Memory and burstiness in dynamic networks

A discrete-time random process is described, which can generate bursty sequences of events. A Bernoulli process, where the probability of an event occurring at time t is given by a fixed probability x, is modified to include a memory effect where the event probability is increased proportionally to the number of events that occurred within a given amount of time preceding t. For small values of x the interevent time distribution follows a power law with exponent −2−x. We consider a dynamic network where each node forms, and breaks connections according to this process. The value of x for each node depends on the fitness distribution, \rho(x), from which it is drawn; we find exact solutions for the expectation of the degree distribution for a variety of possible fitness distributions, and for both cases where the memory effect either is, or is not present. This work can potentially lead to methods to uncover hidden fitness distributions from fast changing, temporal network data, such as online social communications and fMRI scans.

Identification of fractional-order transfer functions using a step excitation

This brief proposes a new method for the identification of fractional order transfer functions based on the time response resulting from a single step excitation. The proposed method is applied to the identification of a three-dimensional RC network, which can be tailored in terms of topology and composition to emulate real time systems governed by fractional order dynamics. The results are in excellent agreement with the actual network response, yet the identification procedure only requires a small number of coefficients to be determined, demonstrating that the fractional order modelling approach leads to very parsimonious model formulations.

The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Fractal structures in nonlinear plasma physics

Fractal structures appear in many situations related to the dynamics of conservative as well as dissipative dynamical systems, being a manifestation of chaotic behaviour. In open area-preserving discrete dynamical systems we can find fractal structures in the form of fractal boundaries, associated to escape basins, and even possessing the more general property of Wada. Such systems appear in certain applications in plasma physics, like the magnetic field line behaviour in tokamaks with ergodic limiters. The main purpose of this paper is to show how such fractal structures have observable consequences in terms of the transport properties in the plasma edge of tokamaks, some of which have been experimentally verified. We emphasize the role of the fractal structures in the understanding of mesoscale phenomena in plasmas, such as electromagnetic turbulence.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

QoS Evaluation of BandwidthSchedulers in IPTV Networks OfferedSRD Fluid Video Traffic

Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB).IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth datatransmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] First, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one incontinuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be include CAC, traffic policing used for traffic control.QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator andanalytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

QoS evaluation of Bandwidth Schedulers in IPTV Networks Offered SRD Fluid Video Traffic

Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB). IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth data transmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] first, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one in continuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be including CAC, traffic policing used for traffic control. QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator and analytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

On a uniform turnpike of the third kind in the Robinson-Solow-Srinivasan model

On using McKenzie’s taxonomy of optimal accumulation in the longrun, we report a “uniform turnpike” theorem of the third kind in a model original to Robinson, Solow and Srinivasan (RSS), and further studied by Stiglitz. Our results are presented in the undiscounted, discrete-time setting emphasized in the recent work of Khan-Mitra, and they rely on the importance of strictly concave felicity functions, or alternatively, on the value of a “marginal rate of transformation”, ξσ, from one period to the next not being unity. Our results, despite their specificity, contribute to the methodology of intertemporal optimization theory, as developed in economics by Ramsey, von Neumann and their followers.

Phase transition of demand explained by the heterogeneity of consumers' intrinsic preferences

In 1991 Gary S. Becker presented A Note on Restaurant Pricing and Other Examples of Social In uences on Price explaining why many successful restaurants, plays, sporting events, and other activities do not raise their prices even with persistent excess demand. The main reason for this is due to the discontinuity of stable demands, which is explained in Becker's (1991) analysis. In the present paper we construct a discrete time stochastic model of socially interacting consumers deciding for one of two establishments. With this model we show that the discontinuity of stable demands, proposed by Gary S. Becker, depends crucially on an additional factor: the dispersion of the consumers' intrinsic preferences for the establishments.

