Asymptotic behavior of a hierarchical system of learning automata

Learning automata arranged in a two-level hierarchy are considered. The automata operate in a stationary random environment and update their action probabilities according to the linear-reward- -penalty algorithm at each level. Unlike some hierarchical systems previously proposed, no information transfer exists from one level to another, and yet the hierarchy possesses good convergence properties. Using weak-convergence concepts it is shown that for large time and small values of parameters in the algorithm, the evolution of the optimal path probability can be represented by a diffusion whose parameters can be computed explicitly.

Asymptotic behaviour of point processes with Markov-dependent intervals

This splitting techniques for MARKOV chains developed by NUMMELIN (1978a) and ATHREYA and NEY (1978b) are used to derive an imbedded renewal process in WOLD's point process with MARKOV-correlated intervals. This leads to a simple proof of renewal theorems for such processes. In particular, a key renewal theorem is proved, from which analogues to both BLACKWELL's and BREIMAN's forms of the renewal theorem can be deduced.

Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

An asymptotic analysis of a simple model for the structure and dynamics of the Ramdas layer

This paper presents a complete asymptotic analysis of a simple model for the evolution of the nocturnal temperature distribution on bare soil in calm clear conditions. The model is based on a simplified flux emissivity scheme that provides a nondiffusive local approximation for estimating longwave radiative cooling near ground. An examination of the various parameters involved shows that the ratio of the characteristic radiative to the diffusive timescale in the problem is of order 10(-3), and can therefore be treated as a small parameter (mu). Certain other plausible approximations and linearization lead to a new equation whose asymptotic solution as mu --> 0 can be written in closed form. Four regimes, consishttp://eprints.iisc.ernet.in/cgi/users/home?screen=EPrint::Edit&eprintid=27192&stage=core#tting of a transient at nominal sunset, a radiative-diffusive boundary ('Ramdas') layer on ground, a boundary layer transient and a radiative outer solution, are identified. The asymptotic solution reproduces all the qualitative features of more exact numerical simulations, including the occurrence of a lifted temperature minimum and its evolution during night, ranging from continuing growth to relatively sudden collapse of the Ramdas layer.

On an asymptotic method of Krylov-Bogoliubov for overdamped nonlinear systems

A general asymptotic method based on the work of Krylov-Bogoliubov is developed to obtain the response of nonlinear over damped systems. A second-order system with both roots real is treated first and the method is then extended to higher-order systems. Two illustrative examples show good agreement with results obtained by numerical integration.

Variational Asymptotic Analysis of a Self-healing SMA Composite

A Shape Memory Alloy (SMA) wire reinforced composite shell structure is analyzed for self-healing characteristic using Variational Asymptotic Method (VAM). SMA behavior is modeled using a onedimensional constitutive model. A pre-notched specimen is loaded longitudinally to simulate crack propagation. The loading process is accompanied by martensitic phase transformation in pre-strained SMA wires, bridging the crack. To heal the composite, uniform heating is required to initiate reverse transformation in the wires and bringing the crack faces back into contact. The pre-strain in the SMA wires used for reinforcement, causes a closure force across the crack during reverse transformation of the wires under heating. The simulation can be useful in design of self-healing composite structures using SMA. Effect of various parameters, like composite and SMA material properties and the geometry of the specimen, on the cracking and self-healing can also be studied.

Wave propagation in a 2D nonlinear structural acoustic waveguide using asymptotic expansions of wavenumbers

Nonlinear acoustic wave propagation in an infinite rectangular waveguide is investigated. The upper boundary of this waveguide is a nonlinear elastic plate, whereas the lower boundary is rigid. The fluid is assumed to be inviscid with zero mean flow. The focus is restricted to non-planar modes having finite amplitudes. The approximate solution to the acoustic velocity potential of an amplitude modulated pulse is found using the method of multiple scales (MMS) involving both space and time. The calculations are presented up to the third order of the small parameter. It is found that at some frequencies the amplitude modulation is governed by the Nonlinear Schrodinger equation (NLSE). The first objective here is to study the nonlinear term in the NLSE. The sign of the nonlinear term in the NLSE plays a role in determining the stability of the amplitude modulation. Secondly, at other frequencies, the primary pulse interacts with its higher harmonics, as do two or more primary pulses with their resultant higher harmonics. This happens when the phase speeds of the waves match and the objective is to identify the frequencies of such interactions. For both the objectives, asymptotic coupled wavenumber expansions for the linear dispersion relation are required for an intermediate fluid loading. The novelty of this work lies in obtaining the asymptotic expansions and using them for predicting the sign change of the nonlinear term at various frequencies. It is found that when the coupled wavenumbers approach the uncoupled pressure-release wavenumbers, the amplitude modulation is stable. On the other hand, near the rigid-duct wavenumbers, the amplitude modulation is unstable. Also, as a further contribution, these wavenumber expansions are used to identify the frequencies of the higher harmonic interactions. And lastly, the solution for the amplitude modulation derived through the MMS is validated using these asymptotic expansions. (C) 2015 Elsevier Ltd. All rights reserved.

