34 resultados para Non-reversible stochastic dynamics
em Universidad Politécnica de Madrid
Resumo:
The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.
Resumo:
We propose a method to measure real-valued time series irreversibility which combines two different tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally efficient and does not require any ad hoc symbolization process. We find that the method correctly distinguishes between reversible and irreversible stationary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic processes (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identify the irreversible nature of the series
Resumo:
The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.
Resumo:
We study the renormalization group flow of the average action of the stochastic Navier-Stokes equation with power-law forcing. Using Galilean invariance, we introduce a nonperturbative approximation adapted to the zero-frequency sector of the theory in the parametric range of the Hölder exponent 4−2 ɛ of the forcing where real-space local interactions are relevant. In any spatial dimension d, we observe the convergence of the resulting renormalization group flow to a unique fixed point which yields a kinetic energy spectrum scaling in agreement with canonical dimension analysis. Kolmogorov's −5/3 law is, thus, recovered for ɛ=2 as also predicted by perturbative renormalization. At variance with the perturbative prediction, the −5/3 law emerges in the presence of a saturation in the ɛ dependence of the scaling dimension of the eddy diffusivity at ɛ=3/2 when, according to perturbative renormalization, the velocity field becomes infrared relevant.
Resumo:
The Kolmogorov approach to turbulence is applied to the Burgers turbulence in the stochastic adhesion model of large-scale structure formation. As the perturbative approach to this model is unreliable, here a new, non-perturbative approach, based on a suitable formulation of Kolmogorov's scaling laws, is proposed. This approach suggests that the power-law exponent of the matter density two-point correlation function is in the range 1–1.33, but it also suggests that the adhesion model neglects important aspects of the gravitational dynamics.
Resumo:
In this paper some aspects of the use of non-reflecting boundaries in dynamic problems, analyzed in time domain, are considered. Current trends for treating the above mentioned problems are summarized with a particular emphasis on the use of numerical techniques, such as Boundary Element Method (BEM) or mixed and hybrid formulations, Finite Element Method (FEM) plus BEM. As an alternative to these methods, an easy time domain boundary condition, obtained from the well known consistent transmitting boundary developed by Waas for frequency domain analysis, can be applied to represent the reactions of the unbounded soil on the interest zone. The behaviour of this proposed boundary condition is studied when waves of different frequency to the one used for its obtention are acting on the physical edge of the model. As an application example,an analysis is made of the soil-structure interaction of a rigid strip foundation on a horizontal non-linear elastic layer on bed rock. The results obtained suggest the need of time domain solutions for this type of problem
Resumo:
In this paper we generalize the Continuous Adversarial Queuing Theory (CAQT) model (Blesa et al. in MFCS, Lecture Notes in Computer Science, vol. 3618, pp. 144–155, 2005) by considering the possibility that the router clocks in the network are not synchronized. We name the new model Non Synchronized CAQT (NSCAQT). Clearly, this new extension to the model only affects those scheduling policies that use some form of timing. In a first approach we consider the case in which although not synchronized, all clocks run at the same speed, maintaining constant differences. In this case we show that all universally stable policies in CAQT that use the injection time and the remaining path to schedule packets remain universally stable. These policies include, for instance, Shortest in System (SIS) and Longest in System (LIS). Then, we study the case in which clock differences can vary over time, but the maximum difference is bounded. In this model we show the universal stability of two families of policies related to SIS and LIS respectively (the priority of a packet in these policies depends on the arrival time and a function of the path traversed). The bounds we obtain in this case depend on the maximum difference between clocks. This is a necessary requirement, since we also show that LIS is not universally stable in systems without bounded clock difference. We then present a new policy that we call Longest in Queues (LIQ), which gives priority to the packet that has been waiting the longest in edge queues. This policy is universally stable and, if clocks maintain constant differences, the bounds we prove do not depend on them. To finish, we provide with simulation results that compare the behavior of some of these policies in a network with stochastic injection of packets.
Resumo:
In this paper we generalize the Continuous Adversarial Queuing Theory (CAQT) model (Blesa et al. in MFCS, Lecture Notes in Computer Science, vol. 3618, pp. 144–155, 2005) by considering the possibility that the router clocks in the network are not synchronized. We name the new model Non Synchronized CAQT (NSCAQT). Clearly, this new extension to the model only affects those scheduling policies that use some form of timing. In a first approach we consider the case in which although not synchronized, all clocks run at the same speed, maintaining constant differences. In this case we show that all universally stable policies in CAQT that use the injection time and the remaining path to schedule packets remain universally stable. These policies include, for instance, Shortest in System (SIS) and Longest in System (LIS). Then, we study the case in which clock differences can vary over time, but the maximum difference is bounded. In this model we show the universal stability of two families of policies related to SIS and LIS respectively (the priority of a packet in these policies depends on the arrival time and a function of the path traversed). The bounds we obtain in this case depend on the maximum difference between clocks. This is a necessary requirement, since we also show that LIS is not universally stable in systems without bounded clock difference. We then present a new policy that we call Longest in Queues (LIQ), which gives priority to the packet that has been waiting the longest in edge queues. This policy is universally stable and, if clocks maintain constant differences, the bounds we prove do not depend on them. To finish, we provide with simulation results that compare the behavior of some of these policies in a network with stochastic injection of packets.
