A stochastic approach to noise modeling for barometric altimeters.

PubMed

Sabatini, Angelo Maria; Genovese, Vincenzo

2013-11-18

The question whether barometric altimeters can be applied to accurately track human motions is still debated, since their measurement performance are rather poor due to either coarse resolution or drifting behavior problems. As a step toward accurate short-time tracking of changes in height (up to few minutes), we develop a stochastic model that attempts to capture some statistical properties of the barometric altimeter noise. The barometric altimeter noise is decomposed in three components with different physical origin and properties: a deterministic time-varying mean, mainly correlated with global environment changes, and a first-order Gauss-Markov (GM) random process, mainly accounting for short-term, local environment changes, the effects of which are prominent, respectively, for long-time and short-time motion tracking; an uncorrelated random process, mainly due to wideband electronic noise, including quantization noise. Autoregressive-moving average (ARMA) system identification techniques are used to capture the correlation structure of the piecewise stationary GM component, and to estimate its standard deviation, together with the standard deviation of the uncorrelated component. M-point moving average filters used alone or in combination with whitening filters learnt from ARMA model parameters are further tested in few dynamic motion experiments and discussed for their capability of short-time tracking small-amplitude, low-frequency motions.

Stochastic switching in biology: from genotype to phenotype

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-03-01

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

A variable-step-size robust delta modulator.

NASA Technical Reports Server (NTRS)

Song, C. L.; Garodnick, J.; Schilling, D. L.

1971-01-01

Description of an analytically obtained optimum adaptive delta modulator-demodulator configuration. The device utilizes two past samples to obtain a step size which minimizes the mean square error for a Markov-Gaussian source. The optimum system is compared, using computer simulations, with a linear delta modulator and an enhanced Abate delta modulator. In addition, the performance is compared to the rate distortion bound for a Markov source. It is shown that the optimum delta modulator is neither quantization nor slope-overload limited. The highly nonlinear equations obtained for the optimum transmitter and receiver are approximated by piecewise-linear equations in order to obtain system equations which can be transformed into hardware. The derivation of the experimental system is presented.

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

A Markov Chain-based quantitative study of angular distribution of photons through turbid slabs via isotropic light scattering

NASA Astrophysics Data System (ADS)

Li, Xuesong; Northrop, William F.

2016-04-01

This paper describes a quantitative approach to approximate multiple scattering through an isotropic turbid slab based on Markov Chain theorem. There is an increasing need to utilize multiple scattering for optical diagnostic purposes; however, existing methods are either inaccurate or computationally expensive. Here, we develop a novel Markov Chain approximation approach to solve multiple scattering angular distribution (AD) that can accurately calculate AD while significantly reducing computational cost compared to Monte Carlo simulation. We expect this work to stimulate ongoing multiple scattering research and deterministic reconstruction algorithm development with AD measurements.

Distributed delays in a hybrid model of tumor-immune system interplay.

PubMed

Caravagna, Giulio; Graudenzi, Alex; d'Onofrio, Alberto

2013-02-01

A tumor is kinetically characterized by the presence of multiple spatio-temporal scales in which its cells interplay with, for instance, endothelial cells or Immune system effectors, exchanging various chemical signals. By its nature, tumor growth is an ideal object of hybrid modeling where discrete stochastic processes model low-numbers entities, and mean-field equations model abundant chemical signals. Thus, we follow this approach to model tumor cells, effector cells and Interleukin-2, in order to capture the Immune surveillance effect. We here present a hybrid model with a generic delay kernel accounting that, due to many complex phenomena such as chemical transportation and cellular differentiation, the tumor-induced recruitment of effectors exhibits a lag period. This model is a Stochastic Hybrid Automata and its semantics is a Piecewise Deterministic Markov process where a two-dimensional stochastic process is interlinked to a multi-dimensional mean-field system. We instantiate the model with two well-known weak and strong delay kernels and perform simulations by using an algorithm to generate trajectories of this process. Via simulations and parametric sensitivity analysis techniques we (i) relate tumor mass growth with the two kernels, we (ii) measure the strength of the Immune surveillance in terms of probability distribution of the eradication times, and (iii) we prove, in the oscillatory regime, the existence of a stochastic bifurcation resulting in delay-induced tumor eradication.

Slope Estimation in Noisy Piecewise Linear Functions✩

PubMed Central

Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy

2014-01-01

This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure. PMID:25419020

Slope Estimation in Noisy Piecewise Linear Functions.

PubMed

Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy

2015-03-01

This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure.

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

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

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

Transformations based on continuous piecewise-affine velocity fields

DOE PAGES

Freifeld, Oren; Hauberg, Soren; Batmanghelich, Kayhan; ...

2017-01-11

Here, we propose novel finite-dimensional spaces of well-behaved Rn → Rn transformations. The latter are obtained by (fast and highly-accurate) integration of continuous piecewise-affine velocity fields. The proposed method is simple yet highly expressive, effortlessly handles optional constraints (e.g., volume preservation and/or boundary conditions), and supports convenient modeling choices such as smoothing priors and coarse-to-fine analysis. Importantly, the proposed approach, partly due to its rapid likelihood evaluations and partly due to its other properties, facilitates tractable inference over rich transformation spaces, including using Markov-Chain Monte-Carlo methods. Its applications include, but are not limited to: monotonic regression (more generally, optimization overmore » monotonic functions); modeling cumulative distribution functions or histograms; time-warping; image warping; image registration; real-time diffeomorphic image editing; data augmentation for image classifiers. Our GPU-based code is publicly available.« less

Transformations Based on Continuous Piecewise-Affine Velocity Fields

PubMed Central

Freifeld, Oren; Hauberg, Søren; Batmanghelich, Kayhan; Fisher, Jonn W.

2018-01-01

We propose novel finite-dimensional spaces of well-behaved ℝn → ℝn transformations. The latter are obtained by (fast and highly-accurate) integration of continuous piecewise-affine velocity fields. The proposed method is simple yet highly expressive, effortlessly handles optional constraints (e.g., volume preservation and/or boundary conditions), and supports convenient modeling choices such as smoothing priors and coarse-to-fine analysis. Importantly, the proposed approach, partly due to its rapid likelihood evaluations and partly due to its other properties, facilitates tractable inference over rich transformation spaces, including using Markov-Chain Monte-Carlo methods. Its applications include, but are not limited to: monotonic regression (more generally, optimization over monotonic functions); modeling cumulative distribution functions or histograms; time-warping; image warping; image registration; real-time diffeomorphic image editing; data augmentation for image classifiers. Our GPU-based code is publicly available. PMID:28092517

Computer Models of Underwater Acoustic Propagation.

DTIC Science & Technology

1980-01-02

deterministic propagation loss result. Development of a model for the more general problem is required, as evidenced by the trends in future sonar designs ...air. The water column itself is treated as an ideal fluid incapable of supporting showr stresses and having a uniform or, at most, piecewise constant...evaluated at any depth (zs 4 z -zN). The layer in which the source is located will be designated by LS and the receiver layer by LR. The depth dependent

MARKOV: A methodology for the solution of infinite time horizon MARKOV decision processes

USGS Publications Warehouse

Williams, B.K.

1988-01-01

Algorithms are described for determining optimal policies for finite state, finite action, infinite discrete time horizon Markov decision processes. Both value-improvement and policy-improvement techniques are used in the algorithms. Computing procedures are also described. The algorithms are appropriate for processes that are either finite or infinite, deterministic or stochastic, discounted or undiscounted, in any meaningful combination of these features. Computing procedures are described in terms of initial data processing, bound improvements, process reduction, and testing and solution. Application of the methodology is illustrated with an example involving natural resource management. Management implications of certain hypothesized relationships between mallard survival and harvest rates are addressed by applying the optimality procedures to mallard population models.

Estimating piecewise exponential frailty model with changing prior for baseline hazard function

NASA Astrophysics Data System (ADS)

Thamrin, Sri Astuti; Lawi, Armin

2016-02-01

Piecewise exponential models provide a very flexible framework for modelling univariate survival data. It can be used to estimate the effects of different covariates which are influenced by the survival data. Although in a strict sense it is a parametric model, a piecewise exponential hazard can approximate any shape of a parametric baseline hazard. In the parametric baseline hazard, the hazard function for each individual may depend on a set of risk factors or explanatory variables. However, it usually does not explain all such variables which are known or measurable, and these variables become interesting to be considered. This unknown and unobservable risk factor of the hazard function is often termed as the individual's heterogeneity or frailty. This paper analyses the effects of unobserved population heterogeneity in patients' survival times. The issue of model choice through variable selection is also considered. A sensitivity analysis is conducted to assess the influence of the prior for each parameter. We used the Markov Chain Monte Carlo method in computing the Bayesian estimator on kidney infection data. The results obtained show that the sex and frailty are substantially associated with survival in this study and the models are relatively quite sensitive to the choice of two different priors.

Standoff Sensing of Electronic Systems

DTIC Science & Technology

2011-03-12

74<�/M!N��./!!M/!N’ AR@’!017!1.Q617921.S!󈨘.17< 6M !N’ AA@’!017!1.Q617921.S!’./01.2’ 756>/.M!N’ A+@󈧫!2.9>52917Q8?89;8>9;92<’!282/6/72’ AB...called the value function. Sondik (1978) showed that, for a finite- transient deterministic policy 1, there exists a Markov partition B = B1 ∪ B2... transient deterministic policy. Sondik noted that an arbitrary policy Π is not likely to be finite- transient , and for it one can only construct a partition

An Adjoint State Method for Three-Dimensional Transmission Traveltime Tomography Using First-Arrivals

DTIC Science & Technology

2006-01-30

detail next. 3.2 Fast Sweeping Method for Equation (1) The fast sweeping method was originated in Boue and Dupis [5], its first PDE formulation was in...Geophysics, 50:903–923, 1985. [5] M. Boue and P. Dupuis. Markov chain approximations for deterministic control prob- lems with affine dynamics and

Identification of observer/Kalman filter Markov parameters: Theory and experiments

NASA Technical Reports Server (NTRS)

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

1991-01-01

An algorithm to compute Markov parameters of an observer or Kalman filter from experimental input and output data is discussed. The Markov parameters can then be used for identification of a state space representation, with associated Kalman gain or observer gain, for the purpose of controller design. The algorithm is a non-recursive matrix version of two recursive algorithms developed in previous works for different purposes. The relationship between these other algorithms is developed. The new matrix formulation here gives insight into the existence and uniqueness of solutions of certain equations and gives bounds on the proper choice of observer order. It is shown that if one uses data containing noise, and seeks the fastest possible deterministic observer, the deadbeat observer, one instead obtains the Kalman filter, which is the fastest possible observer in the stochastic environment. Results are demonstrated in numerical studies and in experiments on an ten-bay truss structure.

A Stochastic Tick-Borne Disease Model: Exploring the Probability of Pathogen Persistence.

PubMed

Maliyoni, Milliward; Chirove, Faraimunashe; Gaff, Holly D; Govinder, Keshlan S

2017-09-01

We formulate and analyse a stochastic epidemic model for the transmission dynamics of a tick-borne disease in a single population using a continuous-time Markov chain approach. The stochastic model is based on an existing deterministic metapopulation tick-borne disease model. We compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in tick-borne disease dynamics. The probability of disease extinction and that of a major outbreak are computed and approximated using the multitype Galton-Watson branching process and numerical simulations, respectively. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that a disease outbreak is more likely if the disease is introduced by infected deer as opposed to infected ticks. These insights demonstrate the importance of host movement in the expansion of tick-borne diseases into new geographic areas.

Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

NASA Astrophysics Data System (ADS)

Nickelsen, Daniel

2017-07-01

The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

Mathematical background of Parrondo's paradox

NASA Astrophysics Data System (ADS)

Behrends, Ehrhard

2004-05-01

Parrondo's paradox states that there are losing gambling games which, when being combined stochastically or in a suitable deterministic way, give rise to winning games. Here we investigate the probabilistic background. We show how the properties of the equilibrium distributions of the Markov chains under consideration give rise to the paradoxical behavior, and we provide methods how to find the best a priori strategies.

An Indoor Pedestrian Positioning Method Using HMM with a Fuzzy Pattern Recognition Algorithm in a WLAN Fingerprint System

PubMed Central

Ni, Yepeng; Liu, Jianbo; Liu, Shan; Bai, Yaxin

2016-01-01

With the rapid development of smartphones and wireless networks, indoor location-based services have become more and more prevalent. Due to the sophisticated propagation of radio signals, the Received Signal Strength Indicator (RSSI) shows a significant variation during pedestrian walking, which introduces critical errors in deterministic indoor positioning. To solve this problem, we present a novel method to improve the indoor pedestrian positioning accuracy by embedding a fuzzy pattern recognition algorithm into a Hidden Markov Model. The fuzzy pattern recognition algorithm follows the rule that the RSSI fading has a positive correlation to the distance between the measuring point and the AP location even during a dynamic positioning measurement. Through this algorithm, we use the RSSI variation trend to replace the specific RSSI value to achieve a fuzzy positioning. The transition probability of the Hidden Markov Model is trained by the fuzzy pattern recognition algorithm with pedestrian trajectories. Using the Viterbi algorithm with the trained model, we can obtain a set of hidden location states. In our experiments, we demonstrate that, compared with the deterministic pattern matching algorithm, our method can greatly improve the positioning accuracy and shows robust environmental adaptability. PMID:27618053

Mixed Legendre moments and discrete scattering cross sections for anisotropy representation

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

Calloo, A.; Vidal, J. F.; Le Tellier, R.

2012-07-01

This paper deals with the resolution of the integro-differential form of the Boltzmann transport equation for neutron transport in nuclear reactors. In multigroup theory, deterministic codes use transfer cross sections which are expanded on Legendre polynomials. This modelling leads to negative values of the transfer cross section for certain scattering angles, and hence, the multigroup scattering source term is wrongly computed. The first part compares the convergence of 'Legendre-expanded' cross sections with respect to the order used with the method of characteristics (MOC) for Pressurised Water Reactor (PWR) type cells. Furthermore, the cross section is developed using piecewise-constant functions, whichmore » better models the multigroup transfer cross section and prevents the occurrence of any negative value for it. The second part focuses on the method of solving the transport equation with the above-mentioned piecewise-constant cross sections for lattice calculations for PWR cells. This expansion thereby constitutes a 'reference' method to compare the conventional Legendre expansion to, and to determine its pertinence when applied to reactor physics calculations. (authors)« less

Discrete-State Stochastic Models of Calcium-Regulated Calcium Influx and Subspace Dynamics Are Not Well-Approximated by ODEs That Neglect Concentration Fluctuations

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2012-01-01

Cardiac myocyte calcium signaling is often modeled using deterministic ordinary differential equations (ODEs) and mass-action kinetics. However, spatially restricted “domains” associated with calcium influx are small enough (e.g., 10−17 liters) that local signaling may involve 1–100 calcium ions. Is it appropriate to model the dynamics of subspace calcium using deterministic ODEs or, alternatively, do we require stochastic descriptions that account for the fundamentally discrete nature of these local calcium signals? To address this question, we constructed a minimal Markov model of a calcium-regulated calcium channel and associated subspace. We compared the expected value of fluctuating subspace calcium concentration (a result that accounts for the small subspace volume) with the corresponding deterministic model (an approximation that assumes large system size). When subspace calcium did not regulate calcium influx, the deterministic and stochastic descriptions agreed. However, when calcium binding altered channel activity in the model, the continuous deterministic description often deviated significantly from the discrete stochastic model, unless the subspace volume is unrealistically large and/or the kinetics of the calcium binding are sufficiently fast. This principle was also demonstrated using a physiologically realistic model of calmodulin regulation of L-type calcium channels introduced by Yue and coworkers. PMID:23509597

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

NASA Astrophysics Data System (ADS)

Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

2016-06-01

We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

Large deviations and mixing for dissipative PDEs with unbounded random kicks

NASA Astrophysics Data System (ADS)

Jakšić, V.; Nersesyan, V.; Pillet, C.-A.; Shirikyan, A.

2018-02-01

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic dynamics and a non-degeneracy condition for the driving random force, we discuss the existence and uniqueness of a stationary measure and its exponential stability in the Kantorovich-Wasserstein metric. We next turn to the large deviations principle (LDP) and establish its validity for the occupation measures of the Markov processes in question. The proof is based on Kifer’s criterion for non-compact spaces, a result on large-time asymptotics for generalised Markov semigroup, and a coupling argument. These tools combined together constitute a new approach to LDP for infinite-dimensional processes without strong Feller property in a non-compact space. The results obtained can be applied to the two-dimensional Navier-Stokes system in a bounded domain and to the complex Ginzburg-Landau equation.

Markov reward processes

NASA Technical Reports Server (NTRS)

Smith, R. M.

1991-01-01

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.

Dynamic Routing of Aircraft in the Presence of Adverse Weather Using a POMDP Framework

NASA Technical Reports Server (NTRS)

Balaban, Edward; Roychoudhury, Indranil; Spirkovska, Lilly; Sankararaman, Shankar; Kulkarni, Chetan; Arnon, Tomer

2017-01-01

Each year weather-related airline delays result in hundreds of millions of dollars in additional fuel burn, maintenance, and lost revenue, not to mention passenger inconvenience. The current approaches for aircraft route planning in the presence of adverse weather still mainly rely on deterministic methods. In contrast, this work aims to deal with the problem using a Partially Observable Markov Decision Processes (POMDPs) framework, which allows for reasoning over uncertainty (including uncertainty in weather evolution over time) and results in solutions that are more robust to disruptions. The POMDP-based decision support system is demonstrated on several scenarios involving convective weather cells and is benchmarked against a deterministic planning system with functionality similar to those currently in use or under development.

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Did the ever dead outnumber the living and when? A birth-and-death approach

NASA Astrophysics Data System (ADS)

Avan, Jean; Grosjean, Nicolas; Huillet, Thierry

2015-02-01

This paper is an attempt to formalize analytically the question raised in 'World Population Explained: Do Dead People Outnumber Living, Or Vice Versa?' Huffington Post, Howard (2012). We start developing simple deterministic Malthusian growth models of the problem (with birth and death rates either constant or time-dependent) before running into both linear birth and death Markov chain models and age-structured models.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

Forward and Inverse Modeling of Self-potential. A Tomography of Groundwater Flow and Comparison Between Deterministic and Stochastic Inversion Methods

NASA Astrophysics Data System (ADS)

Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.

2016-12-01

Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079

The exit-time problem for a Markov jump process

NASA Astrophysics Data System (ADS)

Burch, N.; D'Elia, M.; Lehoucq, R. B.

2014-12-01

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

UAV Swarm Tactics: An Agent-Based Simulation and Markov Process Analysis

DTIC Science & Technology

2013-06-01

CRN Common Random Numbers CSV Comma Separated Values DoE Design of Experiment GLM Generalized Linear Model HVT High Value Target JAR Java ARchive JMF... Java Media Framework JRE Java runtime environment Mason Multi-Agent Simulator Of Networks MOE Measure Of Effectiveness MOP Measures Of Performance...with every set several times, and to write a CSV file with the results. Rather than scripting the agent behavior deterministically, the agents should

Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

PubMed

Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

2014-12-01

D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase advanced sleep model was computed and provided more efficient trial designs and increased nonlinear mixed-effects modeling parameter precision.

A Systematic Approach to Determining the Identifiability of Multistage Carcinogenesis Models.

PubMed

Brouwer, Andrew F; Meza, Rafael; Eisenberg, Marisa C

2017-07-01

Multistage clonal expansion (MSCE) models of carcinogenesis are continuous-time Markov process models often used to relate cancer incidence to biological mechanism. Identifiability analysis determines what model parameter combinations can, theoretically, be estimated from given data. We use a systematic approach, based on differential algebra methods traditionally used for deterministic ordinary differential equation (ODE) models, to determine identifiable combinations for a generalized subclass of MSCE models with any number of preinitation stages and one clonal expansion. Additionally, we determine the identifiable combinations of the generalized MSCE model with up to four clonal expansion stages, and conjecture the results for any number of clonal expansion stages. The results improve upon previous work in a number of ways and provide a framework to find the identifiable combinations for further variations on the MSCE models. Finally, our approach, which takes advantage of the Kolmogorov backward equations for the probability generating functions of the Markov process, demonstrates that identifiability methods used in engineering and mathematics for systems of ODEs can be applied to continuous-time Markov processes. © 2016 Society for Risk Analysis.

Modeling the within-host dynamics of cholera: bacterial-viral interaction.

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

Novel deterministic and stochastic models are proposed in this paper for the within-host dynamics of cholera, with a focus on the bacterial-viral interaction. The deterministic model is a system of differential equations describing the interaction among the two types of vibrios and the viruses. The stochastic model is a system of Markov jump processes that is derived based on the dynamics of the deterministic model. The multitype branching process approximation is applied to estimate the extinction probability of bacteria and viruses within a human host during the early stage of the bacterial-viral infection. Accordingly, a closed-form expression is derived for the disease extinction probability, and analytic estimates are validated with numerical simulations. The local and global dynamics of the bacterial-viral interaction are analysed using the deterministic model, and the result indicates that there is a sharp disease threshold characterized by the basic reproduction number [Formula: see text]: if [Formula: see text], vibrios ingested from the environment into human body will not cause cholera infection; if [Formula: see text], vibrios will grow with increased toxicity and persist within the host, leading to human cholera. In contrast, the stochastic model indicates, more realistically, that there is always a positive probability of disease extinction within the human host.

Deterministic and stochastic models for middle east respiratory syndrome (MERS)

NASA Astrophysics Data System (ADS)

Suryani, Dessy Rizki; Zevika, Mona; Nuraini, Nuning

2018-03-01

World Health Organization (WHO) data stated that since September 2012, there were 1,733 cases of Middle East Respiratory Syndrome (MERS) with 628 death cases that occurred in 27 countries. MERS was first identified in Saudi Arabia in 2012 and the largest cases of MERS outside Saudi Arabia occurred in South Korea in 2015. MERS is a disease that attacks the respiratory system caused by infection of MERS-CoV. MERS-CoV transmission occurs directly through direct contact between infected individual with non-infected individual or indirectly through contaminated object by the free virus. Suspected, MERS can spread quickly because of the free virus in environment. Mathematical modeling is used to illustrate the transmission of MERS disease using deterministic model and stochastic model. Deterministic model is used to investigate the temporal dynamic from the system to analyze the steady state condition. Stochastic model approach using Continuous Time Markov Chain (CTMC) is used to predict the future states by using random variables. From the models that were built, the threshold value for deterministic models and stochastic models obtained in the same form and the probability of disease extinction can be computed by stochastic model. Simulations for both models using several of different parameters are shown, and the probability of disease extinction will be compared with several initial conditions.

Estimating the probability of an extinction or major outbreak for an environmentally transmitted infectious disease.

PubMed

Lahodny, G E; Gautam, R; Ivanek, R

2015-01-01

Indirect transmission through the environment, pathogen shedding by infectious hosts, replication of free-living pathogens within the environment, and environmental decontamination are suspected to play important roles in the spread and control of environmentally transmitted infectious diseases. To account for these factors, the classic Susceptible-Infectious-Recovered-Susceptible epidemic model is modified to include a compartment representing the amount of free-living pathogen within the environment. The model accounts for host demography, direct and indirect transmission, replication of free-living pathogens in the environment, and removal of free-living pathogens by natural death or environmental decontamination. Based on the assumptions of the deterministic model, a continuous-time Markov chain model is developed. An estimate for the probability of disease extinction or a major outbreak is obtained by approximating the Markov chain with a multitype branching process. Numerical simulations illustrate important differences between the deterministic and stochastic counterparts, relevant for outbreak prevention, that depend on indirect transmission, pathogen shedding by infectious hosts, replication of free-living pathogens, and environmental decontamination. The probability of a major outbreak is computed for salmonellosis in a herd of dairy cattle as well as cholera in a human population. An explicit expression for the probability of disease extinction or a major outbreak in terms of the model parameters is obtained for systems with no direct transmission or replication of free-living pathogens.

The exit-time problem for a Markov jump process

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

Burch, N.; D'Elia, Marta; Lehoucq, Richard B.

2014-12-15

The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developedmore » nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.« less

Current fluctuations in periodically driven systems

NASA Astrophysics Data System (ADS)

Barato, Andre C.; Chetrite, Raphael

2018-05-01

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We develop a theoretical formalism to evaluate the rate of such large deviations in periodically driven systems. We show that the scaled cumulant generating function that characterizes current fluctuations is given by a maximal Floquet exponent. Comparing deterministic protocols with stochastic protocols, we show that, with respect to large deviations, systems driven by a stochastic protocol with an infinitely large number of jumps are equivalent to systems driven by deterministic protocols. Our results are illustrated with three case studies: a two-state model for a heat engine, a three-state model for a molecular pump, and a biased random walk with a time-periodic affinity.

Learning In networks

NASA Technical Reports Server (NTRS)

Buntine, Wray L.

1995-01-01

Intelligent systems require software incorporating probabilistic reasoning, and often times learning. Networks provide a framework and methodology for creating this kind of software. This paper introduces network models based on chain graphs with deterministic nodes. Chain graphs are defined as a hierarchical combination of Bayesian and Markov networks. To model learning, plates on chain graphs are introduced to model independent samples. The paper concludes by discussing various operations that can be performed on chain graphs with plates as a simplification process or to generate learning algorithms.

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

Descent graphs in pedigree analysis: applications to haplotyping, location scores, and marker-sharing statistics.

PubMed Central

Sobel, E.; Lange, K.

1996-01-01

The introduction of stochastic methods in pedigree analysis has enabled geneticists to tackle computations intractable by standard deterministic methods. Until now these stochastic techniques have worked by running a Markov chain on the set of genetic descent states of a pedigree. Each descent state specifies the paths of gene flow in the pedigree and the founder alleles dropped down each path. The current paper follows up on a suggestion by Elizabeth Thompson that genetic descent graphs offer a more appropriate space for executing a Markov chain. A descent graph specifies the paths of gene flow but not the particular founder alleles traveling down the paths. This paper explores algorithms for implementing Thompson's suggestion for codominant markers in the context of automatic haplotyping, estimating location scores, and computing gene-clustering statistics for robust linkage analysis. Realistic numerical examples demonstrate the feasibility of the algorithms. PMID:8651310

Path-integral methods for analyzing the effects of fluctuations in stochastic hybrid neural networks.

PubMed

Bressloff, Paul C

2015-01-01

We consider applications of path-integral methods to the analysis of a stochastic hybrid model representing a network of synaptically coupled spiking neuronal populations. The state of each local population is described in terms of two stochastic variables, a continuous synaptic variable and a discrete activity variable. The synaptic variables evolve according to piecewise-deterministic dynamics describing, at the population level, synapses driven by spiking activity. The dynamical equations for the synaptic currents are only valid between jumps in spiking activity, and the latter are described by a jump Markov process whose transition rates depend on the synaptic variables. We assume a separation of time scales between fast spiking dynamics with time constant [Formula: see text] and slower synaptic dynamics with time constant τ. This naturally introduces a small positive parameter [Formula: see text], which can be used to develop various asymptotic expansions of the corresponding path-integral representation of the stochastic dynamics. First, we derive a variational principle for maximum-likelihood paths of escape from a metastable state (large deviations in the small noise limit [Formula: see text]). We then show how the path integral provides an efficient method for obtaining a diffusion approximation of the hybrid system for small ϵ. The resulting Langevin equation can be used to analyze the effects of fluctuations within the basin of attraction of a metastable state, that is, ignoring the effects of large deviations. We illustrate this by using the Langevin approximation to analyze the effects of intrinsic noise on pattern formation in a spatially structured hybrid network. In particular, we show how noise enlarges the parameter regime over which patterns occur, in an analogous fashion to PDEs. Finally, we carry out a [Formula: see text]-loop expansion of the path integral, and use this to derive corrections to voltage-based mean-field equations, analogous to the modified activity-based equations generated from a neural master equation.

Health economic evaluation of Human Papillomavirus vaccines in women from Venezuela by a lifetime Markov cohort model.

PubMed

Bardach, Ariel Esteban; Garay, Osvaldo Ulises; Calderón, María; Pichón-Riviére, Andrés; Augustovski, Federico; Martí, Sebastián García; Cortiñas, Paula; Gonzalez, Marino; Naranjo, Laura T; Gomez, Jorge Alberto; Caporale, Joaquín Enzo

2017-02-02

Cervical cancer (CC) and genital warts (GW) are a significant public health issue in Venezuela. Our objective was to assess the cost-effectiveness of the two available vaccines, bivalent and quadrivalent, against Human Papillomavirus (HPV) in Venezuelan girls in order to inform decision-makers. A previously published Markov cohort model, informed by the best available evidence, was adapted to the Venezuelan context to evaluate the effects of vaccination on health and healthcare costs from the perspective of the healthcare payer in an 11-year-old girls cohort of 264,489. Costs and quality-adjusted life years (QALYs) were discounted at 5%. Eight scenarios were analyzed to depict the cost-effectiveness under alternative vaccine prices, exchange rates and dosing schemes. Deterministic and probabilistic sensitivity analyses were performed. Compared to screening only, the bivalent and quadrivalent vaccines were cost-saving in all scenarios, avoiding 2,310 and 2,143 deaths, 4,781 and 4,431 CCs up to 18,459 GW for the quadrivalent vaccine and gaining 4,486 and 4,395 discounted QALYs respectively. For both vaccines, the main determinants of variations in the incremental costs-effectiveness ratio after running deterministic and probabilistic sensitivity analyses were transition probabilities, vaccine and cancer-treatment costs and HPV 16 and 18 distribution in CC cases. When comparing vaccines, none of them was consistently more cost-effective than the other. In sensitivity analyses, for these comparisons, the main determinants were GW incidence, the level of cross-protection and, for some scenarios, vaccines costs. Immunization with the bivalent or quadrivalent HPV vaccines showed to be cost-saving or cost-effective in Venezuela, falling below the threshold of one Gross Domestic Product (GDP) per capita (104,404 VEF) per QALY gained. Deterministic and probabilistic sensitivity analyses confirmed the robustness of these results.

The Other Side of Multidisciplinary Design Optimization: Accommodating a Multiobjective, Uncertain and Non-Deterministic World

NASA Technical Reports Server (NTRS)

Lewis, Kemper; Mistree, Farrokh

1998-01-01

The evolution of multidisciplinary design optimization (MDO) over the past several years has been one of rapid expansion and development. In this paper, the evolution of MDO as a field is investigated as well as the evolution of its individual linguistic components: multidisciplinary, design, and optimization. The theory and application of each component have indeed evolved on their own, but the true net gain for MDO is how these piecewise evolutions coalesce to form the basis for MDO, present and future. Originating in structural applications, MDO technology has also branched out into diverse fields and application arenas. The evolution and diversification of MDO as a discipline is explored but details are left to the references cited.

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Stochastic oscillations in models of epidemics on a network of cities

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.; McKane, A. J.

2011-11-01

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of n cities. In the model a fraction fjk of individuals from city k commute to city j, where they may infect, or be infected by, others. Starting from a continuous-time Markov description of the model the deterministic equations, which are valid in the limit when the population of each city is infinite, are recovered. The stochastic fluctuations about the fixed point of these equations are derived by use of the van Kampen system-size expansion. The fixed point structure of the deterministic equations is remarkably simple: A unique nontrivial fixed point always exists and has the feature that the fraction of susceptible, infected, and recovered individuals is the same for each city irrespective of its size. We find that the stochastic fluctuations have an analogously simple dynamics: All oscillations have a single frequency, equal to that found in the one-city case. We interpret this phenomenon in terms of the properties of the spectrum of the matrix of the linear approximation of the deterministic equations at the fixed point.

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

Markov Logic Networks in the Analysis of Genetic Data

PubMed Central

Sakhanenko, Nikita A.

2010-01-01

Abstract Complex, non-additive genetic interactions are common and can be critical in determining phenotypes. Genome-wide association studies (GWAS) and similar statistical studies of linkage data, however, assume additive models of gene interactions in looking for genotype-phenotype associations. These statistical methods view the compound effects of multiple genes on a phenotype as a sum of influences of each gene and often miss a substantial part of the heritable effect. Such methods do not use any biological knowledge about underlying mechanisms. Modeling approaches from the artificial intelligence (AI) field that incorporate deterministic knowledge into models to perform statistical analysis can be applied to include prior knowledge in genetic analysis. We chose to use the most general such approach, Markov Logic Networks (MLNs), for combining deterministic knowledge with statistical analysis. Using simple, logistic regression-type MLNs we can replicate the results of traditional statistical methods, but we also show that we are able to go beyond finding independent markers linked to a phenotype by using joint inference without an independence assumption. The method is applied to genetic data on yeast sporulation, a complex phenotype with gene interactions. In addition to detecting all of the previously identified loci associated with sporulation, our method identifies four loci with smaller effects. Since their effect on sporulation is small, these four loci were not detected with methods that do not account for dependence between markers due to gene interactions. We show how gene interactions can be detected using more complex models, which can be used as a general framework for incorporating systems biology with genetics. PMID:20958249

Evolving autonomous learning in cognitive networks.

PubMed

Sheneman, Leigh; Hintze, Arend

2017-12-01

There are two common approaches for optimizing the performance of a machine: genetic algorithms and machine learning. A genetic algorithm is applied over many generations whereas machine learning works by applying feedback until the system meets a performance threshold. These methods have been previously combined, particularly in artificial neural networks using an external objective feedback mechanism. We adapt this approach to Markov Brains, which are evolvable networks of probabilistic and deterministic logic gates. Prior to this work MB could only adapt from one generation to the other, so we introduce feedback gates which augment their ability to learn during their lifetime. We show that Markov Brains can incorporate these feedback gates in such a way that they do not rely on an external objective feedback signal, but instead can generate internal feedback that is then used to learn. This results in a more biologically accurate model of the evolution of learning, which will enable us to study the interplay between evolution and learning and could be another step towards autonomously learning machines.

Population density equations for stochastic processes with memory kernels

NASA Astrophysics Data System (ADS)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

Network-level reproduction number and extinction threshold for vector-borne diseases.

PubMed

Xue, Ling; Scoglio, Caterina

2015-06-01

The basic reproduction number of deterministic models is an essential quantity to predict whether an epidemic will spread or not. Thresholds for disease extinction contribute crucial knowledge of disease control, elimination, and mitigation of infectious diseases. Relationships between basic reproduction numbers of two deterministic network-based ordinary differential equation vector-host models, and extinction thresholds of corresponding stochastic continuous-time Markov chain models are derived under some assumptions. Numerical simulation results for malaria and Rift Valley fever transmission on heterogeneous networks are in agreement with analytical results without any assumptions, reinforcing that the relationships may always exist and proposing a mathematical problem for proving existence of the relationships in general. Moreover, numerical simulations show that the basic reproduction number does not monotonically increase or decrease with the extinction threshold. Consistent trends of extinction probability observed through numerical simulations provide novel insights into mitigation strategies to increase the disease extinction probability. Research findings may improve understandings of thresholds for disease persistence in order to control vector-borne diseases.

The cardiorespiratory interaction: a nonlinear stochastic model and its synchronization properties

NASA Astrophysics Data System (ADS)

Bahraminasab, A.; Kenwright, D.; Stefanovska, A.; McClintock, P. V. E.

2007-06-01

We address the problem of interactions between the phase of cardiac and respiration oscillatory components. The coupling between these two quantities is experimentally investigated by the theory of stochastic Markovian processes. The so-called Markov analysis allows us to derive nonlinear stochastic equations for the reconstruction of the cardiorespiratory signals. The properties of these equations provide interesting new insights into the strength and direction of coupling which enable us to divide the couplings to two parts: deterministic and stochastic. It is shown that the synchronization behaviors of the reconstructed signals are statistically identical with original one.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Economic evaluation of everolimus versus sorafenib for the treatment of metastatic renal cell carcinoma after failure of first-line sunitinib.

PubMed

Casciano, Roman; Chulikavit, Maruit; Di Lorenzo, Giuseppe; Liu, Zhimei; Baladi, Jean-Francois; Wang, Xufang; Robertson, Justin; Garrison, Lou

2011-01-01

A recent indirect comparison study showed that sunitinib-refractory metastatic renal cell carcinoma (mRCC) patients treated with everolimus are expected to have improved overall survival outcomes compared to patients treated with sorafenib. This analysis examines the likely cost-effectiveness of everolimus versus sorafenib in this setting from a US payer perspective. A Markov model was developed to simulate a cohort of sunitinib-refractory mRCC patients and to estimate the cost per incremental life-years gained (LYG) and quality-adjusted life-years (QALYs) gained. Markov states included are stable disease without adverse events, stable disease with adverse events, disease progression, and death. Transition probabilities were estimated using a subset of the RECORD-1 patient population receiving everolimus after sunitinib, and a comparable population receiving sorafenib in a single-arm phase II study. Costs of antitumor therapies were based on wholesale acquisition cost. Health state costs accounted for physician visits, tests, adverse events, postprogression therapy, and end-of-life care. The model extrapolated beyond the trial time horizon for up to 6 years based on published trial data. Deterministic and probabilistic sensitivity analyses were conducted. The estimated gain over sorafenib treatment was 1.273 LYs (0.916 QALYs) at an incremental cost of $81,643. The deterministic analysis resulted in an incremental cost-effectiveness ratio (ICER) of $64,155/LYG ($89,160/QALY). The probabilistic sensitivity analysis demonstrated that results were highly consistent across simulations. As the ICER fell within the cost per QALY range for many other widely used oncology medicines, everolimus is projected to be a cost-effective treatment relative to sorafenib for sunitinib-refractory mRCC. Copyright © 2011 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.

PubMed

Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence

2012-12-01

A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA.

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.

Panel summary report

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

Gutjahr, A.L.; Kincaid, C.T.; Mercer, J.W.

1987-04-01

The objective of this report is to summarize the various modeling approaches that were used to simulate solute transport in a variably saturated emission. In particular, the technical strengths and weaknesses of each approach are discussed, and conclusions and recommendations for future studies are made. Five models are considered: (1) one-dimensional analytical and semianalytical solutions of the classical deterministic convection-dispersion equation (van Genuchten, Parker, and Kool, this report ); (2) one-dimensional simulation using a continuous-time Markov process (Knighton and Wagenet, this report); (3) one-dimensional simulation using the time domain method and the frequency domain method (Duffy and Al-Hassan, this report);more » (4) one-dimensional numerical approach that combines a solution of the classical deterministic convection-dispersion equation with a chemical equilibrium speciation model (Cederberg, this report); and (5) three-dimensional numerical solution of the classical deterministic convection-dispersion equation (Huyakorn, Jones, Parker, Wadsworth, and White, this report). As part of the discussion, the input data and modeling results are summarized. The models were used in a data analysis mode, as opposed to a predictive mode. Thus, the following discussion will concentrate on the data analysis aspects of model use. Also, all the approaches were similar in that they were based on a convection-dispersion model of solute transport. Each discussion addresses the modeling approaches in the order listed above.« less

Spectral Density of Laser Beam Scintillation in Wind Turbulence. Part 1; Theory

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1997-01-01

The temporal spectral density of the log-amplitude scintillation of a laser beam wave due to a spatially dependent vector-valued crosswind (deterministic as well as random) is evaluated. The path weighting functions for normalized spectral moments are derived, and offer a potential new technique for estimating the wind velocity profile. The Tatarskii-Klyatskin stochastic propagation equation for the Markov turbulence model is used with the solution approximated by the Rytov method. The Taylor 'frozen-in' hypothesis is assumed for the dependence of the refractive index on the wind velocity, and the Kolmogorov spectral density is used for the refractive index field.

Markovian Search Games in Heterogeneous Spaces

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

Griffin, Christopher H

2009-01-01

We consider how to search for a mobile evader in a large heterogeneous region when sensors are used for detection. Sensors are modeled using probability of detection. Due to environmental effects, this probability will not be constant over the entire region. We map this problem to a graph search problem and, even though deterministic graph search is NP-complete, we derive a tractable, optimal, probabilistic search strategy. We do this by defining the problem as a differential game played on a Markov chain. We prove that this strategy is optimal in the sense of Nash. Simulations of an example problem illustratemore » our approach and verify our claims.« less

Forecasting residential electricity demand in provincial China.

PubMed

Liao, Hua; Liu, Yanan; Gao, Yixuan; Hao, Yu; Ma, Xiao-Wei; Wang, Kan

2017-03-01

In China, more than 80% electricity comes from coal which dominates the CO2 emissions. Residential electricity demand forecasting plays a significant role in electricity infrastructure planning and energy policy designing, but it is challenging to make an accurate forecast for developing countries. This paper forecasts the provincial residential electricity consumption of China in the 13th Five-Year-Plan (2016-2020) period using panel data. To overcome the limitations of widely used predication models with unreliably prior knowledge on function forms, a robust piecewise linear model in reduced form is utilized to capture the non-deterministic relationship between income and residential electricity consumption. The forecast results suggest that the growth rates of developed provinces will slow down, while the less developed will be still in fast growing. The national residential electricity demand will increase at 6.6% annually during 2016-2020, and populous provinces such as Guangdong will be the main contributors to the increments.

Dense motion estimation using regularization constraints on local parametric models.

PubMed

Patras, Ioannis; Worring, Marcel; van den Boomgaard, Rein

2004-11-01

This paper presents a method for dense optical flow estimation in which the motion field within patches that result from an initial intensity segmentation is parametrized with models of different order. We propose a novel formulation which introduces regularization constraints between the model parameters of neighboring patches. In this way, we provide the additional constraints for very small patches and for patches whose intensity variation cannot sufficiently constrain the estimation of their motion parameters. In order to preserve motion discontinuities, we use robust functions as a regularization mean. We adopt a three-frame approach and control the balance between the backward and forward constraints by a real-valued direction field on which regularization constraints are applied. An iterative deterministic relaxation method is employed in order to solve the corresponding optimization problem. Experimental results show that the proposed method deals successfully with motions large in magnitude, motion discontinuities, and produces accurate piecewise-smooth motion fields.

An error-dependent model of instrument-scanning behavior in commercial airline pilots. Ph.D. Thesis - May 1983

NASA Technical Reports Server (NTRS)

Jones, D. H.

1985-01-01

A new flexible model of pilot instrument scanning behavior is presented which assumes that the pilot uses a set of deterministic scanning patterns on the pilot's perception of error in the state of the aircraft, and the pilot's knowledge of the interactive nature of the aircraft's systems. Statistical analyses revealed that a three stage Markov process composed of the pilot's three predicted lookpoints (LP), occurring 1/30, 2/30, and 3/30 of a second prior to each LP, accurately modelled the scanning behavior of 14 commercial airline pilots while flying steep turn maneuvers in a Boeing 737 flight simulator. The modelled scanning data for each pilot were not statistically different from the observed scanning data in comparisons of mean dwell time, entropy, and entropy rate. These findings represent the first direct evidence that pilots are using deterministic scanning patterns during instrument flight. The results are interpreted as direct support for the error dependent model and suggestions are made for further research that could allow for identification of the specific scanning patterns suggested by the model.

Probabilistic Cellular Automata

PubMed Central

Agapie, Alexandru; Giuclea, Marius

2014-01-01

Abstract Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case—connecting the probability of a configuration in the stationary distribution to its number of zero-one borders—the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata. PMID:24999557

Probabilistic cellular automata.

PubMed

Agapie, Alexandru; Andreica, Anca; Giuclea, Marius

2014-09-01

Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case-connecting the probability of a configuration in the stationary distribution to its number of zero-one borders-the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata.

Cost-Utility Analysis of Telemonitoring Interventions for Patients with Chronic Obstructive Pulmonary Disease (COPD) in Germany.

PubMed

Hofer, Florian; Achelrod, Dmitrij; Stargardt, Tom

2016-12-01

Chronic obstructive pulmonary disease (COPD) poses major challenges for health care systems. Previous studies suggest that telemonitoring could be effective in preventing hospitalisations and hence reduce costs. The aim was to evaluate whether telemonitoring interventions for COPD are cost-effective from the perspective of German statutory sickness funds. A cost-utility analysis was conducted using a combination of a Markov model and a decision tree. Telemonitoring as add-on to standard treatment was compared with standard treatment alone. The model consisted of four transition stages to account for COPD severity, and a terminal stage for death. Within each cycle, the frequency of exacerbations as well as outcomes for 2015 costs and quality adjusted life years (QALYs) for each stage were calculated. Values for input parameters were taken from the literature. Deterministic and probabilistic sensitivity analyses were conducted. In the base case, telemonitoring led to an increase in incremental costs (€866 per patient) but also in incremental QALYs (0.05 per patient). The incremental cost-effectiveness ratio (ICER) was thus €17,410 per QALY gained. A deterministic sensitivity analysis showed that hospitalisation rate and costs for telemonitoring equipment greatly affected results. The probabilistic ICER averaged €34,432 per QALY (95 % confidence interval 12,161-56,703). We provide evidence that telemonitoring may be cost-effective in Germany from a payer's point of view. This holds even after deterministic and probabilistic sensitivity analyses.

Symmetry breaking and uniqueness for the incompressible Navier-Stokes equations

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

Dascaliuc, Radu; Thomann, Enrique; Waymire, Edward C., E-mail: waymire@math.oregonstate.edu

2015-07-15

The present article establishes connections between the structure of the deterministic Navier-Stokes equations and the structure of (similarity) equations that govern self-similar solutions as expected values of certain naturally associated stochastic cascades. A principle result is that explosion criteria for the stochastic cascades involved in the probabilistic representations of solutions to the respective equations coincide. While the uniqueness problem itself remains unresolved, these connections provide interesting problems and possible methods for investigating symmetry breaking and the uniqueness problem for Navier-Stokes equations. In particular, new branching Markov chains, including a dilogarithmic branching random walk on the multiplicative group (0, ∞), naturallymore » arise as a result of this investigation.« less

Symmetry breaking and uniqueness for the incompressible Navier-Stokes equations.

PubMed

Dascaliuc, Radu; Michalowski, Nicholas; Thomann, Enrique; Waymire, Edward C

2015-07-01

The present article establishes connections between the structure of the deterministic Navier-Stokes equations and the structure of (similarity) equations that govern self-similar solutions as expected values of certain naturally associated stochastic cascades. A principle result is that explosion criteria for the stochastic cascades involved in the probabilistic representations of solutions to the respective equations coincide. While the uniqueness problem itself remains unresolved, these connections provide interesting problems and possible methods for investigating symmetry breaking and the uniqueness problem for Navier-Stokes equations. In particular, new branching Markov chains, including a dilogarithmic branching random walk on the multiplicative group (0, ∞), naturally arise as a result of this investigation.

A 2D systems approach to iterative learning control for discrete linear processes with zero Markov parameters

NASA Astrophysics Data System (ADS)

Hladowski, Lukasz; Galkowski, Krzysztof; Cai, Zhonglun; Rogers, Eric; Freeman, Chris T.; Lewin, Paul L.

2011-07-01

In this article a new approach to iterative learning control for the practically relevant case of deterministic discrete linear plants with uniform rank greater than unity is developed. The analysis is undertaken in a 2D systems setting that, by using a strong form of stability for linear repetitive processes, allows simultaneous consideration of both trial-to-trial error convergence and along the trial performance, resulting in design algorithms that can be computed using linear matrix inequalities (LMIs). Finally, the control laws are experimentally verified on a gantry robot that replicates a pick and place operation commonly found in a number of applications to which iterative learning control is applicable.

Central Limit Theorems for the Shrinking Target Problem

NASA Astrophysics Data System (ADS)

Haydn, Nicolai; Nicol, Matthew; Vaienti, Sandro; Zhang, Licheng

2013-12-01

Suppose B i := B( p, r i ) are nested balls of radius r i about a point p in a dynamical system ( T, X, μ). The question of whether T i x∈ B i infinitely often (i.o.) for μ a.e. x is often called the shrinking target problem. In many dynamical settings it has been shown that if diverges then there is a quantitative rate of entry and for μ a.e. x∈ X. This is a self-norming type of strong law of large numbers. We establish self-norming central limit theorems (CLT) of the form (in distribution) for a variety of hyperbolic and non-uniformly hyperbolic dynamical systems, the normalization constants are . Dynamical systems to which our results apply include smooth expanding maps of the interval, Rychlik type maps, Gibbs-Markov maps, rational maps and, in higher dimensions, piecewise expanding maps. For such central limit theorems the main difficulty is to prove that the non-stationary variance has a limit in probability.

Study of selected phenotype switching strategies in time varying environment

NASA Astrophysics Data System (ADS)

Horvath, Denis; Brutovsky, Branislav

2016-03-01

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

Early assessment of the likely cost-effectiveness of a new technology: A Markov model with probabilistic sensitivity analysis of computer-assisted total knee replacement.

