978 resultados para Robust Stochastic Optimization


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In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA).

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Purpose: The purpose of this study was to examine the influence of three different high-intensity interval training (HIT) regimens on endurance performance in highly trained endurance athletes. Methods: Before, and after 2 and 4 wk of training, 38 cyclists and triathletes (mean +/- SD; age = 25 +/- 6 yr; mass = 75 +/- 7 kg; (V)over dot O-2peak = 64.5 +/- 5.2 mL.kg(-1).min(-1)) performed: 1) a progressive cycle test to measure peak oxygen consumption ((V)over dotO(2peak)) and peak aerobic power output (PPO), 2) a time to exhaustion test (T-max) at their (V)over dotO(2peak) power output (P-max), as well as 3) a 40-kin time-trial (TT40). Subjects were matched and assigned to one of four training groups (G(1), N = 8, 8 X 60% T-max P-max, 1:2 work:recovery ratio; G(2), N = 9, 8 X 60% T-max at P-max, recovery at 65% HRmax; G(3), N = 10, 12 X 30 s at 175% PPO, 4.5-min recovery; G(CON), N = 11). In addition to G(1) G(2), and G(3) performing HIT twice per week, all athletes maintained their regular low-intensity training throughout the experimental period. Results: All HIT groups improved TT40 performance (+4.4 to +5.8%) and PPO (+3.0 to +6.2%) significantly more than G(CON) (-0.9 to + 1.1 %; P < 0.05). Furthermore, G(1) (+5.4%) and G(2) (+8.1%) improved their (V)over dot O-2peak significantly more than G(CON) (+ 1.0%; P < 0.05). Conclusion: The present study has shown that when HIT incorporates P-max as the interval intensity and 60% of T-max as the interval duration, already highly trained cyclists can significantly improve their 40-km time trial performance. Moreover, the present data confirm prior research, in that repeated supramaximal HIT can significantly improve 40-km time trial performance.

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In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

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Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

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This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.

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A decision theory framework can be a powerful technique to derive optimal management decisions for endangered species. We built a spatially realistic stochastic metapopulation model for the Mount Lofty Ranges Southern Emu-wren (Stipiturus malachurus intermedius), a critically endangered Australian bird. Using diserete-time Markov,chains to describe the dynamics of a metapopulation and stochastic dynamic programming (SDP) to find optimal solutions, we evaluated the following different management decisions: enlarging existing patches, linking patches via corridors, and creating a new patch. This is the first application of SDP to optimal landscape reconstruction and one of the few times that landscape reconstruction dynamics have been integrated with population dynamics. SDP is a powerful tool that has advantages over standard Monte Carlo simulation methods because it can give the exact optimal strategy for every landscape configuration (combination of patch areas and presence of corridors) and pattern of metapopulation occupancy, as well as a trajectory of strategies. It is useful when a sequence of management actions can be performed over a given time horizon, as is the case for many endangered species recovery programs, where only fixed amounts of resources are available in each time step. However, it is generally limited by computational constraints to rather small networks of patches. The model shows that optimal metapopulation, management decisions depend greatly on the current state of the metapopulation,. and there is no strategy that is universally the best. The extinction probability over 30 yr for the optimal state-dependent management actions is 50-80% better than no management, whereas the best fixed state-independent sets of strategies are only 30% better than no management. This highlights the advantages of using a decision theory tool to investigate conservation strategies for metapopulations. It is clear from these results that the sequence of management actions is critical, and this can only be effectively derived from stochastic dynamic programming. The model illustrates the underlying difficulty in determining simple rules of thumb for the sequence of management actions for a metapopulation. This use of a decision theory framework extends the capacity of population viability analysis (PVA) to manage threatened species.

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A Combined Genetic Algorithm and Method of Moments design methods is presented for the design of unusual near-field antennas for use in Magnetic Resonance Imaging systems. The method is successfully applied to the design of an asymmetric coil structure for use at 190MHz and demonstrates excellent radiofrequency field homogeneity.

