89 resultados para Discrete Time Branching Processes


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The specific objective of this paper is to develop direct digital control strategies for an ammonia reactor using quadratic regulator theory and compare the performance of the resultant control system with that under conventional PID regulators. The controller design studies are based on a ninth order state-space model obtained from the exact nonlinear distributed model using linearization and lumping approximations. The evaluation of these controllers with reference to their disturbance rejection capabilities and transient response characteristics, is carried out using hybrid computer simulation.

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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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In this paper, we describe a system of particles that perform independent random motions in space and at the end of their lifetimes give birth to a random number of offspring. We show that the system in the large density, small mass, rapid branching or long time scale limit converges to a measure-valued diffusion called the superprocess.

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We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived.

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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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Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

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The simulation characteristics of the Asian-Australian monsoon are documented for the Community Climate System Model, version 4 (CCSM4). This is the first part of a two part series examining monsoon regimes in the global tropics in the CCSM4. Comparisons are made to an Atmospheric Model Intercomparison Project (AMIP) simulation of the atmospheric component in CCSM4 Community Atmosphere Model, version 4, (CAM4)] to deduce differences in the monsoon simulations run with observed sea surface temperatures (SSTs) and with ocean-atmosphere coupling. These simulations are also compared to a previous version of the model (CCSM3) to evaluate progress. In general, monsoon rainfall is too heavy in the uncoupled AMIP run with CAM4, and monsoon rainfall amounts are generally better simulated with ocean coupling in CCSM4. Most aspects of the Asian-Australian monsoon simulations are improved in CCSM4 compared to CCSM3. There is a reduction of the systematic error of rainfall over the tropical Indian Ocean for the South Asian monsoon, and well-simulated connections between SSTs in the Bay of Bengal and regional South Asian monsoon precipitation. The pattern of rainfall in the Australian monsoon is closer to observations in part because of contributions from the improvements of the Indonesian Throughflow and diapycnal diffusion in CCSM4. Intraseasonal variability of the Asian-Australian monsoon is much improved in CCSM4 compared to CCSM3 both in terms of eastward and northward propagation characteristics, though it is still somewhat weaker than observed. An improved simulation of El Nino in CCSM4 contributes to more realistic connections between the Asian-Australian monsoon and El Nino-Southern Oscillation (ENSO), though there is considerable decadal and century time scale variability of the strength of the monsoon-ENSO connection.

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An energy-momentum conserving time integrator coupled with an automatic finite element algorithm is developed to study longitudinal wave propagation in hyperelastic layers. The Murnaghan strain energy function is used to model material nonlinearity and full geometric nonlinearity is considered. An automatic assembly algorithm using algorithmic differentiation is developed within a discrete Hamiltonian framework to directly formulate the finite element matrices without recourse to an explicit derivation of their algebraic form or the governing equations. The algorithm is illustrated with applications to longitudinal wave propagation in a thin hyperelastic layer modeled with a two-mode kinematic model. Solution obtained using a standard nonlinear finite element model with Newmark time stepping is provided for comparison. (C) 2012 Elsevier B.V. All rights reserved.

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We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

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Accurate supersymmetric spectra are required to confront data from direct and indirect searches of supersymmetry. SuSeFLAV is a numerical tool capable of computing supersymmetric spectra precisely for various supersymmetric breaking scenarios applicable even in the presence of flavor violation. The program solves MSSM RGEs with complete 3 x 3 flavor mixing at 2-loop level and one loop finite threshold corrections to all MSSM parameters by incorporating radiative electroweak symmetry breaking conditions. The program also incorporates the Type-I seesaw mechanism with three massive right handed neutrinos at user defined mass scales and mixing. It also computes branching ratios of flavor violating processes such as l(j) -> l(i)gamma, l(j) -> 3 l(i), b -> s gamma and supersymmetric contributions to flavor conserving quantities such as (g(mu) - 2). A large choice of executables suitable for various operations of the program are provided. Program summary Program title: SuSeFLAV Catalogue identifier: AEOD_v1_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/AEOD_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License No. of lines in distributed program, including test data, etc.: 76552 No. of bytes in distributed program, including test data, etc.: 582787 Distribution format: tar.gz Programming language: Fortran 95. Computer: Personal Computer, Work-Station. Operating system: Linux, Unix. Classification: 11.6. Nature of problem: Determination of masses and mixing of supersymmetric particles within the context of MSSM with conserved R-parity with and without the presence of Type-I seesaw. Inter-generational mixing is considered while calculating the mass spectrum. Supersymmetry breaking parameters are taken as inputs at a high scale specified by the mechanism of supersymmetry breaking. RG equations including full inter-generational mixing are then used to evolve these parameters up to the electroweak breaking scale. The low energy supersymmetric spectrum is calculated at the scale where successful radiative electroweak symmetry breaking occurs. At weak scale standard model fermion masses, gauge couplings are determined including the supersymmetric radiative corrections. Once the spectrum is computed, the program proceeds to various lepton flavor violating observables (e.g., BR(mu -> e gamma), BR(tau -> mu gamma) etc.) at the weak scale. Solution method: Two loop RGEs with full 3 x 3 flavor mixing for all supersymmetry breaking parameters are used to compute the low energy supersymmetric mass spectrum. An adaptive step size Runge-Kutta method is used to solve the RGEs numerically between the high scale and the electroweak breaking scale. Iterative procedure is employed to get the consistent radiative electroweak symmetry breaking condition. The masses of the supersymmetric particles are computed at 1-loop order. The third generation SM particles and the gauge couplings are evaluated at the 1-loop order including supersymmetric corrections. A further iteration of the full program is employed such that the SM masses and couplings are consistent with the supersymmetric particle spectrum. Additional comments: Several executables are presented for the user. Running time: 0.2 s on a Intel(R) Core(TM) i5 CPU 650 with 3.20 GHz. (c) 2012 Elsevier B.V. All rights reserved.

