177 resultados para Stochastic sequences.


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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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In the area of testing communication systems, the interfaces between systems to be tested and their testers have great impact on test generation and fault detectability. Several types of such interfaces have been standardized by the International Standardization Organization (ISO). A general distributed test architecture, containing distributed interfaces, has been presented in the literature for testing distributed systems based on the Open Distributing Processing (ODP) Basic Reference Model (BRM), which is a generalized version of ISO distributed test architecture. We study in this paper the issue of test selection with respect to such an test architecture. In particular, we consider communication systems that can be modeled by finite state machines with several distributed interfaces, called ports. A test generation method is developed for generating test sequences for such finite state machines, which is based on the idea of synchronizable test sequences. Starting from the initial effort by Sarikaya, a certain amount of work has been done for generating test sequences for finite state machines with respect to the ISO distributed test architecture, all based on the idea of modifying existing test generation methods to generate synchronizable test sequences. However, none studies the fault coverage provided by their methods. We investigate the issue of fault coverage and point out a fact that the methods given in the literature for the distributed test architecture cannot ensure the same fault coverage as the corresponding original testing methods. We also study the limitation of fault detectability in the distributed test architecture.

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Precipitation in small droplets involving emulsions, microemulsions or vesicles is important for Producing multicomponent ceramics and nanoparticles. Because of the random nature of nucleation and the small number of particles in a droplet, the use of a deterministic population balance equation for predicting the number density of particles may lead to erroneous results even for evaluating the mean behavior of such systems. A comparison between the predictions made through stochastic simulation and deterministic population balance involving small droplets has been made for two simple systems, one involving crystallization and the other a single-component precipitation. The two approaches have been found to yield quite different results under a variety of conditions. Contrary to expectation, the smallness of the population alone does not cause these deviations. Thus, if fluctuation in supersaturation is negligible, the population balance and simulation predictions concur. However, for large fluctuations in supersaturation, the predictions differ significantly, indicating the need to take the stochastic nature of the phenomenon into account. This paper describes the stochastic treatment of populations, which involves a sequence of so-called product density equations and forms an appropriate framework for handling small systems.

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The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.

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A new approach based on occupation measures is introduced for studying stochastic differential games. For two-person zero-sum games, the existence of values and optimal strategies for both players is established for various payoff criteria. ForN-person games, the existence of equilibria in Markov strategies is established for various cases.

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Attempts in the past to model the irregularities of the solar cycle (such as the Maunder minimum) were based on studies of the nonlinear feedback of magnetic fields on the dynamo source terms. Since the alpha-coefficient is obtained by averaging over the turbulence, it is expected to have stochastic fluctuations, and we show that these fluctuations can explain the irregularities of the solar cycle in a more satisfactory way. We solve the dynamo equations in a slab with a single mode, taking the alpha-coefficient to be constant in space but fluctuating stochastically in time with some given amplitude and given correlation time. The same level of percentile fluctuations (about 10 %) produces no effect on an alpha-omega dynamo, but makes an alpha-2 dynamo completely chaotic. The level of irregularities in an alpha-2-omega dynamo qualitatively agrees with the solar behavior, reinforcing the conclusion of Choudhuri (1990a) that the solar dynamo is of the alpha-2-omega-type. The irregularities are found to increase on increasing either the amplitude or the correlation time of the stochastic fluctuations. The alpha-quenching mechanism tends to make the system stable against the irregularities and hence it is inferred that the alpha-quenching should not be too strong so that the irregularities are not completely suppressed. We also present a simple-minded analysis to understand why the stochastic fluctuations in the alpha-omega, alpha-2-omega and alpha-2 regimes have such different outcomes.

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Mathematical modelling plays a vital role in the design, planning and operation of flexible manufacturing systems (FMSs). In this paper, attention is focused on stochastic modelling of FMSs using Markov chains, queueing networks, and stochastic Petri nets. We bring out the role of these modelling tools in FMS performance evaluation through several illustrative examples and provide a critical comparative evaluation. We also include a discussion on the modelling of deadlocks which constitute an important source of performance degradation in fully automated FMSs.