PubMed

Dong, Hengjin; Buxton, Martin

2006-01-01

The objective of this study is to apply a Markov model to compare cost-effectiveness of total knee replacement (TKR) using computer-assisted surgery (CAS) with that of TKR using a conventional manual method in the absence of formal clinical trial evidence. A structured search was carried out to identify evidence relating to the clinical outcome, cost, and effectiveness of TKR. Nine Markov states were identified based on the progress of the disease after TKR. Effectiveness was expressed by quality-adjusted life years (QALYs). The simulation was carried out initially for 120 cycles of a month each, starting with 1,000 TKRs. A discount rate of 3.5 percent was used for both cost and effectiveness in the incremental cost-effectiveness analysis. Then, a probabilistic sensitivity analysis was carried out using a Monte Carlo approach with 10,000 iterations. Computer-assisted TKR was a long-term cost-effective technology, but the QALYs gained were small. After the first 2 years, the incremental cost per QALY of computer-assisted TKR was dominant because of cheaper and more QALYs. The incremental cost-effectiveness ratio (ICER) was sensitive to the "effect of CAS," to the CAS extra cost, and to the utility of the state "Normal health after primary TKR," but it was not sensitive to utilities of other Markov states. Both probabilistic and deterministic analyses produced similar cumulative serious or minor complication rates and complex or simple revision rates. They also produced similar ICERs. Compared with conventional TKR, computer-assisted TKR is a cost-saving technology in the long-term and may offer small additional QALYs. The "effect of CAS" is to reduce revision rates and complications through more accurate and precise alignment, and although the conclusions from the model, even when allowing for a full probabilistic analysis of uncertainty, are clear, the "effect of CAS" on the rate of revisions awaits long-term clinical evidence.

Microscopic theory for the time irreversibility and the entropy production

NASA Astrophysics Data System (ADS)

Chun, Hyun-Myung; Noh, Jae Dong

2018-02-01

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation between the irreversibility and the entropy production starting from the deterministic equations of motion of the whole system consisting of a physical system and a surrounding thermal environment. The derivation assumes the Markov approximation that the environmental degrees of freedom equilibrate instantaneously. Our approach provides a guideline for the choice of the proper reverse process to a given forward process, especially when there exists a velocity-dependent force. We demonstrate our idea with an example of a charged particle in the presence of a time-varying magnetic field.

Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

NASA Astrophysics Data System (ADS)

Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

2017-12-01

Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

A Self-Organizing Incremental Spatiotemporal Associative Memory Networks Model for Problems with Hidden State

PubMed Central

2016-01-01

Identifying the hidden state is important for solving problems with hidden state. We prove any deterministic partially observable Markov decision processes (POMDP) can be represented by a minimal, looping hidden state transition model and propose a heuristic state transition model constructing algorithm. A new spatiotemporal associative memory network (STAMN) is proposed to realize the minimal, looping hidden state transition model. STAMN utilizes the neuroactivity decay to realize the short-term memory, connection weights between different nodes to represent long-term memory, presynaptic potentials, and synchronized activation mechanism to complete identifying and recalling simultaneously. Finally, we give the empirical illustrations of the STAMN and compare the performance of the STAMN model with that of other methods. PMID:27891146

A method of power analysis based on piecewise discrete Fourier transform

NASA Astrophysics Data System (ADS)

Xin, Miaomiao; Zhang, Yanchi; Xie, Da

2018-04-01

The paper analyzes the existing feature extraction methods. The characteristics of discrete Fourier transform and piecewise aggregation approximation are analyzed. Combining with the advantages of the two methods, a new piecewise discrete Fourier transform is proposed. And the method is used to analyze the lighting power of a large customer in this paper. The time series feature maps of four different cases are compared with the original data, discrete Fourier transform, piecewise aggregation approximation and piecewise discrete Fourier transform. This new method can reflect both the overall trend of electricity change and its internal changes in electrical analysis.

On High-Order Upwind Methods for Advection

NASA Technical Reports Server (NTRS)

Huynh, Hung T.

2017-01-01

Scheme III (piecewise linear) and V (piecewise parabolic) of Van Leer are shown to yield identical solutions provided the initial conditions are chosen in an appropriate manner. This result is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The result also shows a key connection between the approaches of discontinuous and continuous representations.

Application of Markov chain Monte Carlo analysis to biomathematical modeling of respirable dust in US and UK coal miners

PubMed Central

Sweeney, Lisa M.; Parker, Ann; Haber, Lynne T.; Tran, C. Lang; Kuempel, Eileen D.

2015-01-01

A biomathematical model was previously developed to describe the long-term clearance and retention of particles in the lungs of coal miners. The model structure was evaluated and parameters were estimated in two data sets, one from the United States and one from the United Kingdom. The three-compartment model structure consists of deposition of inhaled particles in the alveolar region, competing processes of either clearance from the alveolar region or translocation to the lung interstitial region, and very slow, irreversible sequestration of interstitialized material in the lung-associated lymph nodes. Point estimates of model parameter values were estimated separately for the two data sets. In the current effort, Bayesian population analysis using Markov chain Monte Carlo simulation was used to recalibrate the model while improving assessments of parameter variability and uncertainty. When model parameters were calibrated simultaneously to the two data sets, agreement between the derived parameters for the two groups was very good, and the central tendency values were similar to those derived from the deterministic approach. These findings are relevant to the proposed update of the ICRP human respiratory tract model with revisions to the alveolar-interstitial region based on this long-term particle clearance and retention model. PMID:23454101

Invariant density analysis: modeling and analysis of the postural control system using Markov chains.

PubMed

Hur, Pilwon; Shorter, K Alex; Mehta, Prashant G; Hsiao-Wecksler, Elizabeth T

2012-04-01

In this paper, a novel analysis technique, invariant density analysis (IDA), is introduced. IDA quantifies steady-state behavior of the postural control system using center of pressure (COP) data collected during quiet standing. IDA relies on the analysis of a reduced-order finite Markov model to characterize stochastic behavior observed during postural sway. Five IDA parameters characterize the model and offer physiological insight into the long-term dynamical behavior of the postural control system. Two studies were performed to demonstrate the efficacy of IDA. Study 1 showed that multiple short trials can be concatenated to create a dataset suitable for IDA. Study 2 demonstrated that IDA was effective at distinguishing age-related differences in postural control behavior between young, middle-aged, and older adults. These results suggest that the postural control system of young adults converges more quickly to their steady-state behavior while maintaining COP nearer an overall centroid than either the middle-aged or older adults. Additionally, larger entropy values for older adults indicate that their COP follows a more stochastic path, while smaller entropy values for young adults indicate a more deterministic path. These results illustrate the potential of IDA as a quantitative tool for the assessment of the quiet-standing postural control system.

Piecewise polynomial representations of genomic tracks.

PubMed

Tarabichi, Maxime; Detours, Vincent; Konopka, Tomasz

2012-01-01

Genomic data from micro-array and sequencing projects consist of associations of measured values to chromosomal coordinates. These associations can be thought of as functions in one dimension and can thus be stored, analyzed, and interpreted as piecewise-polynomial curves. We present a general framework for building piecewise polynomial representations of genome-scale signals and illustrate some of its applications via examples. We show that piecewise constant segmentation, a typical step in copy-number analyses, can be carried out within this framework for both array and (DNA) sequencing data offering advantages over existing methods in each case. Higher-order polynomial curves can be used, for example, to detect trends and/or discontinuities in transcription levels from RNA-seq data. We give a concrete application of piecewise linear functions to diagnose and quantify alignment quality at exon borders (splice sites). Our software (source and object code) for building piecewise polynomial models is available at http://sourceforge.net/projects/locsmoc/.

Limit Cycle Bifurcations Near a Piecewise Smooth Generalized Homoclinic Loop with a Saddle-Fold Point

NASA Astrophysics Data System (ADS)

Liang, Feng; Wang, Dechang

In this paper, we suppose that a planar piecewise Hamiltonian system, with a straight line of separation, has a piecewise generalized homoclinic loop passing through a Saddle-Fold point, and assume that there exists a family of piecewise smooth periodic orbits near the loop. By studying the asymptotic expansion of the first order Melnikov function corresponding to the period annulus, we obtain the formulas of the first six coefficients in the expansion, based on which, we provide a lower bound for the maximal number of limit cycles bifurcated from the period annulus. As applications, two concrete systems are considered. Especially, the first one reveals that a quadratic piecewise Hamiltonian system can have five limit cycles near a generalized homoclinic loop under a quadratic piecewise smooth perturbation. Compared with the smooth case [Horozov & Iliev, 1994; Han et al., 1999], three more limit cycles are found.

Neoadjuvant therapy versus upfront surgical strategies in resectable pancreatic cancer: A Markov decision analysis.

PubMed

de Geus, S W L; Evans, D B; Bliss, L A; Eskander, M F; Smith, J K; Wolff, R A; Miksad, R A; Weinstein, M C; Tseng, J F

2016-10-01

Neoadjuvant therapy is gaining acceptance as a valid treatment option for borderline resectable pancreatic cancer; however, its value for clearly resectable pancreatic cancer remains controversial. The aim of this study was to use a Markov decision analysis model, in the absence of adequately powered randomized trials, to compare the life expectancy (LE) and quality-adjusted life expectancy (QALE) of neoadjuvant therapy to conventional upfront surgical strategies in resectable pancreatic cancer patients. A Markov decision model was created to compare two strategies: attempted pancreatic resection followed by adjuvant chemoradiotherapy and neoadjuvant chemoradiotherapy followed by restaging with, if appropriate, attempted pancreatic resection. Data obtained through a comprehensive systematic search in PUBMED of the literature from 2000 to 2015 were used to estimate the probabilities used in the model. Deterministic and probabilistic sensitivity analyses were performed. Of the 786 potentially eligible studies identified, 22 studies met the inclusion criteria and were used to extract the probabilities used in the model. Base case analyses of the model showed a higher LE (32.2 vs. 26.7 months) and QALE (25.5 vs. 20.8 quality-adjusted life months) for patients in the neoadjuvant therapy arm compared to upfront surgery. Probabilistic sensitivity analyses for LE and QALE revealed that neoadjuvant therapy is favorable in 59% and 60% of the cases respectively. Although conceptual, these data suggest that neoadjuvant therapy offers substantial benefit in LE and QALE for resectable pancreatic cancer patients. These findings highlight the value of further prospective randomized trials comparing neoadjuvant therapy to conventional upfront surgical strategies. Copyright © 2016 Elsevier Ltd, BASO ~ The Association for Cancer Surgery, and the European Society of Surgical Oncology. All rights reserved.

Minimization for conditional simulation: Relationship to optimal transport

NASA Astrophysics Data System (ADS)

Oliver, Dean S.

2014-05-01

In this paper, we consider the problem of generating independent samples from a conditional distribution when independent samples from the prior distribution are available. Although there are exact methods for sampling from the posterior (e.g. Markov chain Monte Carlo or acceptance/rejection), these methods tend to be computationally demanding when evaluation of the likelihood function is expensive, as it is for most geoscience applications. As an alternative, in this paper we discuss deterministic mappings of variables distributed according to the prior to variables distributed according to the posterior. Although any deterministic mappings might be equally useful, we will focus our discussion on a class of algorithms that obtain implicit mappings by minimization of a cost function that includes measures of data mismatch and model variable mismatch. Algorithms of this type include quasi-linear estimation, randomized maximum likelihood, perturbed observation ensemble Kalman filter, and ensemble of perturbed analyses (4D-Var). When the prior pdf is Gaussian and the observation operators are linear, we show that these minimization-based simulation methods solve an optimal transport problem with a nonstandard cost function. When the observation operators are nonlinear, however, the mapping of variables from the prior to the posterior obtained from those methods is only approximate. Errors arise from neglect of the Jacobian determinant of the transformation and from the possibility of discontinuous mappings.

Economic evaluation of DNA ploidy analysis vs liquid-based cytology for cervical screening.

PubMed

Nghiem, V T; Davies, K R; Beck, J R; Follen, M; MacAulay, C; Guillaud, M; Cantor, S B

2015-06-09

DNA ploidy analysis involves automated quantification of chromosomal aneuploidy, a potential marker of progression toward cervical carcinoma. We evaluated the cost-effectiveness of this method for cervical screening, comparing five ploidy strategies (using different numbers of aneuploid cells as cut points) with liquid-based Papanicolaou smear and no screening. A state-transition Markov model simulated the natural history of HPV infection and possible progression into cervical neoplasia in a cohort of 12-year-old females. The analysis evaluated cost in 2012 US$ and effectiveness in quality-adjusted life-years (QALYs) from a health-system perspective throughout a lifetime horizon in the US setting. We calculated incremental cost-effectiveness ratios (ICERs) to determine the best strategy. The robustness of optimal choices was examined in deterministic and probabilistic sensitivity analyses. In the base-case analysis, the ploidy 4 cell strategy was cost-effective, yielding an increase of 0.032 QALY and an ICER of $18 264/QALY compared to no screening. For most scenarios in the deterministic sensitivity analysis, the ploidy 4 cell strategy was the only cost-effective strategy. Cost-effectiveness acceptability curves showed that this strategy was more likely to be cost-effective than the Papanicolaou smear. Compared to the liquid-based Papanicolaou smear, screening with a DNA ploidy strategy appeared less costly and comparably effective.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems.

PubMed

Winkelmann, Stefanie; Schütte, Christof

2017-09-21

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems

NASA Astrophysics Data System (ADS)

Winkelmann, Stefanie; Schütte, Christof

2017-09-01

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Stability analysis of piecewise non-linear systems and its application to chaotic synchronisation with intermittent control

NASA Astrophysics Data System (ADS)

Wang, Qingzhi; Tan, Guanzheng; He, Yong; Wu, Min

2017-10-01

This paper considers a stability analysis issue of piecewise non-linear systems and applies it to intermittent synchronisation of chaotic systems. First, based on piecewise Lyapunov function methods, more general and less conservative stability criteria of piecewise non-linear systems in periodic and aperiodic cases are presented, respectively. Next, intermittent synchronisation conditions of chaotic systems are derived which extend existing results. Finally, Chua's circuit is taken as an example to verify the validity of our methods.

High resolution A/D conversion based on piecewise conversion at lower resolution

DOEpatents

Terwilliger, Steve [Albuquerque, NM

2012-06-05

Piecewise conversion of an analog input signal is performed utilizing a plurality of relatively lower bit resolution A/D conversions. The results of this piecewise conversion are interpreted to achieve a relatively higher bit resolution A/D conversion without sampling frequency penalty.

Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots

ERIC Educational Resources Information Center

Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.

2013-01-01

Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…

Adjusting for overdispersion in piecewise exponential regression models to estimate excess mortality rate in population-based research.

PubMed

Luque-Fernandez, Miguel Angel; Belot, Aurélien; Quaresma, Manuela; Maringe, Camille; Coleman, Michel P; Rachet, Bernard

2016-10-01

In population-based cancer research, piecewise exponential regression models are used to derive adjusted estimates of excess mortality due to cancer using the Poisson generalized linear modelling framework. However, the assumption that the conditional mean and variance of the rate parameter given the set of covariates x i are equal is strong and may fail to account for overdispersion given the variability of the rate parameter (the variance exceeds the mean). Using an empirical example, we aimed to describe simple methods to test and correct for overdispersion. We used a regression-based score test for overdispersion under the relative survival framework and proposed different approaches to correct for overdispersion including a quasi-likelihood, robust standard errors estimation, negative binomial regression and flexible piecewise modelling. All piecewise exponential regression models showed the presence of significant inherent overdispersion (p-value <0.001). However, the flexible piecewise exponential model showed the smallest overdispersion parameter (3.2 versus 21.3) for non-flexible piecewise exponential models. We showed that there were no major differences between methods. However, using a flexible piecewise regression modelling, with either a quasi-likelihood or robust standard errors, was the best approach as it deals with both, overdispersion due to model misspecification and true or inherent overdispersion.

A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems

NASA Astrophysics Data System (ADS)

Dragičević, D.; Froyland, G.; González-Tokman, C.; Vaienti, S.

2018-06-01

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of twisted transfer operator cocycles with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form {T_{σ^{n-1} ω} circ\\cdotscirc T_{σω}circ T_ω}. An important aspect of our results is that we only assume ergodicity and invertibility of the random driving {σ:Ω\\toΩ} ; in particular no expansivity or mixing properties are required.

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

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

A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems

NASA Astrophysics Data System (ADS)

Dragičević, D.; Froyland, G.; González-Tokman, C.; Vaienti, S.

2018-01-01

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of twisted transfer operator cocycles with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form {T_{σ^{n-1} ω} circ\\cdotscirc T_{σω}circ T_ω} . An important aspect of our results is that we only assume ergodicity and invertibility of the random driving {σ:Ω\\toΩ} ; in particular no expansivity or mixing properties are required.

Fault detection for piecewise affine systems with application to ship propulsion systems.

PubMed

Yang, Ying; Linlin, Li; Ding, Steven X; Qiu, Jianbin; Peng, Kaixiang

2017-09-09

In this paper, the design approach of non-synchronized diagnostic observer-based fault detection (FD) systems is investigated for piecewise affine processes via continuous piecewise Lyapunov functions. Considering that the dynamics of piecewise affine systems in different regions can be considerably different, the weighting matrices are used to weight the residual of each region, so as to optimize the fault detectability. A numerical example and a case study on a ship propulsion system are presented in the end to demonstrate the effectiveness of the proposed results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Modeling and Classifying Six-Dimensional Trajectories for Teleoperation Under a Time Delay

NASA Technical Reports Server (NTRS)

SunSpiral, Vytas; Wheeler, Kevin R.; Allan, Mark B.; Martin, Rodney

2006-01-01

Within the context of teleoperating the JSC Robonaut humanoid robot under 2-10 second time delays, this paper explores the technical problem of modeling and classifying human motions represented as six-dimensional (position and orientation) trajectories. A dual path research agenda is reviewed which explored both deterministic approaches and stochastic approaches using Hidden Markov Models. Finally, recent results are shown from a new model which represents the fusion of these two research paths. Questions are also raised about the possibility of automatically generating autonomous actions by reusing the same predictive models of human behavior to be the source of autonomous control. This approach changes the role of teleoperation from being a stand-in for autonomy into the first data collection step for developing generative models capable of autonomous control of the robot.

Stability of uncertain systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Blankenship, G. L.

1971-01-01

The asymptotic properties of feedback systems are discussed, containing uncertain parameters and subjected to stochastic perturbations. The approach is functional analytic in flavor and thereby avoids the use of Markov techniques and auxiliary Lyapunov functionals characteristic of the existing work in this area. The results are given for the probability distributions of the accessible signals in the system and are proved using the Prohorov theory of the convergence of measures. For general nonlinear systems, a result similar to the small loop-gain theorem of deterministic stability theory is given. Boundedness is a property of the induced distributions of the signals and not the usual notion of boundedness in norm. For the special class of feedback systems formed by the cascade of a white noise, a sector nonlinearity and convolution operator conditions are given to insure the total boundedness of the overall feedback system.

Constructing an Efficient Self-Tuning Aircraft Engine Model for Control and Health Management Applications

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.

Probabilistic arithmetic automata and their applications.

PubMed

Marschall, Tobias; Herms, Inke; Kaltenbach, Hans-Michael; Rahmann, Sven

2012-01-01

We present a comprehensive review on probabilistic arithmetic automata (PAAs), a general model to describe chains of operations whose operands depend on chance, along with two algorithms to numerically compute the distribution of the results of such probabilistic calculations. PAAs provide a unifying framework to approach many problems arising in computational biology and elsewhere. We present five different applications, namely 1) pattern matching statistics on random texts, including the computation of the distribution of occurrence counts, waiting times, and clump sizes under hidden Markov background models; 2) exact analysis of window-based pattern matching algorithms; 3) sensitivity of filtration seeds used to detect candidate sequence alignments; 4) length and mass statistics of peptide fragments resulting from enzymatic cleavage reactions; and 5) read length statistics of 454 and IonTorrent sequencing reads. The diversity of these applications indicates the flexibility and unifying character of the presented framework. While the construction of a PAA depends on the particular application, we single out a frequently applicable construction method: We introduce deterministic arithmetic automata (DAAs) to model deterministic calculations on sequences, and demonstrate how to construct a PAA from a given DAA and a finite-memory random text model. This procedure is used for all five discussed applications and greatly simplifies the construction of PAAs. Implementations are available as part of the MoSDi package. Its application programming interface facilitates the rapid development of new applications based on the PAA framework.

A cost-effectiveness analysis of two different antimicrobial stewardship programs.

PubMed

Okumura, Lucas Miyake; Riveros, Bruno Salgado; Gomes-da-Silva, Monica Maria; Veroneze, Izelandia

2016-01-01

There is a lack of formal economic analysis to assess the efficiency of antimicrobial stewardship programs. Herein, we conducted a cost-effectiveness study to assess two different strategies of Antimicrobial Stewardship Programs. A 30-day Markov model was developed to analyze how cost-effective was a Bundled Antimicrobial Stewardship implemented in a university hospital in Brazil. Clinical data derived from a historical cohort that compared two different strategies of antimicrobial stewardship programs and had 30-day mortality as main outcome. Selected costs included: workload, cost of defined daily doses, length of stay, laboratory and imaging resources used to diagnose infections. Data were analyzed by deterministic and probabilistic sensitivity analysis to assess model's robustness, tornado diagram and Cost-Effectiveness Acceptability Curve. Bundled Strategy was more expensive (Cost difference US$ 2119.70), however, it was more efficient (US$ 27,549.15 vs 29,011.46). Deterministic and probabilistic sensitivity analysis suggested that critical variables did not alter final Incremental Cost-Effectiveness Ratio. Bundled Strategy had higher probabilities of being cost-effective, which was endorsed by cost-effectiveness acceptability curve. As health systems claim for efficient technologies, this study conclude that Bundled Antimicrobial Stewardship Program was more cost-effective, which means that stewardship strategies with such characteristics would be of special interest in a societal and clinical perspective. Copyright © 2016 Elsevier Editora Ltda. All rights reserved.

A tutorial on the piecewise regression approach applied to bedload transport data

Treesearch

Sandra E. Ryan; Laurie S. Porth

2007-01-01

This tutorial demonstrates the application of piecewise regression to bedload data to define a shift in phase of transport so that the reader may perform similar analyses on available data. The use of piecewise regression analysis implicitly recognizes different functions fit to bedload data over varying ranges of flow. The transition from primarily low rates of sand...

Least Squares Approximation By G1 Piecewise Parametric Cubes

DTIC Science & Technology

1993-12-01

ADDRESS(ES) 10.SPONSORING/MONITORING AGENCY REPORT NUMBER 11. SUPPLEMENTARY NOTES The views expressed in this thesis are those of the author and do not...CODE Approved for public release; distribution is unlimited. 13. ABSTRACT (maximum 200 words) Parametric piecewise cubic polynomials are used throughout...piecewise parametric cubic polynomial to a sequence of ordered points in the plane. Cubic Bdzier curves are used as a basis. The parameterization, the

Time and Memory Efficient Online Piecewise Linear Approximation of Sensor Signals.

PubMed

Grützmacher, Florian; Beichler, Benjamin; Hein, Albert; Kirste, Thomas; Haubelt, Christian

2018-05-23

Piecewise linear approximation of sensor signals is a well-known technique in the fields of Data Mining and Activity Recognition. In this context, several algorithms have been developed, some of them with the purpose to be performed on resource constrained microcontroller architectures of wireless sensor nodes. While microcontrollers are usually constrained in computational power and memory resources, all state-of-the-art piecewise linear approximation techniques either need to buffer sensor data or have an execution time depending on the segment’s length. In the paper at hand, we propose a novel piecewise linear approximation algorithm, with a constant computational complexity as well as a constant memory complexity. Our proposed algorithm’s worst-case execution time is one to three orders of magnitude smaller and its average execution time is three to seventy times smaller compared to the state-of-the-art Piecewise Linear Approximation (PLA) algorithms in our experiments. In our evaluations, we show that our algorithm is time and memory efficient without sacrificing the approximation quality compared to other state-of-the-art piecewise linear approximation techniques, while providing a maximum error guarantee per segment, a small parameter space of only one parameter, and a maximum latency of one sample period plus its worst-case execution time.

Improved Displacement Transfer Functions for Structure Deformed Shape Predictions Using Discretely Distributed Surface Strains

NASA Technical Reports Server (NTRS)

Ko, William L.; Fleischer, Van Tran

2012-01-01

In the formulations of earlier Displacement Transfer Functions for structure shape predictions, the surface strain distributions, along a strain-sensing line, were represented with piecewise linear functions. To improve the shape-prediction accuracies, Improved Displacement Transfer Functions were formulated using piecewise nonlinear strain representations. Through discretization of an embedded beam (depth-wise cross section of a structure along a strain-sensing line) into multiple small domains, piecewise nonlinear functions were used to describe the surface strain distributions along the discretized embedded beam. Such piecewise approach enabled the piecewise integrations of the embedded beam curvature equations to yield slope and deflection equations in recursive forms. The resulting Improved Displacement Transfer Functions, written in summation forms, were expressed in terms of beam geometrical parameters and surface strains along the strain-sensing line. By feeding the surface strains into the Improved Displacement Transfer Functions, structural deflections could be calculated at multiple points for mapping out the overall structural deformed shapes for visual display. The shape-prediction accuracies of the Improved Displacement Transfer Functions were then examined in view of finite-element-calculated deflections using different tapered cantilever tubular beams. It was found that by using the piecewise nonlinear strain representations, the shape-prediction accuracies could be greatly improved, especially for highly-tapered cantilever tubular beams.

Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow Sea-Korean Peninsula region

NASA Astrophysics Data System (ADS)

Pasyanos, Michael E.; Franz, Gregory A.; Ramirez, Abelardo L.

2006-03-01

In an effort to build seismic models that are the most consistent with multiple data sets we have applied a new probabilistic inverse technique. This method uses a Markov chain Monte Carlo (MCMC) algorithm to sample models from a prior distribution and test them against multiple data types to generate a posterior distribution. While computationally expensive, this approach has several advantages over deterministic models, notably the seamless reconciliation of different data types that constrain the model, the proper handling of both data and model uncertainties, and the ability to easily incorporate a variety of prior information, all in a straightforward, natural fashion. A real advantage of the technique is that it provides a more complete picture of the solution space. By mapping out the posterior probability density function, we can avoid simplistic assumptions about the model space and allow alternative solutions to be identified, compared, and ranked. Here we use this method to determine the crust and upper mantle structure of the Yellow Sea and Korean Peninsula region. The model is parameterized as a series of seven layers in a regular latitude-longitude grid, each of which is characterized by thickness and seismic parameters (Vp, Vs, and density). We use surface wave dispersion and body wave traveltime data to drive the model. We find that when properly tuned (i.e., the Markov chains have had adequate time to fully sample the model space and the inversion has converged), the technique behaves as expected. The posterior model reflects the prior information at the edge of the model where there is little or no data to constrain adjustments, but the range of acceptable models is significantly reduced in data-rich regions, producing values of sediment thickness, crustal thickness, and upper mantle velocities consistent with expectations based on knowledge of the regional tectonic setting.

Time series modeling by a regression approach based on a latent process.

PubMed

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

Cognitive diagnosis modelling incorporating item response times.

PubMed

Zhan, Peida; Jiao, Hong; Liao, Dandan

2018-05-01

To provide more refined diagnostic feedback with collateral information in item response times (RTs), this study proposed joint modelling of attributes and response speed using item responses and RTs simultaneously for cognitive diagnosis. For illustration, an extended deterministic input, noisy 'and' gate (DINA) model was proposed for joint modelling of responses and RTs. Model parameter estimation was explored using the Bayesian Markov chain Monte Carlo (MCMC) method. The PISA 2012 computer-based mathematics data were analysed first. These real data estimates were treated as true values in a subsequent simulation study. A follow-up simulation study with ideal testing conditions was conducted as well to further evaluate model parameter recovery. The results indicated that model parameters could be well recovered using the MCMC approach. Further, incorporating RTs into the DINA model would improve attribute and profile correct classification rates and result in more accurate and precise estimation of the model parameters. © 2017 The British Psychological Society.

Boosting association rule mining in large datasets via Gibbs sampling.

PubMed

Qian, Guoqi; Rao, Calyampudi Radhakrishna; Sun, Xiaoying; Wu, Yuehua

2016-05-03

Current algorithms for association rule mining from transaction data are mostly deterministic and enumerative. They can be computationally intractable even for mining a dataset containing just a few hundred transaction items, if no action is taken to constrain the search space. In this paper, we develop a Gibbs-sampling-induced stochastic search procedure to randomly sample association rules from the itemset space, and perform rule mining from the reduced transaction dataset generated by the sample. Also a general rule importance measure is proposed to direct the stochastic search so that, as a result of the randomly generated association rules constituting an ergodic Markov chain, the overall most important rules in the itemset space can be uncovered from the reduced dataset with probability 1 in the limit. In the simulation study and a real genomic data example, we show how to boost association rule mining by an integrated use of the stochastic search and the Apriori algorithm.

H∞ control problem of linear periodic piecewise time-delay systems

NASA Astrophysics Data System (ADS)

Xie, Xiaochen; Lam, James; Li, Panshuo

2018-04-01

This paper investigates the H∞ control problem based on exponential stability and weighted L2-gain analyses for a class of continuous-time linear periodic piecewise systems with time delay. A periodic piecewise Lyapunov-Krasovskii functional is developed by integrating a discontinuous time-varying matrix function with two global terms. By applying the improved constraints to the stability and L2-gain analyses, sufficient delay-dependent exponential stability and weighted L2-gain criteria are proposed for the periodic piecewise time-delay system. Based on these analyses, an H∞ control scheme is designed under the considerations of periodic state feedback control input and iterative optimisation. Finally, numerical examples are presented to illustrate the effectiveness of our proposed conditions.

Exact distribution of a pattern in a set of random sequences generated by a Markov source: applications to biological data

PubMed Central

2010-01-01

Background In bioinformatics it is common to search for a pattern of interest in a potentially large set of rather short sequences (upstream gene regions, proteins, exons, etc.). Although many methodological approaches allow practitioners to compute the distribution of a pattern count in a random sequence generated by a Markov source, no specific developments have taken into account the counting of occurrences in a set of independent sequences. We aim to address this problem by deriving efficient approaches and algorithms to perform these computations both for low and high complexity patterns in the framework of homogeneous or heterogeneous Markov models. Results The latest advances in the field allowed us to use a technique of optimal Markov chain embedding based on deterministic finite automata to introduce three innovative algorithms. Algorithm 1 is the only one able to deal with heterogeneous models. It also permits to avoid any product of convolution of the pattern distribution in individual sequences. When working with homogeneous models, Algorithm 2 yields a dramatic reduction in the complexity by taking advantage of previous computations to obtain moment generating functions efficiently. In the particular case of low or moderate complexity patterns, Algorithm 3 exploits power computation and binary decomposition to further reduce the time complexity to a logarithmic scale. All these algorithms and their relative interest in comparison with existing ones were then tested and discussed on a toy-example and three biological data sets: structural patterns in protein loop structures, PROSITE signatures in a bacterial proteome, and transcription factors in upstream gene regions. On these data sets, we also compared our exact approaches to the tempting approximation that consists in concatenating the sequences in the data set into a single sequence. Conclusions Our algorithms prove to be effective and able to handle real data sets with multiple sequences, as well as biological patterns of interest, even when the latter display a high complexity (PROSITE signatures for example). In addition, these exact algorithms allow us to avoid the edge effect observed under the single sequence approximation, which leads to erroneous results, especially when the marginal distribution of the model displays a slow convergence toward the stationary distribution. We end up with a discussion on our method and on its potential improvements. PMID:20205909

Exact distribution of a pattern in a set of random sequences generated by a Markov source: applications to biological data.

PubMed

Nuel, Gregory; Regad, Leslie; Martin, Juliette; Camproux, Anne-Claude

2010-01-26

In bioinformatics it is common to search for a pattern of interest in a potentially large set of rather short sequences (upstream gene regions, proteins, exons, etc.). Although many methodological approaches allow practitioners to compute the distribution of a pattern count in a random sequence generated by a Markov source, no specific developments have taken into account the counting of occurrences in a set of independent sequences. We aim to address this problem by deriving efficient approaches and algorithms to perform these computations both for low and high complexity patterns in the framework of homogeneous or heterogeneous Markov models. The latest advances in the field allowed us to use a technique of optimal Markov chain embedding based on deterministic finite automata to introduce three innovative algorithms. Algorithm 1 is the only one able to deal with heterogeneous models. It also permits to avoid any product of convolution of the pattern distribution in individual sequences. When working with homogeneous models, Algorithm 2 yields a dramatic reduction in the complexity by taking advantage of previous computations to obtain moment generating functions efficiently. In the particular case of low or moderate complexity patterns, Algorithm 3 exploits power computation and binary decomposition to further reduce the time complexity to a logarithmic scale. All these algorithms and their relative interest in comparison with existing ones were then tested and discussed on a toy-example and three biological data sets: structural patterns in protein loop structures, PROSITE signatures in a bacterial proteome, and transcription factors in upstream gene regions. On these data sets, we also compared our exact approaches to the tempting approximation that consists in concatenating the sequences in the data set into a single sequence. Our algorithms prove to be effective and able to handle real data sets with multiple sequences, as well as biological patterns of interest, even when the latter display a high complexity (PROSITE signatures for example). In addition, these exact algorithms allow us to avoid the edge effect observed under the single sequence approximation, which leads to erroneous results, especially when the marginal distribution of the model displays a slow convergence toward the stationary distribution. We end up with a discussion on our method and on its potential improvements.

An application of analyzing the trajectories of two disorders: A parallel piecewise growth model of substance use and attention-deficit/hyperactivity disorder.

PubMed

Mamey, Mary Rose; Barbosa-Leiker, Celestina; McPherson, Sterling; Burns, G Leonard; Parks, Craig; Roll, John

2015-12-01

Researchers often want to examine 2 comorbid conditions simultaneously. One strategy to do so is through the use of parallel latent growth curve modeling (LGCM). This statistical technique allows for the simultaneous evaluation of 2 disorders to determine the explanations and predictors of change over time. Additionally, a piecewise model can help identify whether there are more than 2 growth processes within each disorder (e.g., during a clinical trial). A parallel piecewise LGCM was applied to self-reported attention-deficit/hyperactivity disorder (ADHD) and self-reported substance use symptoms in 303 adolescents enrolled in cognitive-behavioral therapy treatment for a substance use disorder and receiving either oral-methylphenidate or placebo for ADHD across 16 weeks. Assessing these 2 disorders concurrently allowed us to determine whether elevated levels of 1 disorder predicted elevated levels or increased risk of the other disorder. First, a piecewise growth model measured ADHD and substance use separately. Next, a parallel piecewise LGCM was used to estimate the regressions across disorders to determine whether higher scores at baseline of the disorders (i.e., ADHD or substance use disorder) predicted rates of change in the related disorder. Finally, treatment was added to the model to predict change. While the analyses revealed no significant relationships across disorders, this study explains and applies a parallel piecewise growth model to examine the developmental processes of comorbid conditions over the course of a clinical trial. Strengths of piecewise and parallel LGCMs for other addictions researchers interested in examining dual processes over time are discussed. (PsycINFO Database Record (c) 2015 APA, all rights reserved).

On the Modeling of the Residual Effects of the Clock Behavior and the Atmosphere Effects in the Analysis of VLBI Data

NASA Astrophysics Data System (ADS)

Bo, Zhang; Li, Jin-Ling; Wang, Guan-Gli

2002-01-01

We checked the dependence of the estimation of parameters on the choice of piecewise interval in the continuous piecewise linear modeling of the residual clock and atmosphere effects by single analysis of 27 VLBI experiments involving Shanghai station (Seshan 25m). The following are tentatively shown: (1) Different choices of the piecewise interval lead to differences in the estimation of station coordinates and in the weighted root mean squares ( wrms ) of the delay residuals, which can be of the order of centimeters or dozens of picoseconds respectively. So the choice of piecewise interval should not be arbitrary . (2) The piecewise interval should not be too long, otherwise the short - term variations in the residual clock and atmospheric effects can not be properly modeled. While in order to maintain enough degrees of freedom in parameter estimation, the interval can not be too short, otherwise the normal equation may become near or solely singular and the noises can not be constrained as well. Therefore the choice of the interval should be within some reasonable range. (3) Since the conditions of clock and atmosphere are different from experiment to experiment and from station to station, the reasonable range of the piecewise interval should be tested and chosen separately for each experiment as well as for each station by real data analysis. This is really arduous work in routine data analysis. (4) Generally speaking, with the default interval for clock as 60min, the reasonable range of piecewise interval for residual atmospheric effect modeling is between 10min to 40min, while with the default interval for atmosphere as 20min, that for residual clock behavior is between 20min to 100min.

Cost-effectiveness Analysis in R Using a Multi-state Modeling Survival Analysis Framework: A Tutorial.

PubMed

Williams, Claire; Lewsey, James D; Briggs, Andrew H; Mackay, Daniel F

2017-05-01

This tutorial provides a step-by-step guide to performing cost-effectiveness analysis using a multi-state modeling approach. Alongside the tutorial, we provide easy-to-use functions in the statistics package R. We argue that this multi-state modeling approach using a package such as R has advantages over approaches where models are built in a spreadsheet package. In particular, using a syntax-based approach means there is a written record of what was done and the calculations are transparent. Reproducing the analysis is straightforward as the syntax just needs to be run again. The approach can be thought of as an alternative way to build a Markov decision-analytic model, which also has the option to use a state-arrival extended approach. In the state-arrival extended multi-state model, a covariate that represents patients' history is included, allowing the Markov property to be tested. We illustrate the building of multi-state survival models, making predictions from the models and assessing fits. We then proceed to perform a cost-effectiveness analysis, including deterministic and probabilistic sensitivity analyses. Finally, we show how to create 2 common methods of visualizing the results-namely, cost-effectiveness planes and cost-effectiveness acceptability curves. The analysis is implemented entirely within R. It is based on adaptions to functions in the existing R package mstate to accommodate parametric multi-state modeling that facilitates extrapolation of survival curves.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Economic evaluation of sacral neuromodulation in overactive bladder: A Canadian perspective.

PubMed

Hassouna, Magdy M; Sadri, Hamid

2015-01-01

Refractory overactive bladder (OAB) with urge incontinence is an underdiagnosed condition with substantial burden on the healthcare system and diminished patient's quality-of-life. Many patients will fail conservative treatment with optimized medical-therapy (OMT) and may benefit from minimally invasive procedures, including sacral-neuromodulation (SNM) or botulinum-toxin (BonT-A). The goal of this study was to estimate the cost-efectiveness of SNM vs. OMT and BonT-A as important parameters from coverage and access to a therapy. A Markov model with Monte-Carlo simulation was used to assess the incremental cost effectiveness ratio (ICER) of SNM vs. BonT-A and OMT both in deterministic and probabilistic analysis from a provincial payer perspective over a 10-year time horizon with 9-month Markov-cycles. Clinical data, healthcare resource utilization, and utility scores were acquired from recent publications and an expert panel of 7 surgeons. Cost data (2014-Dollars) were derived from provincial health insurance policy, drug benefit formulary, and hospital data. All cost and outcomes were discounted at a 3% rate. The annual (year 1-10) incremental quality-adjusted life years for SNM vs. BonT-A was 0.05 to 0.51 and SNM vs. OMT was 0.19 to 1.76. The annual incremental cost of SNM vs. BonT-A was $7237 in year 1 and -$9402 in year 10 and was between $8878 and -$11 447 vs. OMT. In the base-case deterministic analysis, the ICER for SNM vs. BonT-A and OMT were within the acceptable range ($44 837 and $15 130, respectively) at the second year of therapy, and SNM was dominant in consequent years. In the base-case analysis the probability of ICER being below the acceptability curve (willingness-to-pay $50 000) was >99% for SNM vs. BonT-A at year 3 and >95% for OMT at year 2. SNM is a cost-effective treatment option to manage patients with refractory OAB when compared to either BonT-A or OMT. From a Canadian payers' perspective, SNM may be considered a first-line treatment option in management of patients with OAB with superior long-term outcomes. Similar to all economic analysis, this study has limitations which are based on the assumptions of the used model.

Steady induction effects in geomagnetism. Part 1B: Geomagnetic estimation of steady surficial core motions: A non-linear inverse problem

NASA Technical Reports Server (NTRS)

Voorhies, Coerte V.

1993-01-01

The problem of estimating a steady fluid velocity field near the top of Earth's core which induces the secular variation (SV) indicated by models of the observed geomagnetic field is examined in the source-free mantle/frozen-flux core (SFI/VFFC) approximation. This inverse problem is non-linear because solutions of the forward problem are deterministically chaotic. The SFM/FFC approximation is inexact, and neither the models nor the observations they represent are either complete or perfect. A method is developed for solving the non-linear inverse motional induction problem posed by the hypothesis of (piecewise, statistically) steady core surface flow and the supposition of a complete initial geomagnetic condition. The method features iterative solution of the weighted, linearized least-squares problem and admits optional biases favoring surficially geostrophic flow and/or spatially simple flow. Two types of weights are advanced radial field weights for fitting the evolution of the broad-scale portion of the radial field component near Earth's surface implied by the models, and generalized weights for fitting the evolution of the broad-scale portion of the scalar potential specified by the models.

Piecewise linear approximation for hereditary control problems

NASA Technical Reports Server (NTRS)

Propst, Georg

1987-01-01

Finite dimensional approximations are presented for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems when a quadratic cost integral has to be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in case the cost integral ranges over a finite time interval as well as in the case it ranges over an infinite time interval. The arguments in the latter case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense. This feature is established using a vector-component stability criterion in the state space R(n) x L(2) and the favorable eigenvalue behavior of the piecewise linear approximations.

Cost-effectiveness of drug-eluting stents versus bare-metal stents in patients undergoing percutaneous coronary intervention.

PubMed

Baschet, Louise; Bourguignon, Sandrine; Marque, Sébastien; Durand-Zaleski, Isabelle; Teiger, Emmanuel; Wilquin, Fanny; Levesque, Karine

2016-01-01

To determine the cost-effectiveness of drug-eluting stents (DES) compared with bare-metal stents (BMS) in patients requiring a percutaneous coronary intervention in France, using a recent meta-analysis including second-generation DES. A cost-effectiveness analysis was performed in the French National Health Insurance setting. Effectiveness settings were taken from a meta-analysis of 117 762 patient-years with 76 randomised trials. The main effectiveness criterion was major cardiac event-free survival. Effectiveness and costs were modelled over a 5-year horizon using a three-state Markov model. Incremental cost-effectiveness ratios and a cost-effectiveness acceptability curve were calculated for a range of thresholds for willingness to pay per year without major cardiac event gain. Deterministic and probabilistic sensitivity analyses were performed. Base case results demonstrated that DES are dominant over BMS, with an increase in event-free survival and a cost-reduction of €184, primarily due to a diminution of second revascularisations, and an absence of myocardial infarction and stent thrombosis. These results are robust for uncertainty on one-way deterministic and probabilistic sensitivity analyses. Using a cost-effectiveness threshold of €7000 per major cardiac event-free year gained, DES has a >95% probability of being cost-effective versus BMS. Following DES price decrease, new-generation DES development and taking into account recent meta-analyses results, the DES can now be considered cost-effective regardless of selective indication in France, according to European recommendations.

Active adaptive management for reintroduction of an animal population

USGS Publications Warehouse

Runge, Michael C.

2013-01-01

Captive animals are frequently reintroduced to the wild in the face of uncertainty, but that uncertainty can often be reduced over the course of the reintroduction effort, providing the opportunity for adaptive management. One common uncertainty in reintroductions is the short-term survival rate of released adults (a release cost), an important factor because it can affect whether releasing adults or juveniles is better. Information about this rate can improve the success of the reintroduction program, but does the expected gain offset the costs of obtaining the information? I explored this question for reintroduction of the griffon vulture (Gyps fulvus) by framing the management question as a belief Markov decision process, characterizing uncertainty about release cost with 2 information state variables, and finding the solution using stochastic dynamic programming. For a reintroduction program of fixed length (e.g., 5 years of releases), the optimal policy in the final release year resembles the deterministic solution: release either all adults or all juveniles depending on whether the point estimate for the survival rate in question is above or below a specific threshold. But the optimal policy in the earlier release years 1) includes release of a mixture of juveniles and adults under some circumstances, and 2) recommends release of adults even when the point estimate of survival is much less than the deterministic threshold. These results show that in an iterated decision setting, the optimal decision in early years can be quite different from that in later years because of the value of learning. 

Towards quantifying uncertainty in Greenland's contribution to 21st century sea-level rise

NASA Astrophysics Data System (ADS)

Perego, M.; Tezaur, I.; Price, S. F.; Jakeman, J.; Eldred, M.; Salinger, A.; Hoffman, M. J.

2015-12-01

We present recent work towards developing a methodology for quantifying uncertainty in Greenland's 21st century contribution to sea-level rise. While we focus on uncertainties associated with the optimization and calibration of the basal sliding parameter field, the methodology is largely generic and could be applied to other (or multiple) sets of uncertain model parameter fields. The first step in the workflow is the solution of a large-scale, deterministic inverse problem, which minimizes the mismatch between observed and computed surface velocities by optimizing the two-dimensional coefficient field in a linear-friction sliding law. We then expand the deviation in this coefficient field from its estimated "mean" state using a reduced basis of Karhunen-Loeve Expansion (KLE) vectors. A Bayesian calibration is used to determine the optimal coefficient values for this expansion. The prior for the Bayesian calibration can be computed using the Hessian of the deterministic inversion or using an exponential covariance kernel. The posterior distribution is then obtained using Markov Chain Monte Carlo run on an emulator of the forward model. Finally, the uncertainty in the modeled sea-level rise is obtained by performing an ensemble of forward propagation runs. We present and discuss preliminary results obtained using a moderate-resolution model of the Greenland Ice sheet. As demonstrated in previous work, the primary difficulty in applying the complete workflow to realistic, high-resolution problems is that the effective dimension of the parameter space is very large.

Unsupervised parameter optimization for automated retention time alignment of severely shifted gas chromatographic data using the piecework alignment algorithm.

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

Pierce, Karisa M.; Wright, Bob W.; Synovec, Robert E.

2007-02-02

First, simulated chromatographic separations with declining retention time precision were used to study the performance of the piecewise retention time alignment algorithm and to demonstrate an unsupervised parameter optimization method. The average correlation coefficient between the first chromatogram and every other chromatogram in the data set was used to optimize the alignment parameters. This correlation method does not require a training set, so it is unsupervised and automated. This frees the user from needing to provide class information and makes the alignment algorithm more generally applicable to classifying completely unknown data sets. For a data set of simulated chromatograms wheremore » the average chromatographic peak was shifted past two neighboring peaks between runs, the average correlation coefficient of the raw data was 0.46 ± 0.25. After automated, optimized piecewise alignment, the average correlation coefficient was 0.93 ± 0.02. Additionally, a relative shift metric and principal component analysis (PCA) were used to independently quantify and categorize the alignment performance, respectively. The relative shift metric was defined as four times the standard deviation of a given peak’s retention time in all of the chromatograms, divided by the peak-width-at-base. The raw simulated data sets that were studied contained peaks with average relative shifts ranging between 0.3 and 3.0. Second, a “real” data set of gasoline separations was gathered using three different GC methods to induce severe retention time shifting. In these gasoline separations, retention time precision improved ~8 fold following alignment. Finally, piecewise alignment and the unsupervised correlation optimization method were applied to severely shifted GC separations of reformate distillation fractions. The effect of piecewise alignment on peak heights and peak areas is also reported. Piecewise alignment either did not change the peak height, or caused it to slightly decrease. The average relative difference in peak height after piecewise alignment was –0.20%. Piecewise alignment caused the peak areas to either stay the same, slightly increase, or slightly decrease. The average absolute relative difference in area after piecewise alignment was 0.15%.« less

Identifying Dynamic Functional Connectivity Changes in Dementia with Lewy Bodies Based on Product Hidden Markov Models.

PubMed

Sourty, Marion; Thoraval, Laurent; Roquet, Daniel; Armspach, Jean-Paul; Foucher, Jack; Blanc, Frédéric

2016-01-01

Exploring time-varying connectivity networks in neurodegenerative disorders is a recent field of research in functional MRI. Dementia with Lewy bodies (DLB) represents 20% of the neurodegenerative forms of dementia. Fluctuations of cognition and vigilance are the key symptoms of DLB. To date, no dynamic functional connectivity (DFC) investigations of this disorder have been performed. In this paper, we refer to the concept of connectivity state as a piecewise stationary configuration of functional connectivity between brain networks. From this concept, we propose a new method for group-level as well as for subject-level studies to compare and characterize connectivity state changes between a set of resting-state networks (RSNs). Dynamic Bayesian networks, statistical and graph theory-based models, enable one to learn dependencies between interacting state-based processes. Product hidden Markov models (PHMM), an instance of dynamic Bayesian networks, are introduced here to capture both statistical and temporal aspects of DFC of a set of RSNs. This analysis was based on sliding-window cross-correlations between seven RSNs extracted from a group independent component analysis performed on 20 healthy elderly subjects and 16 patients with DLB. Statistical models of DFC differed in patients compared to healthy subjects for the occipito-parieto-frontal network, the medial occipital network and the right fronto-parietal network. In addition, pairwise comparisons of DFC of RSNs revealed a decrease of dependency between these two visual networks (occipito-parieto-frontal and medial occipital networks) and the right fronto-parietal control network. The analysis of DFC state changes thus pointed out networks related to the cognitive functions that are known to be impaired in DLB: visual processing as well as attentional and executive functions. Besides this context, product HMM applied to RSNs cross-correlations offers a promising new approach to investigate structural and temporal aspects of brain DFC.

