192 resultados para Conditional simulation


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We investigated the effect of morphological differences on neuronal firing behavior within the hippocampal CA3 pyramidal cell family by using three-dimensional reconstructions of dendritic morphology in computational simulations of electrophysiology. In this paper, we report for the first time that differences in dendritic structure within the same morphological class can have a dramatic influence on the firing rate and firing mode (spiking versus bursting and type of bursting). Our method consisted of converting morphological measurements from three-dimensional neuroanatomical data of CA3 pyramidal cells into a computational simulator format. In the simulation, active channels were distributed evenly across the cells so that the electrophysiological differences observed in the neurons would only be due to morphological differences. We found that differences in the size of the dendritic tree of CA3 pyramidal cells had a significant qualitative and quantitative effect on the electrophysiological response. Cells with larger dendritic trees: (1) had a lower burst rate, but a higher spike rate within a burst, (2) had higher thresholds for transitions from quiescent to bursting and from bursting to regular spiking and (3) tended to burst with a plateau. Dendritic tree size alone did not account for all the differences in electrophysiological responses. Differences in apical branching, such as the distribution of branch points and terminations per branch order, appear to effect the duration of a burst. These results highlight the importance of considering the contribution of morphology in electrophysiological and simulation studies.

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Since 1966, coded orthogonal frequency division multiplexing (COFDM) has been investigated to determine the possibility of reducing the overall throughput of a digitally modulated terrestrial television channel. In the investigations, many assumptions have emerged. One common misconception is that in a terrestrial environment, COFDM has an inherent immunity to multipath interference. A theoretical analysis of a multipath channel, along with simulation results has shown that this assumption does not hold the information is considered when including the radio frequency modulation and demodulation. This paper presents a background into the inception of COFDM, a mathematical analysis of the digitally modulated television signal under multipath conditions and the results of a European Digital Video Broadcasting-Terrestrial (DVB-T) compliant simulation model with MPEG-2 bitstreams transmitted under various multipath conditions.

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Clusters of computers can be used together to provide a powerful computing resource. Large Monte Carlo simulations, such as those used to model particle growth, are computationally intensive and take considerable time to execute on conventional workstations. By spreading the work of the simulation across a cluster of computers, the elapsed execution time can be greatly reduced. Thus a user has apparently the performance of a supercomputer by using the spare cycles on other workstations.

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This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

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This article proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the standard Student’s t-density and consequently can be estimated simply using maximum likelihood. The method is applied to a set of four daily financial asset return series comprising U.S. and U.K. stocks and bonds, and significant evidence in favor of the presence of autoregressive conditional kurtosis is observed. Various extensions to the basic model are proposed, and we show that the response of kurtosis to good and bad news is not significantly asymmetric.

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The authors discuss an implementation of an object oriented (OO) fault simulator and its use within an adaptive fault diagnostic system. The simulator models the flow of faults around a power network, reporting switchgear indications and protection messages that would be expected in a real fault scenario. The simulator has been used to train an adaptive fault diagnostic system; results and implications are discussed.

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Sting jets are transient mesoscale jets of air that descend from the tip of the cloud head towards the top of the boundary layer in severe extratropical cyclones and can lead to damaging surface wind gusts. This recently identified jet is distinct from the well-documented jets associated with the cold and warm conveyor belts. One mechanism proposed for their development is the release of conditional symmetric instability (CSI). Here the spatial distribution and temporal evolution of several CSI diagnostics in four severe storms are analysed. A sting jet has been identified in three of these storms; for comparison, we also analysed one storm that did not have a sting jet, even though it hadmany of the apparent features of sting-jet storms. The sting-jet storms are distinct from the non-sting-jet storms by having much greater andmore extensive conditional instability (CI) and CSI. CSI is released by ascending air parcels in the cloud head in two of the sting-jet storms and by descending air parcels in the other sting-jet storm. By contrast, only weak CI to ascending air parcels is present at the cloud-head tip in the non-sting-jet storm. CSI released by descending air parcels, as diagnosed by decaying downdraught slantwise convective available potential energy (DSCAPE), is collocated with the sting jets in all three sting-jet storms and has a localisedmaximum in two of them. Consistent evolutions of saturated moist potential vorticity are found.We conclude that CSI release has a role in the generation of the sting jet, that the sting jet may be driven by the release of instability to both ascending and descending parcels, and that DSCAPE could be used as a discriminating diagnostic for the sting jet based on these four case-studies.

