Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Petri net-based modeling of a class of complex digital systems

We present through the use of Petri Nets, modeling techniques for digital systems realizable using FPGAs. These Petri Net models are used for logic validation at the logic design phase. The technique is illustrated by modeling practical circuits. Further, the utility of the technique with respect to timing analysis of the modeled digital systems is considered. Copyright (C) 1997 Elsevier Science Ltd

Analysis, Design, Modeling, and Implementation of an Active Clamp HF Link Converter

This paper deals with the system oriented analysis, design, modeling, and implementation of active clamp HF link three phase converter. The main advantage of the topology is reduced size, weight, and cost of the isolation transformer. However, violation of basic power conversion rules due to presence of the leakage inductance in the HF transformer causes over voltage stresses across the cycloconverter devices. It makes use of the snubber circuit necessary in such topologies. The conventional RCD snubbers are dissipative in nature and hence inefficient. The efficiency of the system is greatly improved by using regenerative snubber or active clamp circuit. It consists of an active switching device with an anti-parallel diode and one capacitor to absorb the energy stored in the leakage inductance of the isolation transformer and to regenerate the same without affecting circuit performance. The turn on instant and duration of the active device are selected such that it requires simple commutation requirements. The time domain expressions for circuit dynamics, design criteria of the snubber capacitor with two conflicting constrains (over voltage stress across the devices and the resonating current duration), the simulation results based on generalized circuit model and the experimental results based on laboratory prototype are presented.

The actor-critic algorithm as multi-time-scale stochastic approximation

The actor-critic algorithm of Barto and others for simulation-based optimization of Markov decision processes is cast as a two time Scale stochastic approximation. Convergence analysis, approximation issues and an example are studied.

Thermodynamic modeling to analyse composition of carbonaceous coatings of MnO and other oxides of manganese grown by MOCVD

Equilibrium thermodynamic analysis has been applied to the low-pressure MOCVD process using manganese acetylacetonate as the precursor. ``CVD phase stability diagrams'' have been constructed separately for the processes carried out in argon and oxygen ambient, depicting the compositions of the resulting films as functions of CVD parameters. For the process conduced in argon ambient, the analysis predicts the simultaneous deposition of MnO and elemental carbon in 1: 3 molar proportion, over a range of temperatures. The analysis predicts also that, if CVD is carried out in oxygen ambient, even a very low flow of oxygen leads to the complete absence of carbon in the film deposited oxygen, with greater oxygen flow resulting in the simultaneous deposition of two different manganese oxides under certain conditions. The results of thermodynamic modeling have been verified quantitatively for low-pressure CVD conducted in argon ambient. Indeed, the large excess of carbon in the deposit is found to constitute a MnO/C nanocomposite, the associated cauliflower-like morphology making it a promising candidate for electrode material in supercapacitors. CVD carried out in oxygen flow, under specific conditions, leads to the deposition of more than one manganese oxide, as expected from thermodynamic analysis ( and forming an oxide-oxide nanocomposite). These results together demonstrate that thermodynamic analysis of the MOCVD process can be employed to synthesize thin films in a predictive manner, thus avoiding the inefficient trial-and-error method usually associated with MOCVD process development. The prospect of developing thin films of novel compositions and characteristics in a predictive manner, through the appropriate choice of CVD precursors and process conditions, emerges from the present work.

Micromechanical modeling of granular materials: effect of confining pressure on mechanical behavior

This paper reports the effect of confining pressure on the mechanical behavior of granular materials from micromechanical considerations starting from the grain scale level, based on the results of numerically simulated tests on disc assemblages using discrete element modeling (DEM). The two macro parameters which are influenced by the increase in confining pressure are stiffness (increases) and volume change (decreases). The lateral strain coefficient (Poisson's ratio) at the beginning of the test is more or less constant. The angle of internal friction slightly decreases with increase in confining pressure. The numerical results of disc assemblages indicate very clearly a non-linear Mohr-Coulomb failure envelope with increase in confining pressure. The increase in average coordination number and accompanying decrease of fabric anisotropy reduce the shear strength at higher confining pressures. Micromechanical explanations of the macroscopic behavior are presented in terms of the force and fabric anisotropy coefficients. (C) 1999 Elsevier Science Ltd. AII rights reserved.

