985 resultados para stochastic and dynamic analysis


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Improvements in seasonal climate forecasts have potential economic implications for international agriculture. A stochastic, dynamic simulation model of the international wheat economy is developed to estimate the potential effects of seasonal climate forecasts for various countries' wheat production, exports and world trade. Previous studies have generally ignored the stochastic and dynamic aspects of the effects associated with the use of climate forecasts. This study shows the importance of these aspects. In particular with free trade, the use of seasonal forecasts results in increased producer surplus across all exporting countries. In fact, producers appear to capture a large share of the economic surplus created by using the forecasts. Further, the stochastic dimensions suggest that while the expected long-run benefits of seasonal forecasts are positive, considerable year-to-year variation in the distribution of benefits between producers and consumers should be expected. The possibility exists for an economic measure to increase or decrease over a 20-year horizon, depending on the particular sequence of years.

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Recently, steady economic growth rates have been kept in Poland and Hungary. Money supplies are growing rather rapidly in these economies. In large, exchange rates have trends of depreciation. Then, exports and prices show the steady growth rates. It can be thought that per capita GDPs are in the same level and development stages are similar in these two countries. It is assumed that these two economies have the same export market and export goods are competing in it. If one country has an expansion of monetary policy, price increase and interest rate decrease. Then, exchange rate decrease. Exports and GDP will increase through this phenomenon. At the same time, this expanded monetary policy affects another country through the trade. This mutual relationship between two countries can be expressed by the Nash-equilibrium in the Game theory. In this paper, macro-econometric models of Polish and Hungarian economies are built and the Nash- equilibrium is introduced into them.

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The scheduling of metal to different casters in a casthouse is a complicated problem, attempting to find the balance between pot-line, crucible carrier, furnace and casting machine capacity. in this paper, a description will be given of a casthouse modelling system designed to test different scenarios for casthouse design and operation. Using discrete-event simulation, the casthouse model incorporates variable arrival times of metal carriers, crucible movements, caster operation and furnace conditions. Each part of the system is individually modelled and synchronised using a series of signals or semaphores. in addition, an easy to operate user interface allows for the modification of key parameters, and analysis of model output. Results from the model will be presented for a case study, which highlights the effect different parameters have on overall casthouse performance. The case study uses past production data from a casthouse to validate the model outputs, with the aim to perform a sensitivity analysis on the overall system. Along with metal preparation times and caster strip-down/setup, the temperature evolution within the furnaces is one key parameter in determining casthouse performance.

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This paper has three primary aims: to establish an effective means for modelling mainland-island metapopulations inhabiting a dynamic landscape: to investigate the effect of immigration and dynamic changes in habitat on metapopulation patch occupancy dynamics; and to illustrate the implications of our results for decision-making and population management. We first extend the mainland-island metapopulation model of Alonso and McKane [Bull. Math. Biol. 64:913-958,2002] to incorporate a dynamic landscape. It is shown, for both the static and the dynamic landscape models, that a suitably scaled version of the process converges to a unique deterministic model as the size of the system becomes large. We also establish that. under quite general conditions, the density of occupied patches, and the densities of suitable and occupied patches, for the respective models, have approximate normal distributions. Our results not only provide us with estimates for the means and variances that are valid at all stages in the evolution of the population, but also provide a tool for fitting the models to real metapopulations. We discuss the effect of immigration and habitat dynamics on metapopulations, showing that mainland-like patches heavily influence metapopulation persistence, and we argue for adopting measures to increase connectivity between this large patch and the other island-like patches. We illustrate our results with specific reference to examples of populations of butterfly and the grasshopper Bryodema tuberculata.

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The objective of this research was to investigate the effect of suspension parameters on dynamic load-sharing of longitudinal-connected air suspensions of a tri-axle semi-trailer. A novel nonlinear model of a multi-axle semi-trailer with longitudinal-connected air suspension was formulated based on fluid mechanics and thermodynamics and was validated through test results. The effects of suspension parameters on dynamic load-sharing and road-friendliness of the semi-trailer were analyzed. Simulation results indicate that the road-friendliness metric DLC (Dynamic Load Coefficient), is generally in accordance with the load-sharing metric - DLSC (Dynamic Load Sharing Coefficient). When the static height or static pressure increases, the DLSC optimization ratio declines monotonically. The effect of employing larger air lines and connectors on the DLSC optimization ratio gives varying results as road roughness increases and as driving speed increases. The results also indicate that if the air line diameter is always assumed to be larger than the connector diameter, the influence of air line diameter on load-sharing is more significant than that of the connector.

