Performance modelling of a fault-tolerant real-time multiprocessor using stochastic Petri nets

The fault-tolerant multiprocessor (ftmp) is a bus-based multiprocessor architecture with real-time and fault- tolerance features and is used in critical aerospace applications. A preliminary performance evaluation is of crucial importance in the design of such systems. In this paper, we review stochastic Petri nets (spn) and developspn-based performance models forftmp. These performance models enable efficient computation of important performance measures such as processing power, bus contention, bus utilization, and waiting times.

Estimation for the general sample selection models

Consider a general regression model with an arbitrary and unknown link function and a stochastic selection variable that determines whether the outcome variable is observable or missing. The paper proposes U-statistics that are based on kernel functions as estimators for the directions of the parameter vectors in the link function and the selection equation, and shows that these estimators are consistent and asymptotically normal.

Bias reduction using stochastic approximation

The paper studies stochastic approximation as a technique for bias reduction. The proposed method does not require approximating the bias explicitly, nor does it rely on having independent identically distributed (i.i.d.) data. The method always removes the leading bias term, under very mild conditions, as long as auxiliary samples from distributions with given parameters are available. Expectation and variance of the bias-corrected estimate are given. Examples in sequential clinical trials (non-i.i.d. case), curved exponential models (i.i.d. case) and length-biased sampling (where the estimates are inconsistent) are used to illustrate the applications of the proposed method and its small sample properties.

Stochastic demography and population dynamics in the red kangaroo Macropus rufus

1. Many organisms inhabit strongly fluctuating environments but their demography and population dynamics are often analysed using deterministic models and elasticity analysis, where elasticity is defined as the proportional change in population growth rate caused by a proportional change in a vital rate. Deterministic analyses may not necessarily be informative because large variation in a vital rate with a small deterministic elasticity may affect the population growth rate more than a small change in a less variable vital rate having high deterministic elasticity. 2. We analyse a stochastic environment model of the red kangaroo (Macropus rufus), a species inhabiting an environment characterized by unpredictable and highly variable rainfall, and calculate the elasticity of the stochastic growth rate with respect to the mean and variability in vital rates. 3. Juvenile survival is the most variable vital rate but a proportional change in the mean adult survival rate has a much stronger effect on the stochastic growth rate. 4. Even if changes in average rainfall have a larger impact on population growth rate, increased variability in rainfall may still be important also in long-lived species. The elasticity with respect to the standard deviation of rainfall is comparable to the mean elasticities of all vital rates but the survival in age class 3 because increased variation in rainfall affects both the mean and variability of vital rates. 5. Red kangaroos are harvested and, under the current rainfall pattern, an annual harvest fraction of c. 20% would yield a stochastic growth rate about unity. However, if average rainfall drops by more than c. 10%, any level of harvesting may be unsustainable, emphasizing the need for integrating climate change predictions in population management and increase our understanding of how environmental stochasticity translates into population growth rate.

Electrochemical phase formation (ECPF) and macrogrowth Part II. Two-rate models

A general theory is evolved for a class of macrogrowth models which possess two independent growth-rates. Relations connecting growth-rates to growth geometry are established and some new growth forms are shown to result for models with passivation or diffusion-controlled rates. The corresponding potentiostatic responses, their small and large time behaviours and peak characteristics are obtained. Numerical transients are also presented. An empirical equation is derived as a special case and an earlier equation is corrected. An interesting stochastic result pertaining to nucleation events in the successive layers is proved.

Stochastic growth of the Eastern King Prawn (melicertus plebejus (hess, 1865)) harvested off Eastern Australia

Stochastic growth models were fitted to length-increment data of eastern king prawns, Melicertus plebejus (Hess, 1865), tagged across eastern Australia. The estimated growth parameters and growth transition matrix are for each sex representative of the species' geographical distribution. Our study explicitly displays the stochastic nature of prawn growth. Capturing length-increment growth heterogeneity for short-lived exploited species such as prawns that cannot be readily aged is essential for length-based modelling and improved management.

