672 research outputs found

    Sample Path Analysis of Integrate-and-Fire Neurons

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    Computational neuroscience is concerned with answering two intertwined questions that are based on the assumption that spatio-temporal patterns of spikes form the universal language of the nervous system. First, what function does a specific neural circuitry perform in the elaboration of a behavior? Second, how do neural circuits process behaviorally-relevant information? Non-linear system analysis has proven instrumental in understanding the coding strategies of early neural processing in various sensory modalities. Yet, at higher levels of integration, it fails to help in deciphering the response of assemblies of neurons to complex naturalistic stimuli. If neural activity can be assumed to be primarily driven by the stimulus at early stages of processing, the intrinsic activity of neural circuits interacts with their high-dimensional input to transform it in a stochastic non-linear fashion at the cortical level. As a consequence, any attempt to fully understand the brain through a system analysis approach becomes illusory. However, it is increasingly advocated that neural noise plays a constructive role in neural processing, facilitating information transmission. This prompts to gain insight into the neural code by studying the stochasticity of neuronal activity, which is viewed as biologically relevant. Such an endeavor requires the design of guiding theoretical principles to assess the potential benefits of neural noise. In this context, meeting the requirements of biological relevance and computational tractability, while providing a stochastic description of neural activity, prescribes the adoption of the integrate-and-fire model. In this thesis, founding ourselves on the path-wise description of neuronal activity, we propose to further the stochastic analysis of the integrate-and fire model through a combination of numerical and theoretical techniques. To begin, we expand upon the path-wise construction of linear diffusions, which offers a natural setting to describe leaky integrate-and-fire neurons, as inhomogeneous Markov chains. Based on the theoretical analysis of the first-passage problem, we then explore the interplay between the internal neuronal noise and the statistics of injected perturbations at the single unit level, and examine its implications on the neural coding. At the population level, we also develop an exact event-driven implementation of a Markov network of perfect integrate-and-fire neurons with both time delayed instantaneous interactions and arbitrary topology. We hope our approach will provide new paradigms to understand how sensory inputs perturb neural intrinsic activity and accomplish the goal of developing a new technique for identifying relevant patterns of population activity. From a perturbative perspective, our study shows how injecting frozen noise in different flavors can help characterize internal neuronal noise, which is presumably functionally relevant to information processing. From a simulation perspective, our event-driven framework is amenable to scrutinize the stochastic behavior of simple recurrent motifs as well as temporal dynamics of large scale networks under spike-timing-dependent plasticity

    Vibration Theory, Vol. 4:advanced methods in stochastic dynamics of non-linear systems

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    Nonlinear Response and Fatigue Estimation of Surface Panels to White and Non-White Gaussian Random Excitations

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    In stochastic structural dynamics, the majority of analyses have dealt with linear structures under stationary, Gaussian, and band-limited white noise excitations. Although these simplifying assumptions may be justified, in many processes experimental data have shown quite frequently the non-stationary and non-Gaussian characteristics of the loads. An efficient finite element modal formulation has recently been developed to extend the analysis to nonlinear structural responses. Laminated plate theory and von Karman large displacement relations are used to derive the nonlinear equations of motion for an arbitrarily laminated composite panel subjected to combined acoustic and thermal loads. The nonlinear equations of motion in structural node degrees of freedom are then transformed to a set of coupled nonlinear equations in truncated modal coordinates with rather small degrees of freedom. Recorded B-1B flight acoustic pressure fluctuations have shown the non-white power spectral density (PSD) characteristics. This work presents for the first time the nonlinear large amplitude response and fatigue life estimation of arbitrary laminated composite panels subjected to non-white pressure fluctuations with or without a high thermal environment. The Palmgrem-Miner theory is combined with the rainflow counting cycles method in time domain, and with transformed Gaussian models in the frequency domain, to estimate the panel fatigue life. Equivalent band-limited White Noise Sound Pressure Level excitations (EWSPL), which have the same acoustic power within the bandwidth as the B-1B flight data, are generated. Nonlinear response and fatigue life are predicted for the identical panels subjected to EWSPL. Monte Carlo numerical simulation is used for the analysis of the EWSPL. Results show that the flight data with non-white PSD give higher stress characteristics and shorter fatigue life than the corresponding EWSPL

