92 resultados para Stochastic simulation algorithm
Resumo:
We offer a technique, motivated by feedback control and specifically sliding mode control, for the simulation of differential-algebraic equations (DAEs) that describe common engineering systems such as constrained multibody mechanical structures and electric networks. Our algorithm exploits the basic results from sliding mode control theory to establish a simulation environment that then requires only the most primitive of numerical solvers. We circumvent the most important requisite for the conventionalsimulation of DAEs: the calculation of a set of consistent initial conditions. Our algorithm, which relies on the enforcement and occurrence of sliding mode, will ensure that the algebraic equation is satisfied by the dynamic system even for inconsistent initial conditions and for all time thereafter. [DOI:10.1115/1.4001904]
Resumo:
Centred space vector PWM (CSVPWM) technique is popularly used for three level voltage source inverters. The reference voltage vector is synthesized by time-averaging of the three nearest voltage vectors produced by the inverter. Identifying the three voltage vectors, and calculation of the dwelling time for each vector are both computationally intensive. This paper analyses the process of PWM generation in CSVPWM. This analysis breaks up a three-level inverter into six different conceptual two level inverters in different regions of the fundamental cycle. Control of 3-level inverter is viewed as the control of the appropriate 2-level inverter. The analysis leads to a systematic simplification of the computations involved, finally resulting in a computationally efficient PWM algorithm. This algorithm exploits the equivalence between triangle comparison and space vector approaches to PWM generation. This algorithm does not involve any 3-phase/2-phase or 2-phase/3-phase transformation. This also does not involve any transformation from rectangular to polar coordinates, and vice versa. Further no evaluation of trigonometric functions is necessary. This algorithm also provides for the mitigation of DC neutral point unbalance, and is well suited to digital implementation. Simulation and experimental results are presented.
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In this paper we develop a multithreaded VLSI processor linear array architecture to render complex environments based on the radiosity approach. The processing elements are identical and multithreaded. They work in Single Program Multiple Data (SPMD) mode. A new algorithm to do the radiosity computations based on the progressive refinement approach[2] is proposed. Simulation results indicate that the architecture is latency tolerant and scalable. It is shown that a linear array of 128 uni-threaded processing elements sustains a throughput close to 0.4 million patches/sec.
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We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
The free vibration of strings with randomly varying mass and stiffness is considered. The joint probability density functions of the eigenvalues and eigenfunctions are characterized in terms of the solution of a pair of stochastic non-linear initial value problems. Analytical solutions of these equations based on the method of stochastic averaging are obtained. The effects of the mean and autocorrelation of the mass process are included in the analysis. Numerical results for the marginal probability density functions of eigenvalues and eigenfunctions are obtained and are found to compare well with Monte Carlo simulation results. The random eigenvalues, when normalized with respect to their corresponding deterministic values, are observed to tend to become first order stochastically stationary with respect to the mode count.
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The aim of this paper is to develop a computationally efficient decentralized rendezvous algorithm for a group of autonomous agents. The algorithm generalizes the notion of sensor domain and decision domain of agents to enable implementation of simple computational algorithms. Specifically, the algorithm proposed in this paper uses a rectilinear decision domain (RDD) as against the circular decision domain assumed in earlier work. Because of this, the computational complexity of the algorithm reduces considerably and, when compared to the standard Ando's algorithm available in the literature, the RDD algorithm shows very significant improvement in convergence time performance. Analytical results to prove convergence and supporting simulation results are presented in the paper.
Resumo:
A finite element simulation of frictionless wedge indentation of a copper strip has been carried out under plane strain conditions. The problem was first modelled using an one-pass contact algorithm. The difficulties associated with using this method to model wedge indentation problems are explained. An alternative procedure which alleviates some of the problems associated with the one-pass contact algorithm is proposed for modelling frictionless wedge indentation. Also, a re-meshing procedure which has to be carried out when the distortion of the elements around the indenter becomes significant, is discussed. A sample problem involving indentation of a 4 mm copper strip by a rigid wedge indenter has been modelled and the results are compared with experimental and theoretical results.