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Background: Diabetic peripheral neuropathy is an important cause of foot ulceration and limb loss. This systematic review and meta-analysis investigated the effect of diabetic peripheral neuropathy on gait, dynamic electromyography and dynamic plantar pressures. Methods: Electronic databases were searched systematically for articles reporting the effect of diabetic peripheral neuropathy on gait, dynamic electromyography and plantar pressures. Searches were restricted to articles published between January 2000 and April 2012. Outcome measures assessed included spatiotemporal parameters, lower limb kinematics, kinetics, muscle activation and plantar pressure. Meta-analyses were carried out on all outcome measures reported by ≥3 studies. Findings: Sixteen studies were included consisting of 382 neuropathy participants, 216 diabetes controls without neuropathy and 207 healthy controls. Meta-analysis was performed on 11 gait variables. A high level of heterogeneity was noted between studies. Meta-analysis results suggested a longer stance time and moderately higher plantar pressures in diabetic peripheral neuropathy patients at the rearfoot, midfoot and forefoot compared to controls. Systematic review of studies suggested potential differences in the biomechanical characteristics (kinematics, kinetics, EMG) of diabetic neuropathy patients. However these findings were inconsistent and limited by small sample sizes.; Interpretation: Current evidence suggests that patients with diabetic peripheral neuropathy have elevated plantar pressures and occupy a longer duration of time in the stance-phase during gait. Firm conclusions are hampered by the heterogeneity and small sample sizes of available studies. Interpretation: Current evidence suggests that patients with diabetic peripheral neuropathy have elevated plantar pressures and occupy a longer duration of time in the stance-phase during gait. Firm conclusions are hampered by the heterogeneity and small sample sizes of available studies.

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This paper presents the modeling and analysis of a voltage source converter (VSC) based back-to-back (BTB) HVDC link. The case study considers the response to changes in the active and reactive power and disturbance caused by single line to ground (SLG) fault. The controllers at each terminal are designed to inject a variable (magnitude and phase angle) sinusoidal, balanced set of voltages to regulate/control the active and reactive power. It is also possible to regulate the converter bus (AC) voltage by controlling the injected reactive power. The analysis is carried out using both d-q model (neglecting the harmonics in the output voltages of VSC) and three phase detailed model of VSC. While the eigenvalue analysis and controller design is based on the d-q model, the transient simulation considers both models.

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Experiments have repeatedly observed both thermodynamic and dynamic anomalies in aqueous binary mixtures, surprisingly at low solute concentration. Examples of such binary mixtures include water-DMSO, water-ethanol, water-tertiary butyl alcohol (TBA), and water-dioxane, to name a few. The anomalies have often been attributed to the onset of a structural transition, whose nature, however, has been left rather unclear. Here we study the origin of such anomalies using large scale computer simulations and theoretical analysis in water-DMSO binary mixture. At very low DMSO concentration (below 10%), small aggregates of DMSO are solvated by water through the formation of DMSO-(H2O)(2) moieties. As the concentration is increased beyond 10-12% of DMSO, spanning clusters comprising the same moieties appear in the system. Those clusters are formed and stabilized not only through H-bonding but also through the association of CH3 groups of DMSO. We attribute the experimentally observed anomalies to a continuum percolation-like transition at DMSO concentration X-DMSO approximate to 12-15%. The largest cluster size of CH3-CH3 aggregation clearly indicates the formation of such percolating clusters. As a result, a significant slowing down is observed in the decay of associated rotational auto time correlation functions (of the S = O bond vector of DMSO and O-H bond vector of water). Markedly unusual behavior in the mean square fluctuation of total dipole moment again suggests a structural transition around the same concentration range. Furthermore, we map our findings to an interacting lattice model which substantiates the continuum percolation model as the reason for low concentration anomalies in binary mixtures where the solutes involved have both hydrophilic and hydrophobic moieties.

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Optimum design of dynamic fracture test rigs demands a thorough appreciation of beam vibration under impact. Analyses invariably presume rigid anvils, and neglect overhang effects. The beam response predicted analytically and numerically in this paper highlights the significant role of anvil rigidity and beam overhangs on the impact dynamics of three point bend (3PB) specimens.

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This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.

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The nonlinear equations for coupled elastic flapping-twisting motion of a dragonfly in- spired smart flapping wing are used for a flapping wing actuated from the root by a PZT unimorph in the piezofan configuration. Excitation by the piezoelectric harmonic force generates only the flap bending motion, which in turn, induces the elastic twist motion due to interaction between flexural and torsional vibrations modes. An unsteady aerodynamic model is used to obtain the aerodynamic forces. Numerical simulations are performed using a wing whose size is the same as the dragonfly Sympetrum Frequens wing. It is found that the value of average lift reaches to its maximum when the smart flapping wing is excited at a frequency closer to the natural frequency in torsion. Moreover, consideration of the elastic twisting of flapping wing leads to an increase in the lift force. It is also found that the flapping wing generates sufficient lift to support its own weight and carry a small pay- load. Therefore, the piezoelectrically actuated smart flapping wing based on the geometry of Sympetrum Frequens wing and undergoing flapping-twisting motions may be considered as a potential candidate for use in MAV applications.

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Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.