63 resultados para Stochastic Integral


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Extreme arid regions in the worlds' major deserts are typified by quartz pavement terrain. Cryptic hypolithic communities colonize the ventral surface of quartz rocks and this habitat is characterized by a relative lack of environmental and trophic complexity. Combined with readily identifiable major environmental stressors this provides a tractable model system for determining the relative role of stochastic and deterministic drivers in community assembly. Through analyzing an original, worldwide data set of 16S rRNA-gene defined bacterial communities from the most extreme deserts on the Earth, we show that functional assemblages within the communities were subject to different assembly influences. Null models applied to the photosynthetic assemblage revealed that stochastic processes exerted most effect on the assemblage, although the level of community dissimilarity varied between continents in a manner not always consistent with neutral models. The heterotrophic assemblages displayed signatures of niche processes across four continents, whereas in other cases they conformed to neutral predictions. Importantly, for continents where neutrality was either rejected or accepted, assembly drivers differed between the two functional groups. This study demonstrates that multi-trophic microbial systems may not be fully described by a single set of niche or neutral assembly rules and that stochasticity is likely a major determinant of such systems, with significant variation in the influence of these determinants on a global scale.

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We investigate the acceleration of particles by Alfven waves via the second-order Fermi process in the lobes of giant radio galaxies. Such sites are candidates for the accelerators of ultra-high-energy cosmic rays (UHECR). We focus on the nearby Fanaroff-Riley type I radio galaxy Centaurus A. This is motivated by the coincidence of its position with the arrival direction of several of the highest energy Auger events. The conditions necessary for consistency with the acceleration time-scales predicted by quasi-linear theory are reviewed. Test particle calculations are performed in fields which guarantee electric fields with no component parallel to the local magnetic field. The results of quasi-linear theory are, to an order of magnitude, found to be accurate at low turbulence levels for non-relativistic Alfven waves and at both low and high turbulence levels in the mildly relativistic case. We conclude that for pure stochastic acceleration via Alfven waves to be plausible as the generator of UHECR in Cen A, the baryon number density would need to be several orders of magnitude below currently held upper limits.

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A new approach for extracting stress intensity factors (SIFs) by the element-free Galerkin (EFG) class of methods through a modified crack closure integral (MCCI) scheme is proposed. Its primary feature is that it allows accurate calculation of mode I and mode II SIFs with a relatively simple and straightforward analysis even when a coarser nodal density is employed. The details of the adoption of the MCCI technique in the EFG method are described. Its performance is demonstrated through a number of case studies including mixed-mode and thermal problems in linear elastic fracture mechanics (LEFM). The results are compared with published theoretical solutions and those based on the displacement method, stress method, crack closure integral in conjunction with local smoothing (CCI–LS) technique, as well as the M-integral method. Its advantages are discussed.

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Smart management of maintenances has become fundamental in manufacturing environments in order to decrease downtime and costs associated with failures. Predictive Maintenance (PdM) systems based on Machine Learning (ML) techniques have the possibility with low added costs of drastically decrease failures-related expenses; given the increase of availability of data and capabilities of ML tools, PdM systems are becoming really popular, especially in semiconductor manufacturing. A PdM module based on Classification methods is presented here for the prediction of integral type faults that are related to machine usage and stress of equipment parts. The module has been applied to an important class of semiconductor processes, ion-implantation, for the prediction of ion-source tungsten filament breaks. The PdM has been tested on a real production dataset. © 2013 IEEE.

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In semiconductor fabrication processes, effective management of maintenance operations is fundamental to decrease costs associated with failures and downtime. Predictive Maintenance (PdM) approaches, based on statistical methods and historical data, are becoming popular for their predictive capabilities and low (potentially zero) added costs. We present here a PdM module based on Support Vector Machines for prediction of integral type faults, that is, the kind of failures that happen due to machine usage and stress of equipment parts. The proposed module may also be employed as a health factor indicator. The module has been applied to a frequent maintenance problem in semiconductor manufacturing industry, namely the breaking of the filament in the ion-source of ion-implantation tools. The PdM has been tested on a real production dataset. © 2013 IEEE.