    Automated Manufacture of Fertilizing Agglomerates from Burnt Wood Ash

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    In Sweden, extensive research is conducted to find alternative sources of energy that should partly replace the electric power production from nuclear power. With the ambition to create a sustainable system for producing energy, the use of renewable energy is expected to grow further and biofuels are expected to account for a significant part of this increase. However, when biofuels are burned or gasified, ash appears as a by-product. In order to overcome the problems related to deposition in land fills, the idea is to transform the ashes into a product – agglomerates – that easily could be recycled back to the forest grounds; as a fertilizer, or as a tool to reduce the acidification in the forest soil at the spreading area. This work considers the control of a transformation process, which transforms wood ash produced at a district heating plant into fertilizing agglomerates. A robust machine, built to comply with the industrial requirements for continuous operation, has been developed and is controlled by an industrial control system in order to enable an automated manufacture

    An investigation of the visual sampling behaviour of human observers

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    Visual sampling behavior of human observers for aerospace vehicle design application

    Comparison of Precision Orbit Derived Density Estimates for CHAMP and GRACE Satellites

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    Current atmospheric density models cannot adequately represent the density variations observed by satellites in Low Earth Orbit (LEO). Using an optimal orbit determination process, precision orbit ephemerides (POE) are used as measurement data to generate corrections to density values obtained from existing atmospheric models. Densities obtained using these corrections are then compared to density data derived from the onboard accelerometers of satellites, specifically the CHAMP and GRACE satellites. This comparison takes two forms, cross correlation analysis and root mean square analysis. The densities obtained from the POE method are nearly always superior to the empirical models, both in matching the trends observed by the accelerometer (cross correlation), and the magnitudes of the accelerometer derived density (root mean square). In addition, this method consistently produces better results than those achieved by the High Accuracy Satellite Drag Model (HASDM). For satellites orbiting Earth that pass through Earth's upper atmosphere, drag is the primary source of uncertainty in orbit determination and prediction. Variations in density, which are often not modeled or are inaccurately modeled, cause difficulty in properly calculating the drag acting on a satellite. These density variations are the result of many factors; however, the Sun is the main driver in upper atmospheric density changes. The Sun influences the densities in Earth's atmosphere through solar heating of the atmosphere, as well as through geomagnetic heating resulting from the solar wind. Data are examined for fourteen hour time spans between November 2004 and July 2009 for both the CHAMP and GRACE satellites. This data spans all available levels of solar and geomagnetic activity, which does not include data in the elevated and high solar activity bins due to the nature of the solar cycle. Density solutions are generated from corrections to five different baseline atmospheric models, as well as nine combinations of density and ballistic coefficient correlated half-lives. These half-lives are varied among values of 1.8, 18, and 180 minutes. A total of forty-five sets of results emerge from the orbit determination process for all combinations of baseline density model and half-lives. Each time period is examined for both CHAMP and GRACE-A, and the results are analyzed. Results are averaged from all solutions periods for 2004-2007. In addition, results are averaged after binning according to solar and geomagnetic activity levels. For any given day in this period, a ballistic coefficient correlated half-life of 1.8 minutes yields the best correlation and root mean square values for both CHAMP and GRACE. For CHAMP, a density correlated half-life of 18 minutes is best for higher levels of solar and geomagnetic activity, while for lower levels 180 minutes is usually superior. For GRACE, 180 minutes is nearly always best. The three Jacchia-based atmospheric models yield very similar results. The CIRA 1972 or Jacchia 1971 models as baseline consistently produce the best results for both satellites, though results obtained for Jacchia-Roberts are very similar to the other Jacchia-based models. Data are examined in a similar manner for the extended solar minimum period during 2008 and 2009, albeit with a much smaller sampling of data. With the exception of some atypical results, similar combinations of half-lives and baseline atmospheric model produce the best results. A greater sampling of data will aid in characterizing density in a period of especially low solar activity. In general, cross correlation values for CHAMP and GRACE revealed that the POE method matched trends observed by the accelerometers very well. However, one period of time deviated from this trend for the GRACE-A satellite. Between late October 2005 and January 2006, correlations for GRACE-A were very low. Special examination of the surrounding months revealed the extent of time this period covered. Half-life and baseline model combinations that produced the best results during this time were similar to those during normal periods. Plotting these periods revealed very short period density variations in the accelerometer that could not be reproduced by the empirical models, HASDM, or the POE method. Finally, densities produced using precision orbit data for the GRACE-B satellite were shown to be nearly indistinguishable from those produced by GRACE-A. Plots of the densities produced for both satellites during the same time periods revealed this fact. Multiple days were examined covering all possible ranges of solar and geomagnetic activity. In addition, the period in which GRACE-A correlations were low was studied. No significant differences existed between GRACE-A and GRACE-B for all of the days examined

