Stochastic Modeling of an Aircraft Traversing a Runway Using Time Series Analysis

Time series, from a narrow point of view, is a sequence of observations on a stochastic process made at discrete and equally spaced time intervals. Its future behavior can be predicted by identifying, fitting, and confirming a mathematical model. In this paper, time series analysis is applied to problems concerning runwayinduced vibrations of an aircraft. A simple mathematical model based on this technique is fitted to obtain the impulse response coefficients of an aircraft system considered as a whole for a particular type of operation. Using this model, the output which is the aircraft response can be obtained with lesser computation time for any runway profile as the input.

Stochastic kinetics of ribosomes: Single motor properties and collective behavior

Syntheses of protein molecules in a cell are carried out by ribosomes.A ribosome can be regarded as a molecular motor which utilizes the input chemical energy to move on a messenger RNA (mRNA) track that also serves as a template for the polymerization of the corresponding protein. The forward movement, however, is characterized by an alternating sequence of translocation and pause. Using a quantitative model, which captures the mechanochemical cycle of an individual ribosome, we derive an exact analytical expression for the distribution of its dwell times at the successive positions on the mRNA track. Inverse of the average dwell time satisfies a Michaelis-Menten-type'' equation and is consistent with the general formula for the average velocity of a molecular motor with an unbranched mechanochemical cycle. Extending this formula appropriately, we also derive the exact force-velocity relation for a ribosome. Often many ribosomes each synthesizes a copy of the same protein. We extend the model of a single ribosome by incorporating steric exclusion of different individuals on the same track. We draw the phase diagram of this model of ribosome traffic in three-dimensional spaces spanned by experimentally controllable parameters. We suggest new experimental tests of our theoretical predictions.

Stochastic modelling of monthly rainfall

A transformation is suggested which can transform a non-Gaussian monthly hydrological time series into a Gaussian one. The suggested approach is verified with data of ten Indian rainfall time series. Incidentally, it is observed that once the deterministic trends are removed, the transformation leads to an uncorrelated process for monthly rainfall. The procedure for normalization is general enough in that it should be also applicable to river discharges. This is verified to a limited extent by considering data of two Indian river discharges.

Representation of Stereoisomers in ALWIN

Tlhe well-known Cahn-lngold-Prelog method of specifying the stereoisomers is introduced within the framework of ALWIN-Algorithmic Wiswesser Notation. Given the structural diagram, the structural ALWIN is first formed; the speclflcation symbols are then introduced at the appropriate places to describe the stereoisomers.

Location of concentrators in a computer communication network: a stochastic automation search method

The following problem is considered. Given the locations of the Central Processing Unit (ar;the terminals which have to communicate with it, to determine the number and locations of the concentrators and to assign the terminals to the concentrators in such a way that the total cost is minimized. There is alao a fixed cost associated with each concentrator. There is ail upper limit to the number of terminals which can be connected to a concentrator. The terminals can be connected directly to the CPU also In this paper it is assumed that the concentrators can bo located anywhere in the area A containing the CPU and the terminals. Then this becomes a multimodal optimization problem. In the proposed algorithm a stochastic automaton is used as a search device to locate the minimum of the multimodal cost function . The proposed algorithm involves the following. The area A containing the CPU and the terminals is divided into an arbitrary number of regions (say K). An approximate value for the number of concentrators is assumed (say m). The optimum number is determined by iteration later The m concentrators can be assigned to the K regions in (mk) ways (m > K) or (km) ways (K>m).(All possible assignments are feasible, i.e. a region can contain 0,1,…, to concentrators). Each possible assignment is assumed to represent a state of the stochastic variable structure automaton. To start with, all the states are assigned equal probabilities. At each stage of the search the automaton visits a state according to the current probability distribution. At each visit the automaton selects a 'point' inside that state with uniform probability. The cost associated with that point is calculated and the average cost of that state is updated. Then the probabilities of all the states are updated. The probabilities are taken to bo inversely proportional to the average cost of the states After a certain number of searches the search probabilities become stationary and the automaton visits a particular state again and again. Then the automaton is said to have converged to that state Then by conducting a local gradient search within that state the exact locations of the concentrators are determined This algorithm was applied to a set of test problems and the results were compared with those given by Cooper's (1964, 1967) EAC algorithm and on the average it was found that the proposed algorithm performs better.

