Variational Markov Chain Monte Carlo for Bayesian smoothing of non-linear niffusions

In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.

Adaptive sending rate over wireless mesh networks using SNR

Wireless Mesh Networks (WMNs) have emerged as a key technology for the next generation of wireless networking. Instead of being another type of ad-hoc networking, WMNs diversify the capabilities of ad-hoc networks. Several protocols that work over WMNs include IEEE 802.11a/b/g, 802.15, 802.16 and LTE-Advanced. To bring about a high throughput under varying conditions, these protocols have to adapt their transmission rate. In this paper, we have proposed a scheme to improve channel conditions by performing rate adaptation along with multiple packet transmission using packet loss and physical layer condition. Dynamic monitoring, multiple packet transmission and adaptation to changes in channel quality by adjusting the packet transmission rates according to certain optimization criteria provided greater throughput. The key feature of the proposed method is the combination of the following two factors: 1) detection of intrinsic channel conditions by measuring the fluctuation of noise to signal ratio via the standard deviation, and 2) the detection of packet loss induced through congestion. We have shown that the use of such techniques in a WMN can significantly improve performance in terms of the packet sending rate. The effectiveness of the proposed method was demonstrated in a simulated wireless network testbed via packet-level simulation.

Nonlinear and ROADM induced penalties in 28 Gbaud dynamic optical mesh networks employing electronic signal processing

We report the impact of cascaded reconfigurable optical add-drop multiplexer induced penalties on coherently-detected 28 Gbaud polarization multiplexed m-ary quadrature amplitude modulation (PM m-ary QAM) WDM channels. We investigate the interplay between different higher-order modulation channels and the effect of filter shapes and bandwidth of (de)multiplexers on the transmission performance, in a segment of pan-European optical network with a maximum optical path of 4,560 km (80km x 57 spans). We verify that if the link capacities are assigned assuming that digital back propagation is available, 25% of the network connections fail using electronic dispersion compensation alone. However, majority of such links can indeed be restored by employing single-channel digital back-propagation employing less than 15 steps for the whole link, facilitating practical application of DBP. We report that higher-order channels are most sensitive to nonlinear fiber impairments and filtering effects, however these formats are less prone to ROADM induced penalties due to the reduced maximum number of hops. Furthermore, it has been demonstrated that a minimum filter Gaussian order of 3 and bandwidth of 35 GHz enable negligible excess penalty for any modulation order.

Application of IEEE 802.16 mesh networks as the backhaul of multihop cellular networks

Cellular networks have been widely used to support many new audio-and video-based multimedia applications. The demand for higher data rate and diverse services has driven the research on multihop cellular networks (MCNs). With its ad hoc network features, an MCN can offer many additional advantages, such as increased network throughput, scalability and coverage. However, providing ad hoc capability to MCNs is challenging as it may require proper wireless interfaces. In this article, the architecture of IEEE 802.16 network interface to provide ad hoc capability for MCNs is investigated, with its focus on the IEEE 802.16 mesh networking and scheduling. Several distributed routing algorithms based on network entry mechanism are studied and compared with a centralized routing algorithm. It is observed from the simulation results that 802.16 mesh networks have limitations on providing sufficient bandwidth for the traffic from the cellular base stations when a cellular network size is relatively large. © 2007 IEEE.

Self-organizing Map and Cellular Automata Combined Technique for Advanced Mesh Generation in Urban and Architectural Design

This paper presents a technique for building complex and adaptive meshes for urban and architectural design. The combination of a self-organizing map and cellular automata algorithms stands as a method for generating meshes otherwise static. This intends to be an auxiliary tool for the architect or the urban planner, improving control over large amounts of spatial information. The traditional grid employed as design aid is improved to become more general and flexible.

An Adaptive Quadrilateral Mesh in Curved Domains

An nonlinear elliptic system for generating adaptive quadrilateral meshes in curved domains is presented. The presented technique has been implemented in the C++ language with the help of the standard template library. The software package writes the converged meshes in the GMV and the Matlab formats. Grid generation is the first very important step for numerically solving partial differential equations. Thus, the presented C++ grid generator is extremely important to the computational science community.

Aggregate dividends and consumption smoothing

We show that net equity payouts from the corporate sector play a crucial role in helping individuals manage their consumption path across the business cycle. In particular, we show that, as investors' desire to smooth consumption increases, optimal aggregate dividends become both more volatile and more counter-cyclical to help counterbalance pro-cyclical labor income. These findings are robust to whether or not agency conflicts exist in the economy.