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The search for homologous sequences promoted by RecA protein in vitro involves a presynaptic filament and naked duplex DNA, the multiple contacts of which produce nucleoprotein networks or coaggregates. The single-stranded DNA within the presynaptic filaments, however, is extended to an axial spacing 1.5 times that of B-form DNA. To investigate this paradoxical difference between the spacing of bases in the RecA presynaptic filament versus the target duplex DNA, we explored the effect of heterologous contacts on the conformation of DNA, and vice versa. In the presence of wheat germ topoisomerase I, RecA presynaptic filaments induced a rapid, limited reduction in the linking number of heterologous circular duplex DNA. This limited unwinding of heterologous duplex DNA, termed heterologous unwinding, was detected within 30 seconds and reached a steady state within a few minutes. Presynaptic filaments that were formed in the presence of ATP?S and separated from free RecA protein by gel filtration also generated a ladder of topoisomers upon incubation with relaxed duplex DNA and topoisomerase. The inhibition of heterologous contacts by 60 mImage -NaCl or 5 mImage -ADP resulted in a corresponding decrease in heterologous unwinding. In reciprocal fashion, the stability or number of heterologous contacts with presynaptic filaments was inversely related to the linking number of circular duplex DNA. These observations show that heterologous contacts with the presynaptic filament cause a limited unwinding of the duplex DNA, and conversely that the ability of the DNA to unwind stabilizes transient heterologous contacts.

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Stochastic structural systems having a stochastic distribution of material properties and stochastic external loadings in space are analysed when a crack of deterministic size is present. The material properties and external loadings are considered to constitute independent, two-dimensional, univariate, real, homogeneous stochastic fields. The stochastic fields are characterized by their means, variances, autocorrelation functions or the equivalent power spectral density functions, and scale fluctuations. The Young's modulus and Poisson's ratio are treated to be stochastic quantities. The external loading is treated to be a stochastic field in space. The energy release rate is derived using the method of virtual crack extension. The deterministic relationship is derived to represent the sensitivities of energy release rate with respect to both virtual crack extension and real system parameter fluctuations. Taylor series expansion is used and truncation is made to the first order. This leads to the determination of second-order properties of the output quantities to the first order. Using the linear perturbations about the mean values of the output quantities, the statistical information about the energy release rates, SIF and crack opening displacements are obtained. Both plane stress and plane strain cases are considered. The general expressions for the SIF in all the three fracture modes are derived and a more detailed analysis is conducted for a mode I situation. A numerical example is given.

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A two timescale stochastic approximation scheme which uses coupled iterations is used for simulation-based parametric optimization as an alternative to traditional "infinitesimal perturbation analysis" schemes, It avoids the aggregation of data present in many other schemes. Its convergence is analyzed, and a queueing example is presented.

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Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is-first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

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The effect of uncertainty in composite material properties on the aeroelastic response, vibratory loads, and stability of a hingeless helicopter rotor is investigated. The uncertainty impact on rotating natural frequencies of the blade is studied with Monte Carlo simulations and first-order reliability methods. The stochastic aeroelastic analyses in hover and forward flight are carried out with Monte Carlo simulations. The flap, lag, and torsion responses show considerable scatter from their baseline values, and the uncertainty impact varies with the azimuth angle. Furthermore, the blade response shows finite probability of resonance-type conditions caused by modal frequencies approaching multiples of the rotor speed. The 4/rev vibratory forces show large deviations from their baseline values. The lag mode damping shows considerable scatter due to uncertain material properties with an almost 40% probability of instability in hover.

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Repeats are two or more contiguous segments of amino acid residues that are believed to have arisen as a result of intragenic duplication, recombination and mutation events. These repeats can be utilized for protein structure prediction and can provide insights into the protein evolution and phylogenetic relationship. Therefore, to aid structural biologists and phylogeneticists in their research, a computing resource (a web server and a database), Repeats in Protein Sequences (RPS), has been created. Using RPS, users can obtain useful information regarding identical, similar and distant repeats (of varying lengths) in protein sequences. In addition, users can check the frequency of occurrence of the repeats in sequence databases such as the Genome Database, PIR and SWISS-PROT and among the protein sequences available in the Protein Data Bank archive. Furthermore, users can view the three-dimensional structure of the repeats using the Java visualization plug-in Jmol. The proposed computing resource can be accessed over the World Wide Web at http://bioserver1.physics.iisc.ernet.in/rps/.

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In this work, a procedure is presented for the reconstruction of biological organs from image sequences obtained through CT-scan. Although commercial software, which can accomplish this task, are readily available, the procedure presented here needs only free software. The procedure has been applied to reconstruct a liver from the scan data available in literature. 3D biological organs obtained this way can be used for the finite element analysis of biological organs and this has been demonstrated by carrying out an FE analysis on the reconstructed liver.

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We present a randomized and a deterministic data structure for maintaining a dynamic family of sequences under equality tests of pairs of sequences and creations of new sequences by joining or splitting existing sequences. Both data structures support equality tests in O(1) time. The randomized version supports new sequence creations in O(log(2) n) expected time where n is the length of the sequence created. The deterministic solution supports sequence creations in O(log n (log m log* m + log n)) time for the mth operation.