Function Of Arrival Time Research Articles

Relative arbitrage: Sharp time horizons and motion by curvature

AbstractWe characterize the minimal time horizon over which any equity market with stocks and sufficient intrinsic volatility admits relative arbitrage with respect to the market portfolio. If , the minimal time horizon can be computed explicitly, its value being zero if and if . If , the minimal time horizon can be characterized via the arrival time function of a geometric flow of the unit simplex in that we call the minimum curvature flow.

Implicit time discretization for the mean curvature flow of mean convex sets

In this note we analyze the Almgren-Taylor-Wang scheme for mean curvature flow in the case of mean convex initial conditions. We show that the scheme preserves strict mean convexity and, by compensated compactness techniques, that the arrival time functions converge strictly in \(BV\). In particular, this establishes the convergence of the time-integrated perimeters of the approximations. As a corollary, the conditional convergence result of Luckhaus-Sturzenhecker becomes unconditonal in the mean convex case.

Improved Location of Microseismic Events in Borehole Monitoring by Inclusion of Particle Motion Analysis: a Case Study at a CBM Field in Indonesia

Microseismic monitoring and constraining its hypocenters in and around hydrocarbon reservoirs provides insight into induced deformation related to hydraulic fracturing. In this study, we used data from a single vertical array of sensors in a borehole, providing measures of arrival times and polarizations. Microseismic events are located using 1-D velocity models and arrival times of P- and S-waves. However, in the case of all the sensors being deployed in a near-vertical borehole, there is a high ambiguity in the source location. Herein, we applied a procedure using azimuth of P-wave particle motion to constrain and improve the source location. We used a dataset acquired during 1-day of fracture stimulation at a CBM field in Indonesia. We applied five steps of location procedure to investigate microseismic events induced by these hydraulic fracturing activities. First, arrival times for 1584 candidate events were manually picked. Then we refined the arrival times using energy ratio method to obtain high consistency picking. Using these arrival times, we estimated back-azimuth using P-wave polarization analysis. We also added the combination of polarities analysis to remove 180° ambiguity. In the end, we determined hypocenter locations using grid-search method that guided in the back-azimuth trace area to minimize the misfit function of arrival times. We have successfully removed the ambiguity and produced a good solution for hypocenter locations as indicated statistically by small RMS. Most of the events clusters highlight coherent structures around the treatment well site and revealed faults. The same procedure can be applied to various other cases such as microseismic monitoring in the field of geothermal and shale gas/oil exploration, also CCS (Carbon Capture and Storage) development.

Investigating the effect of arrival time of diffuse reflections on listener envelopment

Listener Envelopment (LEV) is a quality of diffuse sound fields, and a highly sought after attribute of performance venues. However, the ability for an enclosure to achieve ideal, diffuse sound field is often difficult, and varies from space to space. Thus, a rigid transition time between early and late energy is an insufficient way of evaluating LEV. Current theories on listener envelopment focus on the arrival time of the reflections within the impulse response, but typically disregard the diffusivity of these reflections, building on the fact that the impulse response generally becomes more diffuse over time. An alternative model is proposed, where the listener envelopment is determined by both the diffusivity and the arrival time of reflections. The model disregards the current 80-ms criterion and also allows reflections earlier then this to contribute to LEV. A 64-channel wave field synthesis system is used to perceptually evaluate the effects of spatially and temporally diffuse sound components as a function of arrival time.

Analysis of Uplink Intercarrier Interference in OFDMA Femtocell Networks

The femtocell has been considered to be a promising and cost-effective technology to enhance cellular coverage and capacity. However, in the uplink of orthogonal frequency-division multiple access (OFDMA)-based femtocell systems, the signals from macrocell users (MUs) generally arrive at the femtocell base station (FBS) asynchronously because their transmissions are scheduled to be synchronized at the macrocell base station (MBS). When the timing misalignment caused by the asynchronous reception at the FBS is greater than the cyclic prefix length, intercarrier interference (ICI) will arise in demodulation. In this paper, a performance analysis of uplink OFDMA femtocell network is presented. First, the cumulative distribution function (CDF) of MU arrival time is derived. Evaluation shows that the derived CDF is accurate and agrees with simulation results. With the CDF, a closed-form expression of probability mass functions (PMFs) of relative delay of MU signal and probability of ICI occurrence for two synchronization schemes are developed. Based on the PMF of relative delay, ICI power averaged over MU locations for the macrocell using fractional power control is derived for the two synchronization schemes. This new theoretical result helps analyze the signal-to-interference-plus-noise ratio (SINR) of the femtocell, femtocell capacity, and symbol error rate (SER). The theoretical analysis provides a solid evaluation of the effects of ICI for different FBS locations on system performance. It is shown that the performance analysis is quite agreeable with computer simulation. Theory and simulation results show that the system performance of the femtocell using first MU arrival time for synchronization is close to that of no ICI and better than that of using the earliest permissible arrival time.

