93 resultados para Probability density function
Resumo:
This paper addresses the problem of multiagent search in an unknown environment. The agents are autonomous in nature and are equipped with necessary sensors to carry out the search operation. The uncertainty, or lack of information about the search area is known a priori as a probability density function. The agents are deployed in an optimal way so as to maximize the one step uncertainty reduction. The agents continue to deploy themselves and reduce uncertainty till the uncertainty density is reduced over the search space below a minimum acceptable level. It has been shown, using LaSalle’s invariance principle, that a distributed control law which moves each of the agents towards the centroid of its Voronoi partition, modified by the sensor range leads to single step optimal deployment. This principle is now used to devise search trajectories for the agents. The simulations were carried out in 2D space with saturation on speeds of the agents. The results show that the control strategy per step indeed moves the agents to the respective centroid and the algorithm reduces the uncertainty distribution to the required level within a few steps.
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In a dense multi-hop network of mobile nodes capable of applying adaptive power control, we consider the problem of finding the optimal hop distance that maximizes a certain throughput measure in bit-metres/sec, subject to average network power constraints. The mobility of nodes is restricted to a circular periphery area centered at the nominal location of nodes. We incorporate only randomly varying path-loss characteristics of channel gain due to the random motion of nodes, excluding any multi-path fading or shadowing effects. Computation of the throughput metric in such a scenario leads us to compute the probability density function of random distance between points in two circles. Using numerical analysis we discover that choosing the nearest node as next hop is not always optimal. Optimal throughput performance is also attained at non-trivial hop distances depending on the available average network power.
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Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms of current interest. Since its inception in the mid 1990s, DE has been finding many successful applications in real-world optimization problems from diverse domains of science and engineering. This paper takes a first significant step toward the convergence analysis of a canonical DE (DE/rand/1/bin) algorithm. It first deduces a time-recursive relationship for the probability density function (PDF) of the trial solutions, taking into consideration the DE-type mutation, crossover, and selection mechanisms. Then, by applying the concepts of Lyapunov stability theorems, it shows that as time approaches infinity, the PDF of the trial solutions concentrates narrowly around the global optimum of the objective function, assuming the shape of a Dirac delta distribution. Asymptotic convergence behavior of the population PDF is established by constructing a Lyapunov functional based on the PDF and showing that it monotonically decreases with time. The analysis is applicable to a class of continuous and real-valued objective functions that possesses a unique global optimum (but may have multiple local optima). Theoretical results have been substantiated with relevant computer simulations.
Resumo:
We propose a distribution-free approach to the study of random geometric graphs. The distribution of vertices follows a Poisson point process with intensity function n f(center dot), where n is an element of N, and f is a probability density function on R-d. A vertex located at x connects via directed edges to other vertices that are within a cut-off distance r(n)(x). We prove strong law results for (i) the critical cut-off function so that almost surely, the graph does not contain any node with out-degree zero for sufficiently large n and (ii) the maximum and minimum vertex degrees. We also provide a characterization of the cut-off function for which the number of nodes with out-degree zero converges in distribution to a Poisson random variable. We illustrate this result for a class of densities with compact support that have at most polynomial rates of decay to zero. Finally, we state a sufficient condition for an enhanced version of the above graph to be almost surely connected eventually.
Resumo:
The present work involves a computational study of soot formation and transport in case of a laminar acetylene diffusion flame perturbed by a convecting line vortex. The topology of the soot contours (as in an earlier experimental work [4]) have been investigated. More soot was produced when vortex was introduced from the air side in comparison to a fuel side vortex. Also the soot topography was more diffused in case of the air side vortex. The computational model was found to be in good agreement with the experimental work [4]. The computational simulation enabled a study of the various parameters affecting soot transport. Temperatures were found to be higher in case of air side vortex as compared to a fuel side vortex. In case of the fuel side vortex, abundance of fuel in the vort ex core resulted in stoichiometrically rich combustion in the vortex core, and more discrete soot topography. Overall soot production too was low. In case of the air side vortex abundance of air in the core resulted in higher temperatures and more soot yield. Statistical techniques like probability density function, correlation coefficient and conditional probability function were introduced to explain the transient dependence of soot yield and transport on various parameters like temperature, a cetylene concentration.
Bayesian parameter identification in dynamic state space models using modified measurement equations
Resumo:
When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.
Resumo:
Downscaling to station-scale hydrologic variables from large-scale atmospheric variables simulated by general circulation models (GCMs) is usually necessary to assess the hydrologic impact of climate change. This work presents CRF-downscaling, a new probabilistic downscaling method that represents the daily precipitation sequence as a conditional random field (CRF). The conditional distribution of the precipitation sequence at a site, given the daily atmospheric (large-scale) variable sequence, is modeled as a linear chain CRF. CRFs do not make assumptions on independence of observations, which gives them flexibility in using high-dimensional feature vectors. Maximum likelihood parameter estimation for the model is performed using limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) optimization. Maximum a posteriori estimation is used to determine the most likely precipitation sequence for a given set of atmospheric input variables using the Viterbi algorithm. Direct classification of dry/wet days as well as precipitation amount is achieved within a single modeling framework. The model is used to project the future cumulative distribution function of precipitation. Uncertainty in precipitation prediction is addressed through a modified Viterbi algorithm that predicts the n most likely sequences. The model is applied for downscaling monsoon (June-September) daily precipitation at eight sites in the Mahanadi basin in Orissa, India, using the MIROC3.2 medium-resolution GCM. The predicted distributions at all sites show an increase in the number of wet days, and also an increase in wet day precipitation amounts. A comparison of current and future predicted probability density functions for daily precipitation shows a change in shape of the density function with decreasing probability of lower precipitation and increasing probability of higher precipitation.