    Essays on Econometrics : Nonlinearities and Nonnormalities

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    Doutoramento em Matemática Aplicada à Economia e à GestãoThis Dissertation consists of three independent papers on econometrics, having in common the fact that each of them proposes a new methodology to deal with issues caused by the departure from linearity and gaussianity assumptions. We start by introducing a simple and easy to implement procedure to test for multiple structural changes in persistence. An in-depth Monte Carlo analysis shows that the new procedure performs well under various DGPs with persistence changes. The application of the proposed test to OECD countries inflation reveals relevant statistical evidence of breaks in persistence for all countries. Overall, the persistence was high and non-mean-reverting until the early 80’s and subsequently decreased, which coincides with the beginning of the Great Moderation. Then, the second paper introduce a flexible framework able to capture some aspects of the potential nonlinear causal relationships between economic variables. More precisely, the proposed procedure estimates the expected time (ET) an outcome variable takes to cross a fixed threshold given a starting value and conditional on covariates. An application to the economic activity-yield spread relationship for the U.S. suggests that the yield spread may have an important role in stimulating a faster return to desirable growth rates when the economy is in contraction or faces weak growth. Moreover, negative yield spread values in the presence of positive and high industrial production growth rates leads to a quick return to negative growth rates and may trigger a recession. Finally, the third paper proposes a simple framework that allows us to take into account the magnitude of potential losses incurred throughout the investment horizon, denoted intra-horizon risk, in portfolio optimization. To this end, we introduce a novel nonparametric method to estimate the first passage probability function that only make use of the Markovian property of the returns. An empirical application is provided considering equity, bond and commodity Exchange Traded funds (ETFs). Our results suggest that the proposed framework indicates portfolios with lower expected time to reach the target return than those indicated by the Markowitz’ mean-variance approach with similar levels of intra-horizon risk, which may result in higher expected annualized return if the lower threshold that triggers a stop-loss decision is not crossed.info:eu-repo/semantics/publishedVersio

    Transformations and pathways of Southern Ocean waters into the South Atlantic Ocean

