A scheme for synchronizing clocks connected by a packet communication network

Consider a communication system in which a transmitter equipment sends fixed-size packets of data at a uniform rate to a receiver equipment. Consider also that these equipments are connected by a packet-switched network, which introduces a random delay to each packet. Here we propose an adaptive clock recovery scheme able of synchronizing the frequencies and the phases of these devices, within specified limits of precision. This scheme for achieving frequency and phase synchronization is based on measurements of the packet arrival times at the receiver, which are used to control the dynamics of a digital phase-locked loop. The scheme performance is evaluated via numerical simulations performed by using realistic parameter values. (C) 2011 Elsevier By. All rights reserved.

A marker-and-cell approach to free surface 2-D multiphase flows

This work describes a methodology to simulate free surface incompressible multiphase flows. This novel methodology allows the simulation of multiphase flows with an arbitrary number of phases, each of them having different densities and viscosities. Surface and interfacial tension effects are also included. The numerical technique is based on the GENSMAC front-tracking method. The velocity field is computed using a finite-difference discretization of a modification of the NavierStokes equations. These equations together with the continuity equation are solved for the two-dimensional multiphase flows, with different densities and viscosities in the different phases. The governing equations are solved on a regular Eulerian grid, and a Lagrangian mesh is employed to track free surfaces and interfaces. The method is validated by comparing numerical with analytic results for a number of simple problems; it was also employed to simulate complex problems for which no analytic solutions are available. The method presented in this paper has been shown to be robust and computationally efficient. Copyright (c) 2012 John Wiley & Sons, Ltd.

Hero's journey in bifurcation diagram

The hero's journey is a narrative structure identified by several authors in comparative studies on folklore and mythology. This storytelling template presents the stages of inner metamorphosis undergone by the protagonist after being called to an adventure. In a simplified version, this journey is divided into three acts separated by two crucial moments. Here we propose a discrete-time dynamical system for representing the protagonist's evolution. The suffering along the journey is taken as the control parameter of this system. The bifurcation diagram exhibits stationary, periodic and chaotic behaviors. In this diagram, there are transition from fixed point to chaos and transition from limit cycle to fixed point. We found that the values of the control parameter corresponding to these two transitions are in quantitative agreement with the two critical moments of the three-act hero's journey identified in 10 movies appearing in the list of the 200 worldwide highest-grossing films. (C) 2011 Elsevier B.V. All rights reserved.

A generalized finite element method with global-local enrichment functions for confined plasticity problems

The main feature of partition of unity methods such as the generalized or extended finite element method is their ability of utilizing a priori knowledge about the solution of a problem in the form of enrichment functions. However, analytical derivation of enrichment functions with good approximation properties is mostly limited to two-dimensional linear problems. This paper presents a procedure to numerically generate proper enrichment functions for three-dimensional problems with confined plasticity where plastic evolution is gradual. This procedure involves the solution of boundary value problems around local regions exhibiting nonlinear behavior and the enrichment of the global solution space with the local solutions through the partition of unity method framework. This approach can produce accurate nonlinear solutions with a reduced computational cost compared to standard finite element methods since computationally intensive nonlinear iterations can be performed on coarse global meshes after the creation of enrichment functions properly describing localized nonlinear behavior. Several three-dimensional nonlinear problems based on the rate-independent J (2) plasticity theory with isotropic hardening are solved using the proposed procedure to demonstrate its robustness, accuracy and computational efficiency.

SYNCHRONIZATION OF CHAOS AND THE TRANSITION TO WAVE TURBULENCE

We investigated the transition to wave turbulence in a spatially extended three-wave interacting model, where a spatially homogeneous state undergoing chaotic dynamics undergoes spatial mode excitation. The transition to this weakly turbulent state can be regarded as the loss of synchronization of chaos of mode oscillators describing the spatial dynamics.

ACTIVE NETWORKS THAT MAXIMIZE THE AMOUNT OF INFORMATION TRANSMISSION

This work clarifies the relationship between network circuit (topology) and behavior (information transmission and synchronization) in active networks, e. g. neural networks. As an application, we show how to determine a network topology that is optimal for information transmission. By optimal, we mean that the network is able to transmit a large amount of information, it possesses a large number of communication channels, and it is robust under large variations of the network coupling configuration. This theoretical approach is general and does not depend on the particular dynamic of the elements forming the network, since the network topology can be determined by finding a Laplacian matrix (the matrix that describes the connections and the coupling strengths among the elements) whose eigenvalues satisfy some special conditions. To illustrate our ideas and theoretical approaches, we use neural networks of electrically connected chaotic Hindmarsh-Rose neurons.

