binary response model. For such models it has been shown that MCMC methods have advantages in terms of reducing estimate bias. However, the data expansion results in very large data sets for which MCMC estimation is often slow and can produce chains that exhibit poor mixing. Any way of improving the mixing will result in both speeding up the methods and more confidence in the estimates that are produced. The MCMC methodological literature is full of alternative algorithms designed to improve mixing of chains and we describe three reparameterization techniques that are easy to implement in available software. We consider two examples of multilevel survival analysis: incidence of mastitis in dairy cattle and contraceptive use dynamics in Indonesia. For each application we show where the reparameterization techniques can be used and assess their performance.

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.

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.

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

Modeling logistic performance in quantitative microbial risk assessment.

PubMed

Rijgersberg, Hajo; Tromp, Seth; Jacxsens, Liesbeth; Uyttendaele, Mieke

2010-01-01

In quantitative microbial risk assessment (QMRA), food safety in the food chain is modeled and simulated. In general, prevalences, concentrations, and numbers of microorganisms in media are investigated in the different steps from farm to fork. The underlying rates and conditions (such as storage times, temperatures, gas conditions, and their distributions) are determined. However, the logistic chain with its queues (storages, shelves) and mechanisms for ordering products is usually not taken into account. As a consequence, storage times-mutually dependent in successive steps in the chain-cannot be described adequately. This may have a great impact on the tails of risk distributions. Because food safety risks are generally very small, it is crucial to model the tails of (underlying) distributions as accurately as possible. Logistic performance can be modeled by describing the underlying planning and scheduling mechanisms in discrete-event modeling. This is common practice in operations research, specifically in supply chain management. In this article, we present the application of discrete-event modeling in the context of a QMRA for Listeria monocytogenes in fresh-cut iceberg lettuce. We show the potential value of discrete-event modeling in QMRA by calculating logistic interventions (modifications in the logistic chain) and determining their significance with respect to food safety.

An error bound for a discrete reduced order model of a linear multivariable system

NASA Technical Reports Server (NTRS)

Al-Saggaf, Ubaid M.; Franklin, Gene F.

1987-01-01

The design of feasible controllers for high dimension multivariable systems can be greatly aided by a method of model reduction. In order for the design based on the order reduction to include a guarantee of stability, it is sufficient to have a bound on the model error. Previous work has provided such a bound for continuous-time systems for algorithms based on balancing. In this note an L-infinity bound is derived for model error for a method of order reduction of discrete linear multivariable systems based on balancing.

On modeling animal movements using Brownian motion with measurement error.

PubMed

Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun

2014-02-01

Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.

Mathematical analysis of a nutrient-plankton system with delay.

PubMed

Rehim, Mehbuba; Zhang, Zhenzhen; Muhammadhaji, Ahmadjan

2016-01-01

A mathematical model describing the interaction of nutrient-plankton is investigated in this paper. In order to account for the time needed by the phytoplankton to mature after which they can release toxins, a discrete time delay is incorporated into the system. Moreover, it is also taken into account discrete time delays which indicates the partially recycled nutrient decomposed by bacteria after the death of biomass. In the first part of our analysis the sufficient conditions ensuring local and global asymptotic stability of the model are obtained. Next, the existence of the Hopf bifurcation as time delay crosses a threshold value is established and, meanwhile, the phenomenon of stability switches is found under certain conditions. Numerical simulations are presented to illustrate the analytical results.

Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market

NASA Astrophysics Data System (ADS)

Kuroda, Koji; Maskawa, Jun-ichi; Murai, Joshin

2013-08-01

Empirical studies of the high frequency data in stock markets show that the time series of trade signs or signed volumes has a long memory property. In this paper, we present a discrete time stochastic process for polymer model which describes trader's trading strategy, and show that a scale limit of the process converges to superposition of fractional Brownian motions with Hurst exponents and Brownian motion, provided that the index γ of the time scale about the trader's investment strategy coincides with the index δ of the interaction range in the discrete time process. The main tool for the investigation is the method of cluster expansion developed in the mathematical study of statistical mechanics.

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

Essentially Entropic Lattice Boltzmann Model

NASA Astrophysics Data System (ADS)

Atif, Mohammad; Kolluru, Praveen Kumar; Thantanapally, Chakradhar; Ansumali, Santosh

2017-12-01

The entropic lattice Boltzmann model (ELBM), a discrete space-time kinetic theory for hydrodynamics, ensures nonlinear stability via the discrete time version of the second law of thermodynamics (the H theorem). Compliance with the H theorem is numerically enforced in this methodology and involves a search for the maximal discrete path length corresponding to the zero dissipation state by iteratively solving a nonlinear equation. We demonstrate that an exact solution for the path length can be obtained by assuming a natural criterion of negative entropy change, thereby reducing the problem to solving an inequality. This inequality is solved by creating a new framework for construction of Padé approximants via quadrature on appropriate convex function. This exact solution also resolves the issue of indeterminacy in case of nonexistence of the entropic involution step. Since our formulation is devoid of complex mathematical library functions, the computational cost is drastically reduced. To illustrate this, we have simulated a model setup of flow over the NACA-0012 airfoil at a Reynolds number of 2.88 ×106.

Study of discrete-particle effects in a one-dimensional plasma simulation with the Krook type collision model

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

Lai, Po-Yen; Chen, Liu; Institute for Fusion Theory and Simulation, Zhejiang University, 310027 Hangzhou

2015-09-15

The thermal relaxation time of a one-dimensional plasma has been demonstrated to scale with N{sub D}{sup 2} due to discrete particle effects by collisionless particle-in-cell (PIC) simulations, where N{sub D} is the particle number in a Debye length. The N{sub D}{sup 2} scaling is consistent with the theoretical analysis based on the Balescu-Lenard-Landau kinetic equation. However, it was found that the thermal relaxation time is anomalously shortened to scale with N{sub D} while externally introducing the Krook type collision model in the one-dimensional electrostatic PIC simulation. In order to understand the discrete particle effects enhanced by the Krook type collisionmore » model, the superposition principle of dressed test particles was applied to derive the modified Balescu-Lenard-Landau kinetic equation. The theoretical results are shown to be in good agreement with the simulation results when the collisional effects dominate the plasma system.« less

An Advanced Simulation Framework for Parallel Discrete-Event Simulation

NASA Technical Reports Server (NTRS)

Li, P. P.; Tyrrell, R. Yeung D.; Adhami, N.; Li, T.; Henry, H.

1994-01-01

Discrete-event simulation (DEVS) users have long been faced with a three-way trade-off of balancing execution time, model fidelity, and number of objects simulated. Because of the limits of computer processing power the analyst is often forced to settle for less than desired performances in one or more of these areas.

Discrete-time pilot model. [human dynamics and digital simulation

NASA Technical Reports Server (NTRS)

Cavalli, D.

1978-01-01

Pilot behavior is considered as a discrete-time process where the decision making has a sequential nature. This model differs from both the quasilinear model which follows from classical control theory and from the optimal control model which considers the human operator as a Kalman estimator-predictor. An additional factor considered is that the pilot's objective may not be adequately formulated as a quadratic cost functional to be minimized, but rather as a more fuzzy measure of the closeness with which the aircraft follows a reference trajectory. All model parameters, in the digital program simulating the pilot's behavior, were successfully compared in terms of standard-deviation and performance with those of professional pilots in IFR configuration. The first practical application of the model was in the study of its performance degradation when the aircraft model static margin decreases.

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

NASA Technical Reports Server (NTRS)

Silva, Walter A.

1997-01-01

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Theodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modern three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

NASA Technical Reports Server (NTRS)

Silva, Walter A.

1997-01-01

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Tbeodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modem three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Discrete event simulation tool for analysis of qualitative models of continuous processing systems

NASA Technical Reports Server (NTRS)

Malin, Jane T. (Inventor); Basham, Bryan D. (Inventor); Harris, Richard A. (Inventor)

1990-01-01

An artificial intelligence design and qualitative modeling tool is disclosed for creating computer models and simulating continuous activities, functions, and/or behavior using developed discrete event techniques. Conveniently, the tool is organized in four modules: library design module, model construction module, simulation module, and experimentation and analysis. The library design module supports the building of library knowledge including component classes and elements pertinent to a particular domain of continuous activities, functions, and behavior being modeled. The continuous behavior is defined discretely with respect to invocation statements, effect statements, and time delays. The functionality of the components is defined in terms of variable cluster instances, independent processes, and modes, further defined in terms of mode transition processes and mode dependent processes. Model construction utilizes the hierarchy of libraries and connects them with appropriate relations. The simulation executes a specialized initialization routine and executes events in a manner that includes selective inherency of characteristics through a time and event schema until the event queue in the simulator is emptied. The experimentation and analysis module supports analysis through the generation of appropriate log files and graphics developments and includes the ability of log file comparisons.

A necessary condition for dispersal driven growth of populations with discrete patch dynamics.

PubMed

Guiver, Chris; Packman, David; Townley, Stuart

2017-07-07

We revisit the question of when can dispersal-induced coupling between discrete sink populations cause overall population growth? Such a phenomenon is called dispersal driven growth and provides a simple explanation of how dispersal can allow populations to persist across discrete, spatially heterogeneous, environments even when individual patches are adverse or unfavourable. For two classes of mathematical models, one linear and one non-linear, we provide necessary conditions for dispersal driven growth in terms of the non-existence of a common linear Lyapunov function, which we describe. Our approach draws heavily upon the underlying positive dynamical systems structure. Our results apply to both discrete- and continuous-time models. The theory is illustrated with examples and both biological and mathematical conclusions are drawn. Copyright © 2017 The Authors. Published by Elsevier Ltd.. All rights reserved.

Quantum trilogy: discrete Toda, Y-system and chaos

NASA Astrophysics Data System (ADS)

Yamazaki, Masahito

2018-02-01

We discuss a discretization of the quantum Toda field theory associated with a semisimple finite-dimensional Lie algebra or a tamely-laced infinite-dimensional Kac-Moody algebra G, generalizing the previous construction of discrete quantum Liouville theory for the case G  =  A 1. The model is defined on a discrete two-dimensional lattice, whose spatial direction is of length L. In addition we also find a ‘discretized extra dimension’ whose width is given by the rank r of G, which decompactifies in the large r limit. For the case of G  =  A N or AN-1(1) , we find a symmetry exchanging L and N under appropriate spatial boundary conditions. The dynamical time evolution rule of the model is quantizations of the so-called Y-system, and the theory can be well described by the quantum cluster algebra. We discuss possible implications for recent discussions of quantum chaos, and comment on the relation with the quantum higher Teichmüller theory of type A N .

On time discretizations for the simulation of the batch settling-compression process in one dimension.

PubMed

Bürger, Raimund; Diehl, Stefan; Mejías, Camilo

2016-01-01

The main purpose of the recently introduced Bürger-Diehl simulation model for secondary settling tanks was to resolve spatial discretization problems when both hindered settling and the phenomena of compression and dispersion are included. Straightforward time integration unfortunately means long computational times. The next step in the development is to introduce and investigate time-integration methods for more efficient simulations, but where other aspects such as implementation complexity and robustness are equally considered. This is done for batch settling simulations. The key findings are partly a new time-discretization method and partly its comparison with other specially tailored and standard methods. Several advantages and disadvantages for each method are given. One conclusion is that the new linearly implicit method is easier to implement than another one (semi-implicit method), but less efficient based on two types of batch sedimentation tests.

Hybrid stochastic simplifications for multiscale gene networks

PubMed Central

Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

2009-01-01

Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach. PMID:19735554

Dynamic mortar finite element method for modeling of shear rupture on frictional rough surfaces

NASA Astrophysics Data System (ADS)

Tal, Yuval; Hager, Bradford H.

2017-09-01

This paper presents a mortar-based finite element formulation for modeling the dynamics of shear rupture on rough interfaces governed by slip-weakening and rate and state (RS) friction laws, focusing on the dynamics of earthquakes. The method utilizes the dual Lagrange multipliers and the primal-dual active set strategy concepts, together with a consistent discretization and linearization of the contact forces and constraints, and the friction laws to obtain a semi-smooth Newton method. The discretization of the RS friction law involves a procedure to condense out the state variables, thus eliminating the addition of another set of unknowns into the system. Several numerical examples of shear rupture on frictional rough interfaces demonstrate the efficiency of the method and examine the effects of the different time discretization schemes on the convergence, energy conservation, and the time evolution of shear traction and slip rate.

Tracking vortices in superconductors: Extracting singularities from a discretized complex scalar field evolving in time

DOE PAGES

Phillips, Carolyn L.; Guo, Hanqi; Peterka, Tom; ...

2016-02-19

In type-II superconductors, the dynamics of magnetic flux vortices determine their transport properties. In the Ginzburg-Landau theory, vortices correspond to topological defects in the complex order parameter field. Earlier, we introduced a method for extracting vortices from the discretized complex order parameter field generated by a large-scale simulation of vortex matter. With this method, at a fixed time step, each vortex [simplistically, a one-dimensional (1D) curve in 3D space] can be represented as a connected graph extracted from the discretized field. Here we extend this method as a function of time as well. A vortex now corresponds to a 2Dmore » space-time sheet embedded in 4D space time that can be represented as a connected graph extracted from the discretized field over both space and time. Vortices that interact by merging or splitting correspond to disappearance and appearance of holes in the connected graph in the time direction. This method of tracking vortices, which makes no assumptions about the scale or behavior of the vortices, can track the vortices with a resolution as good as the discretization of the temporally evolving complex scalar field. In addition, even details of the trajectory between time steps can be reconstructed from the connected graph. With this form of vortex tracking, the details of vortex dynamics in a model of a superconducting materials can be understood in greater detail than previously possible.« less

Detection and Modeling of High-Dimensional Thresholds for Fault Detection and Diagnosis

NASA Technical Reports Server (NTRS)

He, Yuning

2015-01-01

Many Fault Detection and Diagnosis (FDD) systems use discrete models for detection and reasoning. To obtain categorical values like oil pressure too high, analog sensor values need to be discretized using a suitablethreshold. Time series of analog and discrete sensor readings are processed and discretized as they come in. This task isusually performed by the wrapper code'' of the FDD system, together with signal preprocessing and filtering. In practice,selecting the right threshold is very difficult, because it heavily influences the quality of diagnosis. If a threshold causesthe alarm trigger even in nominal situations, false alarms will be the consequence. On the other hand, if threshold settingdoes not trigger in case of an off-nominal condition, important alarms might be missed, potentially causing hazardoussituations. In this paper, we will in detail describe the underlying statistical modeling techniques and algorithm as well as the Bayesian method for selecting the most likely shape and its parameters. Our approach will be illustrated by several examples from the Aerospace domain.

Predicting mortality over different time horizons: which data elements are needed?

PubMed

Goldstein, Benjamin A; Pencina, Michael J; Montez-Rath, Maria E; Winkelmayer, Wolfgang C

2017-01-01

Electronic health records (EHRs) are a resource for "big data" analytics, containing a variety of data elements. We investigate how different categories of information contribute to prediction of mortality over different time horizons among patients undergoing hemodialysis treatment. We derived prediction models for mortality over 7 time horizons using EHR data on older patients from a national chain of dialysis clinics linked with administrative data using LASSO (least absolute shrinkage and selection operator) regression. We assessed how different categories of information relate to risk assessment and compared discrete models to time-to-event models. The best predictors used all the available data (c-statistic ranged from 0.72-0.76), with stronger models in the near term. While different variable groups showed different utility, exclusion of any particular group did not lead to a meaningfully different risk assessment. Discrete time models performed better than time-to-event models. Different variable groups were predictive over different time horizons, with vital signs most predictive for near-term mortality and demographic and comorbidities more important in long-term mortality. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Latent degradation indicators estimation and prediction: A Monte Carlo approach

NASA Astrophysics Data System (ADS)

Zhou, Yifan; Sun, Yong; Mathew, Joseph; Wolff, Rodney; Ma, Lin

2011-01-01

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

NasoNet, modeling the spread of nasopharyngeal cancer with networks of probabilistic events in discrete time.

PubMed

Galán, S F; Aguado, F; Díez, F J; Mira, J

2002-07-01

The spread of cancer is a non-deterministic dynamic process. As a consequence, the design of an assistant system for the diagnosis and prognosis of the extent of a cancer should be based on a representation method that deals with both uncertainty and time. The ultimate goal is to know the stage of development of a cancer in a patient before selecting the appropriate treatment. A network of probabilistic events in discrete time (NPEDT) is a type of Bayesian network for temporal reasoning that models the causal mechanisms associated with the time evolution of a process. This paper describes NasoNet, a system that applies NPEDTs to the diagnosis and prognosis of nasopharyngeal cancer. We have made use of temporal noisy gates to model the dynamic causal interactions that take place in the domain. The methodology we describe is general enough to be applied to any other type of cancer.

Analysing child mortality in Nigeria with geoadditive discrete-time survival models.

PubMed

Adebayo, Samson B; Fahrmeir, Ludwig

2005-03-15

Child mortality reflects a country's level of socio-economic development and quality of life. In developing countries, mortality rates are not only influenced by socio-economic, demographic and health variables but they also vary considerably across regions and districts. In this paper, we analysed child mortality in Nigeria with flexible geoadditive discrete-time survival models. This class of models allows us to measure small-area district-specific spatial effects simultaneously with possibly non-linear or time-varying effects of other factors. Inference is fully Bayesian and uses computationally efficient Markov chain Monte Carlo (MCMC) simulation techniques. The application is based on the 1999 Nigeria Demographic and Health Survey. Our method assesses effects at a high level of temporal and spatial resolution not available with traditional parametric models, and the results provide some evidence on how to reduce child mortality by improving socio-economic and public health conditions. Copyright (c) 2004 John Wiley & Sons, Ltd.

A discrete Markov metapopulation model for persistence and extinction of species.

PubMed

Thompson, Colin J; Shtilerman, Elad; Stone, Lewi

2016-09-07

A simple discrete generation Markov metapopulation model is formulated for studying the persistence and extinction dynamics of a species in a given region which is divided into a large number of sites or patches. Assuming a linear site occupancy probability from one generation to the next we obtain exact expressions for the time evolution of the expected number of occupied sites and the mean-time to extinction (MTE). Under quite general conditions we show that the MTE, to leading order, is proportional to the logarithm of the initial number of occupied sites and in precise agreement with similar expressions for continuous time-dependent stochastic models. Our key contribution is a novel application of generating function techniques and simple asymptotic methods to obtain a second order asymptotic expression for the MTE which is extremely accurate over the entire range of model parameter values. Copyright © 2016 Elsevier Ltd. All rights reserved.

Optimal control of a hybrid rhythmic-discrete task: the bouncing ball revisited.

PubMed

Ronsse, Renaud; Wei, Kunlin; Sternad, Dagmar

2010-05-01

Rhythmically bouncing a ball with a racket is a hybrid task that combines continuous rhythmic actuation of the racket with the control of discrete impact events between racket and ball. This study presents experimental data and a two-layered modeling framework that explicitly addresses the hybrid nature of control: a first discrete layer calculates the state to reach at impact and the second continuous layer smoothly drives the racket to this desired state, based on optimality principles. The testbed for this hybrid model is task performance at a range of increasingly slower tempos. When slowing the rhythm of the bouncing actions, the continuous cycles become separated into a sequence of discrete movements interspersed by dwell times and directed to achieve the desired impact. Analyses of human performance show increasing variability of performance measures with slower tempi, associated with a change in racket trajectories from approximately sinusoidal to less symmetrical velocity profiles. Matching results of model simulations give support to a hybrid control model based on optimality, and therefore suggest that optimality principles are applicable to the sensorimotor control of complex movements such as ball bouncing.

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.

Relation of Parallel Discrete Event Simulation algorithms with physical models

NASA Astrophysics Data System (ADS)

Shchur, L. N.; Shchur, L. V.

2015-09-01

We extend concept of local simulation times in parallel discrete event simulation (PDES) in order to take into account architecture of the current hardware and software in high-performance computing. We shortly review previous research on the mapping of PDES on physical problems, and emphasise how physical results may help to predict parallel algorithms behaviour.

A new epidemic modeling approach: Multi-regions discrete-time model with travel-blocking vicinity optimal control strategy.

PubMed

Zakary, Omar; Rachik, Mostafa; Elmouki, Ilias

2017-08-01

First, we devise in this paper, a multi-regions discrete-time model which describes the spatial-temporal spread of an epidemic which starts from one region and enters to regions which are connected with their neighbors by any kind of anthropological movement. We suppose homogeneous Susceptible-Infected-Removed (SIR) populations, and we consider in our simulations, a grid of colored cells, which represents the whole domain affected by the epidemic while each cell can represent a sub-domain or region. Second, in order to minimize the number of infected individuals in one region, we propose an optimal control approach based on a travel-blocking vicinity strategy which aims to control only one cell by restricting movements of infected people coming from all neighboring cells. Thus, we show the influence of the optimal control approach on the controlled cell. We should also note that the cellular modeling approach we propose here, can also describes infection dynamics of regions which are not necessarily attached one to an other, even if no empty space can be viewed between cells. The theoretical method we follow for the characterization of the travel-locking optimal controls, is based on a discrete version of Pontryagin's maximum principle while the numerical approach applied to the multi-points boundary value problems we obtain here, is based on discrete progressive-regressive iterative schemes. We illustrate our modeling and control approaches by giving an example of 100 regions.

A discrete gust model for use in the design of wind energy conversion systems

NASA Technical Reports Server (NTRS)

Frost, W.; Turner, R. E.

1982-01-01

A discrete gust model has been designed which includes an expression for the number of times per unit time thy wind exceeds a specific value. This expression, based on Rice's (1944, 1945) number-of-crossings model, assumes that the yearly mean wind speed is averaged over a period of 10 minutes to 1 (one) hour. Vertical and lateral coherence functions are the basis for a mathematical filter which isolates atmospheric disturbances of a characteristic size (e. g., those which would completely engulf a rotor). Predictions are calculated usising the given definition of cut-off frequency, then they are compared with actual data, showing that the model is reliable. The expression is provided in a format such that it may be used for engineering design calculations.

Discrete Deterministic and Stochastic Petri Nets

NASA Technical Reports Server (NTRS)

Zijal, Robert; Ciardo, Gianfranco

1996-01-01

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

A Summary of Some Discrete-Event System Control Problems

NASA Astrophysics Data System (ADS)

Rudie, Karen

A summary of the area of control of discrete-event systems is given. In this research area, automata and formal language theory is used as a tool to model physical problems that arise in technological and industrial systems. The key ingredients to discrete-event control problems are a process that can be modeled by an automaton, events in that process that cannot be disabled or prevented from occurring, and a controlling agent that manipulates the events that can be disabled to guarantee that the process under control either generates all the strings in some prescribed language or as many strings as possible in some prescribed language. When multiple controlling agents act on a process, decentralized control problems arise. In decentralized discrete-event systems, it is presumed that the agents effecting control cannot each see all event occurrences. Partial observation leads to some problems that cannot be solved in polynomial time and some others that are not even decidable.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

PubMed

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Data driven discrete-time parsimonious identification of a nonlinear state-space model for a weakly nonlinear system with short data record

NASA Astrophysics Data System (ADS)

Relan, Rishi; Tiels, Koen; Marconato, Anna; Dreesen, Philippe; Schoukens, Johan

2018-05-01

Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time nonlinear state space model (NLSS) for the nonlinear dynamical system with relatively short data record is proposed. The capability of the NLSS model structure is demonstrated by introducing two different initialisation schemes, one of them using multivariate polynomials. In addition, a method using first-order information of the multivariate polynomials and tensor decomposition is employed to obtain the parsimonious decoupled representation of the set of multivariate real polynomials estimated during the identification of NLSS model. Finally, the experimental verification of the model structure is done on the cascaded water-benchmark identification problem.

DiscML: an R package for estimating evolutionary rates of discrete characters using maximum likelihood.

PubMed

Kim, Tane; Hao, Weilong

2014-09-27

The study of discrete characters is crucial for the understanding of evolutionary processes. Even though great advances have been made in the analysis of nucleotide sequences, computer programs for non-DNA discrete characters are often dedicated to specific analyses and lack flexibility. Discrete characters often have different transition rate matrices, variable rates among sites and sometimes contain unobservable states. To obtain the ability to accurately estimate a variety of discrete characters, programs with sophisticated methodologies and flexible settings are desired. DiscML performs maximum likelihood estimation for evolutionary rates of discrete characters on a provided phylogeny with the options that correct for unobservable data, rate variations, and unknown prior root probabilities from the empirical data. It gives users options to customize the instantaneous transition rate matrices, or to choose pre-determined matrices from models such as birth-and-death (BD), birth-death-and-innovation (BDI), equal rates (ER), symmetric (SYM), general time-reversible (GTR) and all rates different (ARD). Moreover, we show application examples of DiscML on gene family data and on intron presence/absence data. DiscML was developed as a unified R program for estimating evolutionary rates of discrete characters with no restriction on the number of character states, and with flexibility to use different transition models. DiscML is ideal for the analyses of binary (1s/0s) patterns, multi-gene families, and multistate discrete morphological characteristics.

Symbolic discrete event system specification

NASA Technical Reports Server (NTRS)

Zeigler, Bernard P.; Chi, Sungdo

1992-01-01

Extending discrete event modeling formalisms to facilitate greater symbol manipulation capabilities is important to further their use in intelligent control and design of high autonomy systems. An extension to the DEVS formalism that facilitates symbolic expression of event times by extending the time base from the real numbers to the field of linear polynomials over the reals is defined. A simulation algorithm is developed to generate the branching trajectories resulting from the underlying nondeterminism. To efficiently manage symbolic constraints, a consistency checking algorithm for linear polynomial constraints based on feasibility checking algorithms borrowed from linear programming has been developed. The extended formalism offers a convenient means to conduct multiple, simultaneous explorations of model behaviors. Examples of application are given with concentration on fault model analysis.

Relations between continuous real-time physical properties and discrete water-quality constituents in the Little Arkansas River, south-central Kansas, 1998-2014

USGS Publications Warehouse

Rasmussen, Patrick P.; Eslick, Patrick J.; Ziegler, Andrew C.

2016-08-11

Water from the Little Arkansas River is used as source water for artificial recharge of the Equus Beds aquifer, one of the primary water-supply sources for the city of Wichita, Kansas. The U.S. Geological Survey has operated two continuous real-time water-quality monitoring stations since 1995 on the Little Arkansas River in Kansas. Regression models were developed to establish relations between discretely sampled constituent concentrations and continuously measured physical properties to compute concentrations of those constituents of interest. Site-specific regression models were originally published in 2000 for the near Halstead and near Sedgwick U.S. Geological Survey streamgaging stations and the site-specific regression models were then updated in 2003. This report updates those regression models using discrete and continuous data collected during May 1998 through August 2014. In addition to the constituents listed in the 2003 update, new regression models were developed for total organic carbon. The real-time computations of water-quality concentrations and loads are available at http://nrtwq.usgs.gov. The water-quality information in this report is important to the city of Wichita because water-quality information allows for real-time quantification and characterization of chemicals of concern (including chloride), in addition to nutrients, sediment, bacteria, and atrazine transported in the Little Arkansas River. The water-quality information in this report aids in the decision making for water treatment before artificial recharge.

Modeling Temporal Processes in Early Spacecraft Design: Application of Discrete-Event Simulations for Darpa's F6 Program

NASA Technical Reports Server (NTRS)

Dubos, Gregory F.; Cornford, Steven

2012-01-01

While the ability to model the state of a space system over time is essential during spacecraft operations, the use of time-based simulations remains rare in preliminary design. The absence of the time dimension in most traditional early design tools can however become a hurdle when designing complex systems whose development and operations can be disrupted by various events, such as delays or failures. As the value delivered by a space system is highly affected by such events, exploring the trade space for designs that yield the maximum value calls for the explicit modeling of time.This paper discusses the use of discrete-event models to simulate spacecraft development schedule as well as operational scenarios and on-orbit resources in the presence of uncertainty. It illustrates how such simulations can be utilized to support trade studies, through the example of a tool developed for DARPA's F6 program to assist the design of "fractionated spacecraft".

Effective Hamiltonian for travelling discrete breathers

NASA Astrophysics Data System (ADS)

MacKay, Robert S.; Sepulchre, Jacques-Alexandre

2002-05-01

Hamiltonian chains of oscillators in general probably do not sustain exact travelling discrete breathers. However solutions which look like moving discrete breathers for some time are not difficult to observe in numerics. In this paper we propose an abstract framework for the description of approximate travelling discrete breathers in Hamiltonian chains of oscillators. The method is based on the construction of an effective Hamiltonian enabling one to describe the dynamics of the translation degree of freedom of moving breathers. Error estimate on the approximate dynamics is also studied. The concept of the Peierls-Nabarro barrier can be made clear in this framework. We illustrate the method with two simple examples, namely the Salerno model which interpolates between the Ablowitz-Ladik lattice and the discrete nonlinear Schrödinger system, and the Fermi-Pasta-Ulam chain.

Input-output identification of controlled discrete manufacturing systems

NASA Astrophysics Data System (ADS)

Estrada-Vargas, Ana Paula; López-Mellado, Ernesto; Lesage, Jean-Jacques

2014-03-01

The automated construction of discrete event models from observations of external system's behaviour is addressed. This problem, often referred to as system identification, allows obtaining models of ill-known (or even unknown) systems. In this article, an identification method for discrete event systems (DESs) controlled by a programmable logic controller is presented. The method allows processing a large quantity of observed long sequences of input/output signals generated by the controller and yields an interpreted Petri net model describing the closed-loop behaviour of the automated DESs. The proposed technique allows the identification of actual complex systems because it is sufficiently efficient and well adapted to cope with both the technological characteristics of industrial controllers and data collection requirements. Based on polynomial-time algorithms, the method is implemented as an efficient software tool which constructs and draws the model automatically; an overview of this tool is given through a case study dealing with an automated manufacturing system.

Surrogate Modeling of High-Fidelity Fracture Simulations for Real-Time Residual Strength Predictions

NASA Technical Reports Server (NTRS)

Spear, Ashley D.; Priest, Amanda R.; Veilleux, Michael G.; Ingraffea, Anthony R.; Hochhalter, Jacob D.

2011-01-01

A surrogate model methodology is described for predicting, during flight, the residual strength of aircraft structures that sustain discrete-source damage. Starting with design of experiment, an artificial neural network is developed that takes as input discrete-source damage parameters and outputs a prediction of the structural residual strength. Target residual strength values used to train the artificial neural network are derived from 3D finite element-based fracture simulations. Two ductile fracture simulations are presented to show that crack growth and residual strength are determined more accurately in discrete-source damage cases by using an elastic-plastic fracture framework rather than a linear-elastic fracture mechanics-based method. Improving accuracy of the residual strength training data does, in turn, improve accuracy of the surrogate model. When combined, the surrogate model methodology and high fidelity fracture simulation framework provide useful tools for adaptive flight technology.

Hybrid Architectural Framework for C4ISR and Discrete-Event Simulation (DES) to Support Sensor-Driven Model Synthesis in Real-World Scenarios

DTIC Science & Technology

2013-09-01

which utilizes FTA and then loads it into a DES engine to generate simulation results. .......44 Figure 21. This simulation architecture is...While Discrete Event Simulation ( DES ) can provide accurate time estimation and fast simulation speed, models utilizing it often suffer...C4ISR progress in MDW is developed in this research to demonstrate the feasibility of AEMF- DES and explore its potential. The simulation (MDSIM

Discrete ellipsoidal statistical BGK model and Burnett equations

NASA Astrophysics Data System (ADS)

Zhang, Yu-Dong; Xu, Ai-Guo; Zhang, Guang-Cai; Chen, Zhi-Hua; Wang, Pei

2018-06-01

A new discrete Boltzmann model, the discrete ellipsoidal statistical Bhatnagar-Gross-Krook (ESBGK) model, is proposed to simulate nonequilibrium compressible flows. Compared with the original discrete BGK model, the discrete ES-BGK has a flexible Prandtl number. For the discrete ES-BGK model in the Burnett level, two kinds of discrete velocity model are introduced and the relations between nonequilibrium quantities and the viscous stress and heat flux in the Burnett level are established. The model is verified via four benchmark tests. In addition, a new idea is introduced to recover the actual distribution function through the macroscopic quantities and their space derivatives. The recovery scheme works not only for discrete Boltzmann simulation but also for hydrodynamic ones, for example, those based on the Navier-Stokes or the Burnett equations.

