Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Determination of the critical period of weed control in corn using a thermal basis

Field studies were conducted over 3 years in southeast Buenos Aires, Argentina, to determine the critical period of weed control in maize (Zea mays L.). The treatments consisted of two different periods of weed interference, a critical weed-free period, and a critical time of weed removal. The Gompertz and logistic equations were fitted to relative yields representing the critical weed-free and the critical time of weed removal, respectively. Accumulated thermal units were used to describe each period of weed-free or weed removal. The critical weed-free period and the critical time of weed removal ranged from 222 to 416 and 128 to 261 accumulated thermal units respectively, to prevent yield losses of 2.5%. Weed biomass proved to be inverse to the crop yield for all the years studied. When weeds competed with the crop from emergence, a large increase in weed biomass was achieved 10 days after crop emergence. However, few weed seedlings emerged and prospered after the 5-6 leaf maize stage (10-20 days after emergence).

Nonlinear analysis of human physical activity patterns in health and disease.

The reliable and objective assessment of chronic disease state has been and still is a very significant challenge in clinical medicine. An essential feature of human behavior related to the health status, the functional capacity, and the quality of life is the physical activity during daily life. A common way to assess physical activity is to measure the quantity of body movement. Since human activity is controlled by various factors both extrinsic and intrinsic to the body, quantitative parameters only provide a partial assessment and do not allow for a clear distinction between normal and abnormal activity. In this paper, we propose a methodology for the analysis of human activity pattern based on the definition of different physical activity time series with the appropriate analysis methods. The temporal pattern of postures, movements, and transitions between postures was quantified using fractal analysis and symbolic dynamics statistics. The derived nonlinear metrics were able to discriminate patterns of daily activity generated from healthy and chronic pain states.

"Suddenly I get into the zone": Examining discontinuities and nonlinear changes in flow experiences at work

Work-related flow is defined as a sudden and enjoyable merging of action and awareness that represents a peak experience in the daily lives of workers. Employees" perceptions of challenge and skill and their subjective experiences in terms of enjoyment, interest and absorption were measured using the experience sampling method, yielding a total of 6981 observations from a sample of 60 employees. Linear and nonlinear approaches were applied in order to model both continuous and sudden changes. According to the R2, AICc and BIC indexes, the nonlinear dynamical systems model (i.e. cusp catastrophe model) fit the data better than the linear and logistic regression models. Likewise, the cusp catastrophe model appears to be especially powerful for modelling those cases of high levels of flow. Overall, flow represents a nonequilibrium condition that combines continuous and abrupt changes across time. Research and intervention efforts concerned with this process should focus on the variable of challenge, which, according to our study, appears to play a key role in the abrupt changes observed in work-related flow.

Dynamics of flow: a nonlinear perspective

The aims of this study are to consider the experience of flow from a nonlinear dynamics perspective. The processes and temporal nature of intrinsic motivation and flow, would suggest that flow experiences fluctuate over time in a dynamical fashion. Thus it can be argued that the potential for chaos is strong. The sample was composed of 20 employees (both full and part time) recruited from a number of different organizations and work backgrounds. The Experience Sampling Method (ESM) was used for data collection. Once obtained the temporal series, they were subjected to various analyses proper to the com- plexity theory (Visual Recurrence Analysis and Surrogate Data Analysis). Results showed that in 80% of the cases, flow presented a chaotic dynamic, in that, flow experiences delineated a complex dynamic whose patterns of change were not easy to predict. Implications of the study, its limitations and future research are discussed.

