267 resultados para Stochastic Matrix
Resumo:
A modified density matrix renormalization group (DMRG) algorithm is applied to the zigzag spin-1/2 chain with frustrated antiferromagnetic exchange J(1) and J(2) between first and second neighbors. The modified algorithm yields accurate results up to J(2)/J(1) approximate to 4 for the magnetic gap Delta to the lowest triplet state, the amplitude B of the bond order wave phase, the wavelength lambda of the spiral phase, and the spin correlation length xi. The J(2)/J(1) dependences of Delta, B, lambda, and xi provide multiple comparisons to field theories of the zigzag chain. The twist angle of the spiral phase and the spin structure factor yield additional comparisons between DMRG and field theory. Attention is given to the numerical accuracy required to obtain exponentially small gaps or exponentially long correlations near a quantum phase transition.
Resumo:
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.
Resumo:
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.
Resumo:
This paper investigates the feasibility of an on-line damage detection capability for helicopter main rotor blades made of composite material. Damage modeled in the composite is matrix cracking. A box-beam with stiffness properties similar to a hingeless rotor blade is designed using genetic algorithm for the typical [+/-theta(m)/90(n)](s) family of composites. The effect of matrix cracks is included in an analytical model of composite box-beam. An aeroelastic analysis of the helicopter rotor based on finite elements in space and time is used to study the effects of matrix cracking in the rotor blade in forward flight. For global fault detection, rotating frequencies, tip bending and torsion response, and blade root loads are studied. It is observed that the effect of matrix cracking on lag bending and elastic twist deflection at the blade tip and blade root yawing moment is significant and these parameters can be monitored for online health monitoring. For implementation of local fault detection technique, the effect on axial and shear strain, for matrix cracks in the whole blade as well as matrix cracks occurring locally is studied. It is observed that using strain measurement along the blade it is possible to locate the matrix cracks as well as to predict density of matrix cracks. (C) 2004 Elsevier Ltd. All rights reserved.
Resumo:
The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.
Resumo:
A new stress-strain law, which is a three parameter representation of stress in terms of strain has been proposed for the matrix displacement analysis of structures made of non-hookean materials. This formula has been utilized to study three typical problems. These studies brought out the effectiveness and suitability of this law for matrix displacement analysis.
Resumo:
Al-4.4 a/oZn and Al-4.4 a/oZn with Ag, Ce, Dy, Li, Nb, Pt, Y, or Yb, alloys have been investigated by resistometry with a view to study the solute-vacancy interactions and clustering kinetics in these alloys. Solute-vacancy binding energies have been evaluated for all these elements by making use of appropriate methods of evaluation. Ag and Dy additions yield some interesting results and these have been discussed in the thesis. Solute-vacancy binding energy values obtained here have been compared with other available values and discussed. A study of the type of interaction between vacancies and solute atoms indicates that the valency effect is more predominant than the elastic effect.
Resumo:
A laminated composite plate model based on first order shear deformation theory is implemented using the finite element method.Matrix cracks are introduced into the finite element model by considering changes in the A, B and D matrices of composites. The effects of different boundary conditions, laminate types and ply angles on the behavior of composite plates with matrix cracks are studied.Finally, the effect of material property uncertainty, which is important for composite material on the composite plate, is investigated using Monte Carlo simulations. Probabilistic estimates of damage detection reliability in composite plates are made for static and dynamic measurements. It is found that the effect of uncertainty must be considered for accurate damage detection in composite structures. The estimates of variance obtained for observable system properties due to uncertainty can be used for developing more robust damage detection algorithms. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
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.
Resumo:
The mechanical properties of Al-Zn-Mg alloy reinforced with SiCP composites prepared by solidification route were studied by altering the matrix strength with different heat treatments. With respect to the control alloy, the composites have shown similar ageing behaviour in terms of microhardness data at 135 degrees C. It was shown that although composites exhibited enhanced modulus values, the strengthening was found to be dependent on the damage that is occurring during straining. Thus the initial matrix strength plays an important role in determining the strengthening. Consequently, compression data had shown a different trend compared to tension. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
In this paper we introduce a nonlinear detector based on the phenomenon of suprathreshold stochastic resonance (SSR). We first present a model (an array of 1-bit quantizers) that demonstrates the SSR phenomenon. We then use this as a pre-processor to the conventional matched filter. We employ the Neyman-Pearson(NP) detection strategy and compare the performances of the matched filter, the SSR-based detector and the optimal detector. Although the proposed detector is non-optimal, for non-Gaussian noises with heavy tails (leptokurtic) it shows better performance than the matched filter. In situations where the noise is known to be leptokurtic without the availability of the exact knowledge of its distribution, the proposed detector turns out to be a better choice than the matched filter.
Resumo:
The overall performance of random early detection (RED) routers in the Internet is determined by the settings of their associated parameters. The non-availability of a functional relationship between the RED performance and its parameters makes it difficult to implement optimization techniques directly in order to optimize the RED parameters. In this paper, we formulate a generic optimization framework using a stochastically bounded delay metric to dynamically adapt the RED parameters. The constrained optimization problem thus formulated is solved using traditional nonlinear programming techniques. Here, we implement the barrier and penalty function approaches, respectively. We adopt a second-order nonlinear optimization framework and propose a novel four-timescale stochastic approximation algorithm to estimate the gradient and Hessian of the barrier and penalty objectives and update the RED parameters. A convergence analysis of the proposed algorithm is briefly sketched. We perform simulations to evaluate the performance of our algorithm with both barrier and penalty objectives and compare these with RED and a variant of it in the literature. We observe an improvement in performance using our proposed algorithm over RED, and the above variant of it.