A rate and state friction law for saline ice

Sea ice friction models are necessary to predict the nature of interactions between sea ice floes. These interactions are of interest on a range of scales, for example, to predict loads on engineering structures in icy waters or to understand the basin-scale motion of sea ice. Many models use Amonton's friction law due to its simplicity. More advanced models allow for hydrodynamic lubrication and refreezing of asperities; however, modeling these processes leads to greatly increased complexity. In this paper we propose, by analogy with rock physics, that a rate- and state-dependent friction law allows us to incorporate memory (and thus the effects of lubrication and bonding) into ice friction models without a great increase in complexity. We support this proposal with experimental data on both the laboratory (∼0.1 m) and ice tank (∼1 m) scale. These experiments show that the effects of static contact under normal load can be incorporated into a friction model. We find the parameters for a first-order rate and state model to be A = 0.310, B = 0.382, and μ0 = 0.872. Such a model then allows us to make predictions about the nature of memory effects in moving ice-ice contacts.

Caos e controle de microviga em balanço de um microscópio de força atômica, operando em modo intermitente, na ressonância

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Nonlinear state estimation and control for chaos suppression in MEMS resonator

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Nonlinear state estimation and control applied to a manipulator robotic including drive motor

A robotic control design considering all the inherent nonlinearities of the robot engine configuration is developed. The interactions between the robot and joint motor drive mechanism are considered. The proposed control combines two strategies, one feedforward control in order to maintain the system in the desired coordinate, and feedback control system to take the system into a desired coordinate. The feedback control is obtained using State Dependent Riccati Equation (SDRE). For link positioning two cases are considered. Case 1: For control positioning, it is only used motor voltage; Case 2: For control positioning, it is used both motor voltage and torque between the links. Simulation results, including parametric uncertainties in control shows the feasibility of the proposed control for the considered system.

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

End-to-end versus hop-by-hop soft state refresh for multi-hop signalling systems

To ensure state synchronization of signalling operations, many signaling protocol designs choose to establish “soft” state that expires if it is not refreshed. The approaches of refreshing state in multi-hop signaling system can be classified as either end-to-end (E2E) or hop-by-hop (HbH). Although both state refresh approaches have been widely used in practical signaling protocols, the design tradeoffs between state synchronization and signaling cost have not yet been fully investigated. In this paper, we investigate this issue from the perspectives of state refresh and state removal. We propose simple but effective Markov chain models for both approaches and obtain closed-form solutions which depict the state refresh performance in terms of state consistency and refresh message rate, as well as the state removal performance in terms of state removal delay. Simulations verify the analytical models. It is observed that the HbH approach yields much better state synchronization at the cost of higher signaling cost than the E2E approach. While the state refresh performance can be improved by increasing the values of state refresh and timeout timers, the state removal delay increases largely for both E2E and HbH approaches. The analysis here shed lights on the design of signaling protocols and the configuration of the timers to adapt to changing network conditions.

Study of Queuing Systems with a Generalized Departure Process

This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.

Business cycle dynamics with duration dependence and leading indicators

Durland and McCurdy [Durland, J.M., McCurdy, T.H., 1994. Duration-dependent transitions in a Markov model of US GNP growth. Journal of Business and Economic Statistics 12, 279–288] investigated the issue of duration dependence in US business cycle phases using a Markov regime-switching approach, introduced by Hamilton [Hamilton, J., 1989. A new approach to the analysis of time series and the business cycle. Econometrica 57, 357–384] and extended to the case of variable transition parameters by Filardo [Filardo, A.J., 1994. Business cycle phases and their transitional dynamics. Journal of Business and Economic Statistics 12, 299–308]. In Durland and McCurdy’s model duration alone was used as an explanatory variable of the transition probabilities. They found that recessions were duration dependent whilst expansions were not. In this paper, we explicitly incorporate the widely-accepted US business cycle phase change dates as determined by the NBER, and use a state-dependent multinomial Logit modelling framework. The model incorporates both duration and movements in two leading indexes – one designed to have a short lead (SLI) and the other designed to have a longer lead (LLI) – as potential explanatory variables. We find that doing so suggests that current duration is not only a significant determinant of transition out of recessions, but that there is some evidence that it is also weakly significant in the case of expansions. Furthermore, we find that SLI has more informational content for the termination of recessions whilst LLI does so for expansions.

