• Title/Summary/Keyword: Time-deterministic

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MATHEMATICAL ANALYSIS OF AN "SIR" EPIDEMIC MODEL IN A CONTINUOUS REACTOR - DETERMINISTIC AND PROBABILISTIC APPROACHES

  • El Hajji, Miled;Sayari, Sayed;Zaghdani, Abdelhamid
    • Journal of the Korean Mathematical Society
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    • v.58 no.1
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    • pp.45-67
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    • 2021
  • In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.

Optimum Chycle Time and Delay Caracteristics in Signalized Street Networks (계통교통신호체계에서의 지체특성과 최적신호주기에 관한 연구)

  • 이광훈
    • Journal of Korean Society of Transportation
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    • v.10 no.3
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    • pp.7-20
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    • 1992
  • The common cycle time for the linded signals is usually determined for the critical intersecion, just because the cpacity of a signalized intersection depends on the cycle time. This may not be optimal since the interactions between the flow and the spatial structure of the route or the area are disregarded in this case. It is common to separate the total delay incurred at signals into two parts, a deterministic or uniform delay and a stochastic or random delay. The deterministic delays and the stochastic delays on the artery particularly related to signal cycle time. For this purpose a microscopic simulation technique is used to evaluate deterministic delays, and a macroscopic simulation technique based on the principles of Markov chains is used to evaluate stochastic delays with over flow queue. As a result of investigating the relations between deterministic delays and cycle time in the various circumstances of spacing of signals and traffic volume. As for stochastic delays the resalts of comparisons of the macroscopic simulation and Newell's approximation with the microscopic simulation indicate that the former is valid for the degree of saturation less than 0.95 and the latter is for that above 0.95. Newell's argument that the total stochastic delay on an arterial is dominated by that at or caused by critical intersection is certified by the simulation experiments. The comprehensive analyses of the values of optimal cycle time with various conditions lead to a model. The cycle time determined by this model shows to be approximately 70% of that calculated by Webster's.

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Effects of incorrect detrending on the coherency between non-stationary time series processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.27-34
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    • 2019
  • We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

A ROUTE-BASED SOLUTION ALGORITHM FOR DYNAMIC USER EQUILIBRIUM ASSIGNMENT (경로기반 해법알고리즘을 이용한 동적통행배분모형의 개발)

  • Sangjin Han
    • Proceedings of the KOR-KST Conference
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    • 2002.02a
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    • pp.97-139
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    • 2002
  • The aim of the present study is to find a good quality user equilibrium assignments under time varying condition. For this purpose, this study introduces a dynamic network loading method that can maintain correct flow propagation as well as flow conservation, and it develops a novel solution algorithm that does not need evaluation of the objective function by modifying the Schittenhelm (1990)'s algorithm. This novel algorithm turns out to be efficient and convenient compared to the conventional Frank-Wolfe (1956) algorithm because the former finds solutions based on routes rather than links so that it can maintain correct flow propagation intrinsically in the time-varying network conditions. The application of dynamic user equilibrium (DUE) assignment model with this novel solution algorithm to test networks including medium-sized one shows that the present DUE assignment model gives rise to high quality discrete time solutions when we adopt the deterministic queuing model for a link performance function, and we associate flows and costs in a proper way.

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A Newly Developed Mixed-Mode BIST (효율적인 혼합 BIST 방법)

  • 김현돈;신용승;김용준;강성호
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.40 no.8
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    • pp.610-618
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    • 2003
  • Recently, many deterministic built-in self-test schemes to reduce test time have been researched. These schemes can achieve a good quality test by shortening the whole test process, but require complex algorithms or much hardware. In this paper, a new deterministic BIST scheme is provided that reduces the additional hardware requirements, as well as keeping test time to a minimum. The proposed BIST (Built-In Self-Test) methodology brings about the reduction of the hardware requirements for pseudo-random tests as well. Theoretical study demonstrates the possibility of reducing the hardware requirements for both pseudo-random and deterministic tests, with some explanations and examples. Experimental results show that in the proposed test scheme the hardware requirements for the pseudo-random test and deterministic test are less than in previous research.