Integrate and fire neural networks, piecewise contractive maps and limit cycles.

PubMed

Catsigeras, Eleonora; Guiraud, Pierre

2013-09-01

We study the global dynamics of integrate and fire neural networks composed of an arbitrary number of identical neurons interacting by inhibition and excitation. We prove that if the interactions are strong enough, then the support of the stable asymptotic dynamics consists of limit cycles. We also find sufficient conditions for the synchronization of networks containing excitatory neurons. The proofs are based on the analysis of the equivalent dynamics of a piecewise continuous Poincaré map associated to the system. We show that for efficient interactions the Poincaré map is piecewise contractive. Using this contraction property, we prove that there exist a countable number of limit cycles attracting all the orbits dropping into the stable subset of the phase space. This result applies not only to the Poincaré map under study, but also to a wide class of general n-dimensional piecewise contractive maps.

A novel upwind stabilized discontinuous finite element angular framework for deterministic dose calculations in magnetic fields.

PubMed

Yang, R; Zelyak, O; Fallone, B G; St-Aubin, J

2018-01-30

Angular discretization impacts nearly every aspect of a deterministic solution to the linear Boltzmann transport equation, especially in the presence of magnetic fields, as modeled by a streaming operator in angle. In this work a novel stabilization treatment of the magnetic field term is developed for an angular finite element discretization on the unit sphere, specifically involving piecewise partitioning of path integrals along curved element edges into uninterrupted segments of incoming and outgoing flux, with outgoing components updated iteratively. Correct order-of-accuracy for this angular framework is verified using the method of manufactured solutions for linear, quadratic, and cubic basis functions in angle. Higher order basis functions were found to reduce the error especially in strong magnetic fields and low density media. We combine an angular finite element mesh respecting octant boundaries on the unit sphere to spatial Cartesian voxel elements to guarantee an unambiguous transport sweep ordering in space. Accuracy for a dosimetrically challenging scenario involving bone and air in the presence of a 1.5 T parallel magnetic field is validated against the Monte Carlo package GEANT4. Accuracy and relative computational efficiency were investigated for various angular discretization parameters. 32 angular elements with quadratic basis functions yielded a reasonable compromise, with gamma passing rates of 99.96% (96.22%) for a 2%/2 mm (1%/1 mm) criterion. A rotational transformation of the spatial calculation geometry is performed to orient an arbitrary magnetic field vector to be along the z-axis, a requirement for a constant azimuthal angular sweep ordering. Working on the unit sphere, we apply the same rotational transformation to the angular domain to align its octants with the rotated Cartesian mesh. Simulating an oblique 1.5 T magnetic field against GEANT4 yielded gamma passing rates of 99.42% (95.45%) for a 2%/2 mm (1%/1 mm) criterion.

A novel upwind stabilized discontinuous finite element angular framework for deterministic dose calculations in magnetic fields

NASA Astrophysics Data System (ADS)

Yang, R.; Zelyak, O.; Fallone, B. G.; St-Aubin, J.

2018-02-01

Angular discretization impacts nearly every aspect of a deterministic solution to the linear Boltzmann transport equation, especially in the presence of magnetic fields, as modeled by a streaming operator in angle. In this work a novel stabilization treatment of the magnetic field term is developed for an angular finite element discretization on the unit sphere, specifically involving piecewise partitioning of path integrals along curved element edges into uninterrupted segments of incoming and outgoing flux, with outgoing components updated iteratively. Correct order-of-accuracy for this angular framework is verified using the method of manufactured solutions for linear, quadratic, and cubic basis functions in angle. Higher order basis functions were found to reduce the error especially in strong magnetic fields and low density media. We combine an angular finite element mesh respecting octant boundaries on the unit sphere to spatial Cartesian voxel elements to guarantee an unambiguous transport sweep ordering in space. Accuracy for a dosimetrically challenging scenario involving bone and air in the presence of a 1.5 T parallel magnetic field is validated against the Monte Carlo package GEANT4. Accuracy and relative computational efficiency were investigated for various angular discretization parameters. 32 angular elements with quadratic basis functions yielded a reasonable compromise, with gamma passing rates of 99.96% (96.22%) for a 2%/2 mm (1%/1 mm) criterion. A rotational transformation of the spatial calculation geometry is performed to orient an arbitrary magnetic field vector to be along the z-axis, a requirement for a constant azimuthal angular sweep ordering. Working on the unit sphere, we apply the same rotational transformation to the angular domain to align its octants with the rotated Cartesian mesh. Simulating an oblique 1.5 T magnetic field against GEANT4 yielded gamma passing rates of 99.42% (95.45%) for a 2%/2 mm (1%/1 mm) criterion.

Bayesian Inference for Time Trends in Parameter Values using Weighted Evidence Sets

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

D. L. Kelly; A. Malkhasyan

2010-09-01

There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “in-dustry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an applica-tion of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates an approach to incorporating multiple sources of data via applicability weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less

Bayesian Inference for Time Trends in Parameter Values: Case Study for the Ageing PSA Network of the European Commission

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

Dana L. Kelly; Albert Malkhasyan

2010-06-01

There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “industry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an application of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates the development of a generic prior distribution, which incorporates multiple sources of generic data via weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less

Piecewise adiabatic following in non-Hermitian cycling

NASA Astrophysics Data System (ADS)

Gong, Jiangbin; Wang, Qing-hai

2018-05-01

The time evolution of periodically driven non-Hermitian systems is in general nonunitary but can be stable. It is hence of considerable interest to examine the adiabatic following dynamics in periodically driven non-Hermitian systems. We show in this work the possibility of piecewise adiabatic following interrupted by hopping between instantaneous system eigenstates. This phenomenon is first observed in a computational model and then theoretically explained, using an exactly solvable model, in terms of the Stokes phenomenon. In the latter case, the piecewise adiabatic following is shown to be a genuine critical behavior and the precise phase boundary in the parameter space is located. Interestingly, the critical boundary for piecewise adiabatic following is found to be unrelated to the domain for exceptional points. To characterize the adiabatic following dynamics, we also advocate a simple definition of the Aharonov-Anandan (AA) phase for nonunitary cyclic dynamics, which always yields real AA phases. In the slow driving limit, the AA phase reduces to the Berry phase if adiabatic following persists throughout the driving without hopping, but oscillates violently and does not approach any limit in cases of piecewise adiabatic following. This work exposes the rich features of nonunitary dynamics in cases of slow cycling and should stimulate future applications of nonunitary dynamics.

A stochastic method for stand-alone photovoltaic system sizing

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

Cabral, Claudia Valeria Tavora; Filho, Delly Oliveira; Martins, Jose Helvecio

Photovoltaic systems utilize solar energy to generate electrical energy to meet load demands. Optimal sizing of these systems includes the characterization of solar radiation. Solar radiation at the Earth's surface has random characteristics and has been the focus of various academic studies. The objective of this study was to stochastically analyze parameters involved in the sizing of photovoltaic generators and develop a methodology for sizing of stand-alone photovoltaic systems. Energy storage for isolated systems and solar radiation were analyzed stochastically due to their random behavior. For the development of the methodology proposed stochastic analysis were studied including the Markov chainmore » and beta probability density function. The obtained results were compared with those for sizing of stand-alone using from the Sandia method (deterministic), in which the stochastic model presented more reliable values. Both models present advantages and disadvantages; however, the stochastic one is more complex and provides more reliable and realistic results. (author)« less

Bootstrapping Least Squares Estimates in Biochemical Reaction Networks

PubMed Central

Linder, Daniel F.

2015-01-01

The paper proposes new computational methods of computing confidence bounds for the least squares estimates (LSEs) of rate constants in mass-action biochemical reaction network and stochastic epidemic models. Such LSEs are obtained by fitting the set of deterministic ordinary differential equations (ODEs), corresponding to the large volume limit of a reaction network, to network’s partially observed trajectory treated as a continuous-time, pure jump Markov process. In the large volume limit the LSEs are asymptotically Gaussian, but their limiting covariance structure is complicated since it is described by a set of nonlinear ODEs which are often ill-conditioned and numerically unstable. The current paper considers two bootstrap Monte-Carlo procedures, based on the diffusion and linear noise approximations for pure jump processes, which allow one to avoid solving the limiting covariance ODEs. The results are illustrated with both in-silico and real data examples from the LINE 1 gene retrotranscription model and compared with those obtained using other methods. PMID:25898769

An Improved Interacting Multiple Model Filtering Algorithm Based on the Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Zhu, Wei; Wang, Wei; Yuan, Gannan

2016-06-01

In order to improve the tracking accuracy, model estimation accuracy and quick response of multiple model maneuvering target tracking, the interacting multiple models five degree cubature Kalman filter (IMM5CKF) is proposed in this paper. In the proposed algorithm, the interacting multiple models (IMM) algorithm processes all the models through a Markov Chain to simultaneously enhance the model tracking accuracy of target tracking. Then a five degree cubature Kalman filter (5CKF) evaluates the surface integral by a higher but deterministic odd ordered spherical cubature rule to improve the tracking accuracy and the model switch sensitivity of the IMM algorithm. Finally, the simulation results demonstrate that the proposed algorithm exhibits quick and smooth switching when disposing different maneuver models, and it also performs better than the interacting multiple models cubature Kalman filter (IMMCKF), interacting multiple models unscented Kalman filter (IMMUKF), 5CKF and the optimal mode transition matrix IMM (OMTM-IMM).

Quantum demolition filtering and optimal control of unstable systems.

PubMed

Belavkin, V P

2012-11-28

A brief account of the quantum information dynamics and dynamical programming methods for optimal control of quantum unstable systems is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme, we exploit the separation theorem of filtering and control aspects as in the usual case of quantum stable systems with non-demolition observation. This allows us to start with the Belavkin quantum filtering equation generalized to demolition observations and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to Hamiltonian terms in the filtering equation. An unstable controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

Cost-effectiveness of bazedoxifene versus raloxifene in the treatment of postmenopausal women in Spain

PubMed Central

Darbà, Josep; Pérez-Álvarez, Nuria; Kaskens, Lisette; Holgado-Pérez, Susana; Racketa, Jill; Rejas, Javier

2013-01-01

Background The purpose of this study was to assess the cost-effectiveness of bazedoxifene and raloxifene for prevention of vertebral and nonvertebral fractures among postmenopausal Spanish women aged 55–82 years with established osteoporosis and a high fracture risk. Methods A Markov model was developed to represent the transition of a cohort of postmenopausal osteoporotic women through different health states, ie, patients free of fractures, patients with vertebral or nonvertebral fractures, and patients recovered from a fracture. Efficacy data for bazedoxifene were obtained from the Osteoporosis Study. The perspective of the Spanish National Health Service was chosen with a time horizon of 27 years. Costs were reported in 2010 Euros. Deterministic results were presented as expected cost per quality-adjusted life-year (QALY), and probabilistic results were represented in cost-effectiveness planes. Results In deterministic analysis, the expected cost per patient was higher in the raloxifene cohort (€13,881) than in the bazedoxifene cohort (€13,436). QALYs gained were slightly higher in the bazedoxifene cohort (14.56 versus 14.54). Results from probabilistic sensitivity analysis showed that bazedoxifene has a slightly higher probability of being cost-effective for all threshold values independent of the maximum that the National Health Service is willing to pay per additional QALY. Conclusion Bazedoxifene was shown to be a cost-effective treatment option for the prevention of fractures in Spanish women with postmenopausal osteoporosis and a high fracture risk. When comparing bazedoxifene with raloxifene, it may be concluded that the former is the dominant strategy. PMID:23882153

Clinical and economic benefit of enzymatic debridement of pressure ulcers compared to autolytic debridement with a hydrogel dressing.

PubMed

Waycaster, Curtis; Milne, Catherine T

2013-07-01

The purpose of this study was to determine the cost-effectiveness of enzymatic debridement using collagenase relative to autolytic debridement with a hydrogel dressing for the treatment of pressure ulcers. A 3-stage Markov model was used to determine the expected costs and outcomes of wound care for collagenase and hydrogel dressings. Outcome data used in the analysis were taken from a randomized clinical trial that directly compared collagenase and hydrogel dressings. The primary outcome in the clinical trial was the proportion of patients achieving a closed epithelialized wound. Transition probabilities for the Markov states were estimated from the clinical trial. A 1-year time horizon was used to determine the expected number of closed wound days and the expected costs for the two alternative debridement therapies. Resource utilization was based on the wound care treatment regimen used in the clinical trial. Resource costs were derived from standard cost references and medical supply wholesalers. The economic perspective taken was that of the long-term care facility. No cost discounting was performed due to the short time horizon of the analysis. A deterministic sensitivity analysis was conducted to analyze economic uncertainty. The number of expected wound days for the collagenase and hydrogel cohorts are estimated at 48 and 147, respectively. The expected direct cost per patient for pressure ulcer care was $2003 for collagenase and $5480 for hydrogel debridement. The number of closed wound days was 1.5-times higher for collagenase (317 vs 218 days) than with the hydrogel. The estimated cost/closed wound day was 4-times higher for the hydrogel ($25) vs collagenase ($6). In this Markov model based on a randomized trial of pressure ulcer care in a long-term care setting collagenase debridement was economically dominant over autolytic debridement, yielding better outcomes at a lower total cost. Since it was a single institution study with a small sample size, the results should be interpreted with caution. Specifically, the findings may not necessarily be generalized to other hydrogel dressings, healthcare settings, age groups, or to wounds of other etiologies.

A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

2018-04-01

This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.

Continuous piecewise-linear, reduced-order electrochemical model for lithium-ion batteries in real-time applications

NASA Astrophysics Data System (ADS)

Farag, Mohammed; Fleckenstein, Matthias; Habibi, Saeid

2017-02-01

Model-order reduction and minimization of the CPU run-time while maintaining the model accuracy are critical requirements for real-time implementation of lithium-ion electrochemical battery models. In this paper, an isothermal, continuous, piecewise-linear, electrode-average model is developed by using an optimal knot placement technique. The proposed model reduces the univariate nonlinear function of the electrode's open circuit potential dependence on the state of charge to continuous piecewise regions. The parameterization experiments were chosen to provide a trade-off between extensive experimental characterization techniques and purely identifying all parameters using optimization techniques. The model is then parameterized in each continuous, piecewise-linear, region. Applying the proposed technique cuts down the CPU run-time by around 20%, compared to the reduced-order, electrode-average model. Finally, the model validation against real-time driving profiles (FTP-72, WLTP) demonstrates the ability of the model to predict the cell voltage accurately with less than 2% error.

On High-Order Upwind Methods for Advection

NASA Technical Reports Server (NTRS)

Huynh, H. T.

2017-01-01

In the fourth installment of the celebrated series of five papers entitled "Towards the ultimate conservative difference scheme", Van Leer (1977) introduced five schemes for advection, the first three are piecewise linear, and the last two, piecewise parabolic. Among the five, scheme I, which is the least accurate, extends with relative ease to systems of equations in multiple dimensions. As a result, it became the most popular and is widely known as the MUSCL scheme (monotone upstream-centered schemes for conservation laws). Schemes III and V have the same accuracy, are the most accurate, and are closely related to current high-order methods. Scheme III uses a piecewise linear approximation that is discontinuous across cells, and can be considered as a precursor of the discontinuous Galerkin methods. Scheme V employs a piecewise quadratic approximation that is, as opposed to the case of scheme III, continuous across cells. This method is the basis for the on-going "active flux scheme" developed by Roe and collaborators. Here, schemes III and V are shown to be equivalent in the sense that they yield identical (reconstructed) solutions, provided the initial condition for scheme III is defined from that of scheme V in a manner dependent on the CFL number. This equivalence is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The finding also shows a key connection between the approaches of discontinuous and continuous polynomial approximations. In addition to the discussed equivalence, a framework using both projection and interpolation that extends schemes III and V into a single family of high-order schemes is introduced. For these high-order extensions, it is demonstrated via Fourier analysis that schemes with the same number of degrees of freedom ?? per cell, in spite of the different piecewise polynomial degrees, share the same sets of eigenvalues and thus, have the same stability and accuracy. Moreover, these schemes are accurate to order 2??-1, which is higher than the expected order of ??.

Robust Neighboring Optimal Guidance for the Advanced Launch System

NASA Technical Reports Server (NTRS)

Hull, David G.

1993-01-01

In recent years, optimization has become an engineering tool through the availability of numerous successful nonlinear programming codes. Optimal control problems are converted into parameter optimization (nonlinear programming) problems by assuming the control to be piecewise linear, making the unknowns the nodes or junction points of the linear control segments. Once the optimal piecewise linear control (suboptimal) control is known, a guidance law for operating near the suboptimal path is the neighboring optimal piecewise linear control (neighboring suboptimal control). Research conducted under this grant has been directed toward the investigation of neighboring suboptimal control as a guidance scheme for an advanced launch system.

Near constant-time optimal piecewise LDR to HDR inverse tone mapping

NASA Astrophysics Data System (ADS)

Chen, Qian; Su, Guan-Ming; Yin, Peng

2015-02-01

In a backward compatible HDR image/video compression, it is a general approach to reconstruct HDR from compressed LDR as a prediction to original HDR, which is referred to as inverse tone mapping. Experimental results show that 2- piecewise 2nd order polynomial has the best mapping accuracy than 1 piece high order or 2-piecewise linear, but it is also the most time-consuming method because to find the optimal pivot point to split LDR range to 2 pieces requires exhaustive search. In this paper, we propose a fast algorithm that completes optimal 2-piecewise 2nd order polynomial inverse tone mapping in near constant time without quality degradation. We observe that in least square solution, each entry in the intermediate matrix can be written as the sum of some basic terms, which can be pre-calculated into look-up tables. Since solving the matrix becomes looking up values in tables, computation time barely differs regardless of the number of points searched. Hence, we can carry out the most thorough pivot point search to find the optimal pivot that minimizes MSE in near constant time. Experiment shows that our proposed method achieves the same PSNR performance while saving 60 times computation time compared to the traditional exhaustive search in 2-piecewise 2nd order polynomial inverse tone mapping with continuous constraint.

Semiparametric methods for estimation of a nonlinear exposure-outcome relationship using instrumental variables with application to Mendelian randomization.

PubMed

Staley, James R; Burgess, Stephen

2017-05-01

Mendelian randomization, the use of genetic variants as instrumental variables (IV), can test for and estimate the causal effect of an exposure on an outcome. Most IV methods assume that the function relating the exposure to the expected value of the outcome (the exposure-outcome relationship) is linear. However, in practice, this assumption may not hold. Indeed, often the primary question of interest is to assess the shape of this relationship. We present two novel IV methods for investigating the shape of the exposure-outcome relationship: a fractional polynomial method and a piecewise linear method. We divide the population into strata using the exposure distribution, and estimate a causal effect, referred to as a localized average causal effect (LACE), in each stratum of population. The fractional polynomial method performs metaregression on these LACE estimates. The piecewise linear method estimates a continuous piecewise linear function, the gradient of which is the LACE estimate in each stratum. Both methods were demonstrated in a simulation study to estimate the true exposure-outcome relationship well, particularly when the relationship was a fractional polynomial (for the fractional polynomial method) or was piecewise linear (for the piecewise linear method). The methods were used to investigate the shape of relationship of body mass index with systolic blood pressure and diastolic blood pressure. © 2017 The Authors Genetic Epidemiology Published by Wiley Periodicals, Inc.

Semiparametric methods for estimation of a nonlinear exposure‐outcome relationship using instrumental variables with application to Mendelian randomization

PubMed Central

Staley, James R.

2017-01-01

ABSTRACT Mendelian randomization, the use of genetic variants as instrumental variables (IV), can test for and estimate the causal effect of an exposure on an outcome. Most IV methods assume that the function relating the exposure to the expected value of the outcome (the exposure‐outcome relationship) is linear. However, in practice, this assumption may not hold. Indeed, often the primary question of interest is to assess the shape of this relationship. We present two novel IV methods for investigating the shape of the exposure‐outcome relationship: a fractional polynomial method and a piecewise linear method. We divide the population into strata using the exposure distribution, and estimate a causal effect, referred to as a localized average causal effect (LACE), in each stratum of population. The fractional polynomial method performs metaregression on these LACE estimates. The piecewise linear method estimates a continuous piecewise linear function, the gradient of which is the LACE estimate in each stratum. Both methods were demonstrated in a simulation study to estimate the true exposure‐outcome relationship well, particularly when the relationship was a fractional polynomial (for the fractional polynomial method) or was piecewise linear (for the piecewise linear method). The methods were used to investigate the shape of relationship of body mass index with systolic blood pressure and diastolic blood pressure. PMID:28317167

Class Identification Efficacy in Piecewise GMM with Unknown Turning Points

ERIC Educational Resources Information Center

Ning, Ling; Luo, Wen

2018-01-01

Piecewise GMM with unknown turning points is a new procedure to investigate heterogeneous subpopulations' growth trajectories consisting of distinct developmental phases. Unlike the conventional PGMM, which relies on theory or experiment design to specify turning points a priori, the new procedure allows for an optimal location of turning points…

Tell a Piecewise Story

ERIC Educational Resources Information Center

Sinclair, Nathalie; Armstrong, Alayne

2011-01-01

Piecewise linear functions and story graphs are concepts usually associated with algebra, but in the authors' classroom, they found success teaching this topic in a distinctly geometrical manner. The focus of the approach was less on learning geometric concepts and more on using spatial and kinetic reasoning. It not only supports the learning of…

Virtual Estimator for Piecewise Linear Systems Based on Observability Analysis

PubMed Central

Morales-Morales, Cornelio; Adam-Medina, Manuel; Cervantes, Ilse; Vela-Valdés and, Luis G.; García Beltrán, Carlos Daniel

2013-01-01

This article proposes a virtual sensor for piecewise linear systems based on observability analysis that is in function of a commutation law related with the system's outpu. This virtual sensor is also known as a state estimator. Besides, it presents a detector of active mode when the commutation sequences of each linear subsystem are arbitrary and unknown. For the previous, this article proposes a set of virtual estimators that discern the commutation paths of the system and allow estimating their output. In this work a methodology in order to test the observability for piecewise linear systems with discrete time is proposed. An academic example is presented to show the obtained results. PMID:23447007

Examining the Earnings Trajectories of Community College Students Using a Piecewise Growth Curve Modeling Approach

ERIC Educational Resources Information Center

Jaggars, Shanna Smith; Xu, Di

2016-01-01

Policymakers have become increasingly concerned with measuring--and holding colleges accountable for--students' labor market outcomes. In this article we introduce a piecewise growth curve approach to analyzing community college students' labor market outcomes, and we discuss how this approach differs from two popular econometric approaches:…

Harmonics analysis of the ITER poloidal field converter based on a piecewise method

NASA Astrophysics Data System (ADS)

Xudong, WANG; Liuwei, XU; Peng, FU; Ji, LI; Yanan, WU

2017-12-01

Poloidal field (PF) converters provide controlled DC voltage and current to PF coils. The many harmonics generated by the PF converter flow into the power grid and seriously affect power systems and electric equipment. Due to the complexity of the system, the traditional integral operation in Fourier analysis is complicated and inaccurate. This paper presents a piecewise method to calculate the harmonics of the ITER PF converter. The relationship between the grid input current and the DC output current of the ITER PF converter is deduced. The grid current is decomposed into the sum of some simple functions. By calculating simple function harmonics based on the piecewise method, the harmonics of the PF converter under different operation modes are obtained. In order to examine the validity of the method, a simulation model is established based on Matlab/Simulink and a relevant experiment is implemented in the ITER PF integration test platform. Comparative results are given. The calculated results are found to be consistent with simulation and experiment. The piecewise method is proved correct and valid for calculating the system harmonics.

Filter-based multiscale entropy analysis of complex physiological time series.

PubMed

Xu, Yuesheng; Zhao, Liang

2013-08-01

Multiscale entropy (MSE) has been widely and successfully used in analyzing the complexity of physiological time series. We reinterpret the averaging process in MSE as filtering a time series by a filter of a piecewise constant type. From this viewpoint, we introduce filter-based multiscale entropy (FME), which filters a time series to generate multiple frequency components, and then we compute the blockwise entropy of the resulting components. By choosing filters adapted to the feature of a given time series, FME is able to better capture its multiscale information and to provide more flexibility for studying its complexity. Motivated by the heart rate turbulence theory, which suggests that the human heartbeat interval time series can be described in piecewise linear patterns, we propose piecewise linear filter multiscale entropy (PLFME) for the complexity analysis of the time series. Numerical results from PLFME are more robust to data of various lengths than those from MSE. The numerical performance of the adaptive piecewise constant filter multiscale entropy without prior information is comparable to that of PLFME, whose design takes prior information into account.

Piecewise convexity of artificial neural networks.

PubMed

Rister, Blaine; Rubin, Daniel L

2017-10-01

Although artificial neural networks have shown great promise in applications including computer vision and speech recognition, there remains considerable practical and theoretical difficulty in optimizing their parameters. The seemingly unreasonable success of gradient descent methods in minimizing these non-convex functions remains poorly understood. In this work we offer some theoretical guarantees for networks with piecewise affine activation functions, which have in recent years become the norm. We prove three main results. First, that the network is piecewise convex as a function of the input data. Second, that the network, considered as a function of the parameters in a single layer, all others held constant, is again piecewise convex. Third, that the network as a function of all its parameters is piecewise multi-convex, a generalization of biconvexity. From here we characterize the local minima and stationary points of the training objective, showing that they minimize the objective on certain subsets of the parameter space. We then analyze the performance of two optimization algorithms on multi-convex problems: gradient descent, and a method which repeatedly solves a number of convex sub-problems. We prove necessary convergence conditions for the first algorithm and both necessary and sufficient conditions for the second, after introducing regularization to the objective. Finally, we remark on the remaining difficulty of the global optimization problem. Under the squared error objective, we show that by varying the training data, a single rectifier neuron admits local minima arbitrarily far apart, both in objective value and parameter space. Copyright © 2017 Elsevier Ltd. All rights reserved.

Preparation of name and address data for record linkage using hidden Markov models

PubMed Central

Churches, Tim; Christen, Peter; Lim, Kim; Zhu, Justin Xi

2002-01-01

Background Record linkage refers to the process of joining records that relate to the same entity or event in one or more data collections. In the absence of a shared, unique key, record linkage involves the comparison of ensembles of partially-identifying, non-unique data items between pairs of records. Data items with variable formats, such as names and addresses, need to be transformed and normalised in order to validly carry out these comparisons. Traditionally, deterministic rule-based data processing systems have been used to carry out this pre-processing, which is commonly referred to as "standardisation". This paper describes an alternative approach to standardisation, using a combination of lexicon-based tokenisation and probabilistic hidden Markov models (HMMs). Methods HMMs were trained to standardise typical Australian name and address data drawn from a range of health data collections. The accuracy of the results was compared to that produced by rule-based systems. Results Training of HMMs was found to be quick and did not require any specialised skills. For addresses, HMMs produced equal or better standardisation accuracy than a widely-used rule-based system. However, acccuracy was worse when used with simpler name data. Possible reasons for this poorer performance are discussed. Conclusion Lexicon-based tokenisation and HMMs provide a viable and effort-effective alternative to rule-based systems for pre-processing more complex variably formatted data such as addresses. Further work is required to improve the performance of this approach with simpler data such as names. Software which implements the methods described in this paper is freely available under an open source license for other researchers to use and improve. PMID:12482326

Cost-effectiveness analysis of neurocognitive-sparing treatments for brain metastases.

PubMed

Savitz, Samuel T; Chen, Ronald C; Sher, David J

2015-12-01

Decisions regarding how to treat patients who have 1 to 3 brain metastases require important tradeoffs between controlling recurrences, side effects, and costs. In this analysis, the authors compared novel treatments versus usual care to determine the incremental cost-effectiveness ratio from a payer's (Medicare) perspective. Cost-effectiveness was evaluated using a microsimulation of a Markov model for 60 one-month cycles. The model used 4 simulated cohorts of patients aged 65 years with 1 to 3 brain metastases. The 4 cohorts had a median survival of 3, 6, 12, and 24 months to test the sensitivity of the model to different prognoses. The treatment alternatives evaluated included stereotactic radiosurgery (SRS) with 3 variants of salvage after recurrence (whole-brain radiotherapy [WBRT], hippocampal avoidance WBRT [HA-WBRT], SRS plus WBRT, and SRS plus HA-WBRT). The findings were tested for robustness using probabilistic and deterministic sensitivity analyses. Traditional radiation therapies remained cost-effective for patients in the 3-month and 6-month cohorts. In the cohorts with longer median survival, HA-WBRT and SRS plus HA-WBRT became cost-effective relative to traditional treatments. When the treatments that involved HA-WBRT were excluded, either SRS alone or SRS plus WBRT was cost-effective relative to WBRT alone. The deterministic and probabilistic sensitivity analyses confirmed the robustness of these results. HA-WBRT and SRS plus HA-WBRT were cost-effective for 2 of the 4 cohorts, demonstrating the value of controlling late brain toxicity with this novel therapy. Cost-effectiveness depended on patient life expectancy. SRS was cost-effective in the cohorts with short prognoses (3 and 6 months), whereas HA-WBRT and SRS plus HA-WBRT were cost-effective in the cohorts with longer prognoses (12 and 24 months). © 2015 American Cancer Society.

Cost-effectiveness analysis of two treatment strategies for chronic hepatitis C before and after access to direct-acting antivirals in Spain.

PubMed

Turnes, Juan; Domínguez-Hernández, Raquel; Casado, Miguel Ángel

To evaluate the cost-effectiveness of a strategy based on direct-acting antivirals (DAAs) following the marketing of simeprevir and sofosbuvir (post-DAA) versus a pre-direct-acting antiviral strategy (pre-DAA) in patients with chronic hepatitis C, from the perspective of the Spanish National Health System. A decision tree combined with a Markov model was used to estimate the direct health costs (€, 2016) and health outcomes (quality-adjusted life years, QALYs) throughout the patient's life, with an annual discount rate of 3%. The sustained virological response, percentage of patients treated or not treated in each strategy, clinical characteristics of the patients, annual likelihood of transition, costs of treating and managing the disease, and utilities were obtained from the literature. The cost-effectiveness analysis was expressed as an incremental cost-effectiveness ratio (incremental cost per QALY gained). A deterministic sensitivity analysis and a probabilistic sensitivity analysis were performed. The post-DAA strategy showed higher health costs per patient (€30,944 vs. €23,707) than the pre-DAA strategy. However, it was associated with an increase of QALYs gained (15.79 vs. 12.83), showing an incremental cost-effectiveness ratio of €2,439 per QALY. The deterministic sensitivity analysis and the probabilistic sensitivity analysis showed the robustness of the results, with the post-DAA strategy being cost-effective in 99% of cases compared to the pre-DAA strategy. Compared to the pre-DAA strategy, the post-DAA strategy is efficient for the treatment of chronic hepatitis C in Spain, resulting in a much lower cost per QALY than the efficiency threshold used in Spain (€30,000 per QALY). Copyright © 2017 Elsevier España, S.L.U., AEEH y AEG. All rights reserved.

Cost-Effectiveness of Pertuzumab in Human Epidermal Growth Factor Receptor 2–Positive Metastatic Breast Cancer

PubMed Central

Qian, Yushen; Pollom, Erqi L.; King, Martin T.; Dudley, Sara A.; Shaffer, Jenny L.; Chang, Daniel T.; Gibbs, Iris C.; Goldhaber-Fiebert, Jeremy D.; Horst, Kathleen C.

2016-01-01

Purpose The Clinical Evaluation of Pertuzumab and Trastuzumab (CLEOPATRA) study showed a 15.7-month survival benefit with the addition of pertuzumab to docetaxel and trastuzumab (THP) as first-line treatment for patients with human epidermal growth factor receptor 2 (HER2) –overexpressing metastatic breast cancer. We performed a cost-effectiveness analysis to assess the value of adding pertuzumab. Patient and Methods We developed a decision-analytic Markov model to evaluate the cost effectiveness of docetaxel plus trastuzumab (TH) with or without pertuzumab in US patients with metastatic breast cancer. The model followed patients weekly over their remaining lifetimes. Health states included stable disease, progressing disease, hospice, and death. Transition probabilities were based on the CLEOPATRA study. Costs reflected the 2014 Medicare rates. Health state utilities were the same as those used in other recent cost-effectiveness studies of trastuzumab and pertuzumab. Outcomes included health benefits expressed as discounted quality-adjusted life-years (QALYs), costs in US dollars, and cost effectiveness expressed as an incremental cost-effectiveness ratio. One- and multiway deterministic and probabilistic sensitivity analyses explored the effects of specific assumptions. Results Modeled median survival was 39.4 months for TH and 56.9 months for THP. The addition of pertuzumab resulted in an additional 1.81 life-years gained, or 0.62 QALYs, at a cost of $472,668 per QALY gained. Deterministic sensitivity analysis showed that THP is unlikely to be cost effective even under the most favorable assumptions, and probabilistic sensitivity analysis predicted 0% chance of cost effectiveness at a willingness to pay of $100,000 per QALY gained. Conclusion THP in patients with metastatic HER2-positive breast cancer is unlikely to be cost effective in the United States. PMID:26351332

Cost Effectiveness of Ofatumumab Plus Chlorambucil in First-Line Chronic Lymphocytic Leukaemia in Canada.

PubMed

Herring, William; Pearson, Isobel; Purser, Molly; Nakhaipour, Hamid Reza; Haiderali, Amin; Wolowacz, Sorrel; Jayasundara, Kavisha

2016-01-01

Our objective was to estimate the cost effectiveness of ofatumumab plus chlorambucil (OChl) versus chlorambucil in patients with chronic lymphocytic leukaemia for whom fludarabine-based therapies are considered inappropriate from the perspective of the publicly funded healthcare system in Canada. A semi-Markov model (3-month cycle length) used survival curves to govern progression-free survival (PFS) and overall survival (OS). Efficacy and safety data and health-state utility values were estimated from the COMPLEMENT-1 trial. Post-progression treatment patterns were based on clinical guidelines, Canadian treatment practices and published literature. Total and incremental expected lifetime costs (in Canadian dollars [$Can], year 2013 values), life-years and quality-adjusted life-years (QALYs) were computed. Uncertainty was assessed via deterministic and probabilistic sensitivity analyses. The discounted lifetime health and economic outcomes estimated by the model showed that, compared with chlorambucil, first-line treatment with OChl led to an increase in QALYs (0.41) and total costs ($Can27,866) and to an incremental cost-effectiveness ratio (ICER) of $Can68,647 per QALY gained. In deterministic sensitivity analyses, the ICER was most sensitive to the modelling time horizon and to the extrapolation of OS treatment effects beyond the trial duration. In probabilistic sensitivity analysis, the probability of cost effectiveness at a willingness-to-pay threshold of $Can100,000 per QALY gained was 59 %. Base-case results indicated that improved overall response and PFS for OChl compared with chlorambucil translated to improved quality-adjusted life expectancy. Sensitivity analysis suggested that OChl is likely to be cost effective subject to uncertainty associated with the presence of any long-term OS benefit and the model time horizon.

Probabilistic inversion of electrical resistivity data from bench-scale experiments: On model parameterization for CO2 sequestration monitoring

NASA Astrophysics Data System (ADS)

Breen, S. J.; Lochbuehler, T.; Detwiler, R. L.; Linde, N.

2013-12-01

Electrical resistivity tomography (ERT) is a well-established method for geophysical characterization and has shown potential for monitoring geologic CO2 sequestration, due to its sensitivity to electrical resistivity contrasts generated by liquid/gas saturation variability. In contrast to deterministic ERT inversion approaches, probabilistic inversion provides not only a single saturation model but a full posterior probability density function for each model parameter. Furthermore, the uncertainty inherent in the underlying petrophysics (e.g., Archie's Law) can be incorporated in a straightforward manner. In this study, the data are from bench-scale ERT experiments conducted during gas injection into a quasi-2D (1 cm thick), translucent, brine-saturated sand chamber with a packing that mimics a simple anticlinal geological reservoir. We estimate saturation fields by Markov chain Monte Carlo sampling with the MT-DREAM(ZS) algorithm and compare them quantitatively to independent saturation measurements from a light transmission technique, as well as results from deterministic inversions. Different model parameterizations are evaluated in terms of the recovered saturation fields and petrophysical parameters. The saturation field is parameterized (1) in cartesian coordinates, (2) by means of its discrete cosine transform coefficients, and (3) by fixed saturation values and gradients in structural elements defined by a gaussian bell of arbitrary shape and location. Synthetic tests reveal that a priori knowledge about the expected geologic structures (as in parameterization (3)) markedly improves the parameter estimates. The number of degrees of freedom thus strongly affects the inversion results. In an additional step, we explore the effects of assuming that the total volume of injected gas is known a priori and that no gas has migrated away from the monitored region.

What Can Tobit-Piecewise Regression Tell Us about the Determinants of Household Educational Debt?

ERIC Educational Resources Information Center

Thipbharos, Titirut

2014-01-01

Educational debt as part of household debt remains a problem for Thailand. The significant factors of household characteristics with regard to educational debt are shown by constructing a Tobit-piecewise regression for three different clusters, namely poor, middle and affluent households in Thailand. It was found that household debt is likely to…

Examining the Earnings Trajectories of Community College Students Using a Piecewise Growth Curve Modeling Approach. A CAPSEE Working Paper

ERIC Educational Resources Information Center

Jaggars, Shanna Smith; Xu, Di

2015-01-01

Policymakers have become increasingly concerned with measuring--and holding colleges accountable for--students' labor market outcomes. In this paper we introduce a piecewise growth curve approach to analyzing community college students' labor market outcomes, and we discuss how this approach differs from Mincerian and fixed-effects approaches. Our…

Conventional and Piecewise Growth Modeling Techniques: Applications and Implications for Investigating Head Start Children's Early Literacy Learning

ERIC Educational Resources Information Center

Hindman, Annemarie H.; Cromley, Jennifer G.; Skibbe, Lori E.; Miller, Alison L.

2011-01-01

This article reviews the mechanics of conventional and piecewise growth models to demonstrate the unique affordances of each technique for examining the nature and predictors of children's early literacy learning during the transition from preschool through first grade. Using the nationally representative Family and Child Experiences Survey…

Discretized energy minimization in a wave guide with point sources

NASA Technical Reports Server (NTRS)

Propst, G.

1994-01-01

An anti-noise problem on a finite time interval is solved by minimization of a quadratic functional on the Hilbert space of square integrable controls. To this end, the one-dimensional wave equation with point sources and pointwise reflecting boundary conditions is decomposed into a system for the two propagating components of waves. Wellposedness of this system is proved for a class of data that includes piecewise linear initial conditions and piecewise constant forcing functions. It is shown that for such data the optimal piecewise constant control is the solution of a sparse linear system. Methods for its computational treatment are presented as well as examples of their applicability. The convergence of discrete approximations to the general optimization problem is demonstrated by finite element methods.

Limit Cycle Bifurcations by Perturbing a Piecewise Hamiltonian System with a Double Homoclinic Loop

NASA Astrophysics Data System (ADS)

Xiong, Yanqin

2016-06-01

This paper is concerned with the bifurcation problem of limit cycles by perturbing a piecewise Hamiltonian system with a double homoclinic loop. First, the derivative of the first Melnikov function is provided. Then, we use it, together with the analytic method, to derive the asymptotic expansion of the first Melnikov function near the loop. Meanwhile, we present the first coefficients in the expansion, which can be applied to study the limit cycle bifurcation near the loop. We give sufficient conditions for this system to have 14 limit cycles in the neighborhood of the loop. As an application, a piecewise polynomial Liénard system is investigated, finding six limit cycles with the help of the obtained method.

Quasi-conformal mapping with genetic algorithms applied to coordinate transformations

NASA Astrophysics Data System (ADS)

González-Matesanz, F. J.; Malpica, J. A.

2006-11-01

In this paper, piecewise conformal mapping for the transformation of geodetic coordinates is studied. An algorithm, which is an improved version of a previous algorithm published by Lippus [2004a. On some properties of piecewise conformal mappings. Eesti NSV Teaduste Akademmia Toimetised Füüsika-Matemaakika 53, 92-98; 2004b. Transformation of coordinates using piecewise conformal mapping. Journal of Geodesy 78 (1-2), 40] is presented; the improvement comes from using a genetic algorithm to partition the complex plane into convex polygons, whereas the original one did so manually. As a case study, the method is applied to the transformation of the Spanish datum ED50 and ETRS89, and both its advantages and disadvantages are discussed herein.

The ZpiM algorithm: a method for interferometric image reconstruction in SAR/SAS.

PubMed

Dias, José M B; Leitao, José M N

2002-01-01

This paper presents an effective algorithm for absolute phase (not simply modulo-2-pi) estimation from incomplete, noisy and modulo-2pi observations in interferometric aperture radar and sonar (InSAR/InSAS). The adopted framework is also representative of other applications such as optical interferometry, magnetic resonance imaging and diffraction tomography. The Bayesian viewpoint is adopted; the observation density is 2-pi-periodic and accounts for the interferometric pair decorrelation and system noise; the a priori probability of the absolute phase is modeled by a compound Gauss-Markov random field (CGMRF) tailored to piecewise smooth absolute phase images. We propose an iterative scheme for the computation of the maximum a posteriori probability (MAP) absolute phase estimate. Each iteration embodies a discrete optimization step (Z-step), implemented by network programming techniques and an iterative conditional modes (ICM) step (pi-step). Accordingly, the algorithm is termed ZpiM, where the letter M stands for maximization. An important contribution of the paper is the simultaneous implementation of phase unwrapping (inference of the 2pi-multiples) and smoothing (denoising of the observations). This improves considerably the accuracy of the absolute phase estimates compared to methods in which the data is low-pass filtered prior to unwrapping. A set of experimental results, comparing the proposed algorithm with alternative methods, illustrates the effectiveness of our approach.

Mode identification using stochastic hybrid models with applications to conflict detection and resolution

NASA Astrophysics Data System (ADS)

Naseri Kouzehgarani, Asal

2009-12-01

Most models of aircraft trajectories are non-linear and stochastic in nature; and their internal parameters are often poorly defined. The ability to model, simulate and analyze realistic air traffic management conflict detection scenarios in a scalable, composable, multi-aircraft fashion is an extremely difficult endeavor. Accurate techniques for aircraft mode detection are critical in order to enable the precise projection of aircraft conflicts, and for the enactment of altitude separation resolution strategies. Conflict detection is an inherently probabilistic endeavor; our ability to detect conflicts in a timely and accurate manner over a fixed time horizon is traded off against the increased human workload created by false alarms---that is, situations that would not develop into an actual conflict, or would resolve naturally in the appropriate time horizon-thereby introducing a measure of probabilistic uncertainty in any decision aid fashioned to assist air traffic controllers. The interaction of the continuous dynamics of the aircraft, used for prediction purposes, with the discrete conflict detection logic gives rise to the hybrid nature of the overall system. The introduction of the probabilistic element, common to decision alerting and aiding devices, places the conflict detection and resolution problem in the domain of probabilistic hybrid phenomena. A hidden Markov model (HMM) has two stochastic components: a finite-state Markov chain and a finite set of output probability distributions. In other words an unobservable stochastic process (hidden) that can only be observed through another set of stochastic processes that generate the sequence of observations. The problem of self separation in distributed air traffic management reduces to the ability of aircraft to communicate state information to neighboring aircraft, as well as model the evolution of aircraft trajectories between communications, in the presence of probabilistic uncertain dynamics as well as partially observable and uncertain data. We introduce the Hybrid Hidden Markov Modeling (HHMM) formalism to enable the prediction of the stochastic aircraft states (and thus, potential conflicts), by combining elements of the probabilistic timed input output automaton and the partially observable Markov decision process frameworks, along with the novel addition of a Markovian scheduler to remove the non-deterministic elements arising from the enabling of several actions simultaneously. Comparisons of aircraft in level, climbing/descending and turning flight are performed, and unknown flight track data is evaluated probabilistically against the tuned model in order to assess the effectiveness of the model in detecting the switch between multiple flight modes for a given aircraft. This also allows for the generation of probabilistic distribution over the execution traces of the hybrid hidden Markov model, which then enables the prediction of the states of aircraft based on partially observable and uncertain data. Based on the composition properties of the HHMM, we study a decentralized air traffic system where aircraft are moving along streams and can perform cruise, accelerate, climb and turn maneuvers. We develop a common decentralized policy for conflict avoidance with spatially distributed agents (aircraft in the sky) and assure its safety properties via correctness proofs.

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

Estimation of economic values for traits of dairy sheep: I. Model development.

PubMed

Wolfová, M; Wolf, J; Krupová, Z; Kica, J

2009-05-01

A bioeconomic model was developed to estimate effects of change in production and functional traits on profit of dairy or dual-purpose milked sheep under alternative management systems. The flock structure was described in terms of animal categories and probabilities of transitions among them, and a Markov chain approach was used to calculate the stationary state of the resultant ewe flock. The model included both deterministic and stochastic components. Performance for most traits was simulated as the population average, but variation in several traits was taken into account. Management options included lambing intervals, mating system, and culling strategy for ewes, weaning and marketing strategy for progeny, and feeding system. The present value of profit computed as the difference between total revenues and total costs per ewe per year, both discounted to the birth date of the animals, was used as the criterion for economic efficiency of the production system in the stationary state. Economic values (change in system profit per unit change in the trait) of up to 35 milk production, growth, carcass, wool, and functional traits may be estimated.

Cost and Precision of Brownian Clocks

NASA Astrophysics Data System (ADS)

Barato, Andre C.; Seifert, Udo

2016-10-01

Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle, thus regulating some oscillatory behavior in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In the nonequilibrium steady state of the resulting bipartite Markov process, the uncertainty of the clock can be deduced from the calculable dispersion of a corresponding current.

Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics

NASA Astrophysics Data System (ADS)

Belavkin, V. P.

2009-02-01

A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

A Bayesian network for modelling blood glucose concentration and exercise in type 1 diabetes.

PubMed

Ewings, Sean M; Sahu, Sujit K; Valletta, John J; Byrne, Christopher D; Chipperfield, Andrew J

2015-06-01

This article presents a new statistical approach to analysing the effects of everyday physical activity on blood glucose concentration in people with type 1 diabetes. A physiologically based model of blood glucose dynamics is developed to cope with frequently sampled data on food, insulin and habitual physical activity; the model is then converted to a Bayesian network to account for measurement error and variability in the physiological processes. A simulation study is conducted to determine the feasibility of using Markov chain Monte Carlo methods for simultaneous estimation of all model parameters and prediction of blood glucose concentration. Although there are problems with parameter identification in a minority of cases, most parameters can be estimated without bias. Predictive performance is unaffected by parameter misspecification and is insensitive to misleading prior distributions. This article highlights important practical and theoretical issues not previously addressed in the quest for an artificial pancreas as treatment for type 1 diabetes. The proposed methods represent a new paradigm for analysis of deterministic mathematical models of blood glucose concentration. © The Author(s) 2014 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

Piecewise linear emulator of the nonlinear Schrödinger equation and the resulting analytic solutions for Bose-Einstein condensates.

PubMed

Theodorakis, Stavros

2003-06-01

We emulate the cubic term Psi(3) in the nonlinear Schrödinger equation by a piecewise linear term, thus reducing the problem to a set of uncoupled linear inhomogeneous differential equations. The resulting analytic expressions constitute an excellent approximation to the exact solutions, as is explicitly shown in the case of the kink, the vortex, and a delta function trap. Such a piecewise linear emulation can be used for any differential equation where the only nonlinearity is a Psi(3) one. In particular, it can be used for the nonlinear Schrödinger equation in the presence of harmonic traps, giving analytic Bose-Einstein condensate solutions that reproduce very accurately the numerically calculated ones in one, two, and three dimensions.

Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations

PubMed Central

2013-01-01

In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson–Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model. Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20. PMID:23343328

The Use of Piecewise Growth Models to Estimate Learning Trajectories and RtI Instructional Effects in a Comparative Interrupted Time-Series Design

ERIC Educational Resources Information Center

Zvoch, Keith

2016-01-01

Piecewise growth models (PGMs) were used to estimate and model changes in the preliteracy skill development of kindergartners in a moderately sized school district in the Pacific Northwest. PGMs were applied to interrupted time-series (ITS) data that arose within the context of a response-to-intervention (RtI) instructional framework. During the…

RATE OF APPROXIMATION OF PIECEWISE-ANALYTIC FUNCTIONS BY RATIONAL FRACTIONS IN THE L_p-METRICS, 0 < p\\leq\\infty

NASA Astrophysics Data System (ADS)

Vjačeslavov, N. S.

