Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Short-time stability in linear time-varying systems.

"SFOSR 748."

Valence-tautomeric RbMnFe Prussian blue analogues:composition and time stability investigation

Three different stoichiometric forms of RbMn[Fe(CN) ]y·zHO [x = 0.96, y = 0.98, z = 0.75 (1); x = 0.94, y = 0.88, z = 2.17 (2); x = 0.61, y = 0.86, z = 2.71 (3)] Prussian blue analogues were synthesized and investigated by magnetic, calorimetric, Raman spectroscopic, X-ray diffraction, and Fe Mössbauer spectroscopic methods. Compounds 1 and 2 show a hysteresis loop between the high-temperature (HT) Fe(S = 1/2)-CN-Mn(S = 5/2) and the low-temperature (LT) Fe(S = 0)-CN-Mn(S = 2) forms of 61 and 135 K width centered at 273 and 215 K, respectively, whereas the third compound remains in the HT phase down to 5 K. The splitting of the quadrupolar doublets in the Fe Mössbauer spectra reveal the electron-transfer-active centers. Refinement of the X-ray powder diffraction profiles shows that electron-transfer-active materials have the majority of the Rb ions on only one of the two possible interstitial sites, whereas nonelectron-transfer-active materials have the Rb ions equally distributed. Moreover, the stability of the compounds with time and following heat treatment is also discussed. © Wiley-VCH Verlag GmbH & Co. KGaA, 2009.

Eating behaviours of preadolescent children over time:stability, continuity and the moderating role of perceived parental feeding practices

The links between childhood eating behaviours and parental feeding practices are well-established in younger children, but there is a lack of research examining these variables in a preadolescent age group, particularly from the child's perspective, and longitudinally. This study firstly aimed to examine the continuity and stability of preadolescent perceptions of their parents' controlling feeding practices (pressure to eat and restriction) over a 12 month period. The second aim was to explore if perceptions of parental feeding practices moderated the relationship between preadolescents' eating behaviours longitudinally. Two hundred and twenty nine preadolescents (mean age at recruitment 8.73 years) completed questionnaires assessing their eating behaviours and their perceptions of parental feeding practices at two time points, 12 months apart (T1 and T2). Preadolescents' perceptions of their parental feeding practices remained stable. Perceptions of restriction and pressure to eat were continuous. Perceptions of parental pressure to eat and restriction significantly moderated the relationships between eating behaviours at T1 and T2. The findings from this study suggest that in a preadolescent population, perceptions of parental pressure to eat and restriction of food may exacerbate the development of problematic eating behaviours.

Finite time extinction for nonlinear fractional evolution equations and related properties

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Finite time extinction for nonlinear fractional evolution equations and related properties.

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Rock slope stability analyses using extreme learning neural network and terminal steepest descent algorithm

The analysis of rock slope stability is a classical problem for geotechnical engineers. However, for practicing engineers, proper software is not usually user friendly, and additional resources capable of providing information useful for decision-making are required. This study developed a convenient tool that can provide a prompt assessment of rock slope stability. A nonlinear input-output mapping of the rock slope system was constructed using a neural network trained by an extreme learning algorithm. The training data was obtained by using finite element upper and lower bound limit analysis methods. The newly developed techniques in this study can either estimate the factor of safety for a rock slope or obtain the implicit parameters through back analyses. Back analysis parameter identification was performed using a terminal steepest descent algorithm based on the finite-time stability theory. This algorithm not only guarantees finite-time error convergence but also achieves exact zero convergence, unlike the conventional steepest descent algorithm in which the training error never reaches zero.

Robust fault-tolerant leader-follower control of four-wheel-steering mobile robots using terminal sliding mode

This paper addresses the actuator failure compensation problem of non-linear fourwheel-steering mobile robots based on vehicle kinematics, undergoing both known and unknown failures causing degenerated steering performance or wheels stuck at some observable angles. Terminal sliding mode control technique is used to guarantee the tracking stability infinite time with the presence of actuator fault. Simulation results are given to illustrate the effectiveness of the proposed control scheme. © Institution of Engineers Australia 2012.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.

Quantification of stability in an agility drill using linear and nonlinear measures of variability

This study implemented linear and nonlinear methods of measuring variability to determine differences in stability of two groups of skilled (n = 10) and unskilled (n = 10) participants performing 3m forward/backward shuttle agility drill. We also determined whether stability measures differed between the forward and backward segments of the drill. Finally, we sought to investigate whether local dynamic stability, measured using largest finite-time Lyapunov exponents, changed from distal to proximal lower extremity segments. Three-dimensional coordinates of five lower extremity markers data were recorded. Results revealed that the Lyapunov exponents were lower (P < 0.05) for skilled participants at all joint markers indicative of higher levels of local dynamic stability. Additionally, stability of motion did not differ between forward and backward segments of the drill (P > 0.05), signifying that almost the same control strategy was used in forward and backward directions by all participants, regardless of skill level. Furthermore, local dynamic stability increased from distal to proximal joints (P < 0.05) indicating that stability of proximal segments are prioritized by the neuromuscular control system. Finally, skilled participants displayed greater foot placement standard deviation values (P < 0.05), indicative of adaptation to task constraints. The results of this study provide new methods for sport scientists, coaches to characterize stability in agility drill performance.

