Search Results
Time-Warping Invariants of Multidimensional Time Series
In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, in a first step, features of the time series need to be extracted. These are numerical quantities that aim to succinctly describe the data and to dampen the influence of noise. In some applications, these features are also required to satisfy some invariance properties. In this paper, we concentrate on time-warping invariants. We show that these correspond to a certain family of iterated sums of the increments of the time series, known as quasisymmetric functions in the mathematics literature. We present these invariant features in an algebraic framework, and we develop some of their basic properties. © 2020, The Author(s).
Dynamic probabilistic constraints under continuous random distributions
The paper investigates analytical properties of dynamic probabilistic constraints (chance constraints). The underlying random distribution is supposed to be continuous. In the first part, a general multistage model with decision rules depending on past observations of the random process is analyzed. Basic properties like (weak sequential) (semi-) continuity of the probability function or existence of solutions are studied. It turns out that the results differ significantly according to whether decision rules are embedded into Lebesgue or Sobolev spaces. In the second part, the simplest meaningful two-stage model with decision rules from L2 is investigated. More specific properties like Lipschitz continuity and differentiability of the probability function are considered. Explicitly verifiable conditions for these properties are provided along with explicit gradient formulae in the Gaussian case. The application of such formulae in the context of necessary optimality conditions is discussed and a concrete identification of solutions presented. © 2020, The Author(s).
A rough path perspective on renormalization
We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a regularity structure in the sense of Hairer. Pre-Lie structures are seen to play a fundamental rule which allow a direct understanding of the translated (i.e. renormalized) equation under consideration. This construction is also novel with regard to the algebraic renormalization theory for regularity structures due to Bruned–Hairer–Zambotti (2016), the links with which are discussed in detail. © 2019 The Author(s)
Beyond just “flattening the curve”: Optimal control of epidemics with purely non-pharmaceutical interventions
When effective medical treatment and vaccination are not available, non-pharmaceutical interventions such as social distancing, home quarantine and far-reaching shutdown of public life are the only available strategies to prevent the spread of epidemics. Based on an extended SEIR (susceptible-exposed-infectious-recovered) model and continuous-time optimal control theory, we compute the optimal non-pharmaceutical intervention strategy for the case that a vaccine is never found and complete containment (eradication of the epidemic) is impossible. In this case, the optimal control must meet competing requirements: First, the minimization of disease-related deaths, and, second, the establishment of a sufficient degree of natural immunity at the end of the measures, in order to exclude a second wave. Moreover, the socio-economic costs of the intervention shall be kept at a minimum. The numerically computed optimal control strategy is a single-intervention scenario that goes beyond heuristically motivated interventions and simple “flattening of the curve”. Careful analysis of the computed control strategy reveals, however, that the obtained solution is in fact a tightrope walk close to the stability boundary of the system, where socio-economic costs and the risk of a new outbreak must be constantly balanced against one another. The model system is calibrated to reproduce the initial exponential growth phase of the COVID-19 pandemic in Germany. © 2020, The Author(s).
Novel fixed-time stabilization of quaternion-valued BAMNNs with disturbances and time-varying coefficients
In this paper, with the quaternion number and time-varying coefficients introduced into traditional BAMNNs, the model of quaternion-valued BAMNNs are formulated. For the first time, fixed-time stabilization of time-varying quaternion-valued BAMNNs is investigated. A novel fixed-time control method is adopted, in which the choice of the Lyapunov function is more general than in most previous results. To cope with the noncommutativity of the quaternion multiplication, two different fixed-time control methods are provided, a decomposition method and a non-decomposition method. Furthermore, to reduce the control strength and improve control efficiency, an adaptive fixed-time control strategy is proposed. Lastly, numerical examples are presented to demonstrate the effectiveness of the theoretical results. © 2020 the Author(s), licensee AIMS Press.
Time resolution and power consumption of a monolithic silicon pixel prototype in SiGe BiCMOS technology
SiGe BiCMOS technology can be used to produce ultra-fast, low-power silicon pixel sensors that provide state-of-the-art time resolution even without internal gain. The development of such sensors requires the identification and control of the main factors that may degrade the timing performance as well as the characterisation of the dependance of the sensor time resolution on the amplifier power consumption. Measurements with a 90Sr source of a prototype sensor produced in SG13G2 technology from IHP Microelectronics shows a time resolution of 140 ps at an amplifier current of 7 µA and 45 ps at a power consumption of 150 µA. The resolution on the measurement of the signal time-over-threshold, which is used to correct for time walk, is the main factor affecting the timing performance of this prototype. c 2020 CERN. Published by IOP Publishing Ltd on behalf of Sissa Medialab.
A monolithic ASIC demonstrator for the Thin Time-of-Flight PET scanner
Time-of-flight measurement is an important advancement in PET scanners to improve image reconstruction with a lower delivered radiation dose. This article describes the monolithic ASIC for the TT-PET project, a novel idea for a high-precision PET scanner for small animals. The chip uses a SiGe Bi-CMOS process for timing measurements, integrating a fully-depleted pixel matrix with a low-power BJT-based front-end per channel, integrated on the same 100 µm thick die. The target timing resolution of the scanner is 30 ps RMS for electrons from the conversion of 511 keV photons. The system will include 1.6 million channels across almost 2000 different chips. A full-featured demonstrator chip with a 3×10 matrix of 500×500 µm2 pixels was fabricated to validate each block. Its design and experimental results are presented here. © 2019 CERN.
Corrector estimates in homogenization of a nonlinear transmission problem for diffusion equations in connected domains
This paper is devoted to the homogenization of a nonlinear transmission problem stated in a two-phase domain. We consider a system of linear diffusion equations defined in a periodic domain consisting of two disjoint phases that are both connected sets separated by a thin interface. Depending on the field variables, at the interface, nonlinear conditions are imposed to describe interface reactions. In the variational setting of the problem, we prove the homogenization theorem and a bidomain averaged model. The periodic unfolding technique is used to obtain the residual error estimate with a first-order corrector. © 2019 The Authors. Mathematical Methods in the Applied Sciences published by John Wiley & Sons Ltd.
Patch-Wise Adaptive Weights Smoothing in R
Image reconstruction from noisy data has a long history of methodological development and is based on a variety of ideas. In this paper we introduce a new method called patch-wise adaptive smoothing, that extends the propagation-separation approach by using comparisons of local patches of image intensities to define local adaptive weighting schemes for an improved balance of reduced variability and bias in the reconstruction result. We present the implementation of the new method in an R package aws and demonstrate its properties on a number of examples in comparison with other state-of-the art image reconstruction methods. © 2020, American Statistical Association. All rights reserved.
Modelling and simulation of flame cutting for steel plates with solid phases and melting
The goal of this work is to describe in detail a quasi-stationary state model which can be used to deeply understand the distribution of the heat in a steel plate and the changes in the solid phases of the steel and into liquid phase during the flame cutting process. We use a 3D-model similar to previous works from Thiébaud (J. Mater. Process. Technol. 214(2):304–310, 2014) and expand it to consider phases changes, in particular, austenite formation and melting of material. Experimental data is used to validate the model and study its capabilities. Parameters defining the shape of the volumetric heat source and the power density are calibrated to achieve good agreement with temperature measurements. Similarities and differences with other models from literature are discussed. © 2020, The Author(s).