818 resultados para Markovian jump
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Acceleration is an important factor for success in team-sport athletes. The purpose of this investigation was to compare the reliability of 10-m sprint times when using different starting techniques. Junior male rugby players (n=15) were tested for speed over 10 m on 2 different testing sessions. Three trials of 3 different starting techniques (standing, foot, and thumb starts) were assessed. Despite large differences in the time taken to perform 10-m sprints from different starts, there was minimal difference in the typical error (similar to 0.02 seconds, or
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We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.
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This paper is devoted to modeling elastic behavior of laminated composite shells, with special emphasis on incorporating interfacial imperfection. The conditions of imposing traction continuity and displacement jump across each interface are used to model imperfect interfaces. Vanishing transverse shear stresses on two free surfaces of a shell eliminate the need for shear correction factors. A linear theory underlying elastostatics and kinetics of laminated composite shells in a general configuration is presented from Hamilton's principle. In the special case of vanishing interfacial parameters, this theory reduces to the conventional third-order zigzag theory for perfectly bonded laminated shells. Numerical results for bending and vibration problems of laminated circular cylindrical panels are tabulated and plotted to indicate the influence of the interfacial imperfection. (C) 2000 Elsevier Science Ltd. All rights reserved.
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Recently there has been an outburst of interest in extending topographic maps of vectorial data to more general data structures, such as sequences or trees. However, there is no general consensus as to how best to process sequences using topographicmaps, and this topic remains an active focus of neurocomputational research. The representational capabilities and internal representations of the models are not well understood. Here, we rigorously analyze a generalization of the self-organizingmap (SOM) for processing sequential data, recursive SOM (RecSOM) (Voegtlin, 2002), as a nonautonomous dynamical system consisting of a set of fixed input maps. We argue that contractive fixed-input maps are likely to produce Markovian organizations of receptive fields on the RecSOM map. We derive bounds on parameter β (weighting the importance of importing past information when processing sequences) under which contractiveness of the fixed-input maps is guaranteed. Some generalizations of SOM contain a dynamic module responsible for processing temporal contexts as an integral part of the model. We show that Markovian topographic maps of sequential data can be produced using a simple fixed (nonadaptable) dynamic module externally feeding a standard topographic model designed to process static vectorial data of fixed dimensionality (e.g., SOM). However, by allowing trainable feedback connections, one can obtain Markovian maps with superior memory depth and topography preservation. We elaborate on the importance of non-Markovian organizations in topographic maps of sequential data. © 2006 Massachusetts Institute of Technology.
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Recently, there has been a considerable research activity in extending topographic maps of vectorial data to more general data structures, such as sequences or trees. However, the representational capabilities and internal representations of the models are not well understood. We rigorously analyze a generalization of the Self-Organizing Map (SOM) for processing sequential data, Recursive SOM (RecSOM [1]), as a non-autonomous dynamical system consisting off a set of fixed input maps. We show that contractive fixed input maps are likely to produce Markovian organizations of receptive fields o the RecSOM map. We derive bounds on parameter $\beta$ (weighting the importance of importing past information when processing sequences) under which contractiveness of the fixed input maps is guaranteed.
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We investigate the sensitivity of a Markov model with states and transition probabilities obtained from clustering a molecular dynamics trajectory. We have examined a 500 ns molecular dynamics trajectory of the peptide valine-proline-alanine-leucine in explicit water. The sensitivity is quantified by varying the boundaries of the clusters and investigating the resulting variation in transition probabilities and the average transition time between states. In this way, we represent the effect of clustering using different clustering algorithms. It is found that in terms of the investigated quantities, the peptide dynamics described by the Markov model is sensitive to the clustering; in particular, the average transition times are found to vary up to 46%. Moreover, inclusion of nonphysical sparsely populated clusters can lead to serious errors of up to 814%. In the investigation, the time step used in the transition matrix is determined by the minimum time scale on which the system behaves approximately Markovian. This time step is found to be about 100 ps. It is concluded that the description of peptide dynamics with transition matrices should be performed with care, and that using standard clustering algorithms to obtain states and transition probabilities may not always produce reliable results.
