116 resultados para Markov processes
Resumo:
We propose robust and scalable processes for the fabrication of floating gate devices using ordered arrays of 7 nm size gold nanoparticles as charge storage nodes. The proposed strategy can be readily adapted for fabricating next generation (sub-20 nm node) non-volatile memory devices.
Resumo:
A simplified energy‐level scheme is proposed for the photochemical cycle of the bacteriorhodopsin molecule. Rate equations are solved for the detailed light‐induced processes based on this model and the intensity‐induced population densities in various states of the molecule at steady state are computed which are used to obtain an analytic expression for the absorption coefficient of the modulation beam. Modulation of the probe laser‐beam transmission by the modulation‐laser‐beam intensity‐induced population changes is analyzed. It is predicted that for a probe beam at 412 nm up to 82% modulation can be achieved using a laser beam intensity of 3.2 W/cm2 at 570 nm. For temperatures ∼77 K, the transmission at 610 nm can be switched from zero to 81% for modulating laser intensity of 11 W/cm2. Construction of a spatial light modulator based on bacteriorhodopsin molecules is proposed and some of its features are discussed.
Resumo:
Optimal maintenance policies for a machine with degradation in performance with age and subject to failure are derived using optimal control theory. The optimal policies are shown to be, normally, of bang-coast nature, except in the case when probability of machine failure is a function of maintenance. It is also shown, in the deterministic case that a higher depreciation rate tends to reverse this policy to coast-bang. When the probability of failure is a function of maintenance, considerable computational effort is needed to obtain an optimal policy and the resulting policy is not easily implementable. For this case also, an optimal policy in the class of bang-coast policies is derived, using a semi-Markov decision model. A simple procedure for modifying the probability of machine failure with maintenance is employed. The results obtained extend and unify the recent results for this problem along both theoretical and practical lines. Numerical examples are presented to illustrate the results obtained.
Resumo:
A system of transport equations have been obtained for plasma of electrons and having a background of positive ions in the presence of an electric and magnetic field. The starting kinetic equation is the well-known Landau kinetic equation. The distribution function of the kinetic equation has been expanded in powers of generalized Hermite polynomials and following Grad, a consistent set of transport equations have been obtained. The expressions for viscosity and heat conductivity have been deduced from the transport equation.
Resumo:
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.
Resumo:
In this paper, we analyze the throughput and energy efficiency performance of user datagram protocol (UDP) using linear, binary exponential, and geometric backoff algorithms at the link layer (LL) on point-to-point wireless fading links. Using a first-order Markov chain representation of the packet success/failure process on fading channels, we derive analytical expressions for throughput and energy efficiency of UDP/LL with and without LL backoff. The analytical results are verified through simulations. We also evaluate the mean delay and delay variation of voice packets and energy efficiency performance over a wireless link that uses UDP for transport of voice packets and the proposed backoff algorithms at the LL. We show that the proposed LL backoff algorithms achieve energy efficiency improvement of the order of 2-3 dB compared to LL with no backoff, without compromising much on the throughput and delay performance at the UDP layer. Such energy savings through protocol means will improve the battery life in wireless mobile terminals.
Resumo:
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.
Resumo:
We consider a small extent sensor network for event detection, in which nodes periodically take samples and then contend over a random access network to transmit their measurement packets to the fusion center. We consider two procedures at the fusion center for processing the measurements. The Bayesian setting, is assumed, that is, the fusion center has a prior distribution on the change time. In the first procedure, the decision algorithm at the fusion center is network-oblivious and makes a decision only when a complete vector of measurements taken at a sampling instant is available. In the second procedure, the decision algorithm at the fusion center is network-aware and processes measurements as they arrive, but in a time-causal order. In this case, the decision statistic depends on the network delays, whereas in the network-oblivious case, the decision statistic does not. This yields a Bayesian change-detection problem with a trade-off between the random network delay and the decision delay that is, a higher sampling rate reduces the decision delay but increases the random access delay. Under periodic sampling, in the network-oblivious case, the structure of the optimal stopping rule is the same as that without the network, and the optimal change detection delay decouples into the network delay and the optimal decision delay without the network. In the network-aware case, the optimal stopping problem is analyzed as a partially observable Markov decision process, in which the states of the queues and delays in the network need to be maintained. A sufficient decision statistic is the network state and the posterior probability of change having occurred, given the measurements received and the state of the network. The optimal regimes are studied using simulation.