Reliable estimation via simulation

Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

Asymptotic Bounds on the Power-Delay Tradeoff for Fading Point-to-Point Links From Geometric Bounds on the Stationary Distribution of the Queue Length

The optimal power-delay tradeoff is studied for a time-slotted independently and identically distributed fading point-to-point link, with perfect channel state information at both transmitter and receiver, and with random packet arrivals to the transmitter queue. It is assumed that the transmitter can control the number of packets served by controlling the transmit power in the slot. The optimal tradeoff between average power and average delay is analyzed for stationary and monotone transmitter policies. For such policies, an asymptotic lower bound on the minimum average delay of the packets is obtained, when average transmitter power approaches the minimum average power required for transmitter queue stability. The asymptotic lower bound on the minimum average delay is obtained from geometric upper bounds on the stationary distribution of the queue length. This approach, which uses geometric upper bounds, also leads to an intuitive explanation of the asymptotic behavior of average delay. The asymptotic lower bounds, along with previously known asymptotic upper bounds, are used to identify three new cases where the order of the asymptotic behavior differs from that obtained from a previously considered approximate model, in which the transmit power is a strictly convex function of real valued service batch size for every fade state.

A systematic asymptotic approach to determine the dispersion characteristics of structural-acoustic waveguides with arbitrary fluid loading

Structural-acoustic waveguides of two different geometries are considered: a 2-D rectangular and a circular cylindrical geometry. The objective is to obtain asymptotic expansions of the fluid-structure coupled wavenumbers. The required asymptotic parameters are derived in a systematic way, in contrast to the usual intuitive methods used in such problems. The systematic way involves analyzing the phase change of a wave incident on a single boundary of the waveguide. Then, the coupled wavenumber expansions are derived using these asymptotic parameters. The phase change is also used to qualitatively demarcate the dispersion diagram as dominantly structure-originated, fluid originated or fully coupled. In contrast to intuitively obtained asymptotic parameters, this approach does not involve any restriction on the material and geometry of the structure. The derived closed-form solutions are compared with the numerical solutions and a good match is obtained. (C) 2016 Elsevier Ltd. All rights reserved.

Dissipativeness and Stability of a Class of Distributed Parameter Systems

Input-output stability of linear-distributed parameter systems of arbitrary order and type in the presence of a distributed controller is analyzed by extending the concept of dissipativeness, with certain modifications, to such systems. The approach is applicable to systems with homogeneous or homogenizable boundary conditions. It also helps in generating a Liapunov functional to assess asymptotic stability of the system.

Solution of a generalized Korteweg—de Vries equation

The solitary-wavelike solution of the generalized Korteweg-de Vries equation with mixed nonlinearity is obtained. Two asymptotic cases of the solution have been discussed and solitary wave solutions have been derived. ©1974 American Institute of Physics.

Solution of a generalized Korteweg-de Vries equation

The solitary-wavelike solution of the generalized Korteweg-de Vries equation with mixed nonlinearity is obtained. Two asymptotic cases of the solution have been discussed and solitary wave solutions have been derived.

A probabilistic approach to the problem of electron localization in disordered systems and sharpness of the mobility edge

By applying the theory of the asymptotic distribution of extremes and a certain stability criterion to the question of the domain of convergence in the probability sense, of the renormalized perturbation expansion (RPE) for the site self-energy in a cellularly disordered system, an expression has been obtained in closed form for the probability of nonconvergence of the RPE on the real-energy axis. Hence, the intrinsic mobility mu (E) as a function of the carrier energy E is deduced to be given by mu (E)= mu 0exp(-exp( mod E mod -Ec) Delta ), where Ec is a nominal 'mobility edge' and Delta is the width of the random site-energy distribution. Thus mobility falls off sharply but continuously for mod E mod >Ec, in contradistinction with the notion of an abrupt 'mobility edge' proposed by Cohen et al. and Mott. Also, the calculated electrical conductivity shows a temperature dependence in qualitative agreement with experiments on disordered semiconductors.

On the stabilization of uniformly decoupled systems by state variable feedback

Conditions under which the asymptotic stabilization of uniformly decoupled time-varying multivariate systems is possible are explored. This is accomplished by developing a canonical form for integrator uniformly decoupled system in which the coefficient matrices have a simple structure. The procedures developed rely on certain conditions on the given system and yield explicit expressions for the stabilization compensators.