Resumo:
Wind power time series usually show complex dynamics mainly due to non-linearities related to the wind physics and the power transformation process in wind farms. This article provides an approach to the incorporation of observed local variables (wind speed and direction) to model some of these effects by means of statistical models. To this end, a benchmarking between two different families of varying-coefficient models (regime-switching and conditional parametric models) is carried out. The case of the offshore wind farm of Horns Rev in Denmark has been considered. The analysis is focused on one-step ahead forecasting and a time series resolution of 10 min. It has been found that the local wind direction contributes to model some features of the prevailing winds, such as the impact of the wind direction on the wind variability, whereas the non-linearities related to the power transformation process can be introduced by considering the local wind speed. In both cases, conditional parametric models showed a better performance than the one achieved by the regime-switching strategy. The results attained reinforce the idea that each explanatory variable allows the modelling of different underlying effects in the dynamics of wind power time series.
Resumo:
Introduction and motivation: A wide variety of organisms have developed in-ternal biomolecular clocks in order to adapt to cyclic changes of the environment. Clock operation involves genetic networks. These genetic networks have to be mod¬eled in order to understand the underlying mechanism of oscillations and to design new synthetic cellular clocks. This doctoral thesis has resulted in two contributions to the fields of genetic clocks and systems and synthetic biology, generally. The first contribution is a new genetic circuit model that exhibits an oscillatory behav¬ior through catalytic RNA molecules. The second and major contribution is a new genetic circuit model demonstrating that a repressor molecule acting on the positive feedback of a self-activating gene produces reliable oscillations. First contribution: A new model of a synthetic genetic oscillator based on a typical two-gene motif with one positive and one negative feedback loop is pre¬sented. The originality is that the repressor is a catalytic RNA molecule rather than a protein or a non-catalytic RNA molecule. This catalytic RNA is a ribozyme that acts post-transcriptionally by binding to and cleaving target mRNA molecules. This genetic clock involves just two genes, a mRNA and an activator protein, apart from the ribozyme. Parameter values that produce a circadian period in both determin¬istic and stochastic simulations have been chosen as an example of clock operation. The effects of the stochastic fluctuations are quantified by a period histogram and autocorrelation function. The conclusion is that catalytic RNA molecules can act as repressor proteins and simplify the design of genetic oscillators. Second and major contribution: It is demonstrated that a self-activating gene in conjunction with a simple negative interaction can easily produce robust matically validated. This model is comprised of two clearly distinct parts. The first is a positive feedback created by a protein that binds to the promoter of its own gene and activates the transcription. The second is a negative interaction in which a repressor molecule prevents this protein from binding to its promoter. A stochastic study shows that the system is robust to noise. A deterministic study identifies that the oscillator dynamics are mainly driven by two types of biomolecules: the protein, and the complex formed by the repressor and this protein. The main conclusion of this study is that a simple and usual negative interaction, such as degradation, se¬questration or inhibition, acting on the positive transcriptional feedback of a single gene is a sufficient condition to produce reliable oscillations. One gene is enough and the positive transcriptional feedback signal does not need to activate a second repressor gene. At the genetic level, this means that an explicit negative feedback loop is not necessary. Unlike many genetic oscillators, this model needs neither cooperative binding reactions nor the formation of protein multimers. Applications and future research directions: Recently, RNA molecules have been found to play many new catalytic roles. The first oscillatory genetic model proposed in this thesis uses ribozymes as repressor molecules. This could provide new synthetic biology design principles and a better understanding of cel¬lular clocks regulated by RNA molecules. The second genetic model proposed here involves only a repression acting on a self-activating gene and produces robust oscil¬lations. Unlike current two-gene oscillators, this model surprisingly does not require a second repressor gene. This result could help to clarify the design principles of cellular clocks and constitute a new efficient tool for engineering synthetic genetic oscillators. Possible follow-on research directions are: validate models in vivo and in vitro, research the