908 resultados para non-linear dynamic system and DDoS
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Mathematics Subject Classification: 26A33, 74B20, 74D10, 74L15
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In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.
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We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.
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A tanulmány a variációszámítás gazdasági alkalmazásaiból ismertet hármat. Mindhárom alkalmazás a Leontief-modellen alapszik. Az optimális pályák vizsgálata után arra keressük a választ, hogy az Euler–Lagrange-differenciálegyenlet rendszerrel kapott megoldások valóban optimális megoldásai-e a modelleknek. Arra a következtetésre jut a tanulmány, hogy csak pótlólagos közgazdasági feltételek bevezetésével határozhatók meg az optimális megoldások. Ugyanakkor a megfogalmazott feltételek segítségével az ismertetett modellek egy általánosabb keretbe illeszthetők. A tanulmány végső eredménye az, hogy mind a három modell optimális megoldása a Neumann-sugárnak felel meg. /===/ The study presents three economic applications of variation calculations. All three rely on the Leontief model. After examination of the optimal courses, an answer is sought to whether the solutions to the Euler–Lagrange differential equation system are really opti-mal solutions to the models. The study concludes that the optimal solutions can only be determined by introducing additional economic conditions. At the same time, the models presented can be fitted into a general framework with the help of the conditions outlined. The final conclusion of the study is that the optimal solution of all three models fits into the Neumann band.
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Computers have dramatically changed the way we live, conduct business, and deliver education. They have infiltrated the Bahamian public school system to the extent that many educators now feel the need for a national plan. The development of such a plan is a challenging undertaking, especially in developing countries where physical, financial, and human resources are scarce. This study assessed the situation with regard to computers within the Bahamian public school system, and provided recommended guidelines to the Bahamian government based on the results of a survey, the body of knowledge about trends in computer usage in schools, and the country's needs. ^ This was a descriptive study for which an extensive review of literature in areas of computer hardware, software, teacher training, research, curriculum, support services and local context variables was undertaken. One objective of the study was to establish what should or could be relative to the state-of-the-art in educational computing. A survey was conducted involving 201 teachers and 51 school administrators from 60 randomly selected Bahamian public schools. A random stratified cluster sampling technique was used. ^ This study used both quantitative and qualitative research methodologies. Quantitative methods were used to summarize the data about numbers and types of computers, categories of software available, peripheral equipment, and related topics through the use of forced-choice questions in a survey instrument. Results of these were displayed in tables and charts. Qualitative methods, data synthesis and content analysis, were used to analyze the non-numeric data obtained from open-ended questions on teachers' and school administrators' questionnaires, such as those regarding teachers' perceptions and attitudes about computers and their use in classrooms. Also, interpretative methodologies were used to analyze the qualitative results of several interviews conducted with senior public school system's officials. Content analysis was used to gather data from the literature on topics pertaining to the study. ^ Based on the literature review and the data gathered for this study a number of recommendations are presented. These recommendations may be used by the government of the Commonwealth of The Bahamas to establish policies with regard to the use of computers within the public school system. ^
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Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^
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Inverters play key roles in connecting sustainable energy (SE) sources to the local loads and the ac grid. Although there has been a rapid expansion in the use of renewable sources in recent years, fundamental research, on the design of inverters that are specialized for use in these systems, is still needed. Recent advances in power electronics have led to proposing new topologies and switching patterns for single-stage power conversion, which are appropriate for SE sources and energy storage devices. The current source inverter (CSI) topology, along with a newly proposed switching pattern, is capable of converting the low dc voltage to the line ac in only one stage. Simple implementation and high reliability, together with the potential advantages of higher efficiency and lower cost, turns the so-called, single-stage boost inverter (SSBI), into a viable competitor to the existing SE-based power conversion technologies.^ The dynamic model is one of the most essential requirements for performance analysis and control design of any engineering system. Thus, in order to have satisfactory operation, it is necessary to derive a dynamic model for the SSBI system. However, because of the switching behavior and nonlinear elements involved, analysis of the SSBI is a complicated task.^ This research applies the state-space averaging technique to the SSBI to develop the state-space-averaged model of the SSBI under stand-alone and grid-connected modes of operation. Then, a small-signal model is derived by means of the perturbation and linearization method. An experimental hardware set-up, including a laboratory-scaled prototype SSBI, is built and the validity of the obtained models is verified through simulation and experiments. Finally, an eigenvalue sensitivity analysis is performed to investigate the stability and dynamic behavior of the SSBI system over a typical range of operation. ^
