876 resultados para coalescing random walk


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The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

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The response of a rigid rectangular block resting on a rigid foundation and acted upon simultaneously by a horizontal and a vertical random white-noise excitation is considered. In the equation of motion, the energy dissipation is modeled through a viscous damping term. Under the assumption that the body does not topple, the steady-state joint probability density function of the rotation and the rotational velocity is obtained using the Fokker-Planck equation approach. Closed form solution is obtained for a specific combination of system parameters. A more general but approximate solution to the joint probability density function based on the method of equivalent non-linearization is also presented. Further, the problem of overturning of the block is approached in the framework of the diffusion methods for first passage failure studies. The overturning of the block is deemed incipient when the response trajectories in the phase plane cross the separatrix of the conservative unforced system. Expressions for the moments of first passage time are obtained via a series solution to the governing generalized Pontriagin-Vitt equations. Numerical results illustra- tive of the theoretical solutions are presented and their validity is examined through limited amount of digital simulations.

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We propose a method to compute a probably approximately correct (PAC) normalized histogram of observations with a refresh rate of Theta(1) time units per histogram sample on a random geometric graph with noise-free links. The delay in computation is Theta(root n) time units. We further extend our approach to a network with noisy links. While the refresh rate remains Theta(1) time units per sample, the delay increases to Theta(root n log n). The number of transmissions in both cases is Theta(n) per histogram sample. The achieved Theta(1) refresh rate for PAC histogram computation is a significant improvement over the refresh rate of Theta(1/log n) for histogram computation in noiseless networks. We achieve this by operating in the supercritical thermodynamic regime where large pathways for communication build up, but the network may have more than one component. The largest component however will have an arbitrarily large fraction of nodes in order to enable approximate computation of the histogram to the desired level of accuracy. Operation in the supercritical thermodynamic regime also reduces energy consumption. A key step in the proof of our achievability result is the construction of a connected component having bounded degree and any desired fraction of nodes. This construction may also prove useful in other communication settings on the random geometric graph.

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A new analytical model has been suggested for the hysteretic behaviour of beams. The model can be directly used in a response analysis without bothering to locate the precise point where the unloading commences. The model can efficiently simulate several types of realistic softening hysteretic loops. This is demonstrated by computing the response of cantilever beams under sinusoidal and random loadings. Results are presented in the form of graphs for maximum deflection, bending moment and shear

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Consider L independent and identically distributed exponential random variables (r.vs) X-1, X-2 ,..., X-L and positive scalars b(1), b(2) ,..., b(L). In this letter, we present the probability density function (pdf), cumulative distribution function and the Laplace transform of the pdf of the composite r.v Z = (Sigma(L)(j=1) X-j)(2) / (Sigma(L)(j=1) b(j)X(j)). We show that the r.v Z appears in various communication systems such as i) maximal ratio combining of signals received over multiple channels with mismatched noise variances, ii)M-ary phase-shift keying with spatial diversity and imperfect channel estimation, and iii) coded multi-carrier code-division multiple access reception affected by an unknown narrow-band interference, and the statistics of the r.v Z derived here enable us to carry out the performance analysis of such systems in closed-form.

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The random direction short Glass Fiber Reinforced Plastics (GFRP) have been prepared by two compression moulding processes, namely the Preform and Sheet Moulding Compound (SMC) processes. Cutting force analysis and surface characterization are conducted on the random direction short GFRPs with varying fiber contents (25 similar to 40%). Edge trimming experiments are preformed using carbide inserts with varing the depth of cut and cutting speed. Machining characteristics of the Preform and SMC processed random direction short GFRPs are evaluated in terms of cutting forces, surface quality, and tool wear. It is found that composite primary processing and fiber contents are major contributing factors influencing the cutting force magnitudes and surface textures. The SMC composites show better surface finish over the Preform composites due to less delamination and fiber pullouts. Moreover, matrix damage and fiber protrusions at the machined edge are reduced by increasing fiber content in the random direction short GFRP composites.

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Light scattering, or scattering and absorption of electromagnetic waves, is an important tool in all remote-sensing observations. In astronomy, the light scattered or absorbed by a distant object can be the only source of information. In Solar-system studies, the light-scattering methods are employed when interpreting observations of atmosphereless bodies such as asteroids, atmospheres of planets, and cometary or interplanetary dust. Our Earth is constantly monitored from artificial satellites at different wavelengths. With remote sensing of Earth the light-scattering methods are not the only source of information: there is always the possibility to make in situ measurements. The satellite-based remote sensing is, however, superior in the sense of speed and coverage if only the scattered signal can be reliably interpreted. The optical properties of many industrial products play a key role in their quality. Especially for products such as paint and paper, the ability to obscure the background and to reflect light is of utmost importance. High-grade papers are evaluated based on their brightness, opacity, color, and gloss. In product development, there is a need for computer-based simulation methods that could predict the optical properties and, therefore, could be used in optimizing the quality while reducing the material costs. With paper, for instance, pilot experiments with an actual paper machine can be very time- and resource-consuming. The light-scattering methods presented in this thesis solve rigorously the interaction of light and material with wavelength-scale structures. These methods are computationally demanding, thus the speed and accuracy of the methods play a key role. Different implementations of the discrete-dipole approximation are compared in the thesis and the results provide practical guidelines in choosing a suitable code. In addition, a novel method is presented for the numerical computations of orientation-averaged light-scattering properties of a particle, and the method is compared against existing techniques. Simulation of light scattering for various targets and the possible problems arising from the finite size of the model target are discussed in the thesis. Scattering by single particles and small clusters is considered, as well as scattering in particulate media, and scattering in continuous media with porosity or surface roughness. Various techniques for modeling the scattering media are presented and the results are applied to optimizing the structure of paper. However, the same methods can be applied in light-scattering studies of Solar-system regoliths or cometary dust, or in any remote-sensing problem involving light scattering in random media with wavelength-scale structures.