Semi-parametric forecasting of spikes in electricity prices

The occurrence of extreme movements in the spot price of electricity represents a significant source of risk to retailers. A range of approaches have been considered with respect to modelling electricity prices; these models, however, have relied on time-series approaches, which typically use restrictive decay schemes placing greater weight on more recent observations. This study develops an alternative, semi-parametric method for forecasting, which uses state-dependent weights derived from a kernel function. The forecasts that are obtained using this method are accurate and therefore potentially useful to electricity retailers in terms of risk management.

Optimizing search strategies for invasive pests: Learn before you leap

Strategic searching for invasive pests presents a formidable challenge for conservation managers. Limited funding can necessitate choosing between surveying many sites cursorily, or focussing intensively on fewer sites. While existing knowledge may help to target more likely sites, e.g. with species distribution models (maps), this knowledge is not flawless and improving it also requires management investment. 2.In a rare example of trading-off action against knowledge gain, we combine search coverage and accuracy, and its future improvement, within a single optimisation framework. More specifically we examine under which circumstances managers should adopt one of two search-and-control strategies (cursory or focussed), and when they should divert funding to improving knowledge, making better predictive maps that benefit future searches. 3.We use a family of Receiver Operating Characteristic curves to reflect the quality of maps that direct search efforts. We demonstrate our framework by linking these to a logistic model of invasive spread such as that for the red imported fire ant Solenopsis invicta in south-east Queensland, Australia. 4.Cursory widespread searching is only optimal if the pest is already widespread or knowledge is poor, otherwise focussed searching exploiting the map is preferable. For longer management timeframes, eradication is more likely if funds are initially devoted to improving knowledge, even if this results in a short-term explosion of the pest population. 5.Synthesis and applications. By combining trade-offs between knowledge acquisition and utilization, managers can better focus - and justify - their spending to achieve optimal results in invasive control efforts. This framework can improve the efficiency of any ecological management that relies on predicting occurrence. © 2010 The Authors. Journal of Applied Ecology © 2010 British Ecological Society.

Linear and weakly nonlinear stability analyses of cooperative car-following models

Stability analyses have been widely used to better understand the mechanism of traffic jam formation. In this paper, we consider the impact of cooperative systems (a.k.a. connected vehicles) on traffic dynamics and, more precisely, on flow stability. Cooperative systems are emerging technologies enabling communication between vehicles and/or with the infrastructure. In a distributed communication framework, equipped vehicles are able to send and receive information to/from other equipped vehicles. Here, the effects of cooperative traffic are modeled through a general bilateral multianticipative car-following law that improves cooperative drivers' perception of their surrounding traffic conditions within a given communication range. Linear stability analyses are performed for a broad class of car-following models. They point out different stability conditions in both multianticipative and nonmultianticipative situations. To better understand what happens in unstable conditions, information on the shock wave structure is studied in the weakly nonlinear regime by the mean of the reductive perturbation method. The shock wave equation is obtained for generic car-following models by deriving the Korteweg de Vries equations. We then derive traffic-state-dependent conditions for the sign of the solitary wave (soliton) amplitude. This analytical result is verified through simulations. Simulation results confirm the validity of the speed estimate. The variation of the soliton amplitude as a function of the communication range is provided. The performed linear and weakly nonlinear analyses help justify the potential benefits of vehicle-integrated communication systems and provide new insights supporting the future implementation of cooperative systems.

Stochastic models of IEEE 802.11e wireless net works with multimedia applications

We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.

An analytical model for the capacity estimation of combined VoIP and TCP file transfers over EDCA in an IEEE 802.11e WLAN

In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We build upon the fixed point analysis and performance insights in [1]. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures.The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY).

Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

Reliable Routing in Sensor Networks

In sensor networks, routing algorithms should be designed such that packet losses due to wireless links are reduced.In this paper, we present a ”potential”-based routing scheme to find routes with high packet delivery ratios. The basic idea is to define a scalar potential value at each node in the network and forward data to the neighbour with the highest potential.For a simple 2-relay network, we propose a potential function that takes into account wireless channel state. Markov-chain based analysis provides analytical expressions for packet delivery ratio. Considerable improvement can be observed compared to a channel-state-oblivious policy. This motivates us to define a channel-state-dependent potential function in a general network context. Simulations show that for a relatively slowly changing wireless network, our approach can provide up to 20% better performance than the commonly- used shortest-hop-count-based routing.