1980-02-01

In this paper estimates are found for L_pR_n(f) - the least deviation in the L_p-metric, 0 < p\\leq\\infty, of a piecewise analytic function f from the rational functions of degree at most n. It is shown that these estimates are sharp in a well-defined sense.Bibliography: 12 titles.

DESCARTES' RULE OF SIGNS AND THE IDENTIFIABILITY OF POPULATION DEMOGRAPHIC MODELS FROM GENOMIC VARIATION DATA.

PubMed

Bhaskar, Anand; Song, Yun S

2014-01-01

The sample frequency spectrum (SFS) is a widely-used summary statistic of genomic variation in a sample of homologous DNA sequences. It provides a highly efficient dimensional reduction of large-scale population genomic data and its mathematical dependence on the underlying population demography is well understood, thus enabling the development of efficient inference algorithms. However, it has been recently shown that very different population demographies can actually generate the same SFS for arbitrarily large sample sizes. Although in principle this nonidentifiability issue poses a thorny challenge to statistical inference, the population size functions involved in the counterexamples are arguably not so biologically realistic. Here, we revisit this problem and examine the identifiability of demographic models under the restriction that the population sizes are piecewise-defined where each piece belongs to some family of biologically-motivated functions. Under this assumption, we prove that the expected SFS of a sample uniquely determines the underlying demographic model, provided that the sample is sufficiently large. We obtain a general bound on the sample size sufficient for identifiability; the bound depends on the number of pieces in the demographic model and also on the type of population size function in each piece. In the cases of piecewise-constant, piecewise-exponential and piecewise-generalized-exponential models, which are often assumed in population genomic inferences, we provide explicit formulas for the bounds as simple functions of the number of pieces. Lastly, we obtain analogous results for the "folded" SFS, which is often used when there is ambiguity as to which allelic type is ancestral. Our results are proved using a generalization of Descartes' rule of signs for polynomials to the Laplace transform of piecewise continuous functions.

DESCARTES’ RULE OF SIGNS AND THE IDENTIFIABILITY OF POPULATION DEMOGRAPHIC MODELS FROM GENOMIC VARIATION DATA1

PubMed Central

Bhaskar, Anand; Song, Yun S.

2016-01-01

The sample frequency spectrum (SFS) is a widely-used summary statistic of genomic variation in a sample of homologous DNA sequences. It provides a highly efficient dimensional reduction of large-scale population genomic data and its mathematical dependence on the underlying population demography is well understood, thus enabling the development of efficient inference algorithms. However, it has been recently shown that very different population demographies can actually generate the same SFS for arbitrarily large sample sizes. Although in principle this nonidentifiability issue poses a thorny challenge to statistical inference, the population size functions involved in the counterexamples are arguably not so biologically realistic. Here, we revisit this problem and examine the identifiability of demographic models under the restriction that the population sizes are piecewise-defined where each piece belongs to some family of biologically-motivated functions. Under this assumption, we prove that the expected SFS of a sample uniquely determines the underlying demographic model, provided that the sample is sufficiently large. We obtain a general bound on the sample size sufficient for identifiability; the bound depends on the number of pieces in the demographic model and also on the type of population size function in each piece. In the cases of piecewise-constant, piecewise-exponential and piecewise-generalized-exponential models, which are often assumed in population genomic inferences, we provide explicit formulas for the bounds as simple functions of the number of pieces. Lastly, we obtain analogous results for the “folded” SFS, which is often used when there is ambiguity as to which allelic type is ancestral. Our results are proved using a generalization of Descartes’ rule of signs for polynomials to the Laplace transform of piecewise continuous functions. PMID:28018011

Inference of multi-Gaussian property fields by probabilistic inversion of crosshole ground penetrating radar data using an improved dimensionality reduction

NASA Astrophysics Data System (ADS)

Hunziker, Jürg; Laloy, Eric; Linde, Niklas

2016-04-01

Deterministic inversion procedures can often explain field data, but they only deliver one final subsurface model that depends on the initial model and regularization constraints. This leads to poor insights about the uncertainties associated with the inferred model properties. In contrast, probabilistic inversions can provide an ensemble of model realizations that accurately span the range of possible models that honor the available calibration data and prior information allowing a quantitative description of model uncertainties. We reconsider the problem of inferring the dielectric permittivity (directly related to radar velocity) structure of the subsurface by inversion of first-arrival travel times from crosshole ground penetrating radar (GPR) measurements. We rely on the DREAM_(ZS) algorithm that is a state-of-the-art Markov chain Monte Carlo (MCMC) algorithm. Such algorithms need several orders of magnitude more forward simulations than deterministic algorithms and often become infeasible in high parameter dimensions. To enable high-resolution imaging with MCMC, we use a recently proposed dimensionality reduction approach that allows reproducing 2D multi-Gaussian fields with far fewer parameters than a classical grid discretization. We consider herein a dimensionality reduction from 5000 to 257 unknowns. The first 250 parameters correspond to a spectral representation of random and uncorrelated spatial fluctuations while the remaining seven geostatistical parameters are (1) the standard deviation of the data error, (2) the mean and (3) the variance of the relative electric permittivity, (4) the integral scale along the major axis of anisotropy, (5) the anisotropy angle, (6) the ratio of the integral scale along the minor axis of anisotropy to the integral scale along the major axis of anisotropy and (7) the shape parameter of the Matérn function. The latter essentially defines the type of covariance function (e.g., exponential, Whittle, Gaussian). We present an improved formulation of the dimensionality reduction, and numerically show how it reduces artifacts in the generated models and provides better posterior estimation of the subsurface geostatistical structure. We next show that the results of the method compare very favorably against previous deterministic and stochastic inversion results obtained at the South Oyster Bacterial Transport Site in Virginia, USA. The long-term goal of this work is to enable MCMC-based full waveform inversion of crosshole GPR data.

Multi-piecewise quadratic nonlinearity memristor and its 2N-scroll and 2N + 1-scroll chaotic attractors system.

PubMed

Wang, Chunhua; Liu, Xiaoming; Xia, Hu

2017-03-01

In this paper, two kinds of novel ideal active flux-controlled smooth multi-piecewise quadratic nonlinearity memristors with multi-piecewise continuous memductance function are presented. The pinched hysteresis loop characteristics of the two memristor models are verified by building a memristor emulator circuit. Using the two memristor models establish a new memristive multi-scroll Chua's circuit, which can generate 2N-scroll and 2N+1-scroll chaotic attractors without any other ordinary nonlinear function. Furthermore, coexisting multi-scroll chaotic attractors are found in the proposed memristive multi-scroll Chua's circuit. Phase portraits, Lyapunov exponents, bifurcation diagrams, and equilibrium point analysis have been used to research the basic dynamics of the memristive multi-scroll Chua's circuit. The consistency of circuit implementation and numerical simulation verifies the effectiveness of the system design.

On piecewise interpolation techniques for estimating solar radiation missing values in Kedah

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

Saaban, Azizan; Zainudin, Lutfi; Bakar, Mohd Nazari Abu

2014-12-04

This paper discusses the use of piecewise interpolation method based on cubic Ball and Bézier curves representation to estimate the missing value of solar radiation in Kedah. An hourly solar radiation dataset is collected at Alor Setar Meteorology Station that is taken from Malaysian Meteorology Deparment. The piecewise cubic Ball and Bézier functions that interpolate the data points are defined on each hourly intervals of solar radiation measurement and is obtained by prescribing first order derivatives at the starts and ends of the intervals. We compare the performance of our proposed method with existing methods using Root Mean Squared Errormore » (RMSE) and Coefficient of Detemination (CoD) which is based on missing values simulation datasets. The results show that our method is outperformed the other previous methods.« less

Modified Hyperspheres Algorithm to Trace Homotopy Curves of Nonlinear Circuits Composed by Piecewise Linear Modelled Devices

PubMed Central

Vazquez-Leal, H.; Jimenez-Fernandez, V. M.; Benhammouda, B.; Filobello-Nino, U.; Sarmiento-Reyes, A.; Ramirez-Pinero, A.; Marin-Hernandez, A.; Huerta-Chua, J.

2014-01-01

We present a homotopy continuation method (HCM) for finding multiple operating points of nonlinear circuits composed of devices modelled by using piecewise linear (PWL) representations. We propose an adaptation of the modified spheres path tracking algorithm to trace the homotopy trajectories of PWL circuits. In order to assess the benefits of this proposal, four nonlinear circuits composed of piecewise linear modelled devices are analysed to determine their multiple operating points. The results show that HCM can find multiple solutions within a single homotopy trajectory. Furthermore, we take advantage of the fact that homotopy trajectories are PWL curves meant to replace the multidimensional interpolation and fine tuning stages of the path tracking algorithm with a simple and highly accurate procedure based on the parametric straight line equation. PMID:25184157

Cubic Zig-Zag Enrichment of the Classical Kirchhoff Kinematics for Laminated and Sandwich Plates

NASA Technical Reports Server (NTRS)

Nemeth, Michael P.

2012-01-01

A detailed anaylsis and examples are presented that show how to enrich the kinematics of classical Kirchhoff plate theory by appending them with a set of continuous piecewise-cubic functions. This analysis is used to obtain functions that contain the effects of laminate heterogeneity and asymmetry on the variations of the inplane displacements and transverse shearing stresses, for use with a {3, 0} plate theory in which these distributions are specified apriori. The functions used for the enrichment are based on the improved zig-zag plate theory presented recently by Tessler, Di Scuva, and Gherlone. With the approach presented herein, the inplane displacements are represented by a set of continuous piecewise-cubic functions, and the transverse shearing stresses and strains are represented by a set of piecewise-quadratic functions that are discontinuous at the ply interfaces.

Limit cycles via higher order perturbations for some piecewise differential systems

NASA Astrophysics Data System (ADS)

Buzzi, Claudio A.; Lima, Maurício Firmino Silva; Torregrosa, Joan

2018-05-01

A classical perturbation problem is the polynomial perturbation of the harmonic oscillator, (x‧ ,y‧) =(- y + εf(x , y , ε) , x + εg(x , y , ε)) . In this paper we study the limit cycles that bifurcate from the period annulus via piecewise polynomial perturbations in two zones separated by a straight line. We prove that, for polynomial perturbations of degree n , no more than Nn - 1 limit cycles appear up to a study of order N. We also show that this upper bound is reached for orders one and two. Moreover, we study this problem in some classes of piecewise Liénard differential systems providing better upper bounds for higher order perturbation in ε, showing also when they are reached. The Poincaré-Pontryagin-Melnikov theory is the main technique used to prove all the results.

On Markov parameters in system identification

NASA Technical Reports Server (NTRS)

Phan, Minh; Juang, Jer-Nan; Longman, Richard W.

1991-01-01

A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.

Controllability of semi-infinite rod heating by a point source

NASA Astrophysics Data System (ADS)

Khurshudyan, A.

2018-04-01

The possibility of control over heating of a semi-infinite thin rod by a point source concentrated at an inner point of the rod, is studied. Quadratic and piecewise constant solutions of the problem are derived, and the possibilities of solving appropriate problems of optimal control are indicated. Determining of the parameters of the piecewise constant solution is reduced to a problem of nonlinear programming. Numerical examples are considered.

Optimal Design of Spring Characteristics of Damper for Subharmonic Vibration in Automatic Transmission Powertrain

NASA Astrophysics Data System (ADS)

Nakae, T.; Ryu, T.; Matsuzaki, K.; Rosbi, S.; Sueoka, A.; Takikawa, Y.; Ooi, Y.

2016-09-01

In the torque converter, the damper of the lock-up clutch is used to effectively absorb the torsional vibration. The damper is designed using a piecewise-linear spring with three stiffness stages. However, a nonlinear vibration, referred to as a subharmonic vibration of order 1/2, occurred around the switching point in the piecewise-linear restoring torque characteristics because of the nonlinearity. In the present study, we analyze vibration reduction for subharmonic vibration. The model used herein includes the torque converter, the gear train, and the differential gear. The damper is modeled by a nonlinear rotational spring of the piecewise-linear spring. We focus on the optimum design of the spring characteristics of the damper in order to suppress the subharmonic vibration. A piecewise-linear spring with five stiffness stages is proposed, and the effect of the distance between switching points on the subharmonic vibration is investigated. The results of our analysis indicate that the subharmonic vibration can be suppressed by designing a damper with five stiffness stages to have a small spring constant ratio between the neighboring springs. The distances between switching points must be designed to be large enough that the amplitude of the main frequency component of the systems does not reach the neighboring switching point.

Nonlinear Markov Control Processes and Games

DTIC Science & Technology

2012-11-15

the analysis of a new class of stochastic games , nonlinear Markov games , as they arise as a ( competitive ) controlled version of nonlinear Markov... competitive interests) a nonlinear Markov game that we are investigating. I 0. :::tUt::JJt:.l.. I I t:t11VI;:, nonlinear Markov game , nonlinear Markov...corresponding stochastic game Γ+(T, h). In a slightly different setting one can assume that changes in a competitive control process occur as a

Zipf exponent of trajectory distribution in the hidden Markov model

NASA Astrophysics Data System (ADS)

Bochkarev, V. V.; Lerner, E. Yu

2014-03-01

This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

Shock Capturing with PDE-Based Artificial Viscosity for an Adaptive, Higher-Order Discontinuous Galerkin Finite Element Method

DTIC Science & Technology

2008-06-01

Geometry Interpolation The function space , VpH , consists of discontinuous, piecewise-polynomials. This work used a polynomial basis for VpH such...between a piecewise-constant and smooth variation of viscosity in both a one- dimensional and multi- dimensional setting. Before continuing with the ...inviscid, transonic flow past a NACA 0012 at zero angle of attack and freestream Mach number of M∞ = 0.95. The

MAP Estimators for Piecewise Continuous Inversion

DTIC Science & Technology

2016-08-08

MAP estimators for piecewise continuous inversion M M Dunlop1 and A M Stuart Mathematics Institute, University of Warwick, Coventry, CV4 7AL, UK E...Published 8 August 2016 Abstract We study the inverse problem of estimating a field ua from data comprising a finite set of nonlinear functionals of ua...then natural to study maximum a posterior (MAP) estimators. Recently (Dashti et al 2013 Inverse Problems 29 095017) it has been shown that MAP

Nonlinear Modeling by Assembling Piecewise Linear Models

NASA Technical Reports Server (NTRS)

Yao, Weigang; Liou, Meng-Sing

2013-01-01

To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.

Low-complexity piecewise-affine virtual sensors: theory and design

NASA Astrophysics Data System (ADS)

Rubagotti, Matteo; Poggi, Tomaso; Oliveri, Alberto; Pascucci, Carlo Alberto; Bemporad, Alberto; Storace, Marco

2014-03-01

This paper is focused on the theoretical development and the hardware implementation of low-complexity piecewise-affine direct virtual sensors for the estimation of unmeasured variables of interest of nonlinear systems. The direct virtual sensor is designed directly from measured inputs and outputs of the system and does not require a dynamical model. The proposed approach allows one to design estimators which mitigate the effect of the so-called 'curse of dimensionality' of simplicial piecewise-affine functions, and can be therefore applied to relatively high-order systems, enjoying convergence and optimality properties. An automatic toolchain is also presented to generate the VHDL code describing the digital circuit implementing the virtual sensor, starting from the set of measured input and output data. The proposed methodology is applied to generate an FPGA implementation of the virtual sensor for the estimation of vehicle lateral velocity, using a hardware-in-the-loop setting.

A Lyapunov method for stability analysis of piecewise-affine systems over non-invariant domains

NASA Astrophysics Data System (ADS)

Rubagotti, Matteo; Zaccarian, Luca; Bemporad, Alberto

2016-05-01

This paper analyses stability of discrete-time piecewise-affine systems, defined on possibly non-invariant domains, taking into account the possible presence of multiple dynamics in each of the polytopic regions of the system. An algorithm based on linear programming is proposed, in order to prove exponential stability of the origin and to find a positively invariant estimate of its region of attraction. The results are based on the definition of a piecewise-affine Lyapunov function, which is in general discontinuous on the boundaries of the regions. The proposed method is proven to lead to feasible solutions in a broader range of cases as compared to a previously proposed approach. Two numerical examples are shown, among which a case where the proposed method is applied to a closed-loop system, to which model predictive control was applied without a-priori guarantee of stability.

An Overview of Markov Chain Methods for the Study of Stage-Sequential Developmental Processes

ERIC Educational Resources Information Center

Kapland, David

2008-01-01

This article presents an overview of quantitative methodologies for the study of stage-sequential development based on extensions of Markov chain modeling. Four methods are presented that exemplify the flexibility of this approach: the manifest Markov model, the latent Markov model, latent transition analysis, and the mixture latent Markov model.…

Robust and Quantized Wiener Filters for p-Point Spectral Classes.

DTIC Science & Technology

1980-01-01

REPORT DOCUMENTATION, __BEFORE COMPLETING FORM A. REPORT NUMBER ’ 12. GOVT ACCESSION NO. 3 . RECIPIENT’S CATALOG NUMBER AFOSR-TR- 80-0425z__...re School of Electrical Engineerin . 3 - , Philadelphia, PA 19104 ABSTRACT In Section III, we show that a piecewise const- ant filter also possesses...determining the optimum piecewise ters using a band-model for the PSD’s. Poor [ 3 , 4] constant filter. Then, for a particular class of then considered

Millimeter wave attenuation prediction using a piecewise uniform rain rate model

NASA Technical Reports Server (NTRS)

Persinger, R. R.; Stutzman, W. L.; Bostian, C. W.; Castle, R. E., Jr.

1980-01-01

A piecewise uniform rain rate distribution model is introduced as a quasi-physical model of real rain along earth-space millimeter wave propagation paths. It permits calculation of the total attenuation from specific attenuation in a simple fashion. The model predications are verified by comparison with direct attenuation measurements for several frequencies, elevation angles, and locations. Also, coupled with the Rice-Holmberg rain rate model, attenuation statistics are predicated from rainfall accumulation data.

Separated Component-Based Restoration of Speckled SAR Images

DTIC Science & Technology

2014-01-01

One of the simplest approaches for speckle noise reduction is known as multi-look processing. It involves non-coherently summing the independent...image is assumed to be piecewise smooth [21], [22], [23]. It has been shown that TV regular- ization often yields images with the stair -casing effect...as a function f , is to be decomposed into a sum of two components f = u+ v, where u represents the cartoon or geometric (i.e. piecewise smooth

Interface with weakly singular points always scatter

NASA Astrophysics Data System (ADS)

Li, Long; Hu, Guanghui; Yang, Jiansheng

2018-07-01

Assume that a bounded scatterer is embedded into an infinite homogeneous isotropic background medium in two dimensions. The refractive index function is supposed to be piecewise constant. If the scattering interface contains a weakly singular point, we prove that the scattered field cannot vanish identically. This implies the absence of non-scattering energies for piecewise analytic interfaces with one singular point. Local uniqueness is obtained for shape identification problems in inverse medium scattering with a single far-field pattern.

Reconstruction of a piecewise constant conductivity on a polygonal partition via shape optimization in EIT

NASA Astrophysics Data System (ADS)

Beretta, Elena; Micheletti, Stefano; Perotto, Simona; Santacesaria, Matteo

2018-01-01

In this paper, we develop a shape optimization-based algorithm for the electrical impedance tomography (EIT) problem of determining a piecewise constant conductivity on a polygonal partition from boundary measurements. The key tool is to use a distributed shape derivative of a suitable cost functional with respect to movements of the partition. Numerical simulations showing the robustness and accuracy of the method are presented for simulated test cases in two dimensions.

Analysis of single-degree-of-freedom piezoelectric energy harvester with stopper by incremental harmonic balance method

NASA Astrophysics Data System (ADS)

Zhao, Dan; Wang, Xiaoman; Cheng, Yuan; Liu, Shaogang; Wu, Yanhong; Chai, Liqin; Liu, Yang; Cheng, Qianju

2018-05-01

Piecewise-linear structure can effectively broaden the working frequency band of the piezoelectric energy harvester, and improvement of its research can promote the practical process of energy collection device to meet the requirements for powering microelectronic components. In this paper, the incremental harmonic balance (IHB) method is introduced for the complicated and difficult analysis process of the piezoelectric energy harvester to solve these problems. After obtaining the nonlinear dynamic equation of the single-degree-of-freedom piecewise-linear energy harvester by mathematical modeling and the equation is solved based on the IHB method, the theoretical amplitude-frequency curve of open-circuit voltage is achieved. Under 0.2 g harmonic excitation, a piecewise-linear energy harvester is experimentally tested by unidirectional frequency-increasing scanning. The results demonstrate that the theoretical and experimental amplitudes have the same trend, and the width of the working band with high voltage output are 4.9 Hz and 4.7 Hz, respectively, and the relative error is 4.08%. The open-output peak voltage are 21.53 V and 18.25 V, respectively, and the relative error is 15.23%. Since the theoretical value is consistent with the experimental results, the theoretical model and the incremental harmonic balance method used in this paper are suitable for solving single-degree-of-freedom piecewise-linear piezoelectric energy harvester and can be applied to further parameter optimized design.

Markov stochasticity coordinates

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

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Cost-Effectiveness of Immune Checkpoint Inhibition in BRAF Wild-Type Advanced Melanoma

PubMed Central

Zeichner, Simon B.; Chen, Qiushi; Montero, Alberto J.; Goldstein, Daniel A.; Flowers, Christopher R.

2017-01-01

Purpose Patients who are diagnosed with stage IV metastatic melanoma have an estimated 5-year relative survival rate of only 17%. Randomized controlled trials of recent US Food and Drug Administration–approved immune checkpoint inhibitors—pembrolizumab (PEM), nivolumab (NIVO), and ipilumumab (IPI)—demonstrate improved patient outcomes, but the optimal treatment sequence in patients with BRAF wild-type metastatic melanoma remains unclear. To inform policy makers about the value of these treatments, we developed a Markov model to compare the cost-effectiveness of different strategies for sequencing novel agents for the treatment of advanced melanoma. Materials and Methods We developed Markov models by using a US-payer perspective and lifetime horizon to estimate costs (2016 US$) and quality-adjusted life years (QALYs) for treatment sequences with first-line NIVO, IPI, NIVO + IPI, PEM every 2 weeks, and PEM every 3 weeks. Health states were defined for initial treatment, first and second progression, and death. Rates for drug discontinuation, frequency of adverse events, disease progression, and death obtained from randomized phase III trials were used to determine the likelihood of transition between states. Deterministic and probabilistic sensitivity analyses were conducted to evaluate model uncertainty. Results PEM every 3 weeks followed by second-line IPI was both more effective and less costly than dacarbazine followed by IPI then NIVO, or IPI followed by NIVO. Compared with the first-line dacarbazine treatment strategy, NIVO followed by IPI produced an incremental cost effectiveness ratio of $90,871/QALY, and first-line NIVO + IPI followed by carboplatin plus paclitaxel chemotherapy produced an incremental cost effectiveness ratio of $198,867/QALY. Conclusion For patients with treatment-naive BRAF wild-type advanced melanoma, first-line PEM every 3 weeks followed by second-line IPI or first-line NIVO followed by second-line IPI are the most cost-effective, immune-based treatment strategies for metastatic melanoma. PMID:28221865

Predicting Geomorphic and Hydrologic Risks after Wildfire Using Harmonic and Stochastic Analyses

NASA Astrophysics Data System (ADS)

Mikesell, J.; Kinoshita, A. M.; Florsheim, J. L.; Chin, A.; Nourbakhshbeidokhti, S.

2017-12-01

Wildfire is a landscape-scale disturbance that often alters hydrological processes and sediment flux during subsequent storms. Vegetation loss from wildfires induce changes to sediment supply such as channel erosion and sedimentation and streamflow magnitude or flooding. These changes enhance downstream hazards, threatening human populations and physical aquatic habitat over various time scales. Using Williams Canyon, a basin burned by the Waldo Canyon Fire (2012) as a case study, we utilize deterministic and statistical modeling methods (Fourier series and first order Markov chain) to assess pre- and post-fire geomorphic and hydrologic characteristics, including of precipitation, enhanced vegetation index (EVI, a satellite-based proxy of vegetation biomass), streamflow, and sediment flux. Local precipitation, terrestrial Light Detection and Ranging (LiDAR) scanning, and satellite-based products are used for these time series analyses. We present a framework to assess variability of periodic and nonperiodic climatic and multivariate trends to inform development of a post-wildfire risk assessment methodology. To establish the extent to which a wildfire affects hydrologic and geomorphic patterns, a Fourier series was used to fit pre- and post-fire geomorphic and hydrologic characteristics to yearly temporal cycles and subcycles of 6, 4, 3, and 2.4 months. These cycles were analyzed using least-squares estimates of the harmonic coefficients or amplitudes of each sub-cycle's contribution to fit the overall behavior of a Fourier series. The stochastic variances of these characteristics were analyzed by composing first-order Markov models and probabilistic analysis through direct likelihood estimates. Preliminary results highlight an increased dependence of monthly post-fire hydrologic characteristics on 12 and 6-month temporal cycles. This statistical and probabilistic analysis provides a basis to determine the impact of wildfires on the temporal dependence of geomorphic and hydrologic characteristics, which can be incorporated into post-fire mitigation, management, and recovery-based measures to protect and rehabilitate areas subject to influence from wildfires.

Cost-effectiveness of combined oral bisphosphonate therapy and falls prevention exercise for fracture prevention in the USA.

PubMed

Mori, T; Crandall, C J; Ganz, D A

2017-02-01

We developed a Markov microsimulation model among hypothetical cohorts of community-dwelling US white women without prior major osteoporotic fractures over a lifetime horizon. At ages 75 and 80, adding 1 year of exercise to 5 years of oral bisphosphonate therapy is cost-effective at a conventionally accepted threshold compared with bisphosphonates alone. The purpose of this study was to examine the cost-effectiveness of the combined strategy of oral bisphosphonate therapy for 5 years and falls prevention exercise for 1 year compared with either strategy in isolation. We calculated incremental cost-effectiveness ratios [ICERs] (2014 US dollars per quality-adjusted life year [QALY]), using a Markov microsimulation model among hypothetical cohorts of community-dwelling US white women with different starting ages (65, 70, 75, and 80) without prior history of hip, vertebral, or wrist fractures over a lifetime horizon from the societal perspective. At ages 65, 70, 75, and 80, the combined strategy had ICERs of $202,020, $118,460, $46,870, and $17,640 per QALY, respectively, compared with oral bisphosphonate therapy alone. The combined strategy provided better health at lower cost than falls prevention exercise alone at ages 70, 75, and 80. In deterministic sensitivity analyses, results were particularly sensitive to the change in the opportunity cost of participants' time spent exercising. In probabilistic sensitivity analyses, the probabilities of the combined strategy being cost-effective compared with the next best alternative increased with age, ranging from 35 % at age 65 to 48 % at age 80 at a willingness-to-pay of $100,000 per QALY. Among community-dwelling US white women ages 75 and 80, adding 1 year of exercise to 5 years of oral bisphosphonate therapy is cost-effective at a willingness-to-pay of $100,000 per QALY, compared with oral bisphosphonate therapy only. This analysis will help clinicians and policymakers make better decisions about treatment options to reduce fracture risk.

Cost-effectiveness of Stereotactic Body Radiation Therapy versus Radiofrequency Ablation for Hepatocellular Carcinoma: A Markov Modeling Study.

PubMed

Pollom, Erqi L; Lee, Kyueun; Durkee, Ben Y; Grade, Madeline; Mokhtari, Daniel A; Wahl, Daniel R; Feng, Mary; Kothary, Nishita; Koong, Albert C; Owens, Douglas K; Goldhaber-Fiebert, Jeremy; Chang, Daniel T

2017-05-01

Purpose To assess the cost-effectiveness of stereotactic body radiation therapy (SBRT) versus radiofrequency ablation (RFA) for patients with inoperable localized hepatocellular carcinoma (HCC) who are eligible for both SBRT and RFA. Materials and Methods A decision-analytic Markov model was developed for patients with inoperable, localized HCC who were eligible for both RFA and SBRT to evaluate the cost-effectiveness of the following treatment strategies: (a) SBRT as initial treatment followed by SBRT for local progression (SBRT-SBRT), (b) RFA followed by RFA for local progression (RFA-RFA), (c) SBRT followed by RFA for local progression (SBRT-RFA), and (d) RFA followed by SBRT for local progression (RFA-SBRT). Probabilities of disease progression, treatment characteristics, and mortality were derived from published studies. Outcomes included health benefits expressed as discounted quality-adjusted life years (QALYs), costs in U.S. dollars, and cost-effectiveness expressed as an incremental cost-effectiveness ratio. Deterministic and probabilistic sensitivity analysis was performed to assess the robustness of the findings. Results In the base case, SBRT-SBRT yielded the most QALYs (1.565) and cost $197 557. RFA-SBRT yielded 1.558 QALYs and cost $193 288. SBRT-SBRT was not cost-effective, at $558 679 per QALY gained relative to RFA-SBRT. RFA-SBRT was the preferred strategy, because RFA-RFA and SBRT-RFA were less effective and more costly. In all evaluated scenarios, SBRT was preferred as salvage therapy for local progression after RFA. Probabilistic sensitivity analysis showed that at a willingness-to-pay threshold of $100 000 per QALY gained, RFA-SBRT was preferred in 65.8% of simulations. Conclusion SBRT for initial treatment of localized, inoperable HCC is not cost-effective. However, SBRT is the preferred salvage therapy for local progression after RFA. © RSNA, 2017 Online supplemental material is available for this article.

The transmission process: A combinatorial stochastic process for the evolution of transmission trees over networks.

PubMed

Sainudiin, Raazesh; Welch, David

2016-12-07

We derive a combinatorial stochastic process for the evolution of the transmission tree over the infected vertices of a host contact network in a susceptible-infected (SI) model of an epidemic. Models of transmission trees are crucial to understanding the evolution of pathogen populations. We provide an explicit description of the transmission process on the product state space of (rooted planar ranked labelled) binary transmission trees and labelled host contact networks with SI-tags as a discrete-state continuous-time Markov chain. We give the exact probability of any transmission tree when the host contact network is a complete, star or path network - three illustrative examples. We then develop a biparametric Beta-splitting model that directly generates transmission trees with exact probabilities as a function of the model parameters, but without explicitly modelling the underlying contact network, and show that for specific values of the parameters we can recover the exact probabilities for our three example networks through the Markov chain construction that explicitly models the underlying contact network. We use the maximum likelihood estimator (MLE) to consistently infer the two parameters driving the transmission process based on observations of the transmission trees and use the exact MLE to characterize equivalence classes over the space of contact networks with a single initial infection. An exploratory simulation study of the MLEs from transmission trees sampled from three other deterministic and four random families of classical contact networks is conducted to shed light on the relation between the MLEs of these families with some implications for statistical inference along with pointers to further extensions of our models. The insights developed here are also applicable to the simplest models of "meme" evolution in online social media networks through transmission events that can be distilled from observable actions such as "likes", "mentions", "retweets" and "+1s" along with any concomitant comments. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Cost-effectiveness of Stereotactic Body Radiation Therapy versus Radiofrequency Ablation for Hepatocellular Carcinoma: A Markov Modeling Study

PubMed Central

Lee, Kyueun; Durkee, Ben Y.; Grade, Madeline; Mokhtari, Daniel A.; Wahl, Daniel R.; Feng, Mary; Kothary, Nishita; Koong, Albert C.; Owens, Douglas K.; Goldhaber-Fiebert, Jeremy; Chang, Daniel T.

2017-01-01

Purpose To assess the cost-effectiveness of stereotactic body radiation therapy (SBRT) versus radiofrequency ablation (RFA) for patients with inoperable localized hepatocellular carcinoma (HCC) who are eligible for both SBRT and RFA. Materials and Methods A decision-analytic Markov model was developed for patients with inoperable, localized HCC who were eligible for both RFA and SBRT to evaluate the cost-effectiveness of the following treatment strategies: (a) SBRT as initial treatment followed by SBRT for local progression (SBRT-SBRT), (b) RFA followed by RFA for local progression (RFA-RFA), (c) SBRT followed by RFA for local progression (SBRT-RFA), and (d) RFA followed by SBRT for local progression (RFA-SBRT). Probabilities of disease progression, treatment characteristics, and mortality were derived from published studies. Outcomes included health benefits expressed as discounted quality-adjusted life years (QALYs), costs in U.S. dollars, and cost-effectiveness expressed as an incremental cost-effectiveness ratio. Deterministic and probabilistic sensitivity analysis was performed to assess the robustness of the findings. Results In the base case, SBRT-SBRT yielded the most QALYs (1.565) and cost $197 557. RFA-SBRT yielded 1.558 QALYs and cost $193 288. SBRT-SBRT was not cost-effective, at $558 679 per QALY gained relative to RFA-SBRT. RFA-SBRT was the preferred strategy, because RFA-RFA and SBRT-RFA were less effective and more costly. In all evaluated scenarios, SBRT was preferred as salvage therapy for local progression after RFA. Probabilistic sensitivity analysis showed that at a willingness-to-pay threshold of $100 000 per QALY gained, RFA-SBRT was preferred in 65.8% of simulations. Conclusion SBRT for initial treatment of localized, inoperable HCC is not cost-effective. However, SBRT is the preferred salvage therapy for local progression after RFA. © RSNA, 2017 Online supplemental material is available for this article. PMID:28045603

A compositional framework for Markov processes

NASA Astrophysics Data System (ADS)

Baez, John C.; Fong, Brendan; Pollard, Blake S.

2016-03-01

We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs." One can build up a Markov process from smaller open pieces. This process is formalized by making open Markov processes into the morphisms of a dagger compact category. We show that the behavior of a detailed balanced open Markov process is determined by a principle of minimum dissipation, closely related to Prigogine's principle of minimum entropy production. Using this fact, we set up a functor mapping open detailed balanced Markov processes to open circuits made of linear resistors. We also describe how to "black box" an open Markov process, obtaining the linear relation between input and output data that holds in any steady state, including nonequilibrium steady states with a nonzero flow of probability through the system. We prove that black boxing gives a symmetric monoidal dagger functor sending open detailed balanced Markov processes to Lagrangian relations between symplectic vector spaces. This allows us to compute the steady state behavior of an open detailed balanced Markov process from the behaviors of smaller pieces from which it is built. We relate this black box functor to a previously constructed black box functor for circuits.

Resonances in piecewise potentials and Supersymmetric Quantum Mechanics (SUSY-QM) for the construction of optical potentials

NASA Astrophysics Data System (ADS)

Orozco Cortés, Luis Fernando; Fernández García, Nicolás

2014-05-01

A method to obtain the general solution of any constant piecewise potential is presented, this is achieved by means of the analysis of the transfer matrices in each cutoff. The resonance phenomenon together with the supersymmetric quantum mechanics technique allow us to construct a wide family of complex potentials which can be used as theoretical models for optical systems. The method is applied to the particular case for which the potential function has six cutoff points.

Uniqueness for the electrostatic inverse boundary value problem with piecewise constant anisotropic conductivities

NASA Astrophysics Data System (ADS)

Alessandrini, Giovanni; de Hoop, Maarten V.; Gaburro, Romina

2017-12-01

We discuss the inverse problem of determining the, possibly anisotropic, conductivity of a body Ω\\subset{R}n when the so-called Neumann-to-Dirichlet map is locally given on a non-empty curved portion Σ of the boundary \\partialΩ . We prove that anisotropic conductivities that are a priori known to be piecewise constant matrices on a given partition of Ω with curved interfaces can be uniquely determined in the interior from the knowledge of the local Neumann-to-Dirichlet map.

Balance Contrast Enhancement using piecewise linear stretching

NASA Astrophysics Data System (ADS)

Rahavan, R. V.; Govil, R. C.

1993-04-01

Balance Contrast Enhancement is one of the techniques employed to produce color composites with increased color contrast. It equalizes the three images used for color composition in range and mean. This results in a color composite with large variation in hue. Here, it is shown that piecewise linear stretching can be used for performing the Balance Contrast Enhancement. In comparison with the Balance Contrast Enhancement Technique using parabolic segment as transfer function (BCETP), the method presented here is algorithmically simple, constraint-free and produces comparable results.

A Safe Cooperative Framework for Atmospheric Science Missions with Multiple Heterogeneous UAS using Piecewise Bezier Curves

NASA Technical Reports Server (NTRS)

Mehdi, S. Bilal; Puig-Navarro, Javier; Choe, Ronald; Cichella, Venanzio; Hovakimyan, Naira; Chandarana, Meghan; Trujillo, Anna; Rothhaar, Paul M.; Tran, Loc; Neilan, James H.;

Multiple Scattering in Random Mechanical Systems and Diffusion Approximation

NASA Astrophysics Data System (ADS)

Feres, Renato; Ng, Jasmine; Zhang, Hong-Kun

2013-10-01

This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P h , depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that ( P h - I)/ h converges for small h to a second order elliptic differential operator on compactly supported functions and that the Markov chain process associated to P h converges to a diffusion with infinitesimal generator . Both P h and are self-adjoint (densely) defined on the space of square-integrable functions over the (lower) half-space in , where η is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.

Accounting for randomness in measurement and sampling in studying cancer cell population dynamics.

PubMed

Ghavami, Siavash; Wolkenhauer, Olaf; Lahouti, Farshad; Ullah, Mukhtar; Linnebacher, Michael

2014-10-01

Knowing the expected temporal evolution of the proportion of different cell types in sample tissues gives an indication about the progression of the disease and its possible response to drugs. Such systems have been modelled using Markov processes. We here consider an experimentally realistic scenario in which transition probabilities are estimated from noisy cell population size measurements. Using aggregated data of FACS measurements, we develop MMSE and ML estimators and formulate two problems to find the minimum number of required samples and measurements to guarantee the accuracy of predicted population sizes. Our numerical results show that the convergence mechanism of transition probabilities and steady states differ widely from the real values if one uses the standard deterministic approach for noisy measurements. This provides support for our argument that for the analysis of FACS data one should consider the observed state as a random variable. The second problem we address is about the consequences of estimating the probability of a cell being in a particular state from measurements of small population of cells. We show how the uncertainty arising from small sample sizes can be captured by a distribution for the state probability.

Phased-mission system analysis using Boolean algebraic methods

NASA Technical Reports Server (NTRS)

Somani, Arun K.; Trivedi, Kishor S.

1993-01-01

Most reliability analysis techniques and tools assume that a system is used for a mission consisting of a single phase. However, multiple phases are natural in many missions. The failure rates of components, system configuration, and success criteria may vary from phase to phase. In addition, the duration of a phase may be deterministic or random. Recently, several researchers have addressed the problem of reliability analysis of such systems using a variety of methods. A new technique for phased-mission system reliability analysis based on Boolean algebraic methods is described. Our technique is computationally efficient and is applicable to a large class of systems for which the failure criterion in each phase can be expressed as a fault tree (or an equivalent representation). Our technique avoids state space explosion that commonly plague Markov chain-based analysis. A phase algebra to account for the effects of variable configurations and success criteria from phase to phase was developed. Our technique yields exact (as opposed to approximate) results. The use of our technique was demonstrated by means of an example and present numerical results to show the effects of mission phases on the system reliability.

Separating Gravitational Wave Signals from Instrument Artifacts

NASA Technical Reports Server (NTRS)

Littenberg, Tyson B.; Cornish, Neil J.

2010-01-01

Central to the gravitational wave detection problem is the challenge of separating features in the data produced by astrophysical sources from features produced by the detector. Matched filtering provides an optimal solution for Gaussian noise, but in practice, transient noise excursions or "glitches" complicate the analysis. Detector diagnostics and coincidence tests can be used to veto many glitches which may otherwise be misinterpreted as gravitational wave signals. The glitches that remain can lead to long tails in the matched filter search statistics and drive up the detection threshold. Here we describe a Bayesian approach that incorporates a more realistic model for the instrument noise allowing for fluctuating noise levels that vary independently across frequency bands, and deterministic "glitch fitting" using wavelets as "glitch templates", the number of which is determined by a trans-dimensional Markov chain Monte Carlo algorithm. We demonstrate the method's effectiveness on simulated data containing low amplitude gravitational wave signals from inspiraling binary black hole systems, and simulated non-stationary and non-Gaussian noise comprised of a Gaussian component with the standard LIGO/Virgo spectrum, and injected glitches of various amplitude, prevalence, and variety. Glitch fitting allows us to detect significantly weaker signals than standard techniques.

Cost-effectiveness of renal denervation therapy for the treatment of resistant hypertension in The Netherlands.

PubMed

Henry, Thea L; De Brouwer, Bonnie F E; Van Keep, Marjolijn M L; Blankestijn, Peter J; Bots, Michiel L; Koffijberg, Hendrik

2015-01-01

Safety and efficacy data for catheter-based renal denervation (RDN) in the treatment of resistant hypertension have been used to estimate the cost-effectiveness of this approach. However, there are no Dutch-specific analyses. This study examined the cost-effectiveness of RDN from the perspective of the healthcare payer in The Netherlands. A previously constructed Markov state-transition model was adapted and updated with costs and utilities relevant to the Dutch setting. The cost-effectiveness of RDN was compared with standard of care (SoC) for patients with resistant hypertension. The efficacy of RDN treatment was modeled as a reduction in the risk of cardiovascular events associated with a lower systolic blood pressure (SBP). Treatment with RDN compared to SoC gave an incremental quality-adjusted life year (QALY) gain of 0.89 at an additional cost of €1315 over a patient's lifetime, resulting in a base case incremental cost-effectiveness ratio (ICER) of €1474. Deterministic and probabilistic sensitivity analyses (PSA) showed that treatment with RDN therapy was cost-effective at conventional willingness-to-pay thresholds (€10,000-80,000/QALY). RDN is a cost-effective intervention for patients with resistant hypertension in The Netherlands.

Stochastic dynamics of extended objects in driven systems II: Current quantization in the low-temperature limit

NASA Astrophysics Data System (ADS)

Catanzaro, Michael J.; Chernyak, Vladimir Y.; Klein, John R.

2016-12-01

Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of observables to describe their non-equilibrium steady states. Here we consider stochastic motion of a (k - 1) -dimensional object, which sweeps out a k-dimensional trajectory, and gives rise to a higher k-dimensional current. By employing the low-temperature (low-noise) limit, we reduce the problem to a discrete Markov chain model on a CW complex, a topological construction which generalizes the notion of a graph. This reduction allows the mean fluxes and currents of the process to be expressed in terms of solutions to the discrete Supersymmetric Fokker-Planck (SFP) equation. Taking the adiabatic limit, we show that generic driving leads to rational quantization of the generated higher dimensional current. The latter is achieved by implementing the recently developed tools, coined the higher-dimensional Kirchhoff tree and co-tree theorems. This extends the study of motion of extended objects in the continuous setting performed in the prequel (Catanzaro et al.) to this manuscript.

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.

Noise, chaos, and (ɛ, τ)-entropy per unit time

NASA Astrophysics Data System (ADS)

Gaspard, Pierre; Wang, Xiao-Jing

1993-12-01

The degree of dynamical randomness of different time processes is characterized in terms of the (ε, τ)-entropy per unit time. The (ε, τ)-entropy is the amount of information generated per unit time, at different scales τ of time and ε of the observables. This quantity generalizes the Kolmogorov-Sinai entropy per unit time from deterministic chaotic processes, to stochastic processes such as fluctuations in mesoscopic physico-chemical phenomena or strong turbulence in macroscopic spacetime dynamics. The random processes that are characterized include chaotic systems, Bernoulli and Markov chains, Poisson and birth-and-death processes, Ornstein-Uhlenbeck and Yaglom noises, fractional Brownian motions, different regimes of hydrodynamical turbulence, and the Lorentz-Boltzmann process of nonequilibrium statistical mechanics. We also extend the (ε, τ)-entropy to spacetime processes like cellular automata, Conway's game of life, lattice gas automata, coupled maps, spacetime chaos in partial differential equations, as well as the ideal, the Lorentz, and the hard sphere gases. Through these examples it is demonstrated that the (ε, τ)-entropy provides a unified quantitative measure of dynamical randomness to both chaos and noises, and a method to detect transitions between dynamical states of different degrees of randomness as a parameter of the system is varied.

How to deal with the Poisson-gamma model to forecast patients' recruitment in clinical trials when there are pauses in recruitment dynamic?

PubMed

Minois, Nathan; Savy, Stéphanie; Lauwers-Cances, Valérie; Andrieu, Sandrine; Savy, Nicolas

2017-03-01

Recruiting patients is a crucial step of a clinical trial. Estimation of the trial duration is a question of paramount interest. Most techniques are based on deterministic models and various ad hoc methods neglecting the variability in the recruitment process. To overpass this difficulty the so-called Poisson-gamma model has been introduced involving, for each centre, a recruitment process modelled by a Poisson process whose rate is assumed constant in time and gamma-distributed. The relevancy of this model has been widely investigated. In practice, rates are rarely constant in time, there are breaks in recruitment (for instance week-ends or holidays). Such information can be collected and included in a model considering piecewise constant rate functions yielding to an inhomogeneous Cox model. The estimation of the trial duration is much more difficult. Three strategies of computation of the expected trial duration are proposed considering all the breaks, considering only large breaks and without considering breaks. The bias of these estimations procedure are assessed by means of simulation studies considering three scenarios of breaks simulation. These strategies yield to estimations with a very small bias. Moreover, the strategy with the best performances in terms of prediction and with the smallest bias is the one which does not take into account of breaks. This result is important as, in practice, collecting breaks data is pretty hard to manage.

Affordable and personalized lighting using inverse modeling and virtual sensors

NASA Astrophysics Data System (ADS)

Basu, Chandrayee; Chen, Benjamin; Richards, Jacob; Dhinakaran, Aparna; Agogino, Alice; Martin, Rodney

2014-03-01

Wireless sensor networks (WSN) have great potential to enable personalized intelligent lighting systems while reducing building energy use by 50%-70%. As a result WSN systems are being increasingly integrated in state-ofart intelligent lighting systems. In the future these systems will enable participation of lighting loads as ancillary services. However, such systems can be expensive to install and lack the plug-and-play quality necessary for user-friendly commissioning. In this paper we present an integrated system of wireless sensor platforms and modeling software to enable affordable and user-friendly intelligent lighting. It requires ⇠ 60% fewer sensor deployments compared to current commercial systems. Reduction in sensor deployments has been achieved by optimally replacing the actual photo-sensors with real-time discrete predictive inverse models. Spatially sparse and clustered sub-hourly photo-sensor data captured by the WSN platforms are used to develop and validate a piece-wise linear regression of indoor light distribution. This deterministic data-driven model accounts for sky conditions and solar position. The optimal placement of photo-sensors is performed iteratively to achieve the best predictability of the light field desired for indoor lighting control. Using two weeks of daylight and artificial light training data acquired at the Sustainability Base at NASA Ames, the model was able to predict the light level at seven monitored workstations with 80%-95% accuracy. We estimate that 10% adoption of this intelligent wireless sensor system in commercial buildings could save 0.2-0.25 quads BTU of energy nationwide.

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

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

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium.

PubMed

Kapfer, Sebastian C; Krauth, Werner

2017-12-15

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium

NASA Astrophysics Data System (ADS)

Kapfer, Sebastian C.; Krauth, Werner

2017-12-01

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Limit cycles in planar piecewise linear differential systems with nonregular separation line

NASA Astrophysics Data System (ADS)

Cardin, Pedro Toniol; Torregrosa, Joan

2016-12-01

In this paper we deal with planar piecewise linear differential systems defined in two zones. We consider the case when the two linear zones are angular sectors of angles α and 2 π - α, respectively, for α ∈(0 , π) . We study the problem of determining lower bounds for the number of isolated periodic orbits in such systems using Melnikov functions. These limit cycles appear studying higher order piecewise linear perturbations of a linear center. It is proved that the maximum number of limit cycles that can appear up to a sixth order perturbation is five. Moreover, for these values of α, we prove the existence of systems with four limit cycles up to fifth order and, for α = π / 2, we provide an explicit example with five up to sixth order. In general, the nonregular separation line increases the number of periodic orbits in comparison with the case where the two zones are separated by a straight line.

The structure of mode-locking regions of piecewise-linear continuous maps: II. Skew sawtooth maps

NASA Astrophysics Data System (ADS)

Simpson, D. J. W.

2018-05-01

In two-parameter bifurcation diagrams of piecewise-linear continuous maps on , mode-locking regions typically have points of zero width known as shrinking points. Near any shrinking point, but outside the associated mode-locking region, a significant proportion of parameter space can be usefully partitioned into a two-dimensional array of annular sectors. The purpose of this paper is to show that in these sectors the dynamics is well-approximated by a three-parameter family of skew sawtooth circle maps, where the relationship between the skew sawtooth maps and the N-dimensional map is fixed within each sector. The skew sawtooth maps are continuous, degree-one, and piecewise-linear, with two different slopes. They approximate the stable dynamics of the N-dimensional map with an error that goes to zero with the distance from the shrinking point. The results explain the complicated radial pattern of periodic, quasi-periodic, and chaotic dynamics that occurs near shrinking points.