Resumo:
Grain misorientation was studied in relation to the nearest neighbor's mutual distance using electron back-scattered diffraction measurements. The misorientation correlation function was defined as the probability density for the occurrence of a certain misorientation between pairs of grains separated by a certain distance. Scale-invariant spatial correlation between neighbor grains was manifested by a power law dependence of the preferred misorientation vs. inter-granular distance in various materials after diverse strain paths. The obtained negative scaling exponents were in the range of -2 +/- 0.3 for high-angle grain boundaries. The exponent decreased in the presence of low-angle grain boundaries or dynamic recrystallization, indicating faster decay of correlations. The correlations vanished in annealed materials. The results were interpreted in terms of lattice incompatibility and continuity conditions at the interface between neighboring grains. Grain-size effects on texture development, as well as the implications of such spatial correlations on texture modeling, were discussed.
Resumo:
The paper outlines a technique for sensitive measurement of conduction phenomena in liquid dielectrics. The special features of this technique are the simplicity of the electrical system, the inexpensive instrumentation and the high accuracy. Detection, separation and analysis of a random function of current that is superimposed on the prebreakdown direct current forms the basis of this investigation. In this case, prebreakdown direct current is the output data of a test cell with large electrodes immersed in a liquid medium subjected to high direct voltages. Measurement of the probability-distribution function of a random fluctuating component of current provides a method that gives insight into the mechanism of conduction in a liquid medium subjected to high voltages and the processes that are responsible for the existence of the fluctuating component of the current.
Resumo:
Energy and charge aspects of two types of ion association - between oppositely-charged and between like-charged species - were quantified using the topological analysis of the electron density function derived from the low-temperature X-ray diffraction experiment for a crystal of aminoacetonitrile picrate (sp. gr. Cmca, Z = 8, R = 0.0187), providing an experimental evidence of their ``equal rights'' in crystal packing formation.
Resumo:
Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes in a region of Euclidean space. Following deployment, the nodes self-organize into a mesh topology with a key aspect being self-localization. Having obtained a mesh topology in a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this work, we analyze this approximation through two complementary analyses. We assume that the mesh topology is a random geometric graph on the nodes; and that some nodes are designated as anchors with known locations. First, we obtain high probability bounds on the Euclidean distances of all nodes that are h hops away from a fixed anchor node. In the second analysis, we provide a heuristic argument that leads to a direct approximation for the density function of the Euclidean distance between two nodes that are separated by a hop distance h. This approximation is shown, through simulation, to very closely match the true density function. Localization algorithms that draw upon the preceding analyses are then proposed and shown to perform better than some of the well-known algorithms present in the literature. Belief-propagation-based message-passing is then used to further enhance the performance of the proposed localization algorithms. To our knowledge, this is the first usage of message-passing for hop-count-based self-localization.
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In this paper, we consider a distributed function computation setting, where there are m distributed but correlated sources X1,...,Xm and a receiver interested in computing an s-dimensional subspace generated by [X1,...,Xm]Γ for some (m × s) matrix Γ of rank s. We construct a scheme based on nested linear codes and characterize the achievable rates obtained using the scheme. The proposed nested-linear-code approach performs at least as well as the Slepian-Wolf scheme in terms of sum-rate performance for all subspaces and source distributions. In addition, for a large class of distributions and subspaces, the scheme improves upon the Slepian-Wolf approach. The nested-linear-code scheme may be viewed as uniting under a common framework, both the Korner-Marton approach of using a common linear encoder as well as the Slepian-Wolf approach of employing different encoders at each source. Along the way, we prove an interesting and fundamental structural result on the nature of subspaces of an m-dimensional vector space V with respect to a normalized measure of entropy. Here, each element in V corresponds to a distinct linear combination of a set {Xi}im=1 of m random variables whose joint probability distribution function is given.
Resumo:
The present work involves a computational study of soot formation and transport in case of a laminar acetylene diffusion flame perturbed by a co nvecting line vortex. The topology of the soot contours (as in an earlier experimental work [4]) have been investigated. More soot was produced when vortex was introduced from the air si de in comparison to a fuel side vortex. Also the soot topography was more diffused in case of the air side vortex. The computational model was found to be in good agreement with the ex perimental work [4]. The computational simulation enabled a study of the various parameters affecting soot transport. Temperatures were found to be higher in case of air side vortex as compared to a fuel side vortex. In case of the fuel side vortex, abundance of fuel in the vort ex core resulted in stoichiometrically rich combustion in the vortex core, and more discrete so ot topography. Overall soot production too was low. In case of the air side vortex abundan ce of air in the core resulted in higher temperatures and more soot yield. Statistical techniques like probability density fun ction, correlation coefficient and conditional probability function were introduced to explain the transient dependence of soot yield and transport on various parameters like temperature, a cetylene concentration.
Resumo:
We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter = 9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 10(8). Under these conditions the convection is turbulent, and the time-averaged velocity at any point is `zero'. The Reynolds number based on the Taylor microscale, Re-lambda, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6-7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as (RaSc1/2)-Sc-1/2, and the Reynolds number would scale as (RaSc-1/2)-Sc-1/2. The velocity and the flux measurements appear to be consistent with the Ra-1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are Much higher compared to what would be obtained in Rayleigh-Benard (R-B) convection for similar density differences.
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Formulation of quantum first passage problem is attempted in terms of a restricted Feynman path integral that simulates an absorbing barrier as in the corresponding classical case. The positivity of the resulting probability density, however, remains to be demonstrated.