Mean and variance of estimates of the bispectrum of a harmonic random process-an analysis including leakage effects

Analytical expressions are derived for the mean and variance, of estimates of the bispectrum of a real-time series assuming a cosinusoidal model. The effects of spectral leakage, inherent in discrete Fourier transform operation when the modes present in the signal have a nonintegral number of wavelengths in the record, are included in the analysis. A single phase-coupled triad of modes can cause the bispectrum to have a nonzero mean value over the entire region of computation owing to leakage. The variance of bispectral estimates in the presence of leakage has contributions from individual modes and from triads of phase-coupled modes. Time-domain windowing reduces the leakage. The theoretical expressions for the mean and variance of bispectral estimates are derived in terms of a function dependent on an arbitrary symmetric time-domain window applied to the record. the number of data, and the statistics of the phase coupling among triads of modes. The theoretical results are verified by numerical simulations for simple test cases and applied to laboratory data to examine phase coupling in a hypothesis testing framework

Variational Bayes and the reduced dependence approximation for the autologistic model on an irregular grid with applications

Discrete Markov random field models provide a natural framework for representing images or spatial datasets. They model the spatial association present while providing a convenient Markovian dependency structure and strong edge-preservation properties. However, parameter estimation for discrete Markov random field models is difficult due to the complex form of the associated normalizing constant for the likelihood function. For large lattices, the reduced dependence approximation to the normalizing constant is based on the concept of performing computationally efficient and feasible forward recursions on smaller sublattices which are then suitably combined to estimate the constant for the whole lattice. We present an efficient computational extension of the forward recursion approach for the autologistic model to lattices that have an irregularly shaped boundary and which may contain regions with no data; these lattices are typical in applications. Consequently, we also extend the reduced dependence approximation to these scenarios enabling us to implement a practical and efficient non-simulation based approach for spatial data analysis within the variational Bayesian framework. The methodology is illustrated through application to simulated data and example images. The supplemental materials include our C++ source code for computing the approximate normalizing constant and simulation studies.

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.

A second-order accurate numerical approximation for the Riesz space fractional advection-dispersion equation

In this paper, we consider a space Riesz fractional advection-dispersion equation. The equation is obtained from the standard advection-diffusion equation by replacing the ¯rst-order and second-order space derivatives by the Riesz fractional derivatives of order β 1 Є (0; 1) and β2 Є(1; 2], respectively. Riesz fractional advection and dispersion terms are approximated by using two fractional centered difference schemes, respectively. A new weighted Riesz fractional ¯nite difference approximation scheme is proposed. When the weighting factor Ѳ = 1/2, a second- order accurate numerical approximation scheme for the Riesz fractional advection-dispersion equation is obtained. Stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Harmonic elimination technique for a single-phase multilevel converter with unequal DC link voltage levels

Multilevel converters, because of the benefits they attract in generating high quality output voltage, are used in several applications. Various modulation and control techniques are introduced by several researchers to control the output voltage of the multilevel converters like space vector modulation and harmonic elimination (HE) methods. Multilevel converters may have a DC link with equal or unequal DC voltages. In this study a new HE technique based on the HE method is proposed for multilevel converters with unequal DC link voltage. The DC link voltage levels are considered as additional variables for the HE method and the voltage levels are defined based on the HE results. Increasing the number of voltage levels can reduce lower order harmonic content because of the fact that more variables are created. In comparison to previous methods, this new technique has a positive effect on the output voltage quality by reducing its total harmonic distortion, which must take into consideration for some applications such as uninterruptable power supply, motor drive systems and piezoelectric transducer excitation. In order to verify the proposed modulation technique, MATLAB simulations and experimental tests are carried out for a single-phase four-level diode-clamped converter.

