77 resultados para Discrete Time Branching Processes
Resumo:
A method for simulation of acoustical bores, useful in the context of sound synthesis by physical modeling of woodwind instruments, is presented. As with previously developed methods, such as digital waveguide modeling (DWM) [Smith, Comput. Music J. 16, pp 74-91 (1992)] and the multi convolution algorithm (MCA) [Martinez et al., J. Acoust. Soc. Am. 84, pp 1620-1627 (1988)], the approach is based on a one-dimensional model of wave propagation in the bore. Both the DWM method and the MCA explicitly compute the transmission and reflection of wave variables that represent actual traveling pressure waves. The method presented in this report, the wave digital modeling (WDM) method, avoids the typical limitations associated with these methods by using a more general definition of the wave variables. An efficient and spatially modular discrete-time model is constructed from the digital representations of elemental bore units such as cylindrical sections, conical sections, and toneholes. Frequency-dependent phenomena, such as boundary losses, are approximated with digital filters. The stability of a simulation of a complete acoustic bore is investigated empirically. Results of the simulation of a full clarinet show that a very good concordance with classic transmission-line theory is obtained.
Resumo:
The full-dimensional time-dependent Schrodinger equation for the electronic dynamics of single-electron systems in intense external fields is solved directly using a discrete method. Our approach combines the finite-difference and Lagrange mesh methods. The method is applied to calculate the quasienergies and ionization probabilities of atomic and molecular systems in intense static and dynamic electric fields. The gauge invariance and accuracy of the method is established. Applications to multiphoton ionization of positronium, the hydrogen atom and the hydrogen molecular ion are presented. At very high laser intensity, above the saturation threshold, we extend the method using a scaling technique to estimate the quasienergies of metastable states of the hydrogen molecular ion. The results are in good agreement with recent experiments. (C) 2004 American Institute of Physics.
Resumo:
Numerical sound synthesis is often carried out using the finite difference time domain method. In order to analyse the stability of the derived models, energy methods can be used for both linear and nonlinear settings. For Hamiltonian systems the existence of a conserved numerical energy-like quantity can be used to guarantee the stability of the simulations. In this paper it is shown how to derive similar discrete conservation laws in cases where energy is dissipated due to friction or in the presence of an energy source due to an external force. A damped harmonic oscillator (for which an analytic solution is available) is used to present the proposed methodology. After showing how to arrive at a conserved quantity, the simulation of a nonlinear single reed shows an example of an application in the context of musical acoustics.
Resumo:
In-situ characterisation of thermocouple sensors is a challenging problem. Recently the authors presented a blind characterisation technique based on the cross-relation method of blind identification. The method allows in-situ identification of two thermocouple probes, each with a different dynamic response, using only sampled sensor measurement data. While the technique offers certain advantages over alternative methods, including low estimation variance and the ability to compensate for noise induced bias, the robustness of the method is limited by the multimodal nature of the cost function. In this paper, a normalisation term is proposed which improves the convexity of
the cost function. Further, a normalisation and bias compensation hybrid approach is presented that exploits the advantages of both normalisation and bias compensation. It is found that the optimum of the hybrid cost function is less biased and more stable than when only normalisation is applied. All results were verified by simulation.
Resumo:
This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.
Resumo:
Particle-in-cell (PIC) simulations of relativistic shocks are in principle capable of predicting the spectra of photons that are radiated incoherently by the accelerated particles. The most direct method evaluates the spectrum using the fields given by the Lienard-Wiechart potentials. However, for relativistic particles this procedure is computationally expensive. Here we present an alternative method that uses the concept of the photon formation length. The algorithm is suitable for evaluating spectra both from particles moving in a specific realization of a turbulent electromagnetic field or from trajectories given as a finite, discrete time series by a PIC simulation. The main advantage of the method is that it identifies the intrinsic spectral features and filters out those that are artifacts of the limited time resolution and finite duration of input trajectories.
Resumo:
Closing feedback loops using an IEEE 802.11b ad hoc wireless communication network incurs many challenges sensitivity to varying channel conditions and lower physical transmission rates tend to limit the bandwidth of the communication channel. Given that the bandwidth usage and control performance are linked, a method of adapting the sampling interval based on an 'a priori', static sampling policy has been proposed and, more significantly, assuring stability in the mean square sense using discrete-time Markov jump linear system theory. Practical issues including current limitations of the 802.11 b protocol, the sampling policy and stability are highlighted. Simulation results on a cart-mounted inverted pendulum show that closed-loop stability can be improved using sample rate adaptation and that the control design criteria can be met in the presence of channel errors and severe channel contention.
Resumo:
It is shown how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended to yield the empirical Havriliak-Negami (HN) equation of anomalous dielectric relaxation from a microscopic model based on a kinetic equation just as in the Debye model. This kinetic equation is obtained by means of a generalization of the noninertial Fokker-Planck equation of conventional Brownian motion (generally known as the Smoluchowski equation) to fractional kinetics governed by the HN relaxation mechanism. For the simple case of noninteracting dipoles it may be solved by Fourier transform techniques to yield the Green function and the complex dielectric susceptibility corresponding to the HN anomalous relaxation mechanism.