Theoretical and Experimental Study on Wide Range Optical Fiber Turbine Flow Sensor.

PubMed

Du, Yuhuan; Guo, Yingqing

2016-07-15

In this paper, a novel fiber turbine flow sensor was proposed and demonstrated for liquid measurement with optical fiber, using light intensity modulation to measure the turbine rotational speed for converting to flow rate. The double-circle-coaxial (DCC) fiber probe was introduced in frequency measurement for the first time. Through the divided ratio of two rings light intensity, the interference in light signals acquisition can be eliminated. To predict the characteristics between the output frequency and flow in the nonlinear range, the turbine flow sensor model was built. Via analyzing the characteristics of turbine flow sensor, piecewise linear equations were achieved in expanding the flow measurement range. Furthermore, the experimental verification was tested. The results showed that the flow range ratio of DN20 turbine flow sensor was improved 2.9 times after using piecewise linear in the nonlinear range. Therefore, combining the DCC fiber sensor and piecewise linear method, it can be developed into a strong anti-electromagnetic interference(anti-EMI) and wide range fiber turbine flowmeter.

Estimation of missing values in solar radiation data using piecewise interpolation methods: Case study at Penang city

NASA Astrophysics Data System (ADS)

Zainudin, Mohd Lutfi; Saaban, Azizan; Bakar, Mohd Nazari Abu

2015-12-01

The solar radiation values have been composed by automatic weather station using the device that namely pyranometer. The device is functions to records all the radiation values that have been dispersed, and these data are very useful for it experimental works and solar device's development. In addition, for modeling and designing on solar radiation system application is needed for complete data observation. Unfortunately, lack for obtained the complete solar radiation data frequently occur due to several technical problems, which mainly contributed by monitoring device. Into encountering this matter, estimation missing values in an effort to substitute absent values with imputed data. This paper aimed to evaluate several piecewise interpolation techniques likes linear, splines, cubic, and nearest neighbor into dealing missing values in hourly solar radiation data. Then, proposed an extendable work into investigating the potential used of cubic Bezier technique and cubic Said-ball method as estimator tools. As result, methods for cubic Bezier and Said-ball perform the best compare to another piecewise imputation technique.

Evolution of inviscid Kelvin-Helmholtz instability from a piecewise linear shear layer

NASA Astrophysics Data System (ADS)

Guha, Anirban; Rahmani, Mona; Lawrence, Gregory

2012-11-01

Here we study the evolution of 2D, inviscid Kelvin-Helmholtz instability (KH) ensuing from a piecewise linear shear layer. Although KH pertaining to smooth shear layers (eg. Hyperbolic tangent profile) has been thorough investigated in the past, very little is known about KH resulting from sharp shear layers. Pozrikidis and Higdon (1985) have shown that piecewise shear layer evolves into elliptical vortex patches. This non-linear state is dramatically different from the well known spiral-billow structure of KH. In fact, there is a little acknowledgement that elliptical vortex patches can represent non-linear KH. In this work, we show how such patches evolve through the interaction of vorticity waves. Our work is based on two types of computational methods (i) Contour Dynamics: a boundary-element method which tracks the evolution of the contour of a vortex patch using Lagrangian marker points, and (ii) Direct Numerical Simulation (DNS): an Eulerian pseudo-spectral method heavily used in studying hydrodynamic instability and turbulence.

Theoretical and Experimental Study on Wide Range Optical Fiber Turbine Flow Sensor

PubMed Central

Du, Yuhuan; Guo, Yingqing

2016-01-01

In this paper, a novel fiber turbine flow sensor was proposed and demonstrated for liquid measurement with optical fiber, using light intensity modulation to measure the turbine rotational speed for converting to flow rate. The double-circle-coaxial (DCC) fiber probe was introduced in frequency measurement for the first time. Through the divided ratio of two rings light intensity, the interference in light signals acquisition can be eliminated. To predict the characteristics between the output frequency and flow in the nonlinear range, the turbine flow sensor model was built. Via analyzing the characteristics of turbine flow sensor, piecewise linear equations were achieved in expanding the flow measurement range. Furthermore, the experimental verification was tested. The results showed that the flow range ratio of DN20 turbine flow sensor was improved 2.9 times after using piecewise linear in the nonlinear range. Therefore, combining the DCC fiber sensor and piecewise linear method, it can be developed into a strong anti-electromagnetic interference(anti-EMI) and wide range fiber turbine flowmeter. PMID:27428976

Inelastic strain analogy for piecewise linear computation of creep residues in built-up structures

NASA Technical Reports Server (NTRS)

Jenkins, Jerald M.

1987-01-01

An analogy between inelastic strains caused by temperature and those caused by creep is presented in terms of isotropic elasticity. It is shown how the theoretical aspects can be blended with existing finite-element computer programs to exact a piecewise linear solution. The creep effect is determined by using the thermal stress computational approach, if appropriate alterations are made to the thermal expansion of the individual elements. The overall transient solution is achieved by consecutive piecewise linear iterations. The total residue caused by creep is obtained by accumulating creep residues for each iteration and then resubmitting the total residues for each element as an equivalent input. A typical creep law is tested for incremental time convergence. The results indicate that the approach is practical, with a valid indication of the extent of creep after approximately 20 hr of incremental time. The general analogy between body forces and inelastic strain gradients is discussed with respect to how an inelastic problem can be worked as an elastic problem.

Semi-Markov adjunction to the Computer-Aided Markov Evaluator (CAME)

NASA Technical Reports Server (NTRS)

Rosch, Gene; Hutchins, Monica A.; Leong, Frank J.; Babcock, Philip S., IV

1988-01-01

The rule-based Computer-Aided Markov Evaluator (CAME) program was expanded in its ability to incorporate the effect of fault-handling processes into the construction of a reliability model. The fault-handling processes are modeled as semi-Markov events and CAME constructs and appropriate semi-Markov model. To solve the model, the program outputs it in a form which can be directly solved with the Semi-Markov Unreliability Range Evaluator (SURE) program. As a means of evaluating the alterations made to the CAME program, the program is used to model the reliability of portions of the Integrated Airframe/Propulsion Control System Architecture (IAPSA 2) reference configuration. The reliability predictions are compared with a previous analysis. The results bear out the feasibility of utilizing CAME to generate appropriate semi-Markov models to model fault-handling processes.

Open Markov Processes and Reaction Networks

ERIC Educational Resources Information Center

Swistock Pollard, Blake Stephen

2017-01-01

We begin by defining the concept of "open" Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain "boundary" states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow…

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

NASA Astrophysics Data System (ADS)

Bauer, Werner; Behrens, Jörn

2017-04-01

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

The explicit form of the rate function for semi-Markov processes and its contractions

NASA Astrophysics Data System (ADS)

Sughiyama, Yuki; Kobayashi, Testuya J.

2018-03-01

We derive the explicit form of the rate function for semi-Markov processes. Here, the ‘random time change trick’ plays an essential role. Also, by exploiting the contraction principle of large deviation theory to the explicit form, we show that the fluctuation theorem (Gallavotti-Cohen symmetry) holds for semi-Markov cases. Furthermore, we elucidate that our rate function is an extension of the level 2.5 rate function for Markov processes to semi-Markov cases.

Communication: Introducing prescribed biases in out-of-equilibrium Markov models

NASA Astrophysics Data System (ADS)

Dixit, Purushottam D.

2018-03-01

Markov models are often used in modeling complex out-of-equilibrium chemical and biochemical systems. However, many times their predictions do not agree with experiments. We need a systematic framework to update existing Markov models to make them consistent with constraints that are derived from experiments. Here, we present a framework based on the principle of maximum relative path entropy (minimum Kullback-Leibler divergence) to update Markov models using stationary state and dynamical trajectory-based constraints. We illustrate the framework using a biochemical model network of growth factor-based signaling. We also show how to find the closest detailed balanced Markov model to a given Markov model. Further applications and generalizations are discussed.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

On a Result for Finite Markov Chains

ERIC Educational Resources Information Center

Kulathinal, Sangita; Ghosh, Lagnojita

2006-01-01

In an undergraduate course on stochastic processes, Markov chains are discussed in great detail. Textbooks on stochastic processes provide interesting properties of finite Markov chains. This note discusses one such property regarding the number of steps in which a state is reachable or accessible from another state in a finite Markov chain with M…

The Markov blankets of life: autonomy, active inference and the free energy principle

PubMed Central

Palacios, Ensor; Friston, Karl; Kiverstein, Julian

2018-01-01

This work addresses the autonomous organization of biological systems. It does so by considering the boundaries of biological systems, from individual cells to Home sapiens, in terms of the presence of Markov blankets under the active inference scheme—a corollary of the free energy principle. A Markov blanket defines the boundaries of a system in a statistical sense. Here we consider how a collective of Markov blankets can self-assemble into a global system that itself has a Markov blanket; thereby providing an illustration of how autonomous systems can be understood as having layers of nested and self-sustaining boundaries. This allows us to show that: (i) any living system is a Markov blanketed system and (ii) the boundaries of such systems need not be co-extensive with the biophysical boundaries of a living organism. In other words, autonomous systems are hierarchically composed of Markov blankets of Markov blankets—all the way down to individual cells, all the way up to you and me, and all the way out to include elements of the local environment. PMID:29343629

Entanglement revival can occur only when the system-environment state is not a Markov state

NASA Astrophysics Data System (ADS)

Sargolzahi, Iman

2018-06-01

Markov states have been defined for tripartite quantum systems. In this paper, we generalize the definition of the Markov states to arbitrary multipartite case and find the general structure of an important subset of them, which we will call strong Markov states. In addition, we focus on an important property of the Markov states: If the initial state of the whole system-environment is a Markov state, then each localized dynamics of the whole system-environment reduces to a localized subdynamics of the system. This provides us a necessary condition for entanglement revival in an open quantum system: Entanglement revival can occur only when the system-environment state is not a Markov state. To illustrate (a part of) our results, we consider the case that the environment is modeled as classical. In this case, though the correlation between the system and the environment remains classical during the evolution, the change of the state of the system-environment, from its initial Markov state to a state which is not a Markov one, leads to the entanglement revival in the system. This shows that the non-Markovianity of a state is not equivalent to the existence of non-classical correlation in it, in general.

Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

PubMed

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

2016-01-01

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.

Boundary element modelling of dynamic behavior of piecewise homogeneous anisotropic elastic solids

NASA Astrophysics Data System (ADS)

Igumnov, L. A.; Markov, I. P.; Litvinchuk, S. Yu

2018-04-01

A traditional direct boundary integral equations method is applied to solve three-dimensional dynamic problems of piecewise homogeneous linear elastic solids. The materials of homogeneous parts are considered to be generally anisotropic. The technique used to solve the boundary integral equations is based on the boundary element method applied together with the Radau IIA convolution quadrature method. A numerical example of suddenly loaded 3D prismatic rod consisting of two subdomains with different anisotropic elastic properties is presented to verify the accuracy of the proposed formulation.

Nonlinear Deformation of a Piecewise Homogeneous Cylinder Under the Action of Rotation

NASA Astrophysics Data System (ADS)

Akhundov, V. M.; Kostrova, M. M.

2018-05-01

Deformation of a piecewise cylinder under the action of rotation is investigated. The cylinder consists of an elastic matrix with circular fibers of square cross section made of a more rigid elastic material and arranged doubly periodically in the cylinder. Behavior of the cylinder under large displacements and deformations is examined using the equations of a nonlinear elasticity theory for cylinder constituents. The problem posed is solved by the finite-difference method using the method of continuation with respect to the rotational speed of the cylinder.

Analysis of unstable periodic orbits and chaotic orbits in the one-dimensional linear piecewise-smooth discontinuous map

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

Rajpathak, Bhooshan, E-mail: bhooshan@ee.iitb.ac.in; Pillai, Harish K., E-mail: hp@ee.iitb.ac.in; Bandyopadhyay, Santanu, E-mail: santanu@me.iitb.ac.in

2015-10-15

In this paper, we analytically examine the unstable periodic orbits and chaotic orbits of the 1-D linear piecewise-smooth discontinuous map. We explore the existence of unstable orbits and the effect of variation in parameters on the coexistence of unstable orbits. Further, we show that this structuring is different from the well known period adding cascade structure associated with the stable periodic orbits of the same map. Further, we analytically prove the existence of chaotic orbit for this map.

Filtrage Lineaire par Morceaux Avec Petit Bruit d’Observation (Piecewise Linear Filtering with Small Observation Noise)

DTIC Science & Technology

1990-11-19

stir divers exemple-s le comportement des filtres l)r0pose5 par ra.)pDort ceux du processus estliner et dti filtre optimal obtenu de fa~on approch6e...Piecewise monotone filtering with small observation noise, Siam J., Control Optim. 20, 261-285, 1989 . Vii [10 W.ll. Fleming and R.W. Rishel...Milbeiro, de Oliveira : Filtres approch~s pour un probl~me de filtrage non lin~aire discret avec petit bruit d’observation,rapport INVRIA, 1142. 1989

Stress state of a piecewise uniform layered space with doubly periodic internal cracks

NASA Astrophysics Data System (ADS)

Hakobyan, V. N.; Dashtoyan, L. L.

2018-04-01

The present paper deals with the stress state of a piecewise homogeneous plane formed by alternation junction of two distinct strips of equal height manufactured of different materials. There is a doubly periodic system of cracks on the plane. The governing system of singular integral equations of the first kind for the density of the crack dislocation is derived. The solution of the problem in the case where only one of the repeated strips contains one doubly-periodic crack is obtained by the method of mechanical quadratures.

MaCH-Admix: Genotype Imputation for Admixed Populations

PubMed Central

Liu, Eric Yi; Li, Mingyao; Wang, Wei; Li, Yun

2012-01-01

Imputation in admixed populations is an important problem but challenging due to the complex linkage disequilibrium (LD) pattern. The emergence of large reference panels such as that from the 1,000 Genomes Project enables more accurate imputation in general, and in particular for admixed populations and for uncommon variants. To efficiently benefit from these large reference panels, one key issue to consider in modern genotype imputation framework is the selection of effective reference panels. In this work, we consider a number of methods for effective reference panel construction inside a hidden Markov model and specific to each target individual. These methods fall into two categories: identity-by-state (IBS) based and ancestry-weighted approach. We evaluated the performance on individuals from recently admixed populations. Our target samples include 8,421 African Americans and 3,587 Hispanic Americans from the Women’s Health Initiative, which allow assessment of imputation quality for uncommon variants. Our experiments include both large and small reference panels; large, medium, and small target samples; and in genome regions of varying levels of LD. We also include BEAGLE and IMPUTE2 for comparison. Experiment results with large reference panel suggest that our novel piecewise IBS method yields consistently higher imputation quality than other methods/software. The advantage is particularly noteworthy among uncommon variants where we observe up to 5.1% information gain with the difference being highly significant (Wilcoxon signed rank test P-value < 0.0001). Our work is the first that considers various sensible approaches for imputation in admixed populations and presents a comprehensive comparison. PMID:23074066

Derivation of Markov processes that violate detailed balance

NASA Astrophysics Data System (ADS)

Lee, Julian

2018-03-01

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

Identifying and correcting non-Markov states in peptide conformational dynamics

NASA Astrophysics Data System (ADS)

Nerukh, Dmitry; Jensen, Christian H.; Glen, Robert C.

2010-02-01

Conformational transitions in proteins define their biological activity and can be investigated in detail using the Markov state model. The fundamental assumption on the transitions between the states, their Markov property, is critical in this framework. We test this assumption by analyzing the transitions obtained directly from the dynamics of a molecular dynamics simulated peptide valine-proline-alanine-leucine and states defined phenomenologically using clustering in dihedral space. We find that the transitions are Markovian at the time scale of ≈50 ps and longer. However, at the time scale of 30-40 ps the dynamics loses its Markov property. Our methodology reveals the mechanism that leads to non-Markov behavior. It also provides a way of regrouping the conformations into new states that now possess the required Markov property of their dynamics.

On Discontinuous Piecewise Linear Models for Memristor Oscillators

NASA Astrophysics Data System (ADS)

Amador, Andrés; Freire, Emilio; Ponce, Enrique; Ros, Javier

2017-06-01

In this paper, we provide for the first time rigorous mathematical results regarding the rich dynamics of piecewise linear memristor oscillators. In particular, for each nonlinear oscillator given in [Itoh & Chua, 2008], we show the existence of an infinite family of invariant manifolds and that the dynamics on such manifolds can be modeled without resorting to discontinuous models. Our approach provides topologically equivalent continuous models with one dimension less but with one extra parameter associated to the initial conditions. It is possible to justify the periodic behavior exhibited by three-dimensional memristor oscillators, by taking advantage of known results for planar continuous piecewise linear systems. The analysis developed not only confirms the numerical results contained in previous works [Messias et al., 2010; Scarabello & Messias, 2014] but also goes much further by showing the existence of closed surfaces in the state space which are foliated by periodic orbits. The important role of initial conditions that justify the infinite number of periodic orbits exhibited by these models, is stressed. The possibility of unsuspected bistable regimes under specific configurations of parameters is also emphasized.

Analytical modelling of Halbach linear generator incorporating pole shifting and piece-wise spring for ocean wave energy harvesting

NASA Astrophysics Data System (ADS)

Tan, Yimin; Lin, Kejian; Zu, Jean W.

2018-05-01

Halbach permanent magnet (PM) array has attracted tremendous research attention in the development of electromagnetic generators for its unique properties. This paper has proposed a generalized analytical model for linear generators. The slotted stator pole-shifting and implementation of Halbach array have been combined for the first time. Initially, the magnetization components of the Halbach array have been determined using Fourier decomposition. Then, based on the magnetic scalar potential method, the magnetic field distribution has been derived employing specially treated boundary conditions. FEM analysis has been conducted to verify the analytical model. A slotted linear PM generator with Halbach PM has been constructed to validate the model and further improved using piece-wise springs to trigger full range reciprocating motion. A dynamic model has been developed to characterize the dynamic behavior of the slider. This analytical method provides an effective tool in development and optimization of Halbach PM generator. The experimental results indicate that piece-wise springs can be employed to improve generator performance under low excitation frequency.

Mittag-Leffler stability of fractional-order neural networks in the presence of generalized piecewise constant arguments.

PubMed

Wu, Ailong; Liu, Ling; Huang, Tingwen; Zeng, Zhigang

2017-01-01

Neurodynamic system is an emerging research field. To understand the essential motivational representations of neural activity, neurodynamics is an important question in cognitive system research. This paper is to investigate Mittag-Leffler stability of a class of fractional-order neural networks in the presence of generalized piecewise constant arguments. To identify neural types of computational principles in mathematical and computational analysis, the existence and uniqueness of the solution of neurodynamic system is the first prerequisite. We prove that the existence and uniqueness of the solution of the network holds when some conditions are satisfied. In addition, self-active neurodynamic system demands stable internal dynamical states (equilibria). The main emphasis will be then on several sufficient conditions to guarantee a unique equilibrium point. Furthermore, to provide deeper explanations of neurodynamic process, Mittag-Leffler stability is studied in detail. The established results are based on the theories of fractional differential equation and differential equation with generalized piecewise constant arguments. The derived criteria improve and extend the existing related results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Intensity-based hierarchical clustering in CT-scans: application to interactive segmentation in cardiology

NASA Astrophysics Data System (ADS)

Hadida, Jonathan; Desrosiers, Christian; Duong, Luc

2011-03-01

The segmentation of anatomical structures in Computed Tomography Angiography (CTA) is a pre-operative task useful in image guided surgery. Even though very robust and precise methods have been developed to help achieving a reliable segmentation (level sets, active contours, etc), it remains very time consuming both in terms of manual interactions and in terms of computation time. The goal of this study is to present a fast method to find coarse anatomical structures in CTA with few parameters, based on hierarchical clustering. The algorithm is organized as follows: first, a fast non-parametric histogram clustering method is proposed to compute a piecewise constant mask. A second step then indexes all the space-connected regions in the piecewise constant mask. Finally, a hierarchical clustering is achieved to build a graph representing the connections between the various regions in the piecewise constant mask. This step builds up a structural knowledge about the image. Several interactive features for segmentation are presented, for instance association or disassociation of anatomical structures. A comparison with the Mean-Shift algorithm is presented.

Comparison of a discrete steepest ascent method with the continuous steepest ascent method for optimal programing

NASA Technical Reports Server (NTRS)

Childs, A. G.

1971-01-01

A discrete steepest ascent method which allows controls which are not piecewise constant (for example, it allows all continuous piecewise linear controls) was derived for the solution of optimal programming problems. This method is based on the continuous steepest ascent method of Bryson and Denham and new concepts introduced by Kelley and Denham in their development of compatible adjoints for taking into account the effects of numerical integration. The method is a generalization of the algorithm suggested by Canon, Cullum, and Polak with the details of the gradient computation given. The discrete method was compared with the continuous method for an aerodynamics problem for which an analytic solution is given by Pontryagin's maximum principle, and numerical results are presented. The discrete method converges more rapidly than the continuous method at first, but then for some undetermined reason, loses its exponential convergence rate. A comparsion was also made for the algorithm of Canon, Cullum, and Polak using piecewise constant controls. This algorithm is very competitive with the continuous algorithm.

A piecewise regression approach for determining biologically relevant hydraulic thresholds for the protection of fishes at river infrastructure.

PubMed

Boys, C A; Robinson, W; Miller, B; Pflugrath, B; Baumgartner, L J; Navarro, A; Brown, R; Deng, Z

2016-05-01

A piecewise regression approach was used to objectively quantify barotrauma injury thresholds in two physoclistous species, Murray cod Maccullochella peelii and silver perch Bidyanus bidyanus, following simulated infrastructure passage in a barometric chamber. The probability of injuries such as swimbladder rupture, exophthalmia and haemorrhage, and emphysema in various organs increased as the ratio between the lowest exposure pressure and the acclimation pressure (ratio of pressure change, R(NE:A) ) reduced. The relationship was typically non-linear and piecewise regression was able to quantify thresholds in R(NE:A) that once exceeded resulted in a substantial increase in barotrauma injury. Thresholds differed among injury types and between species but by applying a multispecies precautionary principle, the maintenance of exposure pressures at river infrastructure above 70% of acclimation pressure (R(NE:A) of 0·7) should protect downstream migrating juveniles of these two physoclistous species sufficiently. These findings have important implications for determining the risk posed by current infrastructures and informing the design and operation of new ones. © 2016 The Fisheries Society of the British Isles.

True orbit simulation of piecewise linear and linear fractional maps of arbitrary dimension using algebraic numbers

NASA Astrophysics Data System (ADS)

Saito, Asaki; Yasutomi, Shin-ichi; Tamura, Jun-ichi; Ito, Shunji

2015-06-01

We introduce a true orbit generation method enabling exact simulations of dynamical systems defined by arbitrary-dimensional piecewise linear fractional maps, including piecewise linear maps, with rational coefficients. This method can generate sufficiently long true orbits which reproduce typical behaviors (inherent behaviors) of these systems, by properly selecting algebraic numbers in accordance with the dimension of the target system, and involving only integer arithmetic. By applying our method to three dynamical systems—that is, the baker's transformation, the map associated with a modified Jacobi-Perron algorithm, and an open flow system—we demonstrate that it can reproduce their typical behaviors that have been very difficult to reproduce with conventional simulation methods. In particular, for the first two maps, we show that we can generate true orbits displaying the same statistical properties as typical orbits, by estimating the marginal densities of their invariant measures. For the open flow system, we show that an obtained true orbit correctly converges to the stable period-1 orbit, which is inherently possessed by the system.

Deterministic chaotic dynamics of Raba River flow (Polish Carpathian Mountains)

NASA Astrophysics Data System (ADS)

Kędra, Mariola

2014-02-01

Is the underlying dynamics of river flow random or deterministic? If it is deterministic, is it deterministic chaotic? This issue is still controversial. The application of several independent methods, techniques and tools for studying daily river flow data gives consistent, reliable and clear-cut results to the question. The outcomes point out that the investigated discharge dynamics is not random but deterministic. Moreover, the results completely confirm the nonlinear deterministic chaotic nature of the studied process. The research was conducted on daily discharge from two selected gauging stations of the mountain river in southern Poland, the Raba River.

Representing Lumped Markov Chains by Minimal Polynomials over Field GF(q)

NASA Astrophysics Data System (ADS)

Zakharov, V. M.; Shalagin, S. V.; Eminov, B. F.

2018-05-01

A method has been proposed to represent lumped Markov chains by minimal polynomials over a finite field. The accuracy of representing lumped stochastic matrices, the law of lumped Markov chains depends linearly on the minimum degree of polynomials over field GF(q). The method allows constructing the realizations of lumped Markov chains on linear shift registers with a pre-defined “linear complexity”.

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

Identification of cascade water tanks using a PWARX model

NASA Astrophysics Data System (ADS)

Mattsson, Per; Zachariah, Dave; Stoica, Petre

2018-06-01

In this paper we consider the identification of a discrete-time nonlinear dynamical model for a cascade water tank process. The proposed method starts with a nominal linear dynamical model of the system, and proceeds to model its prediction errors using a model that is piecewise affine in the data. As data is observed, the nominal model is refined into a piecewise ARX model which can capture a wide range of nonlinearities, such as the saturation in the cascade tanks. The proposed method uses a likelihood-based methodology which adaptively penalizes model complexity and directly leads to a computationally efficient implementation.

Exponentially accurate approximations to piece-wise smooth periodic functions

NASA Technical Reports Server (NTRS)

Greer, James; Banerjee, Saheb

1995-01-01

A family of simple, periodic basis functions with 'built-in' discontinuities are introduced, and their properties are analyzed and discussed. Some of their potential usefulness is illustrated in conjunction with the Fourier series representations of functions with discontinuities. In particular, it is demonstrated how they can be used to construct a sequence of approximations which converges exponentially in the maximum norm to a piece-wise smooth function. The theory is illustrated with several examples and the results are discussed in the context of other sequences of functions which can be used to approximate discontinuous functions.

Modifications of the PCPT method for HJB equations

NASA Astrophysics Data System (ADS)

Kossaczký, I.; Ehrhardt, M.; Günther, M.

2016-10-01

In this paper we will revisit the modification of the piecewise constant policy timestepping (PCPT) method for solving Hamilton-Jacobi-Bellman (HJB) equations. This modification is called piecewise predicted policy timestepping (PPPT) method and if properly used, it may be significantly faster. We will quickly recapitulate the algorithms of PCPT, PPPT methods and of the classical implicit method and apply them on a passport option pricing problem with non-standard payoff. We will present modifications needed to solve this problem effectively with the PPPT method and compare the performance with the PCPT method and the classical implicit method.

A refraction-corrected tomographic algorithm for immersion laser-ultrasonic imaging of solids with piecewise linear surface profile

NASA Astrophysics Data System (ADS)

Zarubin, V.; Bychkov, A.; Simonova, V.; Zhigarkov, V.; Karabutov, A.; Cherepetskaya, E.

2018-05-01

In this paper, a technique for reflection mode immersion 2D laser-ultrasound tomography of solid objects with piecewise linear 2D surface profiles is presented. Pulsed laser radiation was used for generation of short ultrasonic probe pulses, providing high spatial resolution. A piezofilm sensor array was used for detection of the waves reflected by the surface and internal inhomogeneities of the object. The original ultrasonic image reconstruction algorithm accounting for refraction of acoustic waves at the liquid-solid interface provided longitudinal resolution better than 100 μm in the polymethyl methacrylate sample object.

Trajectory Generation by Piecewise Spline Interpolation

DTIC Science & Technology

1976-04-01

Lx) -a 0 + atx + aAx + x (21)0 1 2 3 and the coefficients are obtained from Equation (20) as ao m fl (22)i al " fi, (23) S3(fi + I f ) 2fj + fj+ 1 (24...reference frame to the vehicle fixed frame is pTO’ 0TO’ OTO’ *TO where a if (gZv0 - A >- 0 aCI (64) - azif (gzv0- AzvO < 0 These rotations may be...velocity frame axes directions (velocity frame from the output frame) aO, al , a 2 , a 3 Coefficients of the piecewise cubic polynomials [B ] Tridiagonal

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Modeling of dialogue regimes of distance robot control

NASA Astrophysics Data System (ADS)

Larkin, E. V.; Privalov, A. N.

2017-02-01

Process of distance control of mobile robots is investigated. Petri-Markov net for modeling of dialogue regime is worked out. It is shown, that sequence of operations of next subjects: a human operator, a dialogue computer and an onboard computer may be simulated with use the theory of semi-Markov processes. From the semi-Markov process of the general form Markov process was obtained, which includes only states of transaction generation. It is shown, that a real transaction flow is the result of «concurrency» in states of Markov process. Iteration procedure for evaluation of transaction flow parameters, which takes into account effect of «concurrency», is proposed.

Algorithms for Discovery of Multiple Markov Boundaries

PubMed Central

Statnikov, Alexander; Lytkin, Nikita I.; Lemeire, Jan; Aliferis, Constantin F.

2013-01-01

Algorithms for Markov boundary discovery from data constitute an important recent development in machine learning, primarily because they offer a principled solution to the variable/feature selection problem and give insight on local causal structure. Over the last decade many sound algorithms have been proposed to identify a single Markov boundary of the response variable. Even though faithful distributions and, more broadly, distributions that satisfy the intersection property always have a single Markov boundary, other distributions/data sets may have multiple Markov boundaries of the response variable. The latter distributions/data sets are common in practical data-analytic applications, and there are several reasons why it is important to induce multiple Markov boundaries from such data. However, there are currently no sound and efficient algorithms that can accomplish this task. This paper describes a family of algorithms TIE* that can discover all Markov boundaries in a distribution. The broad applicability as well as efficiency of the new algorithmic family is demonstrated in an extensive benchmarking study that involved comparison with 26 state-of-the-art algorithms/variants in 15 data sets from a diversity of application domains. PMID:25285052

Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains

PubMed Central

Meyer, Denny; Forbes, Don; Clarke, Stephen R.

2006-01-01

Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key Points A comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition. The Markov assumption appears to be valid. However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play. Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes. PMID:24357946

Probability distributions for Markov chain based quantum walks

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan; Liu, Chaobin; Venegas-Andraca, Salvador E.

2018-01-01

We analyze the probability distributions of the quantum walks induced from Markov chains by Szegedy (2004). The first part of this paper is devoted to the quantum walks induced from finite state Markov chains. It is shown that the probability distribution on the states of the underlying Markov chain is always convergent in the Cesaro sense. In particular, we deduce that the limiting distribution is uniform if the transition matrix is symmetric. In the case of a non-symmetric Markov chain, we exemplify that the limiting distribution of the quantum walk is not necessarily identical with the stationary distribution of the underlying irreducible Markov chain. The Szegedy scheme can be extended to infinite state Markov chains (random walks). In the second part, we formulate the quantum walk induced from a lazy random walk on the line. We then obtain the weak limit of the quantum walk. It is noted that the current quantum walk appears to spread faster than its counterpart-quantum walk on the line driven by the Grover coin discussed in literature. The paper closes with an outlook on possible future directions.

Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains.

PubMed

Meyer, Denny; Forbes, Don; Clarke, Stephen R

2006-01-01

Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key PointsA comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition.The Markov assumption appears to be valid.However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play.Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes.

Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem

DOE PAGES

Stefanescu, Razvan; Schmidt, Kathleen; Hite, Jason; ...

2016-12-12

In this paper, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 × 180 m block of an urban center based on synthetic measurements. Radioactive decay and detection are Poisson random processes, so we employ likelihood functions based on this distribution. Owing to the domain geometry and the proposed response model, the negative logarithm of the likelihood is only piecewise continuous differentiable, and it has multiple local minima. To address these difficulties, we investigate three hybrid algorithms composed of mixed optimization techniques. For global optimization, we consider simulated annealing, particlemore » swarm, and genetic algorithm, which rely solely on objective function evaluations; that is, they do not evaluate the gradient in the objective function. By employing early stopping criteria for the global optimization methods, a pseudo-optimum point is obtained. This is subsequently utilized as the initial value by the deterministic implicit filtering method, which is able to find local extrema in non-smooth functions, to finish the search in a narrow domain. These new hybrid techniques, combining global optimization and implicit filtering address, difficulties associated with the non-smooth response, and their performances, are shown to significantly decrease the computational time over the global optimization methods. To quantify uncertainties associated with the source location and intensity, we employ the delayed rejection adaptive Metropolis and DiffeRential Evolution Adaptive Metropolis algorithms. Finally, marginal densities of the source properties are obtained, and the means of the chains compare accurately with the estimates produced by the hybrid algorithms.« less

Regenerative Simulation of Harris Recurrent Markov Chains.

DTIC Science & Technology

1982-07-01

Sutijle) S. TYPE OF REPORT A PERIOD COVERED REGENERATIVE SIMULATION OF HARRIS RECURRENT Technical Report MARKOV CHAINS 14. PERFORMING ORG. REPORT NUMBER...7 AD-Ag 251 STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH /s i2/ REGENERATIVE SIMULATION OF HARRIS RECURRENT MARKOV CHAINS,(U) JUL 82 P W GLYNN N0001...76-C-0578 UNtLASSIFIED TR-62 NL EhhhIhEEEEEEI EEEEEIIIIIII REGENERATIVE SIMULATION OF HARRIS RECURRENT MARKOV CHAINS by Peter W. Glynn TECHNICAL

A dynamic multi-scale Markov model based methodology for remaining life prediction

NASA Astrophysics Data System (ADS)

Yan, Jihong; Guo, Chaozhong; Wang, Xing

2011-05-01

The ability to accurately predict the remaining life of partially degraded components is crucial in prognostics. In this paper, a performance degradation index is designed using multi-feature fusion techniques to represent deterioration severities of facilities. Based on this indicator, an improved Markov model is proposed for remaining life prediction. Fuzzy C-Means (FCM) algorithm is employed to perform state division for Markov model in order to avoid the uncertainty of state division caused by the hard division approach. Considering the influence of both historical and real time data, a dynamic prediction method is introduced into Markov model by a weighted coefficient. Multi-scale theory is employed to solve the state division problem of multi-sample prediction. Consequently, a dynamic multi-scale Markov model is constructed. An experiment is designed based on a Bently-RK4 rotor testbed to validate the dynamic multi-scale Markov model, experimental results illustrate the effectiveness of the methodology.

Preliminary testing for the Markov property of the fifteen chromatin states of the Broad Histone Track.

PubMed

Lee, Kyung-Eun; Park, Hyun-Seok

2015-01-01

Epigenetic computational analyses based on Markov chains can integrate dependencies between regions in the genome that are directly adjacent. In this paper, the BED files of fifteen chromatin states of the Broad Histone Track of the ENCODE project are parsed, and comparative nucleotide frequencies of regional chromatin blocks are thoroughly analyzed to detect the Markov property in them. We perform various tests to examine the Markov property embedded in a frequency domain by checking for the presence of the Markov property in the various chromatin states. We apply these tests to each region of the fifteen chromatin states. The results of our simulation indicate that some of the chromatin states possess a stronger Markov property than others. We discuss the significance of our findings in statistical models of nucleotide sequences that are necessary for the computational analysis of functional units in noncoding DNA.

Spatiotemporal Patterns and Predictability of Cyberattacks

PubMed Central

Chen, Yu-Zhong; Huang, Zi-Gang; Xu, Shouhuai; Lai, Ying-Cheng

2015-01-01

A relatively unexplored issue in cybersecurity science and engineering is whether there exist intrinsic patterns of cyberattacks. Conventional wisdom favors absence of such patterns due to the overwhelming complexity of the modern cyberspace. Surprisingly, through a detailed analysis of an extensive data set that records the time-dependent frequencies of attacks over a relatively wide range of consecutive IP addresses, we successfully uncover intrinsic spatiotemporal patterns underlying cyberattacks, where the term “spatio” refers to the IP address space. In particular, we focus on analyzing macroscopic properties of the attack traffic flows and identify two main patterns with distinct spatiotemporal characteristics: deterministic and stochastic. Strikingly, there are very few sets of major attackers committing almost all the attacks, since their attack “fingerprints” and target selection scheme can be unequivocally identified according to the very limited number of unique spatiotemporal characteristics, each of which only exists on a consecutive IP region and differs significantly from the others. We utilize a number of quantitative measures, including the flux-fluctuation law, the Markov state transition probability matrix, and predictability measures, to characterize the attack patterns in a comprehensive manner. A general finding is that the attack patterns possess high degrees of predictability, potentially paving the way to anticipating and, consequently, mitigating or even preventing large-scale cyberattacks using macroscopic approaches. PMID:25992837

Spatiotemporal patterns and predictability of cyberattacks.

PubMed

Chen, Yu-Zhong; Huang, Zi-Gang; Xu, Shouhuai; Lai, Ying-Cheng

2015-01-01

A relatively unexplored issue in cybersecurity science and engineering is whether there exist intrinsic patterns of cyberattacks. Conventional wisdom favors absence of such patterns due to the overwhelming complexity of the modern cyberspace. Surprisingly, through a detailed analysis of an extensive data set that records the time-dependent frequencies of attacks over a relatively wide range of consecutive IP addresses, we successfully uncover intrinsic spatiotemporal patterns underlying cyberattacks, where the term "spatio" refers to the IP address space. In particular, we focus on analyzing macroscopic properties of the attack traffic flows and identify two main patterns with distinct spatiotemporal characteristics: deterministic and stochastic. Strikingly, there are very few sets of major attackers committing almost all the attacks, since their attack "fingerprints" and target selection scheme can be unequivocally identified according to the very limited number of unique spatiotemporal characteristics, each of which only exists on a consecutive IP region and differs significantly from the others. We utilize a number of quantitative measures, including the flux-fluctuation law, the Markov state transition probability matrix, and predictability measures, to characterize the attack patterns in a comprehensive manner. A general finding is that the attack patterns possess high degrees of predictability, potentially paving the way to anticipating and, consequently, mitigating or even preventing large-scale cyberattacks using macroscopic approaches.

Budget impact and cost-utility analysis of universal infant rotavirus vaccination in Spain.

PubMed

Imaz, Iñaki; Rubio, Beltrán; Cornejo, Ana M; González-Enríquez, Jesús

2014-04-01

Rotavirus is not included in the Spanish mass infant vaccination schedule but has also not been economically evaluated for its inclusion. We analysed cost-utility of the universal infant rotavirus vaccination using RotaTeq® versus no vaccination in Spain. We also carried out a budget impact analysis and determined the effect on results of different variables introduced in the model. A deterministic Markov model was built considering loss of quality of life for children and their parents, and introducing direct and indirect costs updated to 2011. The introduction of the vaccination using RotaTeq® as a universal infant vaccination would increase the annual health care budget in 10.43 million euro and would result in a gain of an additional Quality Adjusted Life Year at a cost of 280,338€ from the healthcare system perspective and 210,167€ from the societal perspective. The model was stable to variable modifications. To sum up, according to our model and estimates, the introduction of a universal infant rotavirus vaccination with RotaTeq® in Spain would cause a large impact on the health care budget and would not be efficient unless significant variations in vaccine price, vaccine efficacy and/or utilities took place. Copyright © 2013 Elsevier Inc. All rights reserved.

A hybrid smartphone indoor positioning solution for mobile LBS.

PubMed

Liu, Jingbin; Chen, Ruizhi; Pei, Ling; Guinness, Robert; Kuusniemi, Heidi

2012-12-12

Smartphone positioning is an enabling technology used to create new business in the navigation and mobile location-based services (LBS) industries. This paper presents a smartphone indoor positioning engine named HIPE that can be easily integrated with mobile LBS. HIPE is a hybrid solution that fuses measurements of smartphone sensors with wireless signals. The smartphone sensors are used to measure the user's motion dynamics information (MDI), which represent the spatial correlation of various locations. Two algorithms based on hidden Markov model (HMM) problems, the grid-based filter and the Viterbi algorithm, are used in this paper as the central processor for data fusion to resolve the position estimates, and these algorithms are applicable for different applications, e.g., real-time navigation and location tracking, respectively. HIPE is more widely applicable for various motion scenarios than solutions proposed in previous studies because it uses no deterministic motion models, which have been commonly used in previous works. The experimental results showed that HIPE can provide adequate positioning accuracy and robustness for different scenarios of MDI combinations. HIPE is a cost-efficient solution, and it can work flexibly with different smartphone platforms, which may have different types of sensors available for the measurement of MDI data. The reliability of the positioning solution was found to increase with increasing precision of the MDI data.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.

PubMed

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-06-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.

Evaluating Downscaling Methods for Seasonal Climate Forecasts over East Africa

NASA Technical Reports Server (NTRS)

Roberts, J. Brent; Robertson, Franklin R.; Bosilovich, Michael; Lyon, Bradfield; Funk, Chris

2013-01-01

The U.S. National Multi-Model Ensemble seasonal forecasting system is providing hindcast and real-time data streams to be used in assessing and improving seasonal predictive capacity. The NASA / USAID SERVIR project, which leverages satellite and modeling-based resources for environmental decision making in developing nations, is focusing on the evaluation of NMME forecasts specifically for use in impact modeling within hub regions including East Africa, the Hindu Kush-Himalayan (HKH) region and Mesoamerica. One of the participating models in NMME is the NASA Goddard Earth Observing System (GEOS5). This work will present an intercomparison of downscaling methods using the GEOS5 seasonal forecasts of temperature and precipitation over East Africa. The current seasonal forecasting system provides monthly averaged forecast anomalies. These anomalies must be spatially downscaled and temporally disaggregated for use in application modeling (e.g. hydrology, agriculture). There are several available downscaling methodologies that can be implemented to accomplish this goal. Selected methods include both a non-homogenous hidden Markov model and an analogue based approach. A particular emphasis will be placed on quantifying the ability of different methods to capture the intermittency of precipitation within both the short and long rain seasons. Further, the ability to capture spatial covariances will be assessed. Both probabilistic and deterministic skill measures will be evaluated over the hindcast period

Representing and computing regular languages on massively parallel networks

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

Miller, M.I.; O'Sullivan, J.A.; Boysam, B.

1991-01-01

This paper proposes a general method for incorporating rule-based constraints corresponding to regular languages into stochastic inference problems, thereby allowing for a unified representation of stochastic and syntactic pattern constraints. The authors' approach first established the formal connection of rules to Chomsky grammars, and generalizes the original work of Shannon on the encoding of rule-based channel sequences to Markov chains of maximum entropy. This maximum entropy probabilistic view leads to Gibb's representations with potentials which have their number of minima growing at precisely the exponential rate that the language of deterministically constrained sequences grow. These representations are coupled to stochasticmore » diffusion algorithms, which sample the language-constrained sequences by visiting the energy minima according to the underlying Gibbs' probability law. The coupling to stochastic search methods yields the all-important practical result that fully parallel stochastic cellular automata may be derived to generate samples from the rule-based constraint sets. The production rules and neighborhood state structure of the language of sequences directly determines the necessary connection structures of the required parallel computing surface. Representations of this type have been mapped to the DAP-510 massively-parallel processor consisting of 1024 mesh-connected bit-serial processing elements for performing automated segmentation of electron-micrograph images.« less

Evaluating Downscaling Methods for Seasonal Climate Forecasts over East Africa

NASA Technical Reports Server (NTRS)

Robertson, Franklin R.; Roberts, J. Brent; Bosilovich, Michael; Lyon, Bradfield

2013-01-01

The U.S. National Multi-Model Ensemble seasonal forecasting system is providing hindcast and real-time data streams to be used in assessing and improving seasonal predictive capacity. The NASA / USAID SERVIR project, which leverages satellite and modeling-based resources for environmental decision making in developing nations, is focusing on the evaluation of NMME forecasts specifically for use in impact modeling within hub regions including East Africa, the Hindu Kush-Himalayan (HKH) region and Mesoamerica. One of the participating models in NMME is the NASA Goddard Earth Observing System (GEOS5). This work will present an intercomparison of downscaling methods using the GEOS5 seasonal forecasts of temperature and precipitation over East Africa. The current seasonal forecasting system provides monthly averaged forecast anomalies. These anomalies must be spatially downscaled and temporally disaggregated for use in application modeling (e.g. hydrology, agriculture). There are several available downscaling methodologies that can be implemented to accomplish this goal. Selected methods include both a non-homogenous hidden Markov model and an analogue based approach. A particular emphasis will be placed on quantifying the ability of different methods to capture the intermittency of precipitation within both the short and long rain seasons. Further, the ability to capture spatial covariances will be assessed. Both probabilistic and deterministic skill measures will be evaluated over the hindcast period.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†

PubMed Central

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-01-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370

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.

Analyzing chromatographic data using multilevel modeling.

PubMed

Wiczling, Paweł

2018-06-01

It is relatively easy to collect chromatographic measurements for a large number of analytes, especially with gradient chromatographic methods coupled with mass spectrometry detection. Such data often have a hierarchical or clustered structure. For example, analytes with similar hydrophobicity and dissociation constant tend to be more alike in their retention than a randomly chosen set of analytes. Multilevel models recognize the existence of such data structures by assigning a model for each parameter, with its parameters also estimated from data. In this work, a multilevel model is proposed to describe retention time data obtained from a series of wide linear organic modifier gradients of different gradient duration and different mobile phase pH for a large set of acids and bases. The multilevel model consists of (1) the same deterministic equation describing the relationship between retention time and analyte-specific and instrument-specific parameters, (2) covariance relationships relating various physicochemical properties of the analyte to chromatographically specific parameters through quantitative structure-retention relationship based equations, and (3) stochastic components of intra-analyte and interanalyte variability. The model was implemented in Stan, which provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods. Graphical abstract Relationships between log k and MeOH content for acidic, basic, and neutral compounds with different log P. CI credible interval, PSA polar surface area.

Hierarchical Markov blankets and adaptive active inference. Comment on "Answering Schrödinger's question: A free-energy formulation" by Maxwell James Désormeau Ramstead et al.

NASA Astrophysics Data System (ADS)

Kirchhoff, Michael

2018-03-01

Ramstead MJD, Badcock PB, Friston KJ. Answering Schrödinger's question: A free-energy formulation. Phys Life Rev 2018. https://doi.org/10.1016/j.plrev.2017.09.001 [this issue] motivate a multiscale characterisation of living systems in terms of hierarchically structured Markov blankets - a view of living systems as comprised of Markov blankets of Markov blankets [1-4]. It is effectively a treatment of what life is and how it is realised, cast in terms of how Markov blankets of living systems self-organise via active inference - a corollary of the free energy principle [5-7].

Modeling Hubble Space Telescope flight data by Q-Markov cover identification

NASA Technical Reports Server (NTRS)

Liu, K.; Skelton, R. E.; Sharkey, J. P.

1992-01-01

A state space model for the Hubble Space Telescope under the influence of unknown disturbances in orbit is presented. This model was obtained from flight data by applying the Q-Markov covariance equivalent realization identification algorithm. This state space model guarantees the match of the first Q-Markov parameters and covariance parameters of the Hubble system. The flight data were partitioned into high- and low-frequency components for more efficient Q-Markov cover modeling, to reduce some computational difficulties of the Q-Markov cover algorithm. This identification revealed more than 20 lightly damped modes within the bandwidth of the attitude control system. Comparisons with the analytical (TREETOPS) model are also included.

LECTURES ON GAME THEORY, MARKOV CHAINS, AND RELATED TOPICS

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

Thompson, G L

1958-03-01

Notes on nine lectures delivered at Sandin Corporation in August 1957 are given. Part one contains the manuscript of a paper concerning a judging problem. Part two is concerned with finite Markov-chain theory amd discusses regular Markov chains, absorbing Markov chains, the classification of states, application to the Leontief input-output model, and semimartingales. Part three contains notes on game theory and covers matrix games, the effect of psychological attitudes on the outcomes of games, extensive games, amd matrix theory applied to mathematical economics. (auth)

Markov chains: computing limit existence and approximations with DNA.

PubMed

Cardona, M; Colomer, M A; Conde, J; Miret, J M; Miró, J; Zaragoza, A

2005-09-01

We present two algorithms to perform computations over Markov chains. The first one determines whether the sequence of powers of the transition matrix of a Markov chain converges or not to a limit matrix. If it does converge, the second algorithm enables us to estimate this limit. The combination of these algorithms allows the computation of a limit using DNA computing. In this sense, we have encoded the states and the transition probabilities using strands of DNA for generating paths of the Markov chain.

Chua's Equation was Proved to BE Chaotic in Two Years, Lorenz Equation in Thirty Six Years

NASA Astrophysics Data System (ADS)

Muthuswamy, Bharathwaj

2013-01-01

Although there are probably more publications on Chua's circuit than any other chaotic circuit, a tutorial with a historical emphasis is still lacking. Hence the goal of this chapter is to provide such a tutorial. This chapter will prove useful for a novice who is looking to understand the basics behind chaotic circuits without too much technical details. The chapter also includes a cookbook approach to a rigorous proof of chaos in piecewise-linear systems. The proof is a summary of the original piecewise-linear proof of chaos in Chua's circuit. The chapter concludes with a discussion of circuits derived from Chua's circuit.

