Stochastic Modeling of an Aircraft Traversing a Runway Using Time Series Analysis

Time series, from a narrow point of view, is a sequence of observations on a stochastic process made at discrete and equally spaced time intervals. Its future behavior can be predicted by identifying, fitting, and confirming a mathematical model. In this paper, time series analysis is applied to problems concerning runwayinduced vibrations of an aircraft. A simple mathematical model based on this technique is fitted to obtain the impulse response coefficients of an aircraft system considered as a whole for a particular type of operation. Using this model, the output which is the aircraft response can be obtained with lesser computation time for any runway profile as the input.

Stochastic dynamics modeling of the protein sequence length distribution in genomes: implications for microbial evolution

In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced, The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of genome size and can be described in terms of a lognormal probability distribution function. A simple stochastic model based on multiplicative processes has been proposed to explain the sequence length distribution. The stochastic model supports the random-origin hypothesis of protein sequences in genomes. Distributions of large proteins deviate from the overall lognormal behavior. Their cumulative distribution follows a power-law analogous to Pareto's law used to describe the income distribution of the wealthy. The protein sequence length distribution in genomes of organisms has important implications for microbial evolution and applications. (C) 1999 Elsevier Science B.V. All rights reserved.

Modeling of nonreacting and reacting turbulent spray jets using a fully stochastic separated flow approach

Numerical modeling of several turbulent nonreacting and reacting spray jets is carried out using a fully stochastic separated flow (FSSF) approach. As is widely used, the carrier-phase is considered in an Eulerian framework, while the dispersed phase is tracked in a Lagrangian framework following the stochastic separated flow (SSF) model. Various interactions between the two phases are taken into account by means of two-way coupling. Spray evaporation is described using a thermal model with an infinite conductivity in the liquid phase. The gas-phase turbulence terms are closed using the k-epsilon model. A novel mixture fraction based approach is used to stochastically model the fluctuating temperature and composition in the gas phase and these are then used to refine the estimates of the heat and mass transfer rates between the droplets and the surrounding gas-phase. In classical SSF (CSSF) methods, stochastic fluctuations of only the gas-phase velocity are modeled. Successful implementation of the FSSF approach to turbulent nonreacting and reacting spray jets is demonstrated. Results are compared against experimental measurements as well as with predictions using the CSSF approach for both nonreacting and reacting spray jets. The FSSF approach shows little difference from the CSSF predictions for nonreacting spray jets but differences are significant for reacting spray jets. In general, the FSSF approach gives good predictions of the flame length and structure but further improvements in modeling may be needed to improve the accuracy of some details of the Predictions. (C) 2011 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

Modeling stochastic hybrid systems

Stochastic hybrid systems arise in numerous applications of systems with multiple models; e.g., air traffc management, flexible manufacturing systems, fault tolerant control systems etc. In a typical hybrid system, the state space is hybrid in the sense that some components take values in a Euclidean space, while some other components are discrete. In this paper we propose two stochastic hybrid models, both of which permit diffusion and hybrid jump. Such models are essential for studying air traffic management in a stochastic framework.

Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

Stochastic models of IEEE 802.11e wireless net works with multimedia applications

We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.

Prediction of inplane damping from deterministic and stochastic models

This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.

Hydrologic drought prediction under climate change: Uncertainty modeling with Dempster-Shafer and Bayesian approaches

Representation and quantification of uncertainty in climate change impact studies are a difficult task. Several sources of uncertainty arise in studies of hydrologic impacts of climate change, such as those due to choice of general circulation models (GCMs), scenarios and downscaling methods. Recently, much work has focused on uncertainty quantification and modeling in regional climate change impacts. In this paper, an uncertainty modeling framework is evaluated, which uses a generalized uncertainty measure to combine GCM, scenario and downscaling uncertainties. The Dempster-Shafer (D-S) evidence theory is used for representing and combining uncertainty from various sources. A significant advantage of the D-S framework over the traditional probabilistic approach is that it allows for the allocation of a probability mass to sets or intervals, and can hence handle both aleatory or stochastic uncertainty, and epistemic or subjective uncertainty. This paper shows how the D-S theory can be used to represent beliefs in some hypotheses such as hydrologic drought or wet conditions, describe uncertainty and ignorance in the system, and give a quantitative measurement of belief and plausibility in results. The D-S approach has been used in this work for information synthesis using various evidence combination rules having different conflict modeling approaches. A case study is presented for hydrologic drought prediction using downscaled streamflow in the Mahanadi River at Hirakud in Orissa, India. Projections of n most likely monsoon streamflow sequences are obtained from a conditional random field (CRF) downscaling model, using an ensemble of three GCMs for three scenarios, which are converted to monsoon standardized streamflow index (SSFI-4) series. This range is used to specify the basic probability assignment (bpa) for a Dempster-Shafer structure, which represents uncertainty associated with each of the SSFI-4 classifications. These uncertainties are then combined across GCMs and scenarios using various evidence combination rules given by the D-S theory. A Bayesian approach is also presented for this case study, which models the uncertainty in projected frequencies of SSFI-4 classifications by deriving a posterior distribution for the frequency of each classification, using an ensemble of GCMs and scenarios. Results from the D-S and Bayesian approaches are compared, and relative merits of each approach are discussed. Both approaches show an increasing probability of extreme, severe and moderate droughts and decreasing probability of normal and wet conditions in Orissa as a result of climate change. (C) 2010 Elsevier Ltd. All rights reserved.