Stochastic model for simulating maize yield

Maize is one of the most important crops in the world. The products generated from this crop are largely used in the starch industry, the animal and human nutrition sector, and biomass energy production and refineries. For these reasons, there is much interest in figuring the potential grain yield of maize genotypes in relation to the environment in which they will be grown, as the productivity directly affects agribusiness or farm profitability. Questions like these can be investigated with ecophysiological crop models, which can be organized according to different philosophies and structures. The main objective of this work is to conceptualize a stochastic model for predicting maize grain yield and productivity under different conditions of water supply while considering the uncertainties of daily climate data. Therefore, one focus is to explain the model construction in detail, and the other is to present some results in light of the philosophy adopted. A deterministic model was built as the basis for the stochastic model. The former performed well in terms of the curve shape of the above-ground dry matter over time as well as the grain yield under full and moderate water deficit conditions. Through the use of a triangular distribution for the harvest index and a bivariate normal distribution of the averaged daily solar radiation and air temperature, the stochastic model satisfactorily simulated grain productivity, i.e., it was found that 10,604 kg ha(-1) is the most likely grain productivity, very similar to the productivity simulated by the deterministic model and for the real conditions based on a field experiment. © 2012 American Society of Agricultural and Biological Engineers.

Mathematical models on the impact of noise and dyadic molecular structures on the properties of a cardiac myocyte

In cardiac myocytes (heart muscle cells), coupling of electric signal known as the action potential to contraction of the heart depends crucially on calcium-induced calcium release (CICR) in a microdomain known as the dyad. During CICR, the peak number of free calcium ions (Ca) present in the dyad is small, typically estimated to be within range 1-100. Since the free Ca ions mediate CICR, noise in Ca signaling due to the small number of free calcium ions influences Excitation-Contraction (EC) coupling gain. Noise in Ca signaling is only one noise type influencing cardiac myocytes, e.g., ion channels playing a central role in action potential propagation are stochastic machines, each of which gates more or less randomly, which produces gating noise present in membrane currents. How various noise sources influence macroscopic properties of a myocyte, how noise is attenuated and taken advantage of are largely open questions. In this thesis, the impact of noise on CICR, EC coupling and, more generally, macroscopic properties of a cardiac myocyte is investigated at multiple levels of detail using mathematical models. Complementarily to the investigation of the impact of noise on CICR, computationally-efficient yet spatially-detailed models of CICR are developed. The results of this thesis show that (1) gating noise due to the high-activity mode of L-type calcium channels playing a major role in CICR may induce early after-depolarizations associated with polymorphic tachycardia, which is a frequent precursor to sudden cardiac death in heart failure patients; (2) an increased level of voltage noise typically increases action potential duration and it skews distribution of action potential durations toward long durations in cardiac myocytes; and that (3) while a small number of Ca ions mediate CICR, Excitation-Contraction coupling is robust against this noise source, partly due to the shape of ryanodine receptor protein structures present in the cardiac dyad.

Gene flow from transgenic plant populations: models and applications for risk assessment

