206 resultados para STOCHASTIC PROCESSES


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An experimental setup using radiative heating has been used to understand the thermo-physical phenomena and chemical transformations inside acoustically levitated cerium nitrate precursor droplets. In this transformation process, through infrared thermography and high speed imaging, events such as vaporization, precipitation and chemical reaction have been recorded at high temporal resolution, leading to nanoceria formation with a porous morphology. The cerium nitrate droplet undergoes phase and shape changes throughout the vaporization process. Four distinct stages were delineated during the entire vaporization process namely pure evaporation, evaporation with precipitate formation, chemical reaction with phase change and formation of final porous precipitate. The composition was examined using scanning and transmission electron microscopy that revealed nanostructures and confirmed highly porous morphology with trapped gas pockets. Transmission electron microscopy (TEM) and high speed imaging of the final precipitate revealed the presence of trapped gases in the form of bubbles. TEM also showed the presence of nanoceria crystalline structures at 70 degrees C. The current study also looked into the effect of different heating powers on the process. At higher power, each phase is sustained for smaller duration and higher maximum temperature. In addition, the porosity of the final precipitate increased with power. A non-dimensional time scale is proposed to correlate the effect of laser intensity and vaporization rate of the solvent (water). The effect of acoustic levitation was also studied. Due to acoustic streaming, the solute selectively gets transported to the bottom portion of the droplet due to strong circulation, providing it rigidity and allows it become bowl shaped. (C) 2010 Elsevier Ltd. All rights reserved.

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Equatorial Indian Ocean is warmer in the east, has a deeper thermocline and mixed layer, and supports a more convective atmosphere than in the west. During certain years, the eastern Indian Ocean becomes unusually cold, anomalous winds blow from east to west along the equator and southeastward off the coast of Sumatra, thermocline and mixed layer lift up and the atmospheric convection gets suppressed. At the same time, western Indian Ocean becomes warmer and enhances atmospheric convection. This coupled ocean-atmospheric phenomenon in which convection, winds, sea surface temperature (SST) and thermocline take part actively is known as the Indian Ocean Dipole (IOD). Propagation of baroclinic Kelvin and Rossby waves excited by anomalous winds, play an important role in the development of SST anomalies associated with the IOD. Since mean thermocline in the Indian Ocean is deep compared to the Pacific, it was believed for a long time that the Indian Ocean is passive and merely responds to the atmospheric forcing. Discovery of the IOD and studies that followed demonstrate that the Indian Ocean can sustain its own intrinsic coupled ocean-atmosphere processes. About 50% percent of the IOD events in the past 100 years have co-occurred with El Nino Southern Oscillation (ENSO) and the other half independently. Coupled models have been able to reproduce IOD events and process experiments by such models – switching ENSO on and off – support the hypothesis based on observations that IOD events develop either in the presence or absence of ENSO. There is a general consensus among different coupled models as well as analysis of data that IOD events co-occurring during the ENSO are forced by a zonal shift in the descending branch of Walker cell over to the eastern Indian Ocean. Processes that initiate the IOD in the absence of ENSO are not clear, although several studies suggest that anomalies of Hadley circulation are the most probable forcing function. Impact of the IOD is felt in the vicinity of Indian Ocean as well as in remote regions. During IOD events, biological productivity of the eastern Indian Ocean increases and this in turn leads to death of corals over a large area.Moreover, the IOD affects rainfall over the maritime continent, Indian subcontinent, Australia and eastern Africa. The maritime continent and Australia suffer from deficit rainfall whereas India and east Africa receive excess. Despite the successful hindcast of the 2006 IOD by a coupled model, forecasting IOD events and their implications to rainfall variability remains a major challenge as understanding reasons behind an increase in frequency of IOD events in recent decades.

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We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

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This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.

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Satellite-derived chlorophyll a concentration (chl a) maps show three regions with high chl a in the Bay of Bengal. First among these is close to the coast, particularly off river mouths, with high values coinciding with the season of peak discharge; second is in the southwestern bay during the northeast monsoon, which is forced by local Ekman pumping; and the third is to the east of Sri Lanka in response to the summer monsoon winds. Chlorophyll-rich water from the mouths of rivers flows either along the coast or in an offshore direction, up to several hundred kilometers, depending on the prevailing ocean current pattern. The Irrawady River plume flows toward offshore and then turns northwestward during October–December, but it flows along the coast into the Andaman Sea for the rest of the year. From the Ganga-Brahmaputra river mouth, chl a–rich water flows directly southward into the open bay during spring but along the Indian coast during summer and winter. Along the Indian coast, the flow of chl a–rich water is determined by the East India Coastal Current (EICC). Whenever the EICC meanders off the Indian coast, it leads to an offshore outbreak of chl a–rich water from the coastal region into open ocean. The EICC as well as open ocean circulation in the bay is made up of several eddies, and these eddies show relatively higher chl a. Eddies near the coast, however, can often have higher chl a because of advection from the coastal region rather than generation within the eddy itself. The bay experiences several cyclones in a year, most of them occurring during October–November. These cyclones cause a drop in the sea surface temperature, a dip in the sea level, and a local increase in chl a. The impact of a cyclone is weaker in the northern part of the bay because of stronger stratification compared to the southern parts.