Resumo:
Although the recently proposed single-implicit-equation-based input voltage equations (IVEs) for the independent double-gate (IDG) MOSFET promise faster computation time than the earlier proposed coupled-equations-based IVEs, it is not clear how those equations could be solved inside a circuit simulator as the conventional Newton-Raphson (NR)-based root finding method will not always converge due to the presence of discontinuity at the G-zero point (GZP) and nonremovable singularities in the trigonometric IVE. In this paper, we propose a unique algorithm to solve those IVEs, which combines the Ridders algorithm with the NR-based technique in order to provide assured convergence for any bias conditions. Studying the IDG MOSFET operation carefully, we apply an optimized initial guess to the NR component and a minimized solution space to the Ridders component in order to achieve rapid convergence, which is very important for circuit simulation. To reduce the computation budget further, we propose a new closed-form solution of the IVEs in the near vicinity of the GZP. The proposed algorithm is tested with different device parameters in the extended range of bias conditions and successfully implemented in a commercial circuit simulator through its Verilog-A interface.
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In this paper, we propose a new fault-tolerant distributed deadlock detection algorithm which can handle loss of any resource release message. It is based on a token-based distributed mutual exclusion algorithm. We have evaluated and compared the performance of the proposed algorithm with two other algorithms which belong to two different classes, using simulation studies. The proposed algorithm is found to be efficient in terms of average number of messages per wait and average deadlock duration compared to the other two algorithms in all situations, and has comparable or better performance in terms of other parameters.
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We consider the problem of wireless channel allocation to multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. Each metric sequence can be Markov. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.
Resumo:
We consider the problem of scheduling a wireless channel among multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.
Resumo:
We consider a stochastic differential equation (SDE) model of slotted Aloha with the retransmission probability as the associated parameter. We formulate the problem in both (a) the finite horizon and (b) the infinite horizon average cost settings. We apply the algorithm of 3] for the first setting, while for the second, we adapt a related algorithm from 2] that was originally developed in the simulation optimization framework. In the first setting, we obtain an optimal parameter trajectory that prescribes the parameter to use at any given instant while in the second setting, we obtain an optimal time-invariant parameter. Our algorithms are seen to exhibit good performance.
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This paper presents the capability of the neural networks as a computational tool for solving constrained optimization problem, arising in routing algorithms for the present day communication networks. The application of neural networks in the optimum routing problem, in case of packet switched computer networks, where the goal is to minimize the average delays in the communication have been addressed. The effectiveness of neural network is shown by the results of simulation of a neural design to solve the shortest path problem. Simulation model of neural network is shown to be utilized in an optimum routing algorithm known as flow deviation algorithm. It is also shown that the model will enable the routing algorithm to be implemented in real time and also to be adaptive to changes in link costs and network topology. (C) 2002 Elsevier Science Ltd. All rights reserved.
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Alopex is a correlation-based gradient-free optimization technique useful in many learning problems. However, there are no analytical results on the asymptotic behavior of this algorithm. This article presents a new version of Alopex that can be analyzed using techniques of two timescale stochastic approximation method. It is shown that the algorithm asymptotically behaves like a gradient-descent method, though it does not need (or estimate) any gradient information. It is also shown, through simulations, that the algorithm is quite effective.
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Frequent episode discovery is a popular framework for mining data available as a long sequence of events. An episode is essentially a short ordered sequence of event types and the frequency of an episode is some suitable measure of how often the episode occurs in the data sequence. Recently,we proposed a new frequency measure for episodes based on the notion of non-overlapped occurrences of episodes in the event sequence, and showed that, such a definition, in addition to yielding computationally efficient algorithms, has some important theoretical properties in connecting frequent episode discovery with HMM learning. This paper presents some new algorithms for frequent episode discovery under this non-overlapped occurrences-based frequency definition. The algorithms presented here are better (by a factor of N, where N denotes the size of episodes being discovered) in terms of both time and space complexities when compared to existing methods for frequent episode discovery. We show through some simulation experiments, that our algorithms are very efficient. The new algorithms presented here have arguably the least possible orders of spaceand time complexities for the task of frequent episode discovery.