Thermal Noise Behavior of the Bridge Circuit

This paper considers a connection between the deterministic and noisy behavior of nonlinear networks. Specifically, a particular bridge circuit is examined which has two possibly nonlinear energy storage elements. By proper choice of the constitutive relations for the network elements, the deterministic terminal behavior reduces to that of a single linear resistor. This reduction of the deterministic terminal behavior, in which a natural frequency of a linear circuit does not appear in the driving-point impedance, has been shown in classical circuit theory books (e.g. [1, 2]). The paper shows that, in addition to the reduction of the deterministic behavior, the thermal noise at the terminals of the network, arising from the usual Nyquist-Johnson noise model associated with each resistor in the network, is also exactly that of a single linear resistor. While this result for the linear time-invariant (LTI) case is a direct consequence of a well-known result for RLC circuits, the nonlinear result is novel. We show that the terminal noise current is precisely that predicted by the Nyquist-Johnson model for R if the driving voltage is zero or constant, but not if the driving voltage is time-dependent or the inductor and capacitor are time-varying

Transmission delays in residual computation

The design of control, estimation or diagnosis algorithms most often assumes that all available process variables represent the system state at the same instant of time. However, this is never true in current network systems, because of the unknown deterministic or stochastic transmission delays introduced by the communication network. During the diagnosing stage, this will often generate false alarms. Under nominal operation, the different transmission delays associated with the variables that appear in the computation form produce discrepancies of the residuals from zero. A technique aiming at the minimisation of the resulting false alarms rate, that is based on the explicit modelling of communication delays and on their best-case estimation is proposed

Modelo telegráfico de valoración de opciones

En este trabajo construimos un modelo de mercado financiero basado en un proceso telegráfico más un proceso de saltos para la valoración de opciones Europeas. Vamos a asumir que el tamaño de los saltos es constante y después que es aleatorio, en ambos casos estos saltos ocurren cuando la tendencia del mercado cambia. Estos modelos capturan la dinámica del mercado en periodos con presencia de ciclos financieros. Mostraremos la estructura del conjunto de medidas neutrales al riesgo, además, de fórmulas explícitas para los precios de las opciones Europeas de venta y compra.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Business cycle asymmentries: An investment cost approach

In this paper, investment cost asymmetry is introduced in order to test wheter this kind of asymmetry can account for asymmetries in business cycles. By using a smooth transition function, asymmetric investment cost is modeled and introduced in a canonical RBC model. Simulations of the model with Perturbations Method (PM) are very close to simulations through Parameterized Expectations Algorithm (PEA), which allows the use of the former for the sake of time reduction and computational costs. Both symmetric and asymmetric models were simulated and compared. Deterministic and stochastic impulse-response excersices revealed that it is possible to adequately reproduce asymmetric business cycles by modeling asymmetric investment costs. Simulations also showed that higher order moments are insu_cient to detect asymmetries. Instead, methods such as Generalized Impulse Response Analysis (GIRA) and Nonlinear Econometrics prove to be more e_cient diagnostic tools.

Application of cognitive diagnosis models to competency-based situational judgment tests

Resumen tomado de la publicaci??n

A Monte Carlo method for accelerating the computation of animated radiosity sequences

Realistic rendering animation is known to be an expensive processing task when physically-based global illumination methods are used in order to improve illumination details. This paper presents an acceleration technique to compute animations in radiosity environments. The technique is based on an interpolated approach that exploits temporal coherence in radiosity. A fast global Monte Carlo pre-processing step is introduced to the whole computation of the animated sequence to select important frames. These are fully computed and used as a base for the interpolation of all the sequence. The approach is completely view-independent. Once the illumination is computed, it can be visualized by any animated camera. Results present significant high speed-ups showing that the technique could be an interesting alternative to deterministic methods for computing non-interactive radiosity animations for moderately complex scenarios

Les grans infrastructures de transport i el desenvolupament de la ciutat mitjana. El Tren d'Alta Velocitat a les ciutats de Lleida, Avinyó i Novara

