181 resultados para Stochastic processes -- Mathematical models
Resumo:
Advances in safety research—trying to improve the collective understanding of motor vehicle crash causation—rests upon the pursuit of numerous lines of inquiry. The research community has focused on analytical methods development (negative binomial specifications, simultaneous equations, etc.), on better experimental designs (before-after studies, comparison sites, etc.), on improving exposure measures, and on model specification improvements (additive terms, non-linear relations, etc.). One might think of different lines of inquiry in terms of ‘low lying fruit’—areas of inquiry that might provide significant improvements in understanding crash causation. It is the contention of this research that omitted variable bias caused by the exclusion of important variables is an important line of inquiry in safety research. In particular, spatially related variables are often difficult to collect and omitted from crash models—but offer significant ability to better understand contributing factors to crashes. This study—believed to represent a unique contribution to the safety literature—develops and examines the role of a sizeable set of spatial variables in intersection crash occurrence. In addition to commonly considered traffic and geometric variables, examined spatial factors include local influences of weather, sun glare, proximity to drinking establishments, and proximity to schools. The results indicate that inclusion of these factors results in significant improvement in model explanatory power, and the results also generally agree with expectation. The research illuminates the importance of spatial variables in safety research and also the negative consequences of their omissions.
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We advance the proposition that dynamic stochastic general equilibrium (DSGE) models should not only be estimated and evaluated with full information methods. These require that the complete system of equations be specified properly. Some limited information analysis, which focuses upon specific equations, is therefore likely to be a useful complement to full system analysis. Two major problems occur when implementing limited information methods. These are the presence of forward-looking expectations in the system as well as unobservable non-stationary variables. We present methods for dealing with both of these difficulties, and illustrate the interaction between full and limited information methods using a well-known model.
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Shaft-mounted gearboxes are widely used in industry. The torque arm that holds the reactive torque on the housing of the gearbox, if properly positioned creates the reactive force that lifts the gearbox and unloads the bearings of the output shaft. The shortcoming of these torque arms is that if the gearbox is reversed the direction of the reactive force on the torque arm changes to opposite and added to the weight of the gearbox overloads the bearings shortening their operating life. In this paper, a new patented design of torque arms that develop a controlled lifting force and counteract the weight of the gearbox regardless of the direction of the output shaft rotation is described. Several mathematical models of the conventional and new torque arms were developed and verified experimentally on a specially built test rig that enables modelling of the radial compliance of the gearbox bearings and elastic elements of the torque arms. Comparison showed a good agreement between theoretical and experimental results.
Resumo:
Chronicwounds fail to proceed through an orderly process to produce anatomic and functional integrity and are a significant socioeconomic problem. There is much debate about the best way to treat these wounds. In this thesis we review earlier mathematical models of angiogenesis and wound healing. Many of these models assume a chemotactic response of endothelial cells, the primary cell type involved in angiogenesis. Modelling this chemotactic response leads to a system of advection-dominated partial differential equations and we review numerical methods to solve these equations and argue that the finite volume method with flux limiting is best-suited to these problems. One treatment of chronic wounds that is shrouded with controversy is hyperbaric oxygen therapy (HBOT). There is currently no conclusive data showing that HBOT can assist chronic wound healing, but there has been some clinical success. In this thesis we use several mathematical models of wound healing to investigate the use of hyperbaric oxygen therapy to assist the healing process - a novel threespecies model and a more complex six-species model. The second model accounts formore of the biological phenomena but does not lend itself tomathematical analysis. Bothmodels are then used tomake predictions about the efficacy of hyperbaric oxygen therapy and the optimal treatment protocol. Based on our modelling, we are able to make several predictions including that intermittent HBOT will assist chronic wound healing while normobaric oxygen is ineffective in treating such wounds, treatment should continue until healing is complete and finding the right protocol for an individual patient is crucial if HBOT is to be effective. Analysis of the models allows us to derive constraints for the range of HBOT protocols that will stimulate healing, which enables us to predict which patients are more likely to have a positive response to HBOT and thus has the potential to assist in improving both the success rate and thus the cost-effectiveness of this therapy.
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This research paper aims to develop a method to explore the travel behaviour differences between disadvantaged and non-disadvantaged populations. It also aims to develop a modelling approach or a framework to integrate disadvantage analysis into transportation planning models (TPMs). The methodology employed identifies significantly disadvantaged groups through a cluster analysis and the paper presents a disadvantage-integrated TPM. This model could be useful in determining areas with concentrated disadvantaged population and also developing and formulating relevant disadvantage sensitive policies. (a) For the covering entry of this conference, please see ITRD abstract no. E214666.
