169 resultados para Stochastic programming.


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Biological nanopores provide optimum dimensions and an optimal environment to study early aggregation kinetics of charged polyaromatic molecules in the nano-confined regime. It is expected that probing early stages of nucleation will enable us to design a strategy for supramolecular assembly and biocrystallization processes. Specifically, we have studied translocation dynamics of coronene and perylene based salts, through the alpha-hemolysin (alpha-HL) protein nanopore. The characteristic blocking events in the time-series signal are a function of concentration and bias voltage. We argue that different blocking events arise due to different aggregation processes as captured by all atomistic molecular dynamics (MD) simulations. These confinement induced aggregations of polyaromatic chromophores during the different stages of translocation are correlated with the spatial symmetry and charge distribution of the molecules.

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We consider the problem of developing privacy-preserving machine learning algorithms in a dis-tributed multiparty setting. Here different parties own different parts of a data set, and the goal is to learn a classifier from the entire data set with-out any party revealing any information about the individual data points it owns. Pathak et al [7]recently proposed a solution to this problem in which each party learns a local classifier from its own data, and a third party then aggregates these classifiers in a privacy-preserving manner using a cryptographic scheme. The generaliza-tion performance of their algorithm is sensitive to the number of parties and the relative frac-tions of data owned by the different parties. In this paper, we describe a new differentially pri-vate algorithm for the multiparty setting that uses a stochastic gradient descent based procedure to directly optimize the overall multiparty ob-jective rather than combining classifiers learned from optimizing local objectives. The algorithm achieves a slightly weaker form of differential privacy than that of [7], but provides improved generalization guarantees that do not depend on the number of parties or the relative sizes of the individual data sets. Experimental results corrob-orate our theoretical findings.

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Stochastic modelling is a useful way of simulating complex hard-rock aquifers as hydrological properties (permeability, porosity etc.) can be described using random variables with known statistics. However, very few studies have assessed the influence of topological uncertainty (i.e. the variability of thickness of conductive zones in the aquifer), probably because it is not easy to retrieve accurate statistics of the aquifer geometry, especially in hard rock context. In this paper, we assessed the potential of using geophysical surveys to describe the geometry of a hard rock-aquifer in a stochastic modelling framework. The study site was a small experimental watershed in South India, where the aquifer consisted of a clayey to loamy-sandy zone (regolith) underlain by a conductive fissured rock layer (protolith) and the unweathered gneiss (bedrock) at the bottom. The spatial variability of the thickness of the regolith and fissured layers was estimated by electrical resistivity tomography (ERT) profiles, which were performed along a few cross sections in the watershed. For stochastic analysis using Monte Carlo simulation, the generated random layer thickness was made conditional to the available data from the geophysics. In order to simulate steady state flow in the irregular domain with variable geometry, we used an isoparametric finite element method to discretize the flow equation over an unstructured grid with irregular hexahedral elements. The results indicated that the spatial variability of the layer thickness had a significant effect on reducing the simulated effective steady seepage flux and that using the conditional simulations reduced the uncertainty of the simulated seepage flux. As a conclusion, combining information on the aquifer geometry obtained from geophysical surveys with stochastic modelling is a promising methodology to improve the simulation of groundwater flow in complex hard-rock aquifers. (C) 2013 Elsevier B.V. All rights reserved.

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Gene expression in living systems is inherently stochastic, and tends to produce varying numbers of proteins over repeated cycles of transcription and translation. In this paper, an expression is derived for the steady-state protein number distribution starting from a two-stage kinetic model of the gene expression process involving p proteins and r mRNAs. The derivation is based on an exact path integral evaluation of the joint distribution, P(p, r, t), of p and r at time t, which can be expressed in terms of the coupled Langevin equations for p and r that represent the two-stage model in continuum form. The steady-state distribution of p alone, P(p), is obtained from P(p, r, t) (a bivariate Gaussian) by integrating out the r degrees of freedom and taking the limit t -> infinity. P(p) is found to be proportional to the product of a Gaussian and a complementary error function. It provides a generally satisfactory fit to simulation data on the same two-stage process when the translational efficiency (a measure of intrinsic noise levels in the system) is relatively low; it is less successful as a model of the data when the translational efficiency (and noise levels) are high.

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A new `generalized model predictive static programming (G-MPSP)' technique is presented in this paper in the continuous time framework for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. A key feature of the technique is backward propagation of a small-dimensional weight matrix dynamics, using which the control history gets updated. This feature, as well as the fact that it leads to a static optimization problem, are the reasons for its high computational efficiency. It has been shown that under Euler integration, it is equivalent to the existing model predictive static programming technique, which operates on a discrete-time approximation of the problem. Performance of the proposed technique is demonstrated by solving a challenging three-dimensional impact angle constrained missile guidance problem. The problem demands that the missile must meet constraints on both azimuth and elevation angles in addition to achieving near zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Both stationary and maneuvering ground targets are considered in the simulation studies. Effectiveness of the proposed guidance has been verified by considering first order autopilot lag as well as various target maneuvers.