L'objectiu central de la tesi és estudiar els processos que permeten aconseguir un desenvolupament local a llarg termini de les ciutats mitjanes a partir de la implantació d'una gran infrastructura com el Tren d'Alta Velocitat (TAV). Es parteix de la hipòtesi que el desenvolupament local urbà a partir del TAV depèn de factors objectius i de factors subjectius (dels subjectes), uns factors que prenen una forma particular en el desenvolupament de les ciutats mitjanes. La tesi es divideix en una primera part teòrica i segona de més aplicada. Diversos autors han arribat a la conclusió que la relació tradicional que s'ha donat entre les infrastructures de transport i territori parteix d'uns paradigmes deterministes, que s'exemplifiquen amb una relació de "causa-efecte". Per aquest motiu, s'han criticat els estudis sobre els efectes socioeconòmics de les infrastructures de transport, així com el mateix concepte d'"efecte". Aquesta crítica es repeteix els estudis sobre el TAV i les ciutats mitjanes, que arriben a la conclusió que el desenvolupament econòmic no és un fet automàtic i que no es poden predir les conseqüències a mig i llarg termini del TAV. El desenvolupament local a partir del TAV, doncs, estaria relacionat amb tres elements principals. En primer lloc, entendre que la ciutat -i el territori- és un fenomen complex i, com a tal, cal abordar-lo des de la teoria dels sistemes complexos. En segon lloc, la gran infrastructura ha de convertir-se en un recurs endogen (interconnexió amb la xarxa local d'actors i territorialització en el milieu de la ciutat) per a que pugui contribuir al desenvolupament. En tercer lloc, la dinàmica de governance dels actors és primordial, i es divideix en la gestió interna de la xarxa local (projecte local) i la gestió multinivell de les administracions. En base als referents teòrics, es construeix una metodologia per avaluar el grau de desenvolupament local que ha comportat el TAV en tres ciutats mitjanes de l'arc mediterrani europeu, Lleida, Avinyó i Novara, situades respectivament a Espanya, França i Itàlia. La metodologia preveu l'estudi d'aspectes tècnics de la ciutat com els de transport (Posició territorial de la ciutat a partir del TAV, Característiques de l'estació TAV), urbanístics (Model urbanístic a escala municipal/urbana, Model urbanístic a escala de l'estació) i econòmics (Diferents projectes econòmics de la ciutat relacionats amb el TAV). També preveu l'estudi d'aspectes organitzatius externs (Els agents supralocals i els seus projectes, Grau de conflictivitat i cooperació en les relacions dels agents locals i supralocals) i interns (Capacitat de creació d'un projecte de ciutat a partir del TAV, Agents que participen en el projecte local i la seva dinàmica, Àmbit territorial dels projectes). Finalment s'efectua una avaluació del procés i dels resultats del desenvolupament local. Com a conclusió es demostra que el procés de desenvolupament local a partir de les grans infrastructures de transport depèn, en bon part, de la capacitat de governance. Depèn, per un cantó, de la capacitat dels agents locals d'elaborar un projecte de desenvolupament i liderar unes estratègies d'aprofitament i, de l'altre, de la capacitat dels agents del territori (estatals, regionals, locals) de crear aliances i cooperació per planificar la infrastructura de transport. Finalment es presenten un seguit de recomanacions a les ciutats que volen planificar l'arribada del TAV per a que contribueixi a un desenvolupament amb les característiques d'eficàcia, sostenibilitat, productivitat i equitat.