Model-based Clustering of Categorical Time Series with Multinomial Logit Classification

NASA Astrophysics Data System (ADS)

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea

2010-09-01

A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.

SPIR: The potential spreaders involved SIR model for information diffusion in social networks

NASA Astrophysics Data System (ADS)

Rui, Xiaobin; Meng, Fanrong; Wang, Zhixiao; Yuan, Guan; Du, Changjiang

2018-09-01

The Susceptible-Infective-Removed (SIR) model is one of the most widely used models for the information diffusion research in social networks. Many researchers have devoted themselves to improving the classic SIR model in different aspects. However, on the one hand, the equations of these improved models are regarded as continuous functions, while the corresponding simulation experiments use discrete time, leading to the mismatch between numerical solutions got from mathematical method and experimental results obtained by simulating the spreading behaviour of each node. On the other hand, if the equations of these improved models are solved discretely, susceptible nodes will be calculated repeatedly, resulting in a big deviation from the actual value. In order to solve the above problem, this paper proposes a Susceptible-Potential-Infective-Removed (SPIR) model that analyses the diffusion process based on the discrete time according to simulation. Besides, this model also introduces a potential spreader set which solve the problem of repeated calculation effectively. To test the SPIR model, various experiments have been carried out from different angles on both artificial networks and real world networks. The Pearson correlation coefficient between numerical solutions of our SPIR equations and corresponding simulation results is mostly bigger than 0.95, which reveals that the proposed SPIR model is able to depict the information diffusion process with high accuracy.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

A discrete classical space-time could require 6 extra-dimensions

NASA Astrophysics Data System (ADS)

Guillemant, Philippe; Medale, Marc; Abid, Cherifa

2018-01-01

We consider a discrete space-time in which conservation laws are computed in such a way that the density of information is kept bounded. We use a 2D billiard as a toy model to compute the uncertainty propagation in ball positions after every shock and the corresponding loss of phase information. Our main result is the computation of a critical time step above which billiard calculations are no longer deterministic, meaning that a multiverse of distinct billiard histories begins to appear, caused by the lack of information. Then, we highlight unexpected properties of this critical time step and the subsequent exponential evolution of the number of histories with time, to observe that after certain duration all billiard states could become possible final states, independent of initial conditions. We conclude that if our space-time is really a discrete one, one would need to introduce extra-dimensions in order to provide supplementary constraints that specify which history should be played.

Robust preview control for a class of uncertain discrete-time systems with time-varying delay.

PubMed

Li, Li; Liao, Fucheng

2018-02-01

This paper proposes a concept of robust preview tracking control for uncertain discrete-time systems with time-varying delay. Firstly, a model transformation is employed for an uncertain discrete system with time-varying delay. Then, the auxiliary variables related to the system state and input are introduced to derive an augmented error system that includes future information on the reference signal. This leads to the tracking problem being transformed into a regulator problem. Finally, for the augmented error system, a sufficient condition of asymptotic stability is derived and the preview controller design method is proposed based on the scaled small gain theorem and linear matrix inequality (LMI) technique. The method proposed in this paper not only solves the difficulty problem of applying the difference operator to the time-varying matrices but also simplifies the structure of the augmented error system. The numerical simulation example also illustrates the effectiveness of the results presented in the paper. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Order of events matter: comparing discrete models for optimal control of species augmentation.

PubMed

Bodine, Erin N; Gross, Louis J; Lenhart, Suzanne

2012-01-01

We investigate optimal timing of augmentation of an endangered/threatened species population in a target region by moving individuals from a reserve or captive population. This is formulated as a discrete-time optimal control problem in which augmentation occurs once per time period over a fixed number of time periods. The population model assumes the Allee effect growth functions in both target and reserve populations and the control objective is to maximize the target and reserve population sizes over the time horizon while accounting for costs of augmentation. Two possible orders of events are considered for different life histories of the species relative to augmentation time: move individuals either before or after population growth occurs. The control variable is the proportion of the reserve population to be moved to the target population. We develop solutions and illustrate numerical results which indicate circumstances for which optimal augmentation strategies depend upon the order of events.

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

Multiscale Modeling of Angiogenesis and Predictive Capacity

NASA Astrophysics Data System (ADS)

Pillay, Samara; Byrne, Helen; Maini, Philip

Tumors induce the growth of new blood vessels from existing vasculature through angiogenesis. Using an agent-based approach, we model the behavior of individual endothelial cells during angiogenesis. We incorporate crowding effects through volume exclusion, motility of cells through biased random walks, and include birth and death-like processes. We use the transition probabilities associated with the discrete model and a discrete conservation equation for cell occupancy to determine collective cell behavior, in terms of partial differential equations (PDEs). We derive three PDE models incorporating single, multi-species and no volume exclusion. By fitting the parameters in our PDE models and other well-established continuum models to agent-based simulations during a specific time period, and then comparing the outputs from the PDE models and agent-based model at later times, we aim to determine how well the PDE models predict the future behavior of the agent-based model. We also determine whether predictions differ across PDE models and the significance of those differences. This may impact drug development strategies based on PDE models.

An actor-focused model of justice rule adherence and violation: the role of managerial motives and discretion.

PubMed

Scott, Brent A; Colquitt, Jason A; Paddock, E Layne

2009-05-01

Research on organizational justice has focused primarily on the receivers of just and unjust treatment. Little is known about why managers adhere to or violate rules of justice in the first place. The authors introduce a model for understanding justice rule adherence and violation. They identify both cognitive motives and affective motives that explain why managers adhere to and violate justice rules. They also draw distinctions among the justice rules by specifying which rules offer managers more or less discretion in their execution. They then describe how motives and discretion interact to influence justice-relevant actions. Finally, the authors incorporate managers' emotional reactions to consider how their actions may change over time. Implications of the model for theory, research, and practice are discussed. (c) 2009 APA, all rights reserved.

Development of morphogen gradient: The role of dimension and discreteness

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

Teimouri, Hamid; Kolomeisky, Anatoly B.

2014-02-28

The fundamental processes of biological development are governed by multiple signaling molecules that create non-uniform concentration profiles known as morphogen gradients. It is widely believed that the establishment of morphogen gradients is a result of complex processes that involve diffusion and degradation of locally produced signaling molecules. We developed a multi-dimensional discrete-state stochastic approach for investigating the corresponding reaction-diffusion models. It provided a full analytical description for stationary profiles and for important dynamic properties such as local accumulation times, variances, and mean first-passage times. The role of discreteness in developing of morphogen gradients is analyzed by comparing with available continuummore » descriptions. It is found that the continuum models prediction about multiple time scales near the source region in two-dimensional and three-dimensional systems is not supported in our analysis. Using ideas that view the degradation process as an effective potential, the effect of dimensionality on establishment of morphogen gradients is also discussed. In addition, we investigated how these reaction-diffusion processes are modified with changing the size of the source region.« less

Integrable Floquet dynamics, generalized exclusion processes and "fused" matrix ansatz

NASA Astrophysics Data System (ADS)

Vanicat, Matthieu

2018-04-01

We present a general method for constructing integrable stochastic processes, with two-step discrete time Floquet dynamics, from the transfer matrix formalism. The models can be interpreted as a discrete time parallel update. The method can be applied for both periodic and open boundary conditions. We also show how the stationary distribution can be built as a matrix product state. As an illustration we construct parallel discrete time dynamics associated with the R-matrix of the SSEP and of the ASEP, and provide the associated stationary distributions in a matrix product form. We use this general framework to introduce new integrable generalized exclusion processes, where a fixed number of particles is allowed on each lattice site in opposition to the (single particle) exclusion process models. They are constructed using the fusion procedure of R-matrices (and K-matrices for open boundary conditions) for the SSEP and ASEP. We develop a new method, that we named "fused" matrix ansatz, to build explicitly the stationary distribution in a matrix product form. We use this algebraic structure to compute physical observables such as the correlation functions and the mean particle current.

Discrete dynamical system modelling for gene regulatory networks of 5-hydroxymethylfurfural tolerance for ethanologenic yeast.

PubMed

Song, M; Ouyang, Z; Liu, Z L

2009-05-01

Composed of linear difference equations, a discrete dynamical system (DDS) model was designed to reconstruct transcriptional regulations in gene regulatory networks (GRNs) for ethanologenic yeast Saccharomyces cerevisiae in response to 5-hydroxymethylfurfural (HMF), a bioethanol conversion inhibitor. The modelling aims at identification of a system of linear difference equations to represent temporal interactions among significantly expressed genes. Power stability is imposed on a system model under the normal condition in the absence of the inhibitor. Non-uniform sampling, typical in a time-course experimental design, is addressed by a log-time domain interpolation. A statistically significant DDS model of the yeast GRN derived from time-course gene expression measurements by exposure to HMF, revealed several verified transcriptional regulation events. These events implicate Yap1 and Pdr3, transcription factors consistently known for their regulatory roles by other studies or postulated by independent sequence motif analysis, suggesting their involvement in yeast tolerance and detoxification of the inhibitor.

Implementation Strategies for Large-Scale Transport Simulations Using Time Domain Particle Tracking

NASA Astrophysics Data System (ADS)

Painter, S.; Cvetkovic, V.; Mancillas, J.; Selroos, J.

2008-12-01

Time domain particle tracking is an emerging alternative to the conventional random walk particle tracking algorithm. With time domain particle tracking, particles are moved from node to node on one-dimensional pathways defined by streamlines of the groundwater flow field or by discrete subsurface features. The time to complete each deterministic segment is sampled from residence time distributions that include the effects of advection, longitudinal dispersion, a variety of kinetically controlled retention (sorption) processes, linear transformation, and temporal changes in groundwater velocities and sorption parameters. The simulation results in a set of arrival times at a monitoring location that can be post-processed with a kernel method to construct mass discharge (breakthrough) versus time. Implementation strategies differ for discrete flow (fractured media) systems and continuous porous media systems. The implementation strategy also depends on the scale at which hydraulic property heterogeneity is represented in the supporting flow model. For flow models that explicitly represent discrete features (e.g., discrete fracture networks), the sampling of residence times along segments is conceptually straightforward. For continuous porous media, such sampling needs to be related to the Lagrangian velocity field. Analytical or semi-analytical methods may be used to approximate the Lagrangian segment velocity distributions in aquifers with low-to-moderate variability, thereby capturing transport effects of subgrid velocity variability. If variability in hydraulic properties is large, however, Lagrangian velocity distributions are difficult to characterize and numerical simulations are required; in particular, numerical simulations are likely to be required for estimating the velocity integral scale as a basis for advective segment distributions. Aquifers with evolving heterogeneity scales present additional challenges. Large-scale simulations of radionuclide transport at two potential repository sites for high-level radioactive waste will be used to demonstrate the potential of the method. The simulations considered approximately 1000 source locations, multiple radionuclides with contrasting sorption properties, and abrupt changes in groundwater velocity associated with future glacial scenarios. Transport pathways linking the source locations to the accessible environment were extracted from discrete feature flow models that include detailed representations of the repository construction (tunnels, shafts, and emplacement boreholes) embedded in stochastically generated fracture networks. Acknowledgment The authors are grateful to SwRI Advisory Committee for Research, the Swedish Nuclear Fuel and Waste Management Company, and Posiva Oy for financial support.

Discrete optimal control approach to a four-dimensional guidance problem near terminal areas

NASA Technical Reports Server (NTRS)

Nagarajan, N.

1974-01-01

Description of a computer-oriented technique to generate the necessary control inputs to guide an aircraft in a given time from a given initial state to a prescribed final state subject to the constraints on airspeed, acceleration, and pitch and bank angles of the aircraft. A discrete-time mathematical model requiring five state variables and three control variables is obtained, assuming steady wind and zero sideslip. The guidance problem is posed as a discrete nonlinear optimal control problem with a cost functional of Bolza form. A solution technique for the control problem is investigated, and numerical examples are presented. It is believed that this approach should prove to be useful in automated air traffic control schemes near large terminal areas.

Individual-based modelling of population growth and diffusion in discrete time.

PubMed

Tkachenko, Natalie; Weissmann, John D; Petersen, Wesley P; Lake, George; Zollikofer, Christoph P E; Callegari, Simone

2017-01-01

Individual-based models (IBMs) of human populations capture spatio-temporal dynamics using rules that govern the birth, behavior, and death of individuals. We explore a stochastic IBM of logistic growth-diffusion with constant time steps and independent, simultaneous actions of birth, death, and movement that approaches the Fisher-Kolmogorov model in the continuum limit. This model is well-suited to parallelization on high-performance computers. We explore its emergent properties with analytical approximations and numerical simulations in parameter ranges relevant to human population dynamics and ecology, and reproduce continuous-time results in the limit of small transition probabilities. Our model prediction indicates that the population density and dispersal speed are affected by fluctuations in the number of individuals. The discrete-time model displays novel properties owing to the binomial character of the fluctuations: in certain regimes of the growth model, a decrease in time step size drives the system away from the continuum limit. These effects are especially important at local population sizes of <50 individuals, which largely correspond to group sizes of hunter-gatherers. As an application scenario, we model the late Pleistocene dispersal of Homo sapiens into the Americas, and discuss the agreement of model-based estimates of first-arrival dates with archaeological dates in dependence of IBM model parameter settings.

Model documentation for relations between continuous real-time and discrete water-quality constituents in Cheney Reservoir near Cheney, Kansas, 2001--2009

USGS Publications Warehouse

Stone, Mandy L.; Graham, Jennifer L.; Gatotho, Jackline W.

2013-01-01

Cheney Reservoir, located in south-central Kansas, is one of the primary water supplies for the city of Wichita, Kansas. The U.S. Geological Survey has operated a continuous real-time water-quality monitoring station in Cheney Reservoir since 2001; continuously measured physicochemical properties include specific conductance, pH, water temperature, dissolved oxygen, turbidity, fluorescence (wavelength range 650 to 700 nanometers; estimate of total chlorophyll), and reservoir elevation. Discrete water-quality samples were collected during 2001 through 2009 and analyzed for sediment, nutrients, taste-and-odor compounds, cyanotoxins, phytoplankton community composition, actinomycetes bacteria, and other water-quality measures. Regression models were developed to establish relations between discretely sampled constituent concentrations and continuously measured physicochemical properties to compute concentrations of constituents that are not easily measured in real time. The water-quality information in this report is important to the city of Wichita because it allows quantification and characterization of potential constituents of concern in Cheney Reservoir. This report updates linear regression models published in 2006 that were based on data collected during 2001 through 2003. The update uses discrete and continuous data collected during May 2001 through December 2009. Updated models to compute dissolved solids, sodium, chloride, and suspended solids were similar to previously published models. However, several other updated models changed substantially from previously published models. In addition to updating relations that were previously developed, models also were developed for four new constituents, including magnesium, dissolved phosphorus, actinomycetes bacteria, and the cyanotoxin microcystin. In addition, a conversion factor of 0.74 was established to convert the Yellow Springs Instruments (YSI) model 6026 turbidity sensor measurements to the newer YSI model 6136 sensor at the Cheney Reservoir site. Because a high percentage of geosmin and microcystin data were below analytical detection thresholds (censored data), multiple logistic regression was used to develop models that best explained the probability of geosmin and microcystin concentrations exceeding relevant thresholds. The geosmin and microcystin models are particularly important because geosmin is a taste-and-odor compound and microcystin is a cyanotoxin.

Fast mix table construction for material discretization

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

Johnson, S. R.

2013-07-01

An effective hybrid Monte Carlo-deterministic implementation typically requires the approximation of a continuous geometry description with a discretized piecewise-constant material field. The inherent geometry discretization error can be reduced somewhat by using material mixing, where multiple materials inside a discrete mesh voxel are homogenized. Material mixing requires the construction of a 'mix table,' which stores the volume fractions in every mixture so that multiple voxels with similar compositions can reference the same mixture. Mix table construction is a potentially expensive serial operation for large problems with many materials and voxels. We formulate an efficient algorithm to construct a sparse mixmore » table in O(number of voxels x log number of mixtures) time. The new algorithm is implemented in ADVANTG and used to discretize continuous geometries onto a structured Cartesian grid. When applied to an end-of-life MCNP model of the High Flux Isotope Reactor with 270 distinct materials, the new method improves the material mixing time by a factor of 100 compared to a naive mix table implementation. (authors)« less

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

A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

2017-09-01

Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

Inhomogeneous point-process entropy: An instantaneous measure of complexity in discrete systems

NASA Astrophysics Data System (ADS)

Valenza, Gaetano; Citi, Luca; Scilingo, Enzo Pasquale; Barbieri, Riccardo

2014-05-01

Measures of entropy have been widely used to characterize complexity, particularly in physiological dynamical systems modeled in discrete time. Current approaches associate these measures to finite single values within an observation window, thus not being able to characterize the system evolution at each moment in time. Here, we propose a new definition of approximate and sample entropy based on the inhomogeneous point-process theory. The discrete time series is modeled through probability density functions, which characterize and predict the time until the next event occurs as a function of the past history. Laguerre expansions of the Wiener-Volterra autoregressive terms account for the long-term nonlinear information. As the proposed measures of entropy are instantaneously defined through probability functions, the novel indices are able to provide instantaneous tracking of the system complexity. The new measures are tested on synthetic data, as well as on real data gathered from heartbeat dynamics of healthy subjects and patients with cardiac heart failure and gait recordings from short walks of young and elderly subjects. Results show that instantaneous complexity is able to effectively track the system dynamics and is not affected by statistical noise properties.

Educational Aspirations: Markov and Poisson Models. Rural Industrial Development Project Working Paper Number 14, August 1971.

ERIC Educational Resources Information Center

Kayser, Brian D.

The fit of educational aspirations of Illinois rural high school youths to 3 related one-parameter mathematical models was investigated. The models used were the continuous-time Markov chain model, the discrete-time Markov chain, and the Poisson distribution. The sample of 635 students responded to questionnaires from 1966 to 1969 as part of an…

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

Khrennikov, Andrei; Volovich, Yaroslav

We analyze dynamical consequences of a conjecture that there exists a fundamental (indivisible) quant of time. In particular we study the problem of discrete energy levels of hydrogen atom. We are able to reconstruct potential which in discrete time formalism leads to energy levels of unperturbed hydrogen atom. We also consider linear energy levels of quantum harmonic oscillator and show how they are produced in the discrete time formalism. More generally, we show that in discrete time formalism finite motion in central potential leads to discrete energy spectrum, the property which is common for quantum mechanical theory. Thus deterministic (butmore » discrete time{exclamation_point}) dynamics is compatible with discrete energy levels.« less

Recent developments in learning control and system identification for robots and structures

NASA Technical Reports Server (NTRS)

Phan, M.; Juang, J.-N.; Longman, R. W.

1990-01-01

This paper reviews recent results in learning control and learning system identification, with particular emphasis on discrete-time formulation, and their relation to adaptive theory. Related continuous-time results are also discussed. Among the topics presented are proportional, derivative, and integral learning controllers, time-domain formulation of discrete learning algorithms. Newly developed techniques are described including the concept of the repetition domain, and the repetition domain formulation of learning control by linear feedback, model reference learning control, indirect learning control with parameter estimation, as well as related basic concepts, recursive and non-recursive methods for learning identification.

A discrete mathematical model for the aggregation of β-Amyloid.

PubMed

Dayeh, Maher A; Livadiotis, George; Elaydi, Saber

2018-01-01

Dementia associated with the Alzheimer's disease is thought to be correlated with the conversion of the β - Amyloid (Aβ) peptides from soluble monomers to aggregated oligomers and insoluble fibrils. We present a discrete-time mathematical model for the aggregation of Aβ monomers into oligomers using concepts from chemical kinetics and population dynamics. Conditions for the stability and instability of the equilibria of the model are established. A formula for the number of monomers that is required for producing oligomers is also given. This may provide compound designers a mechanism to inhibit the Aβ aggregation.

Asynchronous discrete control of continuous processes

NASA Astrophysics Data System (ADS)

Kaliski, M. E.; Johnson, T. L.

1984-07-01

The research during this second contract year continued to deal with the development of sound theoretical models for asynchronous systems. Two criteria served to shape the research pursued: the first, that the developed models extend and generalize previously developed research for synchronous discrete control; the second, that the models explicitly address the question of how to incorporate system transition times into themselves. The following sections of this report concisely delineate this year's work. Our original proposal for this research identified four general tasks of investigation: (1.1) Analysis of Qualitative Properties of Asynchronous Hybrid Systems; (1.2) Acceptance and Control for Asynchronous Hybrid Systems.

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

CONFIG - Adapting qualitative modeling and discrete event simulation for design of fault management systems

NASA Technical Reports Server (NTRS)

Malin, Jane T.; Basham, Bryan D.

1989-01-01

CONFIG is a modeling and simulation tool prototype for analyzing the normal and faulty qualitative behaviors of engineered systems. Qualitative modeling and discrete-event simulation have been adapted and integrated, to support early development, during system design, of software and procedures for management of failures, especially in diagnostic expert systems. Qualitative component models are defined in terms of normal and faulty modes and processes, which are defined by invocation statements and effect statements with time delays. System models are constructed graphically by using instances of components and relations from object-oriented hierarchical model libraries. Extension and reuse of CONFIG models and analysis capabilities in hybrid rule- and model-based expert fault-management support systems are discussed.

Analytical Models of Cross-Layer Protocol Optimization in Real-Time Wireless Sensor Ad Hoc Networks

NASA Astrophysics Data System (ADS)

Hortos, William S.

The real-time interactions among the nodes of a wireless sensor network (WSN) to cooperatively process data from multiple sensors are modeled. Quality-of-service (QoS) metrics are associated with the quality of fused information: throughput, delay, packet error rate, etc. Multivariate point process (MVPP) models of discrete random events in WSNs establish stochastic characteristics of optimal cross-layer protocols. Discrete-event, cross-layer interactions in mobile ad hoc network (MANET) protocols have been modeled using a set of concatenated design parameters and associated resource levels by the MVPPs. Characterization of the "best" cross-layer designs for a MANET is formulated by applying the general theory of martingale representations to controlled MVPPs. Performance is described in terms of concatenated protocol parameters and controlled through conditional rates of the MVPPs. Modeling limitations to determination of closed-form solutions versus explicit iterative solutions for ad hoc WSN controls are examined.

A study of tumour growth based on stoichiometric principles: a continuous model and its discrete analogue.

PubMed

Saleem, M; Agrawal, Tanuja; Anees, Afzal

2014-01-01

In this paper, we consider a continuous mathematically tractable model and its discrete analogue for the tumour growth. The model formulation is based on stoichiometric principles considering tumour-immune cell interactions in potassium (K (+))-limited environment. Our both continuous and discrete models illustrate 'cancer immunoediting' as a dynamic process having all three phases namely elimination, equilibrium and escape. The stoichiometric principles introduced into the model allow us to study its dynamics with the variation in the total potassium in the surrounding of the tumour region. It is found that an increase in the total potassium may help the patient fight the disease for a longer period of time. This result seems to be in line with the protective role of the potassium against the risk of pancreatic cancer as has been reported by Bravi et al. [Dietary intake of selected micronutrients and risk of pancreatic cancer: An Italian case-control study, Ann. Oncol. 22 (2011), pp. 202-206].

A study of tumour growth based on stoichiometric principles: a continuous model and its discrete analogue

PubMed Central

Saleem, M.; Agrawal, Tanuja; Anees, Afzal

2014-01-01

In this paper, we consider a continuous mathematically tractable model and its discrete analogue for the tumour growth. The model formulation is based on stoichiometric principles considering tumour-immune cell interactions in potassium (K +)-limited environment. Our both continuous and discrete models illustrate ‘cancer immunoediting’ as a dynamic process having all three phases namely elimination, equilibrium and escape. The stoichiometric principles introduced into the model allow us to study its dynamics with the variation in the total potassium in the surrounding of the tumour region. It is found that an increase in the total potassium may help the patient fight the disease for a longer period of time. This result seems to be in line with the protective role of the potassium against the risk of pancreatic cancer as has been reported by Bravi et al. [Dietary intake of selected micronutrients and risk of pancreatic cancer: An Italian case-control study, Ann. Oncol. 22 (2011), pp. 202–206]. PMID:24963981

A Discrete Constraint for Entropy Conservation and Sound Waves in Cloud-Resolving Modeling

NASA Technical Reports Server (NTRS)

Zeng, Xi-Ping; Tao, Wei-Kuo; Simpson, Joanne

2003-01-01

Ideal cloud-resolving models contain little-accumulative errors. When their domain is so large that synoptic large-scale circulations are accommodated, they can be used for the simulation of the interaction between convective clouds and the large-scale circulations. This paper sets up a framework for the models, using moist entropy as a prognostic variable and employing conservative numerical schemes. The models possess no accumulative errors of thermodynamic variables when they comply with a discrete constraint on entropy conservation and sound waves. Alternatively speaking, the discrete constraint is related to the correct representation of the large-scale convergence and advection of moist entropy. Since air density is involved in entropy conservation and sound waves, the challenge is how to compute sound waves efficiently under the constraint. To address the challenge, a compensation method is introduced on the basis of a reference isothermal atmosphere whose governing equations are solved analytically. Stability analysis and numerical experiments show that the method allows the models to integrate efficiently with a large time step.

Maximal regularity in lp spaces for discrete time fractional shifted equations

NASA Astrophysics Data System (ADS)

Lizama, Carlos; Murillo-Arcila, Marina

2017-09-01

In this paper, we are presenting a new method based on operator-valued Fourier multipliers to characterize the existence and uniqueness of ℓp-solutions for discrete time fractional models in the form where A is a closed linear operator defined on a Banach space X and Δα denotes the Grünwald-Letnikov fractional derivative of order α > 0. If X is a UMD space, we provide this characterization only in terms of the R-boundedness of the operator-valued symbol associated to the abstract model. To illustrate our results, we derive new qualitative properties of nonlinear difference equations with shiftings, including fractional versions of the logistic and Nagumo equations.

An Approach To Using All Location Tagged Numerical Data Sets As Continuous Fields With User-Assigned Continuity As A Basis For User-Driven Data Assimilation

NASA Astrophysics Data System (ADS)

Vernon, F.; Arrott, M.; Orcutt, J. A.; Mueller, C.; Case, J.; De Wardener, G.; Kerfoot, J.; Schofield, O.

2013-12-01

Any approach sophisticated enough to handle a variety of data sources and scale, yet easy enough to promote wide use and mainstream adoption is required to address the following mappings: - From the authored domain of observation to the requested domain of interest; - From the authored spatiotemporal resolution to the requested resolution; and - From the representation of data placed on wide variety of discrete mesh types to the use of that data as a continuos field with a selectable continuity. The Open Geospatial Consortium's (OGC) Reference Model[1] with its direct association with the ISO 19000 series standards provides a comprehensive foundation to represent all data on any type of mesh structure, aka "Discrete Coverages". The Reference Model also provides the specification for the core operations required to utilize any Discrete Coverage. The FEniCS Project[2] provides a comprehensive model for how to represent the Basis Functions on mesh structures as "Degrees of Freedom" to present discrete data as continuous fields with variable continuity. In this talk, we will present the research and development the OOI Cyberinfrastructure Project is pursuing to integrate these approaches into a comprehensive Application Programming Interface (API) to author, acquire and operate on the broad range of data formulation from time series, trajectories and tables through to time variant finite difference grids and finite element meshes.

On the consistency between nearest-neighbor peridynamic discretizations and discretized classical elasticity models

DOE PAGES

Seleson, Pablo; Du, Qiang; Parks, Michael L.

2016-08-16

The peridynamic theory of solid mechanics is a nonlocal reformulation of the classical continuum mechanics theory. At the continuum level, it has been demonstrated that classical (local) elasticity is a special case of peridynamics. Such a connection between these theories has not been extensively explored at the discrete level. This paper investigates the consistency between nearest-neighbor discretizations of linear elastic peridynamic models and finite difference discretizations of the Navier–Cauchy equation of classical elasticity. While nearest-neighbor discretizations in peridynamics have been numerically observed to present grid-dependent crack paths or spurious microcracks, this paper focuses on a different, analytical aspect of suchmore » discretizations. We demonstrate that, even in the absence of cracks, such discretizations may be problematic unless a proper selection of weights is used. Specifically, we demonstrate that using the standard meshfree approach in peridynamics, nearest-neighbor discretizations do not reduce, in general, to discretizations of corresponding classical models. We study nodal-based quadratures for the discretization of peridynamic models, and we derive quadrature weights that result in consistency between nearest-neighbor discretizations of peridynamic models and discretized classical models. The quadrature weights that lead to such consistency are, however, model-/discretization-dependent. We motivate the choice of those quadrature weights through a quadratic approximation of displacement fields. The stability of nearest-neighbor peridynamic schemes is demonstrated through a Fourier mode analysis. Finally, an approach based on a normalization of peridynamic constitutive constants at the discrete level is explored. This approach results in the desired consistency for one-dimensional models, but does not work in higher dimensions. The results of the work presented in this paper suggest that even though nearest-neighbor discretizations should be avoided in peridynamic simulations involving cracks, such discretizations are viable, for example for verification or validation purposes, in problems characterized by smooth deformations. Furthermore, we demonstrate that better quadrature rules in peridynamics can be obtained based on the functional form of solutions.« less

Asymptotic analysis of discrete schemes for non-equilibrium radiation diffusion

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

Cui, Xia, E-mail: cui_xia@iapcm.ac.cn; Yuan, Guang-wei; Shen, Zhi-jun

Motivated by providing well-behaved fully discrete schemes in practice, this paper extends the asymptotic analysis on time integration methods for non-equilibrium radiation diffusion in [2] to space discretizations. Therein studies were carried out on a two-temperature model with Larsen's flux-limited diffusion operator, both the implicitly balanced (IB) and linearly implicit (LI) methods were shown asymptotic-preserving. In this paper, we focus on asymptotic analysis for space discrete schemes in dimensions one and two. First, in construction of the schemes, in contrast to traditional first-order approximations, asymmetric second-order accurate spatial approximations are devised for flux-limiters on boundary, and discrete schemes with second-ordermore » accuracy on global spatial domain are acquired consequently. Then by employing formal asymptotic analysis, the first-order asymptotic-preserving property for these schemes and furthermore for the fully discrete schemes is shown. Finally, with the help of manufactured solutions, numerical tests are performed, which demonstrate quantitatively the fully discrete schemes with IB time evolution indeed have the accuracy and asymptotic convergence as theory predicts, hence are well qualified for both non-equilibrium and equilibrium radiation diffusion. - Highlights: • Provide AP fully discrete schemes for non-equilibrium radiation diffusion. • Propose second order accurate schemes by asymmetric approach for boundary flux-limiter. • Show first order AP property of spatially and fully discrete schemes with IB evolution. • Devise subtle artificial solutions; verify accuracy and AP property quantitatively. • Ideas can be generalized to 3-dimensional problems and higher order implicit schemes.« less

Long-range correlations in time series generated by time-fractional diffusion: A numerical study

NASA Astrophysics Data System (ADS)

Barbieri, Davide; Vivoli, Alessandro

2005-09-01

Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non-Markovian model for such kind of time series is provided by the random walk introduced by Gorenflo et al. as a discretization of time fractional diffusion. The time series so obtained are analyzed here from a numerical point of view in terms of autocorrelations and covariance matrices.

Small-kernel, constrained least-squares restoration of sampled image data

NASA Technical Reports Server (NTRS)

Hazra, Rajeeb; Park, Stephen K.

1992-01-01

Following the work of Park (1989), who extended a derivation of the Wiener filter based on the incomplete discrete/discrete model to a more comprehensive end-to-end continuous/discrete/continuous model, it is shown that a derivation of the constrained least-squares (CLS) filter based on the discrete/discrete model can also be extended to this more comprehensive continuous/discrete/continuous model. This results in an improved CLS restoration filter, which can be efficiently implemented as a small-kernel convolution in the spatial domain.

