3 resultados para Stochastic Model

em DRUM (Digital Repository at the University of Maryland)


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Recent advances in mobile phone cameras have poised them to take over compact hand-held cameras as the consumer’s preferred camera option. Along with advances in the number of pixels, motion blur removal, face-tracking, and noise reduction algorithms have significant roles in the internal processing of the devices. An undesired effect of severe noise reduction is the loss of texture (i.e. low-contrast fine details) of the original scene. Current established methods for resolution measurement fail to accurately portray the texture loss incurred in a camera system. The development of an accurate objective method to identify the texture preservation or texture reproduction capability of a camera device is important in this regard. The ‘Dead Leaves’ target has been used extensively as a method to measure the modulation transfer function (MTF) of cameras that employ highly non-linear noise-reduction methods. This stochastic model consists of a series of overlapping circles with radii r distributed as r−3, and having uniformly distributed gray level, which gives an accurate model of occlusion in a natural setting and hence mimics a natural scene. This target can be used to model the texture transfer through a camera system when a natural scene is captured. In the first part of our study we identify various factors that affect the MTF measured using the ‘Dead Leaves’ chart. These include variations in illumination, distance, exposure time and ISO sensitivity among others. We discuss the main differences of this method with the existing resolution measurement techniques and identify the advantages. In the second part of this study, we propose an improvement to the current texture MTF measurement algorithm. High frequency residual noise in the processed image contains the same frequency content as fine texture detail, and is sometimes reported as such, thereby leading to inaccurate results. A wavelet thresholding based denoising technique is utilized for modeling the noise present in the final captured image. This updated noise model is then used for calculating an accurate texture MTF. We present comparative results for both algorithms under various image capture conditions.

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This dissertation is devoted to the equations of motion governing the evolution of a fluid or gas at the macroscopic scale. The classical model is a PDE description known as the Navier-Stokes equations. The behavior of solutions is notoriously complex, leading many in the scientific community to describe fluid mechanics using a statistical language. In the physics literature, this is often done in an ad-hoc manner with limited precision about the sense in which the randomness enters the evolution equation. The stochastic PDE community has begun proposing precise models, where a random perturbation appears explicitly in the evolution equation. Although this has been an active area of study in recent years, the existing literature is almost entirely devoted to incompressible fluids. The purpose of this thesis is to take a step forward in addressing this statistical perspective in the setting of compressible fluids. In particular, we study the well posedness for the corresponding system of Stochastic Navier Stokes equations, satisfied by the density, velocity, and temperature. The evolution of the momentum involves a random forcing which is Brownian in time and colored in space. We allow for multiplicative noise, meaning that spatial correlations may depend locally on the fluid variables. Our main result is a proof of global existence of weak martingale solutions to the Cauchy problem set within a bounded domain, emanating from large initial datum. The proof involves a mix of deterministic and stochastic analysis tools. Fundamentally, the approach is based on weak compactness techniques from the deterministic theory combined with martingale methods. Four layers of approximate stochastic PDE's are built and analyzed. A careful study of the probability laws of our approximating sequences is required. We prove appropriate tightness results and appeal to a recent generalization of the Skorohod theorem. This ultimately allows us to deduce analogues of the weak compactness tools of Lions and Feireisl, appropriately interpreted in the stochastic setting.

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Energy Conservation Measure (ECM) project selection is made difficult given real-world constraints, limited resources to implement savings retrofits, various suppliers in the market and project financing alternatives. Many of these energy efficient retrofit projects should be viewed as a series of investments with annual returns for these traditionally risk-averse agencies. Given a list of ECMs available, federal, state and local agencies must determine how to implement projects at lowest costs. The most common methods of implementation planning are suboptimal relative to cost. Federal, state and local agencies can obtain greater returns on their energy conservation investment over traditional methods, regardless of the implementing organization. This dissertation outlines several approaches to improve the traditional energy conservations models. Any public buildings in regions with similar energy conservation goals in the United States or internationally can also benefit greatly from this research. Additionally, many private owners of buildings are under mandates to conserve energy e.g., Local Law 85 of the New York City Energy Conservation Code requires any building, public or private, to meet the most current energy code for any alteration or renovation. Thus, both public and private stakeholders can benefit from this research. The research in this dissertation advances and presents models that decision-makers can use to optimize the selection of ECM projects with respect to the total cost of implementation. A practical application of a two-level mathematical program with equilibrium constraints (MPEC) improves the current best practice for agencies concerned with making the most cost-effective selection leveraging energy services companies or utilities. The two-level model maximizes savings to the agency and profit to the energy services companies (Chapter 2). An additional model presented leverages a single congressional appropriation to implement ECM projects (Chapter 3). Returns from implemented ECM projects are used to fund additional ECM projects. In these cases, fluctuations in energy costs and uncertainty in the estimated savings severely influence ECM project selection and the amount of the appropriation requested. A risk aversion method proposed imposes a minimum on the number of “of projects completed in each stage. A comparative method using Conditional Value at Risk is analyzed. Time consistency was addressed in this chapter. This work demonstrates how a risk-based, stochastic, multi-stage model with binary decision variables at each stage provides a much more accurate estimate for planning than the agency’s traditional approach and deterministic models. Finally, in Chapter 4, a rolling-horizon model allows for subadditivity and superadditivity of the energy savings to simulate interactive effects between ECM projects. The approach makes use of inequalities (McCormick, 1976) to re-express constraints that involve the product of binary variables with an exact linearization (related to the convex hull of those constraints). This model additionally shows the benefits of learning between stages while remaining consistent with the single congressional appropriations framework.