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The thesis describes experimental work on the possibility of using deflection baffles in conventional distillation trays as flow straightening devices, with the view of enhancing tray efficiency. The mode of operation is based on deflecting part of the liquid momentum from the centre of the tray to the segment regions in order to drive stagnating liquid at the edges forward. The first part of the work was a detailed investigation into the two-phase flow patterns produced on a conventional sieve tray having 1 mm hole size perforations. The data provide a check on some earlier work and extend the range of the existing databank, particularly to conditions more typical of industrial operation. A critical survey of data collected on trays with different hole sizes (Hine, 1990; Chambers, 1993; Fenwick, 1996; this work) showed that the hole diameter has a significant influence on the flow regime, the size of the stagnant regions and the hydraulic and mass transfer performance. Five modified tray topologies were created with different configurations of baffles and tested extensively in the 2.44 m diameter air-water pilot distillation simulator for their efficacy in achieving uniform flow across the tray and for their impact on tray loading capacity and mass transfer efficiency. Special attention was given to the calibration of the over 100 temperature probes used in measuring the water temperature across the tray on which the heat and mass transfer analogy is based. In addition to normal tray capacity experiments, higher weir load experiments were conducted using a 'half-tray' mode in order to extend the range of data to conditions more typical of industrial operation. The modified trays show superior flow characteristics compared to the conventional tray in terms of the ability to replenish the zones of exceptionally low temperatures and high residence times at the edges of the tray, to lower the bulk liquid gradient and to achieve a more uniform flow across the tray. These superior flow abilities, however, tend to diminish with increasing weir load because of the increasing tendency for the liquid to jump over the barriers instead of flowing over them. The modified tray topologies showed no tendency to cause undue limitation to tray loading capacity. Although the improvement in the efficiency of a single tray over that of the conventional tray was moderate and in some cases marginal, the multiplier effect in a multiple tray column situation would be significant (Porter et al., 1972). These results are in good agreement with an associated CFD studies (Fischer, 1999) carried out by partners in the Advanced Studies in Distillation consortium. It is concluded that deflection baffles can be used in a conventional distillation sieve tray to achieve better liquid flow distribution and obtain enhanced mass transfer efficiency, without undermining the tray loading capacity. Unlike any other controlled-flow tray whose mechanical complexity impose stringent manufacturing and installation tolerances, the baffled-tray models are simple to design, manufacture and install and thus provide an economic method of retrofitting badly performing sieve trays both in terms of downtime and fabrication. NOTE APPENDICES 2-5 ARE ON A SEPARATE FLOPPY DISK ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY WITH PRIOR ARRANGEMENT
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Conformational transitions in proteins define their biological activity and can be investigated in detail using the Markov state model. The fundamental assumption on the transitions between the states, their Markov property, is critical in this framework. We test this assumption by analyzing the transitions obtained directly from the dynamics of a molecular dynamics simulated peptide valine-proline-alanine-leucine and states defined phenomenologically using clustering in dihedral space. We find that the transitions are Markovian at the time scale of ˜ 50 ps and longer. However, at the time scale of 30–40 ps the dynamics loses its Markov property. Our methodology reveals the mechanism that leads to non-Markov behavior. It also provides a way of regrouping the conformations into new states that now possess the required Markov property of their dynamics.
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A Jeffcott rotor consists of a disc at the centre of an axle supported at its end by bearings. A bolted Jeffcott rotor is formed by two discs, each with a shaft on one side. The discs are held together by spring loaded bolts near the outer edge. When the rotor turns there is tendency for the discs to separate on one side. This effect is more marked if the rotor is unbalanced, especially at resonance speeds. The equations of motion of the system have been developed with four degrees of freedom to include the rotor and bearing movements in the respective axes. These equations which include non-linear terms caused by the rotor opening, are subjected to external force such from rotor imbalance. A simulation model based on these equations was created using SIMULINK. An experimental test rig was used to characterise the dynamic features. Rotor discs open at a lateral displacement of the rotor of 0.8 mm. This is the threshold value used to show the change of stiffness from high stiffness to low stiffness. The experimental results, which measure the vibration amplitude of the rotor, show the dynamic behaviour of the bolted rotor due to imbalance. Close agreement of the experimental and theoretical results from time histories, waterfall plots, pseudo-phase plots and rotor orbit plot, indicated the validity of the model and existence of the non-linear jump phenomenon.
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We introduce a continuum model describing data losses in a single node of a packet-switched network (like the Internet) which preserves the discrete nature of the data loss process. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that such a model exhibits strong fluctuations in the loss rate at the critical point and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process. The continuum model allows for rather general incoming data packet distributions and can be naturally generalized to consider the buffer server idleness statistics.
