876 resultados para coalescing random walk


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We report enhanced emission and gain narrowing in Rhodamine 590 perchlorate dye in an aqueous suspension of polystyrene microspheres. A systematic experimental study of the threshold condition for and the gain narrowing of the stimulated emission over a wide range of dye concentrations and scatterer number densities showed several interesting features, even though the transport mean free path far exceeded the system size. The conventional diffusive-reactive approximation to radiative transfer in an inhomogeneously illuminated random amplifying medium, which is valid for a transport mean-free path much smaller than the system size, is clearly inapplicable here. We propose a new probabilistic approach for the present case of dense, random, weak scatterers involving the otherwise rare and ignorable sub-mean-free-path scatterings, now made effective by the high gain in the medium, which is consistent: with experimentally observed features. (C) 1997 Optical Society of America.

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The phase diagram of a hard-sphere fluid in the presence of a random pinning potential is studied analytically and numerically. In the analytic work, replicas are introduced for averaging over the quenched disorder, and the hypernetted chain approximation is used to calculate density correlations in the replicated liquid. The freezing transition of the liquid into a nearly crystalline state is studied using a density-functional approach, and the liquid to glass transition is studied using a phenomenological replica symmetry breaking approach. In the numerical work, local minima of a discretized version of the Ramakrishnan-Yussouff free-energy functional are located and the phase diagram in the density-disorder plane is obtained from an analysis of the relative stability of these minima. Both approaches lead to similar results for the phase diagram. The first-order liquid to crystalline solid transition is found to change to a continuous liquid to glass transition as the strength of the disorder is increased above a threshold value.

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In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

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Given two independent Poisson point processes ©(1);©(2) in Rd, the AB Poisson Boolean model is the graph with points of ©(1) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centred at these points contains at least one point of ©(2). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d ¸ 2 and derive bounds for a critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and cn in the unit cube. The AB random geometric graph is de¯ned as above but with balls of radius r. We derive a weak law result for the largest nearest neighbour distance and almost sure asymptotic bounds for the connectivity threshold.

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Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

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We consider a fluid queue in discrete time with random service rate. Such a queue has been used in several recent studies on wireless networks where the packets can be arbitrarily fragmented. We provide conditions on finiteness of moments of stationary delay, its Laplace-Stieltjes transform and various approximations under heavy traffic. Results are extended to the case where the wireless link can transmit in only a few slots during a frame.

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We consider evolving exponential RGGs in one dimension and characterize the time dependent behavior of some of their topological properties. We consider two evolution models and study one of them detail while providing a summary of the results for the other. In the first model, the inter-nodal gaps evolve according to an exponential AR(1) process that makes the stationary distribution of the node locations exponential. For this model we obtain the one-step conditional connectivity probabilities and extend it to the k-step case. Finite and asymptotic analysis are given. We then obtain the k-step connectivity probability conditioned on the network being disconnected. We also derive the pmf of the first passage time for a connected network to become disconnected. We then describe a random birth-death model where at each instant, the node locations evolve according to an AR(1) process. In addition, a random node is allowed to die while giving birth to a node at another location. We derive properties similar to those above.

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A reliable method for service life estimation of the structural element is a prerequisite for service life design. A new methodology for durability-based service life estimation of reinforced concrete flexural elements with respect to chloride-induced corrosion of reinforcement is proposed. The methodology takes into consideration the fuzzy and random uncertainties associated with the variables involved in service life estimation by using a hybrid method combining the vertex method of fuzzy set theory with Monte Carlo simulation technique. It is also shown how to determine the bounds for characteristic value of failure probability from the resulting fuzzy set for failure probability with minimal computational effort. Using the methodology, the bounds for the characteristic value of failure probability for a reinforced concrete T-beam bridge girder has been determined. The service life of the structural element is determined by comparing the upper bound of characteristic value of failure probability with the target failure probability. The methodology will be useful for durability-based service life design and also for making decisions regarding in-service inspections.

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Given two independent Poisson point processes Phi((1)), Phi((2)) in R-d, the AB Poisson Boolean model is the graph with the points of Phi((1)) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centered at these points contains at least one point of Phi((2)). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d >= 2 and derive bounds fora critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and tau n in the unit cube. The AB random geometric graph is defined as above but with balls of radius r. We derive a weak law result for the largest nearest-neighbor distance and almost-sure asymptotic bounds for the connectivity threshold.

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The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.

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In 2003, Babin et al. theoretically predicted (J. Appl. Phys. 94:4244, 2003) that fabrication of organic-inorganic hybrid materials would probably be required to implement structures with multiple photonic band gaps. In tune with their prediction, we report synthesis of such an inorganic-organic nanocomposite, comprising Cu4O3-CuO-C thin films that experimentally exhibit the highest (of any known material) number (as many as eleven) of photonic band gaps in the near infrared. On contrary to the report by Wang et al. (Appl. Phys. Lett. 84:1629, 2004) that photonic crystals with multiple stop gaps require highly correlated structural arrangement such as multilayers of variable thicknesses, we demonstrate experimental realization of multiple stop gaps in completely randomized structures comprising inorganic oxide nanocrystals (Cu4O3 and CuO) randomly embedded in a randomly porous carbonaceous matrix. We report one step synthesis of such nanostructured films through the metalorganic chemical vapor deposition technique using a single source metalorganic precursor, Cu-4(deaH)(dea)(oAc)(5) a <...aEuro parts per thousand(CH3)(2)CO. The films displaying multiple (4/9/11) photonic band gaps with equal transmission losses in the infrared are promising materials to find applications as multiple channel photonic band gap based filter for WDM technology.

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Novel random copolymers containing dithienylcyclopentadienone, thiophene and benzothiadiazole were synthesized and photovoltaic properties of these materials were evaluated. Thermal, structural, optical and electrochemical characterization of the synthesized copolymers was carried out. These thermally stable copolymers are solution processable unlike the homopolymer. The absorption spectra indicated that with the incorporation of alkyl chains in the thiophene moiety, the onset of absorption increases and hence band gap decreases (1.47 eV to 1.41 eV). Bulk heterojunction solar cells were fabricated with the blend of copolymer and phenyl-C61-butyric acid methyl ester (PCBM) as the active material and device parameters were extracted. The copolymer consists of alkyl thiophene exhibit higher open circuit voltage than the copolymer consisting of thiophene moiety. (c) 2012 Elsevier B.V. All rights reserved.

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Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes in a region of Euclidean space. Following deployment, the nodes self-organize into a mesh topology with a key aspect being self-localization. Having obtained a mesh topology in a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this work, we analyze this approximation through two complementary analyses. We assume that the mesh topology is a random geometric graph on the nodes; and that some nodes are designated as anchors with known locations. First, we obtain high probability bounds on the Euclidean distances of all nodes that are h hops away from a fixed anchor node. In the second analysis, we provide a heuristic argument that leads to a direct approximation for the density function of the Euclidean distance between two nodes that are separated by a hop distance h. This approximation is shown, through simulation, to very closely match the true density function. Localization algorithms that draw upon the preceding analyses are then proposed and shown to perform better than some of the well-known algorithms present in the literature. Belief-propagation-based message-passing is then used to further enhance the performance of the proposed localization algorithms. To our knowledge, this is the first usage of message-passing for hop-count-based self-localization.