The future use of genetically modified (GM) plants in food, feed and biomass production requires a careful consideration of possible risks related to the unintended spread of trangenes into new habitats. This may occur via introgression of the transgene to conventional genotypes, due to cross-pollination, and via the invasion of GM plants to new habitats. Assessment of possible environmental impacts of GM plants requires estimation of the level of gene flow from a GM population. Furthermore, management measures for reducing gene flow from GM populations are needed in order to prevent possible unwanted effects of transgenes on ecosystems. This work develops modeling tools for estimating gene flow from GM plant populations in boreal environments and for investigating the mechanisms of the gene flow process. To describe spatial dimensions of the gene flow, dispersal models are developed for the local and regional scale spread of pollen grains and seeds, with special emphasis on wind dispersal. This study provides tools for describing cross-pollination between GM and conventional populations and for estimating the levels of transgenic contamination of the conventional crops. For perennial populations, a modeling framework describing the dynamics of plants and genotypes is developed, in order to estimate the gene flow process over a sequence of years. The dispersal of airborne pollen and seeds cannot be easily controlled, and small amounts of these particles are likely to disperse over long distances. Wind dispersal processes are highly stochastic due to variation in atmospheric conditions, so that there may be considerable variation between individual dispersal patterns. This, in turn, is reflected to the large amount of variation in annual levels of cross-pollination between GM and conventional populations. Even though land-use practices have effects on the average levels of cross-pollination between GM and conventional fields, the level of transgenic contamination of a conventional crop remains highly stochastic. The demographic effects of a transgene have impacts on the establishment of trangenic plants amongst conventional genotypes of the same species. If the transgene gives a plant a considerable fitness advantage in comparison to conventional genotypes, the spread of transgenes to conventional population can be strongly increased. In such cases, dominance of the transgene considerably increases gene flow from GM to conventional populations, due to the enhanced fitness of heterozygous hybrids. The fitness of GM plants in conventional populations can be reduced by linking the selectively favoured primary transgene to a disfavoured mitigation transgene. Recombination between these transgenes is a major risk related to this technique, especially because it tends to take place amongst the conventional genotypes and thus promotes the establishment of invasive transgenic plants in conventional populations.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Geometry-free stochastic analysis of BDS triple frequency signals

The paper presents a geometry-free approach to assess the variation of covariance matrices of undifferenced triple frequency GNSS measurements and its impact on positioning solutions. Four independent geometryfree/ ionosphere-free (GFIF) models formed from original triple-frequency code and phase signals allow for effective computation of variance-covariance matrices using real data. Variance Component Estimation (VCE) algorithms are implemented to obtain the covariance matrices for three pseudorange and three carrier-phase signals epoch-by-epoch. Covariance results from the triple frequency Beidou System (BDS) and GPS data sets demonstrate that the estimated standard deviation varies in consistence with the amplitude of actual GFIF error time series. The single point positioning (SPP) results from BDS ionosphere-free measurements at four MGEX stations demonstrate an improvement of up to about 50% in Up direction relative to the results based on a mean square statistics. Additionally, a more extensive SPP analysis at 95 global MGEX stations based on GPS ionosphere-free measurements shows an average improvement of about 10% relative to the traditional results. This finding provides a preliminary confirmation that adequate consideration of the variation of covariance leads to the improvement of GNSS state solutions.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

Critical earthquake input power spectral density function models for engineering structures

The problem of determining optimal power spectral density models for earthquake excitation which satisfy constraints on total average power, zero crossing rate and which produce the highest response variance in a given linear system is considered. The solution to this problem is obtained using linear programming methods. The resulting solutions are shown to display a highly deterministic structure and, therefore, fail to capture the stochastic nature of the input. A modification to the definition of critical excitation is proposed which takes into account the entropy rate as a measure of uncertainty in the earthquake loads. The resulting problem is solved using calculus of variations and also within linear programming framework. Illustrative examples on specifying seismic inputs for a nuclear power plant and a tall earth dam are considered and the resulting solutions are shown to be realistic.

Stability of stochastic Leipholz column with stochastic loading

The Leipholz column which is having the Young modulus and mass per unit length as stochastic processes and also the distributed tangential follower load behaving stochastically is considered. The non self-adjoint differential equation and boundary conditions are considered to have random field coefficients. The standard perturbation method is employed. The non self-adjoint operators are used within the regularity domain. Full covariance structure of the free vibration eigenvalues and critical loads is derived in terms of second order properties of input random fields characterizing the system parameter fluctuations. The mean value of critical load is calculated using the averaged problem and the corresponding eigenvalue statistics are sought. Through the frequency equation a transformation is done to yield load parameter statistics. A numerical study incorporating commonly observed correlation models is reported which illustrates the full potentials of the derived expressions.