92 resultados para Stochastic simulation algorithm
Resumo:
Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them-namely, the dwell time distribution-has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.
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Concurrency control (CC) algorithms are important in distributed database systems to ensure consistency of the database. A number of such algorithms are available in the literature. The issue of performance evaluation of these algorithms has been recognized to be important. However, only a few studies have been carried out towards this. This paper deals with the performance evaluation of a CC algorithm proposed by Rosenkrantz et al. through a detailed simulation study. In doing so, the algorithm has been modified so that it can, within itself, take care of the redundancy in the database. The influences of various system parameters and the transaction profile on the response time and on the degree of conflict are considered. The entire study has been carried out using the programming language SIMULA on a DEC-1090 system.
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This paper considers the applicability of the least mean fourth (LM F) power gradient adaptation criteria with 'advantage' for signals associated with gaussian noise, the associated noise power estimate not being known. The proposed method, as an adaptive spectral estimator, is found to provide superior performance than the least mean square (LMS) adaptation for the same (or even lower) speed of convergence for signals having sufficiently high signal-to-gaussian noise ratio. The results include comparison of the performance of the LMS-tapped delay line, LMF-tapped delay line, LMS-lattice and LMF-lattice algorithms, with the Burg's block data method as reference. The signals, like sinusoids with noise and stochastic signals like EEG, are considered in this study.
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The stimulation technique has gained much importance in the performance studies of Concurrency Control (CC) algorithms for distributed database systems. However, details regarding the simulation methodology and implementation are seldom mentioned in the literature. One objective of this paper is to elaborate the simulation methodology using SIMULA. Detailed studies have been carried out on a centralised CC algorithm and its modified version. The results compare well with a previously reported study on these algorithms. Here, additional results concerning the update intensiveness of transactions and the degree of conflict are obtained. The degree of conflict is quantitatively measured and it is seen to be a useful performance index. Regression analysis has been carried out on the results, and an optimisation study using the regression model has been performed to minimise the response time. Such a study may prove useful for the design of distributed database systems.
Location of concentrators in a computer communication network: a stochastic automation search method
Resumo:
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.
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This is a continuation of earlier studies on the evolution of infinite populations of haploid genotypes within a genetic algorithm framework. We had previously explored the evolutionary consequences of the existence of indeterminate—“plastic”—loci, where a plastic locus had a finite probability in each generation of functioning (being switched “on”) or not functioning (being switched “off”). The relative probabilities of the two outcomes were assigned on a stochastic basis. The present paper examines what happens when the transition probabilities are biased by the presence of regulatory genes. We find that under certain conditions regulatory genes can improve the adaptation of the population and speed up the rate of evolution (on occasion at the cost of lowering the degree of adaptation). Also, the existence of regulatory loci potentiates selection in favour of plasticity. There is a synergistic effect of regulatory genes on plastic alleles: the frequency of such alleles increases when regulatory loci are present. Thus, phenotypic selection alone can be a potentiating factor in a favour of better adaptation.
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We present robust joint nonlinear transceiver designs for multiuser multiple-input multiple-output (MIMO) downlink in the presence of imperfections in the channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas, and each user terminal is equipped with one or more receive antennas. The BS employs Tomlinson-Harashima precoding (THP) for interuser interference precancellation at the transmitter. We consider robust transceiver designs that jointly optimize the transmit THP filters and receive filter for two models of CSIT errors. The first model is a stochastic error (SE) model, where the CSIT error is Gaussian-distributed. This model is applicable when the CSIT error is dominated by channel estimation error. In this case, the proposed robust transceiver design seeks to minimize a stochastic function of the sum mean square error (SMSE) under a constraint on the total BS transmit power. We propose an iterative algorithm to solve this problem. The other model we consider is a norm-bounded error (NBE) model, where the CSIT error can be specified by an uncertainty set. This model is applicable when the CSIT error is dominated by quantization errors. In this case, we consider a worst-case design. For this model, we consider robust (i) minimum SMSE, (ii) MSE-constrained, and (iii) MSE-balancing transceiver designs. We propose iterative algorithms to solve these problems, wherein each iteration involves a pair of semidefinite programs (SDPs). Further, we consider an extension of the proposed algorithm to the case with per-antenna power constraints. We evaluate the robustness of the proposed algorithms to imperfections in CSIT through simulation, and show that the proposed robust designs outperform nonrobust designs as well as robust linear transceiver designs reported in the recent literature.
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In this paper, we present a low-complexity, near maximum-likelihood (ML) performance achieving detector for large MIMO systems having tens of transmit and receive antennas. Such large MIMO systems are of interest because of the high spectral efficiencies possible in such systems. The proposed detection algorithm, termed as multistage likelihood-ascent search (M-LAS) algorithm, is rooted in Hopfield neural networks, and is shown to possess excellent performance as well as complexity attributes. In terms of performance, in a 64 x 64 V-BLAST system with 4-QAM, the proposed algorithm achieves an uncoded BER of 10(-3) at an SNR of just about 1 dB away from AWGN-only SISO performance given by Q(root SNR). In terms of coded BER, with a rate-3/4 turbo code at a spectral efficiency of 96 bps/Hz the algorithm performs close to within about 4.5 dB from theoretical capacity, which is remarkable in terms of both high spectral efficiency as well as nearness to theoretical capacity. Our simulation results show that the above performance is achieved with a complexity of just O(NtNt) per symbol, where N-t and N-tau denote the number of transmit and receive antennas.
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Bluetooth is an emerging standard in short range, low cost and low power wireless networks. MAC is a generic polling based protocol, where a central Bluetooth unit (master) determines channel access to all other nodes (slaves) in the network (piconet). An important problem in Bluetooth is the design of efficient scheduling protocols. This paper proposes a polling policy that aims to achieve increased system throughput and reduced packet delays while providing reasonably good fairness among all traffic flows in a Bluetooth Piconet. We present an extensive set of simulation results and performance comparisons with two important existing algorithms. Our results indicate that our proposed scheduling algorithm outperforms the Round Robin scheduling algorithm by more than 40% in all cases tried. Our study also confirms that our proposed policy achieves higher throughput and lower packet delays with reasonable fairness among all the connections.
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We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.
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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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Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.
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We develop a simulation based algorithm for finite horizon Markov decision processes with finite state and finite action space. Illustrative numerical experiments with the proposed algorithm are shown for problems in flow control of communication networks and capacity switching in semiconductor fabrication.
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Four algorithms, all variants of Simultaneous Perturbation Stochastic Approximation (SPSA), are proposed. The original one-measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. As a result, the asymptotic covariance matrix of the iterate convergence process has a bias term. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p. 1 of both algorithms is established. We extend measurement reuse to design two second-order SPSA algorithms and sketch the convergence analysis. Finally, we present simulation results on an illustrative minimization problem.
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In many problems of decision making under uncertainty the system has to acquire knowledge of its environment and learn the optimal decision through its experience. Such problems may also involve the system having to arrive at the globally optimal decision, when at each instant only a subset of the entire set of possible alternatives is available. These problems can be successfully modelled and analysed by learning automata. In this paper an estimator learning algorithm, which maintains estimates of the reward characteristics of the random environment, is presented for an automaton with changing number of actions. A learning automaton using the new scheme is shown to be e-optimal. The simulation results demonstrate the fast convergence properties of the new algorithm. The results of this study can be extended to the design of other types of estimator algorithms with good convergence properties.