State-and-transition simulation models: a framework for forecasting landscape change

USGS Publications Warehouse

Daniel, Colin; Frid, Leonardo; Sleeter, Benjamin M.; Fortin, Marie-Josée

2016-01-01

SummaryA wide range of spatially explicit simulation models have been developed to forecast landscape dynamics, including models for projecting changes in both vegetation and land use. While these models have generally been developed as separate applications, each with a separate purpose and audience, they share many common features.We present a general framework, called a state-and-transition simulation model (STSM), which captures a number of these common features, accompanied by a software product, called ST-Sim, to build and run such models. The STSM method divides a landscape into a set of discrete spatial units and simulates the discrete state of each cell forward as a discrete-time-inhomogeneous stochastic process. The method differs from a spatially interacting Markov chain in several important ways, including the ability to add discrete counters such as age and time-since-transition as state variables, to specify one-step transition rates as either probabilities or target areas, and to represent multiple types of transitions between pairs of states.We demonstrate the STSM method using a model of land-use/land-cover (LULC) change for the state of Hawai'i, USA. Processes represented in this example include expansion/contraction of agricultural lands, urbanization, wildfire, shrub encroachment into grassland and harvest of tree plantations; the model also projects shifts in moisture zones due to climate change. Key model output includes projections of the future spatial and temporal distribution of LULC classes and moisture zones across the landscape over the next 50 years.State-and-transition simulation models can be applied to a wide range of landscapes, including questions of both land-use change and vegetation dynamics. Because the method is inherently stochastic, it is well suited for characterizing uncertainty in model projections. When combined with the ST-Sim software, STSMs offer a simple yet powerful means for developing a wide range of models of landscape dynamics.

Efficient genetic algorithms using discretization scheduling.

PubMed

McLay, Laura A; Goldberg, David E

2005-01-01

In many applications of genetic algorithms, there is a tradeoff between speed and accuracy in fitness evaluations when evaluations use numerical methods with varying discretization. In these types of applications, the cost and accuracy vary from discretization errors when implicit or explicit quadrature is used to estimate the function evaluations. This paper examines discretization scheduling, or how to vary the discretization within the genetic algorithm in order to use the least amount of computation time for a solution of a desired quality. The effectiveness of discretization scheduling can be determined by comparing its computation time to the computation time of a GA using a constant discretization. There are three ingredients for the discretization scheduling: population sizing, estimated time for each function evaluation and predicted convergence time analysis. Idealized one- and two-dimensional experiments and an inverse groundwater application illustrate the computational savings to be achieved from using discretization scheduling.

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.

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.

Modelling approaches: the case of schizophrenia.

PubMed

Heeg, Bart M S; Damen, Joep; Buskens, Erik; Caleo, Sue; de Charro, Frank; van Hout, Ben A

2008-01-01

Schizophrenia is a chronic disease characterized by periods of relative stability interrupted by acute episodes (or relapses). The course of the disease may vary considerably between patients. Patient histories show considerable inter- and even intra-individual variability. We provide a critical assessment of the advantages and disadvantages of three modelling techniques that have been used in schizophrenia: decision trees, (cohort and micro-simulation) Markov models and discrete event simulation models. These modelling techniques are compared in terms of building time, data requirements, medico-scientific experience, simulation time, clinical representation, and their ability to deal with patient heterogeneity, the timing of events, prior events, patient interaction, interaction between co-variates and variability (first-order uncertainty). We note that, depending on the research question, the optimal modelling approach should be selected based on the expected differences between the comparators, the number of co-variates, the number of patient subgroups, the interactions between co-variates, and simulation time. Finally, it is argued that in case micro-simulation is required for the cost-effectiveness analysis of schizophrenia treatments, a discrete event simulation model is best suited to accurately capture all of the relevant interdependencies in this chronic, highly heterogeneous disease with limited long-term follow-up data.

Modelling the Preferences of Students for Alternative Assignment Designs Using the Discrete Choice Experiment Methodology

ERIC Educational Resources Information Center

Kennelly, Brendan; Flannery, Darragh; Considine, John; Doherty, Edel; Hynes, Stephen

2014-01-01

This paper outlines how a discrete choice experiment (DCE) can be used to learn more about how students are willing to trade off various features of assignments such as the nature and timing of feedback and the method used to submit assignments. A DCE identifies plausible levels of the key attributes of a good or service and then presents the…

A Novel Approach to Model the Air-Side Heat Transfer in Microchannel Condensers

NASA Astrophysics Data System (ADS)

Martínez-Ballester, S.; Corberán, José-M.; Gonzálvez-Maciá, J.

2012-11-01

The work presents a model (Fin1D×3) for microchannel condensers and gas coolers. The paper focusses on the description of the novel approach employed to model the air-side heat transfer. The model applies a segment-by-segment discretization to the heat exchanger adding, in each segment, a specific bi-dimensional grid to the air flow and fin wall. Given this discretization, the fin theory is applied by using a continuous piecewise function for the fin wall temperature. It allows taking into account implicitly the heat conduction between tubes along the fin, and the unmixed air influence on the heat capacity. The model has been validated against experimental data resulting in predicted capacity errors within ± 5%. Differences on prediction results and computational cost were studied and compared with the previous authors' model (Fin2D) and with other simplified model. Simulation time of the proposed model was reduced one order of magnitude respect the Fin2D's time retaining its same accuracy.

A priori discretization error metrics for distributed hydrologic modeling applications

NASA Astrophysics Data System (ADS)

Liu, Hongli; Tolson, Bryan A.; Craig, James R.; Shafii, Mahyar

2016-12-01

Watershed spatial discretization is an important step in developing a distributed hydrologic model. A key difficulty in the spatial discretization process is maintaining a balance between the aggregation-induced information loss and the increase in computational burden caused by the inclusion of additional computational units. Objective identification of an appropriate discretization scheme still remains a challenge, in part because of the lack of quantitative measures for assessing discretization quality, particularly prior to simulation. This study proposes a priori discretization error metrics to quantify the information loss of any candidate discretization scheme without having to run and calibrate a hydrologic model. These error metrics are applicable to multi-variable and multi-site discretization evaluation and provide directly interpretable information to the hydrologic modeler about discretization quality. The first metric, a subbasin error metric, quantifies the routing information loss from discretization, and the second, a hydrological response unit (HRU) error metric, improves upon existing a priori metrics by quantifying the information loss due to changes in land cover or soil type property aggregation. The metrics are straightforward to understand and easy to recode. Informed by the error metrics, a two-step discretization decision-making approach is proposed with the advantage of reducing extreme errors and meeting the user-specified discretization error targets. The metrics and decision-making approach are applied to the discretization of the Grand River watershed in Ontario, Canada. Results show that information loss increases as discretization gets coarser. Moreover, results help to explain the modeling difficulties associated with smaller upstream subbasins since the worst discretization errors and highest error variability appear in smaller upstream areas instead of larger downstream drainage areas. Hydrologic modeling experiments under candidate discretization schemes validate the strong correlation between the proposed discretization error metrics and hydrologic simulation responses. Discretization decision-making results show that the common and convenient approach of making uniform discretization decisions across the watershed performs worse than the proposed non-uniform discretization approach in terms of preserving spatial heterogeneity under the same computational cost.

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.

Tutorial in medical decision modeling incorporating waiting lines and queues using discrete event simulation.

PubMed

Jahn, Beate; Theurl, Engelbert; Siebert, Uwe; Pfeiffer, Karl-Peter

2010-01-01

In most decision-analytic models in health care, it is assumed that there is treatment without delay and availability of all required resources. Therefore, waiting times caused by limited resources and their impact on treatment effects and costs often remain unconsidered. Queuing theory enables mathematical analysis and the derivation of several performance measures of queuing systems. Nevertheless, an analytical approach with closed formulas is not always possible. Therefore, simulation techniques are used to evaluate systems that include queuing or waiting, for example, discrete event simulation. To include queuing in decision-analytic models requires a basic knowledge of queuing theory and of the underlying interrelationships. This tutorial introduces queuing theory. Analysts and decision-makers get an understanding of queue characteristics, modeling features, and its strength. Conceptual issues are covered, but the emphasis is on practical issues like modeling the arrival of patients. The treatment of coronary artery disease with percutaneous coronary intervention including stent placement serves as an illustrative queuing example. Discrete event simulation is applied to explicitly model resource capacities, to incorporate waiting lines and queues in the decision-analytic modeling example.

A Multiple Items EPQ/EOQ Model for a Vendor and Multiple Buyers System with Considering Continuous and Discrete Demand Simultaneously

NASA Astrophysics Data System (ADS)

Jonrinaldi; Rahman, T.; Henmaidi; Wirdianto, E.; Zhang, D. Z.

2018-03-01

This paper proposed a mathematical model for multiple items Economic Production and Order Quantity (EPQ/EOQ) with considering continuous and discrete demand simultaneously in a system consisting of a vendor and multiple buyers. This model is used to investigate the optimal production lot size of the vendor and the number of shipments policy of orders to multiple buyers. The model considers the multiple buyers’ holding cost as well as transportation cost, which minimize the total production and inventory costs of the system. The continuous demand from any other customers can be fulfilled anytime by the vendor while the discrete demand from multiple buyers can be fulfilled by the vendor using the multiple delivery policy with a number of shipments of items in the production cycle time. A mathematical model is developed to illustrate the system based on EPQ and EOQ model. Solution procedures are proposed to solve the model using a Mixed Integer Non Linear Programming (MINLP) and algorithm methods. Then, the numerical example is provided to illustrate the system and results are discussed.

Three-dimensional discrete-time Lotka-Volterra models with an application to industrial clusters

NASA Astrophysics Data System (ADS)

Bischi, G. I.; Tramontana, F.

2010-10-01

We consider a three-dimensional discrete dynamical system that describes an application to economics of a generalization of the Lotka-Volterra prey-predator model. The dynamic model proposed is used to describe the interactions among industrial clusters (or districts), following a suggestion given by [23]. After studying some local and global properties and bifurcations in bidimensional Lotka-Volterra maps, by numerical explorations we show how some of them can be extended to their three-dimensional counterparts, even if their analytic and geometric characterization becomes much more difficult and challenging. We also show a global bifurcation of the three-dimensional system that has no two-dimensional analogue. Besides the particular economic application considered, the study of the discrete version of Lotka-Volterra dynamical systems turns out to be a quite rich and interesting topic by itself, i.e. from a purely mathematical point of view.

Time dependence of breakdown in a global fiber-bundle model with continuous damage.

PubMed

Moral, L; Moreno, Y; Gómez, J B; Pacheco, A F

2001-06-01

A time-dependent global fiber-bundle model of fracture with continuous damage is formulated in terms of a set of coupled nonlinear differential equations. A first integral of this set is analytically obtained. The time evolution of the system is studied by applying a discrete probabilistic method. Several results are discussed emphasizing their differences with the standard time-dependent model. The results obtained show that with this simple model a variety of experimental observations can be qualitatively reproduced.

Sampling rare fluctuations of discrete-time Markov chains

NASA Astrophysics Data System (ADS)

Whitelam, Stephen

2018-03-01

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

Sampling rare fluctuations of discrete-time Markov chains.

PubMed

Whitelam, Stephen

2018-03-01

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

Distributed consensus for discrete-time heterogeneous multi-agent systems

NASA Astrophysics Data System (ADS)

Zhao, Huanyu; Fei, Shumin

2018-06-01

This paper studies the consensus problem for a class of discrete-time heterogeneous multi-agent systems. Two kinds of consensus algorithms will be considered. The heterogeneous multi-agent systems considered are converted into equivalent error systems by a model transformation. Then we analyse the consensus problem of the original systems by analysing the stability problem of the error systems. Some sufficient conditions for consensus of heterogeneous multi-agent systems are obtained by applying algebraic graph theory and matrix theory. Simulation examples are presented to show the usefulness of the results.

Four-level conservative finite-difference schemes for Boussinesq paradigm equation

NASA Astrophysics Data System (ADS)

Kolkovska, N.

2013-10-01

In this paper a two-parametric family of four level conservative finite difference schemes is constructed for the multidimensional Boussinesq paradigm equation. The schemes are explicit in the sense that no inner iterations are needed for evaluation of the numerical solution. The preservation of the discrete energy with this method is proved. The schemes have been numerically tested on one soliton propagation model and two solitons interaction model. The numerical experiments demonstrate that the proposed family of schemes has second order of convergence in space and time steps in the discrete maximal norm.

Using Discrete Event Simulation to Model the Economic Value of Shorter Procedure Times on EP Lab Efficiency in the VALUE PVI Study.

PubMed

Kowalski, Marcin; DeVille, J Brian; Svinarich, J Thomas; Dan, Dan; Wickliffe, Andrew; Kantipudi, Charan; Foell, Jason D; Filardo, Giovanni; Holbrook, Reece; Baker, James; Baydoun, Hassan; Jenkins, Mark; Chang-Sing, Peter

2016-05-01

The VALUE PVI study demonstrated that atrial fibrillation (AF) ablation procedures and electrophysiology laboratory (EP lab) occupancy times were reduced for the cryoballoon compared with focal radiofrequency (RF) ablation. However, the economic impact associated with the cryoballoon procedure for hospitals has not been determined. Assess the economic value associated with shorter AF ablation procedure times based on VALUE PVI data. A model was formulated from data from the VALUE PVI study. This model used a discrete event simulation to translate procedural efficiencies into metrics utilized by hospital administrators. A 1000-day period was simulated to determine the accrued impact of procedure time on an institution's EP lab when considering staff and hospital resources. The simulation demonstrated that procedures performed with the cryoballoon catheter resulted in several efficiencies, including: (1) a reduction of 36.2% in days with overtime (422 days RF vs 60 days cryoballoon); (2) 92.7% less cumulative overtime hours (370 hours RF vs 27 hours cryoballoon); and (3) an increase of 46.7% in days with time for an additional EP lab usage (186 days RF vs 653 days cryoballoon). Importantly, the added EP lab utilization could not support the time required for an additional AF ablation procedure. The discrete event simulation of the VALUE PVI data demonstrates the potential positive economic value of AF ablation procedures using the cryoballoon. These benefits include more days where overtime is avoided, fewer cumulative overtime hours, and more days with time left for additional usage of EP lab resources.

Core discrete event simulation model for the evaluation of health care technologies in major depressive disorder.

PubMed

Vataire, Anne-Lise; Aballéa, Samuel; Antonanzas, Fernando; Roijen, Leona Hakkaart-van; Lam, Raymond W; McCrone, Paul; Persson, Ulf; Toumi, Mondher

2014-03-01

A review of existing economic models in major depressive disorder (MDD) highlighted the need for models with longer time horizons that also account for heterogeneity in treatment pathways between patients. A core discrete event simulation model was developed to estimate health and cost outcomes associated with alternative treatment strategies. This model simulated short- and long-term clinical events (partial response, remission, relapse, recovery, and recurrence), adverse events, and treatment changes (titration, switch, addition, and discontinuation) over up to 5 years. Several treatment pathways were defined on the basis of fictitious antidepressants with three levels of efficacy, tolerability, and price (low, medium, and high) from first line to third line. The model was populated with input data from the literature for the UK setting. Model outputs include time in different health states, quality-adjusted life-years (QALYs), and costs from National Health Service and societal perspectives. The codes are open source. Predicted costs and QALYs from this model are within the range of results from previous economic evaluations. The largest cost components from the payer perspective were physician visits and hospitalizations. Key parameters driving the predicted costs and QALYs were utility values, effectiveness, and frequency of physician visits. Differences in QALYs and costs between two strategies with different effectiveness increased approximately twofold when the time horizon increased from 1 to 5 years. The discrete event simulation model can provide a more comprehensive evaluation of different therapeutic options in MDD, compared with existing Markov models, and can be used to compare a wide range of health care technologies in various groups of patients with MDD. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Using discrete event computer simulation to improve patient flow in a Ghanaian acute care hospital.

PubMed

Best, Allyson M; Dixon, Cinnamon A; Kelton, W David; Lindsell, Christopher J; Ward, Michael J

2014-08-01

Crowding and limited resources have increased the strain on acute care facilities and emergency departments worldwide. These problems are particularly prevalent in developing countries. Discrete event simulation is a computer-based tool that can be used to estimate how changes to complex health care delivery systems such as emergency departments will affect operational performance. Using this modality, our objective was to identify operational interventions that could potentially improve patient throughput of one acute care setting in a developing country. We developed a simulation model of acute care at a district level hospital in Ghana to test the effects of resource-neutral (eg, modified staff start times and roles) and resource-additional (eg, increased staff) operational interventions on patient throughput. Previously captured deidentified time-and-motion data from 487 acute care patients were used to develop and test the model. The primary outcome was the modeled effect of interventions on patient length of stay (LOS). The base-case (no change) scenario had a mean LOS of 292 minutes (95% confidence interval [CI], 291-293). In isolation, adding staffing, changing staff roles, and varying shift times did not affect overall patient LOS. Specifically, adding 2 registration workers, history takers, and physicians resulted in a 23.8-minute (95% CI, 22.3-25.3) LOS decrease. However, when shift start times were coordinated with patient arrival patterns, potential mean LOS was decreased by 96 minutes (95% CI, 94-98), and with the simultaneous combination of staff roles (registration and history taking), there was an overall mean LOS reduction of 152 minutes (95% CI, 150-154). Resource-neutral interventions identified through discrete event simulation modeling have the potential to improve acute care throughput in this Ghanaian municipal hospital. Discrete event simulation offers another approach to identifying potentially effective interventions to improve patient flow in emergency and acute care in resource-limited settings. Copyright © 2014 Elsevier Inc. All rights reserved.

Efficient numerical method for investigating diatomic molecules with single active electron subjected to intense and ultrashort laser fields

NASA Astrophysics Data System (ADS)

Kiss, Gellért Zsolt; Borbély, Sándor; Nagy, Ladislau

2017-12-01

We have presented here an efficient numerical approach for the ab initio numerical solution of the time-dependent Schrödinger Equation describing diatomic molecules, which interact with ultrafast laser pulses. During the construction of the model we have assumed a frozen nuclear configuration and a single active electron. In order to increase efficiency our system was described using prolate spheroidal coordinates, where the wave function was discretized using the finite-element discrete variable representation (FE-DVR) method. The discretized wave functions were efficiently propagated in time using the short-iterative Lanczos algorithm. As a first test we have studied here how the laser induced bound state dynamics in H2+ is influenced by the strength of the driving laser field.

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

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

Experiment and simulation for CSI: What are the missing links?

NASA Technical Reports Server (NTRS)

Belvin, W. Keith; Park, K. C.

1989-01-01

Viewgraphs on experiment and simulation for control structure interaction (CSI) are presented. Topics covered include: control structure interaction; typical control/structure interaction system; CSI problem classification; actuator/sensor models; modeling uncertainty; noise models; real-time computations; and discrete versus continuous.

The use of discrete-event simulation modelling to improve radiation therapy planning processes.

PubMed

Werker, Greg; Sauré, Antoine; French, John; Shechter, Steven

2009-07-01

The planning portion of the radiation therapy treatment process at the British Columbia Cancer Agency is efficient but nevertheless contains room for improvement. The purpose of this study is to show how a discrete-event simulation (DES) model can be used to represent this complex process and to suggest improvements that may reduce the planning time and ultimately reduce overall waiting times. A simulation model of the radiation therapy (RT) planning process was constructed using the Arena simulation software, representing the complexities of the system. Several types of inputs feed into the model; these inputs come from historical data, a staff survey, and interviews with planners. The simulation model was validated against historical data and then used to test various scenarios to identify and quantify potential improvements to the RT planning process. Simulation modelling is an attractive tool for describing complex systems, and can be used to identify improvements to the processes involved. It is possible to use this technique in the area of radiation therapy planning with the intent of reducing process times and subsequent delays for patient treatment. In this particular system, reducing the variability and length of oncologist-related delays contributes most to improving the planning time.

3-D and quasi-2-D discrete element modeling of grain commingling in a bucket elevator boot system

USDA-ARS?s Scientific Manuscript database

Unwanted grain commingling impedes new quality-based grain handling systems and has proven to be an expensive and time consuming issue to study experimentally. Experimentally validated models may reduce the time and expense of studying grain commingling while providing additional insight into detail...

Spatial optimization of prairie dog colonies for black-footed ferret recovery

Treesearch

Michael Bevers; John G. Hof; Daniel W. Uresk; Gregory L. Schenbeck

1997-01-01

A discrete-time reaction-diffusion model for black-footed ferret release, population growth, and dispersal is combined with ferret carrying capacity constraints based on prairie dog population management decisions to form a spatial optimization model. Spatial arrangement of active prairie dog colonies within a ferret reintroduction area is optimized over time for...

Simulation of stochastic diffusion via first exit times

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

Lötstedt, Per, E-mail: perl@it.uu.se; Meinecke, Lina, E-mail: lina.meinecke@it.uu.se

2015-11-01

In molecular biology it is of interest to simulate diffusion stochastically. In the mesoscopic model we partition a biological cell into unstructured subvolumes. In each subvolume the number of molecules is recorded at each time step and molecules can jump between neighboring subvolumes to model diffusion. The jump rates can be computed by discretizing the diffusion equation on that unstructured mesh. If the mesh is of poor quality, due to a complicated cell geometry, standard discretization methods can generate negative jump coefficients, which no longer allows the interpretation as the probability to jump between the subvolumes. We propose a methodmore » based on the mean first exit time of a molecule from a subvolume, which guarantees positive jump coefficients. Two approaches to exit times, a global and a local one, are presented and tested in simulations on meshes of different quality in two and three dimensions.« less

Chaos control in delayed phase space constructed by the Takens embedding theory

NASA Astrophysics Data System (ADS)

Hajiloo, R.; Salarieh, H.; Alasty, A.

2018-01-01

In this paper, the problem of chaos control in discrete-time chaotic systems with unknown governing equations and limited measurable states is investigated. Using the time-series of only one measurable state, an algorithm is proposed to stabilize unstable fixed points. The approach consists of three steps: first, using Takens embedding theory, a delayed phase space preserving the topological characteristics of the unknown system is reconstructed. Second, a dynamic model is identified by recursive least squares method to estimate the time-series data in the delayed phase space. Finally, based on the reconstructed model, an appropriate linear delayed feedback controller is obtained for stabilizing unstable fixed points of the system. Controller gains are computed using a systematic approach. The effectiveness of the proposed algorithm is examined by applying it to the generalized hyperchaotic Henon system, prey-predator population map, and the discrete-time Lorenz system.

Performance bounds on parallel self-initiating discrete-event

NASA Technical Reports Server (NTRS)

Nicol, David M.

1990-01-01

The use is considered of massively parallel architectures to execute discrete-event simulations of what is termed self-initiating models. A logical process in a self-initiating model schedules its own state re-evaluation times, independently of any other logical process, and sends its new state to other logical processes following the re-evaluation. The interest is in the effects of that communication on synchronization. The performance is considered of various synchronization protocols by deriving upper and lower bounds on optimal performance, upper bounds on Time Warp's performance, and lower bounds on the performance of a new conservative protocol. The analysis of Time Warp includes the overhead costs of state-saving and rollback. The analysis points out sufficient conditions for the conservative protocol to outperform Time Warp. The analysis also quantifies the sensitivity of performance to message fan-out, lookahead ability, and the probability distributions underlying the simulation.

Simulation of stochastic diffusion via first exit times

PubMed Central

Lötstedt, Per; Meinecke, Lina

2015-01-01

In molecular biology it is of interest to simulate diffusion stochastically. In the mesoscopic model we partition a biological cell into unstructured subvolumes. In each subvolume the number of molecules is recorded at each time step and molecules can jump between neighboring subvolumes to model diffusion. The jump rates can be computed by discretizing the diffusion equation on that unstructured mesh. If the mesh is of poor quality, due to a complicated cell geometry, standard discretization methods can generate negative jump coefficients, which no longer allows the interpretation as the probability to jump between the subvolumes. We propose a method based on the mean first exit time of a molecule from a subvolume, which guarantees positive jump coefficients. Two approaches to exit times, a global and a local one, are presented and tested in simulations on meshes of different quality in two and three dimensions. PMID:26600600

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.

An implicit numerical model for multicomponent compressible two-phase flow in porous media

NASA Astrophysics Data System (ADS)

Zidane, Ali; Firoozabadi, Abbas

2015-11-01

We introduce a new implicit approach to model multicomponent compressible two-phase flow in porous media with species transfer between the phases. In the implicit discretization of the species transport equation in our formulation we calculate for the first time the derivative of the molar concentration of component i in phase α (cα, i) with respect to the total molar concentration (ci) under the conditions of a constant volume V and temperature T. The species transport equation is discretized by the finite volume (FV) method. The fluxes are calculated based on powerful features of the mixed finite element (MFE) method which provides the pressure at grid-cell interfaces in addition to the pressure at the grid-cell center. The efficiency of the proposed model is demonstrated by comparing our results with three existing implicit compositional models. Our algorithm has low numerical dispersion despite the fact it is based on first-order space discretization. The proposed algorithm is very robust.

3D airborne EM modeling based on the spectral-element time-domain (SETD) method

NASA Astrophysics Data System (ADS)

Cao, X.; Yin, C.; Huang, X.; Liu, Y.; Zhang, B., Sr.; Cai, J.; Liu, L.

2017-12-01

In the field of 3D airborne electromagnetic (AEM) modeling, both finite-difference time-domain (FDTD) method and finite-element time-domain (FETD) method have limitations that FDTD method depends too much on the grids and time steps, while FETD requires large number of grids for complex structures. We propose a time-domain spectral-element (SETD) method based on GLL interpolation basis functions for spatial discretization and Backward Euler (BE) technique for time discretization. The spectral-element method is based on a weighted residual technique with polynomials as vector basis functions. It can contribute to an accurate result by increasing the order of polynomials and suppressing spurious solution. BE method is a stable tine discretization technique that has no limitation on time steps and can guarantee a higher accuracy during the iteration process. To minimize the non-zero number of sparse matrix and obtain a diagonal mass matrix, we apply the reduced order integral technique. A direct solver with its speed independent of the condition number is adopted for quickly solving the large-scale sparse linear equations system. To check the accuracy of our SETD algorithm, we compare our results with semi-analytical solutions for a three-layered earth model within the time lapse 10-6-10-2s for different physical meshes and SE orders. The results show that the relative errors for magnetic field B and magnetic induction are both around 3-5%. Further we calculate AEM responses for an AEM system over a 3D earth model in Figure 1. From numerical experiments for both 1D and 3D model, we draw the conclusions that: 1) SETD can deliver an accurate results for both dB/dt and B; 2) increasing SE order improves the modeling accuracy for early to middle time channels when the EM field diffuses fast so the high-order SE can model the detailed variation; 3) at very late time channels, increasing SE order has little improvement on modeling accuracy, but the time interval plays important roles. This research is supported by Key Program of National Natural Science Foundation of China (41530320), China Natural Science Foundation for Young Scientists (41404093), and Key National Research Project of China (2016YFC0303100, 2017YFC0601900). Figure 1: (a) AEM system over a 3D earth model; (b) magnetic field Bz; (c) magnetic induction dBz/dt.

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.

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.

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.

Planning Models for Tuberculosis Control Programs

PubMed Central

Chorba, Ronald W.; Sanders, J. L.

1971-01-01

A discrete-state, discrete-time simulation model of tuberculosis is presented, with submodels of preventive interventions. The model allows prediction of the prevalence of the disease over the simulation period. Preventive and control programs and their optimal budgets may be planned by using the model for cost-benefit analysis: costs are assigned to the program components and disease outcomes to determine the ratio of program expenditures to future savings on medical and socioeconomic costs of tuberculosis. Optimization is achieved by allocating funds in successive increments to alternative program components in simulation and identifying those components that lead to the greatest reduction in prevalence for the given level of expenditure. The method is applied to four hypothetical disease prevalence situations. PMID:4999448

Decoherence and discrete symmetries in deformed relativistic kinematics

NASA Astrophysics Data System (ADS)

Arzano, Michele

2018-01-01

Models of deformed Poincaré symmetries based on group valued momenta have long been studied as effective modifications of relativistic kinematics possibly capturing quantum gravity effects. In this contribution we show how they naturally lead to a generalized quantum time evolution of the type proposed to model fundamental decoherence for quantum systems in the presence of an evaporating black hole. The same structures which determine such generalized evolution also lead to a modification of the action of discrete symmetries and of the CPT operator. These features can in principle be used to put phenomenological constraints on models of deformed relativistic symmetries using precision measurements of neutral kaons.

Introduction of hypermatrix and operator notation into a discrete mathematics simulation model of malignant tumour response to therapeutic schemes in vivo. Some operator properties.

PubMed

Stamatakos, Georgios S; Dionysiou, Dimitra D

2009-10-21

The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathematics and therefore have been formulated in terms of rather complex algorithms (e.g. in pseudocode and actual computer code). However, such lengthy algorithmic descriptions, although sufficient from the mathematical point of view, may render it difficult for an interested reader to readily identify the sequence of the very basic simulation operations that lie at the heart of the entire model. In order to both alleviate this problem and at the same time provide a bridge to symbolic mathematics, we propose the introduction of the notion of hypermatrix in conjunction with that of a discrete operator into the already developed models. Using a radiotherapy response simulation example we demonstrate how the entire model can be considered as the sequential application of a number of discrete operators to a hypermatrix corresponding to the dynamics of the anatomic area of interest. Subsequently, we investigate the operators' commutativity and outline the "summarize and jump" strategy aiming at efficiently and realistically address multilevel biological problems such as cancer. In order to clarify the actual effect of the composite discrete operator we present further simulation results which are in agreement with the outcome of the clinical study RTOG 83-02, thus strengthening the reliability of the model developed.

Experimental confirmation of a PDE-based approach to design of feedback controls

NASA Technical Reports Server (NTRS)

Banks, H. T.; Smith, Ralph C.; Brown, D. E.; Silcox, R. J.; Metcalf, Vern L.

1995-01-01

Issues regarding the experimental implementation of partial differential equation based controllers are discussed in this work. While the motivating application involves the reduction of vibration levels for a circular plate through excitation of surface-mounted piezoceramic patches, the general techniques described here will extend to a variety of applications. The initial step is the development of a PDE model which accurately captures the physics of the underlying process. This model is then discretized to yield a vector-valued initial value problem. Optimal control theory is used to determine continuous-time voltages to the patches, and the approximations needed to facilitate discrete time implementation are addressed. Finally, experimental results demonstrating the control of both transient and steady state vibrations through these techniques are presented.

Linear discrete systems with memory: a generalization of the Langmuir model

NASA Astrophysics Data System (ADS)

Băleanu, Dumitru; Nigmatullin, Raoul R.

2013-10-01

In this manuscript we analyzed a general solution of the linear nonlocal Langmuir model within time scale calculus. Several generalizations of the Langmuir model are presented together with their exact corresponding solutions. The physical meaning of the proposed models are investigated and their corresponding geometries are reported.

Analysis of discrete and continuous distributions of ventilatory time constants from dynamic computed tomography

NASA Astrophysics Data System (ADS)

Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G.

2005-04-01

In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs.

Research and implementation of simulation for TDICCD remote sensing in vibration of optical axis

NASA Astrophysics Data System (ADS)

Liu, Zhi-hong; Kang, Xiao-jun; Lin, Zhe; Song, Li

2013-12-01

During the exposure time, the charge transfer speed in the push-broom direction and the line-by-lines canning speed of the sensor are required to match each other strictly for a space-borne TDICCD push-broom camera. However, as attitude disturbance of satellite and vibration of camera are inevitable, it is impossible to eliminate the speed mismatch, which will make the signal of different targets overlay each other and result in a decline of image resolution. The effects of velocity mismatch will be visually observed and analyzed by simulating the degradation of image quality caused by the vibration of the optical axis, and it is significant for the evaluation of image quality and design of the image restoration algorithm. How to give a model in time domain and space domain during the imaging time is the problem needed to be solved firstly. As vibration information for simulation is usually given by a continuous curve, the pixels of original image matrix and sensor matrix are discrete, as a result, they cannot always match each other well. The effect of simulation will also be influenced by the discrete sampling in integration time. In conclusion, it is quite significant for improving simulation accuracy and efficiency to give an appropriate discrete modeling and simulation method. The paper analyses discretization schemes in time domain and space domain and presents a method to simulate the quality of image of the optical system in the vibration of the line of sight, which is based on the principle of TDICCD sensor. The gray value of pixels in sensor matrix is obtained by a weighted arithmetic, which solves the problem of pixels dismatch. The result which compared with the experiment of hardware test indicate that this simulation system performances well in accuracy and reliability.