Fractional Integration in the Context of Deterministic Trends

  • Gil-Alana, L.A.
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.313-321
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    • 2004
  • In this article we show that the tests of Robinson (1994) may have serious problems in distinguishing between fractionally integrated processes in the context of deterministic trends. The results are obtained via Monte Carlo experiments. A simple procedure, based on the t-values of the coefficients from the differenced regression, is presented to correctly specify the time series of interest and, an empirical application, using data of the US GNP is also carried out at the end of the article.

Analysis for Effect of Diffusion Parameter with Time-dependent Diffusion Coefficient on Service Life Considering Deterministic and Probabilistic Method (시간의존성 염화물 확산계수를 고려한 확산 영향인자가 결정론적 및 확률론적 내구수명에 미치는 영향분석)

  • Kwon, Seung-Jun
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.4 no.3
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    • pp.259-268
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    • 2016
  • The service life evaluation in RC(Reinforced Concrete) structure exposed to chloride attack can be classified into deterministic and probabilistic method, and it significantly varies with design parameters. The present work derives PDF (Probability of Durability Failure) and the related service life considering time-dependent diffusion coefficient and internal parameters such as reference diffusion coefficient, critical chloride content, and time-exponent. When critical chloride content increases to 133.3%, the changing ratios of service life are 134.0~145.4% for deterministic method and 149.2%~152.5% for probabilistic method, respectively. In the case of increasing time-exponent to 200%, they increase to 323.8% for deterministic method and 346.0% for probabilistic method. Through adopting time-diffusion coefficient for probabilistic method, reasonable service life evaluation can be achieved, and it is also verified that increasing time-exponent through mineral admixture is very effective to extension of service life in RC structure.

Recent research towards integrated deterministic-probabilistic safety assessment in Korea

  • Heo, Gyunyoung;Baek, Sejin;Kwon, Dohun;Kim, Hyeonmin;Park, Jinkyun
    • Nuclear Engineering and Technology
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    • v.53 no.11
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    • pp.3465-3473
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    • 2021
  • For a long time, research into integrated deterministic-probabilistic safety assessment has been continuously conducted to point out and overcome the limitations of classical ET (event tree)/FT (fault tree) based PSA (probabilistic safety assessment). The current paper also attempts to assert the reason why a technical transformation from classical PSA is necessary with a re-interpretation of the categories of risk. In this study, residual risk was classified into interpolating- and extrapolating-censored categories, which represent risks that are difficult to identify through an interpolation or extrapolation of representative scenarios due to potential nonlinearity between hardware and human behaviors intertwined in time and space. The authors hypothesize that such risk can be dealt with only if the classical ETs/FTs are freely relocated, entailing large-scale computation associated with physical models. The functional elements that are favorable to find residual risk were inferred from previous studies. The authors then introduce their under-development enabling techniques, namely DICE (Dynamic Integrated Consequence Evaluation) and DeBATE (Deep learning-Based Accident Trend Estimation). This work can be considered as a preliminary initiative to find the bridging points between deterministic and probabilistic assessments on the pillars of big data technology.

A Constant Time Algorithm for Deterministic Finite Automata Problem on a Reconfigurable Mesh (재구성 가능한 메쉬에서 결정적 유한 자동장치 문제에 대한 상수시간 알고리즘)

  • Kim, Yeong-Hak
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.11
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    • pp.2946-2953
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    • 1999
  • Finite automation is a mathematical model to represent a system with discrete inputs and outputs. Finite automata are a useful tool for solving problems such as text editor, lexical analyzer, and switching circuit. In this paper, given a deterministic finite automaton of an input string of length n and m states, we propose a constant time parallel algorithm that represents the transition states of finite automata and determines the acceptance of an input string on a reconfigurable mesh of size [nm/2]$\times$2m.

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