Continuous action system refinement

Action systems are a framework for reasoning about discrete reactive systems. Back, Petre and Porres have extended these action systems to continuous action systems, which can be. used to model hybrid systems. In this paper we define a refinement relation, and develop practical data refinement rules for continuous action systems. The meaning of continuous action systems is expressed in terms of a mapping from continuous action systems to action systems. First, we present a new mapping from continuous act ion systems to action systems, such that Back's definition of trace refinement is correct with respect to it. Second, we present a stream semantics that is compatible with the trace semantics, but is preferable to it because it is more general. Although action system trace refinement rules are applicable to continuous action systems with a stream semantics, they are not complete. Finally, we introduce a new data refinement rule that is valid with respect to the stream semantics and can be used to prove refinements that are not possible in the trace semantics, and we analyse the completeness of our new rule in conjunction with the existing trace refinement rules.

Difference equations in Banach spaces

Difference equations which discretely approximate boundary value problems for second-order ordinary differential equations are analysed. It is well known that the existence of solutions to the continuous problem does not necessarily imply existence of solutions to the discrete problem and, even if solutions to the discrete problem are guaranteed, they may be unrelated and inapplicable to the continuous problem. Analogues to theorems for the continuous problem regarding a priori bounds and existence of solutions are formulated for the discrete problem. Solutions to the discrete problem are shown to converge to solutions of the continuous problem in an aggregate sense. An example which arises in the study of the finite deflections of an elastic string under a transverse load is investigated. The earlier results are applied to show the existence of a solution; the sufficient estimates on the step size are presented. (C) 2003 Elsevier Science Ltd. All rights reserved.

Feasibility of controlling nitrification in predenitrification plants using DO, pH and ORP sensors

Experimental studies were carried out on a bench-scale nitrogen removal system with a predenitrification configuration to gain insights into the spatial and temporal variations of DO, pH and ORP in such systems. It is demonstrated that these signals correlate strongly with the operational states of the system, and could therefore be used as system performance indicators. The DO concentration in the first aerobic zone, when receiving constant aeration, and the net pH change between the last and first aerobic zones display strong correlations with the influent ammonia concentration for the domestic wastewater used in this study. The pH profile along the aerobic zones gives good indication on the extent of nitrification. The experimental results also showed a good correlation between ORP values in the last aerobic zone and effluent ammonia and nitrate concentrations, provided that DO in this zone is controlled at a constant level. These results suggest that the DO, pH and ORP sensors could potentially be used as alternatives to the on-line nutrient sensors for the control of continuous systems. An idea of using a fuzzy inference system to make an integrated use of these signals for on-line aeration control is presented and demonstrated on the bench-scale system with promising results. The use of these sensors has to date only been demonstrated in intermittent systems, such as sequencing batch reactor systems.

Discrete and continuous models for dry masonry columns

The dynamic response of dry masonry columns can be approximated with finite-difference equations. Continuum models follow by replacing the difference quotients of the discrete model by corresponding differential expressions. The mathematically simplest of these models is a one-dimensional Cosserat theory. Within the presented homogenization context, the Cosserat theory is obtained by making ad hoc assumptions regarding the relative importance of certain terms in the differential expansions. The quality of approximation of the various theories is tested by comparison of the dispersion relations for bending waves with the dispersion relation of the discrete theory. All theories coincide with differences of less than 1% for wave-length-block-height (L/h) ratios bigger than 2 pi. The theory based on systematic differential approximation remains accurate up to L/h = 3 and then diverges rapidly. The Cosserat model becomes increasingly inaccurate for L/h < 2 pi. However, in contrast to the systematic approximation, the wave speed remains finite. In conclusion, considering its relative simplicity, the Cosserat model appears to be the natural starting point for the development of continuum models for blocky structures.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Set-valued Markov chains and negative semitrajectories of discretized dynamical systems

Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.

Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.

Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Quantum optical systems for the implementation of quantum information processing

We review the field of quantum optical information from elementary considerations to quantum computation schemes. We illustrate our discussion with descriptions of experimental demonstrations of key communication and processing tasks from the last decade and also look forward to the key results likely in the next decade. We examine both discrete (single photon) type processing as well as those which employ continuous variable manipulations. The mathematical formalism is kept to the minimum needed to understand the key theoretical and experimental results.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.