Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

Models of reserve manpower

Absenteeism is one of the major problems of Indian industries. It necessitates the employment of more manpower than the jobs require, resulting in the increase of manpower costs, and lowers the efficiency of plant operation through lowered performance and higher rejects. It also causes machine idleness, if extra manpower is not hired, resulting in disrupted work schedules and assignments. Several studies have investigated the causes of absenteeism (Vaid 1967) for example and their remedy and relationship between absenteeism and turnover with a suggested model for diagnosis and treatment (Hawk 1976) However, the production foremen and supervisor will face the operating task of determining how many extra operatives are to be hired in order to stave off the adverse effects of absenteeism on the man-machine system. This paper deals with a class of reserve manpower models based on the reject allowance model familiar in quality control literature. The present study considers, in addition to absenteeism, machine failures and the graded nature of manpower met within production systems and seeks to find optimal reserve manpower through computer simulation.

Estimation of gear tooth deflection by the finite element method

The finite element method (FEM) is used to determine for pitch-point, mid-point and tip loading, the deflection curve of a Image 1 diamentral pitch (DP) standard spur gear tooth corresponding to number of teeth of 14, 21, 26 and 34. In all these cases the deflection of the gear tooth at the point of loading obtained by FEM is in good agreement with the experimental value. The contraflexure in the deflection curve at the point of loading observed experimentally in the cases of pitch-point and mid-point loading, is predicted correctly by the FEM analysis.

Swarm intelligence-based solver for parameter estimation of laboratory through-diffusion transport of contaminants

Theoretical approaches are of fundamental importance to predict the potential impact of waste disposal facilities on ground water contamination. Appropriate design parameters are generally estimated be fitting theoretical models to data gathered from field monitoring or laboratory experiments. Transient through-diffusion tests are generally conducted in the laboratory to estimate the mass transport parameters of the proposed barrier material. Thes parameters are usually estimated either by approximate eye-fitting calibration or by combining the solution of the direct problem with any available gradient-based techniques. In this work, an automated, gradient-free solver is developed to estimate the mass transport parameters of a transient through-diffusion model. The proposed inverse model uses a particle swarm optimization (PSO) algorithm that is based on the social behavior of animals searching for food sources. The finite difference numerical solution of the forward model is integrated with the PSO algorithm to solve the inverse problem of parameter estimation. The working principle of the new solver is demonstrated and mass transport parameters are estimated from laboratory through-diffusion experimental data. An inverse model based on the standard gradient-based technique is formulated to compare with the proposed solver. A detailed comparative study is carried out between conventional methods and the proposed solver. The present automated technique is found to be very efficient and robust. The mass transport parameters are obtained with great precision.

Estimation in a multiplicative mixed model involving a genetic relationship matrix.

Genetic models partitioning additive and non-additive genetic effects for populations tested in replicated multi-environment trials (METs) in a plant breeding program have recently been presented in the literature. For these data, the variance model involves the direct product of a large numerator relationship matrix A, and a complex structure for the genotype by environment interaction effects, generally of a factor analytic (FA) form. With MET data, we expect a high correlation in genotype rankings between environments, leading to non-positive definite covariance matrices. Estimation methods for reduced rank models have been derived for the FA formulation with independent genotypes, and we employ these estimation methods for the more complex case involving the numerator relationship matrix. We examine the performance of differing genetic models for MET data with an embedded pedigree structure, and consider the magnitude of the non-additive variance. The capacity of existing software packages to fit these complex models is largely due to the use of the sparse matrix methodology and the average information algorithm. Here, we present an extension to the standard formulation necessary for estimation with a factor analytic structure across multiple environments.

Parameter estimation and sensitivity analysis of fat deposition models in beef steers using acslXtreme.