potential of second model as a genetic memory, investigate new genetic oscillators regulated by non-coding RNAs and design a biosensor of positive feedbacks in genetic networks based on the operation of the second model Resumen Introduccion y motivacion: Una amplia variedad de organismos han desarro-llado relojes biomoleculares internos con el fin de adaptarse a los cambios ciclicos del entorno. El funcionamiento de estos relojes involucra redes geneticas. El mo delado de estas redes geneticas es esencial tanto para entender los mecanismos que producen las oscilaciones como para diseiiar nuevos circuitos sinteticos en celulas. Esta tesis doctoral ha dado lugar a dos contribuciones dentro de los campos de los circuitos geneticos en particular, y biologia de sistemas y sintetica en general. La primera contribucion es un nuevo modelo de circuito genetico que muestra un comportamiento oscilatorio usando moleculas de ARN cataliticas. La segunda y principal contribucion es un nuevo modelo de circuito genetico que demuestra que una molecula represora actuando sobre el lazo de un gen auto-activado produce oscilaciones robustas. Primera contribucion: Es un nuevo modelo de oscilador genetico sintetico basado en una tipica red genetica compuesta por dos genes con dos lazos de retroa-limentacion, uno positivo y otro negativo. La novedad de este modelo es que el represor es una molecula de ARN catalftica, en lugar de una protefna o una molecula de ARN no-catalitica. Este ARN catalitico es una ribozima que actua despues de la transcription genetica uniendose y cortando moleculas de ARN mensajero (ARNm). Este reloj genetico involucra solo dos genes, un ARNm y una proteina activadora, aparte de la ribozima. Como ejemplo de funcionamiento, se han escogido valores de los parametros que producen oscilaciones con periodo circadiano (24 horas) tanto en simulaciones deterministas como estocasticas. El efecto de las fluctuaciones es-tocasticas ha sido cuantificado mediante un histograma del periodo y la función de auto-correlacion. La conclusion es que las moleculas de ARN con propiedades cataliticas pueden jugar el misnio papel que las protemas represoras, y por lo tanto, simplificar el diseno de los osciladores geneticos. Segunda y principal contribucion: Es un nuevo modelo de oscilador genetico que demuestra que un gen auto-activado junto con una simple interaction negativa puede producir oscilaciones robustas. Este modelo ha sido estudiado y validado matematicamente. El modelo esta compuesto de dos partes bien diferenciadas. La primera parte es un lazo de retroalimentacion positiva creado por una proteina que se une al promotor de su propio gen activando la transcription. La segunda parte es una interaction negativa en la que una molecula represora evita la union de la proteina con el promotor. Un estudio estocastico muestra que el sistema es robusto al ruido. Un estudio determinista muestra que la dinamica del sistema es debida principalmente a dos tipos de biomoleculas: la proteina, y el complejo formado por el represor y esta proteina. La conclusion principal de este estudio es que una simple y usual interaction negativa, tal como una degradation, un secuestro o una inhibition, actuando sobre el lazo de retroalimentacion positiva de un solo gen es una condition suficiente para producir oscilaciones robustas. Un gen es suficiente y el lazo de retroalimentacion positiva no necesita activar a un segundo gen represor, tal y como ocurre en los relojes actuales con dos genes. Esto significa que a nivel genetico un lazo de retroalimentacion negativa no es necesario de forma explicita. Ademas, este modelo no necesita reacciones cooperativas ni la formation de multimeros proteicos, al contrario que en muchos osciladores geneticos. Aplicaciones y futuras lineas de investigacion: En los liltimos anos, se han descubierto muchas moleculas de ARN con capacidad catalitica. El primer modelo de oscilador genetico propuesto en esta tesis usa ribozimas como moleculas repre¬soras. Esto podria proporcionar nuevos principios de diseno en biologia sintetica y una mejor comprension de los relojes celulares regulados por moleculas de ARN. El segundo modelo de oscilador genetico propuesto aqui involucra solo una represion actuando sobre un gen auto-activado y produce oscilaciones robustas. Sorprendente-mente, un segundo gen represor no es necesario al contrario que en los bien conocidos osciladores con dos genes. Este resultado podria ayudar a clarificar los principios de diseno de los relojes celulares naturales y constituir una nueva y eficiente he-rramienta para crear osciladores geneticos sinteticos. Algunas de las futuras lineas de investigation abiertas tras esta tesis son: (1) la validation in vivo e in vitro de ambos modelos, (2) el estudio del potential del segundo modelo como circuito base para la construction de una memoria genetica, (3) el estudio de nuevos osciladores geneticos regulados por ARN no codificante y, por ultimo, (4) el rediseno del se¬gundo modelo de oscilador genetico para su uso como biosensor capaz de detectar genes auto-activados en redes geneticas.