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Removing noise from piecewise constant (PWC) signals is a challenging signal processing problem arising in many practical contexts. For example, in exploration geosciences, noisy drill hole records need to be separated into stratigraphic zones, and in biophysics, jumps between molecular dwell states have to be extracted from noisy fluorescence microscopy signals. Many PWC denoising methods exist, including total variation regularization, mean shift clustering, stepwise jump placement, running medians, convex clustering shrinkage and bilateral filtering; conventional linear signal processing methods are fundamentally unsuited. This paper (part I, the first of two) shows that most of these methods are associated with a special case of a generalized functional, minimized to achieve PWC denoising. The minimizer can be obtained by diverse solver algorithms, including stepwise jump placement, convex programming, finite differences, iterated running medians, least angle regression, regularization path following and coordinate descent. In the second paper, part II, we introduce novel PWC denoising methods, and comparisons between these methods performed on synthetic and real signals, showing that the new understanding of the problem gained in part I leads to new methods that have a useful role to play.
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We suggest a model for data losses in a single node (memory buffer) of a packet-switched network (like the Internet) which reduces to one-dimensional discrete random walks with unusual boundary conditions. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that for a finite-capacity buffer at the critical point the loss rate exhibits strong fluctuations and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process.
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Using suitable coupled Navier-Stokes Equations for an incompressible Newtonian fluid we investigate the linear and non-linear steady state solutions for both a homogeneously and a laterally heated fluid with finite Prandtl Number (Pr=7) in the vertical orientation of the channel. Both models are studied within the Large Aspect Ratio narrow-gap and under constant flux conditions with the channel closed. We use direct numerics to identify the linear stability criterion in parametric terms as a function of Grashof Number (Gr) and streamwise infinitesimal perturbation wavenumber (making use of the generalised Squire’s Theorem). We find higher harmonic solutions at lower wavenumbers with a resonance of 1:3exist, for both of the heating models considered. We proceed to identify 2D secondary steady state solutions, which bifurcate from the laminar state. Our studies show that 2D solutions are found not to exist in certain regions of the pure manifold, where we find that 1:3 resonant mode 2D solutions exist, for low wavenumber perturbations. For the homogeneously heated fluid, we notice a jump phenomenon existing between the pure and resonant mode secondary solutions for very specific wavenumbers .We attempt to verify whether mixed mode solutions are present for this model by considering the laterally heated model with the same geometry. We find mixed mode solutions for the laterally heated model showing that a bridge exists between the pure and 1:3 resonant mode 2D solutions, of which some are stationary and some travelling. Further, we show that for the homogeneously heated fluid that the 2D solutions bifurcate in hopf bifurcations and there exists a manifold where the 2D solutions are stable to Eckhaus criterion, within this manifold we proceed to identify 3D tertiary solutions and find that the stability for said 3D bifurcations is not phase locked to the 2D state. For the homogeneously heated model we identify a closed loop within the neutral stability curve for higher perturbation wavenumubers and analyse the nature of the multiple 2D bifurcations around this loop for identical wavenumber and find that a temperature inversion occurs within this loop. We conclude that for a homogeneously heated fluid it is possible to have abrup ttransitions between the pure and resonant 2D solutions, and that for the laterally heated model there exist a transient bifurcation via mixed mode solutions.
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We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al. (2008). However, we also show that we should not expect to detect all common jumps comprising a cojump when using such coexceedance based detection methods. Empirically, we provide evidence of an association between jumps in the market portfolio and cojumps in the underlying stocks. Consistent with our Monte Carlo evidence, moderate numbers of stocks are often detected to be involved in these (systematic) cojumps. Importantly, the results suggest that market-level news is able to generate simultaneous large jumps in individual stocks. We also find evidence of an association between systematic cojumps and Federal Funds Target Rate announcements. © 2013 Elsevier B.V.
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Single crystal Mo3Si specimens were grown and tested at room temperature using established nanoindentation techniques at various crystallographic orientations. The indentation modulus and hardness were obtained for loads that were large enough to determine bulk properties, yet small enough to avoid cracking in the specimens. From the indentation modulus results, anisotropic elastic constants were determined. As load was initially increased to approximately 1.5 mN, the hardness exhibited a sudden drop that corresponded to a jump in displacement. The resolved shear stress that was determined from initial yielding was 10-15% of the shear modulus, but 3 to 4 times the value obtained from the bulk hardness. Non-contact atomic force microscopy images in the vicinity of indents revealed features consistent with {100}(010) slip.