Modelling, control and supervision for a class of hybrid systems

The aim of this thesis is to narrow the gap between two different control techniques: the continuous control and the discrete event control techniques DES. This gap can be reduced by the study of Hybrid systems, and by interpreting as Hybrid systems the majority of large-scale systems. In particular, when looking deeply into a process, it is often possible to identify interaction between discrete and continuous signals. Hybrid systems are systems that have both continuous, and discrete signals. Continuous signals are generally supposed continuous and differentiable in time, since discrete signals are neither continuous nor differentiable in time due to their abrupt changes in time. Continuous signals often represent the measure of natural physical magnitudes such as temperature, pressure etc. The discrete signals are normally artificial signals, operated by human artefacts as current, voltage, light etc. Typical processes modelled as Hybrid systems are production systems, chemical process, or continuos production when time and continuous measures interacts with the transport, and stock inventory system. Complex systems as manufacturing lines are hybrid in a global sense. They can be decomposed into several subsystems, and their links. Another motivation for the study of Hybrid systems is the tools developed by other research domains. These tools benefit from the use of temporal logic for the analysis of several properties of Hybrid systems model, and use it to design systems and controllers, which satisfies physical or imposed restrictions. This thesis is focused in particular types of systems with discrete and continuous signals in interaction. That can be modelled hard non-linealities, such as hysteresis, jumps in the state, limit cycles, etc. and their possible non-deterministic future behaviour expressed by an interpretable model description. The Hybrid systems treated in this work are systems with several discrete states, always less than thirty states (it can arrive to NP hard problem), and continuous dynamics evolving with expression: with Ki ¡ Rn constant vectors or matrices for X components vector. In several states the continuous evolution can be several of them Ki = 0. In this formulation, the mathematics can express Time invariant linear system. By the use of this expression for a local part, the combination of several local linear models is possible to represent non-linear systems. And with the interaction with discrete events of the system the model can compose non-linear Hybrid systems. Especially multistage processes with high continuous dynamics are well represented by the proposed methodology. Sate vectors with more than two components, as third order models or higher is well approximated by the proposed approximation. Flexible belt transmission, chemical reactions with initial start-up and mobile robots with important friction are several physical systems, which profits from the benefits of proposed methodology (accuracy). The motivation of this thesis is to obtain a solution that can control and drive the Hybrid systems from the origin or starting point to the goal. How to obtain this solution, and which is the best solution in terms of one cost function subject to the physical restrictions and control actions is analysed. Hybrid systems that have several possible states, different ways to drive the system to the goal and different continuous control signals are problems that motivate this research. The requirements of the system on which we work is: a model that can represent the behaviour of the non-linear systems, and that possibilities the prediction of possible future behaviour for the model, in order to apply an supervisor which decides the optimal and secure action to drive the system toward the goal. Specific problems can be determined by the use of this kind of hybrid models are: - The unity of order. - Control the system along a reachable path. - Control the system in a safe path. - Optimise the cost function. - Modularity of control The proposed model solves the specified problems in the switching models problem, the initial condition calculus and the unity of the order models. Continuous and discrete phenomena are represented in Linear hybrid models, defined with defined eighth-tuple parameters to model different types of hybrid phenomena. Applying a transformation over the state vector : for LTI system we obtain from a two-dimensional SS a single parameter, alpha, which still maintains the dynamical information. Combining this parameter with the system output, a complete description of the system is obtained in a form of a graph in polar representation. Using Tagaki-Sugeno type III is a fuzzy model which include linear time invariant LTI models for each local model, the fuzzyfication of different LTI local model gives as a result a non-linear time invariant model. In our case the output and the alpha measure govern the membership function. Hybrid systems control is a huge task, the processes need to be guided from the Starting point to the desired End point, passing a through of different specific states and points in the trajectory. The system can be structured in different levels of abstraction and the control in three layers for the Hybrid systems from planning the process to produce the actions, these are the planning, the process and control layer. In this case the algorithms will be applied to robotics ¡V a domain where improvements are well accepted ¡V it is expected to find a simple repetitive processes for which the extra effort in complexity can be compensated by some cost reductions. It may be also interesting to implement some control optimisation to processes such as fuel injection, DC-DC converters etc. In order to apply the RW theory of discrete event systems on a Hybrid system, we must abstract the continuous signals and to project the events generated for these signals, to obtain new sets of observable and controllable events. Ramadge & Wonham¡¦s theory along with the TCT software give a Controllable Sublanguage of the legal language generated for a Discrete Event System (DES). Continuous abstraction transforms predicates over continuous variables into controllable or uncontrollable events, and modifies the set of uncontrollable, controllable observable and unobservable events. Continuous signals produce into the system virtual events, when this crosses the bound limits. If this event is deterministic, they can be projected. It is necessary to determine the controllability of this event, in order to assign this to the corresponding set, , controllable, uncontrollable, observable and unobservable set of events. Find optimal trajectories in order to minimise some cost function is the goal of the modelling procedure. Mathematical model for the system allows the user to apply mathematical techniques over this expression. These possibilities are, to minimise a specific cost function, to obtain optimal controllers and to approximate a specific trajectory. The combination of the Dynamic Programming with Bellman Principle of optimality, give us the procedure to solve the minimum time trajectory for Hybrid systems. The problem is greater when there exists interaction between adjacent states. In Hybrid systems the problem is to determine the partial set points to be applied at the local models. Optimal controller can be implemented in each local model in order to assure the minimisation of the local costs. The solution of this problem needs to give us the trajectory to follow the system. Trajectory marked by a set of set points to force the system to passing over them. Several ways are possible to drive the system from the Starting point Xi to the End point Xf. Different ways are interesting in: dynamic sense, minimum states, approximation at set points, etc. These ways need to be safe and viable and RchW. And only one of them must to be applied, normally the best, which minimises the proposed cost function. A Reachable Way, this means the controllable way and safe, will be evaluated in order to obtain which one minimises the cost function. Contribution of this work is a complete framework to work with the majority Hybrid systems, the procedures to model, control and supervise are defined and explained and its use is demonstrated. Also explained is the procedure to model the systems to be analysed for automatic verification. Great improvements were obtained by using this methodology in comparison to using other piecewise linear approximations. It is demonstrated in particular cases this methodology can provide best approximation. The most important contribution of this work, is the Alpha approximation for non-linear systems with high dynamics While this kind of process is not typical, but in this case the Alpha approximation is the best linear approximation to use, and give a compact representation.