The stochastic system approach for estimating dynamic treatments effect.

PubMed

Commenges, Daniel; Gégout-Petit, Anne

2015-10-01

The problem of assessing the effect of a treatment on a marker in observational studies raises the difficulty that attribution of the treatment may depend on the observed marker values. As an example, we focus on the analysis of the effect of a HAART on CD4 counts, where attribution of the treatment may depend on the observed marker values. This problem has been treated using marginal structural models relying on the counterfactual/potential response formalism. Another approach to causality is based on dynamical models, and causal influence has been formalized in the framework of the Doob-Meyer decomposition of stochastic processes. Causal inference however needs assumptions that we detail in this paper and we call this approach to causality the "stochastic system" approach. First we treat this problem in discrete time, then in continuous time. This approach allows incorporating biological knowledge naturally. When working in continuous time, the mechanistic approach involves distinguishing the model for the system and the model for the observations. Indeed, biological systems live in continuous time, and mechanisms can be expressed in the form of a system of differential equations, while observations are taken at discrete times. Inference in mechanistic models is challenging, particularly from a numerical point of view, but these models can yield much richer and reliable results.

Modeling of wastewater treatment system of car parks from petroleum products

NASA Astrophysics Data System (ADS)

Savdur, S. N.; Stepanova, Yu V.; Kodolova, I. A.; Fesina, E. L.

2018-05-01

The paper discusses the technological complex of wastewater treatment of car parks from petroleum products. Based on the review of the main modeling methods of discrete-continuous chemical and engineering processes, it substantiates expediency of using the theory of Petri nets (PN) for modeling the process of wastewater treatment of car parks from petroleum products. It is proposed to use a modification of Petri nets which is focused on modeling and analysis of discrete-continuous chemical and engineering processes by prioritizing transitions, timing marks in positions and transitions. A model in the form of modified Petri nets (MPN) is designed. A software package to control the process for wastewater treatment is designed by means of SCADA TRACE MODE.

Hybrid modeling in biochemical systems theory by means of functional petri nets.

PubMed

Wu, Jialiang; Voit, Eberhard

2009-02-01

Many biological systems are genuinely hybrids consisting of interacting discrete and continuous components and processes that often operate at different time scales. It is therefore desirable to create modeling frameworks capable of combining differently structured processes and permitting their analysis over multiple time horizons. During the past 40 years, Biochemical Systems Theory (BST) has been a very successful approach to elucidating metabolic, gene regulatory, and signaling systems. However, its foundation in ordinary differential equations has precluded BST from directly addressing problems containing switches, delays, and stochastic effects. In this study, we extend BST to hybrid modeling within the framework of Hybrid Functional Petri Nets (HFPN). First, we show how the canonical GMA and S-system models in BST can be directly implemented in a standard Petri Net framework. In a second step we demonstrate how to account for different types of time delays as well as for discrete, stochastic, and switching effects. Using representative test cases, we validate the hybrid modeling approach through comparative analyses and simulations with other approaches and highlight the feasibility, quality, and efficiency of the hybrid method.

Discrete Huygens’ modeling for the characterization of a sound absorbing medium

NASA Astrophysics Data System (ADS)

Chai, L.; Kagawa, Y.

2007-07-01

Based on the equivalence between the wave propagation in the electrical transmission-lines and acoustic tubes, the authors proposed the use of the transmission-line matrix modeling (TLM) for time-domain solution method of the sound field. TLM is known in electromagnetic engineering community, which is equivalent to the discrete Huygens' modeling. The wave propagation is simulated by tracing the sequences of the transmission and scattering of impulses. The theory and the demonstrated examples are presented in the references, in which a sound absorbing field was preliminarily considered to be a medium with simple acoustic resistance independent of frequency and the angle of incidence for the absorbing layer placed on the room wall surface. The present work is concerned with the time-domain response for the characterization of the sound absorbing materials. A lossy component with variable propagation velocity is introduced for sound absorbing materials to facilitate the energy consumption. The frequency characteristics of the absorption coefficient are also considered for the normal, oblique and random incidence. Some numerical demonstrations show that the present modeling provide a reasonable modeling of the homogeneous sound absorbing materials in time domain.

Adaptive modeling, identification, and control of dynamic structural systems. I. Theory

USGS Publications Warehouse

Safak, Erdal

1989-01-01

A concise review of the theory of adaptive modeling, identification, and control of dynamic structural systems based on discrete-time recordings is presented. Adaptive methods have four major advantages over the classical methods: (1) Removal of the noise from the signal is done over the whole frequency band; (2) time-varying characteristics of systems can be tracked; (3) systems with unknown characteristics can be controlled; and (4) a small segment of the data is needed during the computations. Included in the paper are the discrete-time representation of single-input single-output (SISO) systems, models for SISO systems with noise, the concept of stochastic approximation, recursive prediction error method (RPEM) for system identification, and the adaptive control. Guidelines for model selection and model validation and the computational aspects of the method are also discussed in the paper. The present paper is the first of two companion papers. The theory given in the paper is limited to that which is necessary to follow the examples for applications in structural dynamics presented in the second paper.

Numerical integration techniques for curved-element discretizations of molecule-solvent interfaces.

PubMed

Bardhan, Jaydeep P; Altman, Michael D; Willis, David J; Lippow, Shaun M; Tidor, Bruce; White, Jacob K

2007-07-07

Surface formulations of biophysical modeling problems offer attractive theoretical and computational properties. Numerical simulations based on these formulations usually begin with discretization of the surface under consideration; often, the surface is curved, possessing complicated structure and possibly singularities. Numerical simulations commonly are based on approximate, rather than exact, discretizations of these surfaces. To assess the strength of the dependence of simulation accuracy on the fidelity of surface representation, here methods were developed to model several important surface formulations using exact surface discretizations. Following and refining Zauhar's work [J. Comput.-Aided Mol. Des. 9, 149 (1995)], two classes of curved elements were defined that can exactly discretize the van der Waals, solvent-accessible, and solvent-excluded (molecular) surfaces. Numerical integration techniques are presented that can accurately evaluate nonsingular and singular integrals over these curved surfaces. After validating the exactness of the surface discretizations and demonstrating the correctness of the presented integration methods, a set of calculations are presented that compare the accuracy of approximate, planar-triangle-based discretizations and exact, curved-element-based simulations of surface-generalized-Born (sGB), surface-continuum van der Waals (scvdW), and boundary-element method (BEM) electrostatics problems. Results demonstrate that continuum electrostatic calculations with BEM using curved elements, piecewise-constant basis functions, and centroid collocation are nearly ten times more accurate than planar-triangle BEM for basis sets of comparable size. The sGB and scvdW calculations give exceptional accuracy even for the coarsest obtainable discretized surfaces. The extra accuracy is attributed to the exact representation of the solute-solvent interface; in contrast, commonly used planar-triangle discretizations can only offer improved approximations with increasing discretization and associated increases in computational resources. The results clearly demonstrate that the methods for approximate integration on an exact geometry are far more accurate than exact integration on an approximate geometry. A MATLAB implementation of the presented integration methods and sample data files containing curved-element discretizations of several small molecules are available online as supplemental material.

Integrating continuous stocks and flows into state-and-transition simulation models of landscape change

USGS Publications Warehouse

Daniel, Colin J.; Sleeter, Benjamin M.; Frid, Leonardo; Fortin, Marie-Josée

2018-01-01

State-and-transition simulation models (STSMs) provide a general framework for forecasting landscape dynamics, including projections of both vegetation and land-use/land-cover (LULC) change. The STSM method divides a landscape into spatially-referenced cells and then simulates the state of each cell forward in time, as a discrete-time stochastic process using a Monte Carlo approach, in response to any number of possible transitions. A current limitation of the STSM method, however, is that all of the state variables must be discrete.Here we present a new approach for extending a STSM, in order to account for continuous state variables, called a state-and-transition simulation model with stocks and flows (STSM-SF). The STSM-SF method allows for any number of continuous stocks to be defined for every spatial cell in the STSM, along with a suite of continuous flows specifying the rates at which stock levels change over time. The change in the level of each stock is then simulated forward in time, for each spatial cell, as a discrete-time stochastic process. The method differs from the traditional systems dynamics approach to stock-flow modelling in that the stocks and flows can be spatially-explicit, and the flows can be expressed as a function of the STSM states and transitions.We demonstrate the STSM-SF method by integrating a spatially-explicit carbon (C) budget model with a STSM of LULC change for the state of Hawai'i, USA. In this example, continuous stocks are pools of terrestrial C, while the flows are the possible fluxes of C between these pools. Importantly, several of these C fluxes are triggered by corresponding LULC transitions in the STSM. Model outputs include changes in the spatial and temporal distribution of C pools and fluxes across the landscape in response to projected future changes in LULC over the next 50 years.The new STSM-SF method allows both discrete and continuous state variables to be integrated into a STSM, including interactions between them. With the addition of stocks and flows, STSMs provide a conceptually simple yet powerful approach for characterizing uncertainties in projections of a wide range of questions regarding landscape change.

Setting up virgin stress conditions in discrete element models.

PubMed

Rojek, J; Karlis, G F; Malinowski, L J; Beer, G

2013-03-01

In the present work, a methodology for setting up virgin stress conditions in discrete element models is proposed. The developed algorithm is applicable to discrete or coupled discrete/continuum modeling of underground excavation employing the discrete element method (DEM). Since the DEM works with contact forces rather than stresses there is a need for the conversion of pre-excavation stresses to contact forces for the DEM model. Different possibilities of setting up virgin stress conditions in the DEM model are reviewed and critically assessed. Finally, a new method to obtain a discrete element model with contact forces equivalent to given macroscopic virgin stresses is proposed. The test examples presented show that good results may be obtained regardless of the shape of the DEM domain.

Setting up virgin stress conditions in discrete element models

PubMed Central

Rojek, J.; Karlis, G.F.; Malinowski, L.J.; Beer, G.

2013-01-01

In the present work, a methodology for setting up virgin stress conditions in discrete element models is proposed. The developed algorithm is applicable to discrete or coupled discrete/continuum modeling of underground excavation employing the discrete element method (DEM). Since the DEM works with contact forces rather than stresses there is a need for the conversion of pre-excavation stresses to contact forces for the DEM model. Different possibilities of setting up virgin stress conditions in the DEM model are reviewed and critically assessed. Finally, a new method to obtain a discrete element model with contact forces equivalent to given macroscopic virgin stresses is proposed. The test examples presented show that good results may be obtained regardless of the shape of the DEM domain. PMID:27087731

An algebra of discrete event processes

NASA Technical Reports Server (NTRS)

Heymann, Michael; Meyer, George

1991-01-01

This report deals with an algebraic framework for modeling and control of discrete event processes. The report consists of two parts. The first part is introductory, and consists of a tutorial survey of the theory of concurrency in the spirit of Hoare's CSP, and an examination of the suitability of such an algebraic framework for dealing with various aspects of discrete event control. To this end a new concurrency operator is introduced and it is shown how the resulting framework can be applied. It is further shown that a suitable theory that deals with the new concurrency operator must be developed. In the second part of the report the formal algebra of discrete event control is developed. At the present time the second part of the report is still an incomplete and occasionally tentative working paper.

Gauge properties of the guiding center variational symplectic integrator

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

Squire, J.; Tang, W. M.; Qin, H.

Variational symplectic algorithms have recently been developed for carrying out long-time simulation of charged particles in magnetic fields [H. Qin and X. Guan, Phys. Rev. Lett. 100, 035006 (2008); H. Qin, X. Guan, and W. Tang, Phys. Plasmas (2009); J. Li, H. Qin, Z. Pu, L. Xie, and S. Fu, Phys. Plasmas 18, 052902 (2011)]. As a direct consequence of their derivation from a discrete variational principle, these algorithms have very good long-time energy conservation, as well as exactly preserving discrete momenta. We present stability results for these algorithms, focusing on understanding how explicit variational integrators can be designed formore » this type of system. It is found that for explicit algorithms, an instability arises because the discrete symplectic structure does not become the continuous structure in the t{yields}0 limit. We examine how a generalized gauge transformation can be used to put the Lagrangian in the 'antisymmetric discretization gauge,' in which the discrete symplectic structure has the correct form, thus eliminating the numerical instability. Finally, it is noted that the variational guiding center algorithms are not electromagnetically gauge invariant. By designing a model discrete Lagrangian, we show that the algorithms are approximately gauge invariant as long as A and {phi} are relatively smooth. A gauge invariant discrete Lagrangian is very important in a variational particle-in-cell algorithm where it ensures current continuity and preservation of Gauss's law [J. Squire, H. Qin, and W. Tang (to be published)].« less

Fast radiative transfer models for retrieval of cloud properties in the back-scattering region: application to DSCOVR-EPIC sensor

NASA Astrophysics Data System (ADS)

Molina Garcia, Victor; Sasi, Sruthy; Efremenko, Dmitry; Doicu, Adrian; Loyola, Diego

2017-04-01

In this work, the requirements for the retrieval of cloud properties in the back-scattering region are described, and their application to the measurements taken by the Earth Polychromatic Imaging Camera (EPIC) on board the Deep Space Climate Observatory (DSCOVR) is shown. Various radiative transfer models and their linearizations are implemented, and their advantages and issues are analyzed. As radiative transfer calculations in the back-scattering region are computationally time-consuming, several acceleration techniques are also studied. The radiative transfer models analyzed include the exact Discrete Ordinate method with Matrix Exponential (DOME), the Matrix Operator method with Matrix Exponential (MOME), and the approximate asymptotic and equivalent Lambertian cloud models. To reduce the computational cost of the line-by-line (LBL) calculations, the k-distribution method, the Principal Component Analysis (PCA) and a combination of the k-distribution method plus PCA are used. The linearized radiative transfer models for retrieval of cloud properties include the Linearized Discrete Ordinate method with Matrix Exponential (LDOME), the Linearized Matrix Operator method with Matrix Exponential (LMOME) and the Forward-Adjoint Discrete Ordinate method with Matrix Exponential (FADOME). These models were applied to the EPIC oxygen-A band absorption channel at 764 nm. It is shown that the approximate asymptotic and equivalent Lambertian cloud models give inaccurate results, so an offline processor for the retrieval of cloud properties in the back-scattering region requires the use of exact models such as DOME and MOME, which behave similarly. The combination of the k-distribution method plus PCA presents similar accuracy to the LBL calculations, but it is up to 360 times faster, and the relative errors for the computed radiances are less than 1.5% compared to the results when the exact phase function is used. Finally, the linearized models studied show similar behavior, with relative errors less than 1% for the radiance derivatives, but FADOME is 2 times faster than LDOME and 2.5 times faster than LMOME.

United States Marine Corps Motor Transport Mechanic-to-Equipment Ratio

DTIC Science & Technology

time motor transport equipment remains in maintenance at the organizational command level. This thesis uses a discrete event simulation model of the...applied to a single experiment that allows for assessment of risk of not achieving the objective. Inter-arrival time, processing time, work schedule

Finite State Models of Manned Systems: Validation, Simplification, and Extension.

DTIC Science & Technology

1979-11-01

model a time set is needed. A time set is some set T together with a binary relation defined on T which linearly orders the set. If "model time" is...discrete, so is T ; continuous time is represented by a set corresponding to a subset of the non-negative real numbers. In the following discussion time...defined as sequences, over time, of input and outIut values. The notion of sequences or trajectories is formalized as: AT = xx: T -- Al BT = tyIy: T -4BJ AT

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.

A Role for M-Matrices in Modelling Population Growth

ERIC Educational Resources Information Center

James, Glyn; Rumchev, Ventsi

2006-01-01

Adopting a discrete-time cohort-type model to represent the dynamics of a population, the problem of achieving a desired total size of the population under a balanced growth (contraction) and the problem of maintaining the desired size, once achieved, are studied. Properties of positive-time systems and M-matrices are used to develop the results,…

Dark Energy from Discrete Spacetime

PubMed Central

Trout, Aaron D.

2013-01-01

Dark energy accounts for most of the matter-energy content of our universe, yet current theories of its origin rely on radical physical assumptions such as the holographic principle or controversial anthropic arguments. We give a better motivated explanation for dark energy, claiming that it arises from a small negative scalar-curvature present even in empty spacetime. The vacuum has this curvature because spacetime is fundamentally discrete and there are more ways for a discrete geometry to have negative curvature than positive. We explicitly compute this effect using a variant of the well known dynamical-triangulations (DT) model for quantum gravity. Our model predicts a time-varying non-zero cosmological constant with a current value, in natural units, in agreement with observation. This calculation is made possible by a novel characterization of the possible DT action values combined with numerical evidence concerning their degeneracies. PMID:24312502

On the derivation of approximations to cellular automata models and the assumption of independence.

PubMed

Davies, K J; Green, J E F; Bean, N G; Binder, B J; Ross, J V

2014-07-01

Cellular automata are discrete agent-based models, generally used in cell-based applications. There is much interest in obtaining continuum models that describe the mean behaviour of the agents in these models. Previously, continuum models have been derived for agents undergoing motility and proliferation processes, however, these models only hold under restricted conditions. In order to narrow down the reason for these restrictions, we explore three possible sources of error in deriving the model. These sources are the choice of limiting arguments, the use of a discrete-time model as opposed to a continuous-time model and the assumption of independence between the state of sites. We present a rigorous analysis in order to gain a greater understanding of the significance of these three issues. By finding a limiting regime that accurately approximates the conservation equation for the cellular automata, we are able to conclude that the inaccuracy between our approximation and the cellular automata is completely based on the assumption of independence. Copyright © 2014 Elsevier Inc. All rights reserved.

Transitions between discrete and rhythmic primitives in a unimanual task

PubMed Central

Sternad, Dagmar; Marino, Hamal; Charles, Steven K.; Duarte, Marcos; Dipietro, Laura; Hogan, Neville

2013-01-01

Given the vast complexity of human actions and interactions with objects, we proposed that control of sensorimotor behavior may utilize dynamic primitives. However, greater computational simplicity may come at the cost of reduced versatility. Evidence for primitives may be garnered by revealing such limitations. This study tested subjects performing a sequence of progressively faster discrete movements in order to “stress” the system. We hypothesized that the increasing pace would elicit a transition to rhythmic movements, assumed to be computationally and neurally more efficient. Abrupt transitions between the two types of movements would support the hypothesis that rhythmic and discrete movements are distinct primitives. Ten subjects performed planar point-to-point arm movements paced by a metronome: starting at 2 s, the metronome intervals decreased by 36 ms per cycle to 200 ms, stayed at 200 ms for several cycles, then increased by similar increments. Instructions emphasized to insert explicit stops between each movement with a duration that equaled the movement time. The experiment was performed with eyes open and closed, and with short and long metronome sounds, the latter explicitly specifying the dwell duration. Results showed that subjects matched instructed movement times but did not preserve the dwell times. Rather, they progressively reduced dwell time to zero, transitioning to continuous rhythmic movements before movement times reached their minimum. The acceleration profiles showed an abrupt change between discrete and rhythmic profiles. The loss of dwell time occurred earlier with long auditory specification, when subjects also showed evidence of predictive control. While evidence for hysteresis was weak, taken together, the results clearly indicated a transition between discrete and rhythmic movements, supporting the proposal that representation is based on primitives rather than on veridical internal models. PMID:23888139

Discrete-Time Zhang Neural Network for Online Time-Varying Nonlinear Optimization With Application to Manipulator Motion Generation.

PubMed

Jin, Long; Zhang, Yunong

2015-07-01

In this brief, a discrete-time Zhang neural network (DTZNN) model is first proposed, developed, and investigated for online time-varying nonlinear optimization (OTVNO). Then, Newton iteration is shown to be derived from the proposed DTZNN model. In addition, to eliminate the explicit matrix-inversion operation, the quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is introduced, which can effectively approximate the inverse of Hessian matrix. A DTZNN-BFGS model is thus proposed and investigated for OTVNO, which is the combination of the DTZNN model and the quasi-Newton BFGS method. In addition, theoretical analyses show that, with step-size h=1 and/or with zero initial error, the maximal residual error of the DTZNN model has an O(τ(2)) pattern, whereas the maximal residual error of the Newton iteration has an O(τ) pattern, with τ denoting the sampling gap. Besides, when h ≠ 1 and h ∈ (0,2) , the maximal steady-state residual error of the DTZNN model has an O(τ(2)) pattern. Finally, an illustrative numerical experiment and an application example to manipulator motion generation are provided and analyzed to substantiate the efficacy of the proposed DTZNN and DTZNN-BFGS models for OTVNO.

A Discrete-Time Average Model Based Predictive Control for Quasi-Z-Source Inverter

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

Liu, Yushan; Abu-Rub, Haitham; Xue, Yaosuo

A discrete-time average model-based predictive control (DTA-MPC) is proposed for a quasi-Z-source inverter (qZSI). As a single-stage inverter topology, the qZSI regulates the dc-link voltage and the ac output voltage through the shoot-through (ST) duty cycle and the modulation index. Several feedback strategies have been dedicated to produce these two control variables, among which the most popular are the proportional–integral (PI)-based control and the conventional model-predictive control (MPC). However, in the former, there are tradeoffs between fast response and stability; the latter is robust, but at the cost of high calculation burden and variable switching frequency. Moreover, they require anmore » elaborated design or fine tuning of controller parameters. The proposed DTA-MPC predicts future behaviors of the ST duty cycle and modulation signals, based on the established discrete-time average model of the quasi-Z-source (qZS) inductor current, the qZS capacitor voltage, and load currents. The prediction actions are applied to the qZSI modulator in the next sampling instant, without the need of other controller parameters’ design. A constant switching frequency and significantly reduced computations are achieved with high performance. Transient responses and steady-state accuracy of the qZSI system under the proposed DTA-MPC are investigated and compared with the PI-based control and the conventional MPC. Simulation and experimental results verify the effectiveness of the proposed approach for the qZSI.« less

A Discrete-Time Average Model Based Predictive Control for Quasi-Z-Source Inverter

DOE PAGES

Liu, Yushan; Abu-Rub, Haitham; Xue, Yaosuo; ...

2017-12-25

A discrete-time average model-based predictive control (DTA-MPC) is proposed for a quasi-Z-source inverter (qZSI). As a single-stage inverter topology, the qZSI regulates the dc-link voltage and the ac output voltage through the shoot-through (ST) duty cycle and the modulation index. Several feedback strategies have been dedicated to produce these two control variables, among which the most popular are the proportional–integral (PI)-based control and the conventional model-predictive control (MPC). However, in the former, there are tradeoffs between fast response and stability; the latter is robust, but at the cost of high calculation burden and variable switching frequency. Moreover, they require anmore » elaborated design or fine tuning of controller parameters. The proposed DTA-MPC predicts future behaviors of the ST duty cycle and modulation signals, based on the established discrete-time average model of the quasi-Z-source (qZS) inductor current, the qZS capacitor voltage, and load currents. The prediction actions are applied to the qZSI modulator in the next sampling instant, without the need of other controller parameters’ design. A constant switching frequency and significantly reduced computations are achieved with high performance. Transient responses and steady-state accuracy of the qZSI system under the proposed DTA-MPC are investigated and compared with the PI-based control and the conventional MPC. Simulation and experimental results verify the effectiveness of the proposed approach for the qZSI.« less

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

Brownian models have been introduced in phylogenetics for describing variation in substitution rates through time, with applications to molecular dating or to the comparative analysis of variation in substitution patterns among lineages. Thus far, however, the Monte Carlo implementations of these models have relied on crude approximations, in which the Brownian process is sampled only at the internal nodes of the phylogeny or at the midpoints along each branch, and the unknown trajectory between these sampled points is summarized by simple branchwise average substitution rates. A more accurate Monte Carlo approach is introduced, explicitly sampling a fine-grained discretization of the trajectory of the (potentially multivariate) Brownian process along the phylogeny. Generic Monte Carlo resampling algorithms are proposed for updating the Brownian paths along and across branches. Specific computational strategies are developed for efficient integration of the finite-time substitution probabilities across branches induced by the Brownian trajectory. The mixing properties and the computational complexity of the resulting Markov chain Monte Carlo sampler scale reasonably with the discretization level, allowing practical applications with up to a few hundred discretization points along the entire depth of the tree. The method can be generalized to other Markovian stochastic processes, making it possible to implement a wide range of time-dependent substitution models with well-controlled computational precision. The program is freely available at www.phylobayes.org. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Synchronization of autonomous objects in discrete event simulation

NASA Technical Reports Server (NTRS)

Rogers, Ralph V.

1990-01-01

Autonomous objects in event-driven discrete event simulation offer the potential to combine the freedom of unrestricted movement and positional accuracy through Euclidean space of time-driven models with the computational efficiency of event-driven simulation. The principal challenge to autonomous object implementation is object synchronization. The concept of a spatial blackboard is offered as a potential methodology for synchronization. The issues facing implementation of a spatial blackboard are outlined and discussed.

Smoothed Particle Hydrodynamics and its applications for multiphase flow and reactive transport in porous media

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

Tartakovsky, Alexandre M.; Trask, Nathaniel; Pan, K.

2016-03-11

Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method based on a meshless discretization of partial differential equations. In this review, we present SPH discretization of the Navier-Stokes and Advection-Diffusion-Reaction equations, implementation of various boundary conditions, and time integration of the SPH equations, and we discuss applications of the SPH method for modeling pore-scale multiphase flows and reactive transport in porous and fractured media.

Observer-Based Discrete-Time Nonnegative Edge Synchronization of Networked Systems.

PubMed

Su, Housheng; Wu, Han; Chen, Xia

2017-10-01

This paper studies the multi-input and multi-output discrete-time nonnegative edge synchronization of networked systems based on neighbors' output information. The communication relationship among the edges of networked systems is modeled by well-known line graph. Two observer-based edge synchronization algorithms are designed, for which some necessary and sufficient synchronization conditions are derived. Moreover, some computable sufficient synchronization conditions are obtained, in which the feedback matrix and the observer matrix are computed by solving the linear programming problems. We finally design several simulation examples to demonstrate the validity of the given nonnegative edge synchronization algorithms.

Parent-Child Communication and Marijuana Initiation: Evidence Using Discrete-Time Survival Analysis

PubMed Central

Nonnemaker, James M.; Silber-Ashley, Olivia; Farrelly, Matthew C.; Dench, Daniel

2012-01-01

This study supplements existing literature on the relationship between parent-child communication and adolescent drug use by exploring whether parental and/or adolescent recall of specific drug-related conversations differentially impact youth's likelihood of initiating marijuana use. Using discrete-time survival analysis, we estimated the hazard of marijuana initiation using a logit model to obtain an estimate of the relative risk of initiation. Our results suggest that parent-child communication about drug use is either not protective (no effect) or—in the case of youth reports of communication—potentially harmful (leading to increased likelihood of marijuana initiation). PMID:22958867

Fourth order scheme for wavelet based solution of Black-Scholes equation

NASA Astrophysics Data System (ADS)

Finěk, Václav

2017-12-01

The present paper is devoted to the numerical solution of the Black-Scholes equation for pricing European options. We apply the Crank-Nicolson scheme with Richardson extrapolation for time discretization and Hermite cubic spline wavelets with four vanishing moments for space discretization. This scheme is the fourth order accurate both in time and in space. Computational results indicate that the Crank-Nicolson scheme with Richardson extrapolation significantly decreases the amount of computational work. We also numerically show that optimal convergence rate for the used scheme is obtained without using startup procedure despite the data irregularities in the model.

The exact fundamental solution for the Benes tracking problem

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2009-05-01

The universal continuous-discrete tracking problem requires the solution of a Fokker-Planck-Kolmogorov forward equation (FPKfe) for an arbitrary initial condition. Using results from quantum mechanics, the exact fundamental solution for the FPKfe is derived for the state model of arbitrary dimension with Benes drift that requires only the computation of elementary transcendental functions and standard linear algebra techniques- no ordinary or partial differential equations need to be solved. The measurement process may be an arbitrary, discrete-time nonlinear stochastic process, and the time step size can be arbitrary. Numerical examples are included, demonstrating its utility in practical implementation.

A mathematical model of the structure and evolution of small-scale discrete auroral arcs

NASA Technical Reports Server (NTRS)

Seyler, Charles E.

1990-01-01

A three-dimensional fluid model for the structure and evolution of small-scale discrete auroral arcs originating from Alfven waves is developed and used to study the nonlinear macroscopic plasma dynamics of these auroral arcs. The results of simulations show that stationary auroral arcs can be unstable to a collisionless tearing mode which may be responsible for the observed transverse structuring in the form of folds and curls. At late times, the plasma becomes turbulent having transverse electric field power spectra that tend toward a universal k exp -5/3 spectral form.

Interesting examples of supervised continuous variable systems

NASA Technical Reports Server (NTRS)

Chase, Christopher; Serrano, Joe; Ramadge, Peter

1990-01-01

The authors analyze two simple deterministic flow models for multiple buffer servers which are examples of the supervision of continuous variable systems by a discrete controller. These systems exhibit what may be regarded as the two extremes of complexity of the closed loop behavior: one is eventually periodic, the other is chaotic. The first example exhibits chaotic behavior that could be characterized statistically. The dual system, the switched server system, exhibits very predictable behavior, which is modeled by a finite state automaton. This research has application to multimodal discrete time systems where the controller can choose from a set of transition maps to implement.

Elastic Model Transitions Using Quadratic Inequality Constrained Least Squares

NASA Technical Reports Server (NTRS)

Orr, Jeb S.

2012-01-01

A technique is presented for initializing multiple discrete finite element model (FEM) mode sets for certain types of flight dynamics formulations that rely on superposition of orthogonal modes for modeling the elastic response. Such approaches are commonly used for modeling launch vehicle dynamics, and challenges arise due to the rapidly time-varying nature of the rigid-body and elastic characteristics. By way of an energy argument, a quadratic inequality constrained least squares (LSQI) algorithm is employed to e ect a smooth transition from one set of FEM eigenvectors to another with no requirement that the models be of similar dimension or that the eigenvectors be correlated in any particular way. The physically unrealistic and controversial method of eigenvector interpolation is completely avoided, and the discrete solution approximates that of the continuously varying system. The real-time computational burden is shown to be negligible due to convenient features of the solution method. Simulation results are presented, and applications to staging and other discontinuous mass changes are discussed

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

Phillips, Carolyn L.; Guo, Hanqi; Peterka, Tom

In type-II superconductors, the dynamics of magnetic flux vortices determine their transport properties. In the Ginzburg-Landau theory, vortices correspond to topological defects in the complex order parameter field. Earlier, in Phillips et al. [Phys. Rev. E 91, 023311 (2015)], we introduced a method for extracting vortices from the discretized complex order parameter field generated by a large-scale simulation of vortex matter. With this method, at a fixed time step, each vortex [simplistically, a one-dimensional (1D) curve in 3D space] can be represented as a connected graph extracted from the discretized field. Here we extend this method as a function ofmore » time as well. A vortex now corresponds to a 2D space-time sheet embedded in 4D space time that can be represented as a connected graph extracted from the discretized field over both space and time. Vortices that interact by merging or splitting correspond to disappearance and appearance of holes in the connected graph in the time direction. This method of tracking vortices, which makes no assumptions about the scale or behavior of the vortices, can track the vortices with a resolution as good as the discretization of the temporally evolving complex scalar field. Additionally, even details of the trajectory between time steps can be reconstructed from the connected graph. With this form of vortex tracking, the details of vortex dynamics in a model of a superconducting materials can be understood in greater detail than previously possible.« less

Equivalent Discrete-Time Channel Modeling for Molecular Communication With Emphasize on an Absorbing Receiver.

