Design and performance analysis of a signal detector based on suprathreshold stochastic resonance

This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.

Effect of strain rate and temperature on the plastic deformation behaviour of a bulk metallic glass composite

The composites consisting of amorphous matrix reinforced with crystalline dendrites offer extraordinary combinations of strength, stiffness, and toughness and can be processed in bulk. Hence, they have been receiving intense research interest, with a primary focus to study their mechanical properties. In this paper, the temperature and strain rate effects on the uniaxial compression response of a tailored bulk metallic glass (BMG) composite has been investigated. Experimental results show that at temperatures ranging between ambient to 500 K and at all strain rates; the onset of plastic deformation in the composite is controlled by that in the dendrites. As the temperature is increased to the glass transition temperature of the matrix and beyond, flow in the amorphous matrix occurs readily and hence it dictates the composite's response. The role of the constituent phases in controlling the deformation mechanism of the composite has been verified by assessing the strain rate sensitivity and the activation volume for deformation. The composite is rate sensitive at room temperature with values of strain rate sensitivity and activation volume being similar to that of the dendrites. At test temperatures near to the glass transition temperature, the composite however becomes rate-insensitive corresponding to that of the matrix phase. At low strain rates, serrated flow akin to that of dynamic strain ageing in crystalline alloys was observed and the serration magnitude decreases with increasing temperature. Initiation of the shear bands at the dendrite/matrix interface and propagation of them through the matrix ligaments until their arrest at another interface is the responsible mechanism for this. (C) 2011 Elsevier B.V. All rights reserved.

Microstructure and damping behaviour of consolidated magnesium chips

Chips produced by turning a commercial grade pure magnesium billet were consolidated by solid state recycling technique of cold compaction followed by hot extrusion. The cold compacted billets were extruded at four different temperatures: 250 degrees C, 300 degrees C, 350 degrees C and 400 degrees C. For the purpose of comparison, cast magnesium (pure) billets were extruded under similar conditions. Extruded products were characterized for damping properties. Damping capacity and dynamic modulus was measured as a function of time and temperature at a fixed frequency of 5 Hz 10 to 14% increase in damping capacity was observed in chip consolidated products compared to reference material. Microstructural changes after the temperature sweep tests were examined. Chip boundaries present in consolidated products were observed to suppress grain coarsening which otherwise was significant in reference material. The present work is significant from the viewpoint of recycling of machined chips and development of sustainable manufacturing processes. (C) 2012 Elsevier B.V. All rights reserved.

Stabilization of stochastic approximation by step size adaptation

A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

Study of Fluid Flow and Mixing Behaviour of a Vacuum Degasser

In recent times the demand of ultra-low carbon steel (ULCS) with improved mechanical properties such as good ductility and good workability has been increased as it is used to produce cold-rolled steel sheets for automobiles. For producing ULCS efficiently, it is necessary to improve the productivity of the vacuum degassers such as RH, DH and tank degasser. Recently, it has been claimed that using a new process, called REDA (revolutionary degassing activator), one can achieve the carbon content below 10 ppm in less time. As such, REDA process has not been studied thoroughly in terms of fluid flow and mass transfer which is a necessary precursor to understand and design this process. Therefore, momentum and mass transfer of the process has been studied by solving momentum and species balance equations along with k-epsilon turbulent model in two-dimension (2D) for REDA process. Similarly, computational fluid dynamic studies have been made in 2D for tank and RH degassers to compare them with REDA process. Computational results have been validated with published experimental and theoretical data. It is found that REDA process is the most efficient among all these processes in terms of mixing efficiency. Fluid flow phenomena have been studied in details for REDA process by varying gas flow rate, depth of immersed snorkel in the steel, diameter of the snorkel and change in vacuum pressure. It is found that design of snorkel affects the melt circulation in the bath significantly.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

Deformation behaviour of Titanium in torsion

The evolution of microstructure and texture in Hexagonal Close Pack commercially pure titanium has been studied in torsion in a strain rate regime of 0.001 to 1 s(-1). Free end torsion tests carried out on titanium rods indicated higher stress levels at higher strain rate but negligible change in the strain-hardening behaviour. There was a decrease in the intra-granular misorientation while a negligible change in the amount of contraction and extension twins was observed with increase in strain rate. The deformed samples showed a C-1 fibre (c-axis is first rotated 90 degrees in shear direction and then +30 degrees in shear plane direction) at all the strain rates. With the increase in strain rate, there was an increase in the intensity of the C-1 fibre and it became more heterogeneous with a strong {11(2)over-bar6}< 2(8)over-bar)63 > component. In the absence of extensive twinning, pyramidal < c+a > slip system is attributed for the observed deformation texture. The present investigation, therefore, substantiates the theoretical prediction of increase in strength of texture with strain rate in torsion.

Stochastic Simulations Suggest that HIV-1 Survives Close to Its Error Threshold

The use of mutagenic drugs to drive HIV-1 past its error threshold presents a novel intervention strategy, as suggested by the quasispecies theory, that may be less susceptible to failure via viral mutation-induced emergence of drug resistance than current strategies. The error threshold of HIV-1, mu(c), however, is not known. Application of the quasispecies theory to determine mu(c) poses significant challenges: Whereas the quasispecies theory considers the asexual reproduction of an infinitely large population of haploid individuals, HIV-1 is diploid, undergoes recombination, and is estimated to have a small effective population size in vivo. We performed population genetics-based stochastic simulations of the within-host evolution of HIV-1 and estimated the structure of the HIV-1 quasispecies and mu(c). We found that with small mutation rates, the quasispecies was dominated by genomes with few mutations. Upon increasing the mutation rate, a sharp error catastrophe occurred where the quasispecies became delocalized in sequence space. Using parameter values that quantitatively captured data of viral diversification in HIV-1 patients, we estimated mu(c) to be 7 x 10(-5) -1 x 10(-4) substitutions/site/replication, similar to 2-6 fold higher than the natural mutation rate of HIV-1, suggesting that HIV-1 survives close to its error threshold and may be readily susceptible to mutagenic drugs. The latter estimate was weakly dependent on the within-host effective population size of HIV-1. With large population sizes and in the absence of recombination, our simulations converged to the quasispecies theory, bridging the gap between quasispecies theory and population genetics-based approaches to describing HIV-1 evolution. Further, mu(c) increased with the recombination rate, rendering HIV-1 less susceptible to error catastrophe, thus elucidating an added benefit of recombination to HIV-1. Our estimate of mu(c) may serve as a quantitative guideline for the use of mutagenic drugs against HIV-1.

General-sum stochastic games: Verifiability conditions for Nash equilibria

Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.