30 resultados para Stochastic processes -- Mathematical models


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We study coverage in sensor networks having two types of nodes, namely, sensor nodes and backbone nodes. Each sensor is capable of transmitting information over relatively small distances. The backbone nodes collect information from the sensors. This information is processed and communicated over an ad hoc network formed by the backbone nodes, which are capable of transmitting over much larger distances. We consider two models of deployment for the sensor and backbone nodes. One is a PoissonPoisson cluster model and the other a dependently thinned Poisson point process. We deduce limit laws for functionals of vacancy in both models using properties of association for random measures.

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Cardiac fibroblasts, when coupled functionally with myocytes, can modulate the electrophysiological properties of cardiac tissue. We present systematic numerical studies of such modulation of electrophysiological properties in mathematical models for (a) single myocyte-fibroblast (MF) units and (b) two-dimensional (2D) arrays of such units; our models build on earlier ones and allow for zero-, one-, and two-sided MF couplings. Our studies of MF units elucidate the dependence of the action-potential (AP) morphology on parameters such as E-f, the fibroblast resting-membrane potential, the fibroblast conductance G(f), and the MF gap-junctional coupling G(gap). Furthermore, we find that our MF composite can show autorhythmic and oscillatory behaviors in addition to an excitable response. Our 2D studies use (a) both homogeneous and inhomogeneous distributions of fibroblasts, (b) various ranges for parameters such as G(gap), G(f), and E-f, and (c) intercellular couplings that can be zero-sided, one-sided, and two-sided connections of fibroblasts with myocytes. We show, in particular, that the plane-wave conduction velocity CV decreases as a function of G(gap), for zero-sided and one-sided couplings; however, for two-sided coupling, CV decreases initially and then increases as a function of G(gap), and, eventually, we observe that conduction failure occurs for low values of G(gap). In our homogeneous studies, we find that the rotation speed and stability of a spiral wave can be controlled either by controlling G(gap) or E-f. Our studies with fibroblast inhomogeneities show that a spiral wave can get anchored to a local fibroblast inhomogeneity. We also study the efficacy of a low-amplitude control scheme, which has been suggested for the control of spiral-wave turbulence in mathematical models for cardiac tissue, in our MF model both with and without heterogeneities.

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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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Several mathematical models are available for estimation of effective thermal conductivity of nonreactive packed beds. Keeping in view the salient differences between metal hydride beds in which chemisorption of hydrogen takes place and conventional nonreactive packed beds, modified models are proposed here to predict the effective thermal conductivity. Variation in properties such as solid thermal conductivity and porosity during hydrogen absorption and desorption processes are incorporated. These extended models have been applied to simulate the effective thermal conductivity of the MmNi(4.5)Al(0.5) hydride bed and are compared with the experimental results. Applicability of the extended models for estimation of the effective thermal conductivity at different operating conditions such as pressure, temperature, and hydrogen concentration is discussed.

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Evolutionarily stable sex ratios are determined for social hymenoptera under local mate competition (LMC) and when the brood size is finite. LMC is modelled by the parameter d. Of the reproductive progeny from a single foundress nest, a fraction d disperses (outbreeding), while (1-d) mate amongst themselves (sibmating). When the brood size is finite, d is taken to be the probability of an offspring dispersing, and similarly, r, the proportion of male offspring, the probability of a haploid egg being laid. Under the joint influence of these two stochastic processes, there is a nonzero probability that some females remain unmated in the nest. As a result, the optimal proportion of males (corresponding to the evolutionarily stable strategy, ESS) is higher than that obtained when the brood size is infinite. When the queen controls the sex ration, the ESS becomes more female biased under increased inbreeding (lower d), However, the ESS under worker control shows an unexpected pattern, including an increase in the proportion of males with increased inbreeding. This effect is traced to the complex interaction between inbreeding and local mate competition.