Resumo:
During summer, the northern Indian Ocean exhibits significant atmospheric intraseasonal variability associated with active and break phases of the monsoon in the 30-90 days band. In this paper, we investigate mechanisms of the Sea Surface Temperature (SST) signature of this atmospheric variability, using a combination of observational datasets and Ocean General Circulation Model sensitivity experiments. In addition to the previously-reported intraseasonal SST signature in the Bay of Bengal, observations show clear SST signals in the Arabian Sea related to the active/break cycle of the monsoon. As the atmospheric intraseasonal oscillation moves northward, SST variations appear first at the southern tip of India (day 0), then in the Somali upwelling region (day 10), northern Bay of Bengal (day 19) and finally in the Oman upwelling region (day 23). The Bay of Bengal and Oman signals are most clearly associated with the monsoon active/break index, whereas the relationship with signals near Somali upwelling and the southern tip of India is weaker. In agreement with previous studies, we find that heat flux variations drive most of the intraseasonal SST variability in the Bay of Bengal, both in our model (regression coefficient, 0.9, against similar to 0.25 for wind stress) and in observations (0.8 regression coefficient); similar to 60% of the heat flux variation is due do shortwave radiation and similar to 40% due to latent heat flux. On the other hand, both observations and model results indicate a prominent role of dynamical oceanic processes in the Arabian Sea. Wind-stress variations force about 70-100% of SST intraseasonal variations in the Arabian Sea, through modulation of oceanic processes (entrainment, mixing, Ekman pumping, lateral advection). Our similar to 100 km resolution model suggests that internal oceanic variability (i.e. eddies) contributes substantially to intraseasonal variability at small-scale in the Somali upwelling region, but does not contribute to large-scale intraseasonal SST variability due to its small spatial scale and random phase relation to the active-break monsoon cycle. The effect of oceanic eddies; however, remains to be explored at a higher spatial resolution.
Resumo:
We address the problem of pricing defaultable bonds in a Markov modulated market. Using Merton's structural approach we show that various types of defaultable bonds are combination of European type contingent claims. Thus pricing a defaultable bond is tantamount to pricing a contingent claim in a Markov modulated market. Since the market is incomplete, we use the method of quadratic hedging and minimal martingale measure to derive locally risk minimizing derivative prices, hedging strategies and the corresponding residual risks. The price of defaultable bonds are obtained as solutions to a system of PDEs with weak coupling subject to appropriate terminal and boundary conditions. We solve the system of PDEs numerically and carry out a numerical investigation for the defaultable bond prices. We compare their credit spreads with some of the existing models. We observe higher spreads in the Markov modulated market. We show how business cycles can be easily incorporated in the proposed framework. We demonstrate the impact on spreads of the inclusion of rare states that attempt to capture a tight liquidity situation. These states are characterized by low risk-free interest rate, high payout rate and high volatility.
Resumo:
We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) protocol as standardized in the IEEE 802.11 Distributed Coordination Function (DCF). The approximation is that, when n of the M queues are non-empty, the (transmission) attempt probability of each of the n non-empty nodes is given by the long-term (transmission) attempt probability of n saturated nodes. With the arrival of packets into the M queues according to independent Poisson processes, the SDAR approximation reduces a single cell with non-saturated nodes to a Markovian coupled queueing system. We provide a sufficient condition under which the joint queue length Markov chain is positive recurrent. For the symmetric case of equal arrival rates and finite and equal buffers, we develop an iterative method which leads to accurate predictions for important performance measures such as collision probability, throughput and mean packet delay. We replace the MAC layer with the SDAR model of contention by modifying the NS-2 source code pertaining to the MAC layer, keeping all other layers unchanged. By this model-based simulation technique at the MAC layer, we achieve speed-ups (w.r.t. MAC layer operations) up to 5.4. Through extensive model-based simulations and numerical results, we show that the SDAR model is an accurate model for the DCF MAC protocol in single cells. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
In recent times computational algorithms inspired by biological processes and evolution are gaining much popularity for solving science and engineering problems. These algorithms are broadly classified into evolutionary computation and swarm intelligence algorithms, which are derived based on the analogy of natural evolution and biological activities. These include genetic algorithms, genetic programming, differential evolution, particle swarm optimization, ant colony optimization, artificial neural networks, etc. The algorithms being random-search techniques, use some heuristics to guide the search towards optimal solution and speed-up the convergence to obtain the global optimal solutions. The bio-inspired methods have several attractive features and advantages compared to conventional optimization solvers. They also facilitate the advantage of simulation and optimization environment simultaneously to solve hard-to-define (in simple expressions), real-world problems. These biologically inspired methods have provided novel ways of problem-solving for practical problems in traffic routing, networking, games, industry, robotics, economics, mechanical, chemical, electrical, civil, water resources and others fields. This article discusses the key features and development of bio-inspired computational algorithms, and their scope for application in science and engineering fields.
Resumo:
From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.