99 resultados para Stochastic volatility components


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We address the issue of autonomic management in hierarchical component-based distributed systems. The long term aim is to provide a modelling framework for autonomic management in which QoS goals can be defined, plans for system adaptation described and proofs of achievement of goals by (sequences of) adaptations furnished. Here we present an early step on this path. We restrict our focus to skeleton-based systems in order to exploit their well-defined structure. The autonomic cycle is described using the Orc system orchestration language while the plans are presented as structural modifications together with associated costs and benefits. A case study is presented to illustrate the interaction of managers to maintain QoS goals for throughput under varying conditions of resource availability.

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A family of stochastic gradient algorithms and their behaviour in the data echo cancellation work platform are presented. The cost function adaptation algorithms use an error exponent update strategy based on an absolute error mapping, which is updated at every iteration. The quadratic and nonquadratic cost functions are special cases of the new family. Several possible realisations are introduced using these approaches. The noisy error problem is discussed and the digital recursive filter estimator is proposed. The simulation outcomes confirm the effectiveness of the proposed family of algorithms.

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Extraction of dibenzothiophene from dodecane using ionic liquids as the extracting phase has been investigated for a range of ionic liquids with varying cation classes (imidazolium, pyridinium, and pyrrolidinium) and a range of anion types using liquid-liquid partition studies and QSPR (quantitative structure-activity relationship) analysis. The partition ratio of dibenzothiophene to the ionic liquids showed a clear variation with cation class (dimethylpyridinium > methylpyridinium > pyridinium approximate to imidazolium approximate to pyrrolidinium), with much less significant variation with anion type. Polyaromatic quinolinium-based ionic liquids showed even greater extraction potential, but were compromised by higher melting points. For example, 1-butyl-6-methylquinolinium bis{(trifluoromethyl)sulfonyl} amide (mp 47 degrees C) extracted 90% of the available dibenzothiophene from dodecane at 60 degrees C.

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An analytic formulation of dynamic electro-thermally induced nonlinearity is developed for a general resistive element, yielding a self-heating circuit model based on a fractional derivative. The model explains the 10 dB/decade slope of the intermodulation products observed in two-tone testing. Two-tone testing at 400 MHz of attenuators, microwave chip terminations, and coaxial terminations is reported with tone spacing ranging from 1 to 100 Hz.

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We propose a protocol for perfect quantum state transfer that is resilient to a broad class of realistic experimental imperfections, including noise sources that could be modeled either as independent Markovian baths or as certain forms of spatially correlated environments. We highlight interesting connections between the fidelity of state transfer and quantum stochastic resonance effects. The scheme is flexible enough to act as an effective entangling gate for the generation of genuine multipartite entanglement in a control-limited setting. Possible experimental implementations using superconducting qubits are also briefly discussed.

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This research investigated the unconfined flow through dams. The hydraulic conductivity was modeled as spatially random field following lognormal distribution. Results showed that the seepage flow produced from the stochastic solution was smaller than its deterministic value. In addition, the free surface was observed to exit at a point lower than that obtained from the deterministic solution. When the hydraulic conductivity was strongly correlated in the horizontal direction than the vertical direction, the flow through the dam has markedly increased. It is suggested that it may not be necessary to construct a core in dams made from soils that exhibit high degree of variability.