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Mathematical models, for the stress analysis of symmetric multidirectional double cantilever beam (DCB) specimen using classical beam theory, first and higher-order shear deformation beam theories, have been developed to determine the Mode I strain energy release rate (SERR) for symmetric multidirectional composites. The SERR has been calculated using the compliance approach. In the present study, both variationally and nonvariationally derived matching conditions have been applied at the crack tip of DCB specimen. For the unidirectional and cross-ply composite DCB specimens, beam models under both plane stress and plane strain conditions in the width direction are applicable with good performance where as for the multidirectional composite DCB specimen, only the beam model under plane strain condition in the width direction appears to be applicable with moderate performance. Among the shear deformation beam theories considered, the performance of higher-order shear deformation beam theory, having quadratic variation for transverse displacement over the thickness, is superior in determining the SERR for multidirectional DCB specimen.

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Optimal allocation of water resources for various stakeholders often involves considerable complexity with several conflicting goals, which often leads to multi-objective optimization. In aid of effective decision-making to the water managers, apart from developing effective multi-objective mathematical models, there is a greater necessity of providing efficient Pareto optimal solutions to the real world problems. This study proposes a swarm-intelligence-based multi-objective technique, namely the elitist-mutated multi-objective particle swarm optimization technique (EM-MOPSO), for arriving at efficient Pareto optimal solutions to the multi-objective water resource management problems. The EM-MOPSO technique is applied to a case study of the multi-objective reservoir operation problem. The model performance is evaluated by comparing with results of a non-dominated sorting genetic algorithm (NSGA-II) model, and it is found that the EM-MOPSO method results in better performance. The developed method can be used as an effective aid for multi-objective decision-making in integrated water resource management.

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The problem of identification of parameters of a beam-moving oscillator system based on measurement of time histories of beam strains and displacements is considered. The governing equations of motion here have time varying coefficients. The parameters to be identified are however time invariant and consist of mass, stiffness and damping characteristics of the beam and oscillator subsystems. A strategy based on dynamic state estimation method, that employs particle filtering algorithms, is proposed to tackle the identification problem. The method can take into account measurement noise, guideway unevenness, spatially incomplete measurements, finite element models for supporting structure and moving vehicle, and imperfections in the formulation of the mathematical models. Numerical illustrations based on synthetic data on beam-oscillator system are presented to demonstrate the satisfactory performance of the proposed procedure.

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Starting from the early decades of the twentieth century, evolutionary biology began to acquire mathematical overtones. This took place via the development of a set of models in which the Darwinian picture of evolution was shown to be consistent with the laws of heredity discovered by Mendel. The models, which came to be elaborated over the years, define a field of study known as population genetics. Population genetics is generally looked upon as an essential component of modern evolutionary theory. This article deals with a famous dispute between J. B. S. Haldane, one of the founders of population genetics, and Ernst Mayr, a major contributor to the way we understand evolution. The philosophical undercurrents of the dispute remain relevant today. Mayr and Haldane agreed that genetics provided a broad explanatory framework for explaining how evolution took place but differed over the relevance of the mathematical models that sought to underpin that framework. The dispute began with a fundamental issue raised by Mayr in 1959: in terms of understanding evolution, did population genetics contribute anything beyond the obvious? Haldane's response came just before his death in 1964. It contained a spirited defense, not just of population genetics, but also of the motivations that lie behind mathematical modelling in biology. While the difference of opinion persisted and was not glossed over, the two continued to maintain cordial personal relations.

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An integrated reservoir operation model is presented for developing effective operational policies for irrigation water management. In arid and semi-arid climates, owing to dynamic changes in the hydroclimatic conditions within a season, the fixed cropping pattern with conventional operating policies, may have considerable impact on the performance of the irrigation system and may affect the economics of the farming community. For optimal allocation of irrigation water in a season, development of effective mathematical models may guide the water managers in proper decision making and consequently help in reducing the adverse effects of water shortage and crop failure problems. This paper presents a multi-objective integrated reservoir operation model for multi-crop irrigation system. To solve the multi-objective model, a recent swarm intelligence technique, namely elitist-mutated multi-objective particle swarm optimisation (EM-MOPSO) has been used and applied to a case study in India. The method evolves effective strategies for irrigation crop planning and operation policies for a reservoir system, and thereby helps farming community in improving crop benefits and water resource usage in the reservoir command area.

