Robust Dynamic Pricing Over Infinite Horizon in The Presence of Model Uncertainty( 2* Journal)

This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

Nonlinear Field Line Random Walk and Generalized Compound Diffusion of Charged Particles

A new nonlinear theory for the perpendicular transport of charged particles is presented. This approach is based on an improved nonlinear treatment of field line random walk in combination with a generalized compound diffusion model. The generalized compound diffusion model is much more systematic and reliable, in comparison to previous theories. Furthermore, the new theory shows remarkably good agreement with test-particle simulations and heliospheric observations.

Physical Models of Wind Instruments : A Generalized Excitation Coupled with a Modular Tube Simulation Platform

To develop real-time simulations of wind instruments, digital waveguides filters can be used as an efficient representation of the air column. Many aerophones are shaped as horns which can be approximated using conical sections. Therefore the derivation of conical waveguide filters is of special interest. When these filters are used in combination with a generalized reed excitation, several classes of wind instruments can be simulated. In this paper we present the methods for transforming a continuous description of conical tube segments to a discrete filter representation. The coupling of the reed model with the conical waveguide and a simplified model of the termination at the open end are described in the same way. It turns out that the complete lossless conical waveguide requires only one type of filter.Furthermore, we developed a digital reed excitation model, which is purely based on numerical integration methods, i.e., without the use of a look-up table.

A Physically-Constrained Source Model For FDTD Acoustic Simulation

The Finite Difference Time Domain (FDTD) method is becoming increasingly popular for room acoustics simulation. Yet, the literature on grid excitation methods is relatively sparse, and source functions are traditionally implemented in a hard or additive form
using arbitrarily-shaped functions which do not necessarily obey the physical laws of sound generation. In this paper we formulate
a source function based on a small pulsating sphere model. A physically plausible method to inject a source signal into the grid
is derived from first principles, resulting in a source with a near-flat spectrum that does not scatter incoming waves. In the final
discrete-time formulation, the source signal is the result of passing a Gaussian pulse through a digital filter simulating the dynamics of the pulsating sphere, hence facilitating a physically correct means to design source functions that generate a prescribed sound field.

Illumination invariant facial recognition using a piecewise-constant lighting model

In this paper we demonstrate a simple and novel illumination model that can be used for illumination invariant facial recognition. This model requires no prior knowledge of the illumination conditions and can be used when there is only a single training image per-person. The proposed illumination model separates the effects of illumination over a small area of the face into two components; an additive component modelling the mean illumination and a multiplicative component, modelling the variance within the facial area. Illumination invariant facial recognition is performed in a piecewise manner, by splitting the face image into blocks, then normalizing the illumination within each block based on the new lighting model. The assumptions underlying this novel lighting model have been verified on the YaleB face database. We show that magnitude 2D Fourier features can be used as robust facial descriptors within the new lighting model. Using only a single training image per-person, our new method achieves high (in most cases 100%) identification accuracy on the YaleB, extended YaleB and CMU-PIE face databases.

On the required shape corrections to the local density and generalized gradient approximations to the Kohn-Sham potentials for molecular response calculations of (hyper)polarizabilities and excitation energies

It is well known that shape corrections have to be applied to the local-density (LDA) and generalized gradient (GGA) approximations to the Kohn-Sham exchange-correlation potential in order to obtain reliable response properties in time dependent density functional theory calculations. Here we demonstrate that it is an oversimplified view that these shape corrections concern primarily the asymptotic part of the potential, and that they affect only Rydberg type transitions. The performance is assessed of two shape-corrected Kohn-Sham potentials, the gradient-regulated asymptotic connection procedure applied to the Becke-Perdew potential (BP-GRAC) and the statistical averaging of (model) orbital potentials (SAOP), versus LDA and GGA potentials, in molecular response calculations of the static average polarizability alpha, the Cauchy coefficient S-4, and the static average hyperpolarizability beta. The nature of the distortions of the LDA/GGA potentials is highlighted and it is shown that they introduce many spurious excited states at too low energy which may mix with valence excited states, resulting in wrong excited state compositions. They also lead to wrong oscillator strengths and thus to a wrong spectral structure of properties like the polarizability. LDA, Becke-Lee-Yang-Parr (BLYP), and Becke-Perdew (BP) characteristically underestimate contributions to alpha and S-4 from bound Rydberg-type states and overestimate those from the continuum. Cancellation of the errors in these contributions occasionally produces fortuitously good results. The distortions of the LDA, BLYP, and BP spectra are related to the deficiencies of the LDA/GGA potentials in both the bulk and outer molecular regions. In contrast, both SAOP and BP-GRAC potentials produce high quality polarizabilities for 21 molecules and also reliable Cauchy moments and hyperpolarizabilities for the selected molecules. The analysis for the N-2 molecule shows, that both SAOP and BP-GRAC yield reliable energies omega(i) and oscillator strengths f(i) of individual excitations, so that they reproduce well the spectral structure of alpha and S-4.(C) 2002 American Institute of Physics.