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An increase in the demand for the freight shipping in the United States has been predicted for the near future and Longer Combination Vehicles (LCVs), which can carry more loads in each trip, seem like a good solution for the problem. Currently, utilizing LCVs is not permitted in most states of the US and little research has been conducted on the effects of these heavy vehicles on the roads and bridges. In this research, efforts are made to study these effects by comparing the dynamic and fatigue effects of LCVs with more common trucks. Ten Steel and prestressed concrete bridges with span lengths ranging from 30’ to 140’ are designed and modeled using the grid system in MATLAB. Additionally, three more real bridges including two single span simply supported steel bridges and a three span continuous steel bridge are modeled using the same MATLAB code. The equations of motion of three LCVs as well as eight other trucks are derived and these vehicles are subjected to different road surface conditions and bumps on the roads and the designed and real bridges. By forming the bridge equations of motion using the mass, stiffness and damping matrices and considering the interaction between the truck and the bridge, the differential equations are solved using the ODE solver in MATLAB and the results of the forces in tires as well as the deflections and moments in the bridge members are obtained. The results of this study show that for most of the bridges, LCVs result in the smallest values of Dynamic Amplification Factor (DAF) whereas the Single Unit Trucks cause the highest values of DAF when traveling on the bridges. Also in most cases, the values of DAF are observed to be smaller than the 33% threshold suggested by the design code. Additionally, fatigue analysis of the bridges in this study confirms that by replacing the current truck traffic with higher capacity LCVs, in most cases, the remaining fatigue life of the bridge is only slightly decreased which means that taking advantage of these larger vehicles can be a viable option for decision makers.
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Several works have reported that haematite has non-linear initial susceptibility at room temperature, like pyrrhotite or titanomagnetite, but there is no explanation for the observed behaviours yet. This study sets out to determine which physical property (grain size, foreign cations content and domain walls displacements) controls the initial susceptibility. The performed measurements include microprobe analysis to determine magnetic phases different to haematite; initial susceptibility (300 K); hysteresis loops, SIRM and backfield curves at 77 and 300 K to calculate magnetic parameters and minor loops at 77 K, to analyse initial susceptibility and magnetization behaviours below Morin transition. The magnetic moment study at low temperature is completed with measurements of zero field cooled-field cooled and AC susceptibility in a range from 5 to 300 K. The minor loops show that the non-linearity of initial susceptibility is closely related to Barkhausen jumps. Because of initial magnetic susceptibility is controlled by domain structure it is difficult to establish a mathematical model to separate magnetic subfabrics in haematite-bearing rocks.
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A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.
Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.
The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.
The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.
All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.
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We have observed a quiet Sun region with the Swedish 1-meter Solar Telescope (SST) equipped with CRISP Imaging SpectroPolarimeter. High-resolution, high-cadence, H-alpha line scanning images were taken to observe different layers of the solar atmosphere from the photosphere to upper chromosphere. We study the distribution of power in different period-bands at different heights. Power maps of the upper photosphere and the lower chromosphere show suppressed power surrounding the magnetic-network elements, known as "magnetic shadows". These also show enhanced power close to the photosphere, traditionally referred to as"power halos". The interaction between acoustic waves and inclined magnetic fields is generally believed to be responsible for these two effects. In this study we explore if small-scale transients can influence the distribution of power at different heights. We show that the presence of transients, like mottles, Rapid Blueshifted Excursions (RBEs) and Rapid Redshifted Excursions (RREs), can strongly influence the power-maps. The short and finite lifetime of these events strongly affects all powermaps, potentially influencing the observed power distribution. We show that Doppler-shifted transients like RBEs and RREs that occur ubiquitously, can have a dominant effect on the formation ofthe power halos in the quiet Sun. For magnetic shadows, transients like mottles do not seem to have a significant effect in the power suppression around 3 minutes and wave interaction may play a key role here. Our high cadence observations reveal that flows, waves and shocks manifest in presence of magnetic fields to form a non-linear magnetohydrodynamic system.
