A Stabilization of a Continuous Limit of the Ensemble Kalman Filter

The ensemble Kalman filter belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In recent years several continuous limits in the number of iteration and particles have been performed in order to study properties of the method. In particular, a one--dimensional linear stability analysis reveals a possible instability of the solution provided by the continuous--time limit of the ensemble Kalman filter for inverse problems. In this work we address this issue by introducing a stabilization of the dynamics which leads to a method with globally asymptotically stable solutions. We illustrate the performance of the stabilized version of the ensemble Kalman filter by using test inverse problems from the literature and comparing it with the classical formulation of the method

Density dependent diffusion models for the interaction of particle ensembles with boundaries

The transition from a microscopic model for the movement of many particles to a macroscopic continuum model for a density flow is studied. The microscopic model for the free flow is completely deterministic, described by an interaction potential that leads to a coherent motion where all particles move in the same direction with the same speed known as a flock. Interaction of the flock with boundaries, obstacles and other flocks leads to a temporary destruction of the coherent motion that macroscopically can be modeled through density dependent diffusion. The resulting macroscopic model is an advection-diffusion equation for the particle density whose diffusion coefficient is density dependent. Examples describing i) the interaction of material flow on a conveyor belt with an obstacle that redirects or restricts the material flow and ii) the interaction of flocks (of fish or birds) with boundaries and iii) the scattering of two flocks as they bounce off each other are discussed. In each case, the advection-diffusion equation is strictly hyperbolic before and after the interaction while the interaction phase is described by a parabolic equation. A numerical algorithm to solve the advection-diffusion equation through the transition is presented.Comment: 25 pages, 9 figure

Computational Modeling of Business Ecosystem Dynamics

This paper presents a multi-method approach for computational modeling of complex business ecosystem dynamics that enables strategic decision support. Our computational model is informed by theories of business strategy, organizational ecology, and interfirm networks, and uses real-world data mined from public and proprietary sources. Using a complex system and network analytic lens, our model provides insights into how the interconnected nature of actors, capabilities, and interfirm behaviors (mergers, acquisitions, and collaborations) can lead to different ecosystem characteristics. We discuss results and extensions of this work

Task Allocation and Corporate Performance : is There a First-Mover Advantage?

Although the performance effects of multitasking were analyzed intensively in the past, little is known about the impact of the adoption time of multitasking on corporate performance. Possibly, the quantity of the reorganization is crucial and early movers experience a comparative competitive advantage; but also quality effects could dominate and late adoption is beneficial. The present paper examines the performance effects of the implementation time of teamwork and job rotation using two nationally representative Swiss firm-level datasets. To account for potential endogeneity,two separate two-stage estimation strategies are applied. According to the results, there are slight late-mover disadvantages when implementing teamwork. In contrast, the influence of the adoption of job rotation heavily depends on the observation time, though late adoption is mainly associated with lower performance. These findings indicate that there are both quantity and quality effects, dependent on how established and complex the multitasking instrument is

times Simplification of DES models of M/M/1 tandem queues by approximating WIP-dependent inter-departure On behalf of: Society for Modeling and Simulation International (SCS) can be found at: SIMULATION Additional services and information for Simplificati

Abstract This paper presents two algorithms to analytically approximate work in process (WIP)-dependent inter-departure times for tandem queues composed of a series of M/M/1 systems. The first algorithm is used for homogeneous tandem queues, the second for such with bottlenecks. Both algorithms are based on the possible combinations of distributing the WIP on the queues. For each combination the time to the next departure is estimated. A weighted average of all estimated times of each WIP level is calculated to get the expected mean inter-departure time. The generated interdeparture times are used in a simple model of the tandem queue. The inter-departure times, the average WIP and average cycle time of the tandem queue and the simple model are compared in several tandem queue parameterizations. Results show only a small error between the simple model and the tandem queue, rendering this approach applicable in many applications