Estimação do desconto de reequilíbrio ótimo em concessões rodoviárias através da metodologia das opções reais

Este trabalho propõe um novo modelo para avaliação, em tempo discreto, do desconto de reequilíbrio em contratos de concessão rodoviária, a partir de conceitos da Teoria Clássica de Finanças e da Teoria de Opções Reais. O modelo desenvolvido permitiu incorporar flexibilidades decorrentes de incertezas nas situações reais, como decisões gerenciais, vieses de comportamento e componentes políticos, comumente presentes em contratos de concessões rodoviária. Os resultados obtidos, utilizando-se como estudo de caso a BR-262, sinalizaram que há espaço para uma melhor intervenção regulatória com relação ao mecanismo do desconto de reequilíbrio, no sentido de prover melhores incentivos aos concessionários.

Method of numerical correction of errors occasioned by delay of records during the monitoring of environmental variables of interest for animal production

As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.

Metodologia para modelagem, validação e programação de controladores lógicos industriais usando statecharts básicos

Due of industrial informatics several attempts have been done to develop notations and semantics, which are used for classifying and describing different kind of system behavior, particularly in the modeling phase. Such attempts provide the infrastructure to resolve some real problems of engineering and construct practical systems that aim at, mainly, to increase the productivity, quality, and security of the process. Despite the many studies that have attempted to develop friendly methods for industrial controller programming, they are still programmed by conventional trial-and-error methods and, in practice, there is little written documentation on these systems. The ideal solution would be to use a computational environment that allows industrial engineers to implement the system using high-level language and that follows international standards. Accordingly, this work proposes a methodology for plant and control modelling of the discrete event systems that include sequential, parallel and timed operations, using a formalism based on Statecharts, denominated Basic Statechart (BSC). The methodology also permits automatic procedures to validate and implement these systems. To validate our methodology, we presented two case studies with typical examples of the manufacturing sector. The first example shows a sequential control for a tagged machine, which is used to illustrated dependences between the devices of the plant. In the second example, we discuss more than one strategy for controlling a manufacturing cell. The model with no control has 72 states (distinct configurations) and, the model with sequential control generated 20 different states, but they only act in 8 distinct configurations. The model with parallel control generated 210 different states, but these 210 configurations act only in 26 distinct configurations, therefore, one strategy control less restrictive than previous. Lastly, we presented one example for highlight the modular characteristic of our methodology, which it is very important to maintenance of applications. In this example, the sensors for identifying pieces in the plant were removed. So, changes in the control model are needed to transmit the information of the input buffer sensor to the others positions of the cell

Processamento embarcado aplicado a um sistema de deteccão de vazamentos

Embedded systems are widely spread nowadays. An example is the Digital Signal Processor (DSP), which is a high processing power device. This work s contribution consist of exposing DSP implementation of the system logic for detecting leaks in real time. Among the various methods of leak detection available today this work uses a technique based on the pipe pressure analysis and usesWavelet Transform and Neural Networks. In this context, the DSP, in addition to do the pressure signal digital processing, also communicates to a Global Positioning System (GPS), which helps in situating the leak, and to a SCADA, sharing information. To ensure robustness and reliability in communication between DSP and SCADA the Modbus protocol is used. As it is a real time application, special attention is given to the response time of each of the tasks performed by the DSP. Tests and leak simulations were performed using the structure of Laboratory of Evaluation of Measurement in Oil (LAMP), at Federal University of Rio Grande do Norte (UFRN)

On relaxed LMI-based design for fuzzy controllers

Relaxed conditions for stability of nonlinear continuous-time systems given by fuzzy models axe presented. A theoretical analysis shows that the proposed method provides better or at least the same results of the methods presented in the literature. Digital simulations exemplify this fact. This result is also used for fuzzy regulators design. The nonlinear systems are represented by fuzzy models proposed by Takagi and Sugeno. The stability analysis and the design of controllers axe described by LMIs (Linear Matrix Inequalities), that can be solved efficiently using convex programming techniques.

Frequency synthesizer using a hybrid analog/digital loop filter: A low complexity approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)