A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.

Existence of multiple solutions for finite difference approximations to second-order boundary value problems

Error condition detected We consider discrete two-point boundary value problems of the form D-2 y(k+1) = f (kh, y(k), D y(k)), for k = 1,...,n - 1, (0,0) = G((y(0),y(n));(Dy-1,Dy-n)), where Dy-k = (y(k) - Yk-I)/h and h = 1/n. This arises as a finite difference approximation to y" = f(x,y,y'), x is an element of [0,1], (0,0) = G((y(0),y(1));(y'(0),y'(1))). We assume that f and G = (g(0), g(1)) are continuous and fully nonlinear, that there exist pairs of strict lower and strict upper solutions for the continuous problem, and that f and G satisfy additional assumptions that are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. Under these assumptions we show that there are at least three distinct solutions of the discrete approximation which approximate solutions to the continuous problem as the grid size, h, goes to 0. (C) 2003 Elsevier Science Ltd. All rights reserved.

The variety of variables in automated real-time refinement

The refinement calculus is a well-established theory for deriving program code from specifications. Recent research has extended the theory to handle timing requirements, as well as functional ones, and we have developed an interactive programming tool based on these extensions. Through a number of case studies completed using the tool, this paper explains how the tool helps the programmer by supporting the many forms of variables needed in the theory. These include simple state variables as in the untimed calculus, trace variables that model the evolution of properties over time, auxiliary variables that exist only to support formal reasoning, subroutine parameters, and variables shared between parallel processes.

Explicit/implicit partitioning and a new explicit form of the generalized alpha method

Most finite element packages use the Newmark algorithm for time integration of structural dynamics. Various algorithms have been proposed to better optimize the high frequency dissipation of this algorithm. Hulbert and Chung proposed both implicit and explicit forms of the generalized alpha method. The algorithms optimize high frequency dissipation effectively, and despite recent work on algorithms that possess momentum conserving/energy dissipative properties in a non-linear context, the generalized alpha method remains an efficient way to solve many problems, especially with adaptive timestep control. However, the implicit and explicit algorithms use incompatible parameter sets and cannot be used together in a spatial partition, whereas this can be done for the Newmark algorithm, as Hughes and Liu demonstrated, and for the HHT-alpha algorithm developed from it. The present paper shows that the explicit generalized alpha method can be rewritten so that it becomes compatible with the implicit form. All four algorithmic parameters can be matched between the explicit and implicit forms. An element interface between implicit and explicit partitions can then be used, analogous to that devised by Hughes and Liu to extend the Newmark method. The stability of the explicit/implicit algorithm is examined in a linear context and found to exceed that of the explicit partition. The element partition is significantly less dissipative of intermediate frequencies than one using the HHT-alpha method. The explicit algorithm can also be rewritten so that the discrete equation of motion evaluates forces from displacements and velocities found at the predicted mid-point of a cycle. Copyright (C) 2003 John Wiley Sons, Ltd.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Review of time-domain polarization measurements for assessing insulation condition in aged transformers

This paper presents a review of the time-domain polarization measurement techniques for the condition assessment of aged transformer insulation. The polarization process is first described with appropriate dielectric response theories and then commonly used polarization methods are described with special emphasis on the most widely used return voltage(rv) measurement. Most recent emphasis has been directed to techniques of determining moisture content of insulation indirectly by measuring rv parameters. The major difficulty still lies with the accurate interpretation of return voltage results. This paper investigates different thoughts regarding the interpretation of rv results for different moisture and ageing conditions. Other time domain polarization measurement techniques and their results are also presented in this paper.

Sitting time and work patterns as indicators of overweight and obesity in Australian adults

BACKGROUND: Increasing levels of physical inactivity and sedentariness are contributing to the current overweight and obesity epidemic. In this paper, the findings of two recent studies are used to explore the relationships between sitting time ( in transport, work and leisure), physical activity and body mass index (BMI) in two contrasting samples of adult Australians. METHODS: Data on sitting time, physical activity, BMI and a number of demographic characteristics were compared for participants in two studies-529 women who were participants in a preschool health promotion project ('mothers'), and 185 men and women who were involved in a workplace pedometer study ('workers'). Relationships between age, number of children, physical activity, sitting time, BMI, gender and work patterns were explored. Logistic regression was used to predict the likelihood of being overweight or obese, among participants with different physical activity, sitting time and work patterns. RESULTS: The total reported time spent sitting per day ( across all domains) was almost 6 h less among the mothers than the workers (P

On the induced electric field gradients in the human body for magnetic stimulation by gradient coils in MRI

Prior theoretical studies indicate that the negative spatial derivative of the electric field induced by magnetic stimulation may he one of the main factors contributing to depolarization of the nerve fiber. This paper studies this parameter for peripheral nerve stimulation (PNS) induced by time.-varying gradient fields during MRI scans. The numerical calculations are based on an efficient, quasi-static, finite-difference scheme and an anatomically realistic human, full-body model. Whole-body cylindrical and planar gradient sets in MRI systems and various input signals have been explored. The spatial distributions of the induced electric field and their gradients are calculated and attempts are made to correlate these areas with reported experimental stimulation data. The induced electrical field pattern is similar for both the planar coils and cylindrical coils. This study provides some insight into the spatial characteristics of the induced field gradients for PNS in MRI, which may be used to further evaluate the sites where magnetic stimulation is likely to occur and to optimize gradient coil design.

