A proposal for reliability evaluation of components on electric power distribution system integrating probabilistic models and fuzzy inference systems

The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of quality. Allocation models for maintenance and protective devices, among others, have been used in order to improve the quality and availability of services on electric power distribution systems. This paper proposes a methodology for assessing the reliability of distribution system components in an integrated way, using probabilistic models and fuzzy inference systems to infer about the operation probability of each component. © 2012 IEEE.

A Multi-Stage Stochastic Non-Linear Model for Reactive Power Planning Under Contingencies

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

STOCHASTIC ADDING MACHINE AND 2-DIMENSIONAL JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

Entropy Production in Nonequilibrium Systems at Stationary States

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.

Stochastic competitive learning in complex networks

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.

Network-based stochastic semisupervised learning

Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

PERFORMANCE EVALUATION OF RESOURCE-AWARE BUSINESS PROCESSES USING STOCHASTIC AUTOMATA NETWORKS

In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.

Biological evolution of replicator systems: towards a quantitative approach

The aim of this work is to study the features of a simple replicator chemical model of the relation between kinetic stability and entropy production under the action of external perturbations. We quantitatively explore the different paths leading to evolution in a toy model where two independent replicators compete for the same substrate. To do that, the same scenario described originally by Pross (J Phys Org Chem 17:312–316, 2004) is revised and new criteria to define the kinetic stability are proposed. Our results suggest that fast replicator populations are continually favored by the effects of strong stochastic environmental fluctuations capable to determine the global population, the former assumed to be the only acting evolution force. We demonstrate that the process is continually driven by strong perturbations only, and that population crashes may be useful proxies for these catastrophic environmental fluctuations. As expected, such behavior is particularly enhanced under very large scale perturbations, suggesting a likely dynamical footprint in the recovery patterns of new species after mass extinction events in the Earth’s geological past. Furthermore, the hypothesis that natural selection always favors the faster processes may give theoretical support to different studies that claim the applicability of maximum principles like the Maximum Metabolic Flux (MMF) or Maximum Entropy Productions Principle (MEPP), seen as the main goal of biological evolution.

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.

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.

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.