The Davis Growth Model (a dynamic steer growth model encompassing 4 fat deposition models) is currently being used by the phenotypic prediction program of the Cooperative Research Centre (CRC) for Beef Genetic Technologies to predict P8 fat (mm) in beef cattle to assist beef producers meet market specifications. The concepts of cellular hyperplasia and hypertrophy are integral components of the Davis Growth Model. The net synthesis of total body fat (kg) is calculated from the net energy available after accounting tor energy needs for maintenance and protein synthesis. Total body fat (kg) is then partitioned into 4 fat depots (intermuscular, intramuscular, subcutaneous, and visceral). This paper reports on the parameter estimation and sensitivity analysis of the DNA (deoxyribonucleic acid) logistic growth equations and the fat deposition first-order differential equations in the Davis Growth Model using acslXtreme (Hunstville, AL, USA, Xcellon). The DNA and fat deposition parameter coefficients were found to be important determinants of model function; the DNA parameter coefficients with days on feed >100 days and the fat deposition parameter coefficients for all days on feed. The generalized NL2SOL optimization algorithm had the fastest processing time and the minimum number of objective function evaluations when estimating the 4 fat deposition parameter coefficients with 2 observed values (initial and final fat). The subcutaneous fat parameter coefficient did indicate a metabolic difference for frame sizes. The results look promising and the prototype Davis Growth Model has the potential to assist the beef industry meet market specifications.

The influence of pre-processing on the estimation of readability of web documents

This paper investigates the effect that text pre-processing approaches have on the estimation of the readability of web pages. Readability has been highlighted as an important aspect of web search result personalisation in previous work. The most widely used text readability measures rely on surface level characteristics of text, such as the length of words and sentences. We demonstrate that different tools for extracting text from web pages lead to very different estimations of readability. This has an important implication for search engines because search result personalisation strategies that consider users reading ability may fail if incorrect text readability estimations are computed.

Estimation of red blood cell lifespan from alveolar carbon monoxide measurements

Measurement of alveolar carbon monoxide (CO) presents a facile technique to estimate the lifespan, L, of red blood cells (RBCs) in vivo. Several recent studies employ this technique and calculate L (in days) using the expression, L = 13.8 (Hb)/P-CO(end), where (Hb) is the concentration (in g/dL) of hemoglobin in blood, and P-CO(end) is the endogenous production of CO (in ppm). Implicit in this calculation is the assumption that the fraction, f, of endogenous CO production due to RBC turnover is a constant equal to 0.7, which yields the expected RBC lifespan, L approximate to 120 days, in normal controls. In anemic patients, however, enhanced RBC turnover may increase f substantially above 0.7. The above expression then overestimates L. Here, we deriv an alternative tive expression, L = 3390[Hb]/322P(CO (end)-110, that accounts explicitly for the dependence of f on the rate of RBC turnover and thereby provides more accurate estimates of L without requiring additional measurements. Using the latter expression, we recalculate L from recent measurements on hepatitis C virus infected patients undergoing treatment with ribavirin. We find that our estimates of L in these patients (39 +/- 13 days) are significantly lower than current estimates (46 +/- 14 days), indicating that ribavirin affects RBC survival more severely than expected from current studies. Our expression for L is simple to employ in a clinical setting and would render the broadly applicable technique of alveolar CO measurement for the estimation of RBC lifespan more accurate.

Estimation of peak ground acceleration and spectral acceleration for South India with local site effects: probabilistic approach

In this work an attempt has been made to evaluate the seismic hazard of South India (8.0 degrees N-20 degrees N; 72 degrees E-88 degrees E) based on the probabilistic seismic hazard analysis (PSHA). The earthquake data obtained from different sources were declustered to remove the dependent events. A total of 598 earthquakes of moment magnitude 4 and above were obtained from the study area after declustering, and were considered for further hazard analysis. The seismotectonic map of the study area was prepared by considering the faults, lineaments and the shear zones in the study area which are associated with earthquakes of magnitude 4 and above. For assessing theseismic hazard, the study area was divided into small grids of size 0.1 degrees x0.1 degrees, and the hazard parameters were calculated at the centre of each of these grid cells by considering all the seismic sources with in a radius of 300 km. Rock level peak horizontal acceleration (PHA) and spectral acceleration (SA) values at 1 corresponding to 10% and 2% probability of exceedance in 50 years have been calculated for all the grid points. The contour maps showing the spatial variation of these values are presented here. Uniform hazard response spectrum (UHRS) at rock level for 5% damping and 10% and 2% probability of exceedance in 50 years were also developed for all the grid points. The peak ground acceleration (PGA) at surface level was calculated for the entire South India for four different site classes. These values can be used to find the PGA values at any site in South India based on site class at that location. Thus, this method can be viewed as a simplified method to evaluate the PGA values at any site in the study area.