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In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages. This has resulted in an explosion of stochastic mortality models forecasting trends in mortality data to anticipate future life expectancy and hence quantify the costs of providing for future aging populations. Many stochastic models of mortality rates identify linear trends in mortality rates by time, age, and cohort and forecast these trends into the future by using standard statistical methods. These approaches rely on the assumption that structural breaks in the trend do not exist or do not have a significant impact on the mortality forecasts. Recent literature has started to question this assumption. In this paper, we carry out a comprehensive investigation of the presence or of structural breaks in a selection of leading mortality models. We find that structural breaks are present in the majority of cases. In particular, we find that allowing for structural break, where present, improves the forecast result significantly.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

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We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments.

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In open-shell atoms and ions, processes such as photoionization, combination (Raman) scattering, electron scattering, and recombination are often mediated by many-electron compound resonances. We show that their interference (neglected in the independent-resonance approximation) leads to a coherent contribution, which determines the energy-averaged total cross sections of electron- and photon-induced reactions obtained using the optical theorem. In contrast, the partial cross sections (e.g., electron recombination or photon Raman scattering) are dominated by the stochastic contributions. Thus, the optical theorem provides a link between the stochastic and coherent contributions of the compound resonances. Similar conclusions are valid for reactions via compound states in molecules and nuclei.

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We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands gP1, rP1, iP1, and zP1. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host galaxy offsets, to define a robust photometric sample of 1233 AGNs and 812 SNe. With these two samples, we characterize their variability and host galaxy properties, and identify simple photometric priors that would enable their real-time identification in future wide-field synoptic surveys.

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In a recent paper (Automatica 49 (2013) 2860–2866), the Wirtinger-based inequality has been introduced to derive tractable stability conditions for time-delay or sampled-data systems. We point out that there exist two errors in Theorem 8 for the stability analysis of sampled-data systems, and the correct theorem is presented.

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This paper is concerned with the analysis of the stability of delayed recurrent neural networks. In contrast to the widely used Lyapunov–Krasovskii functional approach, a new method is developed within the integral quadratic constraints framework. To achieve this, several lemmas are first given to propose integral quadratic separators to characterize the original delayed neural network. With these, the network is then reformulated as a special form of feedback-interconnected system by choosing proper integral quadratic constraints. Finally, new stability criteria are established based on the proposed approach. Numerical examples are given to illustrate the effectiveness of the new approach.

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In this study we investigate the influence of the implementation of multidimensional engagement on students’ academic, social and emotional outcomes in the teaching of Operations and Supply Chain Management (OSCM) modules. Next to the academic and behavioural engagement dimensions, which are traditionally used to engage students in OSCM courses, we also incorporate a cognitive dimension to enhance integral student engagement. Up to know, integral student engagement is not reported in the OSCM literature. Cognitive engagement is based on implementation of summative self- and peer-assessment of weekly assignments. Our investigation is based on action research, conducted in an OSCM module over two consecutive years. We found that, in general, multidimensional engagement results in higher levels of academic performance, development of relationships with academic staff and their peers and emotional satisfaction. These findings are discussed in relation to several contextual factors: nature of the study material, gender, and the home location of students.

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This paper investigated the problem of confined flow under dams and water retaining structuresusing stochastic modelling. The approach advocated in the study combined a finite elementsmethod based on the equation governing the dynamics of incompressible fluid flow through aporous medium with a random field generator that generates random hydraulic conductivity basedon lognormal probability distribution. The resulting model was then used to analyse confined flowunder a hydraulic structure. Cases for a structure provided with cutoff wall and when the wall didnot exist were both tested. Various statistical parameters that reflected different degrees ofheterogeneity were examined and the changes in the mean seepage flow, the mean uplift forceand the mean exit gradient observed under the structure were analysed. Results reveal that underheterogeneous conditions, the reduction made by the sheetpile in the uplift force and exit hydraulicgradient may be underestimated when deterministic solutions are used.