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Sting jets are transient coherent mesoscale strong wind features that can cause damaging surface wind gusts in extratropical cyclones. Currently, we have only limited knowledge of their climatological characteristics. Numerical weather prediction models require enough resolution to represent slantwise motions with horizontal scales of tens of kilometres and vertical scales of just a few hundred metres to represent sting jets. Hence, the climatological characteristics of sting jets and the associated extratropical cyclones can not be determined by searching for sting jets in low-resolution datasets such as reanalyses. A diagnostic is presented and evaluated for the detection in low-resolution datasets of atmospheric regions from which sting jets may originate. Previous studies have shown that conditional symmetric instability (CSI) is present in all storms studied with sting jets, while other, rapidly developing storms of a similar character but no CSI do not develop sting jets. Therefore, we assume that the release of CSI is needed for sting jets to develop. While this instability will not be released in a physically realistic way in low-resolution models (and hence sting jets are unlikely to occur), it is hypothesized that the signature of this instability (combined with other criteria that restrict analysis to moist mid-tropospheric regions in the neighbourhood of a secondary cold front) can be used to identify cyclones in which sting jets occurred in reality. The diagnostic is evaluated, and appropriate parameter thresholds defined, by applying it to three case studies simulated using two resolutions (with CSI-release resolved in only the higher-resolution simulation).

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The orthodox approach for incentivising Demand Side Participation (DSP) programs is that utility losses from capital, installation and planning costs should be recovered under financial incentive mechanisms which aim to ensure that utilities have the right incentives to implement DSP activities. The recent national smart metering roll-out in the UK implies that this approach needs to be reassessed since utilities will recover the capital costs associated with DSP technology through bills. This paper introduces a reward and penalty mechanism focusing on residential users. DSP planning costs are recovered through payments from those consumers who do not react to peak signals. Those consumers who do react are rewarded by paying lower bills. Because real-time incentives to residential consumers tend to fail due to the negligible amounts associated with net gains (and losses) or individual users, in the proposed mechanism the regulator determines benchmarks which are matched against responses to signals and caps the level of rewards/penalties to avoid market distortions. The paper presents an overview of existing financial incentive mechanisms for DSP; introduces the reward/penalty mechanism aimed at fostering DSP under the hypothesis of smart metering roll-out; considers the costs faced by utilities for DSP programs; assesses linear rate effects and value changes; introduces compensatory weights for those consumers who have physical or financial impediments; and shows findings based on simulation runs on three discrete levels of elasticity.

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This study presents the findings of applying a Discrete Demand Side Control (DDSC) approach to the space heating of two case study buildings. High and low tolerance scenarios are implemented on the space heating controller to assess the impact of DDSC upon buildings with different thermal capacitances, light-weight and heavy-weight construction. Space heating is provided by an electric heat pump powered from a wind turbine, with a back-up electrical network connection in the event of insufficient wind being available when a demand occurs. Findings highlight that thermal comfort is maintained within an acceptable range while the DDSC controller maintains the demand/supply balance. Whilst it is noted that energy demand increases slightly, as this is mostly supplied from the wind turbine, this is of little significance and hence a reduction in operating costs and carbon emissions is still attained.

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In this contribution we aim at anchoring Agent-Based Modeling (ABM) simulations in actual models of human psychology. More specifically, we apply unidirectional ABM to social psychological models using low level agents (i.e., intra-individual) to examine whether they generate better predictions, in comparison to standard statistical approaches, concerning the intentions of performing a behavior and the behavior. Moreover, this contribution tests to what extent the predictive validity of models of attitude such as the Theory of Planned Behavior (TPB) or Model of Goal-directed Behavior (MGB) depends on the assumption that peoples’ decisions and actions are purely rational. Simulations were therefore run by considering different deviations from rationality of the agents with a trembling hand method. Two data sets concerning respectively the consumption of soft drinks and physical activity were used. Three key findings emerged from the simulations. First, compared to standard statistical approach the agent-based simulation generally improves the prediction of behavior from intention. Second, the improvement in prediction is inversely proportional to the complexity of the underlying theoretical model. Finally, the introduction of varying degrees of deviation from rationality in agents’ behavior can lead to an improvement in the goodness of fit of the simulations. By demonstrating the potential of ABM as a complementary perspective to evaluating social psychological models, this contribution underlines the necessity of better defining agents in terms of psychological processes before examining higher levels such as the interactions between individuals.