PubMed

Damrath, Martin; Korte, Sebastian; Hoeher, Peter Adam

2017-01-01

This paper introduces the equivalent discrete-time channel model (EDTCM) to the area of diffusion-based molecular communication (DBMC). Emphasis is on an absorbing receiver, which is based on the so-called first passage time concept. In the wireless communications community the EDTCM is well known. Therefore, it is anticipated that the EDTCM improves the accessibility of DBMC and supports the adaptation of classical wireless communication algorithms to the area of DBMC. Furthermore, the EDTCM has the capability to provide a remarkable reduction of computational complexity compared to random walk based DBMC simulators. Besides the exact EDTCM, three approximations thereof based on binomial, Gaussian, and Poisson approximation are proposed and analyzed in order to further reduce computational complexity. In addition, the Bahl-Cocke-Jelinek-Raviv (BCJR) algorithm is adapted to all four channel models. Numerical results show the performance of the exact EDTCM, illustrate the performance of the adapted BCJR algorithm, and demonstrate the accuracy of the approximations.

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.

Coupled discrete element and finite volume solution of two classical soil mechanics problems

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

Chen, Feng; Drumm, Eric; Guiochon, Georges A

One dimensional solutions for the classic critical upward seepage gradient/quick condition and the time rate of consolidation problems are obtained using coupled routines for the finite volume method (FVM) and discrete element method (DEM), and the results compared with the analytical solutions. The two phase flow in a system composed of fluid and solid is simulated with the fluid phase modeled by solving the averaged Navier-Stokes equation using the FVM and the solid phase is modeled using the DEM. A framework is described for the coupling of two open source computer codes: YADE-OpenDEM for the discrete element method and OpenFOAMmore » for the computational fluid dynamics. The particle-fluid interaction is quantified using a semi-empirical relationship proposed by Ergun [12]. The two classical verification problems are used to explore issues encountered when using coupled flow DEM codes, namely, the appropriate time step size for both the fluid and mechanical solution processes, the choice of the viscous damping coefficient, and the number of solid particles per finite fluid volume.« less

Consensus for linear multi-agent system with intermittent information transmissions using the time-scale theory

NASA Astrophysics Data System (ADS)

Taousser, Fatima; Defoort, Michael; Djemai, Mohamed

2016-01-01

This paper investigates the consensus problem for linear multi-agent system with fixed communication topology in the presence of intermittent communication using the time-scale theory. Since each agent can only obtain relative local information intermittently, the proposed consensus algorithm is based on a discontinuous local interaction rule. The interaction among agents happens at a disjoint set of continuous-time intervals. The closed-loop multi-agent system can be represented using mixed linear continuous-time and linear discrete-time models due to intermittent information transmissions. The time-scale theory provides a powerful tool to combine continuous-time and discrete-time cases and study the consensus protocol under a unified framework. Using this theory, some conditions are derived to achieve exponential consensus under intermittent information transmissions. Simulations are performed to validate the theoretical results.

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.

Discrete event simulation for exploring strategies: an urban water management case.

PubMed

Huang, Dong-Bin; Scholz, Roland W; Gujer, Willi; Chitwood, Derek E; Loukopoulos, Peter; Schertenleib, Roland; Siegrist, Hansruedi

2007-02-01

This paper presents a model structure aimed at offering an overview of the various elements of a strategy and exploring their multidimensional effects through time in an efficient way. It treats a strategy as a set of discrete events planned to achieve a certain strategic goal and develops a new form of causal networks as an interfacing component between decision makers and environment models, e.g., life cycle inventory and material flow models. The causal network receives a strategic plan as input in a discrete manner and then outputs the updated parameter sets to the subsequent environmental models. Accordingly, the potential dynamic evolution of environmental systems caused by various strategies can be stepwise simulated. It enables a way to incorporate discontinuous change in models for environmental strategy analysis, and enhances the interpretability and extendibility of a complex model by its cellular constructs. It is exemplified using an urban water management case in Kunming, a major city in Southwest China. By utilizing the presented method, the case study modeled the cross-scale interdependencies of the urban drainage system and regional water balance systems, and evaluated the effectiveness of various strategies for improving the situation of Dianchi Lake.

Using a simulation assistant in modeling manufacturing systems

NASA Technical Reports Server (NTRS)

Schroer, Bernard J.; Tseng, Fan T.; Zhang, S. X.; Wolfsberger, John W.

1988-01-01

Numerous simulation languages exist for modeling discrete event processes, and are now ported to microcomputers. Graphic and animation capabilities were added to many of these languages to assist the users build models and evaluate the simulation results. With all these languages and added features, the user is still plagued with learning the simulation language. Futhermore, the time to construct and then to validate the simulation model is always greater than originally anticipated. One approach to minimize the time requirement is to use pre-defined macros that describe various common processes or operations in a system. The development of a simulation assistant for modeling discrete event manufacturing processes is presented. A simulation assistant is defined as an interactive intelligent software tool that assists the modeler in writing a simulation program by translating the modeler's symbolic description of the problem and then automatically generating the corresponding simulation code. The simulation assistant is discussed with emphasis on an overview of the simulation assistant, the elements of the assistant, and the five manufacturing simulation generators. A typical manufacturing system will be modeled using the simulation assistant and the advantages and disadvantages discussed.

A brief review of models of DC-DC power electronic converters for analysis of their stability

NASA Astrophysics Data System (ADS)

Siewniak, Piotr; Grzesik, Bogusław

2014-10-01

A brief review of models of DC-DC power electronic converters (PECs) is presented in this paper. It contains the most popular, continuous-time and discrete-time models used for PEC simulation, design, stability analysis and other applications. Both large-signal and small-signal models are considered. Special attention is paid to models that are used in practice for the analysis of the global and local stability of PECs.

The Priority Inversion Problem and Real-Time Symbolic Model Checking

DTIC Science & Technology

1993-04-23

real time systems unpredictable in subtle ways. This makes it more difficult to implement and debug such systems. Our work discusses this problem and presents one possible solution. The solution is formalized and verified using temporal logic model checking techniques. In order to perform the verification, the BDD-based symbolic model checking algorithm given in previous works was extended to handle real-time properties using the bounded until operator. We believe that this algorithm, which is based on discrete time, is able to handle many real-time properties

A Review of Statistical Failure Time Models with Application of a Discrete Hazard Based Model to 1Cr1Mo-0.25V Steel for Turbine Rotors and Shafts

PubMed Central

2017-01-01

Producing predictions of the probabilistic risks of operating materials for given lengths of time at stated operating conditions requires the assimilation of existing deterministic creep life prediction models (that only predict the average failure time) with statistical models that capture the random component of creep. To date, these approaches have rarely been combined to achieve this objective. The first half of this paper therefore provides a summary review of some statistical models to help bridge the gap between these two approaches. The second half of the paper illustrates one possible assimilation using 1Cr1Mo-0.25V steel. The Wilshire equation for creep life prediction is integrated into a discrete hazard based statistical model—the former being chosen because of its novelty and proven capability in accurately predicting average failure times and the latter being chosen because of its flexibility in modelling the failure time distribution. Using this model it was found that, for example, if this material had been in operation for around 15 years at 823 K and 130 MPa, the chances of failure in the next year is around 35%. However, if this material had been in operation for around 25 years, the chance of failure in the next year rises dramatically to around 80%. PMID:29039773

Simultaneous Heat and Mass Transfer Model for Convective Drying of Building Material

NASA Astrophysics Data System (ADS)

Upadhyay, Ashwani; Chandramohan, V. P.

2018-04-01

A mathematical model of simultaneous heat and moisture transfer is developed for convective drying of building material. A rectangular brick is considered for sample object. Finite-difference method with semi-implicit scheme is used for solving the transient governing heat and mass transfer equation. Convective boundary condition is used, as the product is exposed in hot air. The heat and mass transfer equations are coupled through diffusion coefficient which is assumed as the function of temperature of the product. Set of algebraic equations are generated through space and time discretization. The discretized algebraic equations are solved by Gauss-Siedel method via iteration. Grid and time independent studies are performed for finding the optimum number of nodal points and time steps respectively. A MATLAB computer code is developed to solve the heat and mass transfer equations simultaneously. Transient heat and mass transfer simulations are performed to find the temperature and moisture distribution inside the brick.

Solutions of burnt-bridge models for molecular motor transport.

PubMed

Morozov, Alexander Yu; Pronina, Ekaterina; Kolomeisky, Anatoly B; Artyomov, Maxim N

2007-03-01

Transport of molecular motors, stimulated by interactions with specific links between consecutive binding sites (called "bridges"), is investigated theoretically by analyzing discrete-state stochastic "burnt-bridge" models. When an unbiased diffusing particle crosses the bridge, the link can be destroyed ("burned") with a probability p , creating a biased directed motion for the particle. It is shown that for probability of burning p=1 the system can be mapped into a one-dimensional single-particle hopping model along the periodic infinite lattice that allows one to calculate exactly all dynamic properties. For the general case of p<1 a theoretical method is developed and dynamic properties are computed explicitly. Discrete-time and continuous-time dynamics for periodic distribution of bridges and different burning dynamics are analyzed and compared. Analytical predictions are supported by extensive Monte Carlo computer simulations. Theoretical results are applied for analysis of the experiments on collagenase motor proteins.

Finite size effects in epidemic spreading: the problem of overpopulated systems

NASA Astrophysics Data System (ADS)

Ganczarek, Wojciech

2013-12-01

In this paper we analyze the impact of network size on the dynamics of epidemic spreading. In particular, we investigate the pace of infection in overpopulated systems. In order to do that, we design a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step, which can serve as a model for sexually transmitted diseases spreading in some student communes. Because of the highly discrete character of the process, the analysis cannot use the continuous approximation widely exploited for most models. Using a discrete approach, we investigate the epidemic threshold and the quasi-stationary distribution. The main results are two theorems about the mixing time for the process: it scales like the logarithm of the network size and it is proportional to the inverse of the distance from the epidemic threshold.

Identification of a parametric, discrete-time model of ankle stiffness.

PubMed

Guarin, Diego L; Jalaleddini, Kian; Kearney, Robert E

2013-01-01

Dynamic ankle joint stiffness defines the relationship between the position of the ankle and the torque acting about it and can be separated into intrinsic and reflex components. Under stationary conditions, intrinsic stiffness can described by a linear second order system while reflex stiffness is described by Hammerstein system whose input is delayed velocity. Given that reflex and intrinsic torque cannot be measured separately, there has been much interest in the development of system identification techniques to separate them analytically. To date, most methods have been nonparametric and as a result there is no direct link between the estimated parameters and those of the stiffness model. This paper presents a novel algorithm for identification of a discrete-time model of ankle stiffness. Through simulations we show that the algorithm gives unbiased results even in the presence of large, non-white noise. Application of the method to experimental data demonstrates that it produces results consistent with previous findings.

Exact Solutions of Burnt-Bridge Models for Molecular Motor Transport

NASA Astrophysics Data System (ADS)

Morozov, Alexander; Pronina, Ekaterina; Kolomeisky, Anatoly; Artyomov, Maxim

2007-03-01

Transport of molecular motors, stimulated by interactions with specific links between consecutive binding sites (called ``bridges''), is investigated theoretically by analyzing discrete-state stochastic ``burnt-bridge'' models. When an unbiased diffusing particle crosses the bridge, the link can be destroyed (``burned'') with a probability p, creating a biased directed motion for the particle. It is shown that for probability of burning p=1 the system can be mapped into one-dimensional single-particle hopping model along the periodic infinite lattice that allows one to calculate exactly all dynamic properties. For general case of p<1 a new theoretical method is developed, and dynamic properties are computed explicitly. Discrete-time and continuous-time dynamics, periodic and random distribution of bridges and different burning dynamics are analyzed and compared. Theoretical predictions are supported by extensive Monte Carlo computer simulations. Theoretical results are applied for analysis of the experiments on collagenase motor proteins.

Solutions of burnt-bridge models for molecular motor transport

NASA Astrophysics Data System (ADS)

Morozov, Alexander Yu.; Pronina, Ekaterina; Kolomeisky, Anatoly B.; Artyomov, Maxim N.

2007-03-01

Transport of molecular motors, stimulated by interactions with specific links between consecutive binding sites (called “bridges”), is investigated theoretically by analyzing discrete-state stochastic “burnt-bridge” models. When an unbiased diffusing particle crosses the bridge, the link can be destroyed (“burned”) with a probability p , creating a biased directed motion for the particle. It is shown that for probability of burning p=1 the system can be mapped into a one-dimensional single-particle hopping model along the periodic infinite lattice that allows one to calculate exactly all dynamic properties. For the general case of p<1 a theoretical method is developed and dynamic properties are computed explicitly. Discrete-time and continuous-time dynamics for periodic distribution of bridges and different burning dynamics are analyzed and compared. Analytical predictions are supported by extensive Monte Carlo computer simulations. Theoretical results are applied for analysis of the experiments on collagenase motor proteins.

SToRM: A numerical model for environmental surface flows

USGS Publications Warehouse

Simoes, Francisco J.

2009-01-01

SToRM (System for Transport and River Modeling) is a numerical model developed to simulate free surface flows in complex environmental domains. It is based on the depth-averaged St. Venant equations, which are discretized using unstructured upwind finite volume methods, and contains both steady and unsteady solution techniques. This article provides a brief description of the numerical approach selected to discretize the governing equations in space and time, including important aspects of solving natural environmental flows, such as the wetting and drying algorithm. The presentation is illustrated with several application examples, covering both laboratory and natural river flow cases, which show the model’s ability to solve complex flow phenomena.

Oscillatory dynamics of an intravenous glucose tolerance test model with delay interval

NASA Astrophysics Data System (ADS)

Shi, Xiangyun; Kuang, Yang; Makroglou, Athena; Mokshagundam, Sriprakash; Li, Jiaxu

2017-11-01

Type 2 diabetes mellitus (T2DM) has become prevalent pandemic disease in view of the modern life style. Both diabetic population and health expenses grow rapidly according to American Diabetes Association. Detecting the potential onset of T2DM is an essential focal point in the research of diabetes mellitus. The intravenous glucose tolerance test (IVGTT) is an effective protocol to determine the insulin sensitivity, glucose effectiveness, and pancreatic β-cell functionality, through the analysis and parameter estimation of a proper differential equation model. Delay differential equations have been used to study the complex physiological phenomena including the glucose and insulin regulations. In this paper, we propose a novel approach to model the time delay in IVGTT modeling. This novel approach uses two parameters to simulate not only both discrete time delay and distributed time delay in the past interval, but also the time delay distributed in a past sub-interval. Normally, larger time delay, either a discrete or a distributed delay, will destabilize the system. However, we find that time delay over a sub-interval might not. We present analytically some basic model properties, which are desirable biologically and mathematically. We show that this relatively simple model provides good fit to fluctuating patient data sets and reveals some intriguing dynamics. Moreover, our numerical simulation results indicate that our model may remove the defect in well known Minimal Model, which often overestimates the glucose effectiveness index.

Space-time least-squares Petrov-Galerkin projection in nonlinear model reduction.

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

Choi, Youngsoo; Carlberg, Kevin Thomas

Our work proposes a space-time least-squares Petrov-Galerkin (ST-LSPG) projection method for model reduction of nonlinear dynamical systems. In contrast to typical nonlinear model-reduction methods that first apply Petrov-Galerkin projection in the spatial dimension and subsequently apply time integration to numerically resolve the resulting low-dimensional dynamical system, the proposed method applies projection in space and time simultaneously. To accomplish this, the method first introduces a low-dimensional space-time trial subspace, which can be obtained by computing tensor decompositions of state-snapshot data. The method then computes discrete-optimal approximations in this space-time trial subspace by minimizing the residual arising after time discretization over allmore » space and time in a weighted ℓ 2-norm. This norm can be de ned to enable complexity reduction (i.e., hyper-reduction) in time, which leads to space-time collocation and space-time GNAT variants of the ST-LSPG method. Advantages of the approach relative to typical spatial-projection-based nonlinear model reduction methods such as Galerkin projection and least-squares Petrov-Galerkin projection include: (1) a reduction of both the spatial and temporal dimensions of the dynamical system, (2) the removal of spurious temporal modes (e.g., unstable growth) from the state space, and (3) error bounds that exhibit slower growth in time. Numerical examples performed on model problems in fluid dynamics demonstrate the ability of the method to generate orders-of-magnitude computational savings relative to spatial-projection-based reduced-order models without sacrificing accuracy.« less

Mode locking and quasiperiodicity in a discrete-time Chialvo neuron model

NASA Astrophysics Data System (ADS)

Wang, Fengjuan; Cao, Hongjun

2018-03-01

The two-dimensional parameter spaces of a discrete-time Chialvo neuron model are investigated. Our studies demonstrate that for all our choice of two parameters (i) the fixed point is destabilized via Neimark-Sacker bifurcation; (ii) there exist mode locking structures like Arnold tongues and shrimps, with periods organized in a Farey tree sequence, embedded in quasiperiodic/chaotic region. We determine analytically the location of the parameter sets where Neimark-Sacker bifurcation occurs, and the location on this curve where Arnold tongues of arbitrary period are born. Properties of the transition that follows the so-called two-torus from quasiperiodicity to chaos are presented clearly and proved strictly by using numerical simulations such as bifurcation diagrams, the largest Lyapunov exponent diagram on MATLAB and C++.

Interpreting Significant Discrete-Time Periods in Survival Analysis.

ERIC Educational Resources Information Center

Schumacker, Randall E.; Denson, Kathleen B.

Discrete-time survival analysis is a new method for educational researchers to employ when looking at the timing of certain educational events. Previous continuous-time methods do not allow for the flexibility inherent in a discrete-time method. Because both time-invariant and time-varying predictor variables can now be used, the interaction of…

Energy-based operator splitting approach for the time discretization of coupled systems of partial and ordinary differential equations for fluid flows: The Stokes case

NASA Astrophysics Data System (ADS)

Carichino, Lucia; Guidoboni, Giovanna; Szopos, Marcela

2018-07-01

The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The proposed algorithm is based on a semi-discretization in time based on operator splitting, whose design is guided by the rationale of ensuring that the physical energy balance is maintained at the discrete level. As a result, unconditional stability with respect to the time step choice is ensured by the implicit treatment of interface conditions within the Stokes substeps, whereas the coupling between Stokes and ODE substeps is enforced via appropriate initial conditions for each substep. Notably, unconditional stability is attained without the need of subiterating between Stokes and ODE substeps. Stability and convergence properties of the proposed algorithm are tested on three specific examples for which analytical solutions are derived.

A discontinuous Galerkin method for nonlinear parabolic equations and gradient flow problems with interaction potentials

NASA Astrophysics Data System (ADS)

Sun, Zheng; Carrillo, José A.; Shu, Chi-Wang

2018-01-01

We consider a class of time-dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.

A Vertically Lagrangian Finite-Volume Dynamical Core for Global Models

NASA Technical Reports Server (NTRS)

Lin, Shian-Jiann

2003-01-01

A finite-volume dynamical core with a terrain-following Lagrangian control-volume discretization is described. The vertically Lagrangian discretization reduces the dimensionality of the physical problem from three to two with the resulting dynamical system closely resembling that of the shallow water dynamical system. The 2D horizontal-to-Lagrangian-surface transport and dynamical processes are then discretized using the genuinely conservative flux-form semi-Lagrangian algorithm. Time marching is split- explicit, with large-time-step for scalar transport, and small fractional time step for the Lagrangian dynamics, which permits the accurate propagation of fast waves. A mass, momentum, and total energy conserving algorithm is developed for mapping the state variables periodically from the floating Lagrangian control-volume to an Eulerian terrain-following coordinate for dealing with physical parameterizations and to prevent severe distortion of the Lagrangian surfaces. Deterministic baroclinic wave growth tests and long-term integrations using the Held-Suarez forcing are presented. Impact of the monotonicity constraint is discussed.

A robust computational technique for model order reduction of two-time-scale discrete systems via genetic algorithms.

PubMed

Alsmadi, Othman M K; Abo-Hammour, Zaer S

2015-01-01

A robust computational technique for model order reduction (MOR) of multi-time-scale discrete systems (single input single output (SISO) and multi-input multioutput (MIMO)) is presented in this paper. This work is motivated by the singular perturbation of multi-time-scale systems where some specific dynamics may not have significant influence on the overall system behavior. The new approach is proposed using genetic algorithms (GA) with the advantage of obtaining a reduced order model, maintaining the exact dominant dynamics in the reduced order, and minimizing the steady state error. The reduction process is performed by obtaining an upper triangular transformed matrix of the system state matrix defined in state space representation along with the elements of B, C, and D matrices. The GA computational procedure is based on maximizing the fitness function corresponding to the response deviation between the full and reduced order models. The proposed computational intelligence MOR method is compared to recently published work on MOR techniques where simulation results show the potential and advantages of the new approach.

On the relationship of steady states of continuous and discrete models arising from biology.

PubMed

Veliz-Cuba, Alan; Arthur, Joseph; Hochstetler, Laura; Klomps, Victoria; Korpi, Erikka

2012-12-01

For many biological systems that have been modeled using continuous and discrete models, it has been shown that such models have similar dynamical properties. In this paper, we prove that this happens in more general cases. We show that under some conditions there is a bijection between the steady states of continuous and discrete models arising from biological systems. Our results also provide a novel method to analyze certain classes of nonlinear models using discrete mathematics.

Formal analysis and evaluation of the back-off procedure in IEEE802.11P VANET

NASA Astrophysics Data System (ADS)

Jin, Li; Zhang, Guoan; Zhu, Xiaojun

2017-07-01

The back-off procedure is one of the media access control technologies in 802.11P communication protocol. It plays an important role in avoiding message collisions and allocating channel resources. Formal methods are effective approaches for studying the performances of communication systems. In this paper, we establish a discrete time model for the back-off procedure. We use Markov Decision Processes (MDPs) to model the non-deterministic and probabilistic behaviors of the procedure, and use the probabilistic computation tree logic (PCTL) language to express different properties, which ensure that the discrete time model performs their basic functionality. Based on the model and PCTL specifications, we study the effect of contention window length on the number of senders in the neighborhood of given receivers, and that on the station’s expected cost required by the back-off procedure to successfully send packets. The variation of the window length may increase or decrease the maximum probability of correct transmissions within a time contention unit. We propose to use PRISM model checker to describe our proposed back-off procedure for IEEE802.11P protocol in vehicle network, and define different probability properties formulas to automatically verify the model and derive numerical results. The obtained results are helpful for justifying the values of the time contention unit.

SIMULATION FROM ENDPOINT-CONDITIONED, CONTINUOUS-TIME MARKOV CHAINS ON A FINITE STATE SPACE, WITH APPLICATIONS TO MOLECULAR EVOLUTION.

PubMed

Hobolth, Asger; Stone, Eric A

2009-09-01

Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.

The Livingstone Model of a Main Propulsion System

NASA Technical Reports Server (NTRS)

Bajwa, Anupa; Sweet, Adam; Korsmeyer, David (Technical Monitor)

2003-01-01

Livingstone is a discrete, propositional logic-based inference engine that has been used for diagnosis of physical systems. We present a component-based model of a Main Propulsion System (MPS) and say how it is used with Livingstone (L2) in order to implement a diagnostic system for integrated vehicle health management (IVHM) for the Propulsion IVHM Technology Experiment (PITEX). We start by discussing the process of conceptualizing such a model. We describe graphical tools that facilitated the generation of the model. The model is composed of components (which map onto physical components), connections between components and constraints. A component is specified by variables, with a set of discrete, qualitative values for each variable in its local nominal and failure modes. For each mode, the model specifies the component's behavior and transitions. We describe the MPS components' nominal and fault modes and associated Livingstone variables and data structures. Given this model, and observed external commands and observations from the system, Livingstone tracks the state of the MPS over discrete time-steps by choosing trajectories that are consistent with observations. We briefly discuss how the compiled model fits into the overall PITEX architecture. Finally we summarize our modeling experience, discuss advantages and disadvantages of our approach, and suggest enhancements to the modeling process.

Time-domain simulation of flute-like instruments: comparison of jet-drive and discrete-vortex models.

PubMed

Auvray, Roman; Ernoult, Augustin; Fabre, Benoît; Lagrée, Pierre-Yves

2014-07-01

This paper presents two models of sound production in flute-like instruments that allow time-domain simulations. The models are based on different descriptions of the jet flow within the window of the instrument. The jet-drive model depicts the jet by its transverse perturbation that interacts with the labium to produce sound. The discrete-vortex model depicts the jet as two independent shear layers along which vortices are convected and interact with the acoustic field within the window. The limit of validity between both models is usually discussed according to the aspect ratio of the jet W/h, with W the window length and h the flue channel height. The present simulations, compared with experimental data gathered on a recorder, allow to extend the aspect ratio criterion to the notion of dynamic aspect ratio defined as λ/h where λ is the hydrodynamic wavelength that now accounts for geometrical properties, such as W/h, as well as for dynamic properties, such as the Strouhal number. The two models are found to be applicable over neighboring values of geometry and blowing pressure.

Stability Analysis of Continuous-Time and Discrete-Time Quaternion-Valued Neural Networks With Linear Threshold Neurons.

PubMed

Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong

2018-07-01

This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.

Noise Propagation and Uncertainty Quantification in Hybrid Multiphysics Models: Initiation and Reaction Propagation in Energetic Materials

DTIC Science & Technology

2016-05-23

general model for heterogeneous granular media under compaction and (ii) the lack of a reliable multiscale discrete -to-continuum framework for...dynamics. These include a continuum- discrete model of heat dissipation/diffusion and a continuum- discrete model of compaction of a granular material with...the lack of a general model for het- erogeneous granular media under compac- tion and (ii) the lack of a reliable multi- scale discrete -to-continuum

Investigation into discretization methods of the six-parameter Iwan model

NASA Astrophysics Data System (ADS)

Li, Yikun; Hao, Zhiming; Feng, Jiaquan; Zhang, Dingguo

2017-02-01

Iwan model is widely applied for the purpose of describing nonlinear mechanisms of jointed structures. In this paper, parameter identification procedures of the six-parameter Iwan model based on joint experiments with different preload techniques are performed. Four kinds of discretization methods deduced from stiffness equation of the six-parameter Iwan model are provided, which can be used to discretize the integral-form Iwan model into a sum of finite Jenkins elements. In finite element simulation, the influences of discretization methods and numbers of Jenkins elements on computing accuracy are discussed. Simulation results indicate that a higher accuracy can be obtained with larger numbers of Jenkins elements. It is also shown that compared with other three kinds of discretization methods, the geometric series discretization based on stiffness provides the highest computing accuracy.

How does a three-dimensional continuum muscle model affect the kinematics and muscle strains of a finite element neck model compared to a discrete muscle model in rear-end, frontal, and lateral impacts.

PubMed

Hedenstierna, Sofia; Halldin, Peter

2008-04-15

A finite element (FE) model of the human neck with incorporated continuum or discrete muscles was used to simulate experimental impacts in rear, frontal, and lateral directions. The aim of this study was to determine how a continuum muscle model influences the impact behavior of a FE human neck model compared with a discrete muscle model. Most FE neck models used for impact analysis today include a spring element musculature and are limited to discrete geometries and nodal output results. A solid-element muscle model was thought to improve the behavior of the model by adding properties such as tissue inertia and compressive stiffness and by improving the geometry. It would also predict the strain distribution within the continuum elements. A passive continuum muscle model with nonlinear viscoelastic materials was incorporated into the KTH neck model together with active spring muscles and used in impact simulations. The resulting head and vertebral kinematics was compared with the results from a discrete muscle model as well as volunteer corridors. The muscle strain prediction was compared between the 2 muscle models. The head and vertebral kinematics were within the volunteer corridors for both models when activated. The continuum model behaved more stiffly than the discrete model and needed less active force to fit the experimental results. The largest difference was seen in the rear impact. The strain predicted by the continuum model was lower than for the discrete model. The continuum muscle model stiffened the response of the KTH neck model compared with a discrete model, and the strain prediction in the muscles was improved.

Logistic and linear regression model documentation for statistical relations between continuous real-time and discrete water-quality constituents in the Kansas River, Kansas, July 2012 through June 2015

USGS Publications Warehouse

Foster, Guy M.; Graham, Jennifer L.

2016-04-06

The Kansas River is a primary source of drinking water for about 800,000 people in northeastern Kansas. Source-water supplies are treated by a combination of chemical and physical processes to remove contaminants before distribution. Advanced notification of changing water-quality conditions and cyanobacteria and associated toxin and taste-and-odor compounds provides drinking-water treatment facilities time to develop and implement adequate treatment strategies. The U.S. Geological Survey (USGS), in cooperation with the Kansas Water Office (funded in part through the Kansas State Water Plan Fund), and the City of Lawrence, the City of Topeka, the City of Olathe, and Johnson County Water One, began a study in July 2012 to develop statistical models at two Kansas River sites located upstream from drinking-water intakes. Continuous water-quality monitors have been operated and discrete-water quality samples have been collected on the Kansas River at Wamego (USGS site number 06887500) and De Soto (USGS site number 06892350) since July 2012. Continuous and discrete water-quality data collected during July 2012 through June 2015 were used to develop statistical models for constituents of interest at the Wamego and De Soto sites. Logistic models to continuously estimate the probability of occurrence above selected thresholds were developed for cyanobacteria, microcystin, and geosmin. Linear regression models to continuously estimate constituent concentrations were developed for major ions, dissolved solids, alkalinity, nutrients (nitrogen and phosphorus species), suspended sediment, indicator bacteria (Escherichia coli, fecal coliform, and enterococci), and actinomycetes bacteria. These models will be used to provide real-time estimates of the probability that cyanobacteria and associated compounds exceed thresholds and of the concentrations of other water-quality constituents in the Kansas River. The models documented in this report are useful for characterizing changes in water-quality conditions through time, characterizing potentially harmful cyanobacterial events, and indicating changes in water-quality conditions that may affect drinking-water treatment processes.

Reducing Neuronal Networks to Discrete Dynamics

PubMed Central

Terman, David; Ahn, Sungwoo; Wang, Xueying; Just, Winfried

2008-01-01

We consider a general class of purely inhibitory and excitatory-inhibitory neuronal networks, with a general class of network architectures, and characterize the complex firing patterns that emerge. Our strategy for studying these networks is to first reduce them to a discrete model. In the discrete model, each neuron is represented as a finite number of states and there are rules for how a neuron transitions from one state to another. In this paper, we rigorously demonstrate that the continuous neuronal model can be reduced to the discrete model if the intrinsic and synaptic properties of the cells are chosen appropriately. In a companion paper [1], we analyze the discrete model. PMID:18443649

Lectures on algebraic system theory: Linear systems over rings

NASA Technical Reports Server (NTRS)

Kamen, E. W.

1978-01-01

The presentation centers on four classes of systems that can be treated as linear systems over a ring. These are: (1) discrete-time systems over a ring of scalars such as the integers; (2) continuous-time systems containing time delays; (3) large-scale discrete-time systems; and (4) time-varying discrete-time systems.

Discrete-element simulation of sea-ice mechanics: Contact mechanics and granular jamming

NASA Astrophysics Data System (ADS)

Damsgaard, A.; Adcroft, A.; Sergienko, O. V.; Stern, A. A.

2017-12-01

Lagrangian models of sea-ice dynamics offer several advantages to Eulerian continuum methods. Spatial discretization on the ice-floe scale is natural for Lagrangian models, which additionally offer the convenience of being able to handle arbitrary sea-ice concentrations. This is likely to improve model performance in ice-marginal zones with strong advection. Furthermore, phase transitions in granular rheology around the jamming limit, such as observed when sea ice moves through geometric confinements, includes sharp thresholds in effective viscosity which are typically ignored in Eulerian models. Granular jamming is a stochastic process dependent on having the right grains in the right place at the right time, and the jamming likelihood over time can be described by a probabilistic model. Difficult to parameterize in continuum formulations, jamming occurs naturally in dense granular systems simulated in a Lagrangian framework, and is a very relevant process controlling sea-ice transport through narrow straits. We construct a flexible discrete-element framework for simulating Lagrangian sea-ice dynamics at the ice-floe scale, forced by ocean and atmosphere velocity fields. Using this framework, we demonstrate that frictionless contact models based on compressive stiffness alone are unlikely to jam, and describe two different approaches based on friction and tensile strength which both result in increased bulk shear strength of the granular assemblage. The frictionless but cohesive contact model, with certain tensile strength values, can display jamming behavior which on the large scale is very similar to a more complex and realistic model with contact friction and ice-floe rotation.