A maximum principle for infinite time asymptotically stable impulsive dynamic control systems

We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary conditions of optimality in the form of a maximum principle for which the boundary condition of the adjoint variable is such that non-degeneracy due to the fact that the time horizon is infinite is ensured. These conditions are given for conventional systems in a first instance and then for impulsive control problems. They are proved by considering a family of approximating auxiliary interval conventional (without impulses) optimal control problems defined on an increasing sequence of finite time intervals. As far as we know, results of this kind have not been derived previously. © 2010 IFAC.

The impact of healing time before loading on orthodontic mini-implant stability: a histomophometric study in minipigs

Objective: To evaluate healing time before loading, areas compression and tension and location of insertion on mini-implant stability. Design: Six minipigs were used. Each animal received 3 mini-implants in each quadrant: 1 mini-implant was used as an unloaded control (G1, n = 24); the other 2 were loaded with 150 g-force at three time intervals (G2: immediate loading, G3: after 15 days and G4: after 30 days), with 16 mini-implant in each experimental group. After 120 days, tissue blocks of the areas of interest were harvested. Clinical analysis (exact Fisher test) determined the survival rate. Histological analysis (Kontron KS 300TM, Zeiss) quantified the fractional bone-toimplant contact (%BIC) and bone area (%BA) at each healing time point, areas of interest, and insertion site (ANOVA and t tests for dependent and independent samples). Results: The mini-implant survival rates were G1: 71%, G2: 50%, G3: 75% and G4: 63%, with no statistical differences between them. The groups presented similar %BIC and %BA. There were no differences between the compression and tension sides or maxillary and mandibular insertion sites. Conclusions: These results suggest that low-intensity immediate or early orthodontic loading does not affect mini-implant stability, because similar histomorphometric results were observed for all the groups, with partial osseointegration of the mini-implants present.

A direct adaptive neural command controller design for an unstable helicopter

This paper presents an off-line (finite time interval) and on-line learning direct adaptive neural controller for an unstable helicopter. The neural controller is designed to track pitch rate command signal generated using the reference model. A helicopter having a soft inplane four-bladed hingeless main rotor and a four-bladed tail rotor with conventional mechanical controls is used for the simulation studies. For the simulation study, a linearized helicopter model at different straight and level flight conditions is considered. A neural network with a linear filter architecture trained using backpropagation through time is used to approximate the control law. The controller network parameters are adapted using updated rules Lyapunov synthesis. The off-line trained (for finite time interval) network provides the necessary stability and tracking performance. The on-line learning is used to adapt the network under varying flight conditions. The on-line learning ability is demonstrated through parameter uncertainties. The performance of the proposed direct adaptive neural controller (DANC) is compared with feedback error learning neural controller (FENC).

Theoretical Description of Time-Resolved Photoemission Spectroscopy: Application to Pump-Probe Experiments

The theory for time-resolved, pump-probe, photoemission spectroscopy and other pump-probe experiments is developed. The formal development is completely general, incorporating all of the nonequilibrium effects of the pump pulse and the finite time width of the probe pulse, and including possibilities for taking into account band structure and matrix element effects, surface states, and the interaction of the photoexcited electrons with the system leading to corrections to the sudden approximation. We also illustrate the effects of windowing that arise from the finite width of the probe pulse in a simple model system by assuming the quasiequilibrium approximation.

Efficient probabilistic contingency analysis through a stability measure considering wind perturbation

The integration of stochastic wind power has accentuated a challenge for power system stability assessment. Since the power system is a time-variant system under wind generation fluctuations, pure time-domain simulations are difficult to provide real-time stability assessment. As a result, the worst-case scenario is simulated to give a very conservative assessment of system transient stability. In this study, a probabilistic contingency analysis through a stability measure method is proposed to provide a less conservative contingency analysis which covers 5-min wind fluctuations and a successive fault. This probabilistic approach would estimate the transfer limit of a critical line for a given fault with stochastic wind generation and active control devices in a multi-machine system. This approach achieves a lower computation cost and improved accuracy using a new stability measure and polynomial interpolation, and is feasible for online contingency analysis.