994 resultados para Stochastic Matrix
Resumo:
Al-4.4 a/oZn and Al-4.4 a/oZn with Ag, Ce, Dy, Li, Nb, Pt, Y, or Yb, alloys have been investigated by resistometry with a view to study the solute-vacancy interactions and clustering kinetics in these alloys. Solute-vacancy binding energies have been evaluated for all these elements by making use of appropriate methods of evaluation. Ag and Dy additions yield some interesting results and these have been discussed in the thesis. Solute-vacancy binding energy values obtained here have been compared with other available values and discussed. A study of the type of interaction between vacancies and solute atoms indicates that the valency effect is more predominant than the elastic effect.
Resumo:
A laminated composite plate model based on first order shear deformation theory is implemented using the finite element method.Matrix cracks are introduced into the finite element model by considering changes in the A, B and D matrices of composites. The effects of different boundary conditions, laminate types and ply angles on the behavior of composite plates with matrix cracks are studied.Finally, the effect of material property uncertainty, which is important for composite material on the composite plate, is investigated using Monte Carlo simulations. Probabilistic estimates of damage detection reliability in composite plates are made for static and dynamic measurements. It is found that the effect of uncertainty must be considered for accurate damage detection in composite structures. The estimates of variance obtained for observable system properties due to uncertainty can be used for developing more robust damage detection algorithms. (C) 2010 Elsevier Ltd. All rights reserved.
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Two optimal non-linear reinforcement schemes—the Reward-Inaction and the Penalty-Inaction—for the two-state automaton functioning in a stationary random environment are considered. Very simple conditions of symmetry of the non-linear function figuring in the reinforcement scheme are shown to be necessary and sufficient for optimality. General expressions for the variance and rate of learning are derived. These schemes are compared with the already existing optimal linear schemes in the light of average variance and average rate of learning.
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The mechanical properties of Al-Zn-Mg alloy reinforced with SiCP composites prepared by solidification route were studied by altering the matrix strength with different heat treatments. With respect to the control alloy, the composites have shown similar ageing behaviour in terms of microhardness data at 135 degrees C. It was shown that although composites exhibited enhanced modulus values, the strengthening was found to be dependent on the damage that is occurring during straining. Thus the initial matrix strength plays an important role in determining the strengthening. Consequently, compression data had shown a different trend compared to tension. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
In this paper we introduce a nonlinear detector based on the phenomenon of suprathreshold stochastic resonance (SSR). We first present a model (an array of 1-bit quantizers) that demonstrates the SSR phenomenon. We then use this as a pre-processor to the conventional matched filter. We employ the Neyman-Pearson(NP) detection strategy and compare the performances of the matched filter, the SSR-based detector and the optimal detector. Although the proposed detector is non-optimal, for non-Gaussian noises with heavy tails (leptokurtic) it shows better performance than the matched filter. In situations where the noise is known to be leptokurtic without the availability of the exact knowledge of its distribution, the proposed detector turns out to be a better choice than the matched filter.
Resumo:
The overall performance of random early detection (RED) routers in the Internet is determined by the settings of their associated parameters. The non-availability of a functional relationship between the RED performance and its parameters makes it difficult to implement optimization techniques directly in order to optimize the RED parameters. In this paper, we formulate a generic optimization framework using a stochastically bounded delay metric to dynamically adapt the RED parameters. The constrained optimization problem thus formulated is solved using traditional nonlinear programming techniques. Here, we implement the barrier and penalty function approaches, respectively. We adopt a second-order nonlinear optimization framework and propose a novel four-timescale stochastic approximation algorithm to estimate the gradient and Hessian of the barrier and penalty objectives and update the RED parameters. A convergence analysis of the proposed algorithm is briefly sketched. We perform simulations to evaluate the performance of our algorithm with both barrier and penalty objectives and compare these with RED and a variant of it in the literature. We observe an improvement in performance using our proposed algorithm over RED, and the above variant of it.
Resumo:
The objective of this paper is to investigate the pricing accuracy under stochastic volatility where the volatility follows a square root process. The theoretical prices are compared with market price data (the German DAX index options market) by using two different techniques of parameter estimation, the method of moments and implicit estimation by inversion. Standard Black & Scholes pricing is used as a benchmark. The results indicate that the stochastic volatility model with parameters estimated by inversion using the available prices on the preceding day, is the most accurate pricing method of the three in this study and can be considered satisfactory. However, as the same model with parameters estimated using a rolling window (the method of moments) proved to be inferior to the benchmark, the importance of stable and correct estimation of the parameters is evident.
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We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.
Resumo:
In this paper we propose a nonlinear preprocessor for enhancing the performance of processors used for direction-of-arrival (DOA) estimation in heavy-tailed non-Gaussian noise. The preprocessor based on the phenomenon of suprathreshold stochastic resonance (SSR), provides SNR gain. The preprocessed data is used for DOA estimation by the MUSIC algorithm. Simulation results are presented to show that the SSR preprocessor provides a significant improvement in the performance of MUSIC in heavy-tailed noise at low SNR.
Resumo:
Four algorithms, all variants of Simultaneous Perturbation Stochastic Approximation (SPSA), are proposed. The original one-measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. As a result, the asymptotic covariance matrix of the iterate convergence process has a bias term. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p. 1 of both algorithms is established. We extend measurement reuse to design two second-order SPSA algorithms and sketch the convergence analysis. Finally, we present simulation results on an illustrative minimization problem.
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The binding of a 14 kDa beta-galactoside animal lectin to splenocytes has been studied in detail. The binding data show that there are two classes of binding sites on the cells for the lectin: a high-affinity site with a K-a ranging from 1.1 x 10(6) to 5.1 x 10(5) M-1 and a low affinity binding site with a K-a ranging from 7.7 x 10(4) to 3.4 x 10(4) M-1 The number of receptors per cell for the high- and low-affinity sites is 9 +/- 3 x 10(6) and 2.5 +/- 0.5 x 10(6) respectively. The temperature dependence of the K value yielded the thermodynamic parameters. The energetics of this interaction shows that, although this interaction is essentially enthalpically driven (Delta H - 21 kJ lambda mol(-1)) for the high-affinity sites, there is a very favorable entropy contribution to the free energy of this interaction (-T Delta S - 17.5 Jmol(-1)), suggesting that hydrophobic interaction may also be playing a role in this interaction. Lactose brought about a 20% inhibition of this interaction, whereas the glycoprotein asialofetuin brought about a 75 % inhibition, suggesting that complex carbohydrate structures are involved in the binding of galectin-1 to splenocytes, Galectin-1 also mediated the binding and adhesion of splenocytes to the extracellular matrix glycoprotein laminin, suggesting a role for it in cell-matrix interactions. Copyright (C) 2000 John Wiley & Sons, Ltd.
Resumo:
This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.