On the Gibbs phenomenon 3: Recovering exponential accuracy in a sub-interval from a spectral partial sum of a piecewise analytic function

NASA Technical Reports Server (NTRS)

Gottlieb, David; Shu, Chi-Wang

1993-01-01

The investigation of overcoming Gibbs phenomenon was continued, i.e., obtaining exponential accuracy at all points including at the discontinuities themselves, from the knowledge of a spectral partial sum of a discontinuous but piecewise analytic function. It was shown that if we are given the first N expansion coefficients of an L(sub 2) function f(x) in terms of either the trigonometrical polynomials or the Chebyshev or Legendre polynomials, an exponentially convergent approximation to the point values of f(x) in any sub-interval in which it is analytic can be constructed.

Stability and bifurcation analysis of oscillators with piecewise-linear characteristics - A general approach

NASA Technical Reports Server (NTRS)

Noah, S. T.; Kim, Y. B.

1991-01-01

A general approach is developed for determining the periodic solutions and their stability of nonlinear oscillators with piecewise-smooth characteristics. A modified harmonic balance/Fourier transform procedure is devised for the analysis. The procedure avoids certain numerical differentiation employed previously in determining the periodic solutions, therefore enhancing the reliability and efficiency of the method. Stability of the solutions is determined via perturbations of their state variables. The method is applied to a forced oscillator interacting with a stop of finite stiffness. Flip and fold bifurcations are found to occur. This led to the identification of parameter ranges in which chaotic response occurred.

Large-Deformation Displacement Transfer Functions for Shape Predictions of Highly Flexible Slender Aerospace Structures

NASA Technical Reports Server (NTRS)

Ko, William L.; Fleischer, Van Tran

2013-01-01

Large deformation displacement transfer functions were formulated for deformed shape predictions of highly flexible slender structures like aircraft wings. In the formulation, the embedded beam (depth wise cross section of structure along the surface strain sensing line) was first evenly discretized into multiple small domains, with surface strain sensing stations located at the domain junctures. Thus, the surface strain (bending strains) variation within each domain could be expressed with linear of nonlinear function. Such piecewise approach enabled piecewise integrations of the embedded beam curvature equations [classical (Eulerian), physical (Lagrangian), and shifted curvature equations] to yield closed form slope and deflection equations in recursive forms.

Piecewise multivariate modelling of sequential metabolic profiling data.

PubMed

Rantalainen, Mattias; Cloarec, Olivier; Ebbels, Timothy M D; Lundstedt, Torbjörn; Nicholson, Jeremy K; Holmes, Elaine; Trygg, Johan

2008-02-19

Modelling the time-related behaviour of biological systems is essential for understanding their dynamic responses to perturbations. In metabolic profiling studies, the sampling rate and number of sampling points are often restricted due to experimental and biological constraints. A supervised multivariate modelling approach with the objective to model the time-related variation in the data for short and sparsely sampled time-series is described. A set of piecewise Orthogonal Projections to Latent Structures (OPLS) models are estimated, describing changes between successive time points. The individual OPLS models are linear, but the piecewise combination of several models accommodates modelling and prediction of changes which are non-linear with respect to the time course. We demonstrate the method on both simulated and metabolic profiling data, illustrating how time related changes are successfully modelled and predicted. The proposed method is effective for modelling and prediction of short and multivariate time series data. A key advantage of the method is model transparency, allowing easy interpretation of time-related variation in the data. The method provides a competitive complement to commonly applied multivariate methods such as OPLS and Principal Component Analysis (PCA) for modelling and analysis of short time-series data.

Semilinear programming: applications and implementation

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

Mohan, S.

Semilinear programming is a method of solving optimization problems with linear constraints where the non-negativity restrictions on the variables are dropped and the objective function coefficients can take on different values depending on whether the variable is positive or negative. The simplex method for linear programming is modified in this thesis to solve general semilinear and piecewise linear programs efficiently without having to transform them into equivalent standard linear programs. Several models in widely different areas of optimization such as production smoothing, facility locations, goal programming and L/sub 1/ estimation are presented first to demonstrate the compact formulation that arisesmore » when such problems are formulated as semilinear programs. A code SLP is constructed using the semilinear programming techniques. Problems in aggregate planning and L/sub 1/ estimation are solved using SLP and equivalent linear programs using a linear programming simplex code. Comparisons of CPU times and number iterations indicate SLP to be far superior. The semilinear programming techniques are extended to piecewise linear programming in the implementation of the code PLP. Piecewise linear models in aggregate planning are solved using PLP and equivalent standard linear programs using a simple upper bounded linear programming code SUBLP.« less

A piecewise regression approach for determining biologically relevant hydraulic thresholds for the protection of fish at river infrastructure

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

Boys, Craig A.; Robinson, Wayne; Miller, Brett

2016-05-13

Barotrauma injury can occur when fish are exposed to rapid decompression during downstream passage through river infrastructure. A piecewise regression approach was used to objectively quantify barotrauma injury thresholds in two physoclistous species (Murray cod Maccullochella peelii and silver perch Bidyanus bidyanus) following simulated infrastructure passage in barometric chambers. The probability of injuries such as swim bladder rupture; exophthalmia; and haemorrhage and emphysema in various organs increased as the ratio between the lowest exposure pressure and the acclimation pressure (ratio of pressure change RPCE/A) fell. The relationship was typically non-linear and piecewise regression was able to quantify thresholds in RPCE/Amore » that once exceeded resulted in a substantial increase in barotrauma injury. Thresholds differed among injury types and between species but by applying a multi-species precautionary principle, the maintenance of exposure pressures at river infrastructure above 70% of acclimation pressure (RPCE/A of 0.7) should sufficiently protect downstream migrating juveniles of these two physoclistous species. These findings have important implications for determining the risk posed by current infrastructures and informing the design and operation of new ones.« less

A partially penalty immersed Crouzeix-Raviart finite element method for interface problems.

PubMed

An, Na; Yu, Xijun; Chen, Huanzhen; Huang, Chaobao; Liu, Zhongyan

2017-01-01

The elliptic equations with discontinuous coefficients are often used to describe the problems of the multiple materials or fluids with different densities or conductivities or diffusivities. In this paper we develop a partially penalty immersed finite element (PIFE) method on triangular grids for anisotropic flow models, in which the diffusion coefficient is a piecewise definite-positive matrix. The standard linear Crouzeix-Raviart type finite element space is used on non-interface elements and the piecewise linear Crouzeix-Raviart type immersed finite element (IFE) space is constructed on interface elements. The piecewise linear functions satisfying the interface jump conditions are uniquely determined by the integral averages on the edges as degrees of freedom. The PIFE scheme is given based on the symmetric, nonsymmetric or incomplete interior penalty discontinuous Galerkin formulation. The solvability of the method is proved and the optimal error estimates in the energy norm are obtained. Numerical experiments are presented to confirm our theoretical analysis and show that the newly developed PIFE method has optimal-order convergence in the [Formula: see text] norm as well. In addition, numerical examples also indicate that this method is valid for both the isotropic and the anisotropic elliptic interface problems.

Existence of almost periodic solutions for forced perturbed systems with piecewise constant argument

NASA Astrophysics Data System (ADS)

Xia, Yonghui; Huang, Zhenkun; Han, Maoan

2007-09-01

Certain almost periodic forced perturbed systems with piecewise argument are considered in this paper. By using the contraction mapping principle and some new analysis technique, some sufficient conditions are obtained for the existence and uniqueness of almost periodic solution of these systems. Furthermore, we study the harmonic and subharmonic solutions of these systems. The obtained results generalize the previous known results such as [A.M. Fink, Almost Periodic Differential Equation, Lecture Notes in Math., volE 377, Springer-Verlag, Berlin, 1974; C.Y. He, Almost Periodic Differential Equations, Higher Education Press, Beijing, 1992 (in Chinese); Z.S. Lin, The existence of almost periodic solution of linear system, Acta Math. Sinica 22 (5) (1979) 515-528 (in Chinese); C.Y. He, Existence of almost periodic solutions of perturbation systems, Ann. Differential Equations 9 (2) (1992) 173-181; Y.H. Xia, M. Lin, J. Cao, The existence of almost periodic solutions of certain perturbation system, J. Math. Anal. Appl. 310 (1) (2005) 81-96]. Finally, a tangible example and its numeric simulations show the feasibility of our results, the comparison between non-perturbed system and perturbed system, the relation between systems with and without piecewise argument.

Machine learning in sentiment reconstruction of the simulated stock market

NASA Astrophysics Data System (ADS)

Goykhman, Mikhail; Teimouri, Ali

2018-02-01

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply the methodology of the Hidden Markov Models and the Recurrent Neural Networks to reconstruct the transition probabilities matrix of the Markov sentiment process and recover the underlying sentiment states from the observed stock price behavior. We demonstrate that the Hidden Markov Model can successfully recover the transition probabilities matrix for the hidden sentiment process of the Markov Chain type. We also demonstrate that the Recurrent Neural Network can successfully recover the hidden sentiment states from the observed simulated stock price time series.

Markov models in dentistry: application to resin-bonded bridges and review of the literature.

PubMed

Mahl, Dominik; Marinello, Carlo P; Sendi, Pedram

2012-10-01

Markov models are mathematical models that can be used to describe disease progression and evaluate the cost-effectiveness of medical interventions. Markov models allow projecting clinical and economic outcomes into the future and are therefore frequently used to estimate long-term outcomes of medical interventions. The purpose of this paper is to demonstrate its use in dentistry, using the example of resin-bonded bridges to replace missing teeth, and to review the literature. We used literature data and a four-state Markov model to project long-term outcomes of resin-bonded bridges over a time horizon of 60 years. In addition, the literature was searched in PubMed Medline for research articles on the application of Markov models in dentistry.

Markov switching multinomial logit model: An application to accident-injury severities.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2009-07-01

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident-injury severities. These models assume Markov switching over time between two unobserved states of roadway safety as a means of accounting for potential unobserved heterogeneity. The states are distinct in the sense that in different states accident-severity outcomes are generated by separate multinomial logit processes. To demonstrate the applicability of the approach, two-state Markov switching multinomial logit models are estimated for severity outcomes of accidents occurring on Indiana roads over a four-year time period. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) multinomial logit models for a number of roadway classes and accident types. It is found that the more frequent state of roadway safety is correlated with better weather conditions and that the less frequent state is correlated with adverse weather conditions.

The generalization ability of SVM classification based on Markov sampling.

PubMed

Xu, Jie; Tang, Yuan Yan; Zou, Bin; Xu, Zongben; Li, Luoqing; Lu, Yang; Zhang, Baochang

2015-06-01

The previously known works studying the generalization ability of support vector machine classification (SVMC) algorithm are usually based on the assumption of independent and identically distributed samples. In this paper, we go far beyond this classical framework by studying the generalization ability of SVMC based on uniformly ergodic Markov chain (u.e.M.c.) samples. We analyze the excess misclassification error of SVMC based on u.e.M.c. samples, and obtain the optimal learning rate of SVMC for u.e.M.c. We also introduce a new Markov sampling algorithm for SVMC to generate u.e.M.c. samples from given dataset, and present the numerical studies on the learning performance of SVMC based on Markov sampling for benchmark datasets. The numerical studies show that the SVMC based on Markov sampling not only has better generalization ability as the number of training samples are bigger, but also the classifiers based on Markov sampling are sparsity when the size of dataset is bigger with regard to the input dimension.

Grey-Markov prediction model based on background value optimization and central-point triangular whitenization weight function

NASA Astrophysics Data System (ADS)

Ye, Jing; Dang, Yaoguo; Li, Bingjun

2018-01-01

Grey-Markov forecasting model is a combination of grey prediction model and Markov chain which show obvious optimization effects for data sequences with characteristics of non-stationary and volatility. However, the state division process in traditional Grey-Markov forecasting model is mostly based on subjective real numbers that immediately affects the accuracy of forecasting values. To seek the solution, this paper introduces the central-point triangular whitenization weight function in state division to calculate possibilities of research values in each state which reflect preference degrees in different states in an objective way. On the other hand, background value optimization is applied in the traditional grey model to generate better fitting data. By this means, the improved Grey-Markov forecasting model is built. Finally, taking the grain production in Henan Province as an example, it verifies this model's validity by comparing with GM(1,1) based on background value optimization and the traditional Grey-Markov forecasting model.

Caliber Corrected Markov Modeling (C2M2): Correcting Equilibrium Markov Models.

PubMed

Dixit, Purushottam D; Dill, Ken A

2018-02-13

Rate processes are often modeled using Markov State Models (MSMs). Suppose you know a prior MSM and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them while also giving the wrong overall folding rate when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C 2 M 2 ), an approach based on the principle of maximum entropy for updating a Markov model by imposing state- and trajectory-based constraints. We show that such corrections are equivalent to asserting position-dependent diffusion coefficients in continuous-time continuous-space Markov processes modeled by a Smoluchowski equation. We derive the functional form of the diffusion coefficient explicitly in terms of the trajectory-based constraints. We illustrate with examples of 2D particle diffusion and an overdamped harmonic oscillator.

Phasic Triplet Markov Chains.

PubMed

El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

2014-11-01

Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

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.

Cost-effectiveness of milk powder fortified with potassium to decrease blood pressure and prevent cardiovascular events among the adult population in China: a Markov model

PubMed Central

Dainelli, Livia; Xu, Tingting; Li, Min; Zimmermann, Diane; Fang, Hai; Wu, Yangfeng; Detzel, Patrick

2017-01-01

Objective To model the long-term cost-effectiveness of consuming milk powder fortified with potassium to decrease systolic blood pressure (SBP) and prevent cardiovascular events. Design A best case scenario analysis using a Markov model was conducted. Participants 8.67% of 50–79 year olds who regularly consume milk in China, including individuals with and without a prior diagnosis of hypertension. Intervention The model simulated the potential impact of a daily intake of two servings of milk powder fortified with potassium (+700 mg/day) vs the consumption of a milk powder without potassium fortification, assuming a market price equal to 0.99 international dollars (intl$; the consumption of a milk powder without potassium fortification, assuming a market price equal to intl$0.99 for the latter and to intl$1.12 for the first (+13.13%). Both deterministic and probabilistic sensitivity analyses were conducted to test the robustness of the results. Main outcome measures Estimates of the incidence of cardiovascular events and subsequent mortality in China were derived from the literature as well as the effect of increasing potassium intake on blood pressure. The incremental cost-effectiveness ratio (ICER) was used to determine the cost-effectiveness of a milk powder fortified with potassium taking into consideration the direct medical costs associated with the cardiovascular events, loss of working days and health utilities impact. Results With an ICER equal to int$4711.56 per QALY (quality-adjusted life year) in the best case scenario and assuming 100% compliance, the daily consumption of a milk powder fortified with potassium shown to be a cost-effective approach to decrease SBP and reduce cardiovascular events in China. Healthcare savings due to prevention would amount to intl$8.41 billion. Sensitivity analyses showed the robustness of the results. Conclusion Together with other preventive interventions, the consumption of a milk powder fortified with potassium could represent a cost-effective strategy to attenuate the rapid rise in cardiovascular burden among the 50–79 year olds who regularly consume milk in China. PMID:28951410

Hydrogeophysical Assessment of Aquifer Uncertainty Using Simulated Annealing driven MRF-Based Stochastic Joint Inversion

NASA Astrophysics Data System (ADS)

Oware, E. K.

2017-12-01

Geophysical quantification of hydrogeological parameters typically involve limited noisy measurements coupled with inadequate understanding of the target phenomenon. Hence, a deterministic solution is unrealistic in light of the largely uncertain inputs. Stochastic imaging (SI), in contrast, provides multiple equiprobable realizations that enable probabilistic assessment of aquifer properties in a realistic manner. Generation of geologically realistic prior models is central to SI frameworks. Higher-order statistics for representing prior geological features in SI are, however, usually borrowed from training images (TIs), which may produce undesirable outcomes if the TIs are unpresentatitve of the target structures. The Markov random field (MRF)-based SI strategy provides a data-driven alternative to TI-based SI algorithms. In the MRF-based method, the simulation of spatial features is guided by Gibbs energy (GE) minimization. Local configurations with smaller GEs have higher likelihood of occurrence and vice versa. The parameters of the Gibbs distribution for computing the GE are estimated from the hydrogeophysical data, thereby enabling the generation of site-specific structures in the absence of reliable TIs. In Metropolis-like SI methods, the variance of the transition probability controls the jump-size. The procedure is a standard Markov chain Monte Carlo (McMC) method when a constant variance is assumed, and becomes simulated annealing (SA) when the variance (cooling temperature) is allowed to decrease gradually with time. We observe that in certain problems, the large variance typically employed at the beginning to hasten burn-in may be unideal for sampling at the equilibrium state. The powerfulness of SA stems from its flexibility to adaptively scale the variance at different stages of the sampling. Degeneration of results were reported in a previous implementation of the MRF-based SI strategy based on a constant variance. Here, we present an updated version of the algorithm based on SA that appears to resolve the degeneration problem with seemingly improved results. We illustrate the performance of the SA version with a joint inversion of time-lapse concentration and electrical resistivity measurements in a hypothetical trinary hydrofacies aquifer characterization problem.

Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains.

PubMed

Guédon, Yann; d'Aubenton-Carafa, Yves; Thermes, Claude

2006-03-01

The most commonly used models for analysing local dependencies in DNA sequences are (high-order) Markov chains. Incorporating knowledge relative to the possible grouping of the nucleotides enables to define dedicated sub-classes of Markov chains. The problem of formulating lumpability hypotheses for a Markov chain is therefore addressed. In the classical approach to lumpability, this problem can be formulated as the determination of an appropriate state space (smaller than the original state space) such that the lumped chain defined on this state space retains the Markov property. We propose a different perspective on lumpability where the state space is fixed and the partitioning of this state space is represented by a one-to-many probabilistic function within a two-level stochastic process. Three nested classes of lumped processes can be defined in this way as sub-classes of first-order Markov chains. These lumped processes enable parsimonious reparameterizations of Markov chains that help to reveal relevant partitions of the state space. Characterizations of the lumped processes on the original transition probability matrix are derived. Different model selection methods relying either on hypothesis testing or on penalized log-likelihood criteria are presented as well as extensions to lumped processes constructed from high-order Markov chains. The relevance of the proposed approach to lumpability is illustrated by the analysis of DNA sequences. In particular, the use of lumped processes enables to highlight differences between intronic sequences and gene untranslated region sequences.

Structural Deterministic Safety Factors Selection Criteria and Verification

NASA Technical Reports Server (NTRS)

Verderaime, V.

1992-01-01

Though current deterministic safety factors are arbitrarily and unaccountably specified, its ratio is rooted in resistive and applied stress probability distributions. This study approached the deterministic method from a probabilistic concept leading to a more systematic and coherent philosophy and criterion for designing more uniform and reliable high-performance structures. The deterministic method was noted to consist of three safety factors: a standard deviation multiplier of the applied stress distribution; a K-factor for the A- or B-basis material ultimate stress; and the conventional safety factor to ensure that the applied stress does not operate in the inelastic zone of metallic materials. The conventional safety factor is specifically defined as the ratio of ultimate-to-yield stresses. A deterministic safety index of the combined safety factors was derived from which the corresponding reliability proved the deterministic method is not reliability sensitive. The bases for selecting safety factors are presented and verification requirements are discussed. The suggested deterministic approach is applicable to all NASA, DOD, and commercial high-performance structures under static stresses.

Changes in Clavicle Length and Maturation in Americans: 1840-1980.

PubMed

Langley, Natalie R; Cridlin, Sandra

2016-01-01

Secular changes refer to short-term biological changes ostensibly due to environmental factors. Two well-documented secular trends in many populations are earlier age of menarche and increasing stature. This study synthesizes data on maximum clavicle length and fusion of the medial epiphysis in 1840-1980 American birth cohorts to provide a comprehensive assessment of developmental and morphological change in the clavicle. Clavicles from the Hamann-Todd Human Osteological Collection (n = 354), McKern and Stewart Korean War males (n = 341), Forensic Anthropology Data Bank (n = 1,239), and the McCormick Clavicle Collection (n = 1,137) were used in the analysis. Transition analysis was used to evaluate fusion of the medial epiphysis (scored as unfused, fusing, or fused). Several statistical treatments were used to assess fluctuations in maximum clavicle length. First, Durbin-Watson tests were used to evaluate autocorrelation, and a local regression (LOESS) was used to identify visual shifts in the regression slope. Next, piecewise regression was used to fit linear regression models before and after the estimated breakpoints. Multiple starting parameters were tested in the range determined to contain the breakpoint, and the model with the smallest mean squared error was chosen as the best fit. The parameters from the best-fit models were then used to derive the piecewise models, which were compared with the initial simple linear regression models to determine which model provided the best fit for the secular change data. The epiphyseal union data indicate a decline in the age at onset of fusion since the early twentieth century. Fusion commences approximately four years earlier in mid- to late twentieth-century birth cohorts than in late nineteenth- and early twentieth-century birth cohorts. However, fusion is completed at roughly the same age across cohorts. The most significant decline in age at onset of epiphyseal union appears to have occurred since the mid-twentieth century. LOESS plots show a breakpoint in the clavicle length data around the mid-twentieth century in both sexes, and piecewise regression models indicate a significant decrease in clavicle length in the American population after 1940. The piecewise model provides a slightly better fit than the simple linear model. Since the model standard error is not substantially different from the piecewise model, an argument could be made to select the less complex linear model. However, we chose the piecewise model to detect changes in clavicle length that are overfitted with a linear model. The decrease in maximum clavicle length is in line with a documented narrowing of the American skeletal form, as shown by analyses of cranial and facial breadth and bi-iliac breadth of the pelvis. Environmental influences on skeletal form include increases in body mass index, health improvements, improved socioeconomic status, and elimination of infectious diseases. Secular changes in bony dimensions and skeletal maturation stipulate that medical and forensic standards used to deduce information about growth, health, and biological traits must be derived from modern populations.

Building Simple Hidden Markov Models. Classroom Notes

ERIC Educational Resources Information Center

Ching, Wai-Ki; Ng, Michael K.

2004-01-01

Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.

Using Games to Teach Markov Chains

ERIC Educational Resources Information Center

Johnson, Roger W.

2003-01-01

Games are promoted as examples for classroom discussion of stationary Markov chains. In a game context Markov chain terminology and results are made concrete, interesting, and entertaining. Game length for several-player games such as "Hi Ho! Cherry-O" and "Chutes and Ladders" is investigated and new, simple formulas are given. Slight…

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.

Enhancement of Markov chain model by integrating exponential smoothing: A case study on Muslims marriage and divorce

NASA Astrophysics Data System (ADS)

Jamaluddin, Fadhilah; Rahim, Rahela Abdul

2015-12-01

Markov Chain has been introduced since the 1913 for the purpose of studying the flow of data for a consecutive number of years of the data and also forecasting. The important feature in Markov Chain is obtaining the accurate Transition Probability Matrix (TPM). However to obtain the suitable TPM is hard especially in involving long-term modeling due to unavailability of data. This paper aims to enhance the classical Markov Chain by introducing Exponential Smoothing technique in developing the appropriate TPM.

Decentralized learning in Markov games.

PubMed

Vrancx, Peter; Verbeeck, Katja; Nowé, Ann

2008-08-01

Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games--a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies.

The generalization ability of online SVM classification based on Markov sampling.

PubMed

Xu, Jie; Yan Tang, Yuan; Zou, Bin; Xu, Zongben; Li, Luoqing; Lu, Yang

2015-03-01

In this paper, we consider online support vector machine (SVM) classification learning algorithms with uniformly ergodic Markov chain (u.e.M.c.) samples. We establish the bound on the misclassification error of an online SVM classification algorithm with u.e.M.c. samples based on reproducing kernel Hilbert spaces and obtain a satisfactory convergence rate. We also introduce a novel online SVM classification algorithm based on Markov sampling, and present the numerical studies on the learning ability of online SVM classification based on Markov sampling for benchmark repository. The numerical studies show that the learning performance of the online SVM classification algorithm based on Markov sampling is better than that of classical online SVM classification based on random sampling as the size of training samples is larger.

NonMarkov Ito Processes with 1- state memory

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2010-08-01

A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.

The cost-effectiveness of smoking cessation support delivered by mobile phone text messaging: Txt2stop.

PubMed

Guerriero, Carla; Cairns, John; Roberts, Ian; Rodgers, Anthony; Whittaker, Robyn; Free, Caroline

2013-10-01

The txt2stop trial has shown that mobile-phone-based smoking cessation support doubles biochemically validated quitting at 6 months. This study examines the cost-effectiveness of smoking cessation support delivered by mobile phone text messaging. The lifetime incremental costs and benefits of adding text-based support to current practice are estimated from a UK NHS perspective using a Markov model. The cost-effectiveness was measured in terms of cost per quitter, cost per life year gained and cost per QALY gained. As in previous studies, smokers are assumed to face a higher risk of experiencing the following five diseases: lung cancer, stroke, myocardial infarction, chronic obstructive pulmonary disease, and coronary heart disease (i.e. the main fatal or disabling, but by no means the only, adverse effects of prolonged smoking). The treatment costs and health state values associated with these diseases were identified from the literature. The analysis was based on the age and gender distribution observed in the txt2stop trial. Effectiveness and cost parameters were varied in deterministic sensitivity analyses, and a probabilistic sensitivity analysis was also performed. The cost of text-based support per 1,000 enrolled smokers is £16,120, which, given an estimated 58 additional quitters at 6 months, equates to £278 per quitter. However, when the future NHS costs saved (as a result of reduced smoking) are included, text-based support would be cost saving. It is estimated that 18 LYs are gained per 1,000 smokers (0.3 LYs per quitter) receiving text-based support, and 29 QALYs are gained (0.5 QALYs per quitter). The deterministic sensitivity analysis indicated that changes in individual model parameters did not alter the conclusion that this is a cost-effective intervention. Similarly, the probabilistic sensitivity analysis indicated a >90 % chance that the intervention will be cost saving. This study shows that under a wide variety of conditions, personalised smoking cessation advice and support by mobile phone message is both beneficial for health and cost saving to a health system.

Coupled Land Surface-Subsurface Hydrogeophysical Inverse Modeling to Estimate Soil Organic Carbon Content in an Arctic Tundra

NASA Astrophysics Data System (ADS)

Tran, A. P.; Dafflon, B.; Hubbard, S.

2017-12-01

Soil organic carbon (SOC) is crucial for predicting carbon climate feedbacks in the vulnerable organic-rich Arctic region. However, it is challenging to achieve this property due to the general limitations of conventional core sampling and analysis methods. In this study, we develop an inversion scheme that uses single or multiple datasets, including soil liquid water content, temperature and ERT data, to estimate the vertical profile of SOC content. Our approach relies on the fact that SOC content strongly influences soil hydrological-thermal parameters, and therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. The scheme includes several advantages. First, this is the first time SOC content is estimated by using a coupled hydrogeophysical inversion. Second, by using the Community Land Model, we can account for the land surface dynamics (evapotranspiration, snow accumulation and melting) and ice/liquid phase transition. Third, we combine a deterministic and an adaptive Markov chain Monte Carlo optimization algorithm to better estimate the posterior distributions of desired model parameters. Finally, the simulated subsurface variables are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using synthetic experiments. The results show that compared to inversion of single dataset, joint inversion of these datasets significantly reduces parameter uncertainty. The joint inversion approach is able to estimate SOC content within the shallow active layer with high reliability. Next, we apply the scheme to estimate OC content along an intensive ERT transect in Barrow, Alaska using multiple datasets acquired in the 2013-2015 period. The preliminary results show a good agreement between modeled and measured soil temperature, thaw layer thickness and electrical resistivity. The accuracy of estimated SOC content will be evaluated by comparison with measurements from soil samples along the transect. Our study presents a new surface-subsurface, deterministic-stochastic hydrogeophysical inversion approach, as well as the benefit of including multiple types of data to estimate SOC and associated hydrological-thermal dynamics.

Probabilistic vs. deterministic fiber tracking and the influence of different seed regions to delineate cerebellar-thalamic fibers in deep brain stimulation.

PubMed

Schlaier, Juergen R; Beer, Anton L; Faltermeier, Rupert; Fellner, Claudia; Steib, Kathrin; Lange, Max; Greenlee, Mark W; Brawanski, Alexander T; Anthofer, Judith M

2017-06-01

This study compared tractography approaches for identifying cerebellar-thalamic fiber bundles relevant to planning target sites for deep brain stimulation (DBS). In particular, probabilistic and deterministic tracking of the dentate-rubro-thalamic tract (DRTT) and differences between the spatial courses of the DRTT and the cerebello-thalamo-cortical (CTC) tract were compared. Six patients with movement disorders were examined by magnetic resonance imaging (MRI), including two sets of diffusion-weighted images (12 and 64 directions). Probabilistic and deterministic tractography was applied on each diffusion-weighted dataset to delineate the DRTT. Results were compared with regard to their sensitivity in revealing the DRTT and additional fiber tracts and processing time. Two sets of regions-of-interests (ROIs) guided deterministic tractography of the DRTT or the CTC, respectively. Tract distances to an atlas-based reference target were compared. Probabilistic fiber tracking with 64 orientations detected the DRTT in all twelve hemispheres. Deterministic tracking detected the DRTT in nine (12 directions) and in only two (64 directions) hemispheres. Probabilistic tracking was more sensitive in detecting additional fibers (e.g. ansa lenticularis and medial forebrain bundle) than deterministic tracking. Probabilistic tracking lasted substantially longer than deterministic. Deterministic tracking was more sensitive in detecting the CTC than the DRTT. CTC tracts were located adjacent but consistently more posterior to DRTT tracts. These results suggest that probabilistic tracking is more sensitive and robust in detecting the DRTT but harder to implement than deterministic approaches. Although sensitivity of deterministic tracking is higher for the CTC than the DRTT, targets for DBS based on these tracts likely differ. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Bayesian dynamic regression models for interval censored survival data with application to children dental health.

PubMed

Wang, Xiaojing; Chen, Ming-Hui; Yan, Jun

2013-07-01

Cox models with time-varying coefficients offer great flexibility in capturing the temporal dynamics of covariate effects on event times, which could be hidden from a Cox proportional hazards model. Methodology development for varying coefficient Cox models, however, has been largely limited to right censored data; only limited work on interval censored data has been done. In most existing methods for varying coefficient models, analysts need to specify which covariate coefficients are time-varying and which are not at the time of fitting. We propose a dynamic Cox regression model for interval censored data in a Bayesian framework, where the coefficient curves are piecewise constant but the number of pieces and the jump points are covariate specific and estimated from the data. The model automatically determines the extent to which the temporal dynamics is needed for each covariate, resulting in smoother and more stable curve estimates. The posterior computation is carried out via an efficient reversible jump Markov chain Monte Carlo algorithm. Inference of each coefficient is based on an average of models with different number of pieces and jump points. A simulation study with three covariates, each with a coefficient of different degree in temporal dynamics, confirmed that the dynamic model is preferred to the existing time-varying model in terms of model comparison criteria through conditional predictive ordinate. When applied to a dental health data of children with age between 7 and 12 years, the dynamic model reveals that the relative risk of emergence of permanent tooth 24 between children with and without an infected primary predecessor is the highest at around age 7.5, and that it gradually reduces to one after age 11. These findings were not seen from the existing studies with Cox proportional hazards models.

Using whole disease modeling to inform resource allocation decisions: economic evaluation of a clinical guideline for colorectal cancer using a single model.

PubMed

Tappenden, Paul; Chilcott, Jim; Brennan, Alan; Squires, Hazel; Glynne-Jones, Rob; Tappenden, Janine

2013-06-01

To assess the feasibility and value of simulating whole disease and treatment pathways within a single model to provide a common economic basis for informing resource allocation decisions. A patient-level simulation model was developed with the intention of being capable of evaluating multiple topics within National Institute for Health and Clinical Excellence's colorectal cancer clinical guideline. The model simulates disease and treatment pathways from preclinical disease through to detection, diagnosis, adjuvant/neoadjuvant treatments, follow-up, curative/palliative treatments for metastases, supportive care, and eventual death. The model parameters were informed by meta-analyses, randomized trials, observational studies, health utility studies, audit data, costing sources, and expert opinion. Unobservable natural history parameters were calibrated against external data using Bayesian Markov chain Monte Carlo methods. Economic analysis was undertaken using conventional cost-utility decision rules within each guideline topic and constrained maximization rules across multiple topics. Under usual processes for guideline development, piecewise economic modeling would have been used to evaluate between one and three topics. The Whole Disease Model was capable of evaluating 11 of 15 guideline topics, ranging from alternative diagnostic technologies through to treatments for metastatic disease. The constrained maximization analysis identified a configuration of colorectal services that is expected to maximize quality-adjusted life-year gains without exceeding current expenditure levels. This study indicates that Whole Disease Model development is feasible and can allow for the economic analysis of most interventions across a disease service within a consistent conceptual and mathematical infrastructure. This disease-level modeling approach may be of particular value in providing an economic basis to support other clinical guidelines. Copyright © 2013 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Estimation of sojourn time in chronic disease screening without data on interval cases.

PubMed

Chen, T H; Kuo, H S; Yen, M F; Lai, M S; Tabar, L; Duffy, S W

2000-03-01

Estimation of the sojourn time on the preclinical detectable period in disease screening or transition rates for the natural history of chronic disease usually rely on interval cases (diagnosed between screens). However, to ascertain such cases might be difficult in developing countries due to incomplete registration systems and difficulties in follow-up. To overcome this problem, we propose three Markov models to estimate parameters without using interval cases. A three-state Markov model, a five-state Markov model related to regional lymph node spread, and a five-state Markov model pertaining to tumor size are applied to data on breast cancer screening in female relatives of breast cancer cases in Taiwan. Results based on a three-state Markov model give mean sojourn time (MST) 1.90 (95% CI: 1.18-4.86) years for this high-risk group. Validation of these models on the basis of data on breast cancer screening in the age groups 50-59 and 60-69 years from the Swedish Two-County Trial shows the estimates from a three-state Markov model that does not use interval cases are very close to those from previous Markov models taking interval cancers into account. For the five-state Markov model, a reparameterized procedure using auxiliary information on clinically detected cancers is performed to estimate relevant parameters. A good fit of internal and external validation demonstrates the feasibility of using these models to estimate parameters that have previously required interval cancers. This method can be applied to other screening data in which there are no data on interval cases.

Driving style recognition method using braking characteristics based on hidden Markov model

PubMed Central

Wu, Chaozhong; Lyu, Nengchao; Huang, Zhen

2017-01-01

Since the advantage of hidden Markov model in dealing with time series data and for the sake of identifying driving style, three driving style (aggressive, moderate and mild) are modeled reasonably through hidden Markov model based on driver braking characteristics to achieve efficient driving style. Firstly, braking impulse and the maximum braking unit area of vacuum booster within a certain time are collected from braking operation, and then general braking and emergency braking characteristics are extracted to code the braking characteristics. Secondly, the braking behavior observation sequence is used to describe the initial parameters of hidden Markov model, and the generation of the hidden Markov model for differentiating and an observation sequence which is trained and judged by the driving style is introduced. Thirdly, the maximum likelihood logarithm could be implied from the observable parameters. The recognition accuracy of algorithm is verified through experiments and two common pattern recognition algorithms. The results showed that the driving style discrimination based on hidden Markov model algorithm could realize effective discriminant of driving style. PMID:28837580

Bilinear effect in complex systems

NASA Astrophysics Data System (ADS)

Lam, Lui; Bellavia, David C.; Han, Xiao-Pu; Alston Liu, Chih-Hui; Shu, Chang-Qing; Wei, Zhengjin; Zhou, Tao; Zhu, Jichen

2010-09-01

The distribution of the lifetime of Chinese dynasties (as well as that of the British Isles and Japan) in a linear Zipf plot is found to consist of two straight lines intersecting at a transition point. This two-section piecewise-linear distribution is different from the power law or the stretched exponent distribution, and is called the Bilinear Effect for short. With assumptions mimicking the organization of ancient Chinese regimes, a 3-layer network model is constructed. Numerical results of this model show the bilinear effect, providing a plausible explanation of the historical data. The bilinear effect in two other social systems is presented, indicating that such a piecewise-linear effect is widespread in social systems.

Limit cycles in piecewise-affine gene network models with multiple interaction loops

NASA Astrophysics Data System (ADS)

Farcot, Etienne; Gouzé, Jean-Luc

2010-01-01

In this article, we consider piecewise affine differential equations modelling gene networks. We work with arbitrary decay rates, and under a local hypothesis expressed as an alignment condition of successive focal points. The interaction graph of the system may be rather complex (multiple intricate loops of any sign, multiple thresholds, etc.). Our main result is an alternative theorem showing that if a sequence of region is periodically visited by trajectories, then under our hypotheses, there exists either a unique stable periodic solution, or the origin attracts all trajectories in this sequence of regions. This result extends greatly our previous work on a single negative feedback loop. We give several examples and simulations illustrating different cases.

Quadratic spline subroutine package

USGS Publications Warehouse

Rasmussen, Lowell A.

1982-01-01

A continuous piecewise quadratic function with continuous first derivative is devised for approximating a single-valued, but unknown, function represented by a set of discrete points. The quadratic is proposed as a treatment intermediate between using the angular (but reliable, easily constructed and manipulated) piecewise linear function and using the smoother (but occasionally erratic) cubic spline. Neither iteration nor the solution of a system of simultaneous equations is necessary to determining the coefficients. Several properties of the quadratic function are given. A set of five short FORTRAN subroutines is provided for generating the coefficients (QSC), finding function value and derivatives (QSY), integrating (QSI), finding extrema (QSE), and computing arc length and the curvature-squared integral (QSK). (USGS)

Locomotion of C. elegans: A Piecewise-Harmonic Curvature Representation of Nematode Behavior

PubMed Central

Padmanabhan, Venkat; Khan, Zeina S.; Solomon, Deepak E.; Armstrong, Andrew; Rumbaugh, Kendra P.; Vanapalli, Siva A.; Blawzdziewicz, Jerzy

2012-01-01

Caenorhabditis elegans, a free-living soil nematode, displays a rich variety of body shapes and trajectories during its undulatory locomotion in complex environments. Here we show that the individual body postures and entire trails of C. elegans have a simple analytical description in curvature representation. Our model is based on the assumption that the curvature wave is generated in the head segment of the worm body and propagates backwards. We have found that a simple harmonic function for the curvature can capture multiple worm shapes during the undulatory movement. The worm body trajectories can be well represented in terms of piecewise sinusoidal curvature with abrupt changes in amplitude, wavevector, and phase. PMID:22792224

Construction of Response Surface with Higher Order Continuity and Its Application to Reliability Engineering

NASA Technical Reports Server (NTRS)

Krishnamurthy, T.; Romero, V. J.

2002-01-01

The usefulness of piecewise polynomials with C1 and C2 derivative continuity for response surface construction method is examined. A Moving Least Squares (MLS) method is developed and compared with four other interpolation methods, including kriging. First the selected methods are applied and compared with one another in a two-design variables problem with a known theoretical response function. Next the methods are tested in a four-design variables problem from a reliability-based design application. In general the piecewise polynomial with higher order derivative continuity methods produce less error in the response prediction. The MLS method was found to be superior for response surface construction among the methods evaluated.

Domain decomposition methods for nonconforming finite element spaces of Lagrange-type

NASA Technical Reports Server (NTRS)

Cowsar, Lawrence C.

1993-01-01

In this article, we consider the application of three popular domain decomposition methods to Lagrange-type nonconforming finite element discretizations of scalar, self-adjoint, second order elliptic equations. The additive Schwarz method of Dryja and Widlund, the vertex space method of Smith, and the balancing method of Mandel applied to nonconforming elements are shown to converge at a rate no worse than their applications to the standard conforming piecewise linear Galerkin discretization. Essentially, the theory for the nonconforming elements is inherited from the existing theory for the conforming elements with only modest modification by constructing an isomorphism between the nonconforming finite element space and a space of continuous piecewise linear functions.

Observation uncertainty in reversible Markov chains.

PubMed

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

Open Markov Processes and Reaction Networks

NASA Astrophysics Data System (ADS)

Swistock Pollard, Blake Stephen

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Deterministic quantum dense coding networks

NASA Astrophysics Data System (ADS)

Roy, Saptarshi; Chanda, Titas; Das, Tamoghna; Sen(De), Aditi; Sen, Ujjwal

2018-07-01

We consider the scenario of deterministic classical information transmission between multiple senders and a single receiver, when they a priori share a multipartite quantum state - an attempt towards building a deterministic dense coding network. Specifically, we prove that in the case of two or three senders and a single receiver, generalized Greenberger-Horne-Zeilinger (gGHZ) states are not beneficial for sending classical information deterministically beyond the classical limit, except when the shared state is the GHZ state itself. On the other hand, three- and four-qubit generalized W (gW) states with specific parameters as well as the four-qubit Dicke states can provide a quantum advantage of sending the information in deterministic dense coding. Interestingly however, numerical simulations in the three-qubit scenario reveal that the percentage of states from the GHZ-class that are deterministic dense codeable is higher than that of states from the W-class.

Markov models of genome segmentation

NASA Astrophysics Data System (ADS)

Thakur, Vivek; Azad, Rajeev K.; Ramaswamy, Ram

2007-01-01

We introduce Markov models for segmentation of symbolic sequences, extending a segmentation procedure based on the Jensen-Shannon divergence that has been introduced earlier. Higher-order Markov models are more sensitive to the details of local patterns and in application to genome analysis, this makes it possible to segment a sequence at positions that are biologically meaningful. We show the advantage of higher-order Markov-model-based segmentation procedures in detecting compositional inhomogeneity in chimeric DNA sequences constructed from genomes of diverse species, and in application to the E. coli K12 genome, boundaries of genomic islands, cryptic prophages, and horizontally acquired regions are accurately identified.

Optimal choice of word length when comparing two Markov sequences using a χ 2-statistic.

PubMed

Bai, Xin; Tang, Kujin; Ren, Jie; Waterman, Michael; Sun, Fengzhu

2017-10-03

Alignment-free sequence comparison using counts of word patterns (grams, k-tuples) has become an active research topic due to the large amount of sequence data from the new sequencing technologies. Genome sequences are frequently modelled by Markov chains and the likelihood ratio test or the corresponding approximate χ 2 -statistic has been suggested to compare two sequences. However, it is not known how to best choose the word length k in such studies. We develop an optimal strategy to choose k by maximizing the statistical power of detecting differences between two sequences. Let the orders of the Markov chains for the two sequences be r 1 and r 2 , respectively. We show through both simulations and theoretical studies that the optimal k= max(r 1 ,r 2 )+1 for both long sequences and next generation sequencing (NGS) read data. The orders of the Markov chains may be unknown and several methods have been developed to estimate the orders of Markov chains based on both long sequences and NGS reads. We study the power loss of the statistics when the estimated orders are used. It is shown that the power loss is minimal for some of the estimators of the orders of Markov chains. Our studies provide guidelines on choosing the optimal word length for the comparison of Markov sequences.

A piecewise smooth model of evolutionary game for residential mobility and segregation

NASA Astrophysics Data System (ADS)

Radi, D.; Gardini, L.

2018-05-01

The paper proposes an evolutionary version of a Schelling-type dynamic system to model the patterns of residential segregation when two groups of people are involved. The payoff functions of agents are the individual preferences for integration which are empirically grounded. Differently from Schelling's model, where the limited levels of tolerance are the driving force of segregation, in the current setup agents benefit from integration. Despite the differences, the evolutionary model shows a dynamics of segregation that is qualitatively similar to the one of the classical Schelling's model: segregation is always a stable equilibrium, while equilibria of integration exist only for peculiar configurations of the payoff functions and their asymptotic stability is highly sensitive to parameter variations. Moreover, a rich variety of integrated dynamic behaviors can be observed. In particular, the dynamics of the evolutionary game is regulated by a one-dimensional piecewise smooth map with two kink points that is rigorously analyzed using techniques recently developed for piecewise smooth dynamical systems. The investigation reveals that when a stable internal equilibrium exists, the bimodal shape of the map leads to several different kinds of bifurcations, smooth, and border collision, in a complicated interplay. Our global analysis can give intuitions to be used by a social planner to maximize integration through social policies that manipulate people's preferences for integration.

Numerically stable formulas for a particle-based explicit exponential integrator

NASA Astrophysics Data System (ADS)

Nadukandi, Prashanth

2015-05-01

Numerically stable formulas are presented for the closed-form analytical solution of the X-IVAS scheme in 3D. This scheme is a state-of-the-art particle-based explicit exponential integrator developed for the particle finite element method. Algebraically, this scheme involves two steps: (1) the solution of tangent curves for piecewise linear vector fields defined on simplicial meshes and (2) the solution of line integrals of piecewise linear vector-valued functions along these tangent curves. Hence, the stable formulas presented here have general applicability, e.g. exact integration of trajectories in particle-based (Lagrangian-type) methods, flow visualization and computer graphics. The Newton form of the polynomial interpolation definition is used to express exponential functions of matrices which appear in the analytical solution of the X-IVAS scheme. The divided difference coefficients in these expressions are defined in a piecewise manner, i.e. in a prescribed neighbourhood of removable singularities their series approximations are computed. An optimal series approximation of divided differences is presented which plays a critical role in this methodology. At least ten significant decimal digits in the formula computations are guaranteed to be exact using double-precision floating-point arithmetic. The worst case scenarios occur in the neighbourhood of removable singularities found in fourth-order divided differences of the exponential function.

Three-Dimensional Piecewise-Continuous Class-Shape Transformation of Wings

NASA Technical Reports Server (NTRS)

Olson, Erik D.

2015-01-01

Class-Shape Transformation (CST) is a popular method for creating analytical representations of the surface coordinates of various components of aerospace vehicles. A wide variety of two- and three-dimensional shapes can be represented analytically using only a modest number of parameters, and the surface representation is smooth and continuous to as fine a degree as desired. This paper expands upon the original two-dimensional representation of airfoils to develop a generalized three-dimensional CST parametrization scheme that is suitable for a wider range of aircraft wings than previous formulations, including wings with significant non-planar shapes such as blended winglets and box wings. The method uses individual functions for the spanwise variation of airfoil shape, chord, thickness, twist, and reference axis coordinates to build up the complete wing shape. An alternative formulation parameterizes the slopes of the reference axis coordinates in order to relate the spanwise variation to the tangents of the sweep and dihedral angles. Also discussed are methods for fitting existing wing surface coordinates, including the use of piecewise equations to handle discontinuities, and mathematical formulations of geometric continuity constraints. A subsonic transport wing model is used as an example problem to illustrate the application of the methodology and to quantify the effects of piecewise representation and curvature constraints.

Variable-Domain Displacement Transfer Functions for Converting Surface Strains into Deflections for Structural Deformed Shape Predictions

NASA Technical Reports Server (NTRS)

Ko, William L.; Fleischer, Van Tran

2015-01-01

Variable-Domain Displacement Transfer Functions were formulated for shape predictions of complex wing structures, for which surface strain-sensing stations must be properly distributed to avoid jointed junctures, and must be increased in the high strain gradient region. Each embedded beam (depth-wise cross section of structure along a surface strain-sensing line) was discretized into small variable domains. Thus, the surface strain distribution can be described with a piecewise linear or a piecewise nonlinear function. Through discretization, the embedded beam curvature equation can be piece-wisely integrated to obtain the Variable-Domain Displacement Transfer Functions (for each embedded beam), which are expressed in terms of geometrical parameters of the embedded beam and the surface strains along the strain-sensing line. By inputting the surface strain data into the Displacement Transfer Functions, slopes and deflections along each embedded beam can be calculated for mapping out overall structural deformed shapes. A long tapered cantilever tubular beam was chosen for shape prediction analysis. The input surface strains were analytically generated from finite-element analysis. The shape prediction accuracies of the Variable- Domain Displacement Transfer Functions were then determined in light of the finite-element generated slopes and deflections, and were fofound to be comparable to the accuracies of the constant-domain Displacement Transfer Functions

Curved Displacement Transfer Functions for Geometric Nonlinear Large Deformation Structure Shape Predictions

NASA Technical Reports Server (NTRS)

Ko, William L.; Fleischer, Van Tran; Lung, Shun-Fat

2017-01-01

For shape predictions of structures under large geometrically nonlinear deformations, Curved Displacement Transfer Functions were formulated based on a curved displacement, traced by a material point from the undeformed position to deformed position. The embedded beam (depth-wise cross section of a structure along a surface strain-sensing line) was discretized into multiple small domains, with domain junctures matching the strain-sensing stations. Thus, the surface strain distribution could be described with a piecewise linear or a piecewise nonlinear function. The discretization approach enabled piecewise integrations of the embedded-beam curvature equations to yield the Curved Displacement Transfer Functions, expressed in terms of embedded beam geometrical parameters and surface strains. By entering the surface strain data into the Displacement Transfer Functions, deflections along each embedded beam can be calculated at multiple points for mapping the overall structural deformed shapes. Finite-element linear and nonlinear analyses of a tapered cantilever tubular beam were performed to generate linear and nonlinear surface strains and the associated deflections to be used for validation. The shape prediction accuracies were then determined by comparing the theoretical deflections with the finiteelement- generated deflections. The results show that the newly developed Curved Displacement Transfer Functions are very accurate for shape predictions of structures under large geometrically nonlinear deformations.

