78 resultados para Markov chains. Convergence. Evolutionary Strategy. Large Deviations
Resumo:
The effect of uncertainties on performance predictions of a helicopter is studied in this article. The aeroelastic parameters such as the air density, blade profile drag coefficient, main rotor angular velocity, main rotor radius, and blade chord are considered as uncertain variables. The propagation of these uncertainties in the performance parameters such as thrust coefficient, figure of merit, induced velocity, and power required are studied using Monte Carlo simulation and the first-order reliability method. The Rankine-Froude momentum theory is used for performance prediction in hover, axial climb, and forward flight. The propagation of uncertainty causes large deviations from the baseline deterministic predictions, which undoubtedly affect both the achievable performance and the safety of the helicopter. The numerical results in this article provide useful bounds on helicopter power requirements.
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Mathematical modelling plays a vital role in the design, planning and operation of flexible manufacturing systems (FMSs). In this paper, attention is focused on stochastic modelling of FMSs using Markov chains, queueing networks, and stochastic Petri nets. We bring out the role of these modelling tools in FMS performance evaluation through several illustrative examples and provide a critical comparative evaluation. We also include a discussion on the modelling of deadlocks which constitute an important source of performance degradation in fully automated FMSs.
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We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.
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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.
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The frequently observed lopsidedness of the distribution of stars and gas in disc galaxies is still considered as a major problem in galaxy dynamics. It is even discussed as an imprint of the formation history of discs and the evolution of baryons in dark matter haloes. Here, we analyse a selected sample of 70 galaxies from the Westerbork Hi Survey of Spiral and Irregular Galaxies. The Hi data allow us to follow the morphology and the kinematics out to very large radii. In the present paper, we present the rotation curves and study the kinematic asymmetry. We extract the rotation curves of the receding and approaching sides separately and show that the kinematic behaviour of disc galaxies can be classified into five different types: symmetric velocity fields where the rotation curves of the receding and approaching sides are almost identical; global distortions where the rotation velocities of the receding and approaching sides have an offset that is constant with radius; local distortions leading to large deviations in the inner and negligible deviations in the outer parts (and vice versa); and distortions that divide the galaxies into two kinematic systems that are visible in terms of the different behaviour of the rotation curves of the receding and approaching sides, which leads to a crossing and a change in side. The kinematic lopsidedness is measured from the maximum rotation velocities, averaged over the plateau of the rotation curves. This gives a good estimate of the global lopsidedness in the outer parts of the sample galaxies. We find that the mean value of the perturbation parameter denoting the lopsided potential as obtained from the kinematic data is 0.056. Altogether, 36% of the sample galaxies are globally lopsided, which can be interpreted as the disc responding to a halo that was distorted by a tidal encounter. In Paper II, we study the morphological lopsidedness of the same sample of galaxies.
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Image segmentation is formulated as a stochastic process whose invariant distribution is concentrated at points of the desired region. By choosing multiple seed points, different regions can be segmented. The algorithm is based on the theory of time-homogeneous Markov chains and has been largely motivated by the technique of simulated annealing. The method proposed here has been found to perform well on real-world clean as well as noisy images while being computationally far less expensive than stochastic optimisation techniques
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We provide new analytical results concerning the spread of information or influence under the linear threshold social network model introduced by Kempe et al. in, in the information dissemination context. The seeder starts by providing the message to a set of initial nodes and is interested in maximizing the number of nodes that will receive the message ultimately. A node's decision to forward the message depends on the set of nodes from which it has received the message. Under the linear threshold model, the decision to forward the information depends on the comparison of the total influence of the nodes from which a node has received the packet with its own threshold of influence. We derive analytical expressions for the expected number of nodes that receive the message ultimately, as a function of the initial set of nodes, for a generic network. We show that the problem can be recast in the framework of Markov chains. We then use the analytical expression to gain insights into information dissemination in some simple network topologies such as the star, ring, mesh and on acyclic graphs. We also derive the optimal initial set in the above networks, and also hint at general heuristics for picking a good initial set.
