175 resultados para Stochastic adding machine


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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.

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The determination of the overconsolidation ratio (OCR) of clay deposits is an important task in geotechnical engineering practice. This paper examines the potential of a support vector machine (SVM) for predicting the OCR of clays from piezocone penetration test data. SVM is a statistical learning theory based on a structural risk minimization principle that minimizes both error and weight terms. The five input variables used for the SVM model for prediction of OCR are the corrected cone resistance (qt), vertical total stress (sigmav), hydrostatic pore pressure (u0), pore pressure at the cone tip (u1), and the pore pressure just above the cone base (u2). Sensitivity analysis has been performed to investigate the relative importance of each of the input parameters. From the sensitivity analysis, it is clear that qt=primary in situ data influenced by OCR followed by sigmav, u0, u2, and u1. Comparison between SVM and some of the traditional interpretation methods is also presented. The results of this study have shown that the SVM approach has the potential to be a practical tool for determination of OCR.

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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.

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The determination of settlement of shallow foundations on cohesionless soil is an important task in geotechnical engineering. Available methods for the determination of settlement are not reliable. In this study, the support vector machine (SVM), a novel type of learning algorithm based on statistical theory, has been used to predict the settlement of shallow foundations on cohesionless soil. SVM uses a regression technique by introducing an ε – insensitive loss function. A thorough sensitive analysis has been made to ascertain which parameters are having maximum influence on settlement. The study shows that SVM has the potential to be a useful and practical tool for prediction of settlement of shallow foundation on cohesionless soil.

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

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In this paper, direct torque control (DTC) algorithms for a split-phase induction machine (SPIM) are established. An SPIM has two sets of three-phase stator windings, with a shift of thirty electrical degrees between them. The significant contributions of this paper are: 1) two new methods of DTC technique for an SPIM are developed, called Resultant Flux Control Method and Individual Flux Control Method and 2) advantages and disadvantages of both methods are discussed. High torque ripple is a disadvantage for three-phase DTC. It is found that torque ripple in an SPIM can be significantly reduced without increasing the switching frequency.

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At the time of restoration transmission line switching is one of the major causes, which creates transient overvoltages. Though detailed Electro Magnetic Transient studies are carried out extensively for the planning and design of transmission systems, such studies are not common in a day-today operation of power systems. However it is important for the operator to ensure during restoration of supply that peak overvoltages resulting from the switching operations are well within safe limits. This paper presents a support vector machine approach to classify the various cases of line energization in the category of safe or unsafe based upon the peak value of overvoltage at the receiving end of line. Operator can define the threshold value of voltage to assign the data pattern in either of the class. For illustration of proposed approach the power system used for switching transient peak overvoltages tests is a 400 kV equivalent system of an Indian southern gri

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Gene expression noise results in protein number distributions ranging from long-tailed to Gaussian. We show how long-tailed distributions arise from a stochastic model of the constituent chemical reactions and suggest that, in conjunction with cooperative switches, they lead to more sensitive selection of a subpopulation of cells with high protein number than is possible with Gaussian distributions. Single-cell-tracking experiments are presented to validate some of the assumptions of the stochastic simulations. We also examine the effect of DNA looping on the shape of protein distributions. We further show that when switches are incorporated in the regulation of a gene via a feedback loop, the distributions can become bimodal. This might explain the bimodal distribution of certain morphogens during early embryogenesis.

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In this paper, we describe a system for the automatic recognition of isolated handwritten Devanagari characters obtained by linearizing consonant conjuncts. Owing to the large number of characters and resulting demands on data acquisition, we use structural recognition techniques to reduce some characters to others. The residual characters are then classified using the subspace method. Finally the results of structural recognition and feature-based matching are mapped to give final output. The proposed system Ifs evaluated for the writer dependent scenario.