Stochastic Approximation Algorithms for Constrained Optimization via Simulation

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.

A PPCA based non-parametric modeling and retrieval of PD signal buried in excessive noise

The problem of on-line recognition and retrieval of relatively weak industrial signals such as partial discharges (PD), buried in excessive noise, has been addressed in this paper. The major bottleneck being the recognition and suppression of stochastic pulsive interference (PI) due to the overlapping broad band frequency spectrum of PI and PD pulses. Therefore, on-line, onsite, PD measurement is hardly possible in conventional frequency based DSP techniques. The observed PD signal is modeled as a linear combination of systematic and random components employing probabilistic principal component analysis (PPCA) and the pdf of the underlying stochastic process is obtained. The PD/PI pulses are assumed as the mean of the process and modeled instituting non-parametric methods, based on smooth FIR filters, and a maximum aposteriori probability (MAP) procedure employed therein, to estimate the filter coefficients. The classification of the pulses is undertaken using a simple PCA classifier. The methods proposed by the authors were found to be effective in automatic retrieval of PD pulses completely rejecting PI.

A Long Memory Process Based Parametric Modeling and Recognition of PD Signal

We address the problem of recognition and retrieval of relatively weak industrial signal such as Partial Discharges (PD) buried in excessive noise. The major bottleneck being the recognition and suppression of stochastic pulsive interference (PI) which has similar time-frequency characteristics as PD pulse. Therefore conventional frequency based DSP techniques are not useful in retrieving PD pulses. We employ statistical signal modeling based on combination of long-memory process and probabilistic principal component analysis (PPCA). An parametric analysis of the signal is exercised for extracting the features of desired pules. We incorporate a wavelet based bootstrap method for obtaining the noise training vectors from observed data. The procedure adopted in this work is completely different from the research work reported in the literature, which is generally based on deserved signal frequency and noise frequency.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Coalescent Method in Conjunction with Niche Modeling Reveals Cryptic Diversity among Centipedes in the Western Ghats of South India

Background: There has been growing interest in integrative taxonomy that uses data from multiple disciplines for species delimitation. Typically, in such studies, monophyly is taken as a proxy for taxonomic distinctiveness and these units are treated as potential species. However, monophyly could arise due to stochastic processes. Thus here, we have employed a recently developed tool based on coalescent approach to ascertain the taxonomic distinctiveness of various monophyletic units. Subsequently, the species status of these taxonomic units was further tested using corroborative evidence from morphology and ecology. This inter-disciplinary approach was implemented on endemic centipedes of the genus Digitipes (Attems 1930) from the Western Ghats (WG) biodiversity hotspot of India. The species of the genus Digitipes are morphologically conserved, despite their ancient late Cretaceous origin. Principal Findings: Our coalescent analysis based on mitochondrial dataset indicated the presence of nine putative species. The integrative approach, which includes nuclear, morphology, and climate datasets supported distinctiveness of eight putative species, of which three represent described species and five were new species. Among the five new species, three were morphologically cryptic species, emphasizing the effectiveness of this approach in discovering cryptic diversity in less explored areas of the tropics like the WG. In addition, species pairs showed variable divergence along the molecular, morphological and climate axes. Conclusions: A multidisciplinary approach illustrated here is successful in discovering cryptic diversity with an indication that the current estimates of invertebrate species richness for the WG might have been underestimated. Additionally, the importance of measuring multiple secondary properties of species while defining species boundaries was highlighted given variable divergence of each species pair across the disciplines.

Markov chain modeling of evolution of strains in reinforced concrete flexural beams

From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.