Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Conditional linearization in nonlinear random vibration

In this paper, an improved probabilistic linearization approach is developed to study the response of nonlinear single degree of freedom (SDOF) systems under narrow-band inputs. An integral equation for the probability density function (PDF) of the envelope is derived. This equation is solved using an iterative scheme. The technique is applied to study the hardening type Duffing's oscillator under narrow-band excitation. The results compare favorably with those obtained using numerical simulation. In particular, the bimodal nature of the PDF for the response envelope for certain parameter ranges is brought out.

Effect of dynamical asymmetry on the viscosity of a random copolymer melt

The variation of the viscosity as a function of the sequence distribution in an A-B random copolymer melt is determined. The parameters that characterize the random copolymer are the fraction of A monomers f, the parameter lambda which determines the correlation in the monomer identities along a chain and the Flory chi parameter chi(F) which determines the strength of the enthalpic repulsion between monomers of type A and B. For lambda>0, there is a greater probability of finding like monomers at adjacent positions along the chain, and for lambda<0 unlike monomers are more likely to be adjacent to each other. The traditional Markov model for the random copolymer melt is altered to remove ultraviolet divergences in the equations for the renormalized viscosity, and the phase diagram for the modified model has a binary fluid type transition for lambda>0 and does not exhibit a phase transition for lambda<0. A mode coupling analysis is used to determine the renormalization of the viscosity due to the dependence of the bare viscosity on the local concentration field. Due to the dissipative nature of the coupling. there are nonlinearities both in the transport equation and in the noise correlation. The concentration dependence of the transport coefficient presents additional difficulties in the formulation due to the Ito-Stratonovich dilemma, and there is some ambiguity about the choice of the concentration to be used while calculating the noise correlation. In the Appendix, it is shown using a diagrammatic perturbation analysis that the Ito prescription for the calculation of the transport coefficient, when coupled with a causal discretization scheme, provides a consistent formulation that satisfies stationarity and the fluctuation dissipation theorem. This functional integral formalism is used in the present analysis, and consistency is verified for the present problem as well. The upper critical dimension for this type of renormaliaation is 2, and so there is no divergence in the viscosity in the vicinity of a critical point. The results indicate that there is a systematic dependence of the viscosity on lambda and chi(F). The fluctuations tend to increase the viscosity for lambda<0, and decrease the viscosity for lambda>0, and an increase in chi(F) tends to decrease the viscosity. (C) 1996 American Institute of Physics.

Functionalised carbon nanotubes from solutions

Refluxing carbon nanotubes in H2SO4-HNO3 results in a clear colourless solution which on removal of the solvent gives a white solid containing functionalised nanotubes; neutralization of the acidic solution results in the precipitation of a brown solid containