137 resultados para Stochastic quantization
em Indian Institute of Science - Bangalore - Índia
Resumo:
This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.
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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.
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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.
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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.
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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.
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Possible integration of Single Electron Transistor (SET) with CMOS technology is making the study of semiconductor SET more important than the metallic SET and consequently, the study of energy quantization effects on semiconductor SET devices and circuits is gaining significance. In this paper, for the first time, the effects of energy quantization on SET inverter performance are examined through analytical modeling and Monte Carlo simulations. It is observed that the primary effect of energy quantization is to change the Coulomb Blockade region and drain current of SET devices and as a result affects the noise margin, power dissipation, and the propagation delay of SET inverter. A new model for the noise margin of SET inverter is proposed which includes the energy quantization effects. Using the noise margin as a metric, the robustness of SET inverter is studied against the effects of energy quantization. It is shown that SET inverter designed with CT : CG = 1/3 (where CT and CG are tunnel junction and gate capacitances respectively) offers maximum robustness against energy quantization.
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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.
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We address the issue of complexity for vector quantization (VQ) of wide-band speech LSF (line spectrum frequency) parameters. The recently proposed switched split VQ (SSVQ) method provides better rate-distortion (R/D) performance than the traditional split VQ (SVQ) method, even at the requirement of lower computational complexity. but at the expense of much higher memory. We develop the two stage SVQ (TsSVQ) method, by which we gain both the memory and computational advantages and still retain good R/D performance. The proposed TsSVQ method uses a full dimensional quantizer in its first stage for exploiting all the higher dimensional coding advantages and then, uses an SVQ method for quantizing the residual vector in the second stage so as to reduce the complexity. We also develop a transform domain residual coding method in this two stage architecture such that it further reduces the computational complexity. To design an effective residual codebook in the second stage, variance normalization of Voronoi regions is carried out which leads to the design of two new methods, referred to as normalized two stage SVQ (NTsSVQ) and normalized two stage transform domain SVQ (NTsTrSVQ). These two new methods have complimentary strengths and hence, they are combined in a switched VQ mode which leads to the further improvement in R/D performance, but retaining the low complexity requirement. We evaluate the performances of new methods for wide-band speech LSF parameter quantization and show their advantages over established SVQ and SSVQ methods.
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In this paper, for the first time, the effects of energy quantization on single electron transistor (SET) inverter performance are analyzed through analytical modeling and Monte Carlo simulations. It is shown that energy quantization mainly changes the Coulomb blockade region and drain current of SET devices and thus affects the noise margin, power dissipation, and the propagation delay of SET inverter. A new analytical model for the noise margin of SET inverter is proposed which includes the energy quantization effects. Using the noise margin as a metric, the robustness of SET inverter is studied against the effects of energy quantization. A compact expression is developed for a novel parameter quantization threshold which is introduced for the first time in this paper. Quantization threshold explicitly defines the maximum energy quantization that an SET inverter logic circuit can withstand before its noise margin falls below a specified tolerance level. It is found that SET inverter designed with CT:CG=1/3 (where CT and CG are tunnel junction and gate capacitances, respectively) offers maximum robustness against energy quantization.
Efficient implementations of a pseudodynamical stochastic filtering strategy for static elastography
Resumo:
A computationally efficient pseudodynamical filtering setup is established for elasticity imaging (i.e., reconstruction of shear modulus distribution) in soft-tissue organs given statically recorded and partially measured displacement data. Unlike a regularized quasi-Newton method (QNM) that needs inversion of ill-conditioned matrices, the authors explore pseudodynamic extended and ensemble Kalman filters (PD-EKF and PD-EnKF) that use a parsimonious representation of states and bypass explicit regularization by recursion over pseudotime. Numerical experiments with QNM and the two filters suggest that the PD-EnKF is the most robust performer as it exhibits no sensitivity to process noise covariance and yields good reconstruction even with small ensemble sizes.
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The current-biased single electron transistor (SET) (CBS) is an integral part of almost all hybrid CMOS SET circuits. In this paper, for the first time, the effects of energy quantization on the performance of CBS-based circuits are studied through analytical modeling and Monte Carlo simulations. It is demonstrated that energy quantization has no impact on the gain of the CBS characteristics, although it changes the output voltage levels and oscillation periodicity. The effects of energy quantization are further studied for two circuits: negative differential resistance (NDR) and neuron cell, which use the CBS. A new model for the conductance of NDR characteristics is also formulated that includes the energy quantization term.
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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.
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Syntheses of protein molecules in a cell are carried out by ribosomes.A ribosome can be regarded as a molecular motor which utilizes the input chemical energy to move on a messenger RNA (mRNA) track that also serves as a template for the polymerization of the corresponding protein. The forward movement, however, is characterized by an alternating sequence of translocation and pause. Using a quantitative model, which captures the mechanochemical cycle of an individual ribosome, we derive an exact analytical expression for the distribution of its dwell times at the successive positions on the mRNA track. Inverse of the average dwell time satisfies a Michaelis-Menten-type'' equation and is consistent with the general formula for the average velocity of a molecular motor with an unbranched mechanochemical cycle. Extending this formula appropriately, we also derive the exact force-velocity relation for a ribosome. Often many ribosomes each synthesizes a copy of the same protein. We extend the model of a single ribosome by incorporating steric exclusion of different individuals on the same track. We draw the phase diagram of this model of ribosome traffic in three-dimensional spaces spanned by experimentally controllable parameters. We suggest new experimental tests of our theoretical predictions.
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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.
Resumo:
Abstract is not available.