Resumo:
Experimental action potential (AP) recordings in isolated ventricular myoctes display significant temporal beat-to-beat variability in morphology and duration. Furthermore, significant cell-to-cell differences in AP also exist even for isolated cells originating from the same region of the same heart. However, current mathematical models of ventricular AP fail to replicate the temporal and cell-to-cell variability in AP observed experimentally. In this study, we propose a novel mathematical framework for the development of phenomenological AP models capable of capturing cell-to-cell and temporal variabilty in cardiac APs. A novel stochastic phenomenological model of the AP is developed, based on the deterministic Bueno-Orovio/Fentonmodel. Experimental recordings of AP are fit to the model to produce AP models of individual cells from the apex and the base of the guinea-pig ventricles. Our results show that the phenomenological model is able to capture the considerable differences in AP recorded from isolated cells originating from the location. We demonstrate the closeness of fit to the available experimental data which may be achieved using a phenomenological model, and also demonstrate the ability of the stochastic form of the model to capture the observed beat-to-beat variablity in action potential duration.
Resumo:
Computer resource allocation represents a significant challenge particularly for multiprocessor systems, which consist of shared computing resources to be allocated among co-runner processes and threads. While an efficient resource allocation would result in a highly efficient and stable overall multiprocessor system and individual thread performance, ineffective poor resource allocation causes significant performance bottlenecks even for the system with high computing resources. This thesis proposes a cache aware adaptive closed loop scheduling framework as an efficient resource allocation strategy for the highly dynamic resource management problem, which requires instant estimation of highly uncertain and unpredictable resource patterns. Many different approaches to this highly dynamic resource allocation problem have been developed but neither the dynamic nature nor the time-varying and uncertain characteristics of the resource allocation problem is well considered. These approaches facilitate either static and dynamic optimization methods or advanced scheduling algorithms such as the Proportional Fair (PFair) scheduling algorithm. Some of these approaches, which consider the dynamic nature of multiprocessor systems, apply only a basic closed loop system; hence, they fail to take the time-varying and uncertainty of the system into account. Therefore, further research into the multiprocessor resource allocation is required. Our closed loop cache aware adaptive scheduling framework takes the resource availability and the resource usage patterns into account by measuring time-varying factors such as cache miss counts, stalls and instruction counts. More specifically, the cache usage pattern of the thread is identified using QR recursive least square algorithm (RLS) and cache miss count time series statistics. For the identified cache resource dynamics, our closed loop cache aware adaptive scheduling framework enforces instruction fairness for the threads. Fairness in the context of our research project is defined as a resource allocation equity, which reduces corunner thread dependence in a shared resource environment. In this way, instruction count degradation due to shared cache resource conflicts is overcome. In this respect, our closed loop cache aware adaptive scheduling framework contributes to the research field in two major and three minor aspects. The two major contributions lead to the cache aware scheduling system. The first major contribution is the development of the execution fairness algorithm, which degrades the co-runner cache impact on the thread performance. The second contribution is the development of relevant mathematical models, such as thread execution pattern and cache access pattern models, which in fact formulate the execution fairness algorithm in terms of mathematical quantities. Following the development of the cache aware scheduling system, our adaptive self-tuning control framework is constructed to add an adaptive closed loop aspect to the cache aware scheduling system. This control framework in fact consists of two main components: the parameter estimator, and the controller design module. The first minor contribution is the development of the parameter estimators; the QR Recursive Least Square(RLS) algorithm is applied into our closed loop cache aware adaptive scheduling framework to estimate highly uncertain and time-varying cache resource patterns of threads. The second minor contribution is the designing of a controller design module; the algebraic controller design algorithm, Pole Placement, is utilized to design the relevant controller, which is able to provide desired timevarying control action. The adaptive self-tuning control framework and cache aware scheduling system in fact constitute our final framework, closed loop cache aware adaptive scheduling framework. The third minor contribution is to validate this cache aware adaptive closed loop scheduling framework efficiency in overwhelming the co-runner cache dependency. The timeseries statistical counters are developed for M-Sim Multi-Core Simulator; and the theoretical findings and mathematical formulations are applied as MATLAB m-file software codes. In this way, the overall framework is tested and experiment outcomes are analyzed. According to our experiment outcomes, it is concluded that our closed loop cache aware adaptive scheduling framework successfully drives co-runner cache dependent thread instruction count to co-runner independent instruction count with an error margin up to 25% in case cache is highly utilized. In addition, thread cache access pattern is also estimated with 75% accuracy.