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We present a low-complexity algorithm based on reactive tabu search (RTS) for near maximum likelihood (ML) detection in large-MIMO systems. The conventional RTS algorithm achieves near-ML performance for 4-QAM in large-MIMO systems. But its performance for higher-order QAM is far from ML performance. Here, we propose a random-restart RTS (R3TS) algorithm which achieves significantly better bit error rate (BER) performance compared to that of the conventional RTS algorithm in higher-order QAM. The key idea is to run multiple tabu searches, each search starting with a random initial vector and choosing the best among the resulting solution vectors. A criterion to limit the number of searches is also proposed. Computer simulations show that the R3TS algorithm achieves almost the ML performance in 16 x 16 V-BLAST MIMO system with 16-QAM and 64-QAM at significantly less complexities than the sphere decoder. Also, in a 32 x 32 V-BLAST MIMO system, the R3TS performs close to ML lower bound within 1.6 dB for 16-QAM (128 bps/Hz), and within 2.4 dB for 64-QAM (192 bps/Hz) at 10(-3) BER.

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A general procedure for arriving at 3-D models of disulphiderich olypeptide systems based on the covalent cross-link constraints has been developed. The procedure, which has been coded as a computer program, RANMOD, assigns a large number of random, permitted backbone conformations to the polypeptide and identifies stereochemically acceptable structures as plausible models based on strainless disulphide bridge modelling. Disulphide bond modelling is performed using the procedure MODIP developed earlier, in connection with the choice of suitable sites where disulphide bonds could be engineered in proteins (Sowdhamini,R., Srinivasan,N., Shoichet,B., Santi,D.V., Ramakrishnan,C. and Balaram,P. (1989) Protein Engng, 3, 95-103). The method RANMOD has been tested on small disulphide loops and the structures compared against preferred backbone conformations derived from an analysis of putative disulphide subdatabase and model calculations. RANMOD has been applied to disulphiderich peptides and found to give rise to several stereochemically acceptable structures. The results obtained on the modelling of two test cases, a-conotoxin GI and endothelin I, are presented. Available NMR data suggest that such small systems exhibit conformational heterogeneity in solution. Hence, this approach for obtaining several distinct models is particularly attractive for the study of conformational excursions.

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Normal mode sound propagation in an isovelocity ocean with random narrow-band surface waves is considered, assuming the root-mean-square wave height to be small compared to the acoustic wavelength. Nonresonant interaction among the normal modes is studied straightforward perturbation technique. The more interesting case of resonant interaction is investigated using the method of multiple scales to obtain a pair of stochastic coupled amplitude equations which are solved using the Peano-Baker expansion technique. Equations for the spatial evolution of the first and second moments of the mode amplitudes are also derived and solved. It is shown that, irrespective of the initial conditions, the mean values of the mode amplitudes tend to zero asymptotically with increasing range, the mean-square amplitudes tend towards a state of equipartition of energy, and the total energy of the modes is conserved.

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It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

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Kinetics of random sequential, irreversible multilayer deposition of macromolecules of two different sizes on a one dimensional infinite lattice is analyzed at the mean field level. A formal solution for the corresponding rate equation is obtained. The Jamming limits and the distribution of gaps of exact sizes are discussed. In the absence of screening, the jamming limits are shown to be the same for all the layers. A detailed analysis for the components differing by one monomer unit is presented. The small and large time behaviors and the dependence of the individual jamming limits of the k mers and (k−1) mers on k and the rate parameters are analyzed.

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Mutation and/or dysfunction of signaling proteins in the mitogen activated protein kinase (MAPK) signal transduction pathway are frequently observed in various kinds of human cancer. Consistent with this fact, in the present study, we experimentally observe that the epidermal growth factor (EGF) induced activation profile of MAP kinase signaling is not straightforward dose-dependent in the PC3 prostate cancer cells. To find out what parameters and reactions in the pathway are involved in this departure from the normal dose-dependency, a model-based pathway analysis is performed. The pathway is mathematically modeled with 28 rate equations yielding those many ordinary differential equations (ODE) with kinetic rate constants that have been reported to take random values in the existing literature. This has led to us treating the ODE model of the pathways kinetics as a random differential equations (RDE) system in which the parameters are random variables. We show that our RDE model captures the uncertainty in the kinetic rate constants as seen in the behavior of the experimental data and more importantly, upon simulation, exhibits the abnormal EGF dose-dependency of the activation profile of MAP kinase signaling in PC3 prostate cancer cells. The most likely set of values of the kinetic rate constants obtained from fitting the RDE model into the experimental data is then used in a direct transcription based dynamic optimization method for computing the changes needed in these kinetic rate constant values for the restoration of the normal EGF dose response. The last computation identifies the parameters, i.e., the kinetic rate constants in the RDE model, that are the most sensitive to the change in the EGF dose response behavior in the PC3 prostate cancer cells. The reactions in which these most sensitive parameters participate emerge as candidate drug targets on the signaling pathway. (C) 2011 Elsevier Ireland Ltd. All rights reserved.