931 resultados para Discrete Time Domain
Resumo:
Using series solutions and time-domain evolutions, we probe the eikonal limit of the gravitational and scalar-field quasinormal modes of large black holes and black branes in anti-de Sitter backgrounds. These results are particularly relevant for the AdS/CFT correspondence, since the eikonal regime is characterized by the existence of long-lived modes which (presumably) dominate the decay time scale of the perturbations. We confirm all the main qualitative features of these slowly damped modes as predicted by Festuccia and Liu [G. Festuccia and H. Liu, arXiv:0811.1033.] for the scalar-field (tensor-type gravitational) fluctuations. However, quantitatively we find dimensional-dependent correction factors. We also investigate the dependence of the quasinormal mode frequencies on the horizon radius of the black hole (brane) and the angular momentum (wave number) of vector- and scalar-type gravitational perturbations.
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The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process ( PDMP) {X( t)} and an embedded discrete-time Markov chain {Theta(n)} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP, leading to tractable criterion results. First we establish some important results characterizing {Theta(n)} as a sampling of the PDMP {X( t)} and deriving a connection between the probability of the first return time to a set for the discrete-time Markov chains generated by G and the resolvent kernel R of the PDMP. From these results we obtain equivalence results regarding irreducibility, existence of sigma-finite invariant measures, and ( positive) recurrence and ( positive) Harris recurrence between {X( t)} and {Theta(n)}, generalizing the results of [ F. Dufour and O. L. V. Costa, SIAM J. Control Optim., 37 ( 1999), pp. 1483-1502] in several directions. Sufficient conditions in terms of a modified Foster-Lyapunov criterion are also presented to ensure positive Harris recurrence and ergodicity of the PDMP. We illustrate the use of these conditions by showing the ergodicity of a capacity expansion model.
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This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.
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Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.
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Background: Hypertension, diabetes and obesity are not isolated findings, but a series of interacting interactive physiologic derangements. Taking into account genetic background and lifestyle behavior, AI (autonomic imbalance) could be a common root for RHTN (resistant hypertension) or RHTN plus type 2 diabetes (T2D) comorbidity development. Moreover, circadian disruption can lead to metabolic and vasomotor impairments such as obesity, insulin resistance and resistant hypertension. In order to better understand the triggered emergence of obesity and T2D comorbidity in resistant hypertension, we investigated the pattern of autonomic activity in the circadian rhythm in RHTN with and without type 2 diabetes (T2D), and its relationship with serum adiponectin concentration. Methods: Twenty five RHTN patients (15 non-T2D and 10 T2D, 15 males, 10 females; age range 34 to 70 years) were evaluated using the following parameters: BMI (body mass index), biochemical analysis, serum adiponectinemia, echocardiogram and ambulatory electrocardiograph heart rate variability (HRV) in time and frequency domains stratified into three periods: 24 hour, day time and night time. Results: Both groups demonstrated similar characteristics despite of the laboratory analysis concerning T2D like fasting glucose, HbA1c levels and hypertriglyceridemia. Both groups also revealed disruption of the circadian rhythm: inverted sympathetic and parasympathetic tones during day (parasympathetic > sympathetic tone) and night periods (sympathetic > parasympathetic tone). T2D group had increased BMI and serum triglyceride levels (mean 33.7 +/- 4.0 vs 26.6 +/- 3.7 kg/m(2) - p = 0.00; 254.8 +/- 226.4 vs 108.6 +/- 48.7 mg/dL - p = 0.04), lower levels of adiponectin (6729.7 +/- 3381.5 vs 10911.5 +/- 5554.0 ng/mL - p = 0.04) and greater autonomic imbalance evaluated by HRV parameters in time domain compared to non-T2D RHTN patients. Total patients had HRV correlated positively with serum adiponectin (r = 0.37 [95% CI - 0.04 - 1.00] p = 0.03), negatively with HbA1c levels (r = -0.58 [95% CI -1.00 - -0.3] p = 0.00) and also adiponectin correlated negatively with HbA1c levels (r = -0.40 [95% CI -1.00 - -0.07] p = 0.02). Conclusion: Type 2 diabetes comorbidity is associated with greater autonomic imbalance, lower adiponectin levels and greater BMI in RHTN patients. Similar circadian disruption was also found in both groups indicating the importance of lifestyle behavior in the genesis of RHTN.
