980 resultados para stochastic approximation algorithm
Resumo:
Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.
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The Lanczos algorithm is appreciated in many situations due to its speed. and economy of storage. However, the advantage that the Lanczos basis vectors need not be kept is lost when the algorithm is used to compute the action of a matrix function on a vector. Either the basis vectors need to be kept, or the Lanczos process needs to be applied twice. In this study we describe an augmented Lanczos algorithm to compute a dot product relative to a function of a large sparse symmetric matrix, without keeping the basis vectors.
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In this paper we propose a second linearly scalable method for solving large master equations arising in the context of gas-phase reactive systems. The new method is based on the well-known shift-invert Lanczos iteration using the GMRES iteration preconditioned using the diffusion approximation to the master equation to provide the inverse of the master equation matrix. In this way we avoid the cubic scaling of traditional master equation solution methods while maintaining the speed of a partial spectral decomposition. The method is tested using a master equation modeling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long-lived isomerizing intermediates. (C) 2003 American Institute of Physics.
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In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.
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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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Many organisations need to extract useful information from huge amounts of movement data. One example is found in maritime transportation, where the automated identification of a diverse range of traffic routes is a key management issue for improving the maintenance of ports and ocean routes, and accelerating ship traffic. This paper addresses, in a first stage, the research challenge of developing an approach for the automated identification of traffic routes based on clustering motion vectors rather than reconstructed trajectories. The immediate benefit of the proposed approach is to avoid the reconstruction of trajectories in terms of their geometric shape of the path, their position in space, their life span, and changes of speed, direction and other attributes over time. For clustering the moving objects, an adapted version of the Shared Nearest Neighbour algorithm is used. The motion vectors, with a position and a direction, are analysed in order to identify clusters of vectors that are moving towards the same direction. These clusters represent traffic routes and the preliminary results have shown to be promising for the automated identification of traffic routes with different shapes and densities, as well as for handling noise data.
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In the last years, it has become increasingly clear that neurodegenerative diseases involve protein aggregation, a process often used as disease progression readout and to develop therapeutic strategies. This work presents an image processing tool to automatic segment, classify and quantify these aggregates and the whole 3D body of the nematode Caenorhabditis Elegans. A total of 150 data set images, containing different slices, were captured with a confocal microscope from animals of distinct genetic conditions. Because of the animals’ transparency, most of the slices pixels appeared dark, hampering their body volume direct reconstruction. Therefore, for each data set, all slices were stacked in one single 2D image in order to determine a volume approximation. The gradient of this image was input to an anisotropic diffusion algorithm that uses the Tukey’s biweight as edge-stopping function. The image histogram median of this outcome was used to dynamically determine a thresholding level, which allows the determination of a smoothed exterior contour of the worm and the medial axis of the worm body from thinning its skeleton. Based on this exterior contour diameter and the medial animal axis, random 3D points were then calculated to produce a volume mesh approximation. The protein aggregations were subsequently segmented based on an iso-value and blended with the resulting volume mesh. The results obtained were consistent with qualitative observations in literature, allowing non-biased, reliable and high throughput protein aggregates quantification. This may lead to a significant improvement on neurodegenerative diseases treatment planning and interventions prevention
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Quantitative analysis of cine cardiac magnetic resonance (CMR) images for the assessment of global left ventricular morphology and function remains a routine task in clinical cardiology practice. To date, this process requires user interaction and therefore prolongs the examination (i.e. cost) and introduces observer variability. In this study, we sought to validate the feasibility, accuracy, and time efficiency of a novel framework for automatic quantification of left ventricular global function in a clinical setting.
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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.
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5th. European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2008) 8th. World Congress on Computational Mechanics (WCCM8)
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This paper presents an algorithm to efficiently generate the state-space of systems specified using the IOPT Petri-net modeling formalism. IOPT nets are a non-autonomous Petri-net class, based on Place-Transition nets with an extended set of features designed to allow the rapid prototyping and synthesis of system controllers through an existing hardware-software co-design framework. To obtain coherent and deterministic operation, IOPT nets use a maximal-step execution semantics where, in a single execution step, all enabled transitions will fire simultaneously. This fact increases the resulting state-space complexity and can cause an arc "explosion" effect. Real-world applications, with several million states, will reach a higher order of magnitude number of arcs, leading to the need for high performance state-space generator algorithms. The proposed algorithm applies a compilation approach to read a PNML file containing one IOPT model and automatically generate an optimized C program to calculate the corresponding state-space.
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The current regulatory framework for maintenance outage scheduling in distribution systems needs revision to face the challenges of future smart grids. In the smart grid context, generation units and the system operator perform new roles with different objectives, and an efficient coordination between them becomes necessary. In this paper, the distribution system operator (DSO) of a microgrid receives the proposals for shortterm (ST) planned outages from the generation and transmission side, and has to decide the final outage plans, which is mandatory for the members to follow. The framework is based on a coordination procedure between the DSO and other market players. This paper undertakes the challenge of optimization problem in a smart grid where the operator faces with uncertainty. The results show the effectiveness and applicability of the proposed regulatory framework in the modified IEEE 34- bus test system.
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In recent years the use of several new resources in power systems, such as distributed generation, demand response and more recently electric vehicles, has significantly increased. Power systems aim at lowering operational costs, requiring an adequate energy resources management. In this context, load consumption management plays an important role, being necessary to use optimization strategies to adjust the consumption to the supply profile. These optimization strategies can be integrated in demand response programs. The control of the energy consumption of an intelligent house has the objective of optimizing the load consumption. This paper presents a genetic algorithm approach to manage the consumption of a residential house making use of a SCADA system developed by the authors. Consumption management is done reducing or curtailing loads to keep the power consumption in, or below, a specified energy consumption limit. This limit is determined according to the consumer strategy and taking into account the renewable based micro generation, energy price, supplier solicitations, and consumers’ preferences. The proposed approach is compared with a mixed integer non-linear approach.
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To maintain a power system within operation limits, a level ahead planning it is necessary to apply competitive techniques to solve the optimal power flow (OPF). OPF is a non-linear and a large combinatorial problem. The Ant Colony Search (ACS) optimization algorithm is inspired by the organized natural movement of real ants and has been successfully applied to different large combinatorial optimization problems. This paper presents an implementation of Ant Colony optimization to solve the OPF in an economic dispatch context. The proposed methodology has been developed to be used for maintenance and repairing planning with 48 to 24 hours antecipation. The main advantage of this method is its low execution time that allows the use of OPF when a large set of scenarios has to be analyzed. The paper includes a case study using the IEEE 30 bus network. The results are compared with other well-known methodologies presented in the literature.