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Carpooling initiated in America in the 1970s due to the oil crisis. However, over the past years, carpooling has increased significantly across the world. Some countries have created a High Occupancy Vehicle (HOV) lane to encourage commuters not to travel alone. In additional, carpool websites has been developed to facilitate the connection between the commuters, making it possible to create a compatible match in a faster and efficient manner. This project focuses on carpooling, especially in an academic environment since younger people are more likely to choose carpool. Initially, an intense research was made to examine carpool studies that occurred all over the world, following with a research of higher education institutes that use carpooling as a transportation mode. Most websites created carpools by targeting people from a specific country. These commuters have different origins and destinations making it more complicated to create compatible matches. The objective of this project is to develop a system helping teachers and students from an academic environment to create carpool matches. This objective makes it easier to create carpools because these students and teachers have the same destination. During the research, it was essential to explore, as many as possible, existing carpool websites that are available across the world. After this analysis, several sketches were made to develop the layout and structure of the web application that’s being implemented throughout the project. Once the layout was established, the development of the web application was initiated. This project had its ups and downs but it accomplished all the necessary requirements. This project can be accessed on the link: http://ipcacarpool.somee.com. Once the website was up and running, a web-based survey was developed to study the reasons that motivate people to consider carpooling as an alternative to driving alone. To develop this survey was used a tool called Survey Planet. This survey contained 408 respondents, which 391 are students and 17 are teachers. This study concludes that a majority of the respondents don’t carpool, however they will consider carpooling if there was a dedicated parking space. A majority of the respondents that carpool initiated less than a year ago, indicating that this mean of transportation is recent.

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Given the dynamic nature of cardiac function, correct temporal alignment of pre-operative models and intraoperative images is crucial for augmented reality in cardiac image-guided interventions. As such, the current study focuses on the development of an image-based strategy for temporal alignment of multimodal cardiac imaging sequences, such as cine Magnetic Resonance Imaging (MRI) or 3D Ultrasound (US). First, we derive a robust, modality-independent signal from the image sequences, estimated by computing the normalized crosscorrelation between each frame in the temporal sequence and the end-diastolic frame. This signal is a resembler for the left-ventricle (LV) volume curve over time, whose variation indicates di erent temporal landmarks of the cardiac cycle. We then perform the temporal alignment of these surrogate signals derived from MRI and US sequences of the same patient through Dynamic Time Warping (DTW), allowing to synchronize both sequences. The proposed framework was evaluated in 98 patients, which have undergone both 3D+t MRI and US scans. The end-systolic frame could be accurately estimated as the minimum of the image-derived surrogate signal, presenting a relative error of 1:6 1:9% and 4:0 4:2% for the MRI and US sequences, respectively, thus supporting its association with key temporal instants of the cardiac cycle. The use of DTW reduces the desynchronization of the cardiac events in MRI and US sequences, allowing to temporally align multimodal cardiac imaging sequences. Overall, a generic, fast and accurate method for temporal synchronization of MRI and US sequences of the same patient was introduced. This approach could be straightforwardly used for the correct temporal alignment of pre-operative MRI information and intra-operative US images.

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A previously developed model is used to numerically simulate real clinical cases of the surgical correction of scoliosis. This model consists of one-dimensional finite elements with spatial deformation in which (i) the column is represented by its axis; (ii) the vertebrae are assumed to be rigid; and (iii) the deformability of the column is concentrated in springs that connect the successive rigid elements. The metallic rods used for the surgical correction are modeled by beam elements with linear elastic behavior. To obtain the forces at the connections between the metallic rods and the vertebrae geometrically, non-linear finite element analyses are performed. The tightening sequence determines the magnitude of the forces applied to the patient column, and it is desirable to keep those forces as small as possible. In this study, a Genetic Algorithm optimization is applied to this model in order to determine the sequence that minimizes the corrective forces applied during the surgery. This amounts to find the optimal permutation of integers 1, ... , n, n being the number of vertebrae involved. As such, we are faced with a combinatorial optimization problem isomorph to the Traveling Salesman Problem. The fitness evaluation requires one computing intensive Finite Element Analysis per candidate solution and, thus, a parallel implementation of the Genetic Algorithm is developed.

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The interplay of seasonality, the system's nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.