Nonlinear Pile Behavior in Integral Abutment Bridges, HR-227, Part 1, 1982

The highway departments of all fifty states were contacted to find the extent of application of integral abutment bridges, to survey the different guidelines used for analysis and design of integral abutment bridges, and to assess the performance of such bridges through the years. The variation in design assumptions and length limitations among the various states in their approach to the use of integral abutments is discussed. The problems associated with lateral displacements at the abutment, and the solutions developed by the different states for most of the ill effects of abutment movements are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure was developed and used to study piling stresses and pile-soil interaction in integral abutment bridges. The finite element idealization consists of beam-column elements with geometric and material nonlinearities for the pile and nonlinear springs for the soil. An idealized soil model (modified Ramberg-Osgood model) was introduced in this investigation to obtain the tangent stiffness of the nonlinear spring elements. Several numerical examples are presented in order to establish the reliability of the finite element model and the computer software developed. Three problems with analytical solutions were first solved and compared with theoretical solutions. A 40 ft H pile (HP 10 X 42) in six typical Iowa soils was then analyzed by first applying a horizontal displacement (to simulate bridge motion) and no rotation at the top and then applying a vertical load V incrementally until failure occurred. Based on the numerical results, the failure mechanisms were generalized to be of two types: (a) lateral type failure and (b) vertical type failure. It appears that most piles in Iowa soils (sand, soft clay and stiff clay) failed when the applied vertical load reached the ultimate soil frictional resistance (vertical type failure). In very stiff clays, however, the lateral type failure occurs before vertical type failure because the soil is sufficiently stiff to force a plastic hinge to form in the pile as the specified lateral displacement is applied. Preliminary results from this investigation showed that the vertical load-carrying capacity of H piles is not significantly affected by lateral displacements of 2 inches in soft clay, stiff clay, loose sand, medium sand and dense sand. However, in very stiff clay (average blow count of 50 from standard penetration tests), it was found that the vertical load carrying capacity of the H pile is reduced by about 50 percent for 2 inches of lateral displacement and by about 20 percent for lateral displacement of 1 inch. On the basis of the preliminary results of this investigation, the 265-feet length limitation in Iowa for integral abutment concrete bridges appears to be very conservative.

Nonlinear Finite Element Study of Piles in Integral Abutment Bridges, HR-227, Part 2, 1982

The highway departments of the states which use integral abutments in bridge design were contacted in order to study the extent of integral abutment use in skewed bridges and to survey the different guidelines used for analysis and design of integral abutments in skewed bridges. The variation in design assumptions and pile orientations among the various states in their approach to the use of integral abutments on skewed bridges is discussed. The problems associated with the treatment of the approach slab, backfill, and pile cap, and the reason for using different pile orientations are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure previously developed by the authors was modified and used to study the influence of different factors on behavior of piles in integral abutment bridges. An idealized integral abutment was introduced by assuming that the pile is rigidly cast into the pile cap and that the approach slab offers no resistance to lateral thermal expansion. Passive soil and shear resistance of the cap are neglected in design. A 40-foot H pile (HP 10 X 42) in six typical Iowa soils was analyzed for fully restrained pile head and pinned pile head. According to numerical results, the maximum safe length for fully restrained pile head is one-half the maximum safe length for pinned pile head. If the pile head is partially restrained, the maximum safe length will lie between the two limits. The numerical results from an investigation of the effect of predrilled oversized holes indicate that if the length of the predrilled oversized hole is at least 4 feet below the ground, the vertical load-carrying capacity of the H pile is only reduced by 10 percent for 4 inches of lateral displacement in very stiff clay. With no predrilled oversized hole, the pile failed before the 4-inch lateral displacement was reached. Thus, the maximum safe lengths for integral abutment bridges may be increased by predrilling. Four different typical Iowa layered soils were selected and used in this investigation. In certain situations, compacted soil (> 50 blow count in standard penetration tests) is used as fill on top of natural soil. The numerical results showed that the critical conditions will depend on the length of the compacted soil. If the length of the compacted soil exceeds 4 feet, the failure mechanism for the pile is similar to one in a layer of very stiff clay. That is, the vertical load-carrying capacity of the H pile will be greatly reduced as the specified lateral displacement increases.

Stimulus statistics shape oscillations in nonlinear recurrent neural networks.

Rhythmic activity plays a central role in neural computations and brain functions ranging from homeostasis to attention, as well as in neurological and neuropsychiatric disorders. Despite this pervasiveness, little is known about the mechanisms whereby the frequency and power of oscillatory activity are modulated, and how they reflect the inputs received by neurons. Numerous studies have reported input-dependent fluctuations in peak frequency and power (as well as couplings across these features). However, it remains unresolved what mediates these spectral shifts among neural populations. Extending previous findings regarding stochastic nonlinear systems and experimental observations, we provide analytical insights regarding oscillatory responses of neural populations to stimulation from either endogenous or exogenous origins. Using a deceptively simple yet sparse and randomly connected network of neurons, we show how spiking inputs can reliably modulate the peak frequency and power expressed by synchronous neural populations without any changes in circuitry. Our results reveal that a generic, non-nonlinear and input-induced mechanism can robustly mediate these spectral fluctuations, and thus provide a framework in which inputs to the neurons bidirectionally regulate both the frequency and power expressed by synchronous populations. Theoretical and computational analysis of the ensuing spectral fluctuations was found to reflect the underlying dynamics of the input stimuli driving the neurons. Our results provide insights regarding a generic mechanism supporting spectral transitions observed across cortical networks and spanning multiple frequency bands.

