86 resultados para Autoregressive moving average (ARMA)


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We analyze the dynamics of desorption of a polymer molecule which is pulled at one of its ends with force f, trying to desorb it. We assume a monomer to desorb when the pulling force on it exceeds a critical value f(c). We formulate an equation for the average position of the n-th monomer, which takes into account excluded-volume interaction through the blob-picture of a polymer under external constraints. The approach leads to a diffusion equation with a p-Laplacian for the propagation of the stretching along the chain. This has to be solved subject to a moving boundary condition. Interestingly, within this approach, the problem can be solved exactly in the trumpet, stem-flower and stem regimes. In the trumpet regime, we get tau = tau(0)n(d)(2), where n(d) is the number of monomers that have desorbed at the time tau. tau(0) is known only numerically, but for f close to f(c), it is found to be tau(0) similar to f(c)/(f(2/3) - f(c)(2/3)) If one used simple Rouse dynamics, this result would change to tau similar to f(c)n(d)(2)/(f - f(c)). In the other regimes too, one can find exact solution, and interestingly, in all regimes tau similar to n(d)(2). Copyright (C) EPLA, 2011

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A new technique named as model predictive spread acceleration guidance (MPSAG) is proposed in this paper. It combines nonlinear model predictive control and spread acceleration guidance philosophies. This technique is then used to design a nonlinear suboptimal guidance law for a constant speed missile against stationary target with impact angle constraint. MPSAG technique can be applied to a class of nonlinear problems, which leads to a closed form solution of the lateral acceleration (latax) history update. Guidance command assumed is the lateral acceleration (latax), applied normal to the velocity vector. The new guidance law is validated by considering the nonlinear kinematics with both lag-free as well as first order autopilot delay. The simulation results show that the proposed technique is quite promising to come up with a nonlinear guidance law that leads to both very small miss distance as well as the desired impact angle.

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Fault-tolerance is due to the semiconductor technology development important, not only for safety-critical systems but also for general-purpose (non-safety critical) systems. However, instead of guaranteeing that deadlines always are met, it is for general-purpose systems important to minimize the average execution time (AET) while ensuring fault-tolerance. For a given job and a soft (transient) error probability, we define mathematical formulas for AET that includes bus communication overhead for both voting (active replication) and rollback-recovery with checkpointing (RRC). And, for a given multi-processor system-on-chip (MPSoC), we define integer linear programming (ILP) models that minimize AET including bus communication overhead when: (1) selecting the number of checkpoints when using RRC, (2) finding the number of processors and job-to-processor assignment when using voting, and (3) defining fault-tolerance scheme (voting or RRC) per job and defining its usage for each job. Experiments demonstrate significant savings in AET.

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Context-sensitive points-to analysis is critical for several program optimizations. However, as the number of contexts grows exponentially, storage requirements for the analysis increase tremendously for large programs, making the analysis non-scalable. We propose a scalable flow-insensitive context-sensitive inclusion-based points-to analysis that uses a specially designed multi-dimensional bloom filter to store the points-to information. Two key observations motivate our proposal: (i) points-to information (between pointer-object and between pointer-pointer) is sparse, and (ii) moving from an exact to an approximate representation of points-to information only leads to reduced precision without affecting correctness of the (may-points-to) analysis. By using an approximate representation a multi-dimensional bloom filter can significantly reduce the memory requirements with a probabilistic bound on loss in precision. Experimental evaluation on SPEC 2000 benchmarks and two large open source programs reveals that with an average storage requirement of 4MB, our approach achieves almost the same precision (98.6%) as the exact implementation. By increasing the average memory to 27MB, it achieves precision upto 99.7% for these benchmarks. Using Mod/Ref analysis as the client, we find that the client analysis is not affected that often even when there is some loss of precision in the points-to representation. We find that the NoModRef percentage is within 2% of the exact analysis while requiring 4MB (maximum 15MB) memory and less than 4 minutes on average for the points-to analysis. Another major advantage of our technique is that it allows to trade off precision for memory usage of the analysis.

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Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.

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Using a recently developed method named as model predictive static programming (MPSP), a nonlinear suboptimal guidance law for a constant speed missile against a slow moving target with impact angle constraint is proposed. In this paper MPSP technique leads to a closed form solution of the latax history update for the given problem. Guidance command is the latax,which is normal to the missile velocity and the terminal constraints are miss distance and impact angle. The new guidance law is validated by considering the nonlinear kinematics with both lag-free and first order autopilot delay.

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We propose for the first time two reinforcement learning algorithms with function approximation for average cost adaptive control of traffic lights. One of these algorithms is a version of Q-learning with function approximation while the other is a policy gradient actor-critic algorithm that incorporates multi-timescale stochastic approximation. We show performance comparisons on various network settings of these algorithms with a range of fixed timing algorithms, as well as a Q-learning algorithm with full state representation that we also implement. We observe that whereas (as expected) on a two-junction corridor, the full state representation algorithm shows the best results, this algorithm is not implementable on larger road networks. The algorithm PG-AC-TLC that we propose is seen to show the best overall performance.

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The problem of developing L2-stability criteria for feedback systems with a single time-varying gain, which impose average variation constraints on the gain is treated. A unified approach is presented which facilitates the development of such average variation criteria for both linear and nonlinear systems. The stability criteria derived here are shown to be more general than the existing results.