Chaotic dynamics and diffusion in a piecewise linear equation

NASA Astrophysics Data System (ADS)

Shahrear, Pabel; Glass, Leon; Edwards, Rod

2015-03-01

Genetic interactions are often modeled by logical networks in which time is discrete and all gene activity states update simultaneously. However, there is no synchronizing clock in organisms. An alternative model assumes that the logical network is preserved and plays a key role in driving the dynamics in piecewise nonlinear differential equations. We examine dynamics in a particular 4-dimensional equation of this class. In the equation, two of the variables form a negative feedback loop that drives a second negative feedback loop. By modifying the original equations by eliminating exponential decay, we generate a modified system that is amenable to detailed analysis. In the modified system, we can determine in detail the Poincaré (return) map on a cross section to the flow. By analyzing the eigenvalues of the map for the different trajectories, we are able to show that except for a set of measure 0, the flow must necessarily have an eigenvalue greater than 1 and hence there is sensitive dependence on initial conditions. Further, there is an irregular oscillation whose amplitude is described by a diffusive process that is well-modeled by the Irwin-Hall distribution. There is a large class of other piecewise-linear networks that might be analyzed using similar methods. The analysis gives insight into possible origins of chaotic dynamics in periodically forced dynamical systems.

Indexed semi-Markov process for wind speed modeling.

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. In a previous work we proposed different semi-Markov models, showing their ability to reproduce the autocorrelation structures of wind speed data. In that paper we showed also that the autocorrelation is higher with respect to the Markov model. Unfortunately this autocorrelation was still too small compared to the empirical one. In order to overcome the problem of low autocorrelation, in this paper we propose an indexed semi-Markov model. More precisely we assume that wind speed is described by a discrete time homogeneous semi-Markov process. We introduce a memory index which takes into account the periods of different wind activities. With this model the statistical characteristics of wind speed are faithfully reproduced. The wind is a very unstable phenomenon characterized by a sequence of lulls and sustained speeds, and a good wind generator must be able to reproduce such sequences. To check the validity of the predictive semi-Markovian model, the persistence of synthetic winds were calculated, then averaged and computed. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy 28 (2003) 1787-1802.

Modelisation de l'historique d'operation de groupes turbine-alternateur

NASA Astrophysics Data System (ADS)

Szczota, Mickael

Because of their ageing fleet, the utility managers are increasingly in needs of tools that can help them to plan efficiently maintenance operations. Hydro-Quebec started a project that aim to foresee the degradation of their hydroelectric runner, and use that information to classify the generating unit. That classification will help to know which generating unit is more at risk to undergo a major failure. Cracks linked to the fatigue phenomenon are a predominant degradation mode and the loading sequences applied to the runner is a parameter impacting the crack growth. So, the aim of this memoir is to create a generator able to generate synthetic loading sequences that are statistically equivalent to the observed history. Those simulated sequences will be used as input in a life assessment model. At first, we describe how the generating units are operated by Hydro-Quebec and analyse the available data, the analysis shows that the data are non-stationnary. Then, we review modelisation and validation methods. In the following chapter a particular attention is given to a precise description of the validation and comparison procedure. Then, we present the comparison of three kind of model : Discrete Time Markov Chains, Discrete Time Semi-Markov Chains and the Moving Block Bootstrap. For the first two models, we describe how to take account for the non-stationnarity. Finally, we show that the Markov Chain is not adapted for our case, and that the Semi-Markov chains are better when they include the non-stationnarity. The final choice between Semi-Markov Chains and the Moving Block Bootstrap depends of the user. But, with a long term vision we recommend the use of Semi-Markov chains for their flexibility. Keywords: Stochastic models, Models validation, Reliability, Semi-Markov Chains, Markov Chains, Bootstrap

Saccade selection when reward probability is dynamically manipulated using Markov chains

PubMed Central

Lovejoy, Lee P.; Krauzlis, Richard J.

2012-01-01

Markov chains (stochastic processes where probabilities are assigned based on the previous outcome) are commonly used to examine the transitions between behavioral states, such as those that occur during foraging or social interactions. However, relatively little is known about how well primates can incorporate knowledge about Markov chains into their behavior. Saccadic eye movements are an example of a simple behavior influenced by information about probability, and thus are good candidates for testing whether subjects can learn Markov chains. In addition, when investigating the influence of probability on saccade target selection, the use of Markov chains could provide an alternative method that avoids confounds present in other task designs. To investigate these possibilities, we evaluated human behavior on a task in which stimulus reward probabilities were assigned using a Markov chain. On each trial, the subject selected one of four identical stimuli by saccade; after selection, feedback indicated the rewarded stimulus. Each session consisted of 200–600 trials, and on some sessions, the reward magnitude varied. On sessions with a uniform reward, subjects (n = 6) learned to select stimuli at a frequency close to reward probability, which is similar to human behavior on matching or probability classification tasks. When informed that a Markov chain assigned reward probabilities, subjects (n = 3) learned to select the greatest reward probability more often, bringing them close to behavior that maximizes reward. On sessions where reward magnitude varied across stimuli, subjects (n = 6) demonstrated preferences for both greater reward probability and greater reward magnitude, resulting in a preference for greater expected value (the product of reward probability and magnitude). These results demonstrate that Markov chains can be used to dynamically assign probabilities that are rapidly exploited by human subjects during saccade target selection. PMID:18330552

Saccade selection when reward probability is dynamically manipulated using Markov chains.

PubMed

Nummela, Samuel U; Lovejoy, Lee P; Krauzlis, Richard J

2008-05-01

Markov chains (stochastic processes where probabilities are assigned based on the previous outcome) are commonly used to examine the transitions between behavioral states, such as those that occur during foraging or social interactions. However, relatively little is known about how well primates can incorporate knowledge about Markov chains into their behavior. Saccadic eye movements are an example of a simple behavior influenced by information about probability, and thus are good candidates for testing whether subjects can learn Markov chains. In addition, when investigating the influence of probability on saccade target selection, the use of Markov chains could provide an alternative method that avoids confounds present in other task designs. To investigate these possibilities, we evaluated human behavior on a task in which stimulus reward probabilities were assigned using a Markov chain. On each trial, the subject selected one of four identical stimuli by saccade; after selection, feedback indicated the rewarded stimulus. Each session consisted of 200-600 trials, and on some sessions, the reward magnitude varied. On sessions with a uniform reward, subjects (n = 6) learned to select stimuli at a frequency close to reward probability, which is similar to human behavior on matching or probability classification tasks. When informed that a Markov chain assigned reward probabilities, subjects (n = 3) learned to select the greatest reward probability more often, bringing them close to behavior that maximizes reward. On sessions where reward magnitude varied across stimuli, subjects (n = 6) demonstrated preferences for both greater reward probability and greater reward magnitude, resulting in a preference for greater expected value (the product of reward probability and magnitude). These results demonstrate that Markov chains can be used to dynamically assign probabilities that are rapidly exploited by human subjects during saccade target selection.

Alternative configurations of Quantile Regression for estimating predictive uncertainty in water level forecasts for the Upper Severn River: a comparison

NASA Astrophysics Data System (ADS)

Lopez, Patricia; Verkade, Jan; Weerts, Albrecht; Solomatine, Dimitri

2014-05-01

Hydrological forecasting is subject to many sources of uncertainty, including those originating in initial state, boundary conditions, model structure and model parameters. Although uncertainty can be reduced, it can never be fully eliminated. Statistical post-processing techniques constitute an often used approach to estimate the hydrological predictive uncertainty, where a model of forecast error is built using a historical record of past forecasts and observations. The present study focuses on the use of the Quantile Regression (QR) technique as a hydrological post-processor. It estimates the predictive distribution of water levels using deterministic water level forecasts as predictors. This work aims to thoroughly verify uncertainty estimates using the implementation of QR that was applied in an operational setting in the UK National Flood Forecasting System, and to inter-compare forecast quality and skill in various, differing configurations of QR. These configurations are (i) 'classical' QR, (ii) QR constrained by a requirement that quantiles do not cross, (iii) QR derived on time series that have been transformed into the Normal domain (Normal Quantile Transformation - NQT), and (iv) a piecewise linear derivation of QR models. The QR configurations are applied to fourteen hydrological stations on the Upper Severn River with different catchments characteristics. Results of each QR configuration are conditionally verified for progressively higher flood levels, in terms of commonly used verification metrics and skill scores. These include Brier's probability score (BS), the continuous ranked probability score (CRPS) and corresponding skill scores as well as the Relative Operating Characteristic score (ROCS). Reliability diagrams are also presented and analysed. The results indicate that none of the four Quantile Regression configurations clearly outperforms the others.

Automatic variance reduction for Monte Carlo simulations via the local importance function transform

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

Turner, S.A.

1996-02-01

The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditionalmore » Monte Carlo simulation of ``real`` particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ``black box``. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases.« less

Hamiltonian flows with random-walk behaviour originating from zero-sum games and fictitious play

NASA Astrophysics Data System (ADS)

van Strien, Sebastian

2011-06-01

In this paper we introduce Hamiltonian dynamics, inspired by zero-sum games (best response and fictitious play dynamics). The Hamiltonian functions we consider are continuous and piecewise affine (and of a very simple form). It follows that the corresponding Hamiltonian vector fields are discontinuous and multi-valued. Differential equations with discontinuities along a hyperplane are often called 'Filippov systems', and there is a large literature on such systems, see for example (di Bernardo et al 2008 Theory and applications Piecewise-Smooth Dynamical Systems (Applied Mathematical Sciences vol 163) (London: Springer); Kunze 2000 Non-Smooth Dynamical Systems (Lecture Notes in Mathematics vol 1744) (Berlin: Springer); Leine and Nijmeijer 2004 Dynamics and Bifurcations of Non-smooth Mechanical Systems (Lecture Notes in Applied and Computational Mechanics vol 18) (Berlin: Springer)). The special feature of the systems we consider here is that they have discontinuities along a large number of intersecting hyperplanes. Nevertheless, somewhat surprisingly, the flow corresponding to such a vector field exists, is unique and continuous. We believe that these vector fields deserve attention, because it turns out that the resulting dynamics are rather different from those found in more classically defined Hamiltonian dynamics. The vector field is extremely simple: outside codimension-one hyperplanes it is piecewise constant and so the flow phit piecewise a translation (without stationary points). Even so, the dynamics can be rather rich and complicated as a detailed study of specific examples show (see for example theorems 7.1 and 7.2 and also (Ostrovski and van Strien 2011 Regular Chaotic Dynf. 16 129-54)). In the last two sections of the paper we give some applications to game theory, and finish with posing a version of the Palis conjecture in the context of the class of non-smooth systems studied in this paper. To Jacob Palis on his 70th birthday.

Classification of customer lifetime value models using Markov chain

NASA Astrophysics Data System (ADS)

Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

2017-10-01

A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.

PubMed

Sampid, Marius Galabe; Hasim, Haslifah M; Dai, Hongsheng

2018-01-01

In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis.

Metrics for Labeled Markov Systems

NASA Technical Reports Server (NTRS)

Desharnais, Josee; Jagadeesan, Radha; Gupta, Vineet; Panangaden, Prakash

1999-01-01

Partial Labeled Markov Chains are simultaneously generalizations of process algebra and of traditional Markov chains. They provide a foundation for interacting discrete probabilistic systems, the interaction being synchronization on labels as in process algebra. Existing notions of process equivalence are too sensitive to the exact probabilities of various transitions. This paper addresses contextual reasoning principles for reasoning about more robust notions of "approximate" equivalence between concurrent interacting probabilistic systems. The present results indicate that:We develop a family of metrics between partial labeled Markov chains to formalize the notion of distance between processes. We show that processes at distance zero are bisimilar. We describe a decision procedure to compute the distance between two processes. We show that reasoning about approximate equivalence can be done compositionally by showing that process combinators do not increase distance. We introduce an asymptotic metric to capture asymptotic properties of Markov chains; and show that parallel composition does not increase asymptotic distance.

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…

The spectral method and the central limit theorem for general Markov chains

NASA Astrophysics Data System (ADS)

Nagaev, S. V.

2017-12-01

We consider Markov chains with an arbitrary phase space and develop a modification of the spectral method that enables us to prove the central limit theorem (CLT) for non-uniformly ergodic Markov chains. The conditions imposed on the transition function are more general than those by Athreya-Ney and Nummelin. Our proof of the CLT is purely analytical.

SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere

NASA Astrophysics Data System (ADS)

Creasey, Peter; Lang, Annika

2018-04-01

SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.

Markov chains and semi-Markov models in time-to-event analysis.

PubMed

Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J

2013-10-25

A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.

Markov chains and semi-Markov models in time-to-event analysis

PubMed Central

Abner, Erin L.; Charnigo, Richard J.; Kryscio, Richard J.

2014-01-01

A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields. PMID:24818062

Detecting critical state before phase transition of complex systems by hidden Markov model

NASA Astrophysics Data System (ADS)

Liu, Rui; Chen, Pei; Li, Yongjun; Chen, Luonan

Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e., before-transition state, pre-transition state, and after-transition state, which can be considered as three different Markov processes. Thus, based on this dynamical feature, we present a novel computational method, i.e., hidden Markov model (HMM), to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e., the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin, and HCV-induced dysplasia and hepatocellular carcinoma.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

A Hybrid Smartphone Indoor Positioning Solution for Mobile LBS

PubMed Central

Liu, Jingbin; Chen, Ruizhi; Pei, Ling; Guinness, Robert; Kuusniemi, Heidi

2012-01-01

Smartphone positioning is an enabling technology used to create new business in the navigation and mobile location-based services (LBS) industries. This paper presents a smartphone indoor positioning engine named HIPE that can be easily integrated with mobile LBS. HIPE is a hybrid solution that fuses measurements of smartphone sensors with wireless signals. The smartphone sensors are used to measure the user’s motion dynamics information (MDI), which represent the spatial correlation of various locations. Two algorithms based on hidden Markov model (HMM) problems, the grid-based filter and the Viterbi algorithm, are used in this paper as the central processor for data fusion to resolve the position estimates, and these algorithms are applicable for different applications, e.g., real-time navigation and location tracking, respectively. HIPE is more widely applicable for various motion scenarios than solutions proposed in previous studies because it uses no deterministic motion models, which have been commonly used in previous works. The experimental results showed that HIPE can provide adequate positioning accuracy and robustness for different scenarios of MDI combinations. HIPE is a cost-efficient solution, and it can work flexibly with different smartphone platforms, which may have different types of sensors available for the measurement of MDI data. The reliability of the positioning solution was found to increase with increasing precision of the MDI data. PMID:23235455

A Markovian event-based framework for stochastic spiking neural networks.

PubMed

Touboul, Jonathan D; Faugeras, Olivier D

2011-11-01

In spiking neural networks, the information is conveyed by the spike times, that depend on the intrinsic dynamics of each neuron, the input they receive and on the connections between neurons. In this article we study the Markovian nature of the sequence of spike times in stochastic neural networks, and in particular the ability to deduce from a spike train the next spike time, and therefore produce a description of the network activity only based on the spike times regardless of the membrane potential process. To study this question in a rigorous manner, we introduce and study an event-based description of networks of noisy integrate-and-fire neurons, i.e. that is based on the computation of the spike times. We show that the firing times of the neurons in the networks constitute a Markov chain, whose transition probability is related to the probability distribution of the interspike interval of the neurons in the network. In the cases where the Markovian model can be developed, the transition probability is explicitly derived in such classical cases of neural networks as the linear integrate-and-fire neuron models with excitatory and inhibitory interactions, for different types of synapses, possibly featuring noisy synaptic integration, transmission delays and absolute and relative refractory period. This covers most of the cases that have been investigated in the event-based description of spiking deterministic neural networks.

Modeling DNA methylation by analyzing the individual configurations of single molecules

PubMed Central

Affinito, Ornella; Scala, Giovanni; Palumbo, Domenico; Florio, Ermanno; Monticelli, Antonella; Miele, Gennaro; Avvedimento, Vittorio Enrico; Usiello, Alessandro; Chiariotti, Lorenzo; Cocozza, Sergio

2016-01-01

ABSTRACT DNA methylation is often analyzed by reporting the average methylation degree of each cytosine. In this study, we used a single molecule methylation analysis in order to look at the methylation conformation of individual molecules. Using D-aspartate oxidase as a model gene, we performed an in-depth methylation analysis through the developmental stages of 3 different mouse tissues (brain, lung, and gut), where this gene undergoes opposite methylation destiny. This approach allowed us to track both methylation and demethylation processes at high resolution. The complexity of these dynamics was markedly simplified by introducing the concept of methylation classes (MCs), defined as the number of methylated cytosines per molecule, irrespective of their position. The MC concept smooths the stochasticity of the system, allowing a more deterministic description. In this framework, we also propose a mathematical model based on the Markov chain. This model aims to identify the transition probability of a molecule from one MC to another during methylation and demethylation processes. The results of our model suggest that: 1) both processes are ruled by a dominant class of phenomena, namely, the gain or loss of one methyl group at a time; and 2) the probability of a single CpG site becoming methylated or demethylated depends on the methylation status of the whole molecule at that time. PMID:27748645

On the degree distribution of horizontal visibility graphs associated with Markov processes and dynamical systems: diagrammatic and variational approaches

NASA Astrophysics Data System (ADS)

Lacasa, Lucas

2014-09-01

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical time series analysis and signal processing and (ii) characterizing classes of dynamical systems and stochastic processes using the tools of graph theory. Recent works show that the degree distribution of these graphs encapsulates much information on the signals' variability, and therefore constitutes a fundamental feature for statistical learning purposes. However, exact solutions for the degree distributions are only known in a few cases, such as for uncorrelated random processes. Here we analytically explore these distributions in a list of situations. We present a diagrammatic formalism which computes for all degrees their corresponding probability as a series expansion in a coupling constant which is the number of hidden variables. We offer a constructive solution for general Markovian stochastic processes and deterministic maps. As case tests we focus on Ornstein-Uhlenbeck processes, fully chaotic and quasiperiodic maps. Whereas only for certain degree probabilities can all diagrams be summed exactly, in the general case we show that the perturbation theory converges. In a second part, we make use of a variational technique to predict the complete degree distribution for special classes of Markovian dynamics with fast-decaying correlations. In every case we compare the theory with numerical experiments.

Cost-effectiveness of bedaquiline in MDR and XDR tuberculosis in Italy

PubMed Central

Codecasa, Luigi R.; Toumi, Mondher; D’Ausilio, Anna; Aiello, Andrea; Damele, Francesco; Termini, Roberta; Uglietti, Alessia; Hettle, Robert; Graziano, Giorgio; De Lorenzo, Saverio

2017-01-01

ABSTRACT Objective: To evaluate the cost-effectiveness of bedaquiline plus background drug regimens (BR) for multidrug-resistant tuberculosis (MDR-TB) and extensively drug-resistant tuberculosis (XDR-TB) in Italy. Methods: A Markov model was adapted to the Italian setting to estimate the incremental cost-effectiveness ratio (ICER) of bedaquiline plus BR (BBR) versus BR in the treatment of MDR-TB and XDR-TB over 10 years, from both the National Health Service (NHS) and societal perspective. Cost-effectiveness was evaluated in terms of life-years gained (LYG). Clinical data were sourced from trials; resource consumption for compared treatments was modelled according to advice from an expert clinicians panel. NHS tariffs for inpatient and outpatient resource consumption were retrieved from published Italian sources. Drug costs were provided by reference centres for disease treatment in Italy. A 3% annual discount was applied to both cost and effectiveness. Deterministic and probabilistic sensitivity analyses were conducted. Results: Over 10 years, BBR vs. BR alone is cost-effective, with ICERs of €16,639/LYG and €4081/LYG for the NHS and society, respectively. The sensitivity analyses confirmed the robustness of the results from both considered perspectives. Conclusion: In Italy, BBR vs. BR alone has proven to be cost-effective in the treatment of MDR-TB and XDR-TB under a range of scenarios. PMID:28265350

Development of a copula-based particle filter (CopPF) approach for hydrologic data assimilation under consideration of parameter interdependence

NASA Astrophysics Data System (ADS)

Fan, Y. R.; Huang, G. H.; Baetz, B. W.; Li, Y. P.; Huang, K.

2017-06-01

In this study, a copula-based particle filter (CopPF) approach was developed for sequential hydrological data assimilation by considering parameter correlation structures. In CopPF, multivariate copulas are proposed to reflect parameter interdependence before the resampling procedure with new particles then being sampled from the obtained copulas. Such a process can overcome both particle degeneration and sample impoverishment. The applicability of CopPF is illustrated with three case studies using a two-parameter simplified model and two conceptual hydrologic models. The results for the simplified model indicate that model parameters are highly correlated in the data assimilation process, suggesting a demand for full description of their dependence structure. Synthetic experiments on hydrologic data assimilation indicate that CopPF can rejuvenate particle evolution in large spaces and thus achieve good performances with low sample size scenarios. The applicability of CopPF is further illustrated through two real-case studies. It is shown that, compared with traditional particle filter (PF) and particle Markov chain Monte Carlo (PMCMC) approaches, the proposed method can provide more accurate results for both deterministic and probabilistic prediction with a sample size of 100. Furthermore, the sample size would not significantly influence the performance of CopPF. Also, the copula resampling approach dominates parameter evolution in CopPF, with more than 50% of particles sampled by copulas in most sample size scenarios.

Rogue waves in terms of multi-point statistics and nonequilibrium thermodynamics

NASA Astrophysics Data System (ADS)

Hadjihosseini, Ali; Lind, Pedro; Mori, Nobuhito; Hoffmann, Norbert P.; Peinke, Joachim

2017-04-01

Ocean waves, which lead to rogue waves, are investigated on the background of complex systems. In contrast to deterministic approaches based on the nonlinear Schroedinger equation or focusing effects, we analyze this system in terms of a noisy stochastic system. In particular we present a statistical method that maps the complexity of multi-point data into the statistics of hierarchically ordered height increments for different time scales. We show that the stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. This stochastic description enables us to show several new aspects of wave states. Surrogate data sets can in turn be generated allowing to work out different statistical features of the complex sea state in general and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics. As a new outlook the ocean wave states will be considered in terms of nonequilibrium thermodynamics, for which the entropy production of different wave heights will be considered. We show evidence that rogue waves are characterized by negative entropy production. The statistics of the entropy production can be used to distinguish different wave states.

Bayesian probabilistic population projections for all countries.

PubMed

Raftery, Adrian E; Li, Nan; Ševčíková, Hana; Gerland, Patrick; Heilig, Gerhard K

2012-08-28

Projections of countries' future populations, broken down by age and sex, are widely used for planning and research. They are mostly done deterministically, but there is a widespread need for probabilistic projections. We propose a bayesian method for probabilistic population projections for all countries. The total fertility rate and female and male life expectancies at birth are projected probabilistically using bayesian hierarchical models estimated via Markov chain Monte Carlo using United Nations population data for all countries. These are then converted to age-specific rates and combined with a cohort component projection model. This yields probabilistic projections of any population quantity of interest. The method is illustrated for five countries of different demographic stages, continents and sizes. The method is validated by an out of sample experiment in which data from 1950-1990 are used for estimation, and applied to predict 1990-2010. The method appears reasonably accurate and well calibrated for this period. The results suggest that the current United Nations high and low variants greatly underestimate uncertainty about the number of oldest old from about 2050 and that they underestimate uncertainty for high fertility countries and overstate uncertainty for countries that have completed the demographic transition and whose fertility has started to recover towards replacement level, mostly in Europe. The results also indicate that the potential support ratio (persons aged 20-64 per person aged 65+) will almost certainly decline dramatically in most countries over the coming decades.

Reinforcement learning for partially observable dynamic processes: adaptive dynamic programming using measured output data.

PubMed

Lewis, F L; Vamvoudakis, Kyriakos G

2011-02-01

Approximate dynamic programming (ADP) is a class of reinforcement learning methods that have shown their importance in a variety of applications, including feedback control of dynamical systems. ADP generally requires full information about the system internal states, which is usually not available in practical situations. In this paper, we show how to implement ADP methods using only measured input/output data from the system. Linear dynamical systems with deterministic behavior are considered herein, which are systems of great interest in the control system community. In control system theory, these types of methods are referred to as output feedback (OPFB). The stochastic equivalent of the systems dealt with in this paper is a class of partially observable Markov decision processes. We develop both policy iteration and value iteration algorithms that converge to an optimal controller that requires only OPFB. It is shown that, similar to Q -learning, the new methods have the important advantage that knowledge of the system dynamics is not needed for the implementation of these learning algorithms or for the OPFB control. Only the order of the system, as well as an upper bound on its "observability index," must be known. The learned OPFB controller is in the form of a polynomial autoregressive moving-average controller that has equivalent performance with the optimal state variable feedback gain.

Intercoalescence time distribution of incomplete gene genealogies in temporally varying populations, and applications in population genetic inference.

PubMed

Chen, Hua

2013-03-01

Tracing back to a specific time T in the past, the genealogy of a sample of haplotypes may not have reached their common ancestor and may leave m lineages extant. For such an incomplete genealogy truncated at a specific time T in the past, the distribution and expectation of the intercoalescence times conditional on T are derived in an exact form in this paper for populations of deterministically time-varying sizes, specifically, for populations growing exponentially. The derived intercoalescence time distribution can be integrated to the coalescent-based joint allele frequency spectrum (JAFS) theory, and is useful for population genetic inference from large-scale genomic data, without relying on computationally intensive approaches, such as importance sampling and Markov Chain Monte Carlo (MCMC) methods. The inference of several important parameters relying on this derived conditional distribution is demonstrated: quantifying population growth rate and onset time, and estimating the number of ancestral lineages at a specific ancient time. Simulation studies confirm validity of the derivation and statistical efficiency of the methods using the derived intercoalescence time distribution. Two examples of real data are given to show the inference of the population growth rate of a European sample from the NIEHS Environmental Genome Project, and the number of ancient lineages of 31 mitochondrial genomes from Tibetan populations. © 2013 Blackwell Publishing Ltd/University College London.

Simple stochastic model for El Niño with westerly wind bursts

PubMed Central

Thual, Sulian; Majda, Andrew J.; Chen, Nan; Stechmann, Samuel N.

2016-01-01

Atmospheric wind bursts in the tropics play a key role in the dynamics of the El Niño Southern Oscillation (ENSO). A simple modeling framework is proposed that summarizes this relationship and captures major features of the observational record while remaining physically consistent and amenable to detailed analysis. Within this simple framework, wind burst activity evolves according to a stochastic two-state Markov switching–diffusion process that depends on the strength of the western Pacific warm pool, and is coupled to simple ocean–atmosphere processes that are otherwise deterministic, stable, and linear. A simple model with this parameterization and no additional nonlinearities reproduces a realistic ENSO cycle with intermittent El Niño and La Niña events of varying intensity and strength as well as realistic buildup and shutdown of wind burst activity in the western Pacific. The wind burst activity has a direct causal effect on the ENSO variability: in particular, it intermittently triggers regular El Niño or La Niña events, super El Niño events, or no events at all, which enables the model to capture observed ENSO statistics such as the probability density function and power spectrum of eastern Pacific sea surface temperatures. The present framework provides further theoretical and practical insight on the relationship between wind burst activity and the ENSO. PMID:27573821

Toward a probabilistic acoustic emission source location algorithm: A Bayesian approach

NASA Astrophysics Data System (ADS)

Schumacher, Thomas; Straub, Daniel; Higgins, Christopher

2012-09-01

Acoustic emissions (AE) are stress waves initiated by sudden strain releases within a solid body. These can be caused by internal mechanisms such as crack opening or propagation, crushing, or rubbing of crack surfaces. One application for the AE technique in the field of Structural Engineering is Structural Health Monitoring (SHM). With piezo-electric sensors mounted to the surface of the structure, stress waves can be detected, recorded, and stored for later analysis. An important step in quantitative AE analysis is the estimation of the stress wave source locations. Commonly, source location results are presented in a rather deterministic manner as spatial and temporal points, excluding information about uncertainties and errors. Due to variability in the material properties and uncertainty in the mathematical model, measures of uncertainty are needed beyond best-fit point solutions for source locations. This paper introduces a novel holistic framework for the development of a probabilistic source location algorithm. Bayesian analysis methods with Markov Chain Monte Carlo (MCMC) simulation are employed where all source location parameters are described with posterior probability density functions (PDFs). The proposed methodology is applied to an example employing data collected from a realistic section of a reinforced concrete bridge column. The selected approach is general and has the advantage that it can be extended and refined efficiently. Results are discussed and future steps to improve the algorithm are suggested.

Cost-effectiveness analysis of ibrutinib in patients with Waldenström macroglobulinemia in Italy.

PubMed

Aiello, Andrea; D'Ausilio, Anna; Lo Muto, Roberta; Randon, Francesca; Laurenti, Luca

2017-01-01

Background and Objective: Ibrutinib has recently been approved in Europe for Waldenström Macroglobulinemia (WM) in symptomatic patients who have received at least one prior therapy, or in first-line treatment for patients unsuitable for chemo-immunotherapy. The aim of the study is to estimate the incremental cost-effectiveness ratio (ICER) of ibrutinib in relapse/refractory WM, compared with the Italian current therapeutic pathways (CTP). Methods: A Markov model was adapted for Italy considering the National Health System perspective. Input data from literature as well as global trials were used. The percentage use of therapies, and healthcare resources consumption were estimated according to expert panel advice. Drugs ex-factory prices and national tariffs were used for estimating costs. The model had a 15-year time horizon, with a 3.0% discount rate for both clinical and economic data. Deterministic and probabilistic sensitivity analyses were performed to test the results strength. Results: Ibrutinib resulted in increased Life Years Gained (LYGs) and increased costs compared to CTP, with an ICER of €52,698/LYG. Sensitivity analyses confirmed the results of the BaseCase. Specifically, in the probabilistic analysis, at a willingness to pay threshold of €60,000/LYG ibrutinib was cost-effective in 84% of simulations. Conclusions: Ibrutinib has demonstrated a positive cost-effectiveness profile in Italy.

Optimal management of colorectal liver metastases in older patients: a decision analysis

PubMed Central

Yang, Simon; Alibhai, Shabbir MH; Kennedy, Erin D; El-Sedfy, Abraham; Dixon, Matthew; Coburn, Natalie; Kiss, Alex; Law, Calvin HL

2014-01-01

Background Comparative trials evaluating management strategies for colorectal cancer liver metastases (CLM) are lacking, especially for older patients. This study developed a decision-analytic model to quantify outcomes associated with treatment strategies for CLM in older patients. Methods A Markov-decision model was built to examine the effect on life expectancy (LE) and quality-adjusted life expectancy (QALE) for best supportive care (BSC), systemic chemotherapy (SC), radiofrequency ablation (RFA) and hepatic resection (HR). The baseline patient cohort assumptions included healthy 70-year-old CLM patients after a primary cancer resection. Event and transition probabilities and utilities were derived from a literature review. Deterministic and probabilistic sensitivity analyses were performed on all study parameters. Results In base case analysis, BSC, SC, RFA and HR yielded LEs of 11.9, 23.1, 34.8 and 37.0 months, and QALEs of 7.8, 13.2, 22.0 and 25.0 months, respectively. Model results were sensitive to age, comorbidity, length of model simulation and utility after HR. Probabilistic sensitivity analysis showed increasing preference for RFA over HR with increasing patient age. Conclusions HR may be optimal for healthy 70-year-old patients with CLM. In older patients with comorbidities, RFA may provide better LE and QALE. Treatment decisions in older cancer patients should account for patient age, comorbidities, local expertise and individual values. PMID:24961482

Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

PubMed

Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

2010-09-01

Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

Focusing of concentric piecewise vector Bessel-Gaussian beam

NASA Astrophysics Data System (ADS)

Li, Jinsong; Fang, Ying; Zhou, Shenghua; Ye, Youxiang

2010-12-01

The focusing properties of a concentric piecewise vector Bessel-Gaussian beam are investigated in this paper. The beam consists of three portions: the center circular portion and outer annular portion are radially polarized, while the inner annular portion is generalized polarized with tunable polarized angle. Numerical simulations show that the evolution of focal pattern is altered considerably with different Bessel parameters in the Bessel term of the vector Bessel-Gaussian beam. The polarized angle also affects the focal pattern remarkably. Some interesting focal patterns may appear, such as two-peak, dark hollow focus; ring focus; spherical shell focus; cylindrical shell focus; and multi-ring-peak focus, and transverse focal switch occurs with increasing polarized angle of the inner annular portion, which may be used in optical manipulation.

Edge-augmented Fourier partial sums with applications to Magnetic Resonance Imaging (MRI)

NASA Astrophysics Data System (ADS)

Larriva-Latt, Jade; Morrison, Angela; Radgowski, Alison; Tobin, Joseph; Iwen, Mark; Viswanathan, Aditya

2017-08-01

Certain applications such as Magnetic Resonance Imaging (MRI) require the reconstruction of functions from Fourier spectral data. When the underlying functions are piecewise-smooth, standard Fourier approximation methods suffer from the Gibbs phenomenon - with associated oscillatory artifacts in the vicinity of edges and an overall reduced order of convergence in the approximation. This paper proposes an edge-augmented Fourier reconstruction procedure which uses only the first few Fourier coefficients of an underlying piecewise-smooth function to accurately estimate jump information and then incorporate it into a Fourier partial sum approximation. We provide both theoretical and empirical results showing the improved accuracy of the proposed method, as well as comparisons demonstrating superior performance over existing state-of-the-art sparse optimization-based methods.

Perturbations of Jacobi polynomials and piecewise hypergeometric orthogonal systems

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

Neretin, Yu A

2006-12-31

A family of non-complete orthogonal systems of functions on the ray [0,{infinity}] depending on three real parameters {alpha}, {beta}, {theta} is constructed. The elements of this system are piecewise hypergeometric functions with singularity at x=1. For {theta}=0 these functions vanish on [1,{infinity}) and the system is reduced to the Jacobi polynomials P{sub n}{sup {alpha}}{sup ,{beta}} on the interval [0,1]. In the general case the functions constructed can be regarded as an interpretation of the expressions P{sub n+{theta}}{sup {alpha}}{sup ,{beta}}. They are eigenfunctions of an exotic Sturm-Liouville boundary-value problem for the hypergeometric differential operator. The spectral measure for this problem ismore » found.« less

A Dynamical Analysis of a Piecewise Smooth Pest Control SI Model

NASA Astrophysics Data System (ADS)

Liu, Bing; Liu, Wanbo; Tao, Fennmei; Kang, Baolin; Cong, Jiguang

In this paper, we propose a piecewise smooth SI pest control system to model the process of spraying pesticides and releasing infectious pests. We assume that the pest population consists of susceptible pests and infectious pests, and that the disease spreads horizontally between pests. We take the susceptible pest as the control index on whether to implement chemical control and biological control strategies. Based on the theory of Filippov system, the sliding-mode domain and conditions for the existence of real equilibria, virtual equilibria, pseudo-equilibrium and boundary equilibria are given. Further, we show the global stability of real equilibria (or boundary equilibria) and pseudo-equilibrium. Our results can provide theoretical guidance for the problem of pest control.

Characterization of intermittency in renewal processes: Application to earthquakes

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

Akimoto, Takuma; Hasumi, Tomohiro; Aizawa, Yoji

2010-03-15

We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the piecewise linear intermittent map. Thus, we provide a framework to understand a unified characterization of intermittency and also present the Lyapunov exponent for renewal processes. This method is applied to the occurrence of earthquakes using the Japan Meteorological Agency and the National Earthquake Information Center catalog. By analyzing the return map of interevent times, we find that interevent times are not independent and identically distributed random variablesmore » but that the conditional probability distribution functions in the tail obey the Weibull distribution.« less

Discriminative Learning with Markov Logic Networks

DTIC Science & Technology

2009-10-01

Discriminative Learning with Markov Logic Networks Tuyen N. Huynh Department of Computer Sciences University of Texas at Austin Austin, TX 78712...emerging area of research that addresses the problem of learning from noisy structured/relational data. Markov logic networks (MLNs), sets of weighted...TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) University of Texas at Austin,Department of Computer

Deterministic Walks with Choice

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

Beeler, Katy E.; Berenhaut, Kenneth S.; Cooper, Joshua N.

2014-01-10

This paper studies deterministic movement over toroidal grids, integrating local information, bounded memory and choice at individual nodes. The research is motivated by recent work on deterministic random walks, and applications in multi-agent systems. Several results regarding passing tokens through toroidal grids are discussed, as well as some open questions.

[Application of Markov model in post-marketing pharmacoeconomic evaluation of traditional Chinese medicine].

PubMed

Wang, Xin; Su, Xia; Sun, Wentao; Xie, Yanming; Wang, Yongyan

2011-10-01

In post-marketing study of traditional Chinese medicine (TCM), pharmacoeconomic evaluation has an important applied significance. However, the economic literatures of TCM have been unable to fully and accurately reflect the unique overall outcomes of treatment with TCM. For the special nature of TCM itself, we recommend that Markov model could be introduced into post-marketing pharmacoeconomic evaluation of TCM, and also explore the feasibility of model application. Markov model can extrapolate the study time horizon, suit with effectiveness indicators of TCM, and provide measurable comprehensive outcome. In addition, Markov model can promote the development of TCM quality of life scale and the methodology of post-marketing pharmacoeconomic evaluation.

On the utility of the multi-level algorithm for the solution of nearly completely decomposable Markov chains

NASA Technical Reports Server (NTRS)

Leutenegger, Scott T.; Horton, Graham

1994-01-01

Recently the Multi-Level algorithm was introduced as a general purpose solver for the solution of steady state Markov chains. In this paper, we consider the performance of the Multi-Level algorithm for solving Nearly Completely Decomposable (NCD) Markov chains, for which special-purpose iteractive aggregation/disaggregation algorithms such as the Koury-McAllister-Stewart (KMS) method have been developed that can exploit the decomposability of the the Markov chain. We present experimental results indicating that the general-purpose Multi-Level algorithm is competitive, and can be significantly faster than the special-purpose KMS algorithm when Gauss-Seidel and Gaussian Elimination are used for solving the individual blocks.

Policy Transfer via Markov Logic Networks

NASA Astrophysics Data System (ADS)

Torrey, Lisa; Shavlik, Jude

We propose using a statistical-relational model, the Markov Logic Network, for knowledge transfer in reinforcement learning. Our goal is to extract relational knowledge from a source task and use it to speed up learning in a related target task. We show that Markov Logic Networks are effective models for capturing both source-task Q-functions and source-task policies. We apply them via demonstration, which involves using them for decision making in an initial stage of the target task before continuing to learn. Through experiments in the RoboCup simulated-soccer domain, we show that transfer via Markov Logic Networks can significantly improve early performance in complex tasks, and that transferring policies is more effective than transferring Q-functions.

Nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates

DOEpatents

Melechko, Anatoli V [Oak Ridge, TN; McKnight, Timothy E. , Guillorn, Michael A.; Ilic, Bojan [Ithaca, NY; Merkulov, Vladimir I [Knoxville, TN; Doktycz, Mitchel J [Knoxville, TN; Lowndes, Douglas H [Knoxville, TN; Simpson, Michael L [Knoxville, TN

2011-05-17

Methods, manufactures, machines and compositions are described for nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates. A method includes depositing a catalyst particle on a surface of a substrate to define a deterministically located position; growing an aligned elongated nanostructure on the substrate, an end of the aligned elongated nanostructure coupled to the substrate at the deterministically located position; coating the aligned elongated nanostructure with a conduit material; removing a portion of the conduit material to expose the catalyst particle; removing the catalyst particle; and removing the elongated nanostructure to define a nanoconduit.

Human brain detects short-time nonlinear predictability in the temporal fine structure of deterministic chaotic sounds

NASA Astrophysics Data System (ADS)

Itoh, Kosuke; Nakada, Tsutomu

2013-04-01

Deterministic nonlinear dynamical processes are ubiquitous in nature. Chaotic sounds generated by such processes may appear irregular and random in waveform, but these sounds are mathematically distinguished from random stochastic sounds in that they contain deterministic short-time predictability in their temporal fine structures. We show that the human brain distinguishes deterministic chaotic sounds from spectrally matched stochastic sounds in neural processing and perception. Deterministic chaotic sounds, even without being attended to, elicited greater cerebral cortical responses than the surrogate control sounds after about 150 ms in latency after sound onset. Listeners also clearly discriminated these sounds in perception. The results support the hypothesis that the human auditory system is sensitive to the subtle short-time predictability embedded in the temporal fine structure of sounds.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Modeling the coupled return-spread high frequency dynamics of large tick assets

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Lillo, Fabrizio

2015-01-01

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We present an approach based on the hidden Markov model, also known in econometrics as the Markov switching model, for the dynamics of price changes, where the latent Markov process is described by the transitions between spreads. We then use a finite Markov mixture of logit regressions on past squared price changes to describe temporal dependencies in the dynamics of price changes. The model can thus be seen as a double chain Markov model. We show that the model describes the shape of the price change distribution at different time scales, volatility clustering, and the anomalous decrease of kurtosis. We calibrate our models based on Nasdaq stocks and we show that this model reproduces remarkably well the statistical properties of real data.

Quantum Enhanced Inference in Markov Logic Networks

NASA Astrophysics Data System (ADS)

Wittek, Peter; Gogolin, Christian

2017-04-01

Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

Generation of intervention strategy for a genetic regulatory network represented by a family of Markov Chains.

PubMed

Berlow, Noah; Pal, Ranadip

2011-01-01

Genetic Regulatory Networks (GRNs) are frequently modeled as Markov Chains providing the transition probabilities of moving from one state of the network to another. The inverse problem of inference of the Markov Chain from noisy and limited experimental data is an ill posed problem and often generates multiple model possibilities instead of a unique one. In this article, we address the issue of intervention in a genetic regulatory network represented by a family of Markov Chains. The purpose of intervention is to alter the steady state probability distribution of the GRN as the steady states are considered to be representative of the phenotypes. We consider robust stationary control policies with best expected behavior. The extreme computational complexity involved in search of robust stationary control policies is mitigated by using a sequential approach to control policy generation and utilizing computationally efficient techniques for updating the stationary probability distribution of a Markov chain following a rank one perturbation.

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts.

PubMed

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

NASA Astrophysics Data System (ADS)

Figueiredo, Danilo Zucolli; Costa, Oswaldo Luiz do Valle

2017-10-01

This paper deals with the H2 optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space ?. It is assumed that the controller has access only to an output variable and to the jump parameter. The goal, in this case, is to design a dynamic Markov jump controller such that the H2-norm of the closed-loop system is minimised. It is shown that the H2-norm can be written as the sum of two H2-norms, such that one of them does not depend on the control, and the other one is obtained from the optimal filter for an infinite-horizon filtering problem. This result can be seen as a separation principle for MJLS with Markov chain in a Borel space ? considering the infinite time horizon case.

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts

NASA Astrophysics Data System (ADS)

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

Finding exact constants in a Markov model of Zipfs law generation

NASA Astrophysics Data System (ADS)

Bochkarev, V. V.; Lerner, E. Yu.; Nikiforov, A. A.; Pismenskiy, A. A.

2017-12-01

According to the classical Zipfs law, the word frequency is a power function of the word rank with an exponent -1. The objective of this work is to find multiplicative constant in a Markov model of word generation. Previously, the case of independent letters was mathematically strictly investigated in [Bochkarev V V and Lerner E Yu 2017 International Journal of Mathematics and Mathematical Sciences Article ID 914374]. Unfortunately, the methods used in this paper cannot be generalized in case of Markov chains. The search of the correct formulation of the Markov generalization of this results was performed using experiments with different ergodic matrices of transition probability P. Combinatory technique allowed taking into account all the words with probability of more than e -300 in case of 2 by 2 matrices. It was experimentally proved that the required constant in the limit is equal to the value reciprocal to conditional entropy of matrix row P with weights presenting the elements of the vector π of the stationary distribution of the Markov chain.

Quantum Enhanced Inference in Markov Logic Networks.

PubMed

Wittek, Peter; Gogolin, Christian

2017-04-19

Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

Quantum Enhanced Inference in Markov Logic Networks

PubMed Central

Wittek, Peter; Gogolin, Christian

2017-01-01

Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning. PMID:28422093

Cost-effectiveness of Chagas disease screening in Latin American migrants at primary health-care centres in Europe: a Markov model analysis.

PubMed

Requena-Méndez, Ana; Bussion, Sheila; Aldasoro, Edelweiss; Jackson, Yves; Angheben, Andrea; Moore, David; Pinazo, Maria-Jesús; Gascón, Joaquim; Muñoz, Jose; Sicuri, Elisa

2017-04-01

Chagas disease is currently prevalent in European countries hosting large communities from Latin America. Whether asymptomatic individuals at risk of Chagas disease living in Europe should be screened and treated accordingly is unclear. We performed an economic evaluation of systematic Chagas disease screening of the Latin American population attending primary care centres in Europe. We constructed a decision tree model that compared the test option (screening of asymptomatic individuals, treatment, and follow-up of positive cases) with the no-test option (screening, treating, and follow-up of symptomatic individuals). The decision tree included a Markov model with five states, related to the chronic stage of the disease: indeterminate, cardiomyopathy, gastrointestinal, response to treatment, and death. The model started with a target population of 100 000 individuals, of which 4·2% (95% CI 2·2-6·8) were estimated to be infected by Trypanosoma cruzi. The primary outcome was the incremental cost-effectiveness ratio (ICER) between test and no-test options. Deterministic and probabilistic analyses (Monte Carlo simulations) were performed. In the deterministic analysis, total costs referred to 100 000 individuals in the test and no-test option were €30 903 406 and €6 597 403 respectively, with a difference of €24 306 003. The respective number of quality-adjusted life-years (QALYs) gained in the test and no-test option were 61 820·82 and 57 354·42. The ICER was €5442. In the probabilistic analysis, total costs for the test and no-test option were €32 163 649 (95% CI 31 263 705-33 063 593) and €6 904 764 (6 703 258-7 106 270), respectively. The respective number of QALYs gained was 64 634·35 (95% CI 62 809·6-66 459·1) and 59 875·73 (58 191·18-61 560·28). The difference in QALYs gained between the test and no test options was 4758·62 (95% CI 4618·42-4898·82). The incremental cost-effectiveness ratio (ICER) was €6840·75 (95% CI 2545-2759) per QALY gained for a treatment efficacy of 20% and €4243 per QALY gained for treatment efficacy of 50%. Even with a reduction in Chagas disease prevalence to 0·05% and with large variations in all the parameters, the test option would still be more cost-effective than the no-test option (less than €30000 per QALY). Screening for Chagas disease in asymptomatic Latin American adults living in Europe is a cost-effective strategy. Findings of our model provide an important element to support the implementation of T cruzi screening programmes at primary health centres in European countries hosting Latin American migrants. European Commission 7th Framework Program. Copyright © 2017 The Author(s). Published by Elsevier Ltd. This is an Open Access article under the CC BY license. Published by Elsevier Ltd.. All rights reserved.

Handling target obscuration through Markov chain observations

NASA Astrophysics Data System (ADS)

Kouritzin, Michael A.; Wu, Biao

2008-04-01

Target Obscuration, including foliage or building obscuration of ground targets and landscape or horizon obscuration of airborne targets, plagues many real world filtering problems. In particular, ground moving target identification Doppler radar, mounted on a surveillance aircraft or unattended airborne vehicle, is used to detect motion consistent with targets of interest. However, these targets try to obscure themselves (at least partially) by, for example, traveling along the edge of a forest or around buildings. This has the effect of creating random blockages in the Doppler radar image that move dynamically and somewhat randomly through this image. Herein, we address tracking problems with target obscuration by building memory into the observations, eschewing the usual corrupted, distorted partial measurement assumptions of filtering in favor of dynamic Markov chain assumptions. In particular, we assume the observations are a Markov chain whose transition probabilities depend upon the signal. The state of the observation Markov chain attempts to depict the current obscuration and the Markov chain dynamics are used to handle the evolution of the partially obscured radar image. Modifications of the classical filtering equations that allow observation memory (in the form of a Markov chain) are given. We use particle filters to estimate the position of the moving targets. Moreover, positive proof-of-concept simulations are included.