Resumo:
A non-linear lumped model of the reed-mouthpiece-lip system of a clarinet is formulated, in which the lumped parameters are derived from numerical experiments with a finite-difference simulation based on a distributed reed model. The effective stiffness per unit area is formulated as a function of the pressure signal driving the reed, in order to simulate the effects of the reed bending against the lay, and mass and damping terms are added as a first approximation to the dynamic behaviour of the reed. A discrete-time formulation is presented, and its response is compared to that of the distributed model. In addition, the lumped model is applied in the simulation of clarinet tones, enabling the analysis of the effects of using a pressure-dependent stiffness per unit area on sustained oscillations. The analysed effects and features are in qualitative agreement with players' experiences and experimental results obtained in prior studies.
Resumo:
The Finite Difference Time Domain (FDTD) method is becoming increasingly popular for room acoustics simulation. Yet, the literature on grid excitation methods is relatively sparse, and source functions are traditionally implemented in a hard or additive form
using arbitrarily-shaped functions which do not necessarily obey the physical laws of sound generation. In this paper we formulate
a source function based on a small pulsating sphere model. A physically plausible method to inject a source signal into the grid
is derived from first principles, resulting in a source with a near-flat spectrum that does not scatter incoming waves. In the final
discrete-time formulation, the source signal is the result of passing a Gaussian pulse through a digital filter simulating the dynamics of the pulsating sphere, hence facilitating a physically correct means to design source functions that generate a prescribed sound field.
Resumo:
We study the behaviour of the glued trees algorithm described by Childs et al. in [1] under decoherence. We consider a discrete time reformulation of the continuous time quantum walk protocol and apply a phase damping channel to the coin state, investigating the effect of such a mechanism on the probability of the walker appearing on the target vertex of the graph. We pay particular attention to any potential advantage coming from the use of weak decoherence for the spreading of the walk across the glued trees graph. © 2013 Elsevier B.V.
Resumo:
We examined a remnant host plant (Primula veris L.) habitat network that was last inhabited by the rare butterfly Hamearis lucina L. in north Wales in 1943, to assess the relative contribution of several spatial parameters to its regional extinction. We first examined relationships between P. veris characteristics and H. lucina eggs in surviving H. lucina populations, and used these to predict the suitability and potential carrying capacity of the habitat network in north Wales. This resulted in an estimate of roughly 4500 eggs (ca 227 adults). We developed a discrete space, discrete time metapopulation model to evaluate the relative contribution of dispersal distance, habitat and environmental stochasticity as possible causes of extinction. We simulated the potential persistence of the butterfly in the current network as well as in three artificial (historical and present) habitat networks that differed in the quantity (current and X3) and fragmentation of the habitat (current and aggregated). We identified that reduced habitat quantity and increased isolation would have increased the probability of regional extinction, in conjunction with environmental stochasticity and H. lucina's dispersal distance. This general trend did not change in a qualitative manner when we modified the ability of dispersing females to stay in, and find suitable habitats (by changing the size of the grid cells used in the model). Contrary to most metapopulation model predictions, system persistence declined with increasing migration rate, suggesting that the mortality of migrating individuals in fragmented landscapes may pose significant risks to system-wide persistence. Based on model predictions for the present landscape we argue that a major programme of habitat restoration would be required for a re-established metapopulation to persist for > 100 years.
Resumo:
The majority, if not all, species have a limited geographic range bounded by a distribution edge. Violent ecotones such as sea coasts clearly produce edges for many species; however such ecotones, while sufficient for the formation of an edge, are not always necessary. We demonstrate this by simulation in discrete time of a spatially structured finite size metapopulation subjected to a spatial gradient in per-unit-time population extinction probability together with spatially structured dispersal and recolonisation. We find that relatively sharp edges separating a homeland or main geographical range from an outland or zone of relatively sparse and ephemeral colonisation can form in gradual environmental gradients. The form and placing of the edge is an emergent property of the metapopulation dynamics. The sharpness of the edge declines with increasing dispersal distance, and is dependent on the relative scales of dispersal distance and gradient length. The space over which the edge develops is short relative to the potential species range. The edge is robust against changes in both the shape of the environmental gradient and to a lesser extent to alterations in the kind of dispersal operating. Persistence times in the absence of environmental gradients are virtually independent of the shape of the dispersal function describing migration. The common finding of bell shaped population density distributions across geographic ranges may occur without the strict necessity of a niche mediated response to a spatially autocorrelated environment.
Resumo:
Iterative solvers are required for the discrete-time simulation of nonlinear behaviour in analogue distortion circuits. Unfortunately,these methods are often computationally too expensive for realtime simulation. Two methods are presented which attempt to reduce the expense of iterative solvers. This is achieved by applying information that is derived from the specific form of the non linearity.The approach is first explained through the modelling of an asymmetrical diode clipper, and further exemplified by application to the Dallas Rangemaster Treble Booster guitar pedal, which provides an initial perspective of the performance on systems with multiple nonlinearities.