Direct estimation of an element of order matrix from H-1 NMR spectra of strongly dipolar coupled spins

NMR spectra of molecules oriented in thermotropic liquid crystalline media provide information on the molecular structure and order. The spins are generally strongly dipolar coupled and the spectral analyse require the tedious and time consuming numerical iterative calculations. The present study demonstrates the application of multiple quantum spin state selective detection of single quantum transitions for mimicking the homonuclear decoupling and the direct estimation of an element of ordering matrix. This information is utilized to estimate the nearly accurate starting dipolar couplings for iterative calculations. The studies on the spectra of strongly dipolar coupled five and six interacting spin systems are reported.

Estimation of Cavitation Erosion with Incubation Periods and Material Properties

A detailed study of the normalized correlations between the incubation period tc and the properties of various materials tested in a rotating disk device indicates that, at very high intensities, the strength properties influence the duration of tc. The analysis of extensive data from other laboratories for cavitation and liquid impingement erosion also indicates that, while both energy and strength properties influence the duration of tc, the latter ones predominate for a majority of cases. A fatigue-type failure occurs during tc. For estimating the time required to pierce a metallic specimen in a rotating device a relationship tp = 160 tc0.44 is proposed. A detailed study of normalized correlations between erosion resistance (inverse of erosion rate) and tc values of different materials tested in the rotating disk shows that correlations are good. Analysis of data from eight other investigators clearly points out the validity and the usefulness of this type of prediction.

Estimation of fuzzy memberships from histograms

Based on the conclusions drawn in the bijective transformation between possibility and probability, a method is proposed to estimate the fuzzy membership function for pattern recognition purposes. A rational function approximation to the probability density function is obtained from the histogram of a finite (and sometimes very small) number of samples. This function is normalized such that the highest ordinate is one. The parameters representing the rational function are used for classifying the pattern samples based on a max-min decision rule. The method is illustrated with examples.

A rapid and sensitive method for the estimation of individual tRNA pools

A rapid and sensitive method is described to quantitatively compare tRNA pools for individual aminoacids in a single experiment. The procedure comprises of: (i) charging of total tRNA with a mixture of radiolabeled aminoacids, (ii) deacylation of the esterified tRNA with a volatile base and the recovery of the labeled aminoacid, (iii) derivatisation of the aminoacid with phenylisothiocyanate after mixing with excess of nonradioactive aminoacids, (iv) baseline separation of the phenylthiocarbamyl aminoacids by reverse phase high performance liquid chromatography monitored by A254nm and (v) quantitation of the radioactivity in individual aminoacid peaks. The radioactivity in the aminoacid peak corresponds to the quantity of the aminoacylated tRNA. The method has been successfully applied to quantitate the individual tRNA pools in the developing silk glands of Bombyx mori, a functionally adapted tissue which undergoes considerable variations in tRNA content. PSG, posterior silk gland; PITC, phenylisothiocyanate; DMAA, N,N-dimethyl-N-allylamine; APH, algal protein hydrolysate; ptc-, phenylthiocarbamyl; HPLC, high performance liquid chromatography.

Automated estimation of fatigue crack length and closure/opening stress

An experimental technique is proposed for the estimation of crack length as well as crack closure/opening stress during fatigue crack growth. A specially designed, single cantilever, crack opening displacement gauge is used to monitor these variables during fatigue crack propagation testing. The technique was experimentally validated through electronfractography.

Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.