Time-Domain Evaluation of Fractional Order Controllers’ Direct Discretization Methods

NASA Astrophysics Data System (ADS)

Ma, Chengbin; Hori, Yoichi

Fractional Order Control (FOC), in which the controlled systems and/or controllers are described by fractional order differential equations, has been applied to various control problems. Though it is not difficult to understand FOC’s theoretical superiority, realization issue keeps being somewhat problematic. Since the fractional order systems have an infinite dimension, proper approximation by finite difference equation is needed to realize the designed fractional order controllers. In this paper, the existing direct discretization methods are evaluated by their convergences and time-domain comparison with the baseline case. Proposed sampling time scaling property is used to calculate the baseline case with full memory length. This novel discretization method is based on the classical trapezoidal rule but with scaled sampling time. Comparative studies show good performance and simple algorithm make the Short Memory Principle method most practically superior. The FOC research is still at its primary stage. But its applications in modeling and robustness against non-linearities reveal the promising aspects. Parallel to the development of FOC theories, applying FOC to various control problems is also crucially important and one of top priority issues.

A Neural Dynamic Model Generates Descriptions of Object-Oriented Actions.

PubMed

Richter, Mathis; Lins, Jonas; Schöner, Gregor

2017-01-01

Describing actions entails that relations between objects are discovered. A pervasively neural account of this process requires that fundamental problems are solved: the neural pointer problem, the binding problem, and the problem of generating discrete processing steps from time-continuous neural processes. We present a prototypical solution to these problems in a neural dynamic model that comprises dynamic neural fields holding representations close to sensorimotor surfaces as well as dynamic neural nodes holding discrete, language-like representations. Making the connection between these two types of representations enables the model to describe actions as well as to perceptually ground movement phrases-all based on real visual input. We demonstrate how the dynamic neural processes autonomously generate the processing steps required to describe or ground object-oriented actions. By solving the fundamental problems of neural pointing, binding, and emergent discrete processing, the model may be a first but critical step toward a systematic neural processing account of higher cognition. Copyright © 2017 The Authors. Topics in Cognitive Science published by Wiley Periodicals, Inc. on behalf of Cognitive Science Society.

Properties of quantum systems via diagonalization of transition amplitudes. II. Systematic improvements of short-time propagation

NASA Astrophysics Data System (ADS)

Vidanović, Ivana; Bogojević, Aleksandar; Balaž, Antun; Belić, Aleksandar

2009-12-01

In this paper, building on a previous analysis [I. Vidanović, A. Bogojević, and A. Belić, preceding paper, Phys. Rev. E 80, 066705 (2009)] of exact diagonalization of the space-discretized evolution operator for the study of properties of nonrelativistic quantum systems, we present a substantial improvement to this method. We apply recently introduced effective action approach for obtaining short-time expansion of the propagator up to very high orders to calculate matrix elements of space-discretized evolution operator. This improves by many orders of magnitude previously used approximations for discretized matrix elements and allows us to numerically obtain large numbers of accurate energy eigenvalues and eigenstates using numerical diagonalization. We illustrate this approach on several one- and two-dimensional models. The quality of numerically calculated higher-order eigenstates is assessed by comparison with semiclassical cumulative density of states.

Dark energy from discrete spacetime.

PubMed

Trout, Aaron D

2013-01-01

Dark energy accounts for most of the matter-energy content of our universe, yet current theories of its origin rely on radical physical assumptions such as the holographic principle or controversial anthropic arguments. We give a better motivated explanation for dark energy, claiming that it arises from a small negative scalar-curvature present even in empty spacetime. The vacuum has this curvature because spacetime is fundamentally discrete and there are more ways for a discrete geometry to have negative curvature than positive. We explicitly compute this effect using a variant of the well known dynamical-triangulations (DT) model for quantum gravity. Our model predicts a time-varying non-zero cosmological constant with a current value, [Formula: see text] in natural units, in agreement with observation. This calculation is made possible by a novel characterization of the possible DT action values combined with numerical evidence concerning their degeneracies.

Discrete Latent Markov Models for Normally Distributed Response Data

ERIC Educational Resources Information Center

Schmittmann, Verena D.; Dolan, Conor V.; van der Maas, Han L. J.; Neale, Michael C.

2005-01-01

Van de Pol and Langeheine (1990) presented a general framework for Markov modeling of repeatedly measured discrete data. We discuss analogical single indicator models for normally distributed responses. In contrast to discrete models, which have been studied extensively, analogical continuous response models have hardly been considered. These…

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

PubMed

Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

2012-08-29

Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential equations on probability distributions. We developed a C++ software, MaBoSS, that is able to simulate such a system by applying Kinetic Monte-Carlo (or Gillespie algorithm) on the Boolean state space. This software, parallelized and optimized, computes the temporal evolution of probability distributions and estimates stationary distributions. Applications of the Boolean Kinetic Monte-Carlo are demonstrated for three qualitative models: a toy model, a published model of p53/Mdm2 interaction and a published model of the mammalian cell cycle. Our approach allows to describe kinetic phenomena which were difficult to handle in the original models. In particular, transient effects are represented by time dependent probability distributions, interpretable in terms of cell populations.

USMC Inventory Control Using Optimization Modeling and Discrete Event Simulation

DTIC Science & Technology

2016-09-01

release. Distribution is unlimited. USMC INVENTORY CONTROL USING OPTIMIZATION MODELING AND DISCRETE EVENT SIMULATION by Timothy A. Curling...USING OPTIMIZATION MODELING AND DISCRETE EVENT SIMULATION 5. FUNDING NUMBERS 6. AUTHOR(S) Timothy A. Curling 7. PERFORMING ORGANIZATION NAME(S...optimization and discrete -event simulation. This construct can potentially provide an effective means in improving order management decisions. However

Characterizing Aeroelastic Systems Using Eigenanalysis, Explicitly Retaining The Aerodynamic Degrees of Freedom

NASA Technical Reports Server (NTRS)

Heeg, Jennifer; Dowell, Earl H.

2001-01-01

Discrete time aeroelastic models with explicitly retained aerodynamic modes have been generated employing a time marching vortex lattice aerodynamic model. This paper presents analytical results from eigenanalysis of these models. The potential of these models to calculate the behavior of modes that represent damped system motion (noncritical modes) in addition to the simple harmonic modes is explored. A typical section with only structural freedom in pitch is examined. The eigenvalues are examined and compared to experimental data. Issues regarding the convergence of the solution with regard to refining the aerodynamic discretization are investigated. Eigenvector behavior is examined; the eigenvector associated with a particular eigenvalue can be viewed as the set of modal participation factors for that particular mode. For the present formulation of the equations of motion, the vorticity for each aerodynamic element appears explicitly as an element of each eigenvector in addition to the structural dynamic generalized coordinates. Thus, modal participation of the aerodynamic degrees of freedom can be assessed in M addition to participation of structural degrees of freedom.

Markov-modulated Markov chains and the covarion process of molecular evolution.

PubMed

Galtier, N; Jean-Marie, A

2004-01-01

The covarion (or site specific rate variation, SSRV) process of biological sequence evolution is a process by which the evolutionary rate of a nucleotide/amino acid/codon position can change in time. In this paper, we introduce time-continuous, space-discrete, Markov-modulated Markov chains as a model for representing SSRV processes, generalizing existing theory to any model of rate change. We propose a fast algorithm for diagonalizing the generator matrix of relevant Markov-modulated Markov processes. This algorithm makes phylogeny likelihood calculation tractable even for a large number of rate classes and a large number of states, so that SSRV models become applicable to amino acid or codon sequence datasets. Using this algorithm, we investigate the accuracy of the discrete approximation to the Gamma distribution of evolutionary rates, widely used in molecular phylogeny. We show that a relatively large number of classes is required to achieve accurate approximation of the exact likelihood when the number of analyzed sequences exceeds 20, both under the SSRV and among site rate variation (ASRV) models.

Developing a discrete event simulation model for university student shuttle buses

NASA Astrophysics Data System (ADS)

Zulkepli, Jafri; Khalid, Ruzelan; Nawawi, Mohd Kamal Mohd; Hamid, Muhammad Hafizan

2017-11-01

Providing shuttle buses for university students to attend their classes is crucial, especially when their number is large and the distances between their classes and residential halls are far. These factors, in addition to the non-optimal current bus services, typically require the students to wait longer which eventually opens a space for them to complain. To considerably reduce the waiting time, providing the optimal number of buses to transport them from location to location and the effective route schedules to fulfil the students' demand at relevant time ranges are thus important. The optimal bus number and schedules are to be determined and tested using a flexible decision platform. This paper thus models the current services of student shuttle buses in a university using a Discrete Event Simulation approach. The model can flexibly simulate whatever changes configured to the current system and report its effects to the performance measures. How the model was conceptualized and formulated for future system configurations are the main interest of this paper.

Direct Numerical Simulation of Turbulent Flow Over Complex Bathymetry

NASA Astrophysics Data System (ADS)

Yue, L.; Hsu, T. J.

2017-12-01

Direct numerical simulation (DNS) is regarded as a powerful tool in the investigation of turbulent flow featured with a wide range of time and spatial scales. With the application of coordinate transformation in a pseudo-spectral scheme, a parallelized numerical modeling system was created aiming at simulating flow over complex bathymetry with high numerical accuracy and efficiency. The transformed governing equations were integrated in time using a third-order low-storage Runge-Kutta method. For spatial discretization, the discrete Fourier expansion was adopted in the streamwise and spanwise direction, enforcing the periodic boundary condition in both directions. The Chebyshev expansion on Chebyshev-Gauss-Lobatto points was used in the wall-normal direction, assuming there is no-slip on top and bottom walls. The diffusion terms were discretized with a Crank-Nicolson scheme, while the advection terms dealiased with the 2/3 rule were discretized with an Adams-Bashforth scheme. In the prediction step, the velocity was calculated in physical domain by solving the resulting linear equation directly. However, the extra terms introduced by coordinate transformation impose a strict limitation to time step and an iteration method was applied to overcome this restriction in the correction step for pressure by solving the Helmholtz equation. The numerical solver is written in object-oriented C++ programing language utilizing Armadillo linear algebra library for matrix computation. Several benchmarking cases in laminar and turbulent flow were carried out to verify/validate the numerical model and very good agreements are achieved. Ongoing work focuses on implementing sediment transport capability for multiple sediment classes and parameterizations for flocculation processes.

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.

Computing anticipatory systems with incursion and hyperincursion

NASA Astrophysics Data System (ADS)

Dubois, Daniel M.

1998-07-01

An anticipatory system is a system which contains a model of itself and/or of its environment in view of computing its present state as a function of the prediction of the model. With the concepts of incursion and hyperincursion, anticipatory discrete systems can be modelled, simulated and controlled. By definition an incursion, an inclusive or implicit recursion, can be written as: x(t+1)=F[…,x(t-1),x(t),x(t+1),…] where the value of a variable x(t+1) at time t+1 is a function of this variable at past, present and future times. This is an extension of recursion. Hyperincursion is an incursion with multiple solutions. For example, chaos in the Pearl-Verhulst map model: x(t+1)=a.x(t).[1-x(t)] is controlled by the following anticipatory incursive model: x(t+1)=a.x(t).[1-x(t+1)] which corresponds to the differential anticipatory equation: dx(t)/dt=a.x(t).[1-x(t+1)]-x(t). The main part of this paper deals with the discretisation of differential equation systems of linear and non-linear oscillators. The non-linear oscillator is based on the Lotka-Volterra equations model. The discretisation is made by incursion. The incursive discrete equation system gives the same stability condition than the original differential equations without numerical instabilities. The linearisation of the incursive discrete non-linear Lotka-Volterra equation system gives rise to the classical harmonic oscillator. The incursive discretisation of the linear oscillator is similar to define backward and forward discrete derivatives. A generalized complex derivative is then considered and applied to the harmonic oscillator. Non-locality seems to be a property of anticipatory systems. With some mathematical assumption, the Schrödinger quantum equation is derived for a particle in a uniform potential. Finally an hyperincursive system is given in the case of a neural stack memory.

Numerical modeling of fluid-structure interaction in arteries with anisotropic polyconvex hyperelastic and anisotropic viscoelastic material models at finite strains.

PubMed

Balzani, Daniel; Deparis, Simone; Fausten, Simon; Forti, Davide; Heinlein, Alexander; Klawonn, Axel; Quarteroni, Alfio; Rheinbach, Oliver; Schröder, Joerg

2016-10-01

The accurate prediction of transmural stresses in arterial walls requires on the one hand robust and efficient numerical schemes for the solution of boundary value problems including fluid-structure interactions and on the other hand the use of a material model for the vessel wall that is able to capture the relevant features of the material behavior. One of the main contributions of this paper is the application of a highly nonlinear, polyconvex anisotropic structural model for the solid in the context of fluid-structure interaction, together with a suitable discretization. Additionally, the influence of viscoelasticity is investigated. The fluid-structure interaction problem is solved using a monolithic approach; that is, the nonlinear system is solved (after time and space discretizations) as a whole without splitting among its components. The linearized block systems are solved iteratively using parallel domain decomposition preconditioners. A simple - but nonsymmetric - curved geometry is proposed that is demonstrated to be suitable as a benchmark testbed for fluid-structure interaction simulations in biomechanics where nonlinear structural models are used. Based on the curved benchmark geometry, the influence of different material models, spatial discretizations, and meshes of varying refinement is investigated. It turns out that often-used standard displacement elements with linear shape functions are not sufficient to provide good approximations of the arterial wall stresses, whereas for standard displacement elements or F-bar formulations with quadratic shape functions, suitable results are obtained. For the time discretization, a second-order backward differentiation formula scheme is used. It is shown that the curved geometry enables the analysis of non-rotationally symmetric distributions of the mechanical fields. For instance, the maximal shear stresses in the fluid-structure interface are found to be higher in the inner curve that corresponds to clinical observations indicating a high plaque nucleation probability at such locations. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.

Anomaly Detection in Dynamic Networks

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

Turcotte, Melissa

2014-10-14

Anomaly detection in dynamic communication networks has many important security applications. These networks can be extremely large and so detecting any changes in their structure can be computationally challenging; hence, computationally fast, parallelisable methods for monitoring the network are paramount. For this reason the methods presented here use independent node and edge based models to detect locally anomalous substructures within communication networks. As a first stage, the aim is to detect changes in the data streams arising from node or edge communications. Throughout the thesis simple, conjugate Bayesian models for counting processes are used to model these data streams. Amore » second stage of analysis can then be performed on a much reduced subset of the network comprising nodes and edges which have been identified as potentially anomalous in the first stage. The first method assumes communications in a network arise from an inhomogeneous Poisson process with piecewise constant intensity. Anomaly detection is then treated as a changepoint problem on the intensities. The changepoint model is extended to incorporate seasonal behavior inherent in communication networks. This seasonal behavior is also viewed as a changepoint problem acting on a piecewise constant Poisson process. In a static time frame, inference is made on this extended model via a Gibbs sampling strategy. In a sequential time frame, where the data arrive as a stream, a novel, fast Sequential Monte Carlo (SMC) algorithm is introduced to sample from the sequence of posterior distributions of the change points over time. A second method is considered for monitoring communications in a large scale computer network. The usage patterns in these types of networks are very bursty in nature and don’t fit a Poisson process model. For tractable inference, discrete time models are considered, where the data are aggregated into discrete time periods and probability models are fitted to the communication counts. In a sequential analysis, anomalous behavior is then identified from outlying behavior with respect to the fitted predictive probability models. Seasonality is again incorporated into the model and is treated as a changepoint model on the transition probabilities of a discrete time Markov process. Second stage analytics are then developed which combine anomalous edges to identify anomalous substructures in the network.« less

German Value Set for the EQ-5D-5L.

PubMed

Ludwig, Kristina; Graf von der Schulenburg, J-Matthias; Greiner, Wolfgang

2018-06-01

The objective of this study was to develop a value set for EQ-5D-5L based on the societal preferences of the German population. As the first country to do so, the study design used the improved EQ-5D-5L valuation protocol 2.0 developed by the EuroQol Group, including a feedback module as internal validation and a quality control process that was missing in the first wave of EQ-5D-5L valuation studies. A representative sample of the general German population (n = 1158) was interviewed using a composite time trade-off and a discrete choice experiment under close quality control. Econometric modeling was used to estimate values for all 3125 possible health states described by EQ-5D-5L. The value set was based on a hybrid model including all available information from the composite time trade-off and discrete choice experiment valuations without any exclusions due to data issues. The final German value set was constructed from a combination of a conditional logit model for the discrete choice experiment data and a censored at -1 Tobit model for the composite time trade-off data, correcting for heteroskedasticity. The value set had logically consistent parameter estimates (p < 0.001 for all coefficients). The predicted EQ-5D-5L index values ranged from -0.661 to 1. This study provided values for the health states of the German version of EQ-5D-5L representing the preferences of the German population. The study successfully employed for the first time worldwide the improved protocol 2.0. The value set enables the use of the EQ-5D-5L instrument in economic evaluations and in clinical studies.

An advanced dissymmetric rolling model for online regulation

NASA Astrophysics Data System (ADS)

Cao, Trong-Son

2017-10-01

Roll-bite model is employed to predict the rolling force, torque as well as to estimate the forward slip for preset or online regulation at industrial rolling mills. The rolling process is often dissymmetric in terms of work-rolls rotation speeds and diameters as well as the friction conditions at upper and lower contact surfaces between work-rolls and the strip. The roll-bite model thus must be able to account for these dissymmetries and in the same time has to be accurate and fast enough for online applications. In the present study, a new method, namely Adapted Discretization Slab Method (ADSM) is proposed to obtain a robust roll-bite model, which can take into account the aforementioned dissymmetries and has a very short response time, lower than one millisecond. This model is based on the slab method, with an adaptive discretization and a global Newton-Raphson procedure to improve the convergence speed. The model was validated by comparing with other dissymmetric models proposed in the literature, as well as Finite Element simulations and industrial pilot trials. Furthermore, back-calculation tool was also constructed for friction management for both offline and online applications. With very short CPU time, the ADSM-based model is thus attractive for all online applications, both for cold and hot rolling.

Method of conditional moments (MCM) for the Chemical Master Equation: a unified framework for the method of moments and hybrid stochastic-deterministic models.

PubMed

Hasenauer, J; Wolf, V; Kazeroonian, A; Theis, F J

2014-09-01

The time-evolution of continuous-time discrete-state biochemical processes is governed by the Chemical Master Equation (CME), which describes the probability of the molecular counts of each chemical species. As the corresponding number of discrete states is, for most processes, large, a direct numerical simulation of the CME is in general infeasible. In this paper we introduce the method of conditional moments (MCM), a novel approximation method for the solution of the CME. The MCM employs a discrete stochastic description for low-copy number species and a moment-based description for medium/high-copy number species. The moments of the medium/high-copy number species are conditioned on the state of the low abundance species, which allows us to capture complex correlation structures arising, e.g., for multi-attractor and oscillatory systems. We prove that the MCM provides a generalization of previous approximations of the CME based on hybrid modeling and moment-based methods. Furthermore, it improves upon these existing methods, as we illustrate using a model for the dynamics of stochastic single-gene expression. This application example shows that due to the more general structure, the MCM allows for the approximation of multi-modal distributions.

Comparison of vertical discretization techniques in finite-difference models of ground-water flow; example from a hypothetical New England setting

USGS Publications Warehouse

Harte, Philip T.

1994-01-01

Proper discretization of a ground-water-flow field is necessary for the accurate simulation of ground-water flow by models. Although discretiza- tion guidelines are available to ensure numerical stability, current guidelines arc flexible enough (particularly in vertical discretization) to allow for some ambiguity of model results. Testing of two common types of vertical-discretization schemes (horizontal and nonhorizontal-model-layer approach) were done to simulate sloping hydrogeologic units characteristic of New England. Differences of results of model simulations using these two approaches are small. Numerical errors associated with use of nonhorizontal model layers are small (4 percent). even though this discretization technique does not adhere to the strict formulation of the finite-difference method. It was concluded that vertical discretization by means of the nonhorizontal layer approach has advantages in representing the hydrogeologic units tested and in simplicity of model-data input. In addition, vertical distortion of model cells by this approach may improve the representation of shallow flow processes.

Simulating Serious Games: A Discrete-Time Computational Model Based on Cognitive Flow Theory

ERIC Educational Resources Information Center

Westera, Wim

2018-01-01

This paper presents a computational model for simulating how people learn from serious games. While avoiding the combinatorial explosion of a games micro-states, the model offers a meso-level pathfinding approach, which is guided by cognitive flow theory and various concepts from learning sciences. It extends a basic, existing model by exposing…

Approximation-Based Discrete-Time Adaptive Position Tracking Control for Interior Permanent Magnet Synchronous Motors.

PubMed

Yu, Jinpeng; Shi, Peng; Yu, Haisheng; Chen, Bing; Lin, Chong

2015-07-01

This paper considers the problem of discrete-time adaptive position tracking control for a interior permanent magnet synchronous motor (IPMSM) based on fuzzy-approximation. Fuzzy logic systems are used to approximate the nonlinearities of the discrete-time IPMSM drive system which is derived by direct discretization using Euler method, and a discrete-time fuzzy position tracking controller is designed via backstepping approach. In contrast to existing results, the advantage of the scheme is that the number of the adjustable parameters is reduced to two only and the problem of coupling nonlinearity can be overcome. It is shown that the proposed discrete-time fuzzy controller can guarantee the tracking error converges to a small neighborhood of the origin and all the signals are bounded. Simulation results illustrate the effectiveness and the potentials of the theoretic results obtained.

Indiana Emergent Bilingual Student Time to Reclassification: A Survival Analysis

ERIC Educational Resources Information Center

Burke, April M.; Morita-Mullaney, Trish; Singh, Malkeet

2016-01-01

In this study, we employed a discrete-time survival analysis model to examine Indiana emergent bilingual time to reclassification as fluent English proficient. The data consisted of five years of statewide English language proficiency scores. Indiana has a large and rapidly growing Spanish-speaking emergent bilingual population, and these students…

Modelling machine ensembles with discrete event dynamical system theory

NASA Technical Reports Server (NTRS)

Hunter, Dan

1990-01-01

Discrete Event Dynamical System (DEDS) theory can be utilized as a control strategy for future complex machine ensembles that will be required for in-space construction. The control strategy involves orchestrating a set of interactive submachines to perform a set of tasks for a given set of constraints such as minimum time, minimum energy, or maximum machine utilization. Machine ensembles can be hierarchically modeled as a global model that combines the operations of the individual submachines. These submachines are represented in the global model as local models. Local models, from the perspective of DEDS theory , are described by the following: a set of system and transition states, an event alphabet that portrays actions that takes a submachine from one state to another, an initial system state, a partial function that maps the current state and event alphabet to the next state, and the time required for the event to occur. Each submachine in the machine ensemble is presented by a unique local model. The global model combines the local models such that the local models can operate in parallel under the additional logistic and physical constraints due to submachine interactions. The global model is constructed from the states, events, event functions, and timing requirements of the local models. Supervisory control can be implemented in the global model by various methods such as task scheduling (open-loop control) or implementing a feedback DEDS controller (closed-loop control).

Dynamic discrete tomography

NASA Astrophysics Data System (ADS)

Alpers, Andreas; Gritzmann, Peter

2018-03-01

We consider the problem of reconstructing the paths of a set of points over time, where, at each of a finite set of moments in time the current positions of points in space are only accessible through some small number of their x-rays. This particular particle tracking problem, with applications, e.g. in plasma physics, is the basic problem in dynamic discrete tomography. We introduce and analyze various different algorithmic models. In particular, we determine the computational complexity of the problem (and various of its relatives) and derive algorithms that can be used in practice. As a byproduct we provide new results on constrained variants of min-cost flow and matching problems.

Parent-child communication and marijuana initiation: evidence using discrete-time survival analysis.

PubMed

Nonnemaker, James M; Silber-Ashley, Olivia; Farrelly, Matthew C; Dench, Daniel

2012-12-01

This study supplements existing literature on the relationship between parent-child communication and adolescent drug use by exploring whether parental and/or adolescent recall of specific drug-related conversations differentially impact youth's likelihood of initiating marijuana use. Using discrete-time survival analysis, we estimated the hazard of marijuana initiation using a logit model to obtain an estimate of the relative risk of initiation. Our results suggest that parent-child communication about drug use is either not protective (no effect) or - in the case of youth reports of communication - potentially harmful (leading to increased likelihood of marijuana initiation). Copyright © 2012 Elsevier Ltd. All rights reserved.

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.

Parallel discrete event simulation using shared memory

NASA Technical Reports Server (NTRS)

Reed, Daniel A.; Malony, Allen D.; Mccredie, Bradley D.

1988-01-01

With traditional event-list techniques, evaluating a detailed discrete-event simulation-model can often require hours or even days of computation time. By eliminating the event list and maintaining only sufficient synchronization to ensure causality, parallel simulation can potentially provide speedups that are linear in the numbers of processors. A set of shared-memory experiments, using the Chandy-Misra distributed-simulation algorithm, to simulate networks of queues is presented. Parameters of the study include queueing network topology and routing probabilities, number of processors, and assignment of network nodes to processors. These experiments show that Chandy-Misra distributed simulation is a questionable alternative to sequential-simulation of most queueing network models.

The Integration of Continuous and Discrete Latent Variable Models: Potential Problems and Promising Opportunities

ERIC Educational Resources Information Center

Bauer, Daniel J.; Curran, Patrick J.

2004-01-01

Structural equation mixture modeling (SEMM) integrates continuous and discrete latent variable models. Drawing on prior research on the relationships between continuous and discrete latent variable models, the authors identify 3 conditions that may lead to the estimation of spurious latent classes in SEMM: misspecification of the structural model,…

Discrete-Time Mapping for an Impulsive Goodwin Oscillator with Three Delays

NASA Astrophysics Data System (ADS)

Churilov, Alexander N.; Medvedev, Alexander; Zhusubaliyev, Zhanybai T.

A popular biomathematics model of the Goodwin oscillator has been previously generalized to a more biologically plausible construct by introducing three time delays to portray the transport phenomena arising due to the spatial distribution of the model states. The present paper addresses a similar conversion of an impulsive version of the Goodwin oscillator that has found application in mathematical modeling, e.g. in endocrine systems with pulsatile hormone secretion. While the cascade structure of the linear continuous part pertinent to the Goodwin oscillator is preserved in the impulsive Goodwin oscillator, the static nonlinear feedback of the former is substituted with a pulse modulation mechanism thus resulting in hybrid dynamics of the closed-loop system. To facilitate the analysis of the mathematical model under investigation, a discrete mapping propagating the continuous state variables through the firing times of the impulsive feedback is derived. Due to the presence of multiple time delays in the considered model, previously developed mapping derivation approaches are not applicable here and a novel technique is proposed and applied. The mapping captures the dynamics of the original hybrid system and is instrumental in studying complex nonlinear phenomena arising in the impulsive Goodwin oscillator. A simulation example is presented to demonstrate the utility of the proposed approach in bifurcation analysis.

Numerical Integration Techniques for Curved-Element Discretizations of Molecule–Solvent Interfaces

PubMed Central

Bardhan, Jaydeep P.; Altman, Michael D.; Willis, David J.; Lippow, Shaun M.; Tidor, Bruce; White, Jacob K.

2012-01-01

Surface formulations of biophysical modeling problems offer attractive theoretical and computational properties. Numerical simulations based on these formulations usually begin with discretization of the surface under consideration; often, the surface is curved, possessing complicated structure and possibly singularities. Numerical simulations commonly are based on approximate, rather than exact, discretizations of these surfaces. To assess the strength of the dependence of simulation accuracy on the fidelity of surface representation, we have developed methods to model several important surface formulations using exact surface discretizations. Following and refining Zauhar’s work (J. Comp.-Aid. Mol. Des. 9:149-159, 1995), we define two classes of curved elements that can exactly discretize the van der Waals, solvent-accessible, and solvent-excluded (molecular) surfaces. We then present numerical integration techniques that can accurately evaluate nonsingular and singular integrals over these curved surfaces. After validating the exactness of the surface discretizations and demonstrating the correctness of the presented integration methods, we present a set of calculations that compare the accuracy of approximate, planar-triangle-based discretizations and exact, curved-element-based simulations of surface-generalized-Born (sGB), surface-continuum van der Waals (scvdW), and boundary-element method (BEM) electrostatics problems. Results demonstrate that continuum electrostatic calculations with BEM using curved elements, piecewise-constant basis functions, and centroid collocation are nearly ten times more accurate than planartriangle BEM for basis sets of comparable size. The sGB and scvdW calculations give exceptional accuracy even for the coarsest obtainable discretized surfaces. The extra accuracy is attributed to the exact representation of the solute–solvent interface; in contrast, commonly used planar-triangle discretizations can only offer improved approximations with increasing discretization and associated increases in computational resources. The results clearly demonstrate that our methods for approximate integration on an exact geometry are far more accurate than exact integration on an approximate geometry. A MATLAB implementation of the presented integration methods and sample data files containing curved-element discretizations of several small molecules are available online at http://web.mit.edu/tidor. PMID:17627358

Exploration Supply Chain Simulation

NASA Technical Reports Server (NTRS)

2008-01-01

The Exploration Supply Chain Simulation project was chartered by the NASA Exploration Systems Mission Directorate to develop a software tool, with proper data, to quantitatively analyze supply chains for future program planning. This tool is a discrete-event simulation that uses the basic supply chain concepts of planning, sourcing, making, delivering, and returning. This supply chain perspective is combined with other discrete or continuous simulation factors. Discrete resource events (such as launch or delivery reviews) are represented as organizational functional units. Continuous resources (such as civil service or contractor program functions) are defined as enabling functional units. Concepts of fixed and variable costs are included in the model to allow the discrete events to interact with cost calculations. The definition file is intrinsic to the model, but a blank start can be initiated at any time. The current definition file is an Orion Ares I crew launch vehicle. Parameters stretch from Kennedy Space Center across and into other program entities (Michaud Assembly Facility, Aliant Techsystems, Stennis Space Center, Johnson Space Center, etc.) though these will only gain detail as the file continues to evolve. The Orion Ares I file definition in the tool continues to evolve, and analysis from this tool is expected in 2008. This is the first application of such business-driven modeling to a NASA/government-- aerospace contractor endeavor.

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.

Dynamic thermal-time model of cold hardiness for dormant grapevine buds

USDA-ARS?s Scientific Manuscript database

Grapevine (Vitis spp.) cold hardiness varies dynamically throughout the dormant season, primarily in response to changes in temperature. We describe development and possible uses of a discrete-dynamic model of bud cold hardiness for three Vitis genotypes. Iterative methods were used to optimize and ...

Symbolic Processing Combined with Model-Based Reasoning

NASA Technical Reports Server (NTRS)

James, Mark

2009-01-01

A computer program for the detection of present and prediction of future discrete states of a complex, real-time engineering system utilizes a combination of symbolic processing and numerical model-based reasoning. One of the biggest weaknesses of a purely symbolic approach is that it enables prediction of only future discrete states while missing all unmodeled states or leading to incorrect identification of an unmodeled state as a modeled one. A purely numerical approach is based on a combination of statistical methods and mathematical models of the applicable physics and necessitates development of a complete model to the level of fidelity required for prediction. In addition, a purely numerical approach does not afford the ability to qualify its results without some form of symbolic processing. The present software implements numerical algorithms to detect unmodeled events and symbolic algorithms to predict expected behavior, correlate the expected behavior with the unmodeled events, and interpret the results in order to predict future discrete states. The approach embodied in this software differs from that of the BEAM methodology (aspects of which have been discussed in several prior NASA Tech Briefs articles), which provides for prediction of future measurements in the continuous-data domain.