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A numerical simulation technique has been employed to study the thermal behavior of hot-forging type forming processes. Experiments on the coining and upsetting of an aluminum billet were conducted to validate the numerical predictions. Typical forming conditions for both the coining and upsetting processes were then studied in detail. an electrical analogy scheme was used to determine the thermal contact resistance. This scheme can conviniently provide the interface characteristics for typical processing conditions, which normally involve high pressures and temperatures. A single forging cycle was first considered, and then a batch of twenty-five forgings was studied. Each forging cycle includes the billet mounting, ascent, loading, dwelling, unloading, descent, and billet removal stages. The temperature distribution in the first forging to be formed is found to be significantly different from that at the end of the batch. In industry, forging is essentially a batch operation. The influence of forming speed and reduction on thermal characteristics was investigated also. The variations that can occur in the process design by considering differences in temperature characteristics are discussed also.

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The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed from a convex analytic viewpoint. Various equivalence relations depending on one-dimensional marginals thereof are defined on this set and the corresponding equivalence classes are studied.

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It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

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Columns which have stochastically distributed Young's modulus and mass density and are subjected to deterministic periodic axial loadings are considered. The general case of a column supported on a Winkler elastic foundation of random stiffness and also on discrete elastic supports which are also random is considered. Material property fluctuations are modeled as independent one-dimensional univariate homogeneous real random fields in space. In addition to autocorrelation functions or their equivalent power spectral density functions, the input random fields are characterized by scale of fluctuations or variance functions for their second order properties. The foundation stiffness coefficient and the stiffnesses of discrete elastic supports are treated to constitute independent random variables. The system equations of boundary frequencies are obtained using Bolotin's method for deterministic systems. Stochastic FEM is used to obtain the discrete system with random as well as periodic coefficients. Statistical properties of boundary frequencies are derived in terms of input parameter statistics. A complete covariance structure is obtained. The equations developed are illustrated using a numerical example employing a practical correlation structure.

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Whether HIV-1 evolution in infected individuals is dominated by deterministic or stochastic effects remains unclear because current estimates of the effective population size of HIV-1 in vivo, N-e, are widely varying. Models assuming HIV-1 evolution to be neutral estimate N-e similar to 10(2)-10(4), smaller than the inverse mutation rate of HIV-1 (similar to 10(5)), implying the predominance of stochastic forces. In contrast, a model that includes selection estimates N-e>10(5), suggesting that deterministic forces would hold sway. The consequent uncertainty in the nature of HIV-1 evolution compromises our ability to describe disease progression and outcomes of therapy. We perform detailed bit-string simulations of viral evolution that consider large genome lengths and incorporate the key evolutionary processes underlying the genomic diversification of HIV-1 in infected individuals, namely, mutation, multiple infections of cells, recombination, selection, and epistatic interactions between multiple loci. Our simulations describe quantitatively the evolution of HIV-1 diversity and divergence in patients. From comparisons of our simulations with patient data, we estimate N-e similar to 10(3)-10(4), implying predominantly stochastic evolution. Interestingly, we find that N-e and the viral generation time are correlated with the disease progression time, presenting a route to a priori prediction of disease progression in patients. Further, we show that the previous estimate of N-e>10(5) reduces as the frequencies of multiple infections of cells and recombination assumed increase. Our simulations with N-e similar to 10(3)-10(4) may be employed to estimate markers of disease progression and outcomes of therapy that depend on the evolution of viral diversity and divergence.

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Zinc forms two types of complexes with o-vanillin salicyloylhydrazone. The H-1 and C-13 nmr studies suggest that it coordinates with azomethine nitrogen, the carbonyl oxygen and with one or both of the phenolic oxygens. The H-1-H-1 and H-1 decoupled C-13-C-13 two-dimensional nuclear Overhauser and exchange spectra show that there is an exchange between the two types of complexes.

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This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.

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We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

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T. E. Harris was a pioneer par excellence in many fields of probability theory. In this paper, we give a brief survey of the many fundamental contributions of Harris to the theory of branching processes, starting with his doctoral work at Princeton in the late forties and culminating in his fundamental book ``The Theory of Branching Processes,'' published in 1963.