Generalized Laplacian Eigenmaps for Modeling and Tracking Human Motions

This paper presents generalized Laplacian eigenmaps, a novel dimensionality reduction approach designed to address stylistic variations in time series. It generates compact and coherent continuous spaces whose geometry is data-driven. This paper also introduces graph-based particle filter, a novel methodology conceived for efficient tracking in low dimensional space derived from a spectral dimensionality reduction method. Its strengths are a propagation scheme, which facilitates the prediction in time and style, and a noise model coherent with the manifold, which prevents divergence, and increases robustness. Experiments show that a combination of both techniques achieves state-of-the-art performance for human pose tracking in underconstrained scenarios.

Evaluation of infilled frames: an updated in-plane-stiffness macro-model considering the effects of vertical loads

The influence of masonry infills on the in-plane behaviour of RC framed structures is a central topic in the seismic evaluation and retrofitting of existing buildings. Many models in the literature use an equivalent strut member in order to represent the infill but, among the parameters influencing the equivalent strut behaviour, the effect of vertical loads acting on the frames is recognized but not quantified. Nevertheless a vertical load causes a non-negligible variation in the in-plane behaviour of infilled frames by influencing the effective volume of the infill. This results in a change in the stiffness and strength of the system. This paper presents an equivalent diagonal pin-jointed strut model taking into account the stiffening effect of vertical loads on the infill in the initial state. The in-plane stiffness of a range of infilled frames was evaluated using a finite element model of the frame-infill system and the cross-section of the strut equivalent to the infill was obtained for different levels of vertical loading by imposing the equivalence between the frame containing the infill and the frame containing the diagonal strut. In this way a law for identifying the equivalent strut width depending on the geometrical and mechanical characteristics of the infilled frame was generalized to consider the influence of vertical loads for use in the practical applications. The strategy presented, limited to the initial stiffness of infilled frames, is preparatory to the definition of complete non-linear cyclic laws for the equivalent strut.

Applications of the generalized Langevin equation: Towards a realistic description of the baths

The generalized Langevin equation (GLE) method, as developed previously [L. Stella et al., Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used bilinear coupling between the central system and the bath, and permits us to have a realistic description of both the dissipative central system and its surrounding bath. We show how to obtain the vibrational properties of a realistic bath and how to convey such properties into an extended Langevin dynamics by the use of the mapping of the bath vibrational properties onto a set of auxiliary variables. Our calculations for a model of a Lennard-Jones solid show that our GLE scheme provides a stable dynamics, with the dissipative/relaxation processes properly described. The total kinetic energy of the central system always thermalizes toward the expected bath temperature, with appropriate fluctuation around the mean value. More importantly, we obtain a velocity distribution for the individual atoms in the central system which follows the expected canonical distribution at the corresponding temperature. This confirms that both our GLE scheme and our mapping procedure onto an extended Langevin dynamics provide the correct thermostat. We also examined the velocity autocorrelation functions and compare our results with more conventional Langevin dynamics.

An iterative longest matching segment approach to speech enhancement with additive noise and channel distortion

This paper presents a new approach to speech enhancement from single-channel measurements involving both noise and channel distortion (i.e., convolutional noise), and demonstrates its applications for robust speech recognition and for improving noisy speech quality. The approach is based on finding longest matching segments (LMS) from a corpus of clean, wideband speech. The approach adds three novel developments to our previous LMS research. First, we address the problem of channel distortion as well as additive noise. Second, we present an improved method for modeling noise for speech estimation. Third, we present an iterative algorithm which updates the noise and channel estimates of the corpus data model. In experiments using speech recognition as a test with the Aurora 4 database, the use of our enhancement approach as a preprocessor for feature extraction significantly improved the performance of a baseline recognition system. In another comparison against conventional enhancement algorithms, both the PESQ and the segmental SNR ratings of the LMS algorithm were superior to the other methods for noisy speech enhancement.

