900 resultados para Markov Chains


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Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

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We introduce and study a class of non-stationary semi-Markov decision processes on a finite horizon. By constructing an equivalent Markov decision process, we establish the existence of a piecewise open loop relaxed control which is optimal for the finite horizon problem.

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We study here different regions in phase diagrams of the spin-1/2, spin-1 and spin-3/2 one-dimensional antiferromagnetic Heisenberg systems with frustration (next-nearest-neighbor interaction J(2)) and dimerization (delta). In particular, we analyze the behaviors of the bipartite entanglement entropy and fidelity at the gapless to gapped phase transitions and across the lines separating different phases in the J(2)-delta plane. All the calculations in this work are based on numerical exact diagonalizations of finite systems.

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We present a novel multi-timescale Q-learning algorithm for average cost control in a Markov decision process subject to multiple inequality constraints. We formulate a relaxed version of this problem through the Lagrange multiplier method. Our algorithm is different from Q-learning in that it updates two parameters - a Q-value parameter and a policy parameter. The Q-value parameter is updated on a slower time scale as compared to the policy parameter. Whereas Q-learning with function approximation can diverge in some cases, our algorithm is seen to be convergent as a result of the aforementioned timescale separation. We show the results of experiments on a problem of constrained routing in a multistage queueing network. Our algorithm is seen to exhibit good performance and the various inequality constraints are seen to be satisfied upon convergence of the algorithm.

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The confinement of a polymer to volumes whose characteristic linear dimensions are comparable to or smaller than its bulk radius of gyration R-G,R-bulk can produce significant changes in its static and dynamic properties, with important implications for the understanding of single-molecule processes in biology and chemistry. In this paper, we present calculations of the effects of a narrow rectangular slit of thickness d on the scaling behavior of the diffusivity D and relaxation time tau(r) of a Gaussian chain of polymerization index N and persistence length l(0). The calculations are based on the Rouse-Zimm model of chain dynamics, with the pre-averaged hydrodynamic interaction being obtained from the solutions to Stokes equations for an incompressible fluid in a parallel plate geometry in the limit of small d. They go beyond de Gennes' purely phenomenological analysis of the problem based on blobs, which has so far been the only analytical route to the determination of chain scaling behavior for this particular geometry. The present model predicts that D similar to dN(-1) ln(N/d(2)) and tau(r) similar to N(2)d(-1) ln(N/d(2))(-1) in the regime of moderate confinement, where l(0) << d < R-G,R-bulk. The corresponding results for the blob model have exactly the same power law behavior, but contain no logarithmic corrections; the difference suggests that segments within a blob may actually be partially draining and not non-draining as generally assumed.

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This paper considers antenna selection (AS) at a receiver equipped with multiple antenna elements but only a single radio frequency chain for packet reception. As information about the channel state is acquired using training symbols (pilots), the receiver makes its AS decisions based on noisy channel estimates. Additional information that can be exploited for AS includes the time-correlation of the wireless channel and the results of the link-layer error checks upon receiving the data packets. In this scenario, the task of the receiver is to sequentially select (a) the pilot symbol allocation, i.e., how to distribute the available pilot symbols among the antenna elements, for channel estimation on each of the receive antennas; and (b) the antenna to be used for data packet reception. The goal is to maximize the expected throughput, based on the past history of allocation and selection decisions, and the corresponding noisy channel estimates and error check results. Since the channel state is only partially observed through the noisy pilots and the error checks, the joint problem of pilot allocation and AS is modeled as a partially observed Markov decision process (POMDP). The solution to the POMDP yields the policy that maximizes the long-term expected throughput. Using the Finite State Markov Chain (FSMC) model for the wireless channel, the performance of the POMDP solution is compared with that of other existing schemes, and it is illustrated through numerical evaluation that the POMDP solution significantly outperforms them.

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The confinement of a polymer to volumes whose characteristic linear dimensions are comparable to or smaller than its bulk radius of gyration R-G,R-bulk can produce significant changes in its static and dynamic properties, with important implications for the understanding of single-molecule processes in biology and chemistry. In this paper, we present calculations of the effects of a narrow rectangular slit of thickness d on the scaling behavior of the diffusivity D and relaxation time tau(r) of a Gaussian chain of polymerization index N and persistence length l(0). The calculations are based on the Rouse-Zimm model of chain dynamics, with the pre-averaged hydrodynamic interaction being obtained from the solutions to Stokes equations for an incompressible fluid in a parallel plate geometry in the limit of small d. They go beyond de Gennes' purely phenomenological analysis of the problem based on blobs, which has so far been the only analytical route to the determination of chain scaling behavior for this particular geometry. The present model predicts that D similar to dN(-1) ln(N/d(2)) and tau(r) similar to N(2)d(-1) ln(N/d(2))(-1) in the regime of moderate confinement, where l(0) << d < R-G,R-bulk. The corresponding results for the blob model have exactly the same power law behavior, but contain no logarithmic corrections; the difference suggests that segments within a blob may actually be partially draining and not non-draining as generally assumed. (C) 2013 AIP Publishing LLC.