Adaptive sending rate over wireless mesh networks using SNR

Wireless Mesh Networks (WMNs) have emerged as a key technology for the next generation of wireless networking. Instead of being another type of ad-hoc networking, WMNs diversify the capabilities of ad-hoc networks. Several protocols that work over WMNs include IEEE 802.11a/b/g, 802.15, 802.16 and LTE-Advanced. To bring about a high throughput under varying conditions, these protocols have to adapt their transmission rate. This paper proposes a scheme to improve channel conditions by performing rate adaptation along with multiple packet transmission using packet loss and physical layer condition. Dynamic monitoring, multiple packet transmission and adaptation to changes in channel quality by adjusting the packet transmission rates according to certain optimization criteria provided greater throughput. The key feature of the proposed method is the combination of the following two factors: 1) detection of intrinsic channel conditions by measuring the fluctuation of noise to signal ratio via the standard deviation, and 2) the detection of packet loss induced through congestion. The authors show that the use of such techniques in a WMN can significantly improve performance in terms of the packet sending rate. The effectiveness of the proposed method was demonstrated in a simulated wireless network testbed via packet-level simulation.

Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Resource management and optimization in wireless mesh networks

A wireless mesh network is a mesh network implemented over a wireless network system such as wireless LANs. Wireless Mesh Networks(WMNs) are promising for numerous applications such as broadband home networking, enterprise networking, transportation systems, health and medical systems, security surveillance systems, etc. Therefore, it has received considerable attention from both industrial and academic researchers. This dissertation explores schemes for resource management and optimization in WMNs by means of network routing and network coding.^ In this dissertation, we propose three optimization schemes. (1) First, a triple-tier optimization scheme is proposed for load balancing objective. The first tier mechanism achieves long-term routing optimization, and the second tier mechanism, using the optimization results obtained from the first tier mechanism, performs the short-term adaptation to deal with the impact of dynamic channel conditions. A greedy sub-channel allocation algorithm is developed as the third tier optimization scheme to further reduce the congestion level in the network. We conduct thorough theoretical analysis to show the correctness of our design and give the properties of our scheme. (2) Then, a Relay-Aided Network Coding scheme called RANC is proposed to improve the performance gain of network coding by exploiting the physical layer multi-rate capability in WMNs. We conduct rigorous analysis to find the design principles and study the tradeoff in the performance gain of RANC. Based on the analytical results, we provide a practical solution by decomposing the original design problem into two sub-problems, flow partition problem and scheduling problem. (3) Lastly, a joint optimization scheme of the routing in the network layer and network coding-aware scheduling in the MAC layer is introduced. We formulate the network optimization problem and exploit the structure of the problem via dual decomposition. We find that the original problem is composed of two problems, routing problem in the network layer and scheduling problem in the MAC layer. These two sub-problems are coupled through the link capacities. We solve the routing problem by two different adaptive routing algorithms. We then provide a distributed coding-aware scheduling algorithm. According to corresponding experiment results, the proposed schemes can significantly improve network performance.^

Progettazione ed analisi di algoritmi di mobilità controllata per reti mesh aeree con vincoli di copertura e persistenza

In questo lavoro di tesi verrà presentata l’implementazione di due algoritmi di Deployment e gestione di uno sciame di dispositivi UAV (Unmanned Aerial Vehicles). L’interesse scientifico su cui si fonda quest'analisi ha origine nelle enormi potenzialità degli UAV che garantiscono un'esplorazione aerea di aree pericolose in contesti di emergenze quali ad esempio scenari post catastrofe. La problematica principale affrontata sarà quella della gestione continuativa dell'area disastrata fornendo un algoritmo di schedulazione della cooperazione degli UAV alternando periodi attivi con quelli di ricarica dei dispositivi.

Surface waves in mesh synthetic photonic lattices

Eigenmodes and dispersion curves in different configurations of synthetic photonic lattices are studied numerically. Eigenmodes localized on borders between areas with different optical potential are found. Stability of these eigenmodes against potential disturbances of different type is studied.

Modeling of a Heat-Induced Buckling of Plates Using the Mesh-free Method

In the process of engineering design of structural shapes, the flat plate analysis results can be generalized to predict behaviors of complete structural shapes. In this case, the purpose of this project is to analyze a thin flat plate under conductive heat transfer and to simulate the temperature distribution, thermal stresses, total displacements, and buckling deformations. The current approach in these cases has been using the Finite Element Method (FEM), whose basis is the construction of a conforming mesh. In contrast, this project uses the mesh-free Scan Solve Method. This method eliminates the meshing limitation using a non-conforming mesh. I implemented this modeling process developing numerical algorithms and software tools to model thermally induced buckling. In addition, convergence analysis was achieved, and the results were compared with FEM. In conclusion, the results demonstrate that the method gives similar solutions to FEM in quality, but it is computationally less time consuming.