Mathematical modelling of neurons and neural networks

The basic concepts and techniques involved in the development and analysis of mathematical models for individual neurons and networks of neurons are reviewed. Some of the interesting results obtained from recent work in this field are described. The current status of research in this field in India is discussed

Multi-installment load distribution in tree networks with delays

This paper presents a new strategy for load distribution in a single-level tree network equipped with or without front-ends. The load is distributed in more than one installment in an optimal manner to minimize the processing time. This is a deviation and an improvement over earlier studies in which the load distribution is done in only one installment. Recursive equations for the general case, and their closed form solutions for a special case in which the network has identical processors and identical links, are derived. An asymptotic analysis of the network performance with respect to the number of processors and the number of installments is carried out. Discussions of the results in terms of some practical issues like the tradeoff relationship between the number of processors and the number of installments are also presented.

Vibration and Stability of Fluid Conveying Pipes with Stochastic Parameters

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is-first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

Vibration Signature Analysis Using Artificial Neural Networks

Damage detection by measuring and analyzing vibration signals in a machine component is an established procedure in mechanical and aerospace engineering. This paper presents vibration signature analysis of steel bridge structures in a nonconventional way using artificial neural networks (ANN). Multilayer perceptrons have been adopted using the back-propagation algorithm for network training. The training patterns in terms of vibration signature are generated analytically for a moving load traveling on a trussed bridge structure at a constant speed to simulate the inspection vehicle. Using the finite-element technique, the moving forces are converted into stationary time-dependent force functions in order to generate vibration signals in the structure and the same is used to train the network. The performance of the trained networks is examined for their capability to detect damage from unknown signatures taken independently at one, three, and five nodes. It has been observed that the prediction using the trained network with single-node signature measurement at a suitability chosen location is even better than that of three-node and five-node measurement data.

Stochastic Aeroelastic Analysis of Composite Helicopter Rotor

The effect of uncertainty in composite material properties on the aeroelastic response, vibratory loads, and stability of a hingeless helicopter rotor is investigated. The uncertainty impact on rotating natural frequencies of the blade is studied with Monte Carlo simulations and first-order reliability methods. The stochastic aeroelastic analyses in hover and forward flight are carried out with Monte Carlo simulations. The flap, lag, and torsion responses show considerable scatter from their baseline values, and the uncertainty impact varies with the azimuth angle. Furthermore, the blade response shows finite probability of resonance-type conditions caused by modal frequencies approaching multiples of the rotor speed. The 4/rev vibratory forces show large deviations from their baseline values. The lag mode damping shows considerable scatter due to uncertain material properties with an almost 40% probability of instability in hover.

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.

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.

Predictive uncertainty of chaotic daily streamflow using ensemble wavelet networks approach

Perfect or even mediocre weather predictions over a long period are almost impossible because of the ultimate growth of a small initial error into a significant one. Even though the sensitivity of initial conditions limits the predictability in chaotic systems, an ensemble of prediction from different possible initial conditions and also a prediction algorithm capable of resolving the fine structure of the chaotic attractor can reduce the prediction uncertainty to some extent. All of the traditional chaotic prediction methods in hydrology are based on single optimum initial condition local models which can model the sudden divergence of the trajectories with different local functions. Conceptually, global models are ineffective in modeling the highly unstable structure of the chaotic attractor. This paper focuses on an ensemble prediction approach by reconstructing the phase space using different combinations of chaotic parameters, i.e., embedding dimension and delay time to quantify the uncertainty in initial conditions. The ensemble approach is implemented through a local learning wavelet network model with a global feed-forward neural network structure for the phase space prediction of chaotic streamflow series. Quantification of uncertainties in future predictions are done by creating an ensemble of predictions with wavelet network using a range of plausible embedding dimensions and delay times. The ensemble approach is proved to be 50% more efficient than the single prediction for both local approximation and wavelet network approaches. The wavelet network approach has proved to be 30%-50% more superior to the local approximation approach. Compared to the traditional local approximation approach with single initial condition, the total predictive uncertainty in the streamflow is reduced when modeled with ensemble wavelet networks for different lead times. Localization property of wavelets, utilizing different dilation and translation parameters, helps in capturing most of the statistical properties of the observed data. The need for taking into account all plausible initial conditions and also bringing together the characteristics of both local and global approaches to model the unstable yet ordered chaotic attractor of a hydrologic series is clearly demonstrated.

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.

Stochastic dynamics modeling of the protein sequence length distribution in genomes: implications for microbial evolution

In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced, The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of genome size and can be described in terms of a lognormal probability distribution function. A simple stochastic model based on multiplicative processes has been proposed to explain the sequence length distribution. The stochastic model supports the random-origin hypothesis of protein sequences in genomes. Distributions of large proteins deviate from the overall lognormal behavior. Their cumulative distribution follows a power-law analogous to Pareto's law used to describe the income distribution of the wealthy. The protein sequence length distribution in genomes of organisms has important implications for microbial evolution and applications. (C) 1999 Elsevier Science B.V. All rights reserved.

Throughput performance of distributed applications in switched networks in presence of end-system bottlenecks

The steady state throughput performance of distributed applications deployed in switched networks in presence of end-system bottlenecks is studied in this paper. The effect of various limitations at an end-system is modelled as an equivalent transmission capacity limitation. A class of distributed applications is characterised by a static traffic distribution matrix that determines the communication between various components of the application. It is found that uniqueness of steady state throughputs depends only on the traffic distribution matrix and that some applications (e.g., broadcast applications) can yield non-unique values for the steady state component throughputs. For a given switch capacity, with traffic distribution that yield fair unique throughputs, the trade-off between the end-system capacity and the number of application components is brought out. With a proposed distributed rate control, it has been illustrated that it is possible to have unique solution for certain traffic distributions which is otherwise impossible. Also, by proper selection of rate control parameters, various throughput performance objectives can be realised.

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 constrained optimal relay placement for planned wireless sensor networks

In this paper, we study the problem of wireless sensor network design by deploying a minimum number of additional relay nodes (to minimize network design cost) at a subset of given potential relay locationsin order to convey the data from already existing sensor nodes (hereafter called source nodes) to a Base Station within a certain specified mean delay bound. We formulate this problem in two different ways, and show that the problem is NP-Hard. For a problem in which the number of existing sensor nodes and potential relay locations is n, we propose an O(n) approximation algorithm of polynomial time complexity. Results show that the algorithm performs efficiently (in over 90% of the tested scenarios, it gave solutions that were either optimal or exceeding optimal just by one relay) in various randomly generated network scenarios.

Relay Load Balancing in Queued Cooperative Wireless Networks with Rateless Codes

Relay selection combined with buffering of packets of relays can substantially increase the throughput of a cooperative network that uses rateless codes. However, buffering also increases the end-to-end delays due to the additional queuing delays at the relay nodes. In this paper we propose a novel method that exploits a unique property of rateless codes that enables a receiver to decode a packet from non-contiguous and unordered portions of the received signal. In it, each relay, depending on its queue length, ignores its received coded bits with a given probability. We show that this substantially reduces the end-to-end delays while retaining almost all of the throughput gain achieved by buffering. In effect, the method increases the odds that the packet is first decoded by a relay with a smaller queue. Thus, the queuing load is balanced across the relays and traded off with transmission times. We derive explicit necessary and sufficient conditions for the stability of this system when the various channels undergo fading. Despite encountering analytically intractable G/GI/1 queues in our system, we also gain insights about the method by analyzing a similar system with a simpler model for the relay-to-destination transmission times.