Assessment of skinfold thickness equations in estimating body composition in children with inflammatory bowel

Introduction: Growth is a central process in paediatrics. Weight and height evaluation are therefore routine exams for every child but in some situation, particularly inflammatory bowel disease (IBD), a wider evaluation of nutritional status needs to be performed. The assessment of body composition is essential in order to maintain acceptable growth using the following techniques: Dual-energy X-ray absorptiometry (DEXA), bio-impedance-analysis (BIA) and anthropometric measurements (skinfold thickness skin), the latter being most easily available and most cost effective. Objectives: To assess the accuracy of skinfold equations in estimating percentage body fat (%BF) in children with inflammatory bowel disease (IBD), compared with assessment of body fat dual energy X-ray absorptiometry (DEXA). Methods: Twenty-one patients (11 females, 10 males; mean age: 14.3 years, range 12 - 16 years) with IBD (Crohn's disease n = 15, ulcerative colitis n = 6)). Estimated%BF was computed using 6 established equations based on the triceps, biceps, subscapular and suprailiac skinfolds (Deurenberg, Weststrate, Slaughter, Durnin & Rahaman, Johnston, Brook) and compared to DEXA. Concordance analysis was performed using Lin's concordance correlation and the Bland-Altman limits of agreement method. Results: Durnin & Rahaman's equation shows a higher Lin's concordance coefficient with a small difference amongst raw values for skinfolds and DEXA compared to the other equations. Correlation coefficient between mean and difference is close to zero with a non-significant Bradley-Blackwood test. Conclusion: Body composition in paediatric IBD patients using the Durnin & Rahaman skinfold-equation adequately reflects values obtained by DEXA.

Pavement Management Performance Modeling: Evaluating the Existing PCI Equations, RB14-013 2014

The work described in this report documents the activities performed for the evaluation, development, and enhancement of the Iowa Department of Transportation (DOT) pavement condition information as part of their pavement management system operation. The study covers all of the Iowa DOT’s interstate and primary National Highway System (NHS) and non-NHS system. A new pavement condition rating system that provides a consistent, unified approach in rating pavements in Iowa is being proposed. The proposed 100-scale system is based on five individual indices derived from specific distress data and pavement properties, and an overall pavement condition index, PCI-2, that combines individual indices using weighting factors. The different indices cover cracking, ride, rutting, faulting, and friction. The Cracking Index is formed by combining cracking data (transverse, longitudinal, wheel-path, and alligator cracking indices). Ride, rutting, and faulting indices utilize the International Roughness Index (IRI), rut depth, and fault height, respectively.

Self-organization mechanisms for the formation on nearshore crescentic and transverse sand bars

The formation and development of transverse and crescentic sand bars in the coastal marine environment has been investigated by means of a nonlinear numerical model based on the shallow-water equations and on a simpli ed sediment transport parameterization. By assuming normally approaching waves and a saturated surf zone, rhythmic patterns develop from a planar slope where random perturbations of small amplitude have been superimposed. Two types of bedforms appear: one is a crescentic bar pattern centred around the breakpoint and the other, herein modelled for the rst time, is a transverse bar pattern. The feedback mechanism related to the formation and development of the patterns can be explained by coupling the water and sediment conservation equations. Basically, the waves stir up the sediment and keep it in suspension with a certain cross-shore distribution of depth-averaged concentration. Then, a current flowing with (against) the gradient of sediment concentration produces erosion (deposition). It is shown that inside the surf zone, these currents may occur due to the wave refraction and to the redistribution of wave breaking produced by the growing bedforms. Numerical simulations have been performed in order to understand the sensitivity of the pattern formation to the parameterization and to relate the hydro-morphodynamic input conditions to which of the patterns develops. It is suggested that crescentic bar growth would be favoured by high-energy conditions and ne sediment while transverse bars would grow for milder waves and coarser sediment. In intermediate conditions mixed patterns may occur.

Parametric Approach to Blind Deconvolution of Nonlinear Channels

A parametric procedure for the blind inversion of nonlinear channels is proposed, based on a recent method of blind source separation in nonlinear mixtures. Experiments show that the proposed algorithms perform efficiently, even in the presence of hard distortion. The method, based on the minimization of the output mutual information, needs the knowledge of log-derivative of input distribution (the so-called score function). Each algorithm consists of three adaptive blocks: one devoted to adaptive estimation of the score function, and two other blocks estimating the inverses of the linear and nonlinear parts of the channel, (quasi-)optimally adapted using the estimated score functions. This paper is mainly concerned by the nonlinear part, for which we propose two parametric models, the first based on a polynomial model and the second on a neural network, while [14, 15] proposed non-parametric approaches.