92 resultados para Stochastic simulation algorithm


Relevância:

30.00% 30.00%

Publicador:

Resumo:

In wireless sensor networks (WSNs) the communication traffic is often time and space correlated, where multiple nodes in a proximity start transmitting at the same time. Such a situation is known as spatially correlated contention. The random access methods to resolve such contention suffers from high collision rate, whereas the traditional distributed TDMA scheduling techniques primarily try to improve the network capacity by reducing the schedule length. Usually, the situation of spatially correlated contention persists only for a short duration and therefore generating an optimal or sub-optimal schedule is not very useful. On the other hand, if the algorithm takes very large time to schedule, it will not only introduce additional delay in the data transfer but also consume more energy. To efficiently handle the spatially correlated contention in WSNs, we present a distributed TDMA slot scheduling algorithm, called DTSS algorithm. The DTSS algorithm is designed with the primary objective of reducing the time required to perform scheduling, while restricting the schedule length to maximum degree of interference graph. The algorithm uses randomized TDMA channel access as the mechanism to transmit protocol messages, which bounds the message delay and therefore reduces the time required to get a feasible schedule. The DTSS algorithm supports unicast, multicast and broadcast scheduling, simultaneously without any modification in the protocol. The protocol has been simulated using Castalia simulator to evaluate the run time performance. Simulation results show that our protocol is able to considerably reduce the time required to schedule.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We discuss the computational bottlenecks in molecular dynamics (MD) and describe the challenges in parallelizing the computation-intensive tasks. We present a hybrid algorithm using MPI (Message Passing Interface) with OpenMP threads for parallelizing a generalized MD computation scheme for systems with short range interatomic interactions. The algorithm is discussed in the context of nano-indentation of Chromium films with carbon indenters using the Embedded Atom Method potential for Cr-Cr interaction and the Morse potential for Cr-C interactions. We study the performance of our algorithm for a range of MPI-thread combinations and find the performance to depend strongly on the computational task and load sharing in the multi-core processor. The algorithm scaled poorly with MPI and our hybrid schemes were observed to outperform the pure message passing scheme, despite utilizing the same number of processors or cores in the cluster. Speed-up achieved by our algorithm compared favorably with that achieved by standard MD packages. (C) 2013 Elsevier Inc. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We present a nonequilibrium strong-coupling approach to inhomogeneous systems of ultracold atoms in optical lattices. We demonstrate its application to the Mott-insulating phase of a two-dimensional Fermi-Hubbard model in the presence of a trap potential. Since the theory is formulated self-consistently, the numerical implementation relies on a massively parallel evaluation of the self-energy and the Green's function at each lattice site, employing thousands of CPUs. While the computation of the self-energy is straightforward to parallelize, the evaluation of the Green's function requires the inversion of a large sparse 10(d) x 10(d) matrix, with d > 6. As a crucial ingredient, our solution heavily relies on the smallness of the hopping as compared to the interaction strength and yields a widely scalable realization of a rapidly converging iterative algorithm which evaluates all elements of the Green's function. Results are validated by comparing with the homogeneous case via the local-density approximation. These calculations also show that the local-density approximation is valid in nonequilibrium setups without mass transport.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We develop iterative diffraction tomography algorithms, which are similar to the distorted Born algorithms, for inverting scattered intensity data. Within the Born approximation, the unknown scattered field is expressed as a multiplicative perturbation to the incident field. With this, the forward equation becomes stable, which helps us compute nearly oscillation-free solutions that have immediate bearing on the accuracy of the Jacobian computed for use in a deterministic Gauss-Newton (GN) reconstruction. However, since the data are inherently noisy and the sensitivity of measurement to refractive index away from the detectors is poor, we report a derivative-free evolutionary stochastic scheme, providing strictly additive updates in order to bridge the measurement-prediction misfit, to arrive at the refractive index distribution from intensity transport data. The superiority of the stochastic algorithm over the GN scheme for similar settings is demonstrated by the reconstruction of the refractive index profile from simulated and experimentally acquired intensity data. (C) 2014 Optical Society of America