A Lagrangian Transport Eulerian Reaction Spatial (LATERS) Markov Model for Prediction of Effective Bimolecular Reactive Transport

NASA Astrophysics Data System (ADS)

Sund, Nicole; Porta, Giovanni; Bolster, Diogo; Parashar, Rishi

2017-11-01

Prediction of effective transport for mixing-driven reactive systems at larger scales, requires accurate representation of mixing at small scales, which poses a significant upscaling challenge. Depending on the problem at hand, there can be benefits to using a Lagrangian framework, while in others an Eulerian might have advantages. Here we propose and test a novel hybrid model which attempts to leverage benefits of each. Specifically, our framework provides a Lagrangian closure required for a volume-averaging procedure of the advection diffusion reaction equation. This hybrid model is a LAgrangian Transport Eulerian Reaction Spatial Markov model (LATERS Markov model), which extends previous implementations of the Lagrangian Spatial Markov model and maps concentrations to an Eulerian grid to quantify closure terms required to calculate the volume-averaged reaction terms. The advantage of this approach is that the Spatial Markov model is known to provide accurate predictions of transport, particularly at preasymptotic early times, when assumptions required by traditional volume-averaging closures are least likely to hold; likewise, the Eulerian reaction method is efficient, because it does not require calculation of distances between particles. This manuscript introduces the LATERS Markov model and demonstrates by example its ability to accurately predict bimolecular reactive transport in a simple benchmark 2-D porous medium.

A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

PubMed

van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

2013-08-01

Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

Assessing significance in a Markov chain without mixing.

PubMed

Chikina, Maria; Frieze, Alan; Pegden, Wesley

2017-03-14

We present a statistical test to detect that a presented state of a reversible Markov chain was not chosen from a stationary distribution. In particular, given a value function for the states of the Markov chain, we would like to show rigorously that the presented state is an outlier with respect to the values, by establishing a [Formula: see text] value under the null hypothesis that it was chosen from a stationary distribution of the chain. A simple heuristic used in practice is to sample ranks of states from long random trajectories on the Markov chain and compare these with the rank of the presented state; if the presented state is a [Formula: see text] outlier compared with the sampled ranks (its rank is in the bottom [Formula: see text] of sampled ranks), then this observation should correspond to a [Formula: see text] value of [Formula: see text] This significance is not rigorous, however, without good bounds on the mixing time of the Markov chain. Our test is the following: Given the presented state in the Markov chain, take a random walk from the presented state for any number of steps. We prove that observing that the presented state is an [Formula: see text]-outlier on the walk is significant at [Formula: see text] under the null hypothesis that the state was chosen from a stationary distribution. We assume nothing about the Markov chain beyond reversibility and show that significance at [Formula: see text] is best possible in general. We illustrate the use of our test with a potential application to the rigorous detection of gerrymandering in Congressional districting.

Assessing significance in a Markov chain without mixing

PubMed Central

Chikina, Maria; Frieze, Alan; Pegden, Wesley

2017-01-01

We present a statistical test to detect that a presented state of a reversible Markov chain was not chosen from a stationary distribution. In particular, given a value function for the states of the Markov chain, we would like to show rigorously that the presented state is an outlier with respect to the values, by establishing a p value under the null hypothesis that it was chosen from a stationary distribution of the chain. A simple heuristic used in practice is to sample ranks of states from long random trajectories on the Markov chain and compare these with the rank of the presented state; if the presented state is a 0.1% outlier compared with the sampled ranks (its rank is in the bottom 0.1% of sampled ranks), then this observation should correspond to a p value of 0.001. This significance is not rigorous, however, without good bounds on the mixing time of the Markov chain. Our test is the following: Given the presented state in the Markov chain, take a random walk from the presented state for any number of steps. We prove that observing that the presented state is an ε-outlier on the walk is significant at p=2ε under the null hypothesis that the state was chosen from a stationary distribution. We assume nothing about the Markov chain beyond reversibility and show that significance at p≈ε is best possible in general. We illustrate the use of our test with a potential application to the rigorous detection of gerrymandering in Congressional districting. PMID:28246331

Net Surface Flux Budget Over Tropical Oceans Estimated from the Tropical Rainfall Measuring Mission (TRMM)

NASA Astrophysics Data System (ADS)

Fan, Tai-Fang

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Magneto - Optical Imaging of Superconducting MgB2 Thin Films

NASA Astrophysics Data System (ADS)

Hummert, Stephanie Maria

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Boron Carbide Filled Neutron Shielding Textile Polymers

NASA Astrophysics Data System (ADS)

Manzlak, Derrick Anthony

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Parallel Unstructured Grid Generation for Complex Real-World Aerodynamic Simulations

NASA Astrophysics Data System (ADS)

Zagaris, George

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Polymeric Radiation Shielding for Applications in Space: Polyimide Synthesis and Modeling of Multi-Layered Polymeric Shields

NASA Astrophysics Data System (ADS)

Schiavone, Clinton Cleveland

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Processing and Conversion of Algae to Bioethanol

NASA Astrophysics Data System (ADS)

Kampfe, Sara Katherine

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

The Development of the CALIPSO LiDAR Simulator

NASA Astrophysics Data System (ADS)

Powell, Kathleen A.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Exploring a Novel Approach to Technical Nuclear Forensics Utilizing Atomic Force Microscopy

NASA Astrophysics Data System (ADS)

Peeke, Richard Scot

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Modeling of Critically-Stratified Gravity Flows: Application to the Eel River Continental Shelf, Northern California

NASA Astrophysics Data System (ADS)

Scully, Malcolm E.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Production of Cyclohexylene-Containing Diamines in Pursuit of Novel Radiation Shielding Materials

NASA Astrophysics Data System (ADS)

Bate, Norah G.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Development of Boron-Containing Polyimide Materials and Poly(arylene Ether)s for Radiation Shielding

NASA Astrophysics Data System (ADS)

Collins, Brittani May

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Magnetization Dynamics and Anisotropy in Ferromagnetic/Antiferromagnetic Ni/NiO Bilayers

NASA Astrophysics Data System (ADS)

Petersen, Andreas

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Piecewise-Planar StereoScan: Sequential Structure and Motion using Plane Primitives.

PubMed

Raposo, Carolina; Antunes, Michel; P Barreto, Joao

2017-08-09

The article describes a pipeline that receives as input a sequence of stereo images, and outputs the camera motion and a Piecewise-Planar Reconstruction (PPR) of the scene. The pipeline, named Piecewise-Planar StereoScan (PPSS), works as follows: the planes in the scene are detected for each stereo view using semi-dense depth estimation; the relative pose is computed by a new closed-form minimal algorithm that only uses point correspondences whenever plane detections do not fully constrain the motion; the camera motion and the PPR are jointly refined by alternating between discrete optimization and continuous bundle adjustment; and, finally, the detected 3D planes are segmented in images using a new framework that handles low texture and visibility issues. PPSS is extensively validated in indoor and outdoor datasets, and benchmarked against two popular point-based SfM pipelines. The experiments confirm that plane-based visual odometry is resilient to situations of small image overlap, poor texture, specularity, and perceptual aliasing where the fast LIBVISO2 pipeline fails. The comparison against VisualSfM+CMVS/PMVS shows that, for a similar computational complexity, PPSS is more accurate and provides much more compelling and visually pleasant 3D models. These results strongly suggest that plane primitives are an advantageous alternative to point correspondences for applications of SfM and 3D reconstruction in man-made environments.

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

Solutions of some problems in applied mathematics using MACSYMA

NASA Technical Reports Server (NTRS)

Punjabi, Alkesh; Lam, Maria

1987-01-01

Various Symbolic Manipulation Programs (SMP) were tested to check the functioning of their commands and suitability under various operating systems. Support systems for SMP were found to be relatively better than the one for MACSYMA. The graphics facilities for MACSYMA do not work as expected under the UNIX operating system. Not all commands for MACSYMA function as described in the manuals. Shape representation is a central issue in computer graphics and computer-aided design. Aside from appearance, there are other application dependent, desirable properties like continuity to certain order, symmetry, axis-independence, and variation-diminishing properties. Several shape representations are studied, which include the Osculatory Method, a Piecewise Cubic Polynomial Method using two different slope estimates, Piecewise Cubic Hermite Form, a method by Harry McLaughlin, and a Piecewise Bezier Method. They are applied to collected physical and chemical data. Relative merits and demerits of these methods are examined. Kinematics of a single link, non-dissipative robot arm is studied using MACSYMA. Lagranian is set-up and Lagrange's equations are derived. From there, Hamiltonian equations of motion are obtained. Equations suggest that bifurcation of solutions can occur, depending upon the value of a single parameter. Using the characteristic function W, the Hamilton-Jacobi equation is derived. It is shown that the H-J equation can be solved in closed form. Analytical solutions to the H-J equation are obtained.

Deterministic and Stochastic Analysis of a Prey-Dependent Predator-Prey System

ERIC Educational Resources Information Center

Maiti, Alakes; Samanta, G. P.

2005-01-01

This paper reports on studies of the deterministic and stochastic behaviours of a predator-prey system with prey-dependent response function. The first part of the paper deals with the deterministic analysis of uniform boundedness, permanence, stability and bifurcation. In the second part the reproductive and mortality factors of the prey and…

ShinyGPAS: interactive genomic prediction accuracy simulator based on deterministic formulas.

PubMed

Morota, Gota

2017-12-20

Deterministic formulas for the accuracy of genomic predictions highlight the relationships among prediction accuracy and potential factors influencing prediction accuracy prior to performing computationally intensive cross-validation. Visualizing such deterministic formulas in an interactive manner may lead to a better understanding of how genetic factors control prediction accuracy. The software to simulate deterministic formulas for genomic prediction accuracy was implemented in R and encapsulated as a web-based Shiny application. Shiny genomic prediction accuracy simulator (ShinyGPAS) simulates various deterministic formulas and delivers dynamic scatter plots of prediction accuracy versus genetic factors impacting prediction accuracy, while requiring only mouse navigation in a web browser. ShinyGPAS is available at: https://chikudaisei.shinyapps.io/shinygpas/ . ShinyGPAS is a shiny-based interactive genomic prediction accuracy simulator using deterministic formulas. It can be used for interactively exploring potential factors that influence prediction accuracy in genome-enabled prediction, simulating achievable prediction accuracy prior to genotyping individuals, or supporting in-class teaching. ShinyGPAS is open source software and it is hosted online as a freely available web-based resource with an intuitive graphical user interface.

Conditioned Limit Theorems for Some Null Recurrent Markov Processes

DTIC Science & Technology

1976-08-01

Chapter 1 INTRODUCTION 1.1 Summary of Results Let (Vk, k ! 0) be a discrete time Markov process with state space EC(- , ) and let S be...explain our results in some detail. 2 We begin by stating our three basic assumptions: (1) vk s k 2 0 Is a Markov process with state space E C(-o,%); (Ii... 12 n 3. CONDITIONING ON T (, > n.................................1.9 3.1 Preliminary Results

Filtering Using Nonlinear Expectations

DTIC Science & Technology

2016-04-16

gives a solution to estimating a Markov chain observed in Gaussian noise when the variance of the noise is unkown. This paper is accepted for the IEEE...Optimization, an A* journal. A short third paper discusses how to estimate a change in the transition dynamics of a noisily observed Markov chain ...The change point time is hidden in a hidden Markov chain , so a second level of discovery is involved. This paper is accepted for Communications in

Markov and non-Markov processes in complex systems by the dynamical information entropy

NASA Astrophysics Data System (ADS)

Yulmetyev, R. M.; Gafarov, F. M.

1999-12-01

We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.

Open Quantum Systems and Classical Trajectories

NASA Astrophysics Data System (ADS)

Rebolledo, Rolando

2004-09-01

A Quantum Markov Semigroup consists of a family { T} = ({ T}t)_{t ∈ B R+} of normal ω*- continuous completely positive maps on a von Neumann algebra 𝔐 which preserve the unit and satisfy the semigroup property. This class of semigroups has been extensively used to represent open quantum systems. This article is aimed at studying the existence of a { T} -invariant abelian subalgebra 𝔄 of 𝔐. When this happens, the restriction of { T}t to 𝔄 defines a classical Markov semigroup T = (Tt)t ∈ ∝ + say, associated to a classical Markov process X = (Xt)t ∈ ∝ +. The structure (𝔄, T, X) unravels the quantum Markov semigroup { T} , providing a bridge between open quantum systems and classical stochastic processes.

Modeling haplotype block variation using Markov chains.

PubMed

Greenspan, G; Geiger, D

2006-04-01

Models of background variation in genomic regions form the basis of linkage disequilibrium mapping methods. In this work we analyze a background model that groups SNPs into haplotype blocks and represents the dependencies between blocks by a Markov chain. We develop an error measure to compare the performance of this model against the common model that assumes that blocks are independent. By examining data from the International Haplotype Mapping project, we show how the Markov model over haplotype blocks is most accurate when representing blocks in strong linkage disequilibrium. This contrasts with the independent model, which is rendered less accurate by linkage disequilibrium. We provide a theoretical explanation for this surprising property of the Markov model and relate its behavior to allele diversity.

Markov chains for testing redundant software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1988-01-01

A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.

Bayesian analysis of non-homogeneous Markov chains: application to mental health data.

PubMed

Sung, Minje; Soyer, Refik; Nhan, Nguyen

2007-07-10

In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.

Counting of oligomers in sequences generated by markov chains for DNA motif discovery.

PubMed

Shan, Gao; Zheng, Wei-Mou

2009-02-01

By means of the technique of the imbedded Markov chain, an efficient algorithm is proposed to exactly calculate first, second moments of word counts and the probability for a word to occur at least once in random texts generated by a Markov chain. A generating function is introduced directly from the imbedded Markov chain to derive asymptotic approximations for the problem. Two Z-scores, one based on the number of sequences with hits and the other on the total number of word hits in a set of sequences, are examined for discovery of motifs on a set of promoter sequences extracted from A. thaliana genome. Source code is available at http://www.itp.ac.cn/zheng/oligo.c.

Modeling Haplotype Block Variation Using Markov Chains

PubMed Central

Greenspan, G.; Geiger, D.

2006-01-01

Models of background variation in genomic regions form the basis of linkage disequilibrium mapping methods. In this work we analyze a background model that groups SNPs into haplotype blocks and represents the dependencies between blocks by a Markov chain. We develop an error measure to compare the performance of this model against the common model that assumes that blocks are independent. By examining data from the International Haplotype Mapping project, we show how the Markov model over haplotype blocks is most accurate when representing blocks in strong linkage disequilibrium. This contrasts with the independent model, which is rendered less accurate by linkage disequilibrium. We provide a theoretical explanation for this surprising property of the Markov model and relate its behavior to allele diversity. PMID:16361244

Validation of the SURE Program, phase 1

NASA Technical Reports Server (NTRS)

Dotson, Kelly J.

1987-01-01

Presented are the results of the first phase in the validation of the SURE (Semi-Markov Unreliability Range Evaluator) program. The SURE program gives lower and upper bounds on the death-state probabilities of a semi-Markov model. With these bounds, the reliability of a semi-Markov model of a fault-tolerant computer system can be analyzed. For the first phase in the validation, fifteen semi-Markov models were solved analytically for the exact death-state probabilities and these solutions compared to the corresponding bounds given by SURE. In every case, the SURE bounds covered the exact solution. The bounds, however, had a tendency to separate in cases where the recovery rate was slow or the fault arrival rate was fast.

Influence of credit scoring on the dynamics of Markov chain

NASA Astrophysics Data System (ADS)

Galina, Timofeeva

2015-11-01

Markov processes are widely used to model the dynamics of a credit portfolio and forecast the portfolio risk and profitability. In the Markov chain model the loan portfolio is divided into several groups with different quality, which determined by presence of indebtedness and its terms. It is proposed that dynamics of portfolio shares is described by a multistage controlled system. The article outlines mathematical formalization of controls which reflect the actions of the bank's management in order to improve the loan portfolio quality. The most important control is the organization of approval procedure of loan applications. The credit scoring is studied as a control affecting to the dynamic system. Different formalizations of "good" and "bad" consumers are proposed in connection with the Markov chain model.

Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.

Piecewise exponential survival times and analysis of case-cohort data.

PubMed

Li, Yan; Gail, Mitchell H; Preston, Dale L; Graubard, Barry I; Lubin, Jay H

2012-06-15

Case-cohort designs select a random sample of a cohort to be used as control with cases arising from the follow-up of the cohort. Analyses of case-cohort studies with time-varying exposures that use Cox partial likelihood methods can be computer intensive. We propose a piecewise-exponential approach where Poisson regression model parameters are estimated from a pseudolikelihood and the corresponding variances are derived by applying Taylor linearization methods that are used in survey research. The proposed approach is evaluated using Monte Carlo simulations. An illustration is provided using data from the Alpha-Tocopherol, Beta-Carotene Cancer Prevention Study of male smokers in Finland, where a case-cohort study of serum glucose level and pancreatic cancer was analyzed. Copyright © 2012 John Wiley & Sons, Ltd.

Piecewise silence in discrete cosmological models

NASA Astrophysics Data System (ADS)

Clifton, Timothy; Gregoris, Daniele; Rosquist, Kjell

2014-05-01

We consider a family of cosmological models in which all mass is confined to a regular lattice of identical black holes. By exploiting the reflection symmetry about planes that bisect these lattices into identical halves, we are able to consider the evolution of a number of geometrically distinguished surfaces that exist within each of them. We find that the evolution equations for the reflection symmetric surfaces can be written as a simple set of Friedmann-like equations, with source terms that behave like a set of interacting effective fluids. We then show that gravitational waves are effectively trapped within small chambers for all time, and are not free to propagate throughout the space-time. Each chamber therefore evolves as if it were in isolation from the rest of the universe. We call this phenomenon ‘piecewise silence’.

Determination of pKa values of alendronate sodium in aqueous solution by piecewise linear regression based on acid-base potentiometric titration.

PubMed

Ke, Jing; Dou, Hanfei; Zhang, Ximin; Uhagaze, Dushimabararezi Serge; Ding, Xiali; Dong, Yuming

2016-12-01

As a mono-sodium salt form of alendronic acid, alendronate sodium presents multi-level ionization for the dissociation of its four hydroxyl groups. The dissociation constants of alendronate sodium were determined in this work by studying the piecewise linear relationship between volume of titrant and pH value based on acid-base potentiometric titration reaction. The distribution curves of alendronate sodium were drawn according to the determined pKa values. There were 4 dissociation constants (pKa 1 =2.43, pKa 2 =7.55, pKa 3 =10.80, pKa 4 =11.99, respectively) of alendronate sodium, and 12 existing forms, of which 4 could be ignored, existing in different pH environments.

A generalized analog implementation of piecewise linear neuron models using CCII building blocks.

PubMed

Soleimani, Hamid; Ahmadi, Arash; Bavandpour, Mohammad; Sharifipoor, Ozra

2014-03-01

This paper presents a set of reconfigurable analog implementations of piecewise linear spiking neuron models using second generation current conveyor (CCII) building blocks. With the same topology and circuit elements, without W/L modification which is impossible after circuit fabrication, these circuits can produce different behaviors, similar to the biological neurons, both for a single neuron as well as a network of neurons just by tuning reference current and voltage sources. The models are investigated, in terms of analog implementation feasibility and costs, targeting large scale hardware implementations. Results show that, in order to gain the best performance, area and accuracy; these models can be compromised. Simulation results are presented for different neuron behaviors with CMOS 350 nm technology. Copyright © 2013 Elsevier Ltd. All rights reserved.

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

Yang, Y M; Bush, K; Han, B

Purpose: Accurate and fast dose calculation is a prerequisite of precision radiation therapy in modern photon and particle therapy. While Monte Carlo (MC) dose calculation provides high dosimetric accuracy, the drastically increased computational time hinders its routine use. Deterministic dose calculation methods are fast, but problematic in the presence of tissue density inhomogeneity. We leverage the useful features of deterministic methods and MC to develop a hybrid dose calculation platform with autonomous utilization of MC and deterministic calculation depending on the local geometry, for optimal accuracy and speed. Methods: Our platform utilizes a Geant4 based “localized Monte Carlo” (LMC) methodmore » that isolates MC dose calculations only to volumes that have potential for dosimetric inaccuracy. In our approach, additional structures are created encompassing heterogeneous volumes. Deterministic methods calculate dose and energy fluence up to the volume surfaces, where the energy fluence distribution is sampled into discrete histories and transported using MC. Histories exiting the volume are converted back into energy fluence, and transported deterministically. By matching boundary conditions at both interfaces, deterministic dose calculation account for dose perturbations “downstream” of localized heterogeneities. Hybrid dose calculation was performed for water and anthropomorphic phantoms. Results: We achieved <1% agreement between deterministic and MC calculations in the water benchmark for photon and proton beams, and dose differences of 2%–15% could be observed in heterogeneous phantoms. The saving in computational time (a factor ∼4–7 compared to a full Monte Carlo dose calculation) was found to be approximately proportional to the volume of the heterogeneous region. Conclusion: Our hybrid dose calculation approach takes advantage of the computational efficiency of deterministic method and accuracy of MC, providing a practical tool for high performance dose calculation in modern RT. The approach is generalizable to all modalities where heterogeneities play a large role, notably particle therapy.« less

Markov modeling for the neurosurgeon: a review of the literature and an introduction to cost-effectiveness research.

PubMed

Wali, Arvin R; Brandel, Michael G; Santiago-Dieppa, David R; Rennert, Robert C; Steinberg, Jeffrey A; Hirshman, Brian R; Murphy, James D; Khalessi, Alexander A

2018-05-01

OBJECTIVE Markov modeling is a clinical research technique that allows competing medical strategies to be mathematically assessed in order to identify the optimal allocation of health care resources. The authors present a review of the recently published neurosurgical literature that employs Markov modeling and provide a conceptual framework with which to evaluate, critique, and apply the findings generated from health economics research. METHODS The PubMed online database was searched to identify neurosurgical literature published from January 2010 to December 2017 that had utilized Markov modeling for neurosurgical cost-effectiveness studies. Included articles were then assessed with regard to year of publication, subspecialty of neurosurgery, decision analytical techniques utilized, and source information for model inputs. RESULTS A total of 55 articles utilizing Markov models were identified across a broad range of neurosurgical subspecialties. Sixty-five percent of the papers were published within the past 3 years alone. The majority of models derived health transition probabilities, health utilities, and cost information from previously published studies or publicly available information. Only 62% of the studies incorporated indirect costs. Ninety-three percent of the studies performed a 1-way or 2-way sensitivity analysis, and 67% performed a probabilistic sensitivity analysis. A review of the conceptual framework of Markov modeling and an explanation of the different terminology and methodology are provided. CONCLUSIONS As neurosurgeons continue to innovate and identify novel treatment strategies for patients, Markov modeling will allow for better characterization of the impact of these interventions on a patient and societal level. The aim of this work is to equip the neurosurgical readership with the tools to better understand, critique, and apply findings produced from cost-effectiveness research.

A stochastic model for tumor geometry evolution during radiation therapy in cervical cancer

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

Liu, Yifang; Lee, Chi-Guhn; Chan, Timothy C. Y., E-mail: tcychan@mie.utoronto.ca

2014-02-15

Purpose: To develop mathematical models to predict the evolution of tumor geometry in cervical cancer undergoing radiation therapy. Methods: The authors develop two mathematical models to estimate tumor geometry change: a Markov model and an isomorphic shrinkage model. The Markov model describes tumor evolution by investigating the change in state (either tumor or nontumor) of voxels on the tumor surface. It assumes that the evolution follows a Markov process. Transition probabilities are obtained using maximum likelihood estimation and depend on the states of neighboring voxels. The isomorphic shrinkage model describes tumor shrinkage or growth in terms of layers of voxelsmore » on the tumor surface, instead of modeling individual voxels. The two proposed models were applied to data from 29 cervical cancer patients treated at Princess Margaret Cancer Centre and then compared to a constant volume approach. Model performance was measured using sensitivity and specificity. Results: The Markov model outperformed both the isomorphic shrinkage and constant volume models in terms of the trade-off between sensitivity (target coverage) and specificity (normal tissue sparing). Generally, the Markov model achieved a few percentage points in improvement in either sensitivity or specificity compared to the other models. The isomorphic shrinkage model was comparable to the Markov approach under certain parameter settings. Convex tumor shapes were easier to predict. Conclusions: By modeling tumor geometry change at the voxel level using a probabilistic model, improvements in target coverage and normal tissue sparing are possible. Our Markov model is flexible and has tunable parameters to adjust model performance to meet a range of criteria. Such a model may support the development of an adaptive paradigm for radiation therapy of cervical cancer.« less

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

The past, present and future of cyber-physical systems: a focus on models.

PubMed

Lee, Edward A

2015-02-26

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical.

The Past, Present and Future of Cyber-Physical Systems: A Focus on Models

PubMed Central

Lee, Edward A.

2015-01-01

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical. PMID:25730486

Markovian prediction of future values for food grains in the economic survey

NASA Astrophysics Data System (ADS)

Sathish, S.; Khadar Babu, S. K.

2017-11-01

Now-a-days prediction and forecasting are plays a vital role in research. For prediction, regression is useful to predict the future value and current value on production process. In this paper, we assume food grain production exhibit Markov chain dependency and time homogeneity. The economic generative performance evaluation the balance time artificial fertilization different level in Estrusdetection using a daily Markov chain model. Finally, Markov process prediction gives better performance compare with Regression model.

Multiensemble Markov models of molecular thermodynamics and kinetics.

PubMed

Wu, Hao; Paul, Fabian; Wehmeyer, Christoph; Noé, Frank

2016-06-07

We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models-clustering of high-dimensional spaces and modeling of complex many-state systems-with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein-ligand binding model.

Multiensemble Markov models of molecular thermodynamics and kinetics

PubMed Central

Wu, Hao; Paul, Fabian; Noé, Frank

2016-01-01

We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models—clustering of high-dimensional spaces and modeling of complex many-state systems—with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein–ligand binding model. PMID:27226302

Fuzzy Markov random fields versus chains for multispectral image segmentation.

PubMed

Salzenstein, Fabien; Collet, Christophe

2006-11-01

This paper deals with a comparison of recent statistical models based on fuzzy Markov random fields and chains for multispectral image segmentation. The fuzzy scheme takes into account discrete and continuous classes which model the imprecision of the hidden data. In this framework, we assume the dependence between bands and we express the general model for the covariance matrix. A fuzzy Markov chain model is developed in an unsupervised way. This method is compared with the fuzzy Markovian field model previously proposed by one of the authors. The segmentation task is processed with Bayesian tools, such as the well-known MPM (Mode of Posterior Marginals) criterion. Our goal is to compare the robustness and rapidity for both methods (fuzzy Markov fields versus fuzzy Markov chains). Indeed, such fuzzy-based procedures seem to be a good answer, e.g., for astronomical observations when the patterns present diffuse structures. Moreover, these approaches allow us to process missing data in one or several spectral bands which correspond to specific situations in astronomy. To validate both models, we perform and compare the segmentation on synthetic images and raw multispectral astronomical data.

Cost-effectiveness of milk powder fortified with potassium to decrease blood pressure and prevent cardiovascular events among the adult population in China: a Markov model.

PubMed

Dainelli, Livia; Xu, Tingting; Li, Min; Zimmermann, Diane; Fang, Hai; Wu, Yangfeng; Detzel, Patrick

2017-09-25

To model the long-term cost-effectiveness of consuming milk powder fortified with potassium to decrease systolic blood pressure (SBP) and prevent cardiovascular events. A best case scenario analysis using a Markov model was conducted. 8.67% of 50-79 year olds who regularly consume milk in China, including individuals with and without a prior diagnosis of hypertension. The model simulated the potential impact of a daily intake of two servings of milk powder fortified with potassium (+700 mg/day) vs the consumption of a milk powder without potassium fortification, assuming a market price equal to 0.99 international dollars (intl$; the consumption of a milk powder without potassium fortification, assuming a market price equal to intl$0.99 for the latter and to intl$1.12 for the first (+13.13%). Both deterministic and probabilistic sensitivity analyses were conducted to test the robustness of the results. Estimates of the incidence of cardiovascular events and subsequent mortality in China were derived from the literature as well as the effect of increasing potassium intake on blood pressure. The incremental cost-effectiveness ratio (ICER) was used to determine the cost-effectiveness of a milk powder fortified with potassium taking into consideration the direct medical costs associated with the cardiovascular events, loss of working days and health utilities impact. With an ICER equal to int$4711.56 per QALY (quality-adjusted life year) in the best case scenario and assuming 100% compliance, the daily consumption of a milk powder fortified with potassium shown to be a cost-effective approach to decrease SBP and reduce cardiovascular events in China. Healthcare savings due to prevention would amount to intl$8.41 billion. Sensitivity analyses showed the robustness of the results. Together with other preventive interventions, the consumption of a milk powder fortified with potassium could represent a cost-effective strategy to attenuate the rapid rise in cardiovascular burden among the 50-79 year olds who regularly consume milk in China. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

Prediction and generation of binary Markov processes: Can a finite-state fox catch a Markov mouse?

NASA Astrophysics Data System (ADS)

Ruebeck, Joshua B.; James, Ryan G.; Mahoney, John R.; Crutchfield, James P.

2018-01-01

Understanding the generative mechanism of a natural system is a vital component of the scientific method. Here, we investigate one of the fundamental steps toward this goal by presenting the minimal generator of an arbitrary binary Markov process. This is a class of processes whose predictive model is well known. Surprisingly, the generative model requires three distinct topologies for different regions of parameter space. We show that a previously proposed generator for a particular set of binary Markov processes is, in fact, not minimal. Our results shed the first quantitative light on the relative (minimal) costs of prediction and generation. We find, for instance, that the difference between prediction and generation is maximized when the process is approximately independently, identically distributed.

Cascade heterogeneous face sketch-photo synthesis via dual-scale Markov Network

NASA Astrophysics Data System (ADS)

Yao, Saisai; Chen, Zhenxue; Jia, Yunyi; Liu, Chengyun

2018-03-01

Heterogeneous face sketch-photo synthesis is an important and challenging task in computer vision, which has widely applied in law enforcement and digital entertainment. According to the different synthesis results based on different scales, this paper proposes a cascade sketch-photo synthesis method via dual-scale Markov Network. Firstly, Markov Network with larger scale is used to synthesise the initial sketches and the local vertical and horizontal neighbour search (LVHNS) method is used to search for the neighbour patches of test patches in training set. Then, the initial sketches and test photos are jointly entered into smaller scale Markov Network. Finally, the fine sketches are obtained after cascade synthesis process. Extensive experimental results on various databases demonstrate the superiority of the proposed method compared with several state-of-the-art methods.

Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

NASA Astrophysics Data System (ADS)

Wang, Zhi-Gang; Gao, Rui-Mei; Fan, Xiao-Ming; Han, Qi-Xing

2014-09-01

We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ0, a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ0, when the stochastic system obeys some conditions and ℛ0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations.

First and second order semi-Markov chains for wind speed modeling

NASA Astrophysics Data System (ADS)

Prattico, F.; Petroni, F.; D'Amico, G.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [3] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [1], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. Semi-Markov processes (SMP) are a wide class of stochastic processes which generalize at the same time both Markov chains and renewal processes. Their main advantage is that of using whatever type of waiting time distribution for modeling the time to have a transition from one state to another one. This major flexibility has a price to pay: availability of data to estimate the parameters of the model which are more numerous. Data availability is not an issue in wind speed studies, therefore, semi-Markov models can be used in a statistical efficient way. In this work we present three different semi-Markov chain models: the first one is a first-order SMP where the transition probabilities from two speed states (at time Tn and Tn-1) depend on the initial state (the state at Tn-1), final state (the state at Tn) and on the waiting time (given by t=Tn-Tn-1), the second model is a second order SMP where we consider the transition probabilities as depending also on the state the wind speed was before the initial state (which is the state at Tn-2) and the last one is still a second order SMP where the transition probabilities depends on the three states at Tn-2,Tn-1 and Tn and on the waiting times t_1=Tn-1-Tn-2 and t_2=Tn-Tn-1. The three models are used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy, 28/2003 1787-1802. [2] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30/2005 693-708. [3] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29/2004, 1407-1418.

Diagonal couplings of quantum Markov chains

NASA Astrophysics Data System (ADS)

Kümmerer, Burkhard; Schwieger, Kay

2016-05-01

In this paper we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by analyzing couplings. For a given tensor dilation we construct a self-coupling of a Markov operator. It turns out that the coupling is a dual version of the extended dual transition operator studied by Gohm et al. We deduce that this coupling is successful if and only if the dilation is asymptotically complete.

Developing a Markov Model for Forecasting End Strength of Selected Marine Corps Reserve (SMCR) Officers

DTIC Science & Technology

2013-03-01

moving average ( ARIMA ) model because the data is not a times series. The best a manpower planner can do at this point is to make an educated assumption...MARKOV MODEL FOR FORECASTING END STRENGTH OF SELECTED MARINE CORPS RESERVE (SMCR) OFFICERS by Anthony D. Licari March 2013 Thesis Advisor...March 2013 3. REPORT TYPE AND DATES COVERED Master’s Thesis 4. TITLE AND SUBTITLE DEVELOPING A MARKOV MODEL FOR FORECASTING END STRENGTH OF

Transition records of stationary Markov chains.

PubMed

Naudts, Jan; Van der Straeten, Erik

2006-10-01

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary Markov chain is linear in the number of steps. Three applications are discussed. A known result about entropy production is reproduced. A thermodynamic relation is derived for equilibrium systems with Metropolis dynamics. Finally, a link is made with recent results concerning a one-dimensional polymer model.

Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains

NASA Astrophysics Data System (ADS)

Mihelich, M.; Dubrulle, B.; Paillard, D.; Kral, Q.; Faranda, D.

2018-01-01

We establish a link between the maximization of Kolmogorov Sinai entropy (KSE) and the minimization of the mixing time for general Markov chains. Since the maximisation of KSE is analytical and easier to compute in general than mixing time, this link provides a new faster method to approximate the minimum mixing time dynamics. It could be interesting in computer sciences and statistical physics, for computations that use random walks on graphs that can be represented as Markov chains.

Markov and semi-Markov processes as a failure rate

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

Grabski, Franciszek

2016-06-08

In this paper the reliability function is defined by the stochastic failure rate process with a non negative and right continuous trajectories. Equations for the conditional reliability functions of an object, under assumption that the failure rate is a semi-Markov process with an at most countable state space are derived. A proper theorem is presented. The linear systems of equations for the appropriate Laplace transforms allow to find the reliability functions for the alternating, the Poisson and the Furry-Yule failure rate processes.

Developing a statistically powerful measure for quartet tree inference using phylogenetic identities and Markov invariants.

PubMed

Sumner, Jeremy G; Taylor, Amelia; Holland, Barbara R; Jarvis, Peter D

2017-12-01

Recently there has been renewed interest in phylogenetic inference methods based on phylogenetic invariants, alongside the related Markov invariants. Broadly speaking, both these approaches give rise to polynomial functions of sequence site patterns that, in expectation value, either vanish for particular evolutionary trees (in the case of phylogenetic invariants) or have well understood transformation properties (in the case of Markov invariants). While both approaches have been valued for their intrinsic mathematical interest, it is not clear how they relate to each other, and to what extent they can be used as practical tools for inference of phylogenetic trees. In this paper, by focusing on the special case of binary sequence data and quartets of taxa, we are able to view these two different polynomial-based approaches within a common framework. To motivate the discussion, we present three desirable statistical properties that we argue any invariant-based phylogenetic method should satisfy: (1) sensible behaviour under reordering of input sequences; (2) stability as the taxa evolve independently according to a Markov process; and (3) explicit dependence on the assumption of a continuous-time process. Motivated by these statistical properties, we develop and explore several new phylogenetic inference methods. In particular, we develop a statistically bias-corrected version of the Markov invariants approach which satisfies all three properties. We also extend previous work by showing that the phylogenetic invariants can be implemented in such a way as to satisfy property (3). A simulation study shows that, in comparison to other methods, our new proposed approach based on bias-corrected Markov invariants is extremely powerful for phylogenetic inference. The binary case is of particular theoretical interest as-in this case only-the Markov invariants can be expressed as linear combinations of the phylogenetic invariants. A wider implication of this is that, for models with more than two states-for example DNA sequence alignments with four-state models-we find that methods which rely on phylogenetic invariants are incapable of satisfying all three of the stated statistical properties. This is because in these cases the relevant Markov invariants belong to a class of polynomials independent from the phylogenetic invariants.

High-Performance Nanocomposites Designed for Radiation Shielding in Space and an Application of GIS for Analyzing Nanopowder Dispersion in Polymer Matrixes

NASA Astrophysics Data System (ADS)

Auslander, Joseph Simcha

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Time-Resolved Magneto-Optical Imaging of Superconducting YBCO Thin Films in the High-Frequency AC Current Regime

NASA Astrophysics Data System (ADS)

Frey, Alexander

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Use of Remote Sensing to Identify Essential Habitat for Aeschynomene virginica (L.) BSP, a Threatened Tidal Freshwater Wetland Plant

NASA Astrophysics Data System (ADS)

Mountz, Elizabeth M.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Silver-Polyimide Nanocomposite Films: Single-Stage Synthesis and Analysis of Metalized Partially-Fluorinated Polyimide BTDA/4-BDAF Prepared from Silver(I) Complexes

NASA Astrophysics Data System (ADS)

Abelard, Joshua Erold Robert

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Multifunctional Polymer Synthesis and Incorporation of Gadolinium Compounds and Modified Tungsten Nanoparticles for Improvement of Radiation Shielding for use in Outer Space

NASA Astrophysics Data System (ADS)

Harbert, Emily Grace

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

A simplified parsimonious higher order multivariate Markov chain model

NASA Astrophysics Data System (ADS)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

Reliable and efficient a posteriori error estimation for adaptive IGA boundary element methods for weakly-singular integral equations

PubMed Central

Feischl, Michael; Gantner, Gregor; Praetorius, Dirk

2015-01-01

We consider the Galerkin boundary element method (BEM) for weakly-singular integral equations of the first-kind in 2D. We analyze some residual-type a posteriori error estimator which provides a lower as well as an upper bound for the unknown Galerkin BEM error. The required assumptions are weak and allow for piecewise smooth parametrizations of the boundary, local mesh-refinement, and related standard piecewise polynomials as well as NURBS. In particular, our analysis gives a first contribution to adaptive BEM in the frame of isogeometric analysis (IGABEM), for which we formulate an adaptive algorithm which steers the local mesh-refinement and the multiplicity of the knots. Numerical experiments underline the theoretical findings and show that the proposed adaptive strategy leads to optimal convergence. PMID:26085698

Piecewise mass flows within a solar prominence observed by the New Vacuum Solar Telescope

NASA Astrophysics Data System (ADS)

Li, Hongbo; Liu, Yu; Tam, Kuan Vai; Zhao, Mingyu; Zhang, Xuefei

2018-06-01

The material of solar prominences is often observed in a state of flowing. These mass flows (MF) are important and useful for us to understand the internal structure and dynamics of prominences. In this paper, we present a high resolution Hα observation of MFs within a quiescent solar prominence. From the observation, we find that the plasma primarily has a circular motion and a downward motion separately in the middle section and legs of the prominence, which creates a piecewise mass flow along the observed prominence. Moreover, the observation also shows a clear displacement of MF's velocity peaks in the middle section of the prominence. All of these provide us with a detailed record of MFs within a solar prominence and show a new approach to detecting the physical properties of prominence.

An Ensemble of Neural Networks for Stock Trading Decision Making

NASA Astrophysics Data System (ADS)

Chang, Pei-Chann; Liu, Chen-Hao; Fan, Chin-Yuan; Lin, Jun-Lin; Lai, Chih-Ming

Stock turning signals detection are very interesting subject arising in numerous financial and economic planning problems. In this paper, Ensemble Neural Network system with Intelligent Piecewise Linear Representation for stock turning points detection is presented. The Intelligent piecewise linear representation method is able to generate numerous stocks turning signals from the historic data base, then Ensemble Neural Network system will be applied to train the pattern and retrieve similar stock price patterns from historic data for training. These turning signals represent short-term and long-term trading signals for selling or buying stocks from the market which are applied to forecast the future turning points from the set of test data. Experimental results demonstrate that the hybrid system can make a significant and constant amount of profit when compared with other approaches using stock data available in the market.

Identification of Piecewise Linear Uniform Motion Blur

NASA Astrophysics Data System (ADS)

Patanukhom, Karn; Nishihara, Akinori

A motion blur identification scheme is proposed for nonlinear uniform motion blurs approximated by piecewise linear models which consist of more than one linear motion component. The proposed scheme includes three modules that are a motion direction estimator, a motion length estimator and a motion combination selector. In order to identify the motion directions, the proposed scheme is based on a trial restoration by using directional forward ramp motion blurs along different directions and an analysis of directional information via frequency domain by using a Radon transform. Autocorrelation functions of image derivatives along several directions are employed for estimation of the motion lengths. A proper motion combination is identified by analyzing local autocorrelation functions of non-flat component of trial restored results. Experimental examples of simulated and real world blurred images are given to demonstrate a promising performance of the proposed scheme.

Active distribution network planning considering linearized system loss

NASA Astrophysics Data System (ADS)

Li, Xiao; Wang, Mingqiang; Xu, Hao

2018-02-01

In this paper, various distribution network planning techniques with DGs are reviewed, and a new distribution network planning method is proposed. It assumes that the location of DGs and the topology of the network are fixed. The proposed model optimizes the capacities of DG and the optimal distribution line capacity simultaneously by a cost/benefit analysis and the benefit is quantified by the reduction of the expected interruption cost. Besides, the network loss is explicitly analyzed in the paper. For simplicity, the network loss is appropriately simplified as a quadratic function of difference of voltage phase angle. Then it is further piecewise linearized. In this paper, a piecewise linearization technique with different segment lengths is proposed. To validate its effectiveness and superiority, the proposed distribution network planning model with elaborate linearization technique is tested on the IEEE 33-bus distribution network system.

Locally Contractive Dynamics in Generalized Integrate-and-Fire Neurons*

PubMed Central

Jimenez, Nicolas D.; Mihalas, Stefan; Brown, Richard; Niebur, Ernst; Rubin, Jonathan

2013-01-01

Integrate-and-fire models of biological neurons combine differential equations with discrete spike events. In the simplest case, the reset of the neuronal voltage to its resting value is the only spike event. The response of such a model to constant input injection is limited to tonic spiking. We here study a generalized model in which two simple spike-induced currents are added. We show that this neuron exhibits not only tonic spiking at various frequencies but also the commonly observed neuronal bursting. Using analytical and numerical approaches, we show that this model can be reduced to a one-dimensional map of the adaptation variable and that this map is locally contractive over a broad set of parameter values. We derive a sufficient analytical condition on the parameters for the map to be globally contractive, in which case all orbits tend to a tonic spiking state determined by the fixed point of the return map. We then show that bursting is caused by a discontinuity in the return map, in which case the map is piecewise contractive. We perform a detailed analysis of a class of piecewise contractive maps that we call bursting maps and show that they robustly generate stable bursting behavior. To the best of our knowledge, this work is the first to point out the intimate connection between bursting dynamics and piecewise contractive maps. Finally, we discuss bifurcations in this return map, which cause transitions between spiking patterns. PMID:24489486

Longitudinal mathematics development of students with learning disabilities and students without disabilities: a comparison of linear, quadratic, and piecewise linear mixed effects models.

PubMed

Kohli, Nidhi; Sullivan, Amanda L; Sadeh, Shanna; Zopluoglu, Cengiz

2015-04-01

Effective instructional planning and intervening rely heavily on accurate understanding of students' growth, but relatively few researchers have examined mathematics achievement trajectories, particularly for students with special needs. We applied linear, quadratic, and piecewise linear mixed-effects models to identify the best-fitting model for mathematics development over elementary and middle school and to ascertain differences in growth trajectories of children with learning disabilities relative to their typically developing peers. The analytic sample of 2150 students was drawn from the Early Childhood Longitudinal Study - Kindergarten Cohort, a nationally representative sample of United States children who entered kindergarten in 1998. We first modeled students' mathematics growth via multiple mixed-effects models to determine the best fitting model of 9-year growth and then compared the trajectories of students with and without learning disabilities. Results indicate that the piecewise linear mixed-effects model captured best the functional form of students' mathematics trajectories. In addition, there were substantial achievement gaps between students with learning disabilities and students with no disabilities, and their trajectories differed such that students without disabilities progressed at a higher rate than their peers who had learning disabilities. The results underscore the need for further research to understand how to appropriately model students' mathematics trajectories and the need for attention to mathematics achievement gaps in policy. Copyright © 2015 Society for the Study of School Psychology. Published by Elsevier Ltd. All rights reserved.

A tridiagonal parsimonious higher order multivariate Markov chain model

NASA Astrophysics Data System (ADS)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

Reliability Assessment of Reconfigurable Flight Control Systems Using Sure and Assist

NASA Technical Reports Server (NTRS)

Wu, N. Eva

1992-01-01

This paper presents a reliability assessment of Reconfigurable Flight Control Systems using Semi-Markov Unreliability Range Evaluator (SURE) and Abstract Semi-Markov Specification Interface to the SURE Tool (ASSIST).

The application of Markov decision process with penalty function in restaurant delivery robot

NASA Astrophysics Data System (ADS)

Wang, Yong; Hu, Zhen; Wang, Ying

2017-05-01

As the restaurant delivery robot is often in a dynamic and complex environment, including the chairs inadvertently moved to the channel and customers coming and going. The traditional Markov decision process path planning algorithm is not save, the robot is very close to the table and chairs. To solve this problem, this paper proposes the Markov Decision Process with a penalty term called MDPPT path planning algorithm according to the traditional Markov decision process (MDP). For MDP, if the restaurant delivery robot bumps into an obstacle, the reward it receives is part of the current status reward. For the MDPPT, the reward it receives not only the part of the current status but also a negative constant term. Simulation results show that the MDPPT algorithm can plan a more secure path.

Three real-time architectures - A study using reward models

NASA Technical Reports Server (NTRS)

Sjogren, J. A.; Smith, R. M.

1990-01-01

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the evolutionary behavior of the computer system by a continuous-time Markov chain, and a reward rate is associated with each state. In reliability/availability models, upstates have reward rate 1, and down states have reward rate zero associated with them. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Steady-state expected reward rate and expected instantaneous reward rate are clearly useful measures which can be extracted from the Markov reward model. The diversity of areas where Markov reward models may be used is illustrated with a comparative study of three examples of interest to the fault tolerant computing community.

A reward semi-Markov process with memory for wind speed modeling

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. The primary goal of this analysis is the study of the time history of the wind in order to assess its reliability as a source of power and to determine the associated storage levels required. In order to assess this issue we use a probabilistic model based on indexed semi-Markov process [4] to which a reward structure is attached. Our model is used to calculate the expected energy produced by a given turbine and its variability expressed by the variance of the process. Our results can be used to compare different wind farms based on their reward and also on the risk of missed production due to the intrinsic variability of the wind speed process. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and backtesting procedure is used to compare results on first and second oder moments of rewards between real and synthetic data. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic gen- eration of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Re- newable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribu- tion, Renewable Energy 28 (2003) 1787-1802. [4]F. Petroni, G. D'Amico, F. Prattico, Indexed semi-Markov process for wind speed modeling. To be submitted.

Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.

PubMed

Pearl Mizrahi, Sivan; Sandler, Oded; Lande-Diner, Laura; Balaban, Nathalie Q; Simon, Itamar

2016-01-01

We describe a recent approach for distinguishing between stochastic and deterministic sources of variability, focusing on the mammalian cell cycle. Variability between cells is often attributed to stochastic noise, although it may be generated by deterministic components. Interestingly, lineage information can be used to distinguish between variability and determinism. Analysis of correlations within a lineage of the mammalian cell cycle duration revealed its deterministic nature. Here, we discuss the sources of such variability and the possibility that the underlying deterministic process is due to the circadian clock. Finally, we discuss the "kicked cell cycle" model and its implication on the study of the cell cycle in healthy and cancerous tissues. © 2015 WILEY Periodicals, Inc.

Disentangling Mechanisms That Mediate the Balance Between Stochastic and Deterministic Processes in Microbial Succession

DOE PAGES

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan D.; ...

2015-03-17

Despite growing recognition that deterministic and stochastic factors simultaneously influence bacterial communities, little is known about mechanisms shifting their relative importance. To better understand underlying mechanisms, we developed a conceptual model linking ecosystem development during primary succession to shifts in the stochastic/deterministic balance. To evaluate the conceptual model we coupled spatiotemporal data on soil bacterial communities with environmental conditions spanning 105 years of salt marsh development. At the local scale there was a progression from stochasticity to determinism due to Na accumulation with increasing ecosystem age, supporting a main element of the conceptual model. At the regional-scale, soil organic mattermore » (SOM) governed the relative influence of stochasticity and the type of deterministic ecological selection, suggesting scale-dependency in how deterministic ecological selection is imposed. Analysis of a new ecological simulation model supported these conceptual inferences. Looking forward, we propose an extended conceptual model that integrates primary and secondary succession in microbial systems.« less

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

Guymon, Gary L.; Yen, Chung-Cheng

1990-01-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.