Hydro-mechanical model for wetting/drying and fracture development in geomaterials

DOE PAGES

Asahina, D.; Houseworth, J. E.; Birkholzer, J. T.; ...

2013-12-28

This study presents a modeling approach for studying hydro-mechanical coupled processes, including fracture development, within geological formations. This is accomplished through the novel linking of two codes: TOUGH2, which is a widely used simulator of subsurface multiphase flow based on the finite volume method; and an implementation of the Rigid-Body-Spring Network (RBSN) method, which provides a discrete (lattice) representation of material elasticity and fracture development. The modeling approach is facilitated by a Voronoi-based discretization technique, capable of representing discrete fracture networks. The TOUGH–RBSN simulator is intended to predict fracture evolution, as well as mass transport through permeable media, under dynamicallymore » changing hydrologic and mechanical conditions. Numerical results are compared with those of two independent studies involving hydro-mechanical coupling: (1) numerical modeling of swelling stress development in bentonite; and (2) experimental study of desiccation cracking in a mining waste. The comparisons show good agreement with respect to moisture content, stress development with changes in pore pressure, and time to crack initiation. Finally, the observed relationship between material thickness and crack patterns (e.g., mean spacing of cracks) is captured by the proposed modeling approach.« less

Self-dual form of Ruijsenaars-Schneider models and ILW equation with discrete Laplacian

NASA Astrophysics Data System (ADS)

Zabrodin, A.; Zotov, A.

2018-02-01

We discuss a self-dual form or the Bäcklund transformations for the continuous (in time variable) glN Ruijsenaars-Schneider model. It is based on the first order equations in N + M complex variables which include N positions of particles and M dual variables. The latter satisfy equations of motion of the glM Ruijsenaars-Schneider model. In the elliptic case it holds M = N while for the rational and trigonometric models M is not necessarily equal to N. Our consideration is similar to the previously obtained results for the Calogero-Moser models which are recovered in the non-relativistic limit. We also show that the self-dual description of the Ruijsenaars-Schneider models can be derived from complexified intermediate long wave equation with discrete Laplacian by means of the simple pole ansatz likewise the Calogero-Moser models arise from ordinary intermediate long wave and Benjamin-Ono equations.

From Classical to Quantum: New Canonical Tools for the Dynamics of Gravity

NASA Astrophysics Data System (ADS)

Höhn, P. A.

2012-05-01

In a gravitational context, canonical methods offer an intuitive picture of the dynamics and simplify an identification of the degrees of freedom. Nevertheless, extracting dynamical information from background independent approaches to quantum gravity is a highly non-trivial challenge. In this thesis, the conundrum of (quantum) gravitational dynamics is approached from two different directions by means of new canonical tools. This thesis is accordingly divided into two parts: In the first part, a general canonical formalism for discrete systems featuring a variational action principle is developed which is equivalent to the covariant formulation following directly from the action. This formalism can handle evolving phase spaces and is thus appropriate for describing evolving lattices. Attention will be devoted to a characterization of the constraints, symmetries and degrees of freedom appearing in such discrete systems which, in the case of evolving phase spaces, is time step dependent. The advantage of this formalism is that it does not depend on the particular discretization and, hence, is suitable for coarse graining procedures. This formalism is applicable to discrete mechanics, lattice field theories and discrete gravity models---underlying some approaches to quantum gravity---and, furthermore, may prove useful for numerical imple mentations. For concreteness, these new tools are employed to formulate Regge Calculus canonically as a theory of the dynamics of discrete hypersurfaces in discrete spacetimes, thereby removing a longstanding obstacle to connecting covariant simplicial gravity models with canonical frameworks. This result is interesting in view of several background independent approaches to quantum gravity. In addition, perturbative expansions around symmetric background solutions of Regge Calculus are studied up to second order. Background gauge modes generically become propagating at second order as a consequence of a symmetry breaking. In the second part of this thesis, the paradigm of relational dynamics is considered. Dynamical observables in gravity are relational. Unfortunately, their construction and evaluation is notoriously difficult, especially in the quantum theory. An effective canonical framework is devised which permits to evaluate the semiclassical relational dynamics of constrained quantum systems by sidestepping technical problems associated with explicit constructions of physical Hilbert spaces. This effective approach is well-geared for addressing the concept of relational evolution in general quantum cosmological models since it (i) allows to depart from idealized relational `clock references’ and, instead, to employ generic degrees of freedom as imperfect relational `clocks’, (ii) enables one to systematically switch between different such `clocks’ and (iii) yields a consistent (temporally) local time evolution with transient observables so long as semiclassicality holds. These techniques are illustrated by toy models and, finally, are applied to a non-integrable cosmological model. It is argued that relational evolution is generically only a transient and semiclassical phenomenon

Discretized modeling of beads-on-a-string morphology from electrically driven, conducting, and viscoelastic polymer jets

NASA Astrophysics Data System (ADS)

Divvela, Mounica Jyothi; Joo, Yong Lak

2017-04-01

In this paper, we provide a theoretical investigation of axisymmetric instabilities observed during electrospinning, which lead to beads-on-a-string morphology. We used a discretized method to model the instability phenomena observed in the jet. We considered the fluid to be analogous to a bead-spring model. The motion of these beads is governed by the electrical, viscoelastic, surface tension, aerodynamic drag, and gravitational forces. The bead is perturbed at the nozzle, and the growth of the instability is observed over time, and along the length of the jet. We considered both lower electrical conducting polyisobutylene (PIB)-based Boger fluids and highly electrical conducting, polyethylene oxide (PEO)/water systems. In PIB fluids, the onset of the axisymmetric instability is predominantly based on the capillary mode, and the growth rate of the instability is decreased with the viscoelasticity of the jet. However, in the PEO/water system, the instability is electrically driven, and a significant increase in the growth rate of the instability is observed with the increase in the voltage. Our predictions from the discretized model are in good agreement with the previous linear stability analysis and experimental results. Our results also revealed the non-stationary behavior of the disturbance, where the amplitude of the perturbation is observed to be oscillating. Furthermore, we showed that the discretized model is also used to observe the non-axisymmetric behavior of the jet, which can be further used to study the bending instability in electrospinning.

Patient flow improvement for an ophthalmic specialist outpatient clinic with aid of discrete event simulation and design of experiment.

PubMed

Pan, Chong; Zhang, Dali; Kon, Audrey Wan Mei; Wai, Charity Sue Lea; Ang, Woo Boon

2015-06-01

Continuous improvement in process efficiency for specialist outpatient clinic (SOC) systems is increasingly being demanded due to the growth of the patient population in Singapore. In this paper, we propose a discrete event simulation (DES) model to represent the patient and information flow in an ophthalmic SOC system in the Singapore National Eye Centre (SNEC). Different improvement strategies to reduce the turnaround time for patients in the SOC were proposed and evaluated with the aid of the DES model and the Design of Experiment (DOE). Two strategies for better patient appointment scheduling and one strategy for dilation-free examination are estimated to have a significant impact on turnaround time for patients. One of the improvement strategies has been implemented in the actual SOC system in the SNEC with promising improvement reported.

Evolution of specialization under non-equilibrium population dynamics.

PubMed

Nurmi, Tuomas; Parvinen, Kalle

2013-03-21

We analyze the evolution of specialization in resource utilization in a mechanistically underpinned discrete-time model using the adaptive dynamics approach. We assume two nutritionally equivalent resources that in the absence of consumers grow sigmoidally towards a resource-specific carrying capacity. The consumers use resources according to the law of mass-action with rates involving trade-off. The resulting discrete-time model for the consumer population has over-compensatory dynamics. We illuminate the way non-equilibrium population dynamics affect the evolutionary dynamics of the resource consumption rates, and show that evolution to the trimorphic coexistence of a generalist and two specialists is possible due to asynchronous non-equilibrium population dynamics of the specialists. In addition, various forms of cyclic evolutionary dynamics are possible. Furthermore, evolutionary suicide may occur even without Allee effects and demographic stochasticity. Copyright © 2013 Elsevier Ltd. All rights reserved.

Influence of hydrodynamic thrust bearings on the nonlinear oscillations of high-speed rotors

NASA Astrophysics Data System (ADS)

Chatzisavvas, Ioannis; Boyaci, Aydin; Koutsovasilis, Panagiotis; Schweizer, Bernhard

2016-10-01

This paper investigates the effect of hydrodynamic thrust bearings on the nonlinear vibrations and the bifurcations occurring in rotor/bearing systems. In order to examine the influence of thrust bearings, run-up simulations may be carried out. To be able to perform such run-up calculations, a computationally efficient thrust bearing model is mandatory. Direct discretization of the Reynolds equation for thrust bearings by means of a Finite Element or Finite Difference approach entails rather large simulation times, since in every time-integration step a discretized model of the Reynolds equation has to be solved simultaneously with the rotor model. Implementation of such a coupled rotor/bearing model may be accomplished by a co-simulation approach. Such an approach prevents, however, a thorough analysis of the rotor/bearing system based on extensive parameter studies. A major point of this work is the derivation of a very time-efficient but rather precise model for transient simulations of rotors with hydrodynamic thrust bearings. The presented model makes use of a global Galerkin approach, where the pressure field is approximated by global trial functions. For the considered problem, an analytical evaluation of the relevant integrals is possible. As a consequence, the system of equations of the discretized bearing model is obtained symbolically. In combination with a proper decomposition of the governing system matrix, a numerically efficient implementation can be achieved. Using run-up simulations with the proposed model, the effect of thrust bearings on the bifurcations points as well as on the amplitudes and frequencies of the subsynchronous rotor oscillations is investigated. Especially, the influence of the magnitude of the axial force, the geometry of the thrust bearing and the oil parameters is examined. It is shown that the thrust bearing exerts a large influence on the nonlinear rotor oscillations, especially to those related with the conical mode of the rotor. A comparison between a full co-simulation approach and a reduced Galerkin implementation is carried out. It is shown that a speed-up of 10-15 times may be obtained with the Galerkin model compared to the co-simulation model under the same accuracy.

Discrete maximal regularity of time-stepping schemes for fractional evolution equations.

PubMed

Jin, Bangti; Li, Buyang; Zhou, Zhi

2018-01-01

In this work, we establish the maximal [Formula: see text]-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order [Formula: see text], [Formula: see text], in time. These schemes include convolution quadratures generated by backward Euler method and second-order backward difference formula, the L1 scheme, explicit Euler method and a fractional variant of the Crank-Nicolson method. The main tools for the analysis include operator-valued Fourier multiplier theorem due to Weis (Math Ann 319:735-758, 2001. doi:10.1007/PL00004457) and its discrete analogue due to Blunck (Stud Math 146:157-176, 2001. doi:10.4064/sm146-2-3). These results generalize the corresponding results for parabolic problems.

Dealing with the health state 'dead' when using discrete choice experiments to obtain values for EQ-5D-5L heath states.

PubMed

Ramos-Goñi, Juan Manuel; Rivero-Arias, Oliver; Errea, María; Stolk, Elly A; Herdman, Michael; Cabasés, Juan Manuel

2013-07-01

To evaluate two different methods to obtain a dead (0)--full health (1) scale for EQ-5D-5L valuation studies when using discrete choice (DC) modeling. The study was carried out among 400 respondents from Barcelona who were representative of the Spanish population in terms of age, sex, and level of education. The DC design included 50 pairs of health states in five blocks. Participants were forced to choose between two EQ-5D-5L states (A and B). Two extra questions concerned whether A and B were considered worse than dead. Each participant performed ten choice exercises. In addition, values were collected using lead-time trade-off (lead-time TTO), for which 100 states in ten blocks were selected. Each participant performed five lead-time TTO exercises. These consisted of DC models offering the health state 'dead' as one of the choices--for which all participants' responses were used (DCdead)--and a model that included only the responses of participants who chose at least one state as worse than dead (WTD) (DCWTD). The study also estimated DC models rescaled with lead-time TTO data and a lead-time TTO linear model. The DC(dead) and DCWTD models produced relatively similar results, although the coefficients in the DCdead model were slightly lower. The DC model rescaled with lead-time TTO data produced higher utility decrements. Lead-time TTO produced the highest utility decrements. The incorporation of the state 'dead' in the DC models produces results in concordance with DC models that do not include 'dead'.

Comparisons of discrete and integrative sampling accuracy in estimating pulsed aquatic exposures.

PubMed

Morrison, Shane A; Luttbeg, Barney; Belden, Jason B

2016-11-01

Most current-use pesticides have short half-lives in the water column and thus the most relevant exposure scenarios for many aquatic organisms are pulsed exposures. Quantifying exposure using discrete water samples may not be accurate as few studies are able to sample frequently enough to accurately determine time-weighted average (TWA) concentrations of short aquatic exposures. Integrative sampling methods that continuously sample freely dissolved contaminants over time intervals (such as integrative passive samplers) have been demonstrated to be a promising measurement technique. We conducted several modeling scenarios to test the assumption that integrative methods may require many less samples for accurate estimation of peak 96-h TWA concentrations. We compared the accuracies of discrete point samples and integrative samples while varying sampling frequencies and a range of contaminant water half-lives (t 50  = 0.5, 2, and 8 d). Differences the predictive accuracy of discrete point samples and integrative samples were greatest at low sampling frequencies. For example, when the half-life was 0.5 d, discrete point samples required 7 sampling events to ensure median values > 50% and no sampling events reporting highly inaccurate results (defined as < 10% of the true 96-h TWA). Across all water half-lives investigated, integrative sampling only required two samples to prevent highly inaccurate results and measurements resulting in median values > 50% of the true concentration. Regardless, the need for integrative sampling diminished as water half-life increased. For an 8-d water half-life, two discrete samples produced accurate estimates and median values greater than those obtained for two integrative samples. Overall, integrative methods are the more accurate method for monitoring contaminants with short water half-lives due to reduced frequency of extreme values, especially with uncertainties around the timing of pulsed events. However, the acceptability of discrete sampling methods for providing accurate concentration measurements increases with increasing aquatic half-lives. Copyright © 2016 Elsevier Ltd. All rights reserved.

Transit and lifespan in neutrophil production: implications for drug intervention.

PubMed

Câmara De Souza, Daniel; Craig, Morgan; Cassidy, Tyler; Li, Jun; Nekka, Fahima; Bélair, Jacques; Humphries, Antony R

2018-02-01

A comparison of the transit compartment ordinary differential equation modelling approach to distributed and discrete delay differential equation models is studied by focusing on Quartino's extension to the Friberg transit compartment model of myelosuppression, widely relied upon in the pharmaceutical sciences to predict the neutrophil response after chemotherapy, and on a QSP delay differential equation model of granulopoiesis. An extension to the Quartino model is provided by considering a general number of transit compartments and introducing an extra parameter that allows for the decoupling of the maturation time from the production rate of cells. An overview of the well established linear chain technique, used to reformulate transit compartment models with constant transit rates as distributed delay differential equations (DDEs), is then given. A state-dependent time rescaling of the Quartino model is performed to apply the linear chain technique and rewrite the Quartino model as a distributed DDE, yielding a discrete DDE model in a certain parameter limit. Next, stability and bifurcation analyses are undertaken in an effort to situate such studies in a mathematical pharmacology context. We show that both the original Friberg and the Quartino extension models incorrectly define the mean maturation time, essentially treating the proliferative pool as an additional maturation compartment. This misspecification can have far reaching consequences on the development of future models of myelosuppression in PK/PD.

On the convergence of a fully discrete scheme of LES type to physically relevant solutions of the incompressible Navier-Stokes

NASA Astrophysics Data System (ADS)

Berselli, Luigi C.; Spirito, Stefano

2018-06-01

Obtaining reliable numerical simulations of turbulent fluids is a challenging problem in computational fluid mechanics. The large eddy simulation (LES) models are efficient tools to approximate turbulent fluids, and an important step in the validation of these models is the ability to reproduce relevant properties of the flow. In this paper, we consider a fully discrete approximation of the Navier-Stokes-Voigt model by an implicit Euler algorithm (with respect to the time variable) and a Fourier-Galerkin method (in the space variables). We prove the convergence to weak solutions of the incompressible Navier-Stokes equations satisfying the natural local entropy condition, hence selecting the so-called physically relevant solutions.

Comparative study of the discrete velocity and lattice Boltzmann methods for rarefied gas flows through irregular channels

NASA Astrophysics Data System (ADS)

Su, Wei; Lindsay, Scott; Liu, Haihu; Wu, Lei

2017-08-01

Rooted from the gas kinetics, the lattice Boltzmann method (LBM) is a powerful tool in modeling hydrodynamics. In the past decade, it has been extended to simulate rarefied gas flows beyond the Navier-Stokes level, either by using the high-order Gauss-Hermite quadrature, or by introducing the relaxation time that is a function of the gas-wall distance. While the former method, with a limited number of discrete velocities (e.g., D2Q36), is accurate up to the early transition flow regime, the latter method (especially the multiple relaxation time (MRT) LBM), with the same discrete velocities as those used in simulating hydrodynamics (i.e., D2Q9), is accurate up to the free-molecular flow regime in the planar Poiseuille flow. This is quite astonishing in the sense that less discrete velocities are more accurate. In this paper, by solving the Bhatnagar-Gross-Krook kinetic equation accurately via the discrete velocity method, we find that the high-order Gauss-Hermite quadrature cannot describe the large variation in the velocity distribution function when the rarefaction effect is strong, but the MRT-LBM can capture the flow velocity well because it is equivalent to solving the Navier-Stokes equations with an effective shear viscosity. Since the MRT-LBM has only been validated in simple channel flows, and for complex geometries it is difficult to find the effective viscosity, it is necessary to assess its performance for the simulation of rarefied gas flows. Our numerical simulations based on the accurate discrete velocity method suggest that the accuracy of the MRT-LBM is reduced significantly in the simulation of rarefied gas flows through the rough surface and porous media. Our simulation results could serve as benchmarking cases for future development of the LBM for modeling and simulation of rarefied gas flows in complex geometries.

Comparative study of the discrete velocity and lattice Boltzmann methods for rarefied gas flows through irregular channels.

PubMed

Su, Wei; Lindsay, Scott; Liu, Haihu; Wu, Lei

2017-08-01

Rooted from the gas kinetics, the lattice Boltzmann method (LBM) is a powerful tool in modeling hydrodynamics. In the past decade, it has been extended to simulate rarefied gas flows beyond the Navier-Stokes level, either by using the high-order Gauss-Hermite quadrature, or by introducing the relaxation time that is a function of the gas-wall distance. While the former method, with a limited number of discrete velocities (e.g., D2Q36), is accurate up to the early transition flow regime, the latter method (especially the multiple relaxation time (MRT) LBM), with the same discrete velocities as those used in simulating hydrodynamics (i.e., D2Q9), is accurate up to the free-molecular flow regime in the planar Poiseuille flow. This is quite astonishing in the sense that less discrete velocities are more accurate. In this paper, by solving the Bhatnagar-Gross-Krook kinetic equation accurately via the discrete velocity method, we find that the high-order Gauss-Hermite quadrature cannot describe the large variation in the velocity distribution function when the rarefaction effect is strong, but the MRT-LBM can capture the flow velocity well because it is equivalent to solving the Navier-Stokes equations with an effective shear viscosity. Since the MRT-LBM has only been validated in simple channel flows, and for complex geometries it is difficult to find the effective viscosity, it is necessary to assess its performance for the simulation of rarefied gas flows. Our numerical simulations based on the accurate discrete velocity method suggest that the accuracy of the MRT-LBM is reduced significantly in the simulation of rarefied gas flows through the rough surface and porous media. Our simulation results could serve as benchmarking cases for future development of the LBM for modeling and simulation of rarefied gas flows in complex geometries.

Generating chaos for discrete time-delayed systems via impulsive control.

PubMed

Guan, Zhi-Hong; Liu, Na

2010-03-01

Generating chaos for a class of discrete time-delayed systems via impulsive control is investigated in this paper. With the augmented matrix method, the time-delay impulsive systems can be transformed into a new class of linear discrete impulsive systems. Based on the largest Lyapunov exponent and the boundedness of the systems, some theoretical results about the chaotification for the discrete impulsive systems with time delay are derived and an example is given to visualize the satisfactory control performance.

Accounting for costs, QALYs, and capacity constraints: using discrete-event simulation to evaluate alternative service delivery and organizational scenarios for hospital-based glaucoma services.

PubMed

Crane, Glenis J; Kymes, Steven M; Hiller, Janet E; Casson, Robert; Martin, Adam; Karnon, Jonathan D

2013-11-01

Decision-analytic models are routinely used as a framework for cost-effectiveness analyses of health care services and technologies; however, these models mostly ignore resource constraints. In this study, we use a discrete-event simulation model to inform a cost-effectiveness analysis of alternative options for the organization and delivery of clinical services in the ophthalmology department of a public hospital. The model is novel, given that it represents both disease outcomes and resource constraints in a routine clinical setting. A 5-year discrete-event simulation model representing glaucoma patient services at the Royal Adelaide Hospital (RAH) was implemented and calibrated to patient-level data. The data were sourced from routinely collected waiting and appointment lists, patient record data, and the published literature. Patient-level costs and quality-adjusted life years were estimated for a range of alternative scenarios, including combinations of alternate follow-up times, booking cycles, and treatment pathways. The model shows that a) extending booking cycle length from 4 to 6 months, b) extending follow-up visit times by 2 to 3 months, and c) using laser in preference to medication are more cost-effective than current practice at the RAH eye clinic. The current simulation model provides a useful tool for informing improvements in the organization and delivery of glaucoma services at a local level (e.g., within a hospital), on the basis of expected effects on costs and health outcomes while accounting for current capacity constraints. Our model may be adapted to represent glaucoma services at other hospitals, whereas the general modeling approach could be applied to many other clinical service areas.

Hybrid Automated Diagnosis of Discrete/Continuous Systems

NASA Technical Reports Server (NTRS)

Park, Han; James, Mark; MacKey, Ryan; Cannon, Howard; Bajwa, Anapa; Maul, William

2007-01-01

A recently conceived method of automated diagnosis of a complex electromechanical system affords a complete set of capabilities for hybrid diagnosis in the case in which the state of the electromechanical system is characterized by both continuous and discrete values (as represented by analog and digital signals, respectively). The method is an integration of two complementary diagnostic systems: (1) beacon-based exception analysis for multi-missions (BEAM), which is primarily useful in the continuous domain and easily performs diagnoses in the presence of transients; and (2) Livingstone, which is primarily useful in the discrete domain and is typically restricted to quasi-steady conditions. BEAM has been described in several prior NASA Tech Briefs articles: "Software for Autonomous Diagnosis of Complex Systems" (NPO-20803), Vol. 26, No. 3 (March 2002), page 33; "Beacon-Based Exception Analysis for Multimissions" (NPO-20827), Vol. 26, No. 9 (September 2002), page 32; "Wavelet-Based Real-Time Diagnosis of Complex Systems" (NPO-20830), Vol. 27, No. 1 (January 2003), page 67; and "Integrated Formulation of Beacon-Based Exception Analysis for Multimissions" (NPO-21126), Vol. 27, No. 3 (March 2003), page 74. Briefly, BEAM is a complete data-analysis method, implemented in software, for real-time or off-line detection and characterization of faults. The basic premise of BEAM is to characterize a system from all available observations and train the characterization with respect to normal phases of operation. The observations are primarily continuous in nature. BEAM isolates anomalies by analyzing the deviations from nominal for each phase of operation. Livingstone is a model-based reasoner that uses a model of a system, controller commands, and sensor observations to track the system s state, and detect and diagnose faults. Livingstone models a system within the discrete domain. Therefore, continuous sensor readings, as well as time, must be discretized. To reason about continuous systems, Livingstone uses monitors that discretize the sensor readings using trending and thresholding techniques. In development of the a hybrid method, BEAM results were sent to Livingstone to serve as an independent source of evidence that is in addition to the evidence gathered by Livingstone standard monitors. The figure depicts the flow of data in an early version of a hybrid system dedicated to diagnosing a simulated electromechanical system. In effect, BEAM served as a "smart" monitor for Livingstone. BEAM read the simulation data, processed the data to form observations, and stored the observations in a file. A monitor stub synchronized the events recorded by BEAM with the output of the Livingstone standard monitors according to time tags. This information was fed to a real-time interface, which buffered and fed the information to Livingstone, and requested diagnoses at the appropriate times. In a test, the hybrid system was found to correctly identify a failed component in an electromechanical system for which neither BEAM nor Livingstone alone yielded the correct diagnosis.

Hydraulic Fracturing and Production Optimization in Eagle Ford Shale Using Coupled Geomechanics and Fluid Flow Model

NASA Astrophysics Data System (ADS)

Suppachoknirun, Theerapat; Tutuncu, Azra N.

2017-12-01

With increasing production from shale gas and tight oil reservoirs, horizontal drilling and multistage hydraulic fracturing processes have become a routine procedure in unconventional field development efforts. Natural fractures play a critical role in hydraulic fracture growth, subsequently affecting stimulated reservoir volume and the production efficiency. Moreover, the existing fractures can also contribute to the pressure-dependent fluid leak-off during the operations. Hence, a reliable identification of the discrete fracture network covering the zone of interest prior to the hydraulic fracturing design needs to be incorporated into the hydraulic fracturing and reservoir simulations for realistic representation of the in situ reservoir conditions. In this research study, an integrated 3-D fracture and fluid flow model have been developed using a new approach to simulate the fluid flow and deliver reliable production forecasting in naturally fractured and hydraulically stimulated tight reservoirs. The model was created with three key modules. A complex 3-D discrete fracture network model introduces realistic natural fracture geometry with the associated fractured reservoir characteristics. A hydraulic fracturing model is created utilizing the discrete fracture network for simulation of the hydraulic fracture and flow in the complex discrete fracture network. Finally, a reservoir model with the production grid system is used allowing the user to efficiently perform the fluid flow simulation in tight formations with complex fracture networks. The complex discrete natural fracture model, the integrated discrete fracture model for the hydraulic fracturing, the fluid flow model, and the input dataset have been validated against microseismic fracture mapping and commingled production data obtained from a well pad with three horizontal production wells located in the Eagle Ford oil window in south Texas. Two other fracturing geometries were also evaluated to optimize the cumulative production and for the three wells individually. Significant reduction in the production rate in early production times is anticipated in tight reservoirs regardless of the fracturing techniques implemented. The simulations conducted using the alternating fracturing technique led to more oil production than when zipper fracturing was used for a 20-year production period. Yet, due to the decline experienced, the differences in cumulative production get smaller, and the alternating fracturing is not practically implementable while field application of zipper fracturing technique is more practical and widely used.

Numerical treatment of a geometrically nonlinear planar Cosserat shell model

NASA Astrophysics Data System (ADS)

Sander, Oliver; Neff, Patrizio; Bîrsan, Mircea

2016-05-01

We present a new way to discretize a geometrically nonlinear elastic planar Cosserat shell. The kinematical model is similar to the general six-parameter resultant shell model with drilling rotations. The discretization uses geodesic finite elements (GFEs), which leads to an objective discrete model which naturally allows arbitrarily large rotations. GFEs of any approximation order can be constructed. The resulting algebraic problem is a minimization problem posed on a nonlinear finite-dimensional Riemannian manifold. We solve this problem using a Riemannian trust-region method, which is a generalization of Newton's method that converges globally without intermediate loading steps. We present the continuous model and the discretization, discuss the properties of the discrete model, and show several numerical examples, including wrinkling of thin elastic sheets in shear.

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.

Using the Integration of Discrete Event and Agent-Based Simulation to Enhance Outpatient Service Quality in an Orthopedic Department.

PubMed

Kittipittayakorn, Cholada; Ying, Kuo-Ching

2016-01-01

Many hospitals are currently paying more attention to patient satisfaction since it is an important service quality index. Many Asian countries' healthcare systems have a mixed-type registration, accepting both walk-in patients and scheduled patients. This complex registration system causes a long patient waiting time in outpatient clinics. Different approaches have been proposed to reduce the waiting time. This study uses the integration of discrete event simulation (DES) and agent-based simulation (ABS) to improve patient waiting time and is the first attempt to apply this approach to solve this key problem faced by orthopedic departments. From the data collected, patient behaviors are modeled and incorporated into a massive agent-based simulation. The proposed approach is an aid for analyzing and modifying orthopedic department processes, allows us to consider far more details, and provides more reliable results. After applying the proposed approach, the total waiting time of the orthopedic department fell from 1246.39 minutes to 847.21 minutes. Thus, using the correct simulation model significantly reduces patient waiting time in an orthopedic department.

Using the Integration of Discrete Event and Agent-Based Simulation to Enhance Outpatient Service Quality in an Orthopedic Department

PubMed Central

Kittipittayakorn, Cholada

2016-01-01

Many hospitals are currently paying more attention to patient satisfaction since it is an important service quality index. Many Asian countries' healthcare systems have a mixed-type registration, accepting both walk-in patients and scheduled patients. This complex registration system causes a long patient waiting time in outpatient clinics. Different approaches have been proposed to reduce the waiting time. This study uses the integration of discrete event simulation (DES) and agent-based simulation (ABS) to improve patient waiting time and is the first attempt to apply this approach to solve this key problem faced by orthopedic departments. From the data collected, patient behaviors are modeled and incorporated into a massive agent-based simulation. The proposed approach is an aid for analyzing and modifying orthopedic department processes, allows us to consider far more details, and provides more reliable results. After applying the proposed approach, the total waiting time of the orthopedic department fell from 1246.39 minutes to 847.21 minutes. Thus, using the correct simulation model significantly reduces patient waiting time in an orthopedic department. PMID:27195606

Controllability of discrete bilinear systems with bounded control.

NASA Technical Reports Server (NTRS)

Tarn, T. J.; Elliott, D. L.; Goka, T.

1973-01-01

The subject of this paper is the controllability of time-invariant discrete-time bilinear systems. Bilinear systems are classified into two categories; homogeneous and inhomogeneous. Sufficient conditions which ensure the global controllability of discrete-time bilinear systems are obtained by localized analysis in control variables.

[Evaluation of the effect of varicella outbreak control measures through a discrete time delay SEIR model].

PubMed

Pan, Jin-ren; Huang, Zheng-qiang; Chen, Kun

2012-04-01

forecast the epidemic trend and to evaluate the effect of outbreak control measures by investigation of a varicella outbreak event with a discrete time delay SEIR model. A discrete time delay model was formulated by discretization method based on a continuous SEIR model with the consideration of the time delay effect on latent period and communicable period. The epidemic trend forecast was carried out based on the number of expected cases. The theoretical effect evaluation was assessed by comparing the results from different emergency control measures. Without any control measures, the theoretical attack rate was 30.16% (504/1671). The course of the epidemic lasted for 4 months and the peak epidemic time was 78 days after the onset of the first case. 'Generation' phenomenon had been observed in the course of the epidemic with the interval of two weeks. The actual number of cases was decreased by 89.48% (451/504) compared with the number of expected cases under no control measure scenario. With the rigorous quarantine measure for all cases on their onset day, when the measure was conducted on 0, 14, 28, 42 days after the onset of the first case, the total numbers of expected cases were 22, 59, 127 and 220 respectively. With the quarantine measure conducted on 14 days after the onset of the first case, when the proportion of quarantine was 30%, 50%, 70%, 90%, the total number of expected cases were 485, 457, 386 and 169, respectively. With the emergent vaccination for all persons, when the measure was conducted on 0, 14, 28, 42 days after the onset of the first case, the total numbers of expected cases were 7, 26, 81 and 202 respectively. With the emergent vaccination conducted on 14 days after the onset of the first case, when the immunization coverage rate was 30%, 50%, 70%, 90%, the total numbers of expected cases were 354, 246, 127 and 40, respectively. The number of expected cases can be regarded as the reference to evaluate the effect of control measures. The simulation results suggest that it will get more benefits to conduct control measures earlier in varicella outbreak events, and the effect of emergent vaccination is better than that of quarantine measure under the same conditions.

