961 resultados para Asymptotic exponentiality
Resumo:
Spreading cell fronts play an essential role in many physiological processes. Classically, models of this process are based on the Fisher-Kolmogorov equation; however, such continuum representations are not always suitable as they do not explicitly represent behaviour at the level of individual cells. Additionally, many models examine only the large time asymptotic behaviour, where a travelling wave front with a constant speed has been established. Many experiments, such as a scratch assay, never display this asymptotic behaviour, and in these cases the transient behaviour must be taken into account. We examine the transient and asymptotic behaviour of moving cell fronts using techniques that go beyond the continuum approximation via a volume-excluding birth-migration process on a regular one-dimensional lattice. We approximate the averaged discrete results using three methods: (i) mean-field, (ii) pair-wise, and (iii) one-hole approximations. We discuss the performace of these methods, in comparison to the averaged discrete results, for a range of parameter space, examining both the transient and asymptotic behaviours. The one-hole approximation, based on techniques from statistical physics, is not capable of predicting transient behaviour but provides excellent agreement with the asymptotic behaviour of the averaged discrete results, provided that cells are proliferating fast enough relative to their rate of migration. The mean-field and pair-wise approximations give indistinguishable asymptotic results, which agree with the averaged discrete results when cells are migrating much more rapidly than they are proliferating. The pair-wise approximation performs better in the transient region than does the mean-field, despite having the same asymptotic behaviour. Our results show that each approximation only works in specific situations, thus we must be careful to use a suitable approximation for a given system, otherwise inaccurate predictions could be made.
Resumo:
Measuring Earth material behaviour on time scales of millions of years transcends our current capability in the laboratory. We review an alternative path considering multiscale and multiphysics approaches with quantitative structure-property relationships. This approach allows a sound basis to incorporate physical principles such as chemistry, thermodynamics, diffusion and geometry-energy relations into simulations and data assimilation on the vast range of length and time scales encountered in the Earth. We identify key length scales for Earth systems processes and find a substantial scale separation between chemical, hydrous and thermal diffusion. We propose that this allows a simplified two-scale analysis where the outputs from the micro-scale model can be used as inputs for meso-scale simulations, which then in turn becomes the micro-model for the next scale up. We present two fundamental theoretical approaches to link the scales through asymptotic homogenisation from a macroscopic thermodynamic view and percolation renormalisation from a microscopic, statistical mechanics view.
Resumo:
This chapter presents a novel control strategy for trajectory tracking of underwater marine vehicles that are designed using port-Hamiltonian theory. A model for neutrally buoyant underwater vehicles is formulated as a PHS, and then the tracking controller is designed for the horizontal plane-surge, sway and yaw. The control design is done by formulating the error dynamics as a set-point regulation port-Hamiltonian control problem. The control design is formulated in two steps. In the first step, a static-feedback tracking controller is designed, and the second step integral action is added. The global asymptotic stability of the closed loop system is proved and the performance of the controller is illustrated using a model of an open-frame offshore underwater vehicle.
Resumo:
This paper addresses the problem of joint identification of infinite-frequency added mass and fluid memory models of marine structures from finite frequency data. This problem is relevant for cases where the code used to compute the hydrodynamic coefficients of the marine structure does not give the infinite-frequency added mass. This case is typical of codes based on 2D-potential theory since most 3D-potential-theory codes solve the boundary value associated with the infinite frequency. The method proposed in this paper presents a simpler alternative approach to other methods previously presented in the literature. The advantage of the proposed method is that the same identification procedure can be used to identify the fluid-memory models with or without having access to the infinite-frequency added mass coefficient. Therefore, it provides an extension that puts the two identification problems into the same framework. The method also exploits the constraints related to relative degree and low-frequency asymptotic values of the hydrodynamic coefficients derived from the physics of the problem, which are used as prior information to refine the obtained models.
Resumo:
This paper presents a novel control strategy for trajectory tracking of marine vehicles manoeuvring at low speed. The model of the marine vehicle is formulated as a Port-Hamiltonian system, and the tracking controller is designed using energy shaping and damping assignment. The controller guarantees global asymptotic stability and includes integral action for output variables with relative degree greater than one.