Modeling and control of unified power flow controller for transient stability

FACTS controllers are emerging as viable and economic solutions to the problems of large interconnected ne networks, which can endanger the system security. These devices are characterized by their fast response, absence of inertia, and minimum maintenance requirements. Thyristor controlled equipment like Thyristor Controlled Series Capacitor (TCSC), Static Var Compensator (SVC), Thyristor Controlled Phase angle Regulator (TCPR) etc. which involve passive elements result in devices of large sizes with substantial cost and significant labour for installation. An all solid-state device using GTOs leads to reduction in equipment size and has improved performance. The Unified Power Flow Controller (UPFC) is a versatile controller which can be used to control the active and reactive power in the Line independently. The concept of UPFC makes it possible to handle practically all power flow control and transmission line compensation problems, using solid-state controllers, which provide functional flexibility, generally not attainable by conventional thyristor controlled systems. In this paper, we present the development of a control scheme for the series injected voltage of the UPFC to damp the power oscillations and improve transient stability in a power system. (C) 1998 Elsevier Science Ltd. All rights reserved.

Optimal control of a stochastic hybrid system with discounted cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.

Thermodynamic modeling of quaternary Al-Ga-In-As system

The present research describes the modeling of the thermodynamic properties of the liquid Al-Ga-In-As alloys at 1073 and 1173 K, and investigates the solid-liquid equilibria in the systems. The isothermal molar excess free energy function for the liquid alloys is represented in terms of 37 parameters pertaining to six of the constituent binaries, four ternaries and the quaternary interactions in the system. The corresponding solid alloys which consist of AlAs, GaAs and InAs are assumed to be quasi-regular ternary solutions. The solidus and liquidus compositions are calculated at 1073 and 1173 K using the derived values of the partial components for the solid and liquid alloys at equilibrium. They are in good agreement with those of the experimentally determined values available in the literature. (C) 1999 Elsevier Science S.A. All rights reserved.

Providing quality of service via opportunistic splitting using stochastic approximation

We consider the problem of wireless channel allocation to multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. Each metric sequence can be Markov. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

Delay and energy optimal two-hop relaying in delay tolerant networks

We study the trade-off between delivery delay and energy consumption in delay tolerant mobile wireless networks that use two-hop relaying. The source may not have perfect knowledge of the delivery status at every instant. We formulate the problem as a stochastic control problem with partial information, and study structural properties of the optimal policy. We also propose a simple suboptimal policy. We then compare the performance of the suboptimal policy against that of the optimal control with perfect information. These are bounds on the performance of the proposed policy with partial information. Several other related open loop policies are also compared with these bounds.

Opportunistic splitting for scheduling via stochastic approximation

We consider the problem of scheduling a wireless channel among multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

Modeling of concrete cracking-A hybrid technique of using displacement discontinuity element method and direct boundary element method

This paper presents a new approach by making use of a hybrid method of using the displacement discontinuity element method and direct boundary element method to model concrete cracking by incorporating fictitious crack model. Fracture mechanics approach is followed using the Hillerborg's fictitious crack model. A boundary element based substructure method and a hybrid technique of using displacement discontinuity element method and direct boundary element method are compared in this paper. In order to represent the process zone ahead of the crack, closing forces are assumed to act in such a way that they obey a linear normal stress-crack opening displacement law. Plain concrete beams with and without initial crack under three-point loading were analyzed by both the methods. The numerical results obtained were shown to agree well with the results from existing finite element method. The model is capable of reproducing the whole range of load-deflection response including strain-softening and snap-back behavior as illustrated in the numerical examples. (C) 2011 Elsevier Ltd. All rights reserved.

Large eddy simulation of a premixed flame with approximate deconvolution modeling

Approximate deconvolution modeling is a very recent approach to large eddy simulation of turbulent flows. It has been applied to compressible flows with success. Here, a premixed flame which forms in the wake of a flameholder has been selected to examine the subgrid-scale modeling of reaction rate by this new method because a previous plane two-dimensional simulation of this wake flame, using a wrinkling function and artificial flame thickening, had revealed discrepancies when compared with experiment. The present simulation is of the temporal evolution of a round wakelike flow at two Reynolds numbers, Re = 2000 and 10,000, based on wake defect velocity and wake diameter. A Fourier-spectral code has been used. The reaction is single-step and irreversible, and the rate follows an Arrhenius law. The reference simulation at the lower Reynolds number is fully resolved. At Re = 10,000, subgrid-scale contributions are significant. It was found that subgrid-scale modeling in the present simulation agrees more closely with unresolved subgrid-scale effects observed in experiment. Specifically, the highest contributions appeared in thin folded regions created by vortex convection. The wrinkling function approach had not selected subgrid-scale effects in these regions.