Model documentation for relations between continuous real-time and discrete water-quality constituents in Indian Creek, Johnson County, Kansas, June 2004 through May 2013

USGS Publications Warehouse

Stone, Mandy L.; Graham, Jennifer L.

2014-01-01

Johnson County is the fastest growing county in Kansas, with a population of about 560,000 people in 2012. Urban growth and development can have substantial effects on water quality, and streams in Johnson County are affected by nonpoint-source pollutants from stormwater runoff and point-source discharges such as municipal wastewater effluent. Understanding of current (2014) water-quality conditions and the effects of urbanization is critical for the protection and remediation of aquatic resources in Johnson County, Kansas and downstream reaches located elsewhere. The Indian Creek Basin is 194 square kilometers and includes parts of Johnson County, Kansas and Jackson County, Missouri. Approximately 86 percent of the Indian Creek Basin is located in Johnson County, Kansas. The U.S. Geological Survey, in cooperation with Johnson County Wastewater, operated a series of six continuous real-time water-quality monitoring stations in the Indian Creek Basin during June 2011 through May 2013; one of these sites has been operating since February 2004. Five monitoring sites were located on Indian Creek and one site was located on Tomahawk Creek. The purpose of this report is to document regression models that establish relations between continuously measured water-quality properties and discretely collected water-quality constituents. Continuously measured water-quality properties include streamflow, specific conductance, pH, water temperature, dissolved oxygen, turbidity, and nitrate. Discrete water-quality samples were collected during June 2011 through May 2013 at five new sites and June 2004 through May 2013 at a long-term site and analyzed for sediment, nutrients, bacteria, and other water-quality constituents. Regression models were developed to establish relations between discretely sampled constituent concentrations and continuously measured physical properties to estimate concentrations of those constituents of interest that are not easily measured in real time because of limitations in sensor technology and fiscal constraints. Regression models for 28 water-quality constituents were developed and documented. The water-quality information in this report is important to Johnson County Wastewater because it allows the concentrations of many potential pollutants of interest, including nutrients and sediment, to be estimated in real time and characterized during conditions and time scales that would not be possible otherwise.

Characteristic correlation study of UV disinfection performance for ballast water treatment

NASA Astrophysics Data System (ADS)

Ba, Te; Li, Hongying; Osman, Hafiiz; Kang, Chang-Wei

2016-11-01

Characteristic correlation between ultraviolet disinfection performance and operating parameters, including ultraviolet transmittance (UVT), lamp power and water flow rate, was studied by numerical and experimental methods. A three-stage model was developed to simulate the fluid flow, UV radiation and the trajectories of microorganisms. Navier-Stokes equation with k-epsilon turbulence was solved to model the fluid flow, while discrete ordinates (DO) radiation model and discrete phase model (DPM) were used to introduce UV radiation and microorganisms trajectories into the model, respectively. The UV dose statistical distribution for the microorganisms was found to move to higher value with the increase of UVT and lamp power, but moves to lower value when the water flow rate increases. Further investigation shows that the fluence rate increases exponentially with UVT but linearly with the lamp power. The average and minimum resident time decreases linearly with the water flow rate while the maximum resident time decrease rapidly in a certain range. The current study can be used as a digital design and performance evaluation tool of the UV reactor for ballast water treatment.

Realistic numerical modelling of human head tissue exposure to electromagnetic waves from cellular phones

NASA Astrophysics Data System (ADS)

Scarella, Gilles; Clatz, Olivier; Lanteri, Stéphane; Beaume, Grégory; Oudot, Steve; Pons, Jean-Philippe; Piperno, Sergo; Joly, Patrick; Wiart, Joe

2006-06-01

The ever-rising diffusion of cellular phones has brought about an increased concern for the possible consequences of electromagnetic radiation on human health. Possible thermal effects have been investigated, via experimentation or simulation, by several research projects in the last decade. Concerning numerical modeling, the power absorption in a user's head is generally computed using discretized models built from clinical MRI data. The vast majority of such numerical studies have been conducted using Finite Differences Time Domain methods, although strong limitations of their accuracy are due to heterogeneity, poor definition of the detailed structures of head tissues (staircasing effects), etc. In order to propose numerical modeling using Finite Element or Discontinuous Galerkin Time Domain methods, reliable automated tools for the unstructured discretization of human heads are also needed. Results presented in this article aim at filling the gap between human head MRI images and the accurate numerical modeling of wave propagation in biological tissues and its thermal effects. To cite this article: G. Scarella et al., C. R. Physique 7 (2006).

A Global Picture of the Gamma-Ricker Map: A Flexible Discrete-Time Model with Factors of Positive and Negative Density Dependence.

PubMed

Liz, Eduardo

2018-02-01

The gamma-Ricker model is one of the more flexible and general discrete-time population models. It is defined on the basis of the Ricker model, introducing an additional parameter [Formula: see text]. For some values of this parameter ([Formula: see text], population is overcompensatory, and the introduction of an additional parameter gives more flexibility to fit the stock-recruitment curve to field data. For other parameter values ([Formula: see text]), the gamma-Ricker model represents populations whose per-capita growth rate combines both negative density dependence and positive density dependence. The former can lead to overcompensation and dynamic instability, and the latter can lead to a strong Allee effect. We study the impact of the cooperation factor in the dynamics and provide rigorous conditions under which increasing the Allee effect strength stabilizes or destabilizes population dynamics, promotes or prevents population extinction, and increases or decreases population size. Our theoretical results also include new global stability criteria and a description of the possible bifurcations.

Analysis and Design of International Emission Trading Markets Applying System Dynamics Techniques

NASA Astrophysics Data System (ADS)

Hu, Bo; Pickl, Stefan

2010-11-01

The design and analysis of international emission trading markets is an important actual challenge. Time-discrete models are needed to understand and optimize these procedures. We give an introduction into this scientific area and present actual modeling approaches. Furthermore, we develop a model which is embedded in a holistic problem solution. Measures for energy efficiency are characterized. The economic time-discrete "cap-and-trade" mechanism is influenced by various underlying anticipatory effects. With a systematic dynamic approach the effects can be examined. First numerical results show that fair international emissions trading can only be conducted with the use of protective export duties. Furthermore a comparatively high price which evokes emission reduction inevitably has an inhibiting effect on economic growth according to our model. As it always has been expected it is not without difficulty to find a balance between economic growth and emission reduction. It can be anticipated using our System Dynamics model simulation that substantial changes must be taken place before international emissions trading markets can contribute to global GHG emissions mitigation.

Dynamical quantum phase transitions in discrete time crystals

NASA Astrophysics Data System (ADS)

Kosior, Arkadiusz; Sacha, Krzysztof

2018-05-01

Discrete time crystals are related to nonequilibrium dynamics of periodically driven quantum many-body systems where the discrete time-translation symmetry of the Hamiltonian is spontaneously broken into another discrete symmetry. Recently, the concept of phase transitions has been extended to nonequilibrium dynamics of time-independent systems induced by a quantum quench, i.e., a sudden change of some parameter of the Hamiltonian. There, the return probability of a system to the ground state reveals singularities in time which are dubbed dynamical quantum phase transitions. We show that the quantum quench in a discrete time crystal leads to dynamical quantum phase transitions where the return probability of a periodically driven system to a Floquet eigenstate before the quench reveals singularities in time. It indicates that dynamical quantum phase transitions are not restricted to time-independent systems and can be also observed in systems that are periodically driven. We discuss how the phenomenon can be observed in ultracold atomic gases.

Discretization-dependent model for weakly connected excitable media

NASA Astrophysics Data System (ADS)

Arroyo, Pedro André; Alonso, Sergio; Weber dos Santos, Rodrigo

2018-03-01

Pattern formation has been widely observed in extended chemical and biological processes. Although the biochemical systems are highly heterogeneous, homogenized continuum approaches formed by partial differential equations have been employed frequently. Such approaches are usually justified by the difference of scales between the heterogeneities and the characteristic spatial size of the patterns. Under different conditions, for example, under weak coupling, discrete models are more adequate. However, discrete models may be less manageable, for instance, in terms of numerical implementation and mesh generation, than the associated continuum models. Here we study a model to approach discreteness which permits the computer implementation on general unstructured meshes. The model is cast as a partial differential equation but with a parameter that depends not only on heterogeneities sizes, as in the case of quasicontinuum models, but also on the discretization mesh. Therefore, we refer to it as a discretization-dependent model. We validate the approach in a generic excitable media that simulates three different phenomena: the propagation of action membrane potential in cardiac tissue, in myelinated axons of neurons, and concentration waves in chemical microemulsions.

Moving Average Models with Bivariate Exponential and Geometric Distributions.

DTIC Science & Technology

1985-03-01

ordinary time series and of point processes. Developments in Statistics, Vol. 1, P.R. Krishnaiah , ed. Academic Press, New York. [9] Esary, J.D. and...valued and discrete - valued time series with ARMA correlation structure. Multivariate Analysis V, P.R. Krishnaiah , ed. North-Holland. 151-166. [28

Welfare Reform when Recipients Are Forward-Looking

ERIC Educational Resources Information Center

Swann, Christopher A.

2005-01-01

By studying recipients of aid under the Temporary Assistance for Needy Families (TANF) welfare scheme, the effect of time limits of welfare schemes on forward looking recipients is assessed using a discrete-choice dynamic programming framework model. The policy simulations for the preferred specification of utility reveal that two year time limits…

Solving Rational Expectations Models Using Excel

ERIC Educational Resources Information Center

Strulik, Holger

2004-01-01

Simple problems of discrete-time optimal control can be solved using a standard spreadsheet software. The employed-solution method of backward iteration is intuitively understandable, does not require any programming skills, and is easy to implement so that it is suitable for classroom exercises with rational-expectations models. The author…

Real time optimal guidance of low-thrust spacecraft: an application of nonlinear model predictive control.

PubMed

Arrieta-Camacho, Juan José; Biegler, Lorenz T

2005-12-01

Real time optimal guidance is considered for a class of low thrust spacecraft. In particular, nonlinear model predictive control (NMPC) is utilized for computing the optimal control actions required to transfer a spacecraft from a low Earth orbit to a mission orbit. The NMPC methodology presented is able to cope with unmodeled disturbances. The dynamics of the transfer are modeled using a set of modified equinoctial elements because they do not exhibit singularities for zero inclination and zero eccentricity. The idea behind NMPC is the repeated solution of optimal control problems; at each time step, a new control action is computed. The optimal control problem is solved using a direct method-fully discretizing the equations of motion. The large scale nonlinear program resulting from the discretization procedure is solved using IPOPT--a primal-dual interior point algorithm. Stability and robustness characteristics of the NMPC algorithm are reviewed. A numerical example is presented that encourages further development of the proposed methodology: the transfer from low-Earth orbit to a molniya orbit.

An Unsplit Monte-Carlo solver for the resolution of the linear Boltzmann equation coupled to (stiff) Bateman equations

NASA Astrophysics Data System (ADS)

Bernede, Adrien; Poëtte, Gaël

2018-02-01

In this paper, we are interested in the resolution of the time-dependent problem of particle transport in a medium whose composition evolves with time due to interactions. As a constraint, we want to use of Monte-Carlo (MC) scheme for the transport phase. A common resolution strategy consists in a splitting between the MC/transport phase and the time discretization scheme/medium evolution phase. After going over and illustrating the main drawbacks of split solvers in a simplified configuration (monokinetic, scalar Bateman problem), we build a new Unsplit MC (UMC) solver improving the accuracy of the solutions, avoiding numerical instabilities, and less sensitive to time discretization. The new solver is essentially based on a Monte Carlo scheme with time dependent cross sections implying the on-the-fly resolution of a reduced model for each MC particle describing the time evolution of the matter along their flight path.

Multiresolution analysis of Bursa Malaysia KLCI time series

NASA Astrophysics Data System (ADS)

Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

2017-05-01

In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.

Hidden Markov models for evolution and comparative genomics analysis.

PubMed

Bykova, Nadezda A; Favorov, Alexander V; Mironov, Andrey A

2013-01-01

The problem of reconstruction of ancestral states given a phylogeny and data from extant species arises in a wide range of biological studies. The continuous-time Markov model for the discrete states evolution is generally used for the reconstruction of ancestral states. We modify this model to account for a case when the states of the extant species are uncertain. This situation appears, for example, if the states for extant species are predicted by some program and thus are known only with some level of reliability; it is common for bioinformatics field. The main idea is formulation of the problem as a hidden Markov model on a tree (tree HMM, tHMM), where the basic continuous-time Markov model is expanded with the introduction of emission probabilities of observed data (e.g. prediction scores) for each underlying discrete state. Our tHMM decoding algorithm allows us to predict states at the ancestral nodes as well as to refine states at the leaves on the basis of quantitative comparative genomics. The test on the simulated data shows that the tHMM approach applied to the continuous variable reflecting the probabilities of the states (i.e. prediction score) appears to be more accurate then the reconstruction from the discrete states assignment defined by the best score threshold. We provide examples of applying our model to the evolutionary analysis of N-terminal signal peptides and transcription factor binding sites in bacteria. The program is freely available at http://bioinf.fbb.msu.ru/~nadya/tHMM and via web-service at http://bioinf.fbb.msu.ru/treehmmweb.

Material point method modeling in oil and gas reservoirs

DOEpatents

Vanderheyden, William Brian; Zhang, Duan

2016-06-28

A computer system and method of simulating the behavior of an oil and gas reservoir including changes in the margins of frangible solids. A system of equations including state equations such as momentum, and conservation laws such as mass conservation and volume fraction continuity, are defined and discretized for at least two phases in a modeled volume, one of which corresponds to frangible material. A material point model technique for numerically solving the system of discretized equations, to derive fluid flow at each of a plurality of mesh nodes in the modeled volume, and the velocity of at each of a plurality of particles representing the frangible material in the modeled volume. A time-splitting technique improves the computational efficiency of the simulation while maintaining accuracy on the deformation scale. The method can be applied to derive accurate upscaled model equations for larger volume scale simulations.

Fast-slow asymptotics for a Markov chain model of fast sodium current

NASA Astrophysics Data System (ADS)

Starý, Tomáš; Biktashev, Vadim N.

2017-09-01

We explore the feasibility of using fast-slow asymptotics to eliminate the computational stiffness of discrete-state, continuous-time deterministic Markov chain models of ionic channels underlying cardiac excitability. We focus on a Markov chain model of fast sodium current, and investigate its asymptotic behaviour with respect to small parameters identified in different ways.

A large-signal dynamic simulation for the series resonant converter

NASA Technical Reports Server (NTRS)

King, R. J.; Stuart, T. A.

1983-01-01

A simple nonlinear discrete-time dynamic model for the series resonant dc-dc converter is derived using approximations appropriate to most power converters. This model is useful for the dynamic simulation of a series resonant converter using only a desktop calculator. The model is compared with a laboratory converter for a large transient event.

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

Increasing accuracy of dispersal kernels in grid-based population models

USGS Publications Warehouse

Slone, D.H.

2011-01-01

Dispersal kernels in grid-based population models specify the proportion, distance and direction of movements within the model landscape. Spatial errors in dispersal kernels can have large compounding effects on model accuracy. Circular Gaussian and Laplacian dispersal kernels at a range of spatial resolutions were investigated, and methods for minimizing errors caused by the discretizing process were explored. Kernels of progressively smaller sizes relative to the landscape grid size were calculated using cell-integration and cell-center methods. These kernels were convolved repeatedly, and the final distribution was compared with a reference analytical solution. For large Gaussian kernels (σ > 10 cells), the total kernel error was <10 &sup-11; compared to analytical results. Using an invasion model that tracked the time a population took to reach a defined goal, the discrete model results were comparable to the analytical reference. With Gaussian kernels that had σ ≤ 0.12 using the cell integration method, or σ ≤ 0.22 using the cell center method, the kernel error was greater than 10%, which resulted in invasion times that were orders of magnitude different than theoretical results. A goal-seeking routine was developed to adjust the kernels to minimize overall error. With this, corrections for small kernels were found that decreased overall kernel error to <10-11 and invasion time error to <5%.

Integrable discrete PT symmetric model.

PubMed

Ablowitz, Mark J; Musslimani, Ziad H

2014-09-01

An exactly solvable discrete PT invariant nonlinear Schrödinger-like model is introduced. It is an integrable Hamiltonian system that exhibits a nontrivial nonlinear PT symmetry. A discrete one-soliton solution is constructed using a left-right Riemann-Hilbert formulation. It is shown that this pure soliton exhibits unique features such as power oscillations and singularity formation. The proposed model can be viewed as a discretization of a recently obtained integrable nonlocal nonlinear Schrödinger equation.

Modeling Anti-Air Warfare With Discrete Event Simulation and Analyzing Naval Convoy Operations

DTIC Science & Technology

2016-06-01

WARFARE WITH DISCRETE EVENT SIMULATION AND ANALYZING NAVAL CONVOY OPERATIONS by Ali E. Opcin June 2016 Thesis Advisor: Arnold H. Buss Co...REPORT DATE June 2016 3. REPORT TYPE AND DATES COVERED Master’s thesis 4. TITLE AND SUBTITLE MODELING ANTI-AIR WARFARE WITH DISCRETE EVENT...In this study, a discrete event simulation (DES) was built by modeling ships, and their sensors and weapons, to simulate convoy operations under

A Simulation of Alternatives for Wholesale Inventory Replenishment

DTIC Science & Technology

2016-03-01

algorithmic details. The last method is a mixed-integer, linear optimization model. Comparative Inventory Simulation, a discrete event simulation model, is...simulation; event graphs; reorder point; fill-rate; backorder; discrete event simulation; wholesale inventory optimization model 15. NUMBER OF PAGES...model. Comparative Inventory Simulation, a discrete event simulation model, is designed to find fill rates achieved for each National Item

Discrete Event Simulation Models for CT Examination Queuing in West China Hospital.

PubMed

Luo, Li; Liu, Hangjiang; Liao, Huchang; Tang, Shijun; Shi, Yingkang; Guo, Huili

2016-01-01

In CT examination, the emergency patients (EPs) have highest priorities in the queuing system and thus the general patients (GPs) have to wait for a long time. This leads to a low degree of satisfaction of the whole patients. The aim of this study is to improve the patients' satisfaction by designing new queuing strategies for CT examination. We divide the EPs into urgent type and emergency type and then design two queuing strategies: one is that the urgent patients (UPs) wedge into the GPs' queue with fixed interval (fixed priority model) and the other is that the patients have dynamic priorities for queuing (dynamic priority model). Based on the data from Radiology Information Database (RID) of West China Hospital (WCH), we develop some discrete event simulation models for CT examination according to the designed strategies. We compare the performance of different strategies on the basis of the simulation results. The strategy that patients have dynamic priorities for queuing makes the waiting time of GPs decrease by 13 minutes and the degree of satisfaction increase by 40.6%. We design a more reasonable CT examination queuing strategy to decrease patients' waiting time and increase their satisfaction degrees.

Discrete Event Simulation Models for CT Examination Queuing in West China Hospital

PubMed Central

Luo, Li; Tang, Shijun; Shi, Yingkang; Guo, Huili

2016-01-01

In CT examination, the emergency patients (EPs) have highest priorities in the queuing system and thus the general patients (GPs) have to wait for a long time. This leads to a low degree of satisfaction of the whole patients. The aim of this study is to improve the patients' satisfaction by designing new queuing strategies for CT examination. We divide the EPs into urgent type and emergency type and then design two queuing strategies: one is that the urgent patients (UPs) wedge into the GPs' queue with fixed interval (fixed priority model) and the other is that the patients have dynamic priorities for queuing (dynamic priority model). Based on the data from Radiology Information Database (RID) of West China Hospital (WCH), we develop some discrete event simulation models for CT examination according to the designed strategies. We compare the performance of different strategies on the basis of the simulation results. The strategy that patients have dynamic priorities for queuing makes the waiting time of GPs decrease by 13 minutes and the degree of satisfaction increase by 40.6%. We design a more reasonable CT examination queuing strategy to decrease patients' waiting time and increase their satisfaction degrees. PMID:27547237

Wavelet transforms with discrete-time continuous-dilation wavelets

NASA Astrophysics Data System (ADS)

Zhao, Wei; Rao, Raghuveer M.

1999-03-01

Wavelet constructions and transforms have been confined principally to the continuous-time domain. Even the discrete wavelet transform implemented through multirate filter banks is based on continuous-time wavelet functions that provide orthogonal or biorthogonal decompositions. This paper provides a novel wavelet transform construction based on the definition of discrete-time wavelets that can undergo continuous parameter dilations. The result is a transformation that has the advantage of discrete-time or digital implementation while circumventing the problem of inadequate scaling resolution seen with conventional dyadic or M-channel constructions. Examples of constructing such wavelets are presented.

A computational framework for prime implicants identification in noncoherent dynamic systems.

PubMed

Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

2015-01-01

Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

Interfacial properties in a discrete model for tumor growth

NASA Astrophysics Data System (ADS)

Moglia, Belén; Guisoni, Nara; Albano, Ezequiel V.

2013-03-01

We propose and study, by means of Monte Carlo numerical simulations, a minimal discrete model for avascular tumor growth, which can also be applied for the description of cell cultures in vitro. The interface of the tumor is self-affine and its width can be characterized by the following exponents: (i) the growth exponent β=0.32(2) that governs the early time regime, (ii) the roughness exponent α=0.49(2) related to the fluctuations in the stationary regime, and (iii) the dynamic exponent z=α/β≃1.49(2), which measures the propagation of correlations in the direction parallel to the interface, e.g., ξ∝t1/z, where ξ is the parallel correlation length. Therefore, the interface belongs to the Kardar-Parisi-Zhang universality class, in agreement with recent experiments of cell cultures in vitro. Furthermore, density profiles of the growing cells are rationalized in terms of traveling waves that are solutions of the Fisher-Kolmogorov equation. In this way, we achieved excellent agreement between the simulation results of the discrete model and the continuous description of the growth front of the culture or tumor.

Efficient Computation of Separation-Compliant Speed Advisories for Air Traffic Arriving in Terminal Airspace

NASA Technical Reports Server (NTRS)

Sadovsky, Alexander V.; Davis, Damek; Isaacson, Douglas R.

2012-01-01

A class of problems in air traffic management asks for a scheduling algorithm that supplies the air traffic services authority not only with a schedule of arrivals and departures, but also with speed advisories. Since advisories must be finite, a scheduling algorithm must ultimately produce a finite data set, hence must either start with a purely discrete model or involve a discretization of a continuous one. The former choice, often preferred for intuitive clarity, naturally leads to mixed-integer programs, hindering proofs of correctness and computational cost bounds (crucial for real-time operations). In this paper, a hybrid control system is used to model air traffic scheduling, capturing both the discrete and continuous aspects. This framework is applied to a class of problems, called the Fully Routed Nominal Problem. We prove a number of geometric results on feasible schedules and use these results to formulate an algorithm that attempts to compute a collective speed advisory, effectively finite, and has computational cost polynomial in the number of aircraft. This work is a first step toward optimization and models refined with more realistic detail.

Finite Element Modeling of Coupled Flexible Multibody Dynamics and Liquid Sloshing

DTIC Science & Technology

2006-09-01

tanks is presented. The semi-discrete combined solid and fluid equations of motions are integrated using a time- accurate parallel explicit solver...Incompressible fluid flow in a moving/deforming container including accurate modeling of the free-surface, turbulence, and viscous effects ...paper, a single computational code which uses a time- accurate explicit solution procedure is used to solve both the solid and fluid equations of

GDSCalc: A Web-Based Application for Evaluating Discrete Graph Dynamical Systems

PubMed Central

Elmeligy Abdelhamid, Sherif H.; Kuhlman, Chris J.; Marathe, Madhav V.; Mortveit, Henning S.; Ravi, S. S.

2015-01-01

Discrete dynamical systems are used to model various realistic systems in network science, from social unrest in human populations to regulation in biological networks. A common approach is to model the agents of a system as vertices of a graph, and the pairwise interactions between agents as edges. Agents are in one of a finite set of states at each discrete time step and are assigned functions that describe how their states change based on neighborhood relations. Full characterization of state transitions of one system can give insights into fundamental behaviors of other dynamical systems. In this paper, we describe a discrete graph dynamical systems (GDSs) application called GDSCalc for computing and characterizing system dynamics. It is an open access system that is used through a web interface. We provide an overview of GDS theory. This theory is the basis of the web application; i.e., an understanding of GDS provides an understanding of the software features, while abstracting away implementation details. We present a set of illustrative examples to demonstrate its use in education and research. Finally, we compare GDSCalc with other discrete dynamical system software tools. Our perspective is that no single software tool will perform all computations that may be required by all users; tools typically have particular features that are more suitable for some tasks. We situate GDSCalc within this space of software tools. PMID:26263006

GDSCalc: A Web-Based Application for Evaluating Discrete Graph Dynamical Systems.

PubMed

Elmeligy Abdelhamid, Sherif H; Kuhlman, Chris J; Marathe, Madhav V; Mortveit, Henning S; Ravi, S S

2015-01-01

Discrete dynamical systems are used to model various realistic systems in network science, from social unrest in human populations to regulation in biological networks. A common approach is to model the agents of a system as vertices of a graph, and the pairwise interactions between agents as edges. Agents are in one of a finite set of states at each discrete time step and are assigned functions that describe how their states change based on neighborhood relations. Full characterization of state transitions of one system can give insights into fundamental behaviors of other dynamical systems. In this paper, we describe a discrete graph dynamical systems (GDSs) application called GDSCalc for computing and characterizing system dynamics. It is an open access system that is used through a web interface. We provide an overview of GDS theory. This theory is the basis of the web application; i.e., an understanding of GDS provides an understanding of the software features, while abstracting away implementation details. We present a set of illustrative examples to demonstrate its use in education and research. Finally, we compare GDSCalc with other discrete dynamical system software tools. Our perspective is that no single software tool will perform all computations that may be required by all users; tools typically have particular features that are more suitable for some tasks. We situate GDSCalc within this space of software tools.

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

Guo, Z.; Department of Applied Mathematics and Mechanics, University of Science and Technology Beijing, Beijing 100083; Lin, P.

In this paper, we investigate numerically a diffuse interface model for the Navier–Stokes equation with fluid–fluid interface when the fluids have different densities [48]. Under minor reformulation of the system, we show that there is a continuous energy law underlying the system, assuming that all variables have reasonable regularities. It is shown in the literature that an energy law preserving method will perform better for multiphase problems. Thus for the reformulated system, we design a C{sup 0} finite element method and a special temporal scheme where the energy law is preserved at the discrete level. Such a discrete energy lawmore » (almost the same as the continuous energy law) for this variable density two-phase flow model has never been established before with C{sup 0} finite element. A Newton method is introduced to linearise the highly non-linear system of our discretization scheme. Some numerical experiments are carried out using the adaptive mesh to investigate the scenario of coalescing and rising drops with differing density ratio. The snapshots for the evolution of the interface together with the adaptive mesh at different times are presented to show that the evolution, including the break-up/pinch-off of the drop, can be handled smoothly by our numerical scheme. The discrete energy functional for the system is examined to show that the energy law at the discrete level is preserved by our scheme.« less

A study of a diffusive model of asset returns and an empirical analysis of financial markets

NASA Astrophysics Data System (ADS)

Alejandro Quinones, Angel Luis

A diffusive model for market dynamics is studied and the predictions of the model are compared to real financial markets. The model has a non-constant diffusion coefficient which depends both on the asset value and the time. A general solution for the distribution of returns is obtained and shown to match the results of computer simulations for two simple cases, piecewise linear and quadratic diffusion. The effects of discreteness in the market dynamics on the model are also studied. For the quadratic diffusion case, a type of phase transition leading to fat tails is observed as the discrete distribution approaches the continuum limit. It is also found that the model captures some of the empirical stylized facts observed in real markets, including fat-tails and scaling behavior in the distribution of returns. An analysis of empirical data for the EUR/USD currency exchange rate and the S&P 500 index is performed. Both markets show time scaling behavior consistent with a value of 1/2 for the Hurst exponent. Finally, the results show that the distribution of returns for the two markets is well fitted by the model, and the corresponding empirical diffusion coefficients are determined.

A discrete control model of PLANT

NASA Technical Reports Server (NTRS)

Mitchell, C. M.

1985-01-01

A model of the PLANT system using the discrete control modeling techniques developed by Miller is described. Discrete control models attempt to represent in a mathematical form how a human operator might decompose a complex system into simpler parts and how the control actions and system configuration are coordinated so that acceptable overall system performance is achieved. Basic questions include knowledge representation, information flow, and decision making in complex systems. The structure of the model is a general hierarchical/heterarchical scheme which structurally accounts for coordination and dynamic focus of attention. Mathematically, the discrete control model is defined in terms of a network of finite state systems. Specifically, the discrete control model accounts for how specific control actions are selected from information about the controlled system, the environment, and the context of the situation. The objective is to provide a plausible and empirically testable accounting and, if possible, explanation of control behavior.

Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets

NASA Astrophysics Data System (ADS)

Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola

2017-11-01

This article deals with the problem of probabilistic prediction of the time distance to default for a firm. To model the credit risk, the dynamics of an asset is described as a function of a homogeneous discrete time Markov chain subject to a catastrophe, the default. The behaviour of the Markov chain is investigated and the mean time to the default is expressed in a closed form. The methodology to estimate the parameters is given. Numerical results are provided to illustrate the applicability of the proposed model on real data and their analysis is discussed.

Spectral decontamination of a real-time helicopter simulation

NASA Technical Reports Server (NTRS)

Mcfarland, R. E.

1983-01-01

Nonlinear mathematical models of a rotor system, referred to as rotating blade-element models, produce steady-state, high-frequency harmonics of significant magnitude. In a discrete simulation model, certain of these harmonics may be incompatible with realistic real-time computational constraints because of their aliasing into the operational low-pass region. However, the energy is an aliased harmonic may be suppressed by increasing the computation rate of an isolated, causal nonlinearity and using an appropriate filter. This decontamination technique is applied to Sikorsky's real-time model of the Black Hawk helicopter, as supplied to NASA for handling-qualities investigations.

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

Naughton, M.J.; Bourke, W.; Browning, G.L.

The convergence of spectral model numerical solutions of the global shallow-water equations is examined as a function of the time step and the spectral truncation. The contributions to the errors due to the spatial and temporal discretizations are separately identified and compared. Numerical convergence experiments are performed with the inviscid equations from smooth (Rossby-Haurwitz wave) and observed (R45 atmospheric analysis) initial conditions, and also with the diffusive shallow-water equations. Results are compared with the forced inviscid shallow-water equations case studied by Browning et al. Reduction of the time discretization error by the removal of fast waves from the solution usingmore » initialization is shown. The effects of forcing and diffusion on the convergence are discussed. Time truncation errors are found to dominate when a feature is large scale and well resolved; spatial truncation errors dominate for small-scale features and also for large scale after the small scales have affected them. Possible implications of these results for global atmospheric modeling are discussed. 31 refs., 14 figs., 4 tabs.« less

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.

Modelling road accident blackspots data with the discrete generalized Pareto distribution.

PubMed

Prieto, Faustino; Gómez-Déniz, Emilio; Sarabia, José María

2014-10-01

This study shows how road traffic networks events, in particular road accidents on blackspots, can be modelled with simple probabilistic distributions. We considered the number of crashes and the number of fatalities on Spanish blackspots in the period 2003-2007, from Spanish General Directorate of Traffic (DGT). We modelled those datasets, respectively, with the discrete generalized Pareto distribution (a discrete parametric model with three parameters) and with the discrete Lomax distribution (a discrete parametric model with two parameters, and particular case of the previous model). For that, we analyzed the basic properties of both parametric models: cumulative distribution, survival, probability mass, quantile and hazard functions, genesis and rth-order moments; applied two estimation methods of their parameters: the μ and (μ+1) frequency method and the maximum likelihood method; used two goodness-of-fit tests: Chi-square test and discrete Kolmogorov-Smirnov test based on bootstrap resampling; and compared them with the classical negative binomial distribution in terms of absolute probabilities and in models including covariates. We found that those probabilistic models can be useful to describe the road accident blackspots datasets analyzed. Copyright © 2014 Elsevier Ltd. All rights reserved.