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The numerical solutions of Boltzmann transpott equation for the energy distribution of electrons moving in crossed fields in nitrogen have been obtained for 100 ÿ E/p ÿ 1000 V M-1 Torr-1 and for 0ÿ B/p ÿ 0.02 Tesla Torr-1 using the concept of energy dependent effective field intensity. From the derived distribution functions the electron mean energy, the tranaverse and perpendicular drift velocities and the averaged effective field intensity (Eavef) which signifies the average field intensity experienced by electron swarms in E àB field have been derived. The maximum difference between the electron mean energy for a given E ÃÂB field and that corresponding to Eavef/p (p is the gas pressure) is found to be within ñ3.5%.

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The throughput-optimal discrete-rate adaptation policy, when nodes are subject to constraints on the average power and bit error rate, is governed by a power control parameter, for which a closed-form characterization has remained an open problem. The parameter is essential in determining the rate adaptation thresholds and the transmit rate and power at any time, and ensuring adherence to the power constraint. We derive novel insightful bounds and approximations that characterize the power control parameter and the throughput in closed-form. The results are comprehensive as they apply to the general class of Nakagami-m (m >= 1) fading channels, which includes Rayleigh fading, uncoded and coded modulation, and single and multi-node systems with selection. The results are appealing as they are provably tight in the asymptotic large average power regime, and are designed and verified to be accurate even for smaller average powers.

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The orientational relaxation dynamics of water confined between mica surfaces is investigated using molecular dynamics simulations. The study illustrates the wide heterogeneity that exists in the dynamics of water adjacent to a strongly hydrophilic surface such as mica. Analysis of the survival probabilities in different layers is carried out by normalizing the corresponding relaxation times with bulk water layers of similar thickness. A 10-fold increase in the survival times is observed for water directly in contact with the mica surface and a non-monotonic variation in the survival times is observed moving away from the mica surface to the bulk-like interior. The orientational relaxation time is highest for water in the contact layer, decreasing monotonically away from the surface. In all cases the ratio of the relaxation times of the 1st and 2nd rank Legendre polynomials of the HH bond vector is found to lie between 1.5 and 1.9 indicating that the reorientational relaxation in the different water layers is governed by jump dynamics. The orientational dynamics of water in the contact layer is particularly novel and is found to undergo distinct two-dimensional hydrogen bond jump reorientational dynamics with an average waiting time of 4.97 ps. The waiting time distribution is found to possess a long tail extending beyond 15 ps. Unlike previously observed jump dynamics in bulk water and other surfaces, jump events in the mica contact layer occur between hydrogen bonds formed by the water molecule and acceptor oxygens on the mica surface. Despite slowing down of the water orientational relaxation near the surface, life-times of water in the hydration shell of the K ion are comparable to that observed in bulk salt solutions. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.4717710]

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Causal relationships existing between observed levels of groundwater in a semi-arid sub-basin of the Kabini River basin (Karnataka state, India) are investigated in this study. A Vector Auto Regressive model is used for this purpose. Its structure is built on an upstream/downstream interaction network based on observed hydro-physical properties. Exogenous climatic forcing is used as an input based on cumulated rainfall departure. Optimal models are obtained thanks to a trial approach and are used as a proxy of the dynamics to derive causal networks. It appears to be an interesting tool for analysing the causal relationships existing inside the basin. The causal network reveals 3 main regions: the Northeastern part of the Gundal basin is closely coupled to the outlet dynamics. The Northwestern part is mainly controlled by the climatic forcing and only marginally linked to the outlet dynamic. Finally, the upper part of the basin plays as a forcing rather than a coupling with the lower part of the basin allowing for a separate analysis of this local behaviour. The analysis also reveals differential time scales at work inside the basin when comparing upstream oriented with downstream oriented causalities. In the upper part of the basin, time delays are close to 2 months in the upward direction and lower than 1 month in the downward direction. These time scales are likely to be good indicators of the hydraulic response time of the basin which is a parameter usually difficult to estimate practically. This suggests that, at the sub-basin scale, intra-annual time scales would be more relevant scales for analysing or modelling tropical basin dynamics in hard rock (granitic and gneissic) aquifers ubiquitous in south India. (c) 2012 Elsevier B.V. All rights reserved.

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We demonstrate the phase fluctuation introduced by oscillation of scattering centers in the focal volume of an ultrasound transducer in an optical tomography experiment has a nonzero mean. The conditions to be met for the above are: (i) the frequency of the ultrasound should be in the vicinity of the most dominant natural frequency of vibration of the ultrasound focal volume, (ii) the corresponding acoustic wavelength should be much larger than l(n)*, a modified transport mean-free-path applicable for phase decorrelation and (iii) the focal volume of the ultrasound transducer should not be larger than 4 - 5 times (l(n)*)(3). We demonstrate through simulations that as the ratio of the ultrasound focal volume to (l(n)*)(3) increases, the average of the phase fluctuation decreases and becomes zero when the focal volume becomes greater than around 4(l(n)*)(3); and through simulations and experiments that as the acoustic frequency increases from 100 Hz to 1 MHz, the average phase decreases to zero. Through experiments done in chicken breast we show that the average phase increases from around 110 degrees to 130 degrees when the background medium is changed from water to glycerol, indicating that the average of the phase fluctuation can be used to sense changes in refractive index deep within tissue.