Socio-cultural visions of interactivity within Museums

The ideas on which this paper is based are drawn from my thesis “Interactivity in Museums. A Relationship Building Perspective” written in 2007 for the fulfillment of the Master Degree in Museology at the Reinwardt Academy in Amsterdam. The main arguments are that the notion of Interactivity conceptualized within a technological orientation coupled with the pedagogic approach of mere information transmission need to be reconsidered; that Interactivity in museums is a conception both misinterpreted and under-implemented; and that the problems of understanding Interactivity will resolve by identifying the aspects which define Interactivity and most importantly focus on why they matter in a broader socio-cultural context within museums. Without an intention to attribute all the developments and advances associated with new museological practice, in some deterministic way, solely to politics and economic change, I argue that the new strategies adopted by museums towards progression and broader accessibility –at least regarding interactivity, seem to be linked more with a dominant commercialization of culture and education, than with a belief towards an effect on social change through the promotion of social interaction within a pluralistic and multicultural society, acknowledging the diversity of nature, opinion and practices, which can be combined instead of contrasting each other.

Population Assessment of an Endangered Shorebird: the Piping Plover (Charadrius melodus melodus) in Eastern Canada

Small, at-risk populations are those for which accurate demographic information is most crucial to conservation and recovery, but also where data collection is constrained by logistical challenges and small sample sizes. Migratory animals in particular may experience a wide range of threats to survival and reproduction throughout each annual cycle, and identification of life stages most critical to persistence may be especially difficult for these populations. The endangered eastern Canadian breeding population of Piping Plover (Charadrius melodus melodus) was estimated at only 444 adults in 2005, and extensive effort has been invested in conservation activities, reproductive monitoring, and marking of individual birds, providing a comprehensive data set on population dynamics since 1998. We used these data to build a matrix projection model for two Piping Plover population segments that nest in eastern Canada in order to estimate both deterministic and stochastic rates of population growth (λd and λs, respectively). Annual population censuses suggested moderate growth in abundance between 1998–2003, but vital rate estimates indicated that this temporary growth may be replaced by declines in the long term, both in southern Nova Scotia (λd = 1.0043, λs = 0.9263) and in the Gulf of St. Lawrence (λd = 0.9651, λs = 0.8214). Nonetheless, confidence intervals on λ estimates were relatively wide, highlighting remaining uncertainty in future population trajectories. Differences in projected growth between regions appear to be driven by low estimated juvenile post-fledging survival in the Gulf, but threats to juveniles of both population segments following departure from nesting beaches remain unidentified. Similarly, λ in both population segments was particularly sensitive to changes in adult survival as expected for most migratory birds, but very little is understood about the threats to Piping Plover survival during migration and overwintering. Consequently, we suggest that future recovery efforts for these and other vulnerable migrants should quantify and manage the largely unknown sources of both adult and juvenile mortality during non-breeding seasons while maintaining current levels of nesting habitat protection.