STRUCTURE AND DYNAMICS: THE TRANSITION FROM NONEQUILIBRIUM TO EQUILIBRIUM IN INTEGRATE-AND-FIRE DYNAMICS

The transient and equilibrium properties of dynamics unfolding in complex systems can depend critically on specific topological features of the underlying interconnections. In this work, we investigate such a relationship with respect to the integrate-and-fire dynamics emanating from a source node and an extended network model that allows control of the small-world feature as well as the length of the long-range connections. A systematic approach to investigate the local and global correlations between structural and dynamical features of the networks was adopted that involved extensive simulations (one and a half million cases) so as to obtain two-dimensional correlation maps. Smooth, but diverse surfaces of correlation values were obtained in all cases. Regarding the global cases, it has been verified that the onset avalanche time (but not its intensity) can be accurately predicted from the structural features within specific regions of the map (i.e. networks with specific structural properties). The analysis at local level revealed that the dynamical features before the avalanches can also be accurately predicted from structural features. This is not possible for the dynamical features after the avalanches take place. This is so because the overall topology of the network predominates over the local topology around the source at the stationary state.

TYPE-ZERO SADDLE-NODE BIFURCATIONS AND STABILITY REGION ESTIMATION OF NONLINEAR AUTONOMOUS DYNAMICAL SYSTEMS

A complete characterization of the stability boundary of a class of nonlinear dynamical systems that admit energy functions is developed in this paper. This characterization generalizes the existing results by allowing the type-zero saddle-node nonhyperbolic equilibrium points on the stability boundary. Conceptual algorithms to obtain optimal estimates of the stability region (basin of attraction) in the form of level sets of a given family of energy functions are derived. The behavior of the stability region and the corresponding estimates are investigated for parameter variation in the neighborhood of a type-zero saddle-node bifurcation value.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

GENERALIZED FINITE ELEMENT METHOD ON NONCONVENTIONAL HYBRID-MIXED FORMULATION

The generalized finite element method (GFEM) is applied to a nonconventional hybrid-mixed stress formulation (HMSF) for plane analysis. In the HMSF, three approximation fields are involved: stresses and displacements in the domain and displacement fields on the static boundary. The GFEM-HMSF shape functions are then generated by the product of a partition of unity associated to each field and the polynomials enrichment functions. In principle, the enrichment can be conducted independently over each of the HMSF approximation fields. However, stability and convergence features of the resulting numerical method can be affected mainly by spurious modes generated when enrichment is arbitrarily applied to the displacement fields. With the aim to efficiently explore the enrichment possibilities, an extension to GFEM-HMSF of the conventional Zienkiewicz-Patch-Test is proposed as a necessary condition to ensure numerical stability. Finally, once the extended Patch-Test is satisfied, some numerical analyses focusing on the selective enrichment over distorted meshes formed by bilinear quadrilateral finite elements are presented, thus showing the performance of the GFEM-HMSF combination.

New Optimization Algorithms for Structural Reliability Analysis

Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

A Cost-Effectiveness-Assessing Model of Vaccination for Varicella and Zoster

A decision analytical model is presented and analysed to assess the effectiveness and cost-effectiveness of routine vaccination against varicella and herpes-zoster, or shingles. These diseases have as common aetiological agent the varicella-zoster virus (VZV). Zoster can more likely occur in aged people with declining cell-mediated immunity. The general concern is that universal varicella vaccination might lead to more cases of zoster: with more vaccinated children exposure of the general population to varicella infectives become smaller and thus a larger proportion of older people will have weaker immunity to VZV, leading to more cases of reactivation of zoster. Our compartment model shows that only two possible equilibria exist, one without varicella and the other one where varicella arid zoster both thrive. Threshold quantities to distinguish these cases are derived. Cost estimates on a possible herd vaccination program are discussed indicating a possible tradeoff choice.

BEM modeling of saturated porous media susceptible to damage

This paper deals with the numerical analysis of saturated porous media, taking into account the damage phenomena on the solid skeleton. The porous media is taken into poro-elastic framework, in full-saturated condition, based on Biot's Theory. A scalar damage model is assumed for this analysis. An implicit boundary element method (BEM) formulation, based on time-independent fundamental solutions, is developed and implemented to couple the fluid flow and two-dimensional elastostatic problems. The integration over boundary elements is evaluated using a numerical Gauss procedure. A semi-analytical scheme for the case of triangular domain cells is followed to carry out the relevant domain integrals. The non-linear problem is solved by a Newton-Raphson procedure. Numerical examples are presented, in order to validate the implemented formulation and to illustrate its efficacy. (C) 2011 Elsevier Ltd. All rights reserved.

A further note on the college admission game

When a stable matching rule is used for a college admission market, questions on incentives facing agents of both sides of the market naturally emerge. This note states and proves four important results which fill a gap in the theory of incentives for the college admission model. Two of them have never been demonstrated but have been used along the years and are responsible for the success that this theory has had in explaining empirical economic phenomena.

Numerical assessment of stability of interface discontinuous finite element pressure spaces

The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.