Masamune: a tool for automatic dynamic PET data processing, image reconstruction and integrated PET/MRI data analysis.

We describe a novel semi-automated pipeline which integrates advanced data analysis tools for MR and PET with advanced PET reconstruction correction methods (partial volume effect correction [PVC], motion correction [MC], attenuation correction [AC]) in a user-friendly Matlab graphical user interface (GUI). The reconstruction and analysis GUI is written in Matlab. Computationally intensive tasks in the pipeline are automatically transferred to a high-performance computing cluster and retrieved. Descriptions of the commercial packages used can be found in their corresponding references. SPM8 [1] is used in MC and AC processing. Comkat [2] and PMOD [3] are used for kinetic modeling. FSL [4] and SPM8 are used for group analysis. Freesurfer [5] is used for regions-of-interest (ROI) definition and smoothing. Data preprocessing: Head-motion is derived from a number of sources: echo-planar MR images, MR-based motion navigators, and directly from the PET data when MR data is unavailable (e.g. during shimming). Subsequently, the ME-MPRAGE is reoriented to the reference position. Cortical and subcortical ROIs are labeled using FreeSurfer; similarly, the MPRAGE is registered to MNI-space for generating subject-specific atlases. Image reconstruction: An OP-OSEM algorithm is used for PET reconstruction [6]. MC [7] and PVC [8] can be performed using the results from data preprocessing. AC can be imported directly from CT, using MR-images [9], or through atlas-based methods. Automated Bolus Arrival Time (BAT) & Image-Derived Input Function: The singles count rate is recorded during PET acquisition. The BAT is determined by fitting a trilinear piecewise function and used as the reference time. Time-of-Flight MR can then be used to segment the arteries of the head and an image-derived input function can be determined using short frames. We presented a novel pipeline which interfaces with a number of different commercial software to provide improved PET data quantification.

Mechanistic models of biofilm growth in porous media

AbstractNondestructive acoustics methods can be used to monitor in situ biofilm growth in porous media. In practice, however, acoustic methods remain underutilized due to the lack of models that can translate acoustic data into rock properties in the context of biofilm. In this paper we present mechanistic models of biofilm growth in porous media. The models are used to quantitatively interpret arrival times and amplitudes recorded in the 29 day long Davis et al. (2010) physical scale biostimulation experiment in terms of biofilm morphologies and saturation. The model pivots on addressing the sediment elastic behavior using the lower Hashin‐Shtrikman bounds for grain mixing and Gassmann substitution for fluid saturation. The time‐lapse P wave velocity (VP; a function of arrival times) is explained by a combination of two rock models (morphologies); “load bearing” which assumes the biofilm as an additional mineral in the rock matrix and “pore filling” which assumes the biofilm as an additional fluid phase in the pores. The time‐lapse attenuation (QP−1; a function of amplitudes), on the other hand, can be explained adequately in two ways; first, through squirt flow where energy is lost from relative motion between rock matrix and pore fluid, and second, through an empirical function of porosity (φ), permeability (κ), and grain size. The squirt flow model‐fitting results in higher internal φ (7% versus 5%) and more oblate pores (0.33 versus 0.67 aspect ratio) for the load‐bearing morphology versus the pore‐filling morphology. The empirical model‐fitting results in up to 10% increase in κ at the initial stages of the load‐bearing morphology. The two morphologies which exhibit distinct mechanical and hydraulic behavior could be a function of pore throat size. The biofilm mechanistic models developed in this study can be used for the interpretation of seismic data critical for the evaluation of biobarriers in bioremediation, microbial enhanced oil recovery, and CO2 sequestration.