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    [eng] The returning limb of Atlantic Meridional Overturning Circulation (AMOC) is partly supplied by the cold-fresh waters that enter through the Drake Passage. Up to the isoneutral 28.0 kg m−3, the mean water inflow through the Drake Passage to the Scotia Sea is 140.8 ± 7.4 Sv and the outflow through the Northern Passages is 115.9 ± 8.3 Sv. Below this isoneutral reference and down to 2000 m, an additional 23.4 Sv enters through the Drake Passage. The mean barotropic contribution always represents over half the total transports, with substantial seasonal and moderate interannual variability in the water transports. The water mean-residence time is about 6 - 8 months. Combining the Argo floats data with other observational measurements, we apply a climatological high-resolution inverse model over the Scotia Sea boundaries up to the 28.0 kg m-3 isoneutral. The ACC enters 136.7 ± 1.0 Sv through the Drake Passage and exits 137.9 ± 1.0 Sv through the northern boundary, with the difference responding to the South Scotia Ridge and Philip Passages contributions. Along its northward path, the ACC waters lose heat but gain equatorward freshwater transport. Within the Scotia Sea, the surface-modal and modal-intermediate waters experience production in all biogeochemical variables. Finally, regarding anthropogenic DIC, the Scotia Sea stores 0.123 Pg C yr-1. Then, the ROD method compares actual drifters' displacements with numerical trajectory predictions; the observed-predicted differences in final positions respond to diffusive motions not captured by the numerical models. The ROD method is applied in the western South Atlantic Ocean leading to maximum diffusivities of 4630 - 4980 m2 s-1 in the upper 200 m of the water column, presenting an inverse relationship with depth. The diffusivities near the surface are fairly constant in latitude but the diffusion coefficients at 1000 m decrease considerably south of the Southern Boundary. With the horizontal diffusion coefficients obtained previously, we use the Lagrangian technique to determine the fraction of the upper-ocean transport that remains in the ACC flow as it crosses the South Atlantic Ocean and the fraction that contributes to the South Atlantic subtropical gyre. The mean results reveal that 94.8 Sv remains in the ACC, whereas a total of 15.1 Sv contributes directly to the AMOC. This AMOC transport takes a median of 14.3 years to arrive to the Brazilian Current from the Drake Passage. Furthermore, 78.1% of the particles that recirculate in the subtropical gyre perform one recirculation. The results confirm that the water masses entering the subtropical gyre through its eastern edge warm up substantially and lose density, partly transformed to surface waters. Furthermore, the contributions at the eastern edge of the South Atlantic subtropical gyre from the warm-water and the cold-water routes are compared. We perform numerical simulations of Lagrangian trajectories to identify the multiple direct and indirect pathways of intermediate waters. The total cold-route contribution represents between 17.9 and 18.9%, substantially higher than the 7.1 to 12.3% warm- route contribution. Several individual pathways form both routes, but the direct path is the preferential pathway followed by 83.6 to 87.2% of the water parcels. The direct cold route is the one that undergoes a greater transformation of its water masses, and it is confirmed that also feeds the Agulhas Current, contributing similarly to that coming from the Indonesian Throughflow.[spa] La rama de retorno de la circulación meridional del Atlántico (AMOC) es parcialmente sustentada por las aguas frías y frescas que proceden del océano Pacífico a través del pasaje de Drake. Hasta la isoneutra de 28.0 kg m-3, la entrada de agua media a través del paso de Drake hacia el mar de Scotia es de 140.8 ± 7.4 Sv mientras que la salida a través de los pasos del Norte corresponde a 115.9 ± 8.3 Sv. Su componente barotrópica media siempre representa más de la mitad de los transportes totales, con una variación interanual moderada y estacional considerable en los transportes de agua. El tiempo medio estimado de residencia en el mar de Scotia es de unos 6 - 8 meses. Combinando los datos de boyas Argo con otras medidas observacionales y aplicando un modelo inverso climatológico en los límites del mar de Scotia con el fin de definir el flujo de entrada y salida de la ACC hasta la isoneutra de 28.0 kg m-3 se estima que 136.7 ± 1.0 Sv del ACC entran por el paso de Drake y salen 137.9 ± 1.0 Sv por el límite norte. A lo largo de su trayectoria hacia