22 resultados para Interacting Particle System, martingale problem, mutually catalytic branching, infinite branching rate, dual process, super-random walk
em CentAUR: Central Archive University of Reading - UK
Resumo:
The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation
Resumo:
Numerical weather prediction (NWP) centres use numerical models of the atmospheric flow to forecast future weather states from an estimate of the current state. Variational data assimilation (VAR) is used commonly to determine an optimal state estimate that miminizes the errors between observations of the dynamical system and model predictions of the flow. The rate of convergence of the VAR scheme and the sensitivity of the solution to errors in the data are dependent on the condition number of the Hessian of the variational least-squares objective function. The traditional formulation of VAR is ill-conditioned and hence leads to slow convergence and an inaccurate solution. In practice, operational NWP centres precondition the system via a control variable transform to reduce the condition number of the Hessian. In this paper we investigate the conditioning of VAR for a single, periodic, spatially-distributed state variable. We present theoretical bounds on the condition number of the original and preconditioned Hessians and hence demonstrate the improvement produced by the preconditioning. We also investigate theoretically the effect of observation position and error variance on the preconditioned system and show that the problem becomes more ill-conditioned with increasingly dense and accurate observations. Finally, we confirm the theoretical results in an operational setting by giving experimental results from the Met Office variational system.
Resumo:
A reduction in the numbers of macroinvertebrates present in soil may have a negative effect on soil structure, infiltration rates, and gas exchanges. Soil pollution by metal is known to have a detrimental effect on soil macrofauna. The aim of the present study was to evaluate (1) direct and indirect effects of soil pollution on soil macroinvertebrate bioturbation and (2) effects of the two macroinvertebrate communities found in a polluted and a nonpolluted area (one supposed sensitive, the other tolerant to metals) on burrow systems parameters. Macroinvertebrate porosity was studied using X-ray tomography. Three-dimensional reconstructions and characterisation of the burrow system were obtained using image analysis. Results showed that metal pollution principally affected the spatial distribution of macropores (more macropores were found near the soil surface) and the shape of the burrow system (branching rate was higher in the polluted soil), whereas soil macroinvertebrate composition principally affects burrow density parameters (the number of burrows was higher for the sensitive macroinvertebrate community).
Resumo:
For the very large nonlinear dynamical systems that arise in a wide range of physical, biological and environmental problems, the data needed to initialize a numerical forecasting model are seldom available. To generate accurate estimates of the expected states of the system, both current and future, the technique of ‘data assimilation’ is used to combine the numerical model predictions with observations of the system measured over time. Assimilation of data is an inverse problem that for very large-scale systems is generally ill-posed. In four-dimensional variational assimilation schemes, the dynamical model equations provide constraints that act to spread information into data sparse regions, enabling the state of the system to be reconstructed accurately. The mechanism for this is not well understood. Singular value decomposition techniques are applied here to the observability matrix of the system in order to analyse the critical features in this process. Simplified models are used to demonstrate how information is propagated from observed regions into unobserved areas. The impact of the size of the observational noise and the temporal position of the observations is examined. The best signal-to-noise ratio needed to extract the most information from the observations is estimated using Tikhonov regularization theory. Copyright © 2005 John Wiley & Sons, Ltd.
Resumo:
Space applications are challenged by the reliability of parallel computing systems (FPGAs) employed in space crafts due to Single-Event Upsets. The work reported in this paper aims to achieve self-managing systems which are reliable for space applications by applying autonomic computing constructs to parallel computing systems. A novel technique, 'Swarm-Array Computing' inspired by swarm robotics, and built on the foundations of autonomic and parallel computing is proposed as a path to achieve autonomy. The constitution of swarm-array computing comprising for constituents, namely the computing system, the problem / task, the swarm and the landscape is considered. Three approaches that bind these constituents together are proposed. The feasibility of one among the three proposed approaches is validated on the SeSAm multi-agent simulator and landscapes representing the computing space and problem are generated using the MATLAB.
Resumo:
Garment information tracking is required for clean room garment management. In this paper, we present a camera-based robust system with implementation of Optical Character Reconition (OCR) techniques to fulfill garment label recognition. In the system, a camera is used for image capturing; an adaptive thresholding algorithm is employed to generate binary images; Connected Component Labelling (CCL) is then adopted for object detection in the binary image as a part of finding the ROI (Region of Interest); Artificial Neural Networks (ANNs) with the BP (Back Propagation) learning algorithm are used for digit recognition; and finally the system is verified by a system database. The system has been tested. The results show that it is capable of coping with variance of lighting, digit twisting, background complexity, and font orientations. The system performance with association to the digit recognition rate has met the design requirement. It has achieved real-time and error-free garment information tracking during the testing.
Resumo:
The work reported in this paper proposes Swarm-Array computing, a novel technique inspired by swarm robotics, and built on the foundations of autonomic and parallel computing. The approach aims to apply autonomic computing constructs to parallel computing systems and in effect achieve the self-ware objectives that describe self-managing systems. The constitution of swarm-array computing comprising four constituents, namely the computing system, the problem/task, the swarm and the landscape is considered. Approaches that bind these constituents together are proposed. Space applications employing FPGAs are identified as a potential area for applying swarm-array computing for building reliable systems. The feasibility of a proposed approach is validated on the SeSAm multi-agent simulator and landscapes are generated using the MATLAB toolkit.
Resumo:
We consider an equilibrium birth and death type process for a particle system in infinite volume, the latter is described by the space of all locally finite point configurations on Rd. These Glauber type dynamics are Markov processes constructed for pre-given reversible measures. A representation for the ``carré du champ'' and ``second carré du champ'' for the associate infinitesimal generators L are calculated in infinite volume and for a large class of functions in a generalized sense. The corresponding coercivity identity is derived and explicit sufficient conditions for the appearance and bounds for the size of the spectral gap of L are given. These techniques are applied to Glauber dynamics associated to Gibbs measure and conditions are derived extending all previous known results and, in particular, potentials with negative parts can now be treated. The high temperature regime is extended essentially and potentials with non-trivial negative part can be included. Furthermore, a special class of potentials is defined for which the size of the spectral gap is as least as large as for the free system and, surprisingly, the spectral gap is independent of the activity. This type of potentials should not show any phase transition for a given temperature at any activity.
Resumo:
The no response test is a new scheme in inverse problems for partial differential equations which was recently proposed in [D. R. Luke and R. Potthast, SIAM J. Appl. Math., 63 (2003), pp. 1292–1312] in the framework of inverse acoustic scattering problems. The main idea of the scheme is to construct special probing waves which are small on some test domain. Then the response for these waves is constructed. If the response is small, the unknown object is assumed to be a subset of the test domain. The response is constructed from one, several, or many particular solutions of the problem under consideration. In this paper, we investigate the convergence of the no response test for the reconstruction information about inclusions D from the Cauchy values of solutions to the Helmholtz equation on an outer surface $\partial\Omega$ with $\overline{D} \subset \Omega$. We show that the one‐wave no response test provides a criterion to test the analytic extensibility of a field. In particular, we investigate the construction of approximations for the set of singular points $N(u)$ of the total fields u from one given pair of Cauchy data. Thus, the no response test solves a particular version of the classical Cauchy problem. Also, if an infinite number of fields is given, we prove that a multifield version of the no response test reconstructs the unknown inclusion D. This is the first convergence analysis which could be achieved for the no response test.
Resumo:
Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.
Resumo:
We consider the problem of scattering of time harmonic acoustic waves by an unbounded sound soft surface which is assumed to lie within a finite distance of some plane. The paper is concerned with the study of an equivalent variational formulation of this problem set in a scale of weighted Sobolev spaces. We prove well-posedness of this variational formulation in an energy space with weights which extends previous results in the unweighted setting [S. Chandler-Wilde and P. Monk, SIAM J. Math. Anal., 37 (2005), pp. 598–618] to more general inhomogeneous terms in the Helmholtz equation. In particular, in the two-dimensional case, our approach covers the problem of plane wave incidence, whereas in the three-dimensional case, incident spherical and cylindrical waves can be treated. As a further application of our results, we analyze a finite section type approximation, whereby the variational problem posed on an infinite layer is approximated by a variational problem on a bounded region.
Resumo:
We report numerical results from a study of balance dynamics using a simple model of atmospheric motion that is designed to help address the question of why balance dynamics is so stable. The non-autonomous Hamiltonian model has a chaotic slow degree of freedom (representing vortical modes) coupled to one or two linear fast oscillators (representing inertia-gravity waves). The system is said to be balanced when the fast and slow degrees of freedom are separated. We find adiabatic invariants that drift slowly in time. This drift is consistent with a random-walk behaviour at a speed which qualitatively scales, even for modest time scale separations, as the upper bound given by Neishtadt’s and Nekhoroshev’s theorems. Moreover, a similar type of scaling is observed for solutions obtained using a singular perturbation (‘slaving’) technique in resonant cases where Nekhoroshev’s theorem does not apply. We present evidence that the smaller Lyapunov exponents of the system scale exponentially as well. The results suggest that the observed stability of nearly-slow motion is a consequence of the approximate adiabatic invariance of the fast motion.
Resumo:
The problem of heat conduction in one-dimensional piecewise homogeneous composite materials is examined by providing an explicit solution of the one-dimensional heat equation in each domain. The location of the interfaces is known, but neither temperature nor heat flux are prescribed there. Instead, the physical assumptions of their continuity at the interfaces are the only conditions imposed. The problem of two semi-infinite domains and that of two finite-sized domains are examined in detail. We indicate also how to extend the solution method to the setting of one finite-sized domain surrounded on both sides by semi-infinite domains, and on that of three finite-sized domains.