A novel numerical approximation for the space fractional advection-dispersion equation

In this paper, we consider a space fractional advection–dispersion equation. The equation is obtained from the standard advection–diffusion equation by replacing the first- and second-order space derivatives by the Riesz fractional derivatives of order β1 ∈ (0, 1) and β2 ∈ (1, 2], respectively. The fractional advection and dispersion terms are approximated by using two fractional centred difference schemes. A new weighted Riesz fractional finite-difference approximation scheme is proposed. When the weighting factor θ equals 12, a second-order accuracy scheme is obtained. The stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Numerical approximation for a variable-order nonlinear reaction–subdiffusion equation

Fractional reaction–subdiffusion equations are widely used in recent years to simulate physical phenomena. In this paper, we consider a variable-order nonlinear reaction–subdiffusion equation. A numerical approximation method is proposed to solve the equation. Its convergence and stability are analyzed by Fourier analysis. By means of the technique for improving temporal accuracy, we also propose an improved numerical approximation. Finally, the effectiveness of the theoretical results is demonstrated by numerical examples.

Harmonic quality of multilevel cascade inverters with random carrier phase pulse width modulation

The output harmonic quality of N series connected full-bridge dc-ac inverters is investigated. The inverters are pulse width modulated using a common reference signal but randomly phased carrier signals. Through analysis and simulation, probability distributions for inverter output harmonics and vector representations of N carrier phases are combined and assessed. It is concluded that a low total harmonic distortion is most likely to occur and will decrease further as N increases.

A closed-form approximation for pricing temperature-based weather derivatives

This paper develops analytical distributions of temperature indices on which temperature derivatives are written. If the deviations of daily temperatures from their expected values are modelled as an Ornstein-Uhlenbeck process with timevarying variance, then the distributions of the temperature index on which the derivative is written is the sum of truncated, correlated Gaussian deviates. The key result of this paper is to provide an analytical approximation to the distribution of this sum, thus allowing the accurate computation of payoffs without the need for any simulation. A data set comprising average daily temperature spanning over a hundred years for four Australian cities is used to demonstrate the efficacy of this approach for estimating the payoffs to temperature derivatives. It is demonstrated that expected payoffs computed directly from historical records are a particularly poor approach to the problem when there are trends in underlying average daily temperature. It is shown that the proposed analytical approach is superior to historical pricing.

Harmonic quality of multilevel cascade inverters with random carrier phase pulse width modulation

The output harmonic quality of N series connected full-bridge dc-ac inverters is investigated. The inverters are pulse width modulated using a common reference signal but randomly phased carrier signals. Through analysis and simulation, probability distributions for inverter output harmonics and vector representations of N carrier phases are combined and assessed. It is concluded that a low total harmonic distortion is most likely to occur and will decrease further as N increases.

Higher harmonic large-amplitude fourier transformed alternating current voltammetry : analytical attributes derived from studies of the oxidation of ferrocenemethanol and uric acid at a glassy carbon electrode

An analytical evaluation of the higher ac harmonic components derived from large amplitude Fourier transformed voltammetry is provided for the reversible oxidation of ferrocenemethanol (FcMeOH) and oxidation of uric acid by an EEC mechanism in a pH 7.4 phosphate buffer at a glassy carbon (GC) electrode. The small background current in the analytically optimal fifth harmonic is predominantly attributed to faradaic current associated with the presence of electroactive functional groups on the GC electrode surface, rather than to capacitive current which dominates the background in the dc, and the initial three ac harmonics. The detection limits for the dc and the first to fifth harmonic ac components are 1.9, 5.89, 2.1, 2.5, 0.8, and 0.5 µM for FcMeOH, respectively, using a sine wave modulation of 100 mV at 21.46 Hz and a dc sweep rate of 111.76 mV s−1. Analytical performance then progressively deteriorates in the sixth and higher harmonics. For the determination of uric acid, the capacitive background current was enhanced and the reproducibility lowered by the presence of surface active uric acid, but the rapid overall 2e− rather than 1e– electron transfer process gives rise to a significantly enhanced fifth harmonic faradaic current which enabled a detection limit of 0.3 µM to be achieved which is similar to that reported using chemically modified electrodes. Resolution of overlapping voltammetric signals for a mixture of uric acid and dopamine is also achieved using higher fourth or fifth harmonic components, under very low background current conditions. The use of higher fourth and fifth harmonics exhibiting highly favorable faradaic to background (noise) current ratios should therefore be considered in analytical applications under circumstances where the electron transfer rate is fast.