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Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

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Background: There has been growing interest in integrative taxonomy that uses data from multiple disciplines for species delimitation. Typically, in such studies, monophyly is taken as a proxy for taxonomic distinctiveness and these units are treated as potential species. However, monophyly could arise due to stochastic processes. Thus here, we have employed a recently developed tool based on coalescent approach to ascertain the taxonomic distinctiveness of various monophyletic units. Subsequently, the species status of these taxonomic units was further tested using corroborative evidence from morphology and ecology. This inter-disciplinary approach was implemented on endemic centipedes of the genus Digitipes (Attems 1930) from the Western Ghats (WG) biodiversity hotspot of India. The species of the genus Digitipes are morphologically conserved, despite their ancient late Cretaceous origin. Principal Findings: Our coalescent analysis based on mitochondrial dataset indicated the presence of nine putative species. The integrative approach, which includes nuclear, morphology, and climate datasets supported distinctiveness of eight putative species, of which three represent described species and five were new species. Among the five new species, three were morphologically cryptic species, emphasizing the effectiveness of this approach in discovering cryptic diversity in less explored areas of the tropics like the WG. In addition, species pairs showed variable divergence along the molecular, morphological and climate axes. Conclusions: A multidisciplinary approach illustrated here is successful in discovering cryptic diversity with an indication that the current estimates of invertebrate species richness for the WG might have been underestimated. Additionally, the importance of measuring multiple secondary properties of species while defining species boundaries was highlighted given variable divergence of each species pair across the disciplines.

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We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

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The static and dynamic pressure concentration isotherms (PCIs) of MmNi(5-x)Al(x). (x = 0, 0.3, 0.5 and 0.8) hydrides were measured at different temperatures using volumetric method. The effect of Al substitution on PCI and thermodynamic properties were studied. The plateau pressure and maximum hydrogen storage capacity decreased with Al content whereas reaction enthalpy increased. The plateau pressure, plateau slope and hysteresis effect was observed more for dynamic PCIs compared to static PCIs. Different mathematical models used for metal hydride-based thermodynamic devices simulation are compared to select suitable model for static and dynamic PCI simulation of MmNi(5)-based hydrides. Few important physical coefficients (partial molar volume, reaction enthalpy, reaction entropy, etc.) useful for development of thermodynamic devices were estimated. A relation has been proposed to correlate aluminium content and physical coefficients for the prediction of unknown PCI. The simulated and experimental PCIs were found matching closely for both static and dynamic conditions. Copyright (C) 2014, Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.

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Electrical resistance of both the electrodes of a lead-acid battery increases during discharge due to formation of lead sulfate, an insulator. Work of Metzendorf 1] shows that resistance increases sharply at about 65% conversion of active materials, and battery stops discharging once this critical conversion is reached. However, these aspects are not incorporated into existing mathematical models. Present work uses the results of Metzendorf 1], and develops a model that includes the effect of variable resistance. Further, it uses a reasonable expression to account for the decrease in active area during discharge instead of the empirical equations of previous work. The model's predictions are compared with observations of Cugnet et al. 2]. The model is as successful as the non-mechanistic models existing in literature. Inclusion of variation in resistance of electrodes in the model is important if one of the electrodes is a limiting reactant. If active materials are stoichiometrically balanced, resistance of electrodes can be very large at the end of discharge but has only a minor effect on charging of batteries. The model points to the significance of electrical conductivity of electrodes in the charging of deep discharged batteries. (C) 2014 Elsevier B.V. All rights reserved.