New light on the optical equivalence theorem and a new type of discrete diagonal coherent state representation

In many instances we find it advantageous to display a quantum optical density matrix as a generalized statistical ensemble of coherent wave fields. The weight functions involved in these constructions turn out to belong to a family of distributions, not always smooth functions. In this paper we investigate this question anew and show how it is related to the problem of expanding an arbitrary state in terms of an overcomplete subfamily of the overcomplete set of coherent states. This provides a relatively transparent derivation of the optical equivalence theorem. An interesting by-product is the discovery of a new class of discrete diagonal representations.

Unitary Processes with Independent Increments and Representations of Hilbert Tensor Algebras

The aim of this article is to characterize unitary increment process by a quantum stochastic integral representation on symmetric Fock space. Under certain assumptions we have proved its unitary equivalence to a Hudson-Parthasarathy flow.

The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

Geometric Representation of Graphs in Low Dimension Using Axis Parallel Boxes

An axis-parallel k-dimensional box is a Cartesian product R-1 x R-2 x...x R-k where R-i (for 1 <= i <= k) is a closed interval of the form [a(i), b(i)] on the real line. For a graph G, its boxicity box(G) is the minimum dimension k, such that G is representable as the intersection graph of (axis-parallel) boxes in k-dimensional space. The concept of boxicity finds applications in various areas such as ecology, operations research etc. A number of NP-hard problems are either polynomial time solvable or have much better approximation ratio on low boxicity graphs. For example, the max-clique problem is polynomial time solvable on bounded boxicity graphs and the maximum independent set problem for boxicity d graphs, given a box representation, has a left perpendicular1 + 1/c log n right perpendicular(d-1) approximation ratio for any constant c >= 1 when d >= 2. In most cases, the first step usually is computing a low dimensional box representation of the given graph. Deciding whether the boxicity of a graph is at most 2 itself is NP-hard. We give an efficient randomized algorithm to construct a box representation of any graph G on n vertices in left perpendicular(Delta + 2) ln nright perpendicular dimensions, where Delta is the maximum degree of G. This algorithm implies that box(G) <= left perpendicular(Delta + 2) ln nright perpendicular for any graph G. Our bound is tight up to a factor of ln n. We also show that our randomized algorithm can be derandomized to get a polynomial time deterministic algorithm. Though our general upper bound is in terms of maximum degree Delta, we show that for almost all graphs on n vertices, their boxicity is O(d(av) ln n) where d(av) is the average degree.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Modelling of solute transport in a mild heterogeneous porous medium using stochastic finite element method: Effects of random source conditions

Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.

Network flow-control using asynchronous stochastic approximation

We propose several stochastic approximation implementations for related algorithms in flow-control of communication networks. First, a discrete-time implementation of Kelly's primal flow-control algorithm is proposed. Convergence with probability 1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. This ensues from an analysis of the flow-control algorithm using the asynchronous stochastic approximation (ASA) framework. Two relevant enhancements are then pursued: a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Next, discretetime implementations of Kelly's dual algorithm and primaldual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing the stability properties are presented.

A quantum stochastic Lie-Trotter product formula

A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.

A network representation of protein structures: Implications for protein stability

This study views each protein structure as a network of noncovalent connections between amino acid side chains. Each amino acid in a protein structure is a node, and the strength of the noncovalent interactions between two amino acids is evaluated for edge determination. The protein structure graphs (PSGs) for 232 proteins have been constructed as a function of the cutoff of the amino acid interaction strength at a few carefully chosen values. Analysis of such PSGs constructed on the basis of edge weights has shown the following: 1), The PSGs exhibit a complex topological network behavior, which is dependent on the interaction cutoff chosen for PSG construction. 2), A transition is observed at a critical interaction cutoff, in all the proteins, as monitored by the size of the largest cluster (giant component) in the graph. Amazingly, this transition occurs within a narrow range of interaction cutoff for all the proteins, irrespective of the size or the fold topology. And 3), the amino acid preferences to be highly connected (hub frequency) have been evaluated as a function of the interaction cutoff. We observe that the aromatic residues along with arginine, histidine, and methionine act as strong hubs at high interaction cutoffs, whereas the hydrophobic leucine and isoleucine residues get added to these hubs at low interaction cutoffs, forming weak hubs. The hubs identified are found to play a role in bringing together different secondary structural elements in the tertiary structure of the proteins. They are also found to contribute to the additional stability of the thermophilic proteins when compared to their mesophilic counterparts and hence could be crucial for the folding and stability of the unique three-dimensional structure of proteins. Based on these results, we also predict a few residues in the thermophilic and mesophilic proteins that can be mutated to alter their thermal stability.