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Experimental quantum simulation of a Hamiltonian H requires unitary operator decomposition (UOD) of its evolution unitary U = exp(-iHt) in terms of native unitary operators of the experimental system. Here, using a genetic algorithm, we numerically evaluate the most generic UOD (valid over a continuous range of Hamiltonian parameters) of the unitary operator U, termed fidelity-profile optimization. The optimization is obtained by systematically evaluating the functional dependence of experimental unitary operators (such as single-qubit rotations and time-evolution unitaries of the system interactions) to the Hamiltonian (H) parameters. Using this technique, we have solved the experimental unitary decomposition of a controlled-phase gate (for any phase value), the evolution unitary of the Heisenberg XY interaction, and simulation of the Dzyaloshinskii-Moriya (DM) interaction in the presence of the Heisenberg XY interaction. Using these decompositions, we studied the entanglement dynamics of a Bell state in the DM interaction and experimentally verified the entanglement preservation procedure of Hou et al. Ann. Phys. (N.Y.) 327, 292 (2012)] in a nuclear magnetic resonance quantum information processor.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Precise experimental implementation of unitary operators is one of the most important tasks for quantum information processing. Numerical optimization techniques are widely used to find optimized control fields to realize a desired unitary operator. However, finding high-fidelity control pulses to realize an arbitrary unitary operator in larger spin systems is still a difficult task. In this work, we demonstrate that a combination of the GRAPE algorithm, which is a numerical pulse optimization technique, and a unitary operator decomposition algorithm Ajoy et al., Phys. Rev. A 85, 030303 (2012)] can realize unitary operators with high experimental fidelity. This is illustrated by simulating the mirror-inversion propagator of an XY spin chain in a five-spin dipolar coupled nuclear spin system. Further, this simulation has been used to demonstrate the transfer of entangled states from one end of the spin chain to the other end.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper, we consider an intrusion detection application for Wireless Sensor Networks. We study the problem of scheduling the sleep times of the individual sensors, where the objective is to maximize the network lifetime while keeping the tracking error to a minimum. We formulate this problem as a partially-observable Markov decision process (POMDP) with continuous stateaction spaces, in a manner similar to Fuemmeler and Veeravalli (IEEE Trans Signal Process 56(5), 2091-2101, 2008). However, unlike their formulation, we consider infinite horizon discounted and average cost objectives as performance criteria. For each criterion, we propose a convergent on-policy Q-learning algorithm that operates on two timescales, while employing function approximation. Feature-based representations and function approximation is necessary to handle the curse of dimensionality associated with the underlying POMDP. Our proposed algorithm incorporates a policy gradient update using a one-simulation simultaneous perturbation stochastic approximation estimate on the faster timescale, while the Q-value parameter (arising from a linear function approximation architecture for the Q-values) is updated in an on-policy temporal difference algorithm-like fashion on the slower timescale. The feature selection scheme employed in each of our algorithms manages the energy and tracking components in a manner that assists the search for the optimal sleep-scheduling policy. For the sake of comparison, in both discounted and average settings, we also develop a function approximation analogue of the Q-learning algorithm. This algorithm, unlike the two-timescale variant, does not possess theoretical convergence guarantees. Finally, we also adapt our algorithms to include a stochastic iterative estimation scheme for the intruder's mobility model and this is useful in settings where the latter is not known. Our simulation results on a synthetic 2-dimensional network setting suggest that our algorithms result in better tracking accuracy at the cost of only a few additional sensors, in comparison to a recent prior work.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The work presented in this paper involves the stochastic finite element analysis of composite-epoxy adhesive lap joints using Monte Carlo simulation. A set of composite adhesive lap joints were prepared and loaded till failure to obtain their strength. The peel and shear strain in the bond line region at different levels of load were obtained using digital image correlation (DIC). The corresponding stresses were computed assuming a plane strain condition. The finite element model was verified by comparing the numerical and experimental stresses. The stresses exhibited a similar behavior and a good correlation was obtained. Further, the finite element model was used to perform the stochastic analysis using Monte Carlo simulation. The parameters influencing stress distribution were provided as a random input variable and the resulting probabilistic variation of maximum peel and shear stresses were studied. It was found that the adhesive modulus and bond line thickness had significant influence on the maximum stress variation. While the adherend thickness had a major influence, the effect of variation in longitudinal and shear modulus on the stresses was found to be little. (C) 2014 Elsevier Ltd. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In WSNs the communication traffic is often time and space correlated, where multiple nodes in a proximity start transmitting simultaneously. Such a situation is known as spatially correlated contention. The random access method to resolve such contention suffers from high collision rate, whereas the traditional distributed TDMA scheduling techniques primarily try to improve the network capacity by reducing the schedule length. Usually, the situation of spatially correlated contention persists only for a short duration, and therefore generating an optimal or suboptimal schedule is not very useful. Additionally, if an algorithm takes very long time to schedule, it will not only introduce additional delay in the data transfer but also consume more energy. In this paper, we present a distributed TDMA slot scheduling (DTSS) algorithm, which considerably reduces the time required to perform scheduling, while restricting the schedule length to the maximum degree of interference graph. The DTSS algorithm supports unicast, multicast, and broadcast scheduling, simultaneously without any modification in the protocol. We have analyzed the protocol for average case performance and also simulated it using Castalia simulator to evaluate its runtime performance. Both analytical and simulation results show that our protocol is able to considerably reduce the time required for scheduling.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We consider the problem of optimizing the workforce of a service system. Adapting the staffing levels in such systems is non-trivial due to large variations in workload and the large number of system parameters do not allow for a brute force search. Further, because these parameters change on a weekly basis, the optimization should not take longer than a few hours. Our aim is to find the optimum staffing levels from a discrete high-dimensional parameter set, that minimizes the long run average of the single-stage cost function, while adhering to the constraints relating to queue stability and service-level agreement (SLA) compliance. The single-stage cost function balances the conflicting objectives of utilizing workers better and attaining the target SLAs. We formulate this problem as a constrained parameterized Markov cost process parameterized by the (discrete) staffing levels. We propose novel simultaneous perturbation stochastic approximation (SPSA)-based algorithms for solving the above problem. The algorithms include both first-order as well as second-order methods and incorporate SPSA-based gradient/Hessian estimates for primal descent, while performing dual ascent for the Lagrange multipliers. Both algorithms are online and update the staffing levels in an incremental fashion. Further, they involve a certain generalized smooth projection operator, which is essential to project the continuous-valued worker parameter tuned by our algorithms onto the discrete set. The smoothness is necessary to ensure that the underlying transition dynamics of the constrained Markov cost process is itself smooth (as a function of the continuous-valued parameter): a critical requirement to prove the convergence of both algorithms. We validate our algorithms via performance simulations based on data from five real-life service systems. For the sake of comparison, we also implement a scatter search based algorithm using state-of-the-art optimization tool-kit OptQuest. From the experiments, we observe that both our algorithms converge empirically and consistently outperform OptQuest in most of the settings considered. This finding coupled with the computational advantage of our algorithms make them amenable for adaptive labor staffing in real-life service systems.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper, sensing coverage by wireless camera-embedded sensor networks (WCSNs), a class of directional sensors is studied. The proposed work facilitates the autonomous tuning of orientation parameters and displacement of camera-sensor nodes in the bounded field of interest (FoI), where the network coverage in terms of every point in the FoI is important. The proposed work is first of its kind to study the problem of maximizing coverage of randomly deployed mobile WCSNs which exploits their mobility. We propose an algorithm uncovered region exploration algorithm (UREA-CS) that can be executed in centralized and distributed modes. Further, the work is extended for two special scenarios: 1) to suit autonomous combing operations after initial random WCSN deployments and 2) to improve the network coverage with occlusions in the FoI. The extensive simulation results show that the performance of UREA-CS is consistent, robust, and versatile to achieve maximum coverage, both in centralized and distributed modes. The centralized and distributed modes are further analyzed with respect to the computational and communicational overheads.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The time division multiple access (TDMA) based channel access mechanisms perform better than the contention based channel access mechanisms, in terms of channel utilization, reliability and power consumption, specially for high data rate applications in wireless sensor networks (WSNs). Most of the existing distributed TDMA scheduling techniques can be classified as either static or dynamic. The primary purpose of static TDMA scheduling algorithms is to improve the channel utilization by generating a schedule of smaller length. But, they usually take longer time to schedule, and hence, are not suitable for WSNs, in which the network topology changes dynamically. On the other hand, dynamic TDMA scheduling algorithms generate a schedule quickly, but they are not efficient in terms of generated schedule length. In this paper, we propose a novel scheme for TDMA scheduling in WSNs, which can generate a compact schedule similar to static scheduling algorithms, while its runtime performance can be matched with those of dynamic scheduling algorithms. Furthermore, the proposed distributed TDMA scheduling algorithm has the capability to trade-off schedule length with the time required to generate the schedule. This would allow the developers of WSNs, to tune the performance, as per the requirement of prevalent WSN applications, and the requirement to perform re-scheduling. Finally, the proposed TDMA scheduling is fault-tolerant to packet loss due to erroneous wireless channel. The algorithm has been simulated using the Castalia simulator to compare its performance with those of others in terms of generated schedule length and the time required to generate the TDMA schedule. Simulation results show that the proposed algorithm generates a compact schedule in a very less time.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.