Energy Efficient Control Strategy for Machine Tools with Stochastic Arrivals and Time Dependent Warm-up

Energy efficiency in manufacturing is becoming a challenging goal due to the demand of this sector in the worldwide scenario. One of the measures for saving energy is the implementation of control strategies that reduce machine energy consumption during the machine idle periods. This paper extends a threshold policy, that switches off the machine during interruptions of part flow, by modelling explicitly the warm-up time as dependent on the time period the machine stays in low power consumption state. The optimal policy parameter is provided numerically for general distributions of the part arrival time and general functions modelling the warm-up time. Numerical results are based on data acquired with dedicated experimental measurements on a real machining center.

Application of splines for determining the velocity characteristic of a medium from a vertical seismic survey

Abstract A method for solving the inverse kinematic problem of determining the velocity characteristic of a medium from a vertical seismic survey, is proposed. It is based on the combined use of the eikonal equation and spline methods of approximation for multivariable functions. The problem is solved by assuming a horizontally stratified medium; no assumptions about the number of layers and their thickness are made. First, using the data of the first arrival times of the seismic signal from several shotpoints, which are registered by detectors located in the vertical borehole, a spline approximating the function of first arrival time of the signal from source points to any point in the Earth subsurface is constructed. Then with the help of the eikonal equation, the characteristic of the medium around the borehole is determined. Numerical experiments on the model and the real data show high efficiency of the proposed method.

On the Complexity of Time-Dependent Shortest Paths

We investigate the complexity of shortest paths in time-dependent graphs where the costs of edges (that is, edge travel times) vary as a function of time, and as a result the shortest path between two nodes s and d can change over time. Our main result is that when the edge cost functions are (polynomial-size) piecewise linear, the shortest path from s to d can change n Θ(logn) times, settling a several-year-old conjecture of Dean (Technical Reports, 1999, 2004). However, despite the fact that the arrival time function may have superpolynomial complexity, we show that a minimum delay path for any departure time interval can be computed in polynomial time. We also show that the complexity is polynomial if the slopes of the linear function come from a restricted class and describe an efficient scheme for computing a (1+ϵ)-approximation of the travel time function.

Shortest Paths in Time-Dependent FIFO Networks

In this paper, we study the time-dependent shortest paths problem for two types of time-dependent FIFO networks. First, we consider networks where the availability of links, given by a set of disjoint time intervals for each link, changes over time. Here, each interval is assigned a non-negative real value which represents the travel time on the link during the corresponding interval. The resulting shortest path problem is the time-dependent shortest path problem for availability intervals ($\mathcal{TDSP}_{\mathrm{int}}$ ), which asks to compute all shortest paths to any (or all) destination node(s) d for all possible start times at a given source node s. Second, we study time-dependent networks where the cost of using a link is given by a non-decreasing piece-wise linear function of a real-valued argument. Here, each piece-wise linear function represents the travel time on the link based on the time when the link is used. The resulting shortest paths problem is the time-dependent shortest path problem for piece-wise linear functions ($\mathcal{TDSP}_{\mathrm{lin}}$ ) which asks to compute, for a given source node s and destination d, the shortest paths from s to d, for all possible starting times. We present an algorithm for the $\mathcal{TDSP}_{\mathrm{lin}}$ problem that runs in time O((F d +γ)(|E|+|V|log |V|)) where F d is the output size (i.e., number of linear pieces needed to represent the earliest arrival time function to d) and γ is the input size (i.e., number of linear pieces needed to represent the local earliest arrival time functions for all links in the network). We then solve the $\mathcal{TDSP}_{\mathrm{int}}$ problem in O(λ(|E|+|V|log |V|)) time by reducing it to an instance of the $\mathcal{TDSP}_{\mathrm{lin}}$ problem. Here, λ denotes the total number of availability intervals in the entire network. Both methods improve significantly on the previously known algorithms.