Resumo:
Relationships between agents in multitrophic systems are complex and very specific. Insect-transmitted plant viruses are completely dependent on the behaviour and distribution patterns of their vectors. The presence of natural enemies may directly affect aphid behaviour and spread of plant viruses, as the escape response of aphids might cause a potential risk for virus dispersal. The spatio-temporal dynamics of Cucumber mosaic virus (CMV) and Cucurbit aphid-borne yellows virus (CABYV), transmitted by Aphis gossypii in a non-persistent and persistent manner, respectively, were evaluated at short and long term in the presence and absence of the aphid parasitoid, Aphidius colemani. SADIE methodology was used to study the distribution patterns of both the virus and its vector, and their degree of association. Results suggested that parasitoids promoted aphid dispersion at short term, which enhanced CMV spread, though consequences of parasitism suggest potential benefits for disease control at long term. Furthermore, A. colemani significantly limited the spread and incidence of the persistent virus CABYV at long term. The impact of aphid parasitoids on the dispersal of plant viruses with different transmission modes is discussed.
Resumo:
This research proposes a generic methodology for dimensionality reduction upon time-frequency representations applied to the classification of different types of biosignals. The methodology directly deals with the highly redundant and irrelevant data contained in these representations, combining a first stage of irrelevant data removal by variable selection, with a second stage of redundancy reduction using methods based on linear transformations. The study addresses two techniques that provided a similar performance: the first one is based on the selection of a set of the most relevant time?frequency points, whereas the second one selects the most relevant frequency bands. The first methodology needs a lower quantity of components, leading to a lower feature space; but the second improves the capture of the time-varying dynamics of the signal, and therefore provides a more stable performance. In order to evaluate the generalization capabilities of the methodology proposed it has been applied to two types of biosignals with different kinds of non-stationary behaviors: electroencephalographic and phonocardiographic biosignals. Even when these two databases contain samples with different degrees of complexity and a wide variety of characterizing patterns, the results demonstrate a good accuracy for the detection of pathologies, over 98%.The results open the possibility to extrapolate the methodology to the study of other biosignals.
Resumo:
Irradiation with swift heavy ions (SHI), roughly defined as those having atomic masses larger than 15 and energies exceeding 1 MeV/amu, may lead to significant modification of the irradiated material in a nanometric region around the (straight) ion trajectory (latent tracks). In the case of amorphous silica, SHI irradiation originates nano-tracks of higher density than the virgin material (densification). As a result, the refractive index is increased with respect to that of the surroundings. Moreover, track overlapping leads to continuous amorphous layers that present a significant contrast with respect to the pristine substrate. We have recently demonstrated that SHI irradiation produces a large number of point defects, easily detectable by a number of experimental techniques (work presented in the parallel conference ICDIM). The mechanisms of energy transfer from SHI to the target material have their origin in the high electronic excitation induced in the solid. A number of phenomenological approaches have been employed to describe these mechanisms: coulomb explosion, thermal spike, non-radiative exciton decay, bond weakening. However, a detailed microscopic description is missing due to the difficulty of modeling the time evolution of the electronic excitation. In this work we have employed molecular dynamics (MD) calculations to determine whether the irradiation effects are related to the thermal phenomena described by MD (in the ps domain) or to electronic phenomena (sub-ps domain), e.g., exciton localization. We have carried out simulations of up to 100 ps with large boxes (30x30x8 nm3) using a home-modified version of MDCASK that allows us to define a central hot cylinder (ion track) from which heat flows to the surrounding cold bath (unirradiated sample). We observed that once the cylinder has cooled down, the Si and O coordination numbers are 4 and 2, respectively, as in virgin silica. On the other hand, the density of the (cold) cylinder increases with respect to that of silica and, furthermore, the silica network ring size decreases. Both effects are in agreement with the observed densification. In conclusion, purely thermal effects do not explain the generation of point defects upon irradiation, but they do account for the silica densification.
Resumo:
An elliptic computational fluid dynamics wake model based on the actuator disk concept is used to simulate a wind turbine, approximated by a disk upon which a distribution of forces, defined as axial momentum sources, is applied on an incoming non-uniform shear flow. The rotor is supposed to be uniformly loaded with the exerted forces estimated as a function of the incident wind speed, thrust coefficient and rotor diameter. The model is assessed in terms of wind speed deficit and added turbulence intensity for different turbulence models and is validated from experimental measurements of the Sexbierum wind turbine experiment.
Resumo:
Assessing wind conditions on complex terrain has become a hard task as terrain complexity increases. That is why there is a need to extrapolate in a reliable manner some wind parameters that determine wind farms viability such as annual average wind speed at all hub heights as well as turbulence intensities. The development of these tasks began in the early 90´s with the widely used linear model WAsP and WAsP Engineering especially designed for simple terrain with remarkable results on them but not so good on complex orographies. Simultaneously non-linearized Navier Stokes solvers have been rapidly developed in the last decade through CFD (Computational Fluid Dynamics) codes allowing simulating atmospheric boundary layer flows over steep complex terrain more accurately reducing uncertainties. This paper describes the features of these models by validating them through meteorological masts installed in a highly complex terrain. The study compares the results of the mentioned models in terms of wind speed and turbulence intensity.