4,371,128 research outputs found

    A feedback simulation procedure for real-time control of urban drainage systems

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    This paper presents a feedback simulation procedure for the real-time control (RTC) of urban drainage systems (UDS) with the aim of providing accurate state evolutions to the RTC optimizer as well as illustrating the optimization performance in a virtual reality. Model predictive control (MPC) has been implemented to generate optimal solutions for the multiple objectives of UDS using a simplified conceptual model. A high-fidelity simulator InfoWorks ICM is used to carry on the simulation based on a high level detailed model of a UDS. Communication between optimizer and simulator is realized in a feedback manner, from which both the state dynamics and the optimal solutions have been implemented through realistic demonstrations. In order to validate the proposed procedure, a real pilot based on Badalona UDS has been applied as the case study.Peer ReviewedPostprint (author's final draft

    A Variational Procedure for Time-Dependent Processes

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    A simple variational Lagrangian is proposed for the time development of an arbitrary density matrix, employing the "factorization" of the density. Only the "kinetic energy" appears in the Lagrangian. The formalism applies to pure and mixed state cases, the Navier-Stokes equations of hydrodynamics, transport theory, etc. It recaptures the Least Dissipation Function condition of Rayleigh-Onsager {\bf and in practical applications is flexible}. The variational proposal is tested on a two level system interacting that is subject, in one instance, to an interaction with a single oscillator and, in another, that evolves in a dissipative mode.Comment: 25 pages, 4 figure

    New procedure for determining minimum time orbit transfers

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    Computer program includes time minimizing function required for propellant constrained minimum time impulsive transfer between coplanar circular orbits or unrestricted orbits. Basic formulation is extended to include inclined circular or inclined elliptic orbits

    Monitoring procedure for parameter change in causal time series

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    We propose a new sequential procedure to detect change in the parameters of a process X=(Xt)t∈Z X= (X_t)_{t\in \Z} belonging to a large class of causal models (such as AR(∞\infty), ARCH(∞\infty), TARCH(∞\infty), ARMA-GARCH processes). The procedure is based on a difference between the historical parameter estimator and the updated parameter estimator, where both these estimators are based on a quasi-likelihood of the model. Unlike classical recursive fluctuation test, the updated estimator is computed without the historical observations. The asymptotic behavior of the test is studied and the consistency in power as well as an upper bound of the detection delay are obtained. Some simulation results are reported with comparisons to some other existing procedures exhibiting the accuracy of our new procedure. The procedure is also applied to the daily closing values of the Nikkei 225, S&P 500 and FTSE 100 stock index. We show in this real-data applications how the procedure can be used to solve off-line multiple breaks detection.Comment: arXiv admin note: text overlap with arXiv:1101.5960 by other author

    A mixed splicing procedure for economic time series

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    This note develops a flexible methodology for splicing economic time series that avoids the extreme assumptions implicit in the procedures most commonly used in the literature. It allows the user to split the required correction to the older of the series being linked between its levels and growth rates on the basis what he knows or conjectures about the persistence of the factors that account for the discrepancy between the two series that emerges at their linking point. The time profile of the correction is derived from the assumption that the error in the older series reflects the inadequate coverage of emerging sectors or activities that grow faster than the aggregate.linking, splicing, economic series

    Asymptotic Distribution of the Delay Time in Page's Sequential Procedure

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    In this paper the asymptotic distribution of the stopping time in Page's sequential cumulative sum (CUSUM) procedure is presented. Page as well as ordinary cumulative sums are considered as detectors for changes in the mean of observations satisfying a weak invariance principle. The main results on the stopping times derived from these detectors extend a series of results on the asymptotic normality of stopping times of CUSUM-type procedures. In particular the results quantify the superiority of the Page CUSUM procedure to ordinary CUSUM procedures in late change scenarios. The theoretical results are illustrated by a small simulation study, including a comparison of the performance of ordinary and Page CUSUM detectors

    A space-time discretization procedure for wave propagation problems

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    Higher order compact algorithms are developed for the numerical simulation of wave propagation by using the concept of a discrete dispersion relation. The dispersion relation is the imprint of any linear operator in space-time. The discrete dispersion relation is derived from the continuous dispersion relation by examining the process by which locally plane waves propagate through a chosen grid. The exponential structure of the discrete dispersion relation suggests an efficient splitting of convective and diffusive terms for dissipative waves. Fourth- and eighth-order convection schemes are examined that involve only three or five spatial grid points. These algorithms are subject to the same restrictions that govern the use of dispersion relations in the constructions of asymptotic expansions to nonlinear evolution equations. A new eighth-order scheme is developed that is exact for Courant numbers of 1, 2, 3, and 4. Examples are given of a pulse and step wave with a small amount of physical diffusion
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