A minimum‐time algorithm for intercepting an object on a conveyor belt

PurposeThe purpose of this paper is to provide a minimum time algorithm to intercept an object on a conveyor belt by a robotic manipulator. The goal is that the robot is able to intercept objects on a conveyor line moving at a given speed in minimum time.Design/methodology/approachIn order to formulate the problem, the robot and object‐arrival time functions were introduced, and conclude that the optimal point occurs at the intersection of these two functions. The search algorithm for finding the intersection point between the robot and object arrival time functions are also presented to find the optimal point in real‐time.FindingsSimulation results show that the presented algorithm is well established for various initial robot positions.Practical implicationsA trapezoidal velocity profile was employed which is used in many industrial robots currently in use. Thus, it is believed that robot travel time algorithm is readily implemented for any commercially available robots.Originality/valueThe paper considers exhaustive cases where robot travel time functions are dependent upon initial positions of robotic end‐effectors. Also presented is a fast converging search algorithm so that real time application is more feasible in many cases.

Improved bolus arrival time and arterial input function estimation for tracer kinetic analysis in DCE‐MRI

To develop a methodology for improved estimation of bolus arrival time (BAT) and arterial input function (AIF) which are prerequisites for tracer kinetic analysis of dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) data and to verify the applicability of the same in the case of intracranial lesions (brain tumor and tuberculoma). A continuous piecewise linear (PL) model (with BAT as one of the free parameters) is proposed for concentration time curve C(t) in T(1)-weighted DCE-MRI. The resulting improved procedure suggested for automatic extraction of AIF is compared with earlier methods. The accuracy of BAT and other estimated parameters is tested over simulated as well as experimental data. The proposed PL model provides a good approximation of C(t) trends of interest and fit parameters show their significance in a better understanding and classification of different tissues. BAT was correctly estimated. The automatic and robust estimation of AIF obtained using the proposed methodology also corrects for partial volume effects. The accuracy of tracer kinetic analysis is improved and the proposed methodology also reduces the time complexity of the computations. The PL model parameters along with AIF measured by the proposed procedure can be used for an improved tracer kinetic analysis of DCE-MRI data.

Flux-based level set method on rectangular grids and computation of first arrival time functions

Flux-based level set method is a finite volume method for the numerical solution of advective level set equation which describes the transport of level lines by an external velocity field and by a speed in normal direction. The method is introduced for rectangular grids without using any dimensional splitting. The second order accurate discretization scheme is derived with one free parameter in the definition of piecewise linear reconstruction. A significant improvement of the accuracy can be obtained by special choices of this parameter for two benchmark examples of linear conservation laws. Moreover, the flux-based level set method can be used for computation of first arrival time functions in the class of problems such as “boat sailing” or “fire spread” where some external velocity field (e.g., a water or wind flow) must be considered additionally to the speed of boat or fire. Numerical experiments confirm very good performance of the method for this type of problems.

Performance Evaluation of Energy-Saving Mechanism Based on Probabilistic Sleep Interval Decision Algorithm in IEEE 802.16e

While the legacy power-saving mechanism in wireless networks usually uses a predetermined and fixed sleep interval to enhance the energy conservation of mobile stations, the IEEE 802.16e Mobile WiMAX system adopts a power-saving mechanism with a binary truncated exponent (BTE) algorithm for determining sleep intervals. Although the BTE algorithm allows more flexibility in determining sleep intervals, it still does not consider the delay of the response packet. Thus, in this paper, we suggest a new power-saving mechanism, which is the probabilistic sleep interval decision (PSID) algorithm, in the context of an IEEE 802.16e Mobile WiMAX system. While the length of sleep interval is restricted by the upper and lower bounds, irrespective of response packet's arrival time under the BTE algorithm, the PSID algorithm determines sleep interval placement by using the distribution function of the response packet's arrival time so that the response packet may arrive at the base station during each sleep interval with the same probability. To compare the two algorithms, the main properties of the BTE algorithm and the proposed PSID algorithm are discussed, and a theoretical framework for analyzing its performance is provided. Analytical and simulation results show that under the BTE algorithm, energy consumption and buffering delay converge to a saturation point, and a short buffering delay can be obtained at the expense of sacrificing energy consumption. Meanwhile, the PSID algorithm performs better with respect to energy consumption and buffering delay than the BTE algorithm.

