970 resultados para malliavin calculus
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Fractional dynamics reveals long range memory properties of systems described by means of signals represented by real numbers. Alternatively, dynamical systems and signals can adopt a representation where states are quantified using a set of symbols. Such signals occur both in nature and in man made processes and have the potential of a aftermath as relevant as the classical counterpart. This paper explores the association of Fractional calculus and symbolic dynamics. The results are visualized by means of the multidimensional technique and reveal the association between the fractal dimension and one definition of fractional derivative.
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This paper studies the Fermi-Pasta-Ulam problem having in mind the generalization provided by Fractional Calculus (FC). The study starts by addressing the classical formulation, based on the standard integer order differential calculus and evaluates the time and frequency responses. A first generalization to be investigated consists in the direct replacement of the springs by fractional elements of the dissipative type. It is observed that the responses settle rapidly and no relevant phenomena occur. A second approach consists of replacing the springs by a blend of energy extracting and energy inserting elements of symmetrical fractional order with amplitude modulated by quadratic terms. The numerical results reveal a response close to chaotic behaviour.
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This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.
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Fractional calculus generalizes integer order derivatives and integrals. Memristor systems generalize the notion of electrical elements. Both concepts were shown to model important classes of phenomena. This paper goes a step further by embedding both tools in a generalization considering complex-order objects. Two complex operators leading to real-valued results are proposed. The proposed class of models generate a broad universe of elements. Several combinations of values are tested and the corresponding dynamical behavior is analyzed.
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Discrete time control systems require sample- and-hold circuits to perform the conversion from digital to analog. Fractional-Order Holds (FROHs) are an interpolation between the classical zero and first order holds and can be tuned to produce better system performance. However, the model of the FROH is somewhat hermetic and the design of the system becomes unnecessarily complicated. This paper addresses the modelling of the FROHs using the concepts of Fractional Calculus (FC). For this purpose, two simple fractional-order approximations are proposed whose parameters are estimated by a genetic algorithm. The results are simple to interpret, demonstrating that FC is a useful tool for the analysis of these devices.
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The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.
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This paper investigates the use of multidimensional scaling in the evaluation of fractional system. Several algorithms are analysed based on the time response of the closed loop system under the action of a reference step input signal. Two alternative performance indices, based on the time and frequency domains, are tested. The numerical experiments demonstrate the feasibility of the proposed visualization method.
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This paper studies fractional variable structure controllers. Two cases are considered namely, the sliding reference model and the control action, that are generalized from integer into fractional orders. The test bed consists in a mechanical manipulator and the effect of the fractional approach upon the system performance is evaluated. The results show that fractional dynamics, both in the switching surface and the control law are important design algorithms in variable structure controllers.
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One of the most well-known bio-inspired algorithms used in optimization problems is the particle swarm optimization (PSO), which basically consists on a machinelearning technique loosely inspired by birds flocking in search of food. More specifically, it consists of a number of particles that collectively move on the search space in search of the global optimum. The Darwinian particle swarm optimization (DPSO) is an evolutionary algorithm that extends the PSO using natural selection, or survival of the fittest, to enhance the ability to escape from local optima. This paper firstly presents a survey on PSO algorithms mainly focusing on the DPSO. Afterward, a method for controlling the convergence rate of the DPSO using fractional calculus (FC) concepts is proposed. The fractional-order optimization algorithm, denoted as FO-DPSO, is tested using several well-known functions, and the relationship between the fractional-order velocity and the convergence of the algorithm is observed. Moreover, experimental results show that the FO-DPSO significantly outperforms the previously presented FO-PSO.
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Modeling the fundamental performance limits of Wireless Sensor Networks (WSNs) is of paramount importance to understand their behavior under the worst-case conditions and to make the appropriate design choices. This is particular relevant for time-sensitive WSN applications, where the timing behavior of the network protocols (message transmission must respect deadlines) impacts on the correct operation of these applications. In that direction this paper contributes with a methodology based on Network Calculus, which enables quick and efficient worst-case dimensioning of static or even dynamically changing cluster-tree WSNs where the data sink can either be static or mobile. We propose closed-form recurrent expressions for computing the worst-case end-to-end delays, buffering and bandwidth requirements across any source-destination path in a cluster-tree WSN. We show how to apply our methodology to the case of IEEE 802.15.4/ZigBee cluster-tree WSNs. Finally, we demonstrate the validity and analyze the accuracy of our methodology through a comprehensive experimental study using commercially available technology, namely TelosB motes running TinyOS.
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Timeliness guarantee is an important feature of the recently standardized IEEE 802.15.4 protocol, turning it quite appealing for Wireless Sensor Network (WSN) applications under timing constraints. When operating in beacon-enabled mode, this protocol allows nodes with real-time requirements to allocate Guaranteed Time Slots (GTS) in the contention-free period. The protocol natively supports explicit GTS allocation, i.e. a node allocates a number of time slots in each superframe for exclusive use. The limitation of this explicit GTS allocation is that GTS resources may quickly disappear, since a maximum of seven GTSs can be allocated in each superframe, preventing other nodes to benefit from guaranteed service. Moreover, the GTS may be underutilized, resulting in wasted bandwidth. To overcome these limitations, this paper proposes i-GAME, an implicit GTS Allocation Mechanism in beacon-enabled IEEE 802.15.4 networks. The allocation is based on implicit GTS allocation requests, taking into account the traffic specifications and the delay requirements of the flows. The i-GAME approach enables the use of one GTS by multiple nodes, still guaranteeing that all their (delay, bandwidth) requirements are satisfied. For that purpose, we propose an admission control algorithm that enables to decide whether to accept a new GTS allocation request or not, based not only on the remaining time slots, but also on the traffic specifications of the flows, their delay requirements and the available bandwidth resources. We show that our approach improves the bandwidth utilization as compared to the native explicit allocation mechanism defined in the IEEE 802.15.4 standard. We also present some practical considerations for the implementation of i-GAME, ensuring backward compatibility with the IEEE 801.5.4 standard with only minor add-ons. Finally, an experimental evaluation on a real system that validates our theoretical analysis and demonstrates the implementation of i-GAME is also presented
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The IEEE 802.15.4 protocol has the ability to support time-sensitive Wireless Sensor Network (WSN) applications due to the Guaranteed Time Slot (GTS) Medium Access Control mechanism. Recently, several analytical and simulation models of the IEEE 802.15.4 protocol have been proposed. Nevertheless, currently available simulation models for this protocol are both inaccurate and incomplete, and in particular they do not support the GTS mechanism. In this paper, we propose an accurate OPNET simulation model, with focus on the implementation of the GTS mechanism. The motivation that has driven this work is the validation of the Network Calculus based analytical model of the GTS mechanism that has been previously proposed and to compare the performance evaluation of the protocol as given by the two alternative approaches. Therefore, in this paper we contribute an accurate OPNET model for the IEEE 802.15.4 protocol. Additionally, and probably more importantly, based on the simulation model we propose a novel methodology to tune the protocol parameters such that a better performance of the protocol can be guaranteed, both concerning maximizing the throughput of the allocated GTS as well as concerning minimizing frame delay.
Resumo:
The IEEE 802.15.4 protocol proposes a flexible communication solution for Low-Rate Wireless Personal Area Networks including sensor networks. It presents the advantage to fit different requirements of potential applications by adequately setting its parameters. When enabling its beacon mode, the protocol makes possible real-time guarantees by using its Guaranteed Time Slot (GTS) mechanism. This paper analyzes the performance of the GTS allocation mechanism in IEEE 802.15.4. The analysis gives a full understanding of the behavior of the GTS mechanism with regards to delay and throughput metrics. First, we propose two accurate models of service curves for a GTS allocation as a function of the IEEE 802.15.4 parameters. We then evaluate the delay bounds guaranteed by an allocation of a GTS using Network Calculus formalism. Finally, based on the analytic results, we analyze the impact of the IEEE 802.15.4 parameters on the throughput and delay bound guaranteed by a GTS allocation. The results of this work pave the way for an efficient dimensioning of an IEEE 802.15.4 cluster.
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Time-sensitive Wireless Sensor Network (WSN) applications require finite delay bounds in critical situations. This paper provides a methodology for the modeling and the worst-case dimensioning of cluster-tree WSNs. We provide a fine model of the worst-case cluster-tree topology characterized by its depth, the maximum number of child routers and the maximum number of child nodes for each parent router. Using Network Calculus, we derive “plug-and-play” expressions for the endto- end delay bounds, buffering and bandwidth requirements as a function of the WSN cluster-tree characteristics and traffic specifications. The cluster-tree topology has been adopted by many cluster-based solutions for WSNs. We demonstrate how to apply our general results for dimensioning IEEE 802.15.4/Zigbee cluster-tree WSNs. We believe that this paper shows the fundamental performance limits of cluster-tree wireless sensor networks by the provision of a simple and effective methodology for the design of such WSNs.
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The IEEE 802.15.4 protocol proposes a flexible communication solution for Low-Rate Wireless Personal Area Networks (LR-WPAN) including wireless sensor networks (WSNs). It presents the advantage to fit different requirements of potential applications by adequately setting its parameters. When in beaconenabled mode, the protocol can provide timeliness guarantees by using its Guaranteed Time Slot (GTS) mechanism. However, power-efficiency and timeliness guarantees are often two antagonistic requirements in wireless sensor networks. The purpose of this paper is to analyze and propose a methodology for setting the relevant parameters of IEEE 802.15.4-compliant WSNs that takes into account a proper trade-off between power-efficiency and delay bound guarantees. First, we propose two accurate models of service curves for a GTS allocation as a function of the IEEE 802.15.4 parameters, using Network Calculus formalism. We then evaluate the delay bound guaranteed by a GTS allocation and express it as a function of the duty cycle. Based on the relation between the delay requirement and the duty cycle, we propose a power-efficient superframe selection method that simultaneously reduces power consumption and enables meeting the delay requirements of real-time flows allocating GTSs. The results of this work may pave the way for a powerefficient management of the GTS mechanism in an IEEE 802.15.4 cluster.