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The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

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Statistical learning algorithms provide a viable framework for geotechnical engineering modeling. This paper describes two statistical learning algorithms applied for site characterization modeling based on standard penetration test (SPT) data. More than 2700 field SPT values (N) have been collected from 766 boreholes spread over an area of 220 sqkm area in Bangalore. To get N corrected value (N,), N values have been corrected (Ne) for different parameters such as overburden stress, size of borehole, type of sampler, length of connecting rod, etc. In three-dimensional site characterization model, the function N-c=N-c (X, Y, Z), where X, Y and Z are the coordinates of a point corresponding to N, value, is to be approximated in which N, value at any half-space point in Bangalore can be determined. The first algorithm uses least-square support vector machine (LSSVM), which is related to aridge regression type of support vector machine. The second algorithm uses relevance vector machine (RVM), which combines the strengths of kernel-based methods and Bayesian theory to establish the relationships between a set of input vectors and a desired output. The paper also presents the comparative study between the developed LSSVM and RVM model for site characterization. Copyright (C) 2009 John Wiley & Sons,Ltd.

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This study considers the scheduling problem observed in the burn-in operation of semiconductor final testing, where jobs are associated with release times, due dates, processing times, sizes, and non-agreeable release times and due dates. The burn-in oven is modeled as a batch-processing machine which can process a batch of several jobs as long as the total sizes of the jobs do not exceed the machine capacity and the processing time of a batch is equal to the longest time among all the jobs in the batch. Due to the importance of on-time delivery in semiconductor manufacturing, the objective measure of this problem is to minimize total weighted tardiness. We have formulated the scheduling problem into an integer linear programming model and empirically show its computational intractability. Due to the computational intractability, we propose a few simple greedy heuristic algorithms and meta-heuristic algorithm, simulated annealing (SA). A series of computational experiments are conducted to evaluate the performance of the proposed heuristic algorithms in comparison with exact solution on various small-size problem instances and in comparison with estimated optimal solution on various real-life large size problem instances. The computational results show that the SA algorithm, with initial solution obtained using our own proposed greedy heuristic algorithm, consistently finds a robust solution in a reasonable amount of computation time.

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Two optimal non-linear reinforcement schemes—the Reward-Inaction and the Penalty-Inaction—for the two-state automaton functioning in a stationary random environment are considered. Very simple conditions of symmetry of the non-linear function figuring in the reinforcement scheme are shown to be necessary and sufficient for optimality. General expressions for the variance and rate of learning are derived. These schemes are compared with the already existing optimal linear schemes in the light of average variance and average rate of learning.

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This paper presents a study of kinematic and force singularities in parallel manipulators and closed-loop mechanisms and their relationship to accessibility and controllability of such manipulators and closed-loop mechanisms, Parallel manipulators and closed-loop mechanisms are classified according to their degrees of freedom, number of output Cartesian variables used to describe their motion and the number of actuated joint inputs. The singularities in the workspace are obtained by considering the force transformation matrix which maps the forces and torques in joint space to output forces and torques ill Cartesian space. The regions in the workspace which violate the small time local controllability (STLC) and small time local accessibility (STLA) condition are obtained by deriving the equations of motion in terms of Cartesian variables and by using techniques from Lie algebra.We show that for fully actuated manipulators when the number ofactuated joint inputs is equal to the number of output Cartesian variables, and the force transformation matrix loses rank, the parallel manipulator does not meet the STLC requirement. For the case where the number of joint inputs is less than the number of output Cartesian variables, if the constraint forces and torques (represented by the Lagrange multipliers) become infinite, the force transformation matrix loses rank. Finally, we show that the singular and non-STLC regions in the workspace of a parallel manipulator and closed-loop mechanism can be reduced by adding redundant joint actuators and links. The results are illustrated with the help of numerical examples where we plot the singular and non-STLC/non-STLA regions of parallel manipulators and closed-loop mechanisms belonging to the above mentioned classes. (C) 2000 Elsevier Science Ltd. All rights reserved.