909 resultados para Discrete-time Dynamics
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Thesis (Ph.D.)--University of Washington, 2016-06
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Purpose - To provide an example of the use of system dynamics within the context of a discrete-event simulation study. Design/methodology/approach - A discrete-event simulation study of a production-planning facility in a gas cylinder-manufacturing plant is presented. The case study evidence incorporates questionnaire responses from sales managers involved in the order-scheduling process. Findings - As the project progressed it became clear that, although the discrete-event simulation would meet the objectives of the study in a technical sense, the organizational problem of "delivery performance" would not be solved by the discrete-event simulation study alone. The case shows how the qualitative outcomes of the discrete-event simulation study led to an analysis using the system dynamics technique. The system dynamics technique was able to model the decision-makers in the sales and production process and provide a deeper understanding of the performance of the system. Research limitations/implications - The case study describes a traditional discrete-event simulation study which incorporated an unplanned investigation using system dynamics. Further, case studies using a planned approach to showing consideration of organizational issues in discrete-event simulation studies are required. Then the role of both qualitative data in a discrete-event simulation study and the use of supplementary tools which incorporate organizational aspects may help generate a methodology for discrete-event simulation that incorporates human aspects and so improve its relevance for decision making. Practical implications - It is argued that system dynamics can provide a useful addition to the toolkit of the discrete-event simulation practitioner in helping them incorporate a human aspect in their analysis. Originality/value - Helps decision makers gain a broader perspective on the tools available to them by showing the use of system dynamics to supplement the use of discrete-event simulation. © Emerald Group Publishing Limited.
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Computer simulated trajectories of bulk water molecules form complex spatiotemporal structures at the picosecond time scale. This intrinsic complexity, which underlies the formation of molecular structures at longer time scales, has been quantified using a measure of statistical complexity. The method estimates the information contained in the molecular trajectory by detecting and quantifying temporal patterns present in the simulated data (velocity time series). Two types of temporal patterns are found. The first, defined by the short-time correlations corresponding to the velocity autocorrelation decay times (â‰0.1â€ps), remains asymptotically stable for time intervals longer than several tens of nanoseconds. The second is caused by previously unknown longer-time correlations (found at longer than the nanoseconds time scales) leading to a value of statistical complexity that slowly increases with time. A direct measure based on the notion of statistical complexity that describes how the trajectory explores the phase space and independent from the particular molecular signal used as the observed time series is introduced. © 2008 The American Physical Society.
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Detailed transport studies in plasmas require the solution of the time evolution of many different initial positions of test particles in the phase space of the systems to be investigated. To reduce this amount of numerical work, one would like to replace the integration of the time-continues system with a mapping.
Computational mechanics reveals nanosecond time correlations in molecular dynamics of liquid systems
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Statistical complexity, a measure introduced in computational mechanics has been applied to MD simulated liquid water and other molecular systems. It has been found that statistical complexity does not converge in these systems but grows logarithmically without a limit. The coefficient of the growth has been introduced as a new molecular parameter which is invariant for a given liquid system. Using this new parameter extremely long time correlations in the system undetectable by traditional methods are elucidated. The existence of hundreds of picosecond and even nanosecond long correlations in bulk water has been demonstrated. © 2008 Elsevier B.V. All rights reserved.
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Investigations into the modelling techniques that depict the transport of discrete phases (gas bubbles or solid particles) and model biochemical reactions in a bubble column reactor are discussed here. The mixture model was used to calculate gas-liquid, solid-liquid and gasliquid-solid interactions. Multiphase flow is a difficult phenomenon to capture, particularly in bubble columns where the major driving force is caused by the injection of gas bubbles. The gas bubbles cause a large density difference to occur that results in transient multi-dimensional fluid motion. Standard design procedures do not account for the transient motion, due to the simplifying assumptions of steady plug flow. Computational fluid dynamics (CFD) can assist in expanding the understanding of complex flows in bubble columns by characterising the flow phenomena for many geometrical configurations. Therefore, CFD has a role in the education of chemical and biochemical engineers, providing the examples of flow phenomena that many engineers may not experience, even through experimentation. The performance of the mixture model was investigated for three domains (plane, rectangular and cylindrical) and three flow models (laminar, k-e turbulence and the Reynolds stresses). mThis investigation raised many questions about how gas-liquid interactions are captured numerically. To answer some of these questions the analogy between thermal convection in a cavity and gas-liquid flow in bubble columns was invoked. This involved modelling the buoyant motion of air in a narrow cavity for a number of turbulence schemes. The difference in density was caused by a temperature gradient that acted across the width of the cavity. Multiple vortices were obtained when the Reynolds stresses were utilised with the addition of a basic flow profile after each time step. To implement the three-phase models an alternative mixture model was developed and compared against a commercially available mixture model for three turbulence schemes. The scheme where just the Reynolds stresses model was employed, predicted the transient motion of the fluids quite well for both mixture models. Solid-liquid and then alternative formulations of gas-liquid-solid model were compared against one another. The alternative form of the mixture model was found to perform particularly well for both gas and solid phase transport when calculating two and three-phase flow. The improvement in the solutions obtained was a result of the inclusion of the Reynolds stresses model and differences in the mixture models employed. The differences between the alternative mixture models were found in the volume fraction equation (flux and deviatoric stress tensor terms) and the viscosity formulation for the mixture phase.
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For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.
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We suggest a model for data losses in a single node (memory buffer) of a packet-switched network (like the Internet) which reduces to one-dimensional discrete random walks with unusual boundary conditions. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that for a finite-capacity buffer at the critical point the loss rate exhibits strong fluctuations and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process.
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We report high-resolution real-time measurements of spectrum evolution in a fibre. The proposed method combines optical heterodyning with a technique of spatio-temporal intensity measurements revealing fast spectral dynamics of cavity-based systems.
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Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.
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We present a method to measure in real-time the instantaneous generation spectrum of fiber lasers over consecutive cavity round-trips. © 2015 OSA.
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A new 3D implementation of a hybrid model based on the analogy with two-phase hydrodynamics has been developed for the simulation of liquids at microscale. The idea of the method is to smoothly combine the atomistic description in the molecular dynamics zone with the Landau-Lifshitz fluctuating hydrodynamics representation in the rest of the system in the framework of macroscopic conservation laws through the use of a single "zoom-in" user-defined function s that has the meaning of a partial concentration in the two-phase analogy model. In comparison with our previous works, the implementation has been extended to full 3D simulations for a range of atomistic models in GROMACS from argon to water in equilibrium conditions with a constant or a spatially variable function s. Preliminary results of simulating the diffusion of a small peptide in water are also reported.