Resumo:
A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.
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In order to read this Project Management Journal issue, I suggest embracing a modeling perspective. Talking about modeling should lead me to define what is meant by “model” and to develop some kind of categorization, classification, or taxonomy of models. One can consider basic categories like quantitative vs. qualitative, explanatory vs. predictive, stochastic, nonstochastic mathematical, or qualitative models, linear vs. nonlinear and their underlying assumptions, degree of simplification, systemic effects integration, and so on...
Resumo:
In this article, we report on the findings of an exploratory study into the experience of undergraduate students as they learn new mathematical models. Qualitative and quanti- tative data based around the students’ approaches to learning new mathematical models were collected. The data revealed that students actively adopt three approaches to under- standing a new mathematical model: gathering information for the task of understanding the model, practising with and using the model, and finding interrelationships between elements of the model. We found that the students appreciate mathematical models that have a real world application and that this can be used to engage students in higher level learning approaches.
Resumo:
A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.
Resumo:
LiFePO4 is a commercially available battery material with good theoretical discharge capacity, excellent cycle life and increased safety compared with competing Li-ion chemistries. It has been the focus of considerable experimental and theoretical scrutiny in the past decade, resulting in LiFePO4 cathodes that perform well at high discharge rates. This scrutiny has raised several questions about the behaviour of LiFePO4 material during charge and discharge. In contrast to many other battery chemistries that intercalate homogeneously, LiFePO4 can phase-separate into highly and lowly lithiated phases, with intercalation proceeding by advancing an interface between these two phases. The main objective of this thesis is to construct mathematical models of LiFePO4 cathodes that can be validated against experimental discharge curves. This is in an attempt to understand some of the multi-scale dynamics of LiFePO4 cathodes that can be difficult to determine experimentally. The first section of this thesis constructs a three-scale mathematical model of LiFePO4 cathodes that uses a simple Stefan problem (which has been used previously in the literature) to describe the assumed phase-change. LiFePO4 crystals have been observed agglomerating in cathodes to form a porous collection of crystals and this morphology motivates the use of three size-scales in the model. The multi-scale model developed validates well against experimental data and this validated model is then used to examine the role of manufacturing parameters (including the agglomerate radius) on battery performance. The remainder of the thesis is concerned with investigating phase-field models as a replacement for the aforementioned Stefan problem. Phase-field models have recently been used in LiFePO4 and are a far more accurate representation of experimentally observed crystal-scale behaviour. They are based around the Cahn-Hilliard-reaction (CHR) IBVP, a fourth-order PDE with electrochemical (flux) boundary conditions that is very stiff and possesses multiple time and space scales. Numerical solutions to the CHR IBVP can be difficult to compute and hence a least-squares based Finite Volume Method (FVM) is developed for discretising both the full CHR IBVP and the more traditional Cahn-Hilliard IBVP. Phase-field models are subject to two main physicality constraints and the numerical scheme presented performs well under these constraints. This least-squares based FVM is then used to simulate the discharge of individual crystals of LiFePO4 in two dimensions. This discharge is subject to isotropic Li+ diffusion, based on experimental evidence that suggests the normally orthotropic transport of Li+ in LiFePO4 may become more isotropic in the presence of lattice defects. Numerical investigation shows that two-dimensional Li+ transport results in crystals that phase-separate, even at very high discharge rates. This is very different from results shown in the literature, where phase-separation in LiFePO4 crystals is suppressed during discharge with orthotropic Li+ transport. Finally, the three-scale cathodic model used at the beginning of the thesis is modified to simulate modern, high-rate LiFePO4 cathodes. High-rate cathodes typically do not contain (large) agglomerates and therefore a two-scale model is developed. The Stefan problem used previously is also replaced with the phase-field models examined in earlier chapters. The results from this model are then compared with experimental data and fit poorly, though a significant parameter regime could not be investigated numerically. Many-particle effects however, are evident in the simulated discharges, which match the conclusions of recent literature. These effects result in crystals that are subject to local currents very different from the discharge rate applied to the cathode, which impacts the phase-separating behaviour of the crystals and raises questions about the validity of using cathodic-scale experimental measurements in order to determine crystal-scale behaviour.