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Survival or longevity is an economically important trait in beef cattle. The main inconvenience for its inclusion in selection criteria is delayed recording of phenotypic data and the high computational demand for including survival in proportional hazard models. Thus, identification of a longevity-correlated trait that could be recorded early in life would be very useful for selection purposes. We estimated the genetic relationship of survival with productive and reproductive traits in Nellore cattle, including weaning weight (WW), post-weaning growth (PWG), muscularity (MUSC), scrotal circumference at 18 months (SC18), and heifer pregnancy (HP). Survival was measured in discrete time intervals and modeled through a sequential threshold model. Five independent bivariate Bayesian analyses were performed, accounting for cow survival and the five productive and reproductive traits. Posterior mean estimates for heritability (standard deviation in parentheses) were 0.55 (0.01) for WW, 0.25 (0.01) for PWG, 0.23 (0.01) for MUSC, and 0.48 (0.01) for SC18. The posterior mean estimates (95% confidence interval in parentheses) for the genetic correlation with survival were 0.16 (0.13-0.19), 0.30 (0.25-0.34), 0.31 (0.25-0.36), 0.07 (0.02-0.12), and 0.82 (0.78-0.86) for WW, PWG, MUSC, SC18, and HP, respectively. Based on the high genetic correlation and heritability (0.54) posterior mean estimates for HP, the expected progeny difference for HP can be used to select bulls for longevity, as well as for post-weaning gain and muscle score.
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This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.
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We study evolution of gravitational perturbations of black strings. It is well known that for all wave numbers less than some threshold value, the black string is unstable against the scalar type of gravitational perturbations, which is named the Gregory-Laflamme instability. Using numerical methods, we find the quasinormal modes and time-domain profiles of the black string perturbations in the stable sector and also show the appearance of the Gregory-Laflamme instability in the time domain. The dependence of the black string quasinormal spectrum and late-time tails on such parameters as the wave vector and the number of extra dimensions is discussed. There is numerical evidence that at the threshold point of instability, the static solution of the wave equation is dominant. For wave numbers slightly larger than the threshold value, in the region of stability, we see tiny oscillations with very small damping rate. While, for wave numbers slightly smaller than the threshold value, in the region of the Gregory-Laflamme instability, we observe tiny oscillations with very small growth rate. We also find the level crossing of imaginary part of quasinormal modes between the fundamental mode and the first overtone mode, which accounts for the peculiar time domain profiles.
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We study the massless scalar, Dirac, and electromagnetic fields propagating on a 4D-brane, which is embedded in higher-dimensional Gauss-Bonnet space-time. We calculate, in the time domain, the fundamental quasinormal modes of a spherically symmetric black hole for such fields. Using WKB approximation we study quasinormal modes in the large multipole limit. We observe also a universal behavior, independent on a field and value of the Gauss-Bonnet parameter, at an asymptotically late time.
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We assess the performance of three unconditionally stable finite-difference time-domain (FDTD) methods for the modeling of doubly dispersive metamaterials: 1) locally one-dimensional FDTD; 2) locally one-dimensional FDTD with Strang splitting; and (3) alternating direction implicit FDTD. We use both double-negative media and zero-index media as benchmarks.
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This paper deals with the problem of state prediction for descriptor systems subject to bounded uncertainties. The problem is stated in terms of the optimization of an appropriate quadratic functional. This functional is well suited to derive not only the robust predictor for descriptor systems but also that for usual state-space systems. Numerical examples are included in order to demonstrate the performance of this new filter. (C) 2008 Elsevier Ltd. All rights reserved.
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One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.
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This paper presents the results of the in-depth study of the Barkhausen effect signal properties for the plastically deformed Fe-2%Si samples. The investigated samples have been deformed by cold rolling up to plastic strain epsilon(p) = 8%. The first approach consisted of time-domain-resolved pulse and frequency analysis of the Barkhausen noise signals whereas the complementary study consisted of the time-resolved pulse count analysis as well as a total pulse count. The latter included determination of time distribution of pulses for different threshold voltage levels as well as the total pulse count as a function of both the amplitude and the duration time of the pulses. The obtained results suggest that the observed increase in the Barkhausen noise signal intensity as a function of deformation level is mainly due to the increase in the number of bigger pulses.
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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.
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The discrete-time neural network proposed by Hopfield can be used for storing and recognizing binary patterns. Here, we investigate how the performance of this network on pattern recognition task is altered when neurons are removed and the weights of the synapses corresponding to these deleted neurons are divided among the remaining synapses. Five distinct ways of distributing such weights are evaluated. We speculate how this numerical work about synaptic compensation may help to guide experimental studies on memory rehabilitation interventions.