222 resultados para Random processes


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The phase diagram of a hard-sphere fluid in the presence of a random pinning potential is studied analytically and numerically. In the analytic work, replicas are introduced for averaging over the quenched disorder, and the hypernetted chain approximation is used to calculate density correlations in the replicated liquid. The freezing transition of the liquid into a nearly crystalline state is studied using a density-functional approach, and the liquid to glass transition is studied using a phenomenological replica symmetry breaking approach. In the numerical work, local minima of a discretized version of the Ramakrishnan-Yussouff free-energy functional are located and the phase diagram in the density-disorder plane is obtained from an analysis of the relative stability of these minima. Both approaches lead to similar results for the phase diagram. The first-order liquid to crystalline solid transition is found to change to a continuous liquid to glass transition as the strength of the disorder is increased above a threshold value.

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A distinctive feature of the Nhecolandia, a sub-region of the Pantanal wetland in Brazil, is the presence of both saline and freshwater lakes. Saline lakes used to be attributed to a past and phase during the Pleistocene. However, recent studies have shown that saline and fresh water lakes are linked by a continuous water table, indicating that saline water could come from a contemporary concentration process. This concentration process could also be responsible for the large chemical variability of the waters observed in the area. A regional water sampling has been conducted in surface and sub-surface water and the water table, and the results of the geochemical and statistical analysis are presented. Based on sodium contents, the concentration shows a 1: 4443 ratio. All the samples belong to the same chemical family and evolve in a sodic alkaline manner. Calcite or magnesian calcite precipitates very early in the process of concentration, probably followed by the precipitation of magnesian silicates. The most concentrated solutions remain under-saturated with respect to the sodium carbonate salt, even if this equilibrium is likely reached around the saline lakes. Apparently, significant amounts of sulfate and chloride are lost simultaneously from the solutions, and this cannot be explained solely by evaporative concentration. This could be attributed to the sorption on reduced minerals in a green sub-surface horizon in the "cordilhieira" areas. In the saline lakes, low potassium, phosphate, magnesium, and sulfate are attributed to algal blooms. Under the influence of evaporation, the concentration of solutions and associated chemical precipitations are identified as the main factors responsible for the geochemical variability in this environment (about 92 % of the variance). Therefore, the saline lakes of Nhecolandia have to be managed as landscape units in equilibrium with the present water flows and not inherited from a past and phase. In order to elaborate hydrochemical tracers for a quantitative estimation of water flows, three points have to be investigated more precisely: (1) the quantification of magnesium involved in the Mg-calcite precipitation; (2) the identification of the precise stoichiometry of the Mg-silicate; and (3) the verification of the loss of chloride and sulfate by sorption onto labile iron minerals.

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In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

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The mechanism of field induced phase switching in antiferroelectric lead zirconate and La-modified lead zirconate thin films has been analysed in terms of reversible and irreversible switching process under weak fields as a function of donor concentration. Extension of Rayleigh law of ferromagnetic materials to the present antiferroelectric and modified antiferroelectric compositions have clearly showed that origin of small signal dielectric permittivity is due to reversible domain wall motion. Rayleigh's constant, a measure of irreversible switching process, exhibited a slight increase with lower La3+ concentrations and followed by a gradual fall for higher concentration. This clearly illustrates that donor addition to antiferroelectric thin films controls the domain switching even under weak fields. (C) 2002 Elsevier Science B.V. All rights reserved.

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The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility and a near monotonicity condition on the one-step cost function. A solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law.

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Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

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We investigate the spatial search problem on the two-dimensional square lattice, using the Dirac evolution operator discretized according to the staggered lattice fermion formalism. d=2 is the critical dimension for the spatial search problem, where infrared divergence of the evolution operator leads to logarithmic factors in the scaling behavior. As a result, the construction used in our accompanying article [ A. Patel and M. A. Rahaman Phys. Rev. A 82 032330 (2010)] provides an O(√NlnN) algorithm, which is not optimal. The scaling behavior can be improved to O(√NlnN) by cleverly controlling the massless Dirac evolution operator by an ancilla qubit, as proposed by Tulsi Phys. Rev. A 78 012310 (2008). We reinterpret the ancilla control as introduction of an effective mass at the marked vertex, and optimize the proportionality constants of the scaling behavior of the algorithm by numerically tuning the parameters.

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We consider a fluid queue in discrete time with random service rate. Such a queue has been used in several recent studies on wireless networks where the packets can be arbitrarily fragmented. We provide conditions on finiteness of moments of stationary delay, its Laplace-Stieltjes transform and various approximations under heavy traffic. Results are extended to the case where the wireless link can transmit in only a few slots during a frame.

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Benzocyclobutene (BCB) has been proposed as a board level dielectric for advanced system-on-package (SOP) module primarily due to its attractive low-loss (for RF application) and thin film (for high density wiring) properties. Realization of embedded resistors on low loss benzocyclobutene (dielectric loss ~0.0008 at > 40 GHz) has been explored in this study. Two approaches, viz, foil transfer and electroless plating have been attempted for deposition of thin film resistors on benzocyclobutene (BCB). Ni-P alloys were plated using conventional electroless plating, and NiCr and NiCrAlSi foils were used for the foil transfer process. This paper reports NiP and NiWP electroless plated embedded resistors on BCB dielectric for the first time in the literature

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We develop a simulation based algorithm for finite horizon Markov decision processes with finite state and finite action space. Illustrative numerical experiments with the proposed algorithm are shown for problems in flow control of communication networks and capacity switching in semiconductor fabrication.

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Many downscaling techniques have been developed in the past few years for projection of station-scale hydrological variables from large-scale atmospheric variables simulated by general circulation models (GCMs) to assess the hydrological impacts of climate change. This article compares the performances of three downscaling methods, viz. conditional random field (CRF), K-nearest neighbour (KNN) and support vector machine (SVM) methods in downscaling precipitation in the Punjab region of India, belonging to the monsoon regime. The CRF model is a recently developed method for downscaling hydrological variables in a probabilistic framework, while the SVM model is a popular machine learning tool useful in terms of its ability to generalize and capture nonlinear relationships between predictors and predictand. The KNN model is an analogue-type method that queries days similar to a given feature vector from the training data and classifies future days by random sampling from a weighted set of K closest training examples. The models are applied for downscaling monsoon (June to September) daily precipitation at six locations in Punjab. Model performances with respect to reproduction of various statistics such as dry and wet spell length distributions, daily rainfall distribution, and intersite correlations are examined. It is found that the CRF and KNN models perform slightly better than the SVM model in reproducing most daily rainfall statistics. These models are then used to project future precipitation at the six locations. Output from the Canadian global climate model (CGCM3) GCM for three scenarios, viz. A1B, A2, and B1 is used for projection of future precipitation. The projections show a change in probability density functions of daily rainfall amount and changes in the wet and dry spell distributions of daily precipitation. Copyright (C) 2011 John Wiley & Sons, Ltd.

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We consider evolving exponential RGGs in one dimension and characterize the time dependent behavior of some of their topological properties. We consider two evolution models and study one of them detail while providing a summary of the results for the other. In the first model, the inter-nodal gaps evolve according to an exponential AR(1) process that makes the stationary distribution of the node locations exponential. For this model we obtain the one-step conditional connectivity probabilities and extend it to the k-step case. Finite and asymptotic analysis are given. We then obtain the k-step connectivity probability conditioned on the network being disconnected. We also derive the pmf of the first passage time for a connected network to become disconnected. We then describe a random birth-death model where at each instant, the node locations evolve according to an AR(1) process. In addition, a random node is allowed to die while giving birth to a node at another location. We derive properties similar to those above.