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Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

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We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

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We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.

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A robust suboptimal reentry guidance scheme is presented for a reusable launch vehicle using the recently developed, computationally efficient model predictive static programming. The formulation uses the nonlinear vehicle dynamics with a spherical and rotating Earth, hard constraints for desired terminal conditions, and an innovative cost function having several components with associated weighting factors that can account for path and control constraints in a soft constraint manner, thereby leading to smooth solutions of the guidance parameters. The proposed guidance essentially shapes the trajectory of the vehicle by computing the necessary angle of attack and bank angle that the vehicle should execute. The path constraints are the structural load constraint, thermal load constraint, bounds on the angle of attack, and bounds on the bank angle. In addition, the terminal constraints include the three-dimensional position and velocity vector components at the end of the reentry. Whereas the angle-of-attack command is generated directly, the bank angle command is generated by first generating the required heading angle history and then using it in a dynamic inversion loop considering the heading angle dynamics. Such a two-loop synthesis of bank angle leads to better management of the vehicle trajectory and avoids mathematical complexity as well. Moreover, all bank angle maneuvers have been confined to the middle of the trajectory and the vehicle ends the reentry segment with near-zero bank angle, which is quite desirable. It has also been demonstrated that the proposed guidance has sufficient robustness for state perturbations as well as parametric uncertainties in the model.

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We develop iterative diffraction tomography algorithms, which are similar to the distorted Born algorithms, for inverting scattered intensity data. Within the Born approximation, the unknown scattered field is expressed as a multiplicative perturbation to the incident field. With this, the forward equation becomes stable, which helps us compute nearly oscillation-free solutions that have immediate bearing on the accuracy of the Jacobian computed for use in a deterministic Gauss-Newton (GN) reconstruction. However, since the data are inherently noisy and the sensitivity of measurement to refractive index away from the detectors is poor, we report a derivative-free evolutionary stochastic scheme, providing strictly additive updates in order to bridge the measurement-prediction misfit, to arrive at the refractive index distribution from intensity transport data. The superiority of the stochastic algorithm over the GN scheme for similar settings is demonstrated by the reconstruction of the refractive index profile from simulated and experimentally acquired intensity data. (C) 2014 Optical Society of America

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Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

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This paper discusses an approach for river mapping and flood evaluation to aid multi-temporal time series analysis of satellite images utilizing pixel spectral information for image classification and region-based segmentation to extract water covered region. Analysis of Moderate Resolution Imaging Spectroradiometer (MODIS) satellite images is applied in two stages: before flood and during flood. For these images the extraction of water region utilizes spectral information for image classification and spatial information for image segmentation. Multi-temporal MODIS images from ``normal'' (non-flood) and flood time-periods are processed in two steps. In the first step, image classifiers such as artificial neural networks and gene expression programming to separate the image pixels into water and non-water groups based on their spectral features. The classified image is then segmented using spatial features of the water pixels to remove the misclassified water region. From the results obtained, we evaluate the performance of the method and conclude that the use of image classification and region-based segmentation is an accurate and reliable for the extraction of water-covered region.

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Global change in climate and consequent large impacts on regional hydrologic systems have, in recent years, motivated significant research efforts in water resources modeling under climate change. In an integrated future hydrologic scenario, it is likely that water availability and demands will change significantly due to modifications in hydro-climatic variables such as rainfall, reservoir inflows, temperature, net radiation, wind speed and humidity. An integrated regional water resources management model should capture the likely impacts of climate change on water demands and water availability along with uncertainties associated with climate change impacts and with management goals and objectives under non-stationary conditions. Uncertainties in an integrated regional water resources management model, accumulating from various stages of decision making include climate model and scenario uncertainty in the hydro-climatic impact assessment, uncertainty due to conflicting interests of the water users and uncertainty due to inherent variability of the reservoir inflows. This paper presents an integrated regional water resources management modeling approach considering uncertainties at various stages of decision making by an integration of a hydro-climatic variable projection model, a water demand quantification model, a water quantity management model and a water quality control model. Modeling tools of canonical correlation analysis, stochastic dynamic programming and fuzzy optimization are used in an integrated framework, in the approach presented here. The proposed modeling approach is demonstrated with the case study of the Bhadra Reservoir system in Karnataka, India.

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Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.