Speech Enhancement from Additive Noise and Channel Distortion - a Corpus-Based Approach

This paper presents a new approach to single-channel speech enhancement involving both noise and channel distortion (i.e., convolutional noise). The approach is based on finding longest matching segments (LMS) from a corpus of clean, wideband speech. The approach adds three novel developments to our previous LMS research. First, we address the problem of channel distortion as well as additive noise. Second, we present an improved method for modeling noise. Third, we present an iterative algorithm for improved speech estimates. In experiments using speech recognition as a test with the Aurora 4 database, the use of our enhancement approach as a preprocessor for feature extraction significantly improved the performance of a baseline recognition system. In another comparison against conventional enhancement algorithms, both the PESQ and the segmental SNR ratings of the LMS algorithm were superior to the other methods for noisy speech enhancement. Index Terms: corpus-based speech model, longest matching segment, speech enhancement, speech recognition

Generalised collisional-radiative model for light elements. A: Data for the Li isonuclear sequence

A first stage collision database is assembled which contains electron-impact effective collision strengths, and ionization and recombination rate coefficients for Li, Li+, and Li2+. The first stage database is constructed using the R-matrix with pseudo-states, time-dependent close-coupling, converged close-coupling, and perturbative distorted-wave methods. A second stage collision database is then assembled which contains generalized collisional-radiative and radiated power loss coefficients. The second stage database is constructed by solution of collisional-radiative equations in the quasi-static equilibrium approximation using the first stage database. Both collision database stages reside in electronic form at the ORNL Controlled Fusion Atomic Data Center and in the ADAS database, and are easily accessed over the worldwide internet. ?? 2006 Elsevier Inc. All rights reserved.

Nonequilibrium processes from generalized Langevin equations: Realistic nanoscale systems connected to two thermal baths

We extend the generalized Langevin equation (GLE) method [L. Stella, C. D. Lorenz, and L. Kantorovich, Phys. Rev. B 89, 134303 (2014)] to model a central classical region connected to two realistic thermal baths at two different temperatures. In such nonequilibrium conditions a heat flow is established, via the central system, in between the two baths. The GLE-2B (GLE two baths) scheme permits us to have a realistic description of both the dissipative central system and its surrounding baths. Following the original GLE approach, the extended Langevin dynamics scheme is modified to take into account two sets of auxiliary degrees of freedom corresponding to the mapping of the vibrational properties of each bath. These auxiliary variables are then used to solve the non-Markovian dissipative dynamics of the central region. The resulting algorithm is used to study a model of a short Al nanowire connected to two baths. The results of the simulations using the GLE-2B approach are compared to the results of other simulations that were carried out using standard thermostatting approaches (based on Markovian Langevin and Nosé-Hoover thermostats). We concentrate on the steady-state regime and study the establishment of a local temperature profile within the system. The conditions for obtaining a flat profile or a temperature gradient are examined in detail, in agreement with earlier studies. The results show that the GLE-2B approach is able to treat, within a single scheme, two widely different thermal transport regimes, i.e., ballistic systems, with no temperature gradient, and diffusive systems with a temperature gradient.

Higher order model for analysis of magneto-electro-elastic plates

In this paper is presented an higher-order model for static and free vibration analyses of magneto-electro-elastic plates, wich allows the analysis of thin and thick plates, which allows the analysis of thin and thick plates. The finite element model is a single layer triangular plate/shell element with 24 degrees of fredom for the generalized mechanical displacements. Two degrees on freedom are introduced per each element layer, one corresponding to the electrical potential and the other for magnetic potential. Solutions are obtained for different laminations of the magneto-electro-elastic plate, as well as for the purely elastic plate as a special case.

Optimal dynamic control of laminated adaptive structures using a higher order model and a genetic algorithm

This paper deals with a finite element formulation based on the classical laminated plate theory, for active control of thin plate laminated structures with integrated piezoelectric layers, acting as sensors and actuators. The control is initialized through a previous optimization of the core of the laminated structure, in order to minimize the vibration amplitude. Also the optimization of the patches position is performed to maximize the piezoelectric actuator efficiency. The genetic algorithm is used for these purposes. The finite element model is a single layer triangular plate/shell element with 24 degrees of freedom for the generalized displacements, and one electrical potential degree of freedom for each piezoelectric element layer, which can be surface bonded or embedded on the laminate. To achieve a mechanism of active control of the structure dynamic response, a feedback control algorithm is used, coupling the sensor and active piezoelectric layers. To calculate the dynamic response of the laminated structures the Newmark method is considered. The model is applied in the solution of an illustrative case and the results are presented and discussed.