The long-range ocean acoustic propagation experiment (LOAPEX) observable: Modal content as a function of arrival time. Part B. Simulation results

Following the approach described in Part A, we present the acoustic mode content for fixed frequency, range, travel time, and time windowsize by performing broadband full-wave simulations using a wide-angle, parabolic equation model. We use a realistic stratification and internal wave spectrum to predict the acoustic arrival structure. The modal content is extracted using the same technique as we intend to use on the LOAPEX vertical line arrays (especially the deep array). Comparing simulations with and without internal waves reveals the additional modal spreading due to scattering.

The long-range ocean acoustic propagation experiment (LOAPEX) observable: Modal content as a function of arrival time. Part A: Relevance

It is well known that for gradual enough changes in the sound speed structure, the mode number is nearly constant. Thus, changes in mode number are the most direct measure of scattering by smaller structures, such as internal waves. The mode number changes can be determined from data by separating the signal by arrival time. It is shown how the separation happens in an ideal case without scattering, allowing an optimum choice of the time window. The modal content in a small time window can also be estimated from the depth dependence of the intensity in the region of the turning depths of the modes. Each mode has a rapid falloff near its turning depth, and the extension beyond that depth measures the higher mode content. The deep vertical line array at LOAPEX measured this depth dependence. In addition, for certain times, all of the arrival is in the deep array, allowing unambiguous projections onto modes, especially if the source is above the sound axis. [Work supported by the Office of Naval Research.]

The physical Properties of marine sediments as inferred from Wavelet Correlation Analysis

Seismic waves traveling in the water/sediment or sub-bottom sediment interface have been the subject of considerable interest in underwater acoustics in recent years. Some progress has been made in understanding the propagation and attenuation characteristics of interface waves in different geological environments. However, the generating mechanisms are poorly understood. In particular, what is the acoustic-seismic energy conversion process? As seismic waves involve both time and space parameters it should be able to relate directly the propagation characteristics of the ocean bottom interface waves to the shear properties of the sediments over the propagation area. To address these problems we have applied the wavelet correlation method (WCR) to examine the variations of bottom characteristics and their role in coupling waterborne sound into the sea bottom. To confirm the validity of the developed modeling technique, we applied the wavelet correlation analysis for synthetic seismograms and field data. In this discussion paper we present images of the first and second shear modes and the interface wave component as a function of arrival time and frequency. We also discuss the possibility of inverting phase and group velocity information directly from the wavelet cross-correlation function and propose the way of using the WCR method to predict physical dynamic parameters of marine sediments.

Surface-Wave Dispersion Measurements Using Hilbert-Huang Transform

An efficient procedure using the Hilbert-Huang transform (HHT) method for the determination of the dispersion curves of seismic surface waves is investigated in this study. The HHT method is compared with a Fourier-based time-frequency analysis in the extraction of dispersion data from a synthetic seismic waveform generated by a point source in a layered medium. The HHT method provides high-resolution measurement of the spectral content as a function of arrival time, and the dispersion curve of group velocity is determined more accurately than that derived using conventional Fourier-based frequency-time analysis. Using a simple polynomial fitting technique, the dispersion curve of the phase velocity can also be derived by integrating the dispersion curve of the group velocity. Numerical tests show that the HHT method is capable of mapping the energy distribution in the frequency-time domain accurately, and the procedure requires much less computer time than other methods for surface-wave dispersion analysis.

Intensity variations of high-frequency broadband acoustic scatter from sea surface in coastal environment

Data from a broadband propagation experiment for mid-to-high-frequency (0.6–18 kHz) in the very shallow water (15 m) of Delaware Bay are studied over a wide range of environmental conditions. Physical parameters such as temperature and salinity as well as hydrodynamic parameters such as surface waves, tide, and current were measured simultaneously with acoustic transmissions. Three hydrophones were utilized to record the received signals in the source/receiver range of 389 m. A beamforming technique is used to allow examination of the arrival angle as a function of arrival time. Statistical correction is applied to normalize the arrival signals and to correct for sidelobes. Four ray paths having only one interaction and scattered by the sea surface into micro-multipaths are considered for analysis. The focus of this study is on the evaluation of these signals as a function of sea surface roughness during several tide cycles. To analyze the data, PE calculations are conducted and parameter studies for different wind speeds are performed using the measured sea surface wave spectra. [Work supported by ONR and Sea Grant.]