Influence of magnetically-induced E-fields on cardiac electric activity during MRI: A modeling study

In modern magnetic resonance imaging (MRI), patients are exposed to strong, time-varying gradient magnetic fields that may be able to induce electric fields (E-fields)/currents in tissues approaching the level of physiological significance. In this work we present theoretical investigations into induced E-fields in the thorax, and evaluate their potential influence on cardiac electric activity under the assumption that the sites of maximum E-field correspond to the myocardial stimulation threshold (an abnormal circumstance). Whole-body cylindrical and planar gradient coils were included in the model. The calculations of the induced fields are based on an efficient, quasi-static, finite-difference scheme and an anatomically realistic, whole-body model. The potential for cardiac stimulation was evaluated using an electrical model of the heart. Twelve-lead electrocardiogram (ECG) signals were simulated and inspected for arrhythmias caused by the applied fields for both healthy and diseased hearts. The simulations show that the shape of the thorax and the conductive paths significantly influence induced E-fields. In healthy patients, these fields are not sufficient to elicit serious arrhythmias with the use of contemporary gradient sets. However, raising the strength and number of repeated switching episodes of gradients, as is certainly possible in local chest gradient sets, could expose patients to increased risk. For patients with cardiac disease, the risk factors are elevated. By the use of this model, the sensitivity of cardiac pathologies, such as abnormal conductive pathways, to the induced fields generated by an MRI sequence can be investigated. (C) 2003 Wiley-Liss, Inc.

Optimising high-intensity treadmill training using the running speed at maximal O-2 uptake and the time for which this can be maintained

The aim of this study was to compare the effects of two high-intensity, treadmill interval-training programs on 3000-m and 5000-m running performance. Maximal oxygen uptake ((V) over dot O-2max), the running speed associated with (V) over dot O-2max (nu (V) over dot O-2max), the time for which nu (V) over dot O-2max can be maintained (T-max), running economy (RE), ventilatory threshold (VT) and 3000-m and 5000-m running times were determined in 27 well-trained runners. Subjects were then randomly assigned to three groups; (1) 60% T-max (2) 70% T-max and (3) control. Subjects in the control group continued their normal training and subjects in the two T-max groups undertook a 4-week treadmill interval-training program with the intensity set at nu (V) over dot O-2max and the interval duration at the assigned T-max. These subjects completed two interval-training sessions per week (60% T-max = six intervals/session, 70% T-max group = five intervals/session). Subjects were re-tested on all parameters at the completion of the training program. There was a significant improvement between pre- and post-training values in 3000-m time trial (TT) performance in the 60% T-max group compared to the 70% T,,a, and control groups [mean (SE); 60% T-max = 17.6 (3.5) s, 70% T-max = 6.3 (4.2) s, control = 0.5 (7.7) s]. There was no significant effect of the training program on 5000-m TT performance [60% T-max = 25.8 (13.8) s, 70% T-max = 3.7 (11.6) s, control = 9.9 (13.1) s]. Although there were no significant improvements in (V) over dot O-2max, nu (V) over dot (2max) and RE between groups, changes in (V) over dot O-2max and RE were significantly correlated with the improvement in the 3000-m TT. Furthermore, VT and T-max were significantly higher in the 60% Tmax group post-compared to pre-training. In conclusion, 3000-m running performance can be significantly improved in a group of well-trained runners, using a 4-week treadmill interval training program at nu (V) over dot O-2max with interval durations of 60% T-max.

The reliability of video based time motion analysis

Time motion analysis is extensively used to assess the demands of team sports. At present there is only limited information on the reliability of measurements using this analysis tool. The aim of this study was to establish the reliability of an individual observer's time motion analysis of rugby union. Ten elite level rugby players were individually tracked in Southern Hemisphere Super 12 matches using a digital video camera. The video footage was subsequently analysed by a single researcher on two occasions one month apart. The test-retest reliability was quantified as the typical error of measurement (TEM) and rated as either good (10% TEM). The total time spent in the individual movements of walking, jogging, striding, sprinting, static exertion and being stationary had moderate to poor reliability (5.8-11.1% TEM). The frequency of individual movements had good to poor reliability (4.3-13.6% TEM), while the mean duration of individual movements had moderate reliability (7.1-9.3% TEM). For the individual observer in the present investigation, time motion analysis was shown to be moderately reliable as an evaluation tool for examining the movement patterns of players in competitive rugby. These reliability values should be considered when assessing the movement patterns of rugby players within competition.