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Inverse heat conduction problems (IHCPs) appear in many important scientific and technological fields. Hence analysis, design, implementation and testing of inverse algorithms are also of great scientific and technological interest. The numerical simulation of 2-D and –D inverse (or even direct) problems involves a considerable amount of computation. Therefore, the investigation and exploitation of parallel properties of such algorithms are equally becoming very important. Domain decomposition (DD) methods are widely used to solve large scale engineering problems and to exploit their inherent ability for the solution of such problems.
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This paper addresses the construction and structuring of a technological niche – i.e. a protected space where promising but still underperforming technologies are stabilized and articulated with societal needs – and discusses the processes that influence niche development and may enable niche breakout. In theoretical terms the paper is grounded on the multi-level approach to sustainability transitions, and particularly on the niche literature. But it also attempts to address the limitations of this literature in what concerns the spatial dimension of niche development. It is argued that technological niches can transcend the narrow territorial boundaries to which they are often confined, and encompass communities and actions that span several spatial levels, without losing some territorial embeddedness. It is further proposed that these features shape the niche trajectory and, therefore, need to be explicitly considered by the niche theoretical framework. To address this problem the paper builds on and extends the socio-cognitive perspective to technology development, introducing a further dimension – space – which broadens the concept of technological niche and permits to better capture the complexity of niche behaviour. This extended framework is applied to the case of an emerging renewable energy technology – wave energy - which exhibits a particularly slow and non-linear development trajectory. The empirical analysis starts by examining how an “overall niche space” in wave energy was spatially constructed over time. Then it investigates in greater detail the niche development processes that took place in Portugal, a country that was among the pioneers in the field, and whose actors have been, from very early stages, engaged in the activities conducted at various spatial levels. Through this combined analysis, the paper seeks to understand whether and how niche development is shaped by processes taking place at different spatial levels. More specifically it investigates the interplay between territorial and relational elements in niche development, and how these different dynamics influence the performance of the niche processes and impact on the overall niche trajectory. The results confirm the niche multi-spatial dynamics, showing that it is shaped by the interplay between a niche relational space constructed by actors’ actions and interactions on/across levels, and the territorial effects introduced by these actors’ embeddedness in particular geographical and institutional settings. They contribute to a more precise understanding of the processes that can accelerate or slow down the trajectory of a technological niche. In addition, the results shed some light into the niche activities conducted in/originating from a specific territorial setting - Portugal - offering some insights into the behaviour of key actors and its implications for the positioning of the country in the emerging field, which can be relevant for the formulation of strategies and policies for this area.
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The flow rates of drying and nebulizing gas, heat block and desolvation line temperatures and interface voltage are potential electrospray ionization parameters as they may enhance sensitivity of the mass spectrometer. The conditions that give higher sensitivity of 13 pharmaceuticals were explored. First, Plackett-Burman design was implemented to screen significant factors, and it was concluded that interface voltage and nebulizing gas flow were the only factors that influence the intensity signal for all pharmaceuticals. This fractionated factorial design was projected to set a full 2(2) factorial design with center points. The lack-of-fit test proved to be significant. Then, a central composite face-centered design was conducted. Finally, a stepwise multiple linear regression and subsequently an optimization problem solving were carried out. Two main drug clusters were found concerning the signal intensities of all runs of the augmented factorial design. p-Aminophenol, salicylic acid, and nimesulide constitute one cluster as a result of showing much higher sensitivity than the remaining drugs. The other cluster is more homogeneous with some sub-clusters comprising one pharmaceutical and its respective metabolite. It was observed that instrumental signal increased when both significant factors increased with maximum signal occurring when both codified factors are set at level +1. It was also found that, for most of the pharmaceuticals, interface voltage influences the intensity of the instrument more than the nebulizing gas flowrate. The only exceptions refer to nimesulide where the relative importance of the factors is reversed and still salicylic acid where both factors equally influence the instrumental signal. Graphical Abstract ᅟ.
