206 resultados para STOCHASTIC PROCESSES


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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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The review is concerned with models that analyze transport:processes that occur during microwave heating. Early models on microwave. heating used Lambert's law to describe the microwave power absorption. Over the last decade, models for transport processes have been developed with the microwave power derived from Maxwell's equations. Those models, primarily based on plane waves, have been used for analyzing microwave heating of solids, liquids, emulsions, microwave thawing and drying. The models illustrate phenomena such a resonances, hot spots, edge and runaway heating. The literature on microwave sintering, susceptor heating and microwave assisted synthesis is largely experimental in nature and only key issues are highlighted. To fully appreciate the models for microwave heating, a section on the theory of electromagnetic wave propagation is included, where expressions for the electric field in dielectric slabs and cylinders are presented.

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A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

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We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.

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We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].

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We consider the problem of wireless channel allocation to multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. Each metric sequence can be Markov. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

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We consider the problem of scheduling a wireless channel among multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

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We review the current status of various aspects of biopolymer translocation through nanopores and the challenges and opportunities it offers. Much of the interest generated by nanopores arises from their potential application to third-generation cheap and fast genome sequencing. Although the ultimate goal of single-nucleotide identification has not yet been reached, great advances have been made both from a fundamental and an applied point of view, particularly in controlling the translocation time, fabricating various kinds of synthetic pores or genetically engineering protein nanopores with tailored properties, and in devising methods (used separately or in combination) aimed at discriminating nucleotides based either on ionic or transverse electron currents, optical readout signatures, or on the capabilities of the cellular machinery. Recently, exciting new applications have emerged, for the detection of specific proteins and toxins (stochastic biosensors), and for the study of protein folding pathways and binding constants of protein-protein and protein-DNA complexes. The combined use of nanopores and advanced micromanipulation techniques involving optical/magnetic tweezers with high spatial resolution offers unique opportunities for improving the basic understanding of the physical behavior of biomolecules in confined geometries, with implications for the control of crucial biological processes such as protein import and protein denaturation. We highlight the key works in these areas along with future prospects. Finally, we review theoretical and simulation studies aimed at improving fundamental understanding of the complex microscopic mechanisms involved in the translocation process. Such understanding is a pre-requisite to fruitful application of nanopore technology in high-throughput devices for molecular biomedical diagnostics.

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A distinctive feature of the Nhecolandia, a sub-region of the Pantanal wetland in Brazil, is the presence of both saline and freshwater lakes. Saline lakes used to be attributed to a past and phase during the Pleistocene. However, recent studies have shown that saline and fresh water lakes are linked by a continuous water table, indicating that saline water could come from a contemporary concentration process. This concentration process could also be responsible for the large chemical variability of the waters observed in the area. A regional water sampling has been conducted in surface and sub-surface water and the water table, and the results of the geochemical and statistical analysis are presented. Based on sodium contents, the concentration shows a 1: 4443 ratio. All the samples belong to the same chemical family and evolve in a sodic alkaline manner. Calcite or magnesian calcite precipitates very early in the process of concentration, probably followed by the precipitation of magnesian silicates. The most concentrated solutions remain under-saturated with respect to the sodium carbonate salt, even if this equilibrium is likely reached around the saline lakes. Apparently, significant amounts of sulfate and chloride are lost simultaneously from the solutions, and this cannot be explained solely by evaporative concentration. This could be attributed to the sorption on reduced minerals in a green sub-surface horizon in the "cordilhieira" areas. In the saline lakes, low potassium, phosphate, magnesium, and sulfate are attributed to algal blooms. Under the influence of evaporation, the concentration of solutions and associated chemical precipitations are identified as the main factors responsible for the geochemical variability in this environment (about 92 % of the variance). Therefore, the saline lakes of Nhecolandia have to be managed as landscape units in equilibrium with the present water flows and not inherited from a past and phase. In order to elaborate hydrochemical tracers for a quantitative estimation of water flows, three points have to be investigated more precisely: (1) the quantification of magnesium involved in the Mg-calcite precipitation; (2) the identification of the precise stoichiometry of the Mg-silicate; and (3) the verification of the loss of chloride and sulfate by sorption onto labile iron minerals.

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The mechanism of field induced phase switching in antiferroelectric lead zirconate and La-modified lead zirconate thin films has been analysed in terms of reversible and irreversible switching process under weak fields as a function of donor concentration. Extension of Rayleigh law of ferromagnetic materials to the present antiferroelectric and modified antiferroelectric compositions have clearly showed that origin of small signal dielectric permittivity is due to reversible domain wall motion. Rayleigh's constant, a measure of irreversible switching process, exhibited a slight increase with lower La3+ concentrations and followed by a gradual fall for higher concentration. This clearly illustrates that donor addition to antiferroelectric thin films controls the domain switching even under weak fields. (C) 2002 Elsevier Science B.V. All rights reserved.

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The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility and a near monotonicity condition on the one-step cost function. A solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law.

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This is the first report on the analysis of random block polysulfide copolymers containing different amounts of repeating units in the copolymer backbone, which has been studied by direct pyrolysis mass spectrometry (DPMS) and by pyrolysis-gas chromatography/mass spectrometry (Py-GC/MS). The homopolymers such as poly(ethylene sulfide) (PES), poly(styrene sulfide) (PSS), and two random copolymers, viz., poly(ethylene sulfide(x)-co-styrene sulfide(y)) [copolymer I (x = y = 0.5) and copolymer II (x = 0.74, y = 0.26)] were investigated by both DPMS and Py-GC/MS (except copolymer II) techniques. In the case of copolymer I, the thermal degradation products of SE1, SE2, S-2, and S2E (S = styrene sulfide, E = ethylene sulfide) were detected in DPMS, whereas the formation of SE1 and SE2 were observed by Py-GC/MS technique. However, for copolymer II, SE3 was also found along with SE1, SE2, S-2, and S2E in DPMS. The formation of additional product (SE3) observed in copolymer II could be due to an increase in the block length formed during copolymerization. Further, a comparative study on thermal degradation of PES, poly(ethylene disulfide) (PEDS), and poly(ethylene tetrasulfide) (PETS) were investigated by Py-GC/MS. The pyrolysis products detected by both DPMS and Py-GC/MS indicates that the thermal decomposition of these polymers yield cyclic sulfides through an intramolecular exchange or by backbiting processes. The linear products with thiol and vinyl groups were also observed by Py-GC/MS along with the cyclic products via carbon hydrogen transfer reaction.

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The aim of this paper is to investigate the steady state response of beams under the action of random support motions. The study is of relevance in the context of earthquake response of extended land based structures such as pipelines and long span bridges, and, secondary systems such as piping networks in nuclear power plant installations. The following complicating features are accounted for in the response analysis: (a) differential support motions: this is characterized in terms of cross power spectral density functions associated with distinct support motions, (b) nonlinear support conditions, and (c) stochastically inhomogeneous stiffness and mass variations of the beam structure; questions on non-Gaussian models for these variations are considered. The method of stochastic finite elements is combined with equivalent linearization technique and Monte Carlo simulations to obtain response moments.