Storm tracking and ensemble prediction

The prediction of extratropical cyclones by the European Centre for Medium Range Weather Forecasts (ECMWF) and the National Centers for Environmental Prediction (NCEP) Ensemble Prediction Systems (EPS) is investigated using a storm-tracking forecast verifica-tion methodology. The cyclones are identified and tracked along the forecast trajectories so that statistics can be generated to determine the rate at which the position and intensity of the forecasted cyclones diverge from the corresponding analysed cyclones with forecast time. Overall the ECMWF EPS has a slightly higher level of performance than the NCEP EPS. However, in the southern hemisphere the NCEP EPS has a slightly higher level of skill for the intensity of the storms. The results from both EPS indicate a higher level of predictive skill for the position of extratropical cyclones than their intensity and show that there is a larger spread in intensity than position. The results also illustrate several benefits an EPS can offer over a deterministic forecast.

Comparison of stochastic parametrization approaches in a single-column model

We discuss and test the potential usefulness of single-column models (SCMs) for the testing of stchastic physics schemes that have been proposed for use in general circulation models (GCMs). We argue that although single column tests cannot be definitive in exposing the full behaviour of a stochastic method in the full GCM, and although there are differences between SCM testing of deterministic and stochastic methods, nonetheless SCM testing remains a useful tool. It is necessary to consider an ensemble of SCM runs produced by the stochastic method. These can be usefully compared to deterministic ensembles describing initial condition uncertainty and also to combinations of these (with structural model changes) into poor man's ensembles. The proposed methodology is demonstrated using an SCM experiment recently developed by the GCSS community, simulating the transitions between active and suppressed periods of tropical convection.

A stochastic parameterization for deep convection based on equilibrium statistics

A stochastic parameterization scheme for deep convection is described, suitable for use in both climate and NWP models. Theoretical arguments and the results of cloud-resolving models, are discussed in order to motivate the form of the scheme. In the deterministic limit, it tends to a spectrum of entraining/detraining plumes and is similar to other current parameterizations. The stochastic variability describes the local fluctuations about a large-scale equilibrium state. Plumes are drawn at random from a probability distribution function (pdf) that defines the chance of finding a plume of given cloud-base mass flux within each model grid box. The normalization of the pdf is given by the ensemble-mean mass flux, and this is computed with a CAPE closure method. The characteristics of each plume produced are determined using an adaptation of the plume model from the Kain-Fritsch parameterization. Initial tests in the single column version of the Unified Model verify that the scheme is effective in producing the desired distributions of convective variability without adversely affecting the mean state.

Sudden stratospheric warmings as noise-induced transitions

Sudden stratospheric warmings (SSWs) are usually considered to be initiated by planetary wave activity. Here it is asked whether small-scale variability (e.g., related to gravity waves) can lead to SSWs given a certain amount of planetary wave activity that is by itself not sufficient to cause a SSW. A highly vertically truncated version of the Holton–Mass model of stratospheric wave–mean flow interaction, recently proposed by Ruzmaikin et al., is extended to include stochastic forcing. In the deterministic setting, this low-order model exhibits multiple stable equilibria corresponding to the undisturbed vortex and SSW state, respectively. Momentum forcing due to quasi-random gravity wave activity is introduced as an additive noise term in the zonal momentum equation. Two distinct approaches are pursued to study the stochastic system. First, the system, initialized at the undisturbed state, is numerically integrated many times to derive statistics of first passage times of the system undergoing a transition to the SSW state. Second, the Fokker–Planck equation corresponding to the stochastic system is solved numerically to derive the stationary probability density function of the system. Both approaches show that even small to moderate strengths of the stochastic gravity wave forcing can be sufficient to cause a SSW for cases for which the deterministic system would not have predicted a SSW.