Resumo:
This paper demonstrates the use of a spreadsheet in exploring non-linear difference equations that describe digital control systems used in radio engineering, communication and computer architecture. These systems, being the focus of intensive studies of mathematicians and engineers over the last 40 years, may exhibit extremely complicated behaviour interpreted in contemporary terms as transition from global asymptotic stability to chaos through period-doubling bifurcations. The authors argue that embedding advanced mathematical ideas in the technological tool enables one to introduce fundamentals of discrete control systems in tertiary curricula without learners having to deal with complex machinery that rigorous mathematical methods of investigation require. In particular, in the appropriately designed spreadsheet environment, one can effectively visualize a qualitative difference in the behviour of systems with different types of non-linear characteristic.
Resumo:
In this paper the renormalization group (RG) method of Chen, Goldenfeld, and Oono [Phys. Rev. Lett., 73 (1994), pp.1311-1315; Phys. Rev. E, 54 (1996), pp.376-394] is presented in a pedagogical way to increase its visibility in applied mathematics and to argue favorably for its incorporation into the corresponding graduate curriculum.The method is illustrated by some linear and nonlinear singular perturbation problems. Key word. © 2012 Society for Industrial and Applied Mathematics.
Resumo:
This paper introduces a straightforward method to asymptotically solve a variety of initial and boundary value problems for singularly perturbed ordinary differential equations whose solution structure can be anticipated. The approach is simpler than conventional methods, including those based on asymptotic matching or on eliminating secular terms. © 2010 by the Massachusetts Institute of Technology.
Resumo:
With nine examples, we seek to illustrate the utility of the Renormalization Group approach as a unification of other asymptotic and perturbation methods.
Resumo:
We have developed a technique that circumvents the process of elimination of secular terms and reproduces the uniformly valid approximations, amplitude equations, and first integrals. The technique is based on a rearrangement of secular terms and their grouping into the secular series that multiplies the constants of the asymptotic expansion. We illustrate the technique by deriving amplitude equations for standard nonlinear oscillator and boundary-layer problems. © 2008 The American Physical Society.
Resumo:
In this paper the method of renormalization group (RG) [Phys. Rev. E 54, 376 (1996)] is related to the well-known approximations of Rytov and Born used in wave propagation in deterministic and random media. Certain problems in linear and nonlinear media are examined from the viewpoint of RG and compared with the literature on Born and Rytov approximations. It is found that the Rytov approximation forms a special case of the asymptotic expansion generated by the RG, and as such it gives a superior approximation to the exact solution compared with its Born counterpart. Analogous conclusions are reached for nonlinear equations with an intensity-dependent index of refraction where the RG recovers the exact solution. © 2008 Optical Society of America.
Resumo:
We examine the effect of a kinetic undercooling condition on the evolution of a free boundary in Hele--Shaw flow, in both bubble and channel geometries. We present analytical and numerical evidence that the bubble boundary is unstable and may develop one or more corners in finite time, for both expansion and contraction cases. This loss of regularity is interesting because it occurs regardless of whether the less viscous fluid is displacing the more viscous fluid, or vice versa. We show that small contracting bubbles are described to leading order by a well-studied geometric flow rule. Exact solutions to this asymptotic problem continue past the corner formation until the bubble contracts to a point as a slit in the limit. Lastly, we consider the evolving boundary with kinetic undercooling in a Saffman--Taylor channel geometry. The boundary may either form corners in finite time, or evolve to a single long finger travelling at constant speed, depending on the strength of kinetic undercooling. We demonstrate these two different behaviours numerically. For the travelling finger, we present results of a numerical solution method similar to that used to demonstrate the selection of discrete fingers by surface tension. With kinetic undercooling, a continuum of corner-free travelling fingers exists for any finger width above a critical value, which goes to zero as the kinetic undercooling vanishes. We have not been able to compute the discrete family of analytic solutions, predicted by previous asymptotic analysis, because the numerical scheme cannot distinguish between solutions characterised by analytic fingers and those which are corner-free but non-analytic.
Resumo:
This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.
Resumo:
Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.