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Peer to peer networks are being used extensively nowadays for file sharing, video on demand and live streaming. For IPTV, delay deadlines are more stringent compared to file sharing. Coolstreaming was the first P2P IPTV system. In this paper, we model New Coolstreaming (newer version of Coolstreaming) via a queueing network. We use two time scale decomposition of Markov chains to compute the stationary distribution of number of peers and the expected number of substreams in the overlay which are not being received at the required rate due to parent overloading. We also characterize the end-to-end delay encountered by a video packet received by a user and originated at the server. Three factors contribute towards the delay. The first factor is the mean shortest path length between any two overlay peers in terms of overlay hops of the partnership graph which is shown to be O (log n) where n is the number of peers in the overlay. The second factor is the mean number of routers between any two overlay neighbours which is seen to be at most O (log N-I) where N-I is the number of routers in the internet. Third factor is the mean delay at a router in the internet. We provide an approximation of this mean delay E W]. Thus, the mean end to end delay in New Coolstreaming is shown to be upper bounded by O (log E N]) (log N-I) E (W)] where E N] is the mean number of peers at a channel.
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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 consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in one case can be explicitly written as a homogeneous symmetric polynomial. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in bounded time.
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In this paper, we propose a training-based channel estimation scheme for large non-orthogonal space-time block coded (STBC) MIMO systems.The proposed scheme employs a block transmission strategy where an N-t x N-t pilot matrix is sent (for training purposes) followed by several N-t x N-t square data STBC matrices, where Nt is the number of transmit antennas. At the receiver, we iterate between channel estimation (using an MMSE estimator) and detection (using a low-complexity likelihood ascent search (LAS) detector) till convergence or for a fixed number of iterations. Our simulation results show that excellent bit error rate and nearness-to-capacity performance are achieved by the proposed scheme at low complexities. The fact that we could show such good results for large STBCs (e.g., 16 x 16 STBC from cyclic division algebras) operating at spectral efficiencies in excess of 20 bps/Hz (even after accounting for the overheads meant for pilot-based channel estimation and turbo coding) establishes the effectiveness of the proposed scheme.
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In this paper, we propose a low-complexity algorithm based on Markov chain Monte Carlo (MCMC) technique for signal detection on the uplink in large scale multiuser multiple input multiple output (MIMO) systems with tens to hundreds of antennas at the base station (BS) and similar number of uplink users. The algorithm employs a randomized sampling method (which makes a probabilistic choice between Gibbs sampling and random sampling in each iteration) for detection. The proposed algorithm alleviates the stalling problem encountered at high SNRs in conventional MCMC algorithm and achieves near-optimal performance in large systems with M-QAM. A novel ingredient in the algorithm that is responsible for achieving near-optimal performance at low complexities is the joint use of a randomized MCMC (R-MCMC) strategy coupled with a multiple restart strategy with an efficient restart criterion. Near-optimal detection performance is demonstrated for large number of BS antennas and users (e.g., 64, 128, 256 BS antennas/users).
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3-D full-wave method of moments (MoM) based electromagnetic analysis is a popular means toward accurate solution of Maxwell's equations. The time and memory bottlenecks associated with such a solution have been addressed over the last two decades by linear complexity fast solver algorithms. However, the accurate solution of 3-D full-wave MoM on an arbitrary mesh of a package-board structure does not guarantee accuracy, since the discretization may not be fine enough to capture spatial changes in the solution variable. At the same time, uniform over-meshing on the entire structure generates a large number of solution variables and therefore requires an unnecessarily large matrix solution. In this paper, different refinement criteria are studied in an adaptive mesh refinement platform. Consequently, the most suitable conductor mesh refinement criterion for MoM-based electromagnetic package-board extraction is identified and the advantages of this adaptive strategy are demonstrated from both accuracy and speed perspectives. The results are also compared with those of the recently reported integral equation-based h-refinement strategy. Finally, a new methodology to expedite each adaptive refinement pass is proposed.
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We report on a plan to establish a `Dictionary of LHC Signatures', an initiative that started at the WHEPP-X workshop in Chennai, January 2008. This study aims at the strategy of distinguishing 3 classes of dark matter motivated scenarios such as R-parity conserved supersymmetry, little Higgs models with T-parity conservation and universal extra dimensions with KK-parity for generic cases of their realization in a wide range of the model space. Discriminating signatures are tabulated and will need a further detailed analysis.
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n this paper, a multistage evolutionary scheme is proposed for clustering in a large data base, like speech data. This is achieved by clustering a small subset of the entire sample set in each stage and treating the cluster centroids so obtained as samples, together with another subset of samples not considered previously, as input data to the next stage. This is continued till the whole sample set is exhausted. The clustering is accomplished by constructing a fuzzy similarity matrix and using the fuzzy techniques proposed here. The technique is illustrated by an efficient scheme for voiced-unvoiced-silence classification of speech.