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Synfire waves are propagating spike packets in synfire chains, which are feedforward chains embedded in random networks. Although synfire waves have proved to be effective quantification for network activity with clear relations to network structure, their utilities are largely limited to feedforward networks with low background activity. To overcome these shortcomings, we describe a novel generalisation of synfire waves, and define `synconset wave' as a cascade of first spikes within a synchronisation event. Synconset waves would occur in `synconset chains', which are feedforward chains embedded in possibly heavily recurrent networks with heavy background activity. We probed the utility of synconset waves using simulation of single compartment neuron network models with biophysically realistic conductances, and demonstrated that the spread of synconset waves directly follows from the network connectivity matrix and is modulated by top-down inputs and the resultant oscillations. Such synconset profiles lend intuitive insights into network organisation in terms of connection probabilities between various network regions rather than an adjacency matrix. To test this intuition, we develop a Bayesian likelihood function that quantifies the probability that an observed synfire wave was caused by a given network. Further, we demonstrate it's utility in the inverse problem of identifying the network that caused a given synfire wave. This method was effective even in highly subsampled networks where only a small subset of neurons were accessible, thus showing it's utility in experimental estimation of connectomes in real neuronal-networks. Together, we propose synconset chains/waves as an effective framework for understanding the impact of network structure on function, and as a step towards developing physiology-driven network identification methods. Finally, as synconset chains extend the utilities of synfire chains to arbitrary networks, we suggest utilities of our framework to several aspects of network physiology including cell assemblies, population codes, and oscillatory synchrony.

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Single-molecule force spectroscopy has proven to be an efficient tool for the quantitative characterization of flexible foldamers on the single-molecule level in this study. The extent of folding has been estimated quantitatively for the first time to the best of our knowledge, which is crucial for a better understanding of the ``folding-process'' on single-molecule level. Therefore, this study may provide a guidance to regulate folding for realizing rational control over the functions of bulk materials.

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Unconstrained gamma(4) amino acid residues derived by homologation of proteinogenic amino acids facilitate helical folding in hybrid (alpha gamma)(n) sequences. The C-12 helical conformation for the decapeptide, Boc-Leu-gamma(4)(R)Val](5)-OMe, is established in crystals by X-ray diffraction. A regular C-12 helix is demonstrated by NMR studies of the 18 residue peptide, Boc-Leu-gamma(4)(AR)Val](9)-OMe, and a designed 16 residue (alpha gamma)(n) peptide, incorporating variable side chains. Unconstrained (alpha gamma)(n) peptides show an unexpectedly high propensity for helical folding in long polypeptide sequences.

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In the self-organized public key management approaches, public key verification is achieved through verification routes constituted by the transitive trust relationships among the network principals. Most of the existing approaches do not distinguish among different available verification routes. Moreover, to ensure stronger security, it is important to choose an appropriate metric to evaluate the strength of a route. Besides, all of the existing self-organized approaches use certificate-chains for achieving authentication, which are highly resource consuming. In this paper, we present a self-organized certificate-less on-demand public key management (CLPKM) protocol, which aims at providing the strongest verification routes for authentication purposes. It restricts the compromise probability for a verification route by restricting its length. Besides, we evaluate the strength of a verification route using its end-to-end trust value. The other important aspect of the protocol is that it uses a MAC function instead of RSA certificates to perform public key verifications. By doing this, the protocol saves considerable computation power, bandwidth and storage space. We have used an extended strand space model to analyze the correctness of the protocol. The analytical, simulation, and the testbed implementation results confirm the effectiveness of the proposed protocol. (c) 2014 Elsevier B.V. All rights reserved.

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Multi temporal land use information were derived using two decades remote sensing data and simulated for 2012 and 2020 with Cellular Automata (CA) considering scenarios, change probabilities (through Markov chain) and Multi Criteria Evaluation (MCE). Agents and constraints were considered for modeling the urbanization process. Agents were nornmlized through fiizzyfication and priority weights were assigned through Analytical Hierarchical Process (AHP) pairwise comparison for each factor (in MCE) to derive behavior-oriented rules of transition for each land use class. Simulation shows a good agreement with the classified data. Fuzzy and AHP helped in analyzing the effects of agents of growth clearly and CA-Markov proved as a powerful tool in modelling and helped in capturing and visualizing the spatiotemporal patterns of urbanization. This provided rapid land evaluation framework with the essential insights of the urban trajectory for effective sustainable city planning.

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The crystal structures of nine peptides containing gamma(4)Val and gamma(4)Leu are described. The short sequences Boc-gamma(4)(R)Val](2)-OMe 1, Boc-gamma(4)(R)Val](3)-NHMe 2 and Boc-gamma(4)(S)Val-gamma(4)(R)Val-OMe 3 adopt extended apolar, sheet like structures. The tetrapeptide Boc-gamma(4)(R)Val](4)-OMe 4 adopts an extended conformation, in contrast to the folded C-14 helical structure determined previously for Boc-gamma(4)(R)Leu](4)-OMe. The hybrid alpha gamma sequence Boc-Ala-gamma(4)(R)Leu](2)-OMe 5 adopts an S-shaped structure devoid of intramolecular hydrogen bonds, with both alpha residues adopting local helical conformations. In sharp contrast, the tetrapeptides Boc-Aib-gamma(4)(S)Leu](2)-OMe 6 and Boc-Leu-gamma(4)(R)Leu](2)-OMe 7 adopt folded structures stabilized by two successive C-12 hydrogen bonds. gamma(4)Val residues have also been incorporated into the strand segments of a crystalline octapeptide, Boc-Leu-gamma(4)(R)Val-Val-(D)Pro-Gly-Leu-gamma(4)(R)Val-Val-OMe 8. The gamma gamma delta gamma tetrapeptide containing gamma(4)Val and delta(5)Leu residues adopts an extended sheet like structure. The hydrogen bonding pattern at gamma residues corresponds to an apolar sheet, while a polar sheet is observed at the lone delta residue. The transition between folded and extended structures at gamma residues involves a change of the torsion angle from the gauche to the trans conformation about the C-beta-C-alpha bond.

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In this article, we study risk-sensitive control problem with controlled continuous time Markov chain state dynamics. Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of optimal risk-sensitive control under geometric ergodicity of the state dynamics along with a smallness condition on the running cost.

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We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.