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Reconstructing the long-term evolution of organic sedimentation in the eastern Equatorial Atlantic (ODP Leg 159) provides information about the history of the climate/ocean system, sediment accumulation, and deposition of hydrocarbon-prone rocks. The recovery of a continuous, 1200 m long sequence at ODP Site 959 covering sediments from Albian (?) to the present day (about 120 Ma) makes this position a key location to study these aspects in a tropical oceanic setting. New high resolution carbon and pyrolysis records identify three main periods of enhanced organic carbon accumulation in the eastern tropical Atlantic, i.e. the late Cretaceous, the Eocene-Oligocene, and the Pliocene-Pleistocene. Formation of Upper Cretaceous black shales off West Africa was closely related to the tectonosedimentary evolution of the semi-isolated Deep Ivorian Basin north of the Côte d'Ivoire-Ghana Transform Margin. Their deposition was confined to certain intervals of the last two Cretaceous anoxic events, the early Turonian OAE2 and the Coniacian-Santonian OAE3. Organic geochemical characteristics of laminated Coniacian-Santonian shales reveal peak organic carbon concentrations of up to 17% and kerogen type I/II organic matter, which qualify them as excellent hydrocarbon source rocks, similar to those reported from other marginal and deep sea basins. A middle to late Eocene high productivity period occurred off equatorial West Africa. Porcellanites deposited during that interval show enhanced total organic carbon (TOC) accumulation and a good hydrocarbon potential associated with oil-prone kerogen. Deposition of these TOC-rich beds was likely related to a reversal in the deep-water circulation in the adjacent Sierra Leone Basin. Accordingly, outflow of old deep waters of Southern Ocean origin from the Sierra Leone Basin into the northern Gulf of Guinea favored upwelling of nutrient-enriched waters and simultaneously enhanced the preservation potential of sedimentary organic matter along the West African continental margin. A pronounced cyclicity in the carbon record of Oligocene-lower Miocene diatomite-chalk interbeds indicates orbital forcing of paleoceanographic conditions in the eastern Equatorial Atlantic since the Oligocene-Miocene transition. A similar control may date back to the early Oligocene but has to be confirmed by further studies. Latest Miocene-early Pliocene organic carbon deposition was closely linked to the evolution of the African trade winds, continental upwelling in the eastern Equatorial Atlantic, ocean chemistry and eustatic sea level fluctuations. Reduction in carbonate carbon preservation associated with enhanced carbon dissolution is recorded in the uppermost Miocene (5.82-5.2 Ma) section and suggests that the latest Miocene carbon record of Site 959 documents the influence of corrosive deep waters which formed in response to the Messinian Salinity Crisis. Furthermore, sea level-related displacement of higher productive areas towards the West African shelf edge is indicated at 5.65, 5.6, 5.55, 5.2, 4.8 Ma. In view of humid conditions in tropical Africa and a strong West African monsoonal system around the Miocene-Pliocene transition, the onset of pronounced TOC cycles at about 5.6 Ma marks the first establishment of upwelling cycles in the northern Gulf of Guinea. An amplification in organic carbon deposition at 3.3 Ma and 2.45 Ma links organic sedimentation in the tropical eastern Equatorial Atlantic to the main steps of northern hemisphere glaciation and testifies to the late Pliocene transition from humid to arid conditions in central and western African climate. Aridification of central Africa around 2.8 Ma is not clearly recorded at Site 959. However, decreased and highly fluctuating carbonate carbon concentrations are observed from 2.85 Ma on that may relate to enhanced terrigenous (eolian) dilution from Africa.