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We present a novel multi-timescale Q-learning algorithm for average cost control in a Markov decision process subject to multiple inequality constraints. We formulate a relaxed version of this problem through the Lagrange multiplier method. Our algorithm is different from Q-learning in that it updates two parameters - a Q-value parameter and a policy parameter. The Q-value parameter is updated on a slower time scale as compared to the policy parameter. Whereas Q-learning with function approximation can diverge in some cases, our algorithm is seen to be convergent as a result of the aforementioned timescale separation. We show the results of experiments on a problem of constrained routing in a multistage queueing network. Our algorithm is seen to exhibit good performance and the various inequality constraints are seen to be satisfied upon convergence of the algorithm.

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Hydroxyapatite (HA)-based biocomposites have been widely investigated for a multitude of applications and these studies have been largely driven to improve mechanical properties (toughness and strength) without compromising cytocompatibility properties. Apart from routine cell viability/proliferation analysis, limited efforts have been made to quantify the fate processes (cell proliferation, cell cycle, and cell apoptosis) of human fetal osteoblast (hFOB) cells on HA-based composites, in vitro. In this work, the osteoblast cell fate process has been studied on a model hydroxyapatite-titanium (HA-Ti) system using the flow cytometry. In order to retain both HA and Ti, the novel processing technique, that is, spark plasma sintering, was suitably adopted. The cell fate processes of hFOBs, as evaluated using a flow cytometry, revealed statistically insignificant differences among HA-10 wt % Ti and HA and control (tissue culture polystyrene surface) in terms of osteoblast apoptosis, proliferation index as well as division index. For the first time, we provide quantified flow cytometry results to demonstrate that 10 wt % Ti additions to HA do not have any significant influence on the fate processes of human osteoblast-like cells, in vitro.

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This paper proposes a sparse modeling approach to solve ordinal regression problems using Gaussian processes (GP). Designing a sparse GP model is important from training time and inference time viewpoints. We first propose a variant of the Gaussian process ordinal regression (GPOR) approach, leave-one-out GPOR (LOO-GPOR). It performs model selection using the leave-one-out cross-validation (LOO-CV) technique. We then provide an approach to design a sparse model for GPOR. The sparse GPOR model reduces computational time and storage requirements. Further, it provides faster inference. We compare the proposed approaches with the state-of-the-art GPOR approach on some benchmark data sets. Experimental results show that the proposed approaches are competitive.

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Here we report chromium isotope compositions, expressed as delta Cr-53/ 52 in per mil (&) relative to NIST 979, measured in selected Cr-rich minerals and rocks formed by the primary magmatic as well as the secondary metamorphic and weathering processes. The main objectives of this study were: (i) to further constrain the isotope composition of the Earth's mantle Cr inventory and its possible variation during geological history, based on the analysis of globally distributed and stratigraphically constrained mantle-derived chromites; and (ii) to investigate the magnitude and systematics of Cr isotope fractionation during oxidative weathering and secondary alteration (i. e., hydration, serpentinization) of the magmatic Cr sources. Specifically, we analyzed delta Cr-53/ 52 in a set of globally distributed mantle-derived chromites (FeMgCr2O4, n = 30) collected from various locations in Europe, Asia, Africa and South America, and our results confirm that a chromite-hosted Earth's mantle Cr inventory is uniform at - 0.079 +/- 0.129& (2SD), which we named here as a ` canonical' mantle d 53/ 52 Cr signature. Furthermore our dataset of stratigraphically constrained chromites, whose crystallization ages cover most of the Earth's geological history, indicate that the bulk Cr isotope composition of the chromite-hosted mantle inventory has remained uniform, within about +/- 0.100&, since at least the Early Archean times (similar to 3500 million years ago, Ma). To investigate the systematics of Cr isotope fractionation associated with alteration processes we analyzed a number of secondary Cr-rich minerals and variably altered ultramafic rocks (i. e., serpentinized harzburgites, lherzolites) that revealed large positive delta Cr-53/ 52 anomalies that are systematically shifted to higher values with an increasing degree of alteration and serpentinization. The degree of aqueous alteration and serpentinization was quantified by the abundances of fluid-mobile (Rb, K) elements, and by the Loss On Ignition (LOI) parameter, which determines the amount of structurally bound water (OH/ H2O) present in secondary hydrated minerals like serpentine. Overall, we observed that altered ultramafic rocks that yielded the highest LOI values, and the lowest amounts of fluid mobile elements, also yielded the heaviest delta Cr-53/ 52 signatures. Therefore, we conclude that secondary alteration (i.e., hydration, serpentinization) of ultramafic rocks in near-surface oxidative environments tend to shift the bulk Cr isotope composition of the weathered products to isotopically heavier values, pointing to a dynamic redox cycling of Cr in the Earth's crustal and near-surface environments. Hence, if validated by future

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Single receive antenna selection (AS) allows single-input single-output (SISO) systems to retain the diversity benefits of multiple antennas with minimum hardware costs. We propose a single receive AS method for time-varying channels, in which practical limitations imposed by next-generation wireless standards such as training, packetization and antenna switching time are taken into account. The proposed method utilizes low-complexity subspace projection techniques spanned by discrete prolate spheroidal (DPS) sequences. It only uses Doppler bandwidth knowledge, and does not need detailed correlation knowledge. Results show that the proposed AS method outperforms ideal conventional SISO systems with perfect CSI but no AS at the receiver and AS using the conventional Fourier estimation/prediction method. A closed-form expression for the symbol error probability (SEP) of phase-shift keying (MPSK) with symbol-by-symbol receive AS is derived.