el norte, las aguas del ACC pierden calor pero ganan transporte de agua dulce. Dentro del mar de Scotia, las aguas superficiales- modales y las superficiales-intermedias experimentan producción en todas las variables biogeoquímicas. Finalmente, en cuanto al DIC antropogénico, el mar de Scotia almacena 0.123 Pg C año-1. El método ROD compara los desplazamientos reales de los derivadores con las trayectorias de las partículas simuladas en modelos numéricos; las diferencias observadas-predichas en las posiciones finales responden a movimientos difusivos no capturados por los modelos numéricos. Dicho método es aplicado en el Atlántico Sur occidental obteniendo difusiones máximas de 4630 - 4980 m² s-1 en los primeros 200 m de la columna de agua, presentando una relación inversa con la profundidad. Cerca de la superficie, los coeficientes de difusión son bastante constantes en latitud, sin embargo, a 1000 m los coeficientes disminuyen considerablemente en el sur del frente Límite Sur. Con los coeficientes de difusión horizontal anteriores, se realizan simulaciones Lagrangianas para determinar qué fracción de transporte permanece en la ACC y qué cantidad de transporte se desvía en el norte para alimentar el giro subtropical del Atlántico Sur. Los resultados medianos revelan que 94.8 Sv permanecen en la ACC, mientras que un total de 15.1 Sv contribuyen directamente a la AMOC. Este transporte que se incorpora a la AMOC tarda una mediana de 14.3 años al llegar al corriente del Brasil. Los resultados confirman que las masas de agua que entran al giro subtropical por el borde oriental se calientan sustancialmente y la mayoría pierden densidad, parcialmente transformadas en aguas superficiales, mientras que las masas de agua que permanecen a la ACC se transfieren en gran medida a las capas superficiales y profundas. En cuanto a las contribuciones de la ruta cálida y la ruta fría en el margen oriental del giro subtropical del Atlántico Sur, se realizan simulaciones numéricas para identificar las múltiples vías directas e indirectas de las aguas intermedias. La contribución total de las aguas de la ruta fría representa entre un 17.9 y 18.9%, siendo sustancialmente mayor que el 7.1 y 12.3% de la contribución por parte de la ruta cálida. Ambas rutas están formadas por múltiples vías individuales pero la vía directa es la vía preferente seguida por el 83.6 – 87.2% de las parcelas de agua, siendo la ruta fría directa la que sufre una mayor transformación de sus aguas.[cat] La branca de retorn de la circulació meridional de l'Atlàntic (AMOC) és parcialment sustentada per les aigües fredes i fresques que procedeixen a través del passatge de Drake. Fins a la isoneutra de 28.0 kg m-3, l'entrada d'aigua mitja al mar de Scotia és de 140.8 ± 7.4 Sv mentre que la sortida a través dels passos del Nord correspon a 115.9 ± 8.3 Sv. La seva component barotròpica mitjana sempre representa més de la meitat dels transports d’aigua totals, amb una variació interanual moderada i estacional considerable. El seu temps mig de residència és d'uns 6 - 8 mesos. Mitjançant les dades de boies Argo amb altres mesures observacionals, apliquem un model invers en el mar de Scotia. Exactament, 136.7 ± 1.0 Sv del ACC entren pel pas de Drake i surten 137.9 ± 1.0 Sv pel límit nord. Al llarg de la seva trajectòria, les aigües perden calor però guanyen transport d'aigua dolça; a més les aigües superficials-modals i les superficials- intermèdies experimenten producció en totes les variables biogeoquímiques. El mar de Scotia emmagatzema 0.123 Pg C any-1 de DIC antropogènic. El mètode ROD revela que a l'Atlàntic Sud la difusió horitzontal té una relació inversa amb la profunditat. Les difusions són màximes de 4630 - 4980 m² s-1 en els primers 200 m i bastant constants en latitud, no obstant això a 1000 m els coeficients disminueixen considerablement al sud del front Límit Sud. Les simulacions Lagrangianes revelen que 94.8 Sv romanen en el ACC, mentre que un total de 15.1 Sv contribueixen directament a la AMOC. Aquest transport triga una mediana de 14.3 anys en arribar al corrent del Brasil. Les masses d'aigua que entren al gir subtropical s'escalfen substancialment i la majoria perden densitat, parcialment transformades en aigües superficials. Finalment, comparem les contribucions de la ruta càlida i la ruta freda en el marge oriental del gir subtropical de l'Atlàntic Sud obtenint que la ruta freda representa entre un 17.9 i 18.9%, sent substancialment major que la ruta càlida. Totes dues rutes estan formades per múltiples vies individuals però la via directa sempre és la via preferent
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