Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Meta-models, environment and layers: agent-oriented engineering of complex systems

Traditional software engineering approaches and metaphors fall short when applied to areas of growing relevance such as electronic commerce, enterprise resource planning, and mobile computing: such areas, in fact, generally call for open architectures that may evolve dynamically over time so as to accommodate new components and meet new requirements. This is probably one of the main reasons that the agent metaphor and the agent-oriented paradigm are gaining momentum in these areas. This thesis deals with the engineering of complex software systems in terms of the agent paradigm. This paradigm is based on the notions of agent and systems of interacting agents as fundamental abstractions for designing, developing and managing at runtime typically distributed software systems. However, today the engineer often works with technologies that do not support the abstractions used in the design of the systems. For this reason the research on methodologies becomes the basic point in the scientific activity. Currently most agent-oriented methodologies are supported by small teams of academic researchers, and as a result, most of them are in an early stage and still in the first context of mostly \academic" approaches for agent-oriented systems development. Moreover, such methodologies are not well documented and very often defined and presented only by focusing on specific aspects of the methodology. The role played by meta- models becomes fundamental for comparing and evaluating the methodologies. In fact a meta-model specifies the concepts, rules and relationships used to define methodologies. Although it is possible to describe a methodology without an explicit meta-model, formalising the underpinning ideas of the methodology in question is valuable when checking its consistency or planning extensions or modifications. A good meta-model must address all the different aspects of a methodology, i.e. the process to be followed, the work products to be generated and those responsible for making all this happen. In turn, specifying the work products that must be developed implies dening the basic modelling building blocks from which they are built. As a building block, the agent abstraction alone is not enough to fully model all the aspects related to multi-agent systems in a natural way. In particular, different perspectives exist on the role that environment plays within agent systems: however, it is clear at least that all non-agent elements of a multi-agent system are typically considered to be part of the multi-agent system environment. The key role of environment as a first-class abstraction in the engineering of multi-agent system is today generally acknowledged in the multi-agent system community, so environment should be explicitly accounted for in the engineering of multi-agent system, working as a new design dimension for agent-oriented methodologies. At least two main ingredients shape the environment: environment abstractions - entities of the environment encapsulating some functions -, and topology abstractions - entities of environment that represent the (either logical or physical) spatial structure. In addition, the engineering of non-trivial multi-agent systems requires principles and mechanisms for supporting the management of the system representation complexity. These principles lead to the adoption of a multi-layered description, which could be used by designers to provide different levels of abstraction over multi-agent systems. The research in these fields has lead to the formulation of a new version of the SODA methodology where environment abstractions and layering principles are exploited for en- gineering multi-agent systems.

Complex sochastic boolean systems : new properties of the intrinsic order graph

[EN]A complex stochastic Boolean system (CSBS) is a system depending on an arbitrary number n of stochastic Boolean variables. The analysis of CSBSs is mainly based on the intrinsic order: a partial order relation defined on the set f0; 1gn of binary n-tuples. The usual graphical representation for a CSBS is the intrinsic order graph: the Hasse diagram of the intrinsic order. In this paper, some new properties of the intrinsic order graph are studied. Particularly, the set and the number of its edges, the degree and neighbors of each vertex, as well as typical properties, such as the symmetry and fractal structure of this graph, are analyzed…

Self-organising coordination systems

Many research fields are pushing the engineering of large-scale, mobile, and open systems towards the adoption of techniques inspired by self-organisation: pervasive computing, but also distributed artificial intelligence, multi-agent systems, social networks, peer-topeer and grid architectures exploit adaptive techniques to make global system properties emerge in spite of the unpredictability of interactions and behaviour. Such a trend is visible also in coordination models and languages, whenever a coordination infrastructure needs to cope with managing interactions in highly dynamic and unpredictable environments. As a consequence, self-organisation can be regarded as a feasible metaphor to define a radically new conceptual coordination framework. The resulting framework defines a novel coordination paradigm, called self-organising coordination, based on the idea of spreading coordination media over the network, and charge them with services to manage interactions based on local criteria, resulting in the emergence of desired and fruitful global coordination properties of the system. Features like topology, locality, time-reactiveness, and stochastic behaviour play a key role in both the definition of such a conceptual framework and the consequent development of self-organising coordination services. According to this framework, the thesis presents several self-organising coordination techniques developed during the PhD course, mainly concerning data distribution in tuplespace-based coordination systems. Some of these techniques have been also implemented in ReSpecT, a coordination language for tuple spaces, based on logic tuples and reactions to events occurring in a tuple space. In addition, the key role played by simulation and formal verification has been investigated, leading to analysing how automatic verification techniques like probabilistic model checking can be exploited in order to formally prove the emergence of desired behaviours when dealing with coordination approaches based on self-organisation. To this end, a concrete case study is presented and discussed.

Hybrid Methods for Resource Allocation and Scheduling Problems in Deterministic and Stochastic Environments

This work presents exact, hybrid algorithms for mixed resource Allocation and Scheduling problems; in general terms, those consist into assigning over time finite capacity resources to a set of precedence connected activities. The proposed methods have broad applicability, but are mainly motivated by applications in the field of Embedded System Design. In particular, high-performance embedded computing recently witnessed the shift from single CPU platforms with application-specific accelerators to programmable Multi Processor Systems-on-Chip (MPSoCs). Those allow higher flexibility, real time performance and low energy consumption, but the programmer must be able to effectively exploit the platform parallelism. This raises interest in the development of algorithmic techniques to be embedded in CAD tools; in particular, given a specific application and platform, the objective if to perform optimal allocation of hardware resources and to compute an execution schedule. On this regard, since embedded systems tend to run the same set of applications for their entire lifetime, off-line, exact optimization approaches are particularly appealing. Quite surprisingly, the use of exact algorithms has not been well investigated so far; this is in part motivated by the complexity of integrated allocation and scheduling, setting tough challenges for ``pure'' combinatorial methods. The use of hybrid CP/OR approaches presents the opportunity to exploit mutual advantages of different methods, while compensating for their weaknesses. In this work, we consider in first instance an Allocation and Scheduling problem over the Cell BE processor by Sony, IBM and Toshiba; we propose three different solution methods, leveraging decomposition, cut generation and heuristic guided search. Next, we face Allocation and Scheduling of so-called Conditional Task Graphs, explicitly accounting for branches with outcome not known at design time; we extend the CP scheduling framework to effectively deal with the introduced stochastic elements. Finally, we address Allocation and Scheduling with uncertain, bounded execution times, via conflict based tree search; we introduce a simple and flexible time model to take into account duration variability and provide an efficient conflict detection method. The proposed approaches achieve good results on practical size problem, thus demonstrating the use of exact approaches for system design is feasible. Furthermore, the developed techniques bring significant contributions to combinatorial optimization methods.

The grain-scale distribution and behaviour of melt and fluid in crystalline analogue systems

The production, segregation and migration of melt and aqueous fluids (henceforth called liquid) plays an important role for the transport of mass and energy within the mantle and the crust of the Earth. Many properties of large-scale liquid migration processes such as the permeability of a rock matrix or the initial segregation of newly formed liquid from the host-rock depends on the grain-scale distribution and behaviour of liquid. Although the general mechanisms of liquid distribution at the grain-scale are well understood, the influence of possibly important modifying processes such as static recrystallization, deformation, and chemical disequilibrium on the liquid distribution is not well constrained. For this thesis analogue experiments were used that allowed to investigate the interplay of these different mechanisms in-situ. In high-temperature environments where melts are produced, the grain-scale distribution in “equilibrium” is fully determined by the liquid fraction and the ratio between the solid-solid and the solid-liquid surface energy. The latter is commonly expressed as the dihedral or wetting angle between two grains and the liquid phase (Chapter 2). The interplay of this “equilibrium” liquid distribution with ongoing surface energy driven recrystallization is investigated in Chapter 4 and 5 with experiments using norcamphor plus ethanol liquid. Ethanol in contact with norcamphor forms a wetting angle of about 25°, which is similar to reported angles of rock-forming minerals in contact with silicate melt. The experiments in Chapter 4 show that previously reported disequilibrium features such as trapped liquid lenses, fully-wetted grain boundaries, and large liquid pockets can be explained by the interplay of the liquid with ongoing recrystallization. Closer inspection of dihedral angles in Chapter 5 reveals that the wetting angles are themselves modified by grain coarsening. Ongoing recrystallization constantly moves liquid-filled triple junctions, thereby altering the wetting angles dynamically as a function of the triple junction velocity. A polycrystalline aggregate will therefore always display a range of equilibrium and dynamic wetting angles at raised temperature, rather than a single wetting angle as previously thought. For the deformation experiments partially molten KNO3–LiNO3 experiments were used in addition to norcamphor–ethanol experiments (Chapter 6). Three deformation regimes were observed. At a high bulk liquid fraction >10 vol.% the aggregate deformed by compaction and granular flow. At a “moderate” liquid fraction, the aggregate deformed mainly by grain boundary sliding (GBS) that was localized into conjugate shear zones. At a low liquid fraction, the grains of the aggregate formed a supporting framework that deformed internally by crystal plastic deformation or diffusion creep. Liquid segregation was most efficient during framework deformation, while GBS lead to slow liquid segregation or even liquid dispersion in the deforming areas.

Atomic force microscopy of biomimetic systems

This thesis was driven by the ambition to create suitable model systems that mimic complex processes in nature, like intramolecular transitions, such as unfolding and refolding of proteins, or intermolecular interactions between different cell compo-nents. Novel biophysical approaches were adopted by employing atomic force mi-croscopy (AFM) as the main measurement technique due to its broad diversity. Thus, high-resolution imaging, adhesion measurements, and single-molecule force distance experiments were performed on the verge of the instrumental capabilities. As first objective, the interaction between plasma membrane and cytoskeleton, me-diated by the linker protein ezrin, was pursued. Therefore, the adsorption process and the lateral organization of ezrin on PIP2 containing solid-supported membranes were characterized and quantified as a fundament for the establishment of a biomimetic model system. As second component of the model system, actin filaments were coated on functionalized colloidal probes attached on cantilevers, serving as sensor elements. The zealous endeavor of creating this complex biomimetic system was rewarded by successful investigation of the activation process of ezrin. As a result, it can be stated that ezrin is activated by solely binding to PIP2 without any further stimulating agents. Additional cofactors may stabilize and prolong the active conformation but are not essentially required for triggering ezrin’s transformation into an active conformation. In the second project, single-molecule force distance experiments were performed on bis-loop tetra-urea calix[4]arene-catenanes with different loading rates (increase in force per second). These macromolecules were specifically designed to investigate the rupture and rejoining mechanism of hydrogen bonds under external load. The entangled loops of capsule-like molecules locked the unbound state of intramolecular hydrogen bonds mechanically, rendering a rebinding observable on the experimental time scale. In conjunction with Molecular Dynamics simulations, a three-well potential of the bond rupture process was established and all kinetically relevant parameters of the experiments were determined by means of Monte Carlo simulations and stochastic modeling. In summary, it can be stated that atomic force microscopy is an invaluable tool to scrutinize relevant processes in nature, such as investigating activation mechanisms in proteins, as shown by analysis of the interaction between F-actin and ezrin, as well as exploring fundamental properties of single hydrogen bonds that are of paramount interest for the complete understanding of complex supramolecular structures.

Parallel Architectures for Many-Core Systems-On-Chip in Deep Sub-Micron Technology

Despite the several issues faced in the past, the evolutionary trend of silicon has kept its constant pace. Today an ever increasing number of cores is integrated onto the same die. Unfortunately, the extraordinary performance achievable by the many-core paradigm is limited by several factors. Memory bandwidth limitation, combined with inefficient synchronization mechanisms, can severely overcome the potential computation capabilities. Moreover, the huge HW/SW design space requires accurate and flexible tools to perform architectural explorations and validation of design choices. In this thesis we focus on the aforementioned aspects: a flexible and accurate Virtual Platform has been developed, targeting a reference many-core architecture. Such tool has been used to perform architectural explorations, focusing on instruction caching architecture and hybrid HW/SW synchronization mechanism. Beside architectural implications, another issue of embedded systems is considered: energy efficiency. Near Threshold Computing is a key research area in the Ultra-Low-Power domain, as it promises a tenfold improvement in energy efficiency compared to super-threshold operation and it mitigates thermal bottlenecks. The physical implications of modern deep sub-micron technology are severely limiting performance and reliability of modern designs. Reliability becomes a major obstacle when operating in NTC, especially memory operation becomes unreliable and can compromise system correctness. In the present work a novel hybrid memory architecture is devised to overcome reliability issues and at the same time improve energy efficiency by means of aggressive voltage scaling when allowed by workload requirements. Variability is another great drawback of near-threshold operation. The greatly increased sensitivity to threshold voltage variations in today a major concern for electronic devices. We introduce a variation-tolerant extension of the baseline many-core architecture. By means of micro-architectural knobs and a lightweight runtime control unit, the baseline architecture becomes dynamically tolerant to variations.

Numerical studies of colloidal systems

The interplay of hydrodynamic and electrostatic forces is of great importance for the understanding of colloidal dispersions. Theoretical descriptions are often based on the so called standard electrokinetic model. This Mean Field approach combines the Stokes equation for the hydrodynamic flow field, the Poisson equation for electrostatics and a continuity equation describing the evolution of the ion concentration fields. In the first part of this thesis a new lattice method is presented in order to efficiently solve the set of non-linear equations for a charge-stabilized colloidal dispersion in the presence of an external electric field. Within this framework, the research is mainly focused on the calculation of the electrophoretic mobility. Since this transport coefficient is independent of the electric field only for small driving, the algorithm is based upon a linearization of the governing equations. The zeroth order is the well known Poisson-Boltzmann theory and the first order is a coupled set of linear equations. Furthermore, this set of equations is divided into several subproblems. A specialized solver for each subproblem is developed, and various tests and applications are discussed for every particular method. Finally, all solvers are combined in an iterative procedure and applied to several interesting questions, for example, the effect of the screening mechanism on the electrophoretic mobility or the charge dependence of the field-induced dipole moment and ion clouds surrounding a weakly charged sphere. In the second part a quantitative data analysis method is developed for a new experimental approach, known as "Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy" (TIR-FCCS). The TIR-FCCS setup is an optical method using fluorescent colloidal particles to analyze the flow field close to a solid-fluid interface. The interpretation of the experimental results requires a theoretical model, which is usually the solution of a convection-diffusion equation. Since an analytic solution is not available due to the form of the flow field and the boundary conditions, an alternative numerical approach is presented. It is based on stochastic methods, i. e. a combination of a Brownian Dynamics algorithm and Monte Carlo techniques. Finally, experimental measurements for a hydrophilic surface are analyzed using this new numerical approach.

Periodicities in the Hodgkin-Huxley model and versions of this model with stochastic input

A field of computational neuroscience develops mathematical models to describe neuronal systems. The aim is to better understand the nervous system. Historically, the integrate-and-fire model, developed by Lapique in 1907, was the first model describing a neuron. In 1952 Hodgkin and Huxley [8] described the so called Hodgkin-Huxley model in the article “A Quantitative Description of Membrane Current and Its Application to Conduction and Excitation in Nerve”. The Hodgkin-Huxley model is one of the most successful and widely-used biological neuron models. Based on experimental data from the squid giant axon, Hodgkin and Huxley developed their mathematical model as a four-dimensional system of first-order ordinary differential equations. One of these equations characterizes the membrane potential as a process in time, whereas the other three equations depict the opening and closing state of sodium and potassium ion channels. The membrane potential is proportional to the sum of ionic current flowing across the membrane and an externally applied current. For various types of external input the membrane potential behaves differently. This thesis considers the following three types of input: (i) Rinzel and Miller [15] calculated an interval of amplitudes for a constant applied current, where the membrane potential is repetitively spiking; (ii) Aihara, Matsumoto and Ikegaya [1] said that dependent on the amplitude and the frequency of a periodic applied current the membrane potential responds periodically; (iii) Izhikevich [12] stated that brief pulses of positive and negative current with different amplitudes and frequencies can lead to a periodic response of the membrane potential. In chapter 1 the Hodgkin-Huxley model is introduced according to Izhikevich [12]. Besides the definition of the model, several biological and physiological notes are made, and further concepts are described by examples. Moreover, the numerical methods to solve the equations of the Hodgkin-Huxley model are presented which were used for the computer simulations in chapter 2 and chapter 3. In chapter 2 the statements for the three different inputs (i), (ii) and (iii) will be verified, and periodic behavior for the inputs (ii) and (iii) will be investigated. In chapter 3 the inputs are embedded in an Ornstein-Uhlenbeck process to see the influence of noise on the results of chapter 2.

Stochastic foundations of dynamic trade and labor market models

This dissertation consists of three self-contained papers that are related to two main topics. In particular, the first and third studies focus on labor market modeling, whereas the second essay presents a dynamic international trade setup.rnrnIn Chapter "Expenses on Labor Market Reforms during Transitional Dynamics", we investigate the arising costs of a potential labor market reform from a government point of view. To analyze various effects of unemployment benefits system changes, this chapter develops a dynamic model with heterogeneous employed and unemployed workers.rn rnIn Chapter "Endogenous Markup Distributions", we study how markup distributions adjust when a closed economy opens up. In order to perform this analysis, we first present a closed-economy general-equilibrium industry dynamics model, where firms enter and exit markets, and then extend our analysis to the open-economy case.rn rnIn Chapter "Unemployment in the OECD - Pure Chance or Institutions?", we examine effects of aggregate shocks on the distribution of the unemployment rates in OECD member countries.rn rnIn all three chapters we model systems that behave randomly and operate on stochastic processes. We therefore exploit stochastic calculus that establishes clear methodological links between the chapters.

STOCHASTIC CHARGE TRANSPORT IN MULTI-ISLAND SINGLE-ELECTRON TUNNELING DEVICES

The physics of the operation of singe-electron tunneling devices (SEDs) and singe-electron tunneling transistors (SETs), especially of those with multiple nanometer-sized islands, has remained poorly understood in spite of some intensive experimental and theoretical research. This computational study examines the current-voltage (IV) characteristics of multi-island single-electron devices using a newly developed multi-island transport simulator (MITS) that is based on semi-classical tunneling theory and kinetic Monte Carlo simulation. The dependence of device characteristics on physical device parameters is explored, and the physical mechanisms that lead to the Coulomb blockade (CB) and Coulomb staircase (CS) characteristics are proposed. Simulations using MITS demonstrate that the overall IV characteristics in a device with a random distribution of islands are a result of a complex interplay among those factors that affect the tunneling rates that are fixed a priori (e.g. island sizes, island separations, temperature, gate bias, etc.), and the evolving charge state of the system, which changes as the source-drain bias (VSD) is changed. With increasing VSD, a multi-island device has to overcome multiple discrete energy barriers (up-steps) before it reaches the threshold voltage (Vth). Beyond Vth, current flow is rate-limited by slow junctions, which leads to the CS structures in the IV characteristic. Each step in the CS is characterized by a unique distribution of island charges with an associated distribution of tunneling probabilities. MITS simulation studies done on one-dimensional (1D) disordered chains show that longer chains are better suited for switching applications as Vth increases with increasing chain length. They are also able to retain CS structures at higher temperatures better than shorter chains. In sufficiently disordered 2D systems, we demonstrate that there may exist a dominant conducting path (DCP) for conduction, which makes the 2D device behave as a quasi-1D device. The existence of a DCP is sensitive to the device structure, but is robust with respect to changes in temperature, gate bias, and VSD. A side gate in 1D and 2D systems can effectively control Vth. We argue that devices with smaller island sizes and narrower junctions may be better suited for practical applications, especially at room temperature.

MODEL UPDATING AND STRUCTURAL HEALTH MONITORING OF HORIZONTAL AXIS WIND TURBINES VIA ADVANCED SPINNING FINITE ELEMENTS AND STOCHASTIC SUBSPACE IDENTIFICATION METHODS

Wind energy has been one of the most growing sectors of the nation’s renewable energy portfolio for the past decade, and the same tendency is being projected for the upcoming years given the aggressive governmental policies for the reduction of fossil fuel dependency. Great technological expectation and outstanding commercial penetration has shown the so called Horizontal Axis Wind Turbines (HAWT) technologies. Given its great acceptance, size evolution of wind turbines over time has increased exponentially. However, safety and economical concerns have emerged as a result of the newly design tendencies for massive scale wind turbine structures presenting high slenderness ratios and complex shapes, typically located in remote areas (e.g. offshore wind farms). In this regard, safety operation requires not only having first-hand information regarding actual structural dynamic conditions under aerodynamic action, but also a deep understanding of the environmental factors in which these multibody rotating structures operate. Given the cyclo-stochastic patterns of the wind loading exerting pressure on a HAWT, a probabilistic framework is appropriate to characterize the risk of failure in terms of resistance and serviceability conditions, at any given time. Furthermore, sources of uncertainty such as material imperfections, buffeting and flutter, aeroelastic damping, gyroscopic effects, turbulence, among others, have pleaded for the use of a more sophisticated mathematical framework that could properly handle all these sources of indetermination. The attainable modeling complexity that arises as a result of these characterizations demands a data-driven experimental validation methodology to calibrate and corroborate the model. For this aim, System Identification (SI) techniques offer a spectrum of well-established numerical methods appropriated for stationary, deterministic, and data-driven numerical schemes, capable of predicting actual dynamic states (eigenrealizations) of traditional time-invariant dynamic systems. As a consequence, it is proposed a modified data-driven SI metric based on the so called Subspace Realization Theory, now adapted for stochastic non-stationary and timevarying systems, as is the case of HAWT’s complex aerodynamics. Simultaneously, this investigation explores the characterization of the turbine loading and response envelopes for critical failure modes of the structural components the wind turbine is made of. In the long run, both aerodynamic framework (theoretical model) and system identification (experimental model) will be merged in a numerical engine formulated as a search algorithm for model updating, also known as Adaptive Simulated Annealing (ASA) process. This iterative engine is based on a set of function minimizations computed by a metric called Modal Assurance Criterion (MAC). In summary, the Thesis is composed of four major parts: (1) development of an analytical aerodynamic framework that predicts interacted wind-structure stochastic loads on wind turbine components; (2) development of a novel tapered-swept-corved Spinning Finite Element (SFE) that includes dampedgyroscopic effects and axial-flexural-torsional coupling; (3) a novel data-driven structural health monitoring (SHM) algorithm via stochastic subspace identification methods; and (4) a numerical search (optimization) engine based on ASA and MAC capable of updating the SFE aerodynamic model.

Technical throughput of material flow systems required to achieve design flow – determined by simulation with aniteration algorithm

This article deals with complex material flow systems and series connections of conveyor and op-erating elements. These can be characterised by a specific availability. The thus resultant overall availabil-ity of necessary “technical throughput” of the individual elements for the achievement of a specified throughput. When the conveyor and operating elements are subjected to a stochastic distribution, the interposition of buffers is necessary but these can also lead to a reduction of the necessary throughput due faults. The system behaviour of complex installations can only be investigated by simulation. The parame-ter changes required in order to achieve specific target values can also be determined by simulation runs in iteration loops.

Advanced luminance control and black offset correction for multi-projector display systems

In order to display a homogeneous image using multiple projectors, differences in the projected intensities must be compensated. In this paper, we present novel approaches to combine and extend existing techniques for edge blending and luminance harmonization to achieve a detailed luminance control. Furthermore, we apply techniques for improving the contrast ratio of multi-segmented displays also to the black offset correction. We also present a simple scheme to involve the displayed context in the correction process to dynamically improve the contrast in brighter images. In addition, we present a metric to evaluate the different methods and their influence on the visual quality.