Stochastic modelling of monthly rainfall

A transformation is suggested which can transform a non-Gaussian monthly hydrological time series into a Gaussian one. The suggested approach is verified with data of ten Indian rainfall time series. Incidentally, it is observed that once the deterministic trends are removed, the transformation leads to an uncorrelated process for monthly rainfall. The procedure for normalization is general enough in that it should be also applicable to river discharges. This is verified to a limited extent by considering data of two Indian river discharges.

Stochastic modelling of flexible manufacturing systems

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.

Constraining complex aquifer geometry with geophysics (2-D ERT and MRS measurements) for stochastic modelling of groundwater flow

Stochastic modelling is a useful way of simulating complex hard-rock aquifers as hydrological properties (permeability, porosity etc.) can be described using random variables with known statistics. However, very few studies have assessed the influence of topological uncertainty (i.e. the variability of thickness of conductive zones in the aquifer), probably because it is not easy to retrieve accurate statistics of the aquifer geometry, especially in hard rock context. In this paper, we assessed the potential of using geophysical surveys to describe the geometry of a hard rock-aquifer in a stochastic modelling framework. The study site was a small experimental watershed in South India, where the aquifer consisted of a clayey to loamy-sandy zone (regolith) underlain by a conductive fissured rock layer (protolith) and the unweathered gneiss (bedrock) at the bottom. The spatial variability of the thickness of the regolith and fissured layers was estimated by electrical resistivity tomography (ERT) profiles, which were performed along a few cross sections in the watershed. For stochastic analysis using Monte Carlo simulation, the generated random layer thickness was made conditional to the available data from the geophysics. In order to simulate steady state flow in the irregular domain with variable geometry, we used an isoparametric finite element method to discretize the flow equation over an unstructured grid with irregular hexahedral elements. The results indicated that the spatial variability of the layer thickness had a significant effect on reducing the simulated effective steady seepage flux and that using the conditional simulations reduced the uncertainty of the simulated seepage flux. As a conclusion, combining information on the aquifer geometry obtained from geophysical surveys with stochastic modelling is a promising methodology to improve the simulation of groundwater flow in complex hard-rock aquifers. (C) 2013 Elsevier B.V. All rights reserved.

Performance modelling of a fault-tolerant real-time multiprocessor using stochastic Petri nets

The fault-tolerant multiprocessor (ftmp) is a bus-based multiprocessor architecture with real-time and fault- tolerance features and is used in critical aerospace applications. A preliminary performance evaluation is of crucial importance in the design of such systems. In this paper, we review stochastic Petri nets (spn) and developspn-based performance models forftmp. These performance models enable efficient computation of important performance measures such as processing power, bus contention, bus utilization, and waiting times.

Modelling of solute transport in a mild heterogeneous porous medium using stochastic finite element method: Effects of random source conditions

Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.

Stochastic differential games with multiple modes

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Fluctuations in protein synthesis from a single RNA template: Stochastic kinetics of ribosomes

Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them-namely, the dwell time distribution-has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.

Intermittent Dynamics, Stochastic Resonance and Dynamical Heterogeneity in Supercooled Liquid Water

Here we find through computer simulations and theoretical analysis that the low temperature thermodynamic anomalies of liquid water arises from the intermittent fluctuation between its high density and low density forms, consisting largely of 5-coordinated and 4-coordinated water molecules, respectively. The fluctuations exhibit strong dynamic heterogeneity (defined by the four point time correlation function), accompanied by a divergence like growth of the dynamic correlation length, of the type encountered in fragile supercooled liquids. The intermittency has been explained by invoking a two state model often employed to understand stochastic resonance, with the relevant periodic perturbation provided here by the fluctuation of the total volume of the system.

Fuzzy Logic-Based Approaches in Water Resource System Modelling

Recent research in modelling uncertainty in water resource systems has highlighted the use of fuzzy logic-based approaches. A number of research contributions exist in the literature that deal with uncertainty in water resource systems including fuzziness, subjectivity, imprecision and lack of adequate data. This chapter presents a broad overview of the fuzzy logic-based approaches adopted in addressing uncertainty in water resource systems modelling. Applications of fuzzy rule-based systems and fuzzy optimisation are then discussed. Perspectives on the scope for further research are presented.

Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Response And Stability Of A Stochastic Beam-Column Using Stochastic Fem

A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.

Influence of time step in the simulation modelling of evapotranspiration

Three simulations of evapotranspiration were done with two values of time step,viz 10 min and one day. Inputs to the model were weather data, including directly measured upward and downward radiation, and soil characteristics. Three soils were used for each simulation. Analysis of the results shows that the time step has a direct influence on the prediction of potential evapotranspiration, but a complex interaction of this effect with the soil moisture characteristic, rate of increase of ground cover and bare soil evaporation determines the actual transpiration predicted. The results indicate that as small a time step as possible should be used in the simulation.

Adsorption isotherms for neutral organic compounds-A hierarchy in modelling: Part II

A two-state model allowing for size disparity between the solvent and the adsorbate is analysed to derive the adsorption isotherm for electrosorption of organic compounds. Explicity, the organic adsorbate is assumed to occupy "n" lattice sites at the interface as compared to "one" by the solvent. The model parameters are the respective permanent and induced dipole moments apart from the nearest neighbour distance. The coulombic interactions due to permanent and induced dipole moments, discreteness of charge effects, and short-range and specific substrate interactions have all been incorporated. The adsorption isotherm is then derived using mean field approximation (MFA) and is found to be more general than the earlier multi-site versions of Bockris and Swinkels, Mohilner et al., and Bennes, as far as the entropy contributions are concerned. The role of electrostatic forces is explicity reflected in the adsorption isotherm via the Gibbs energy of adsorption term which itself is a quadratic function of the electrode charge-density. The approximation implicit in the adsorption isotherm of Mohilner et al. or Bennes is indicated briefly.

Adsorption isotherms for neutral organic compounds-A hierarchy in modelling: Part III

A simple three-state model permitting two different configurational states for the solvent, together with one for the organic adsorbate, is analysed to derive the adsorption isotherm. The implications of this model regarding pseudo-two-state and pseudo-Frumkin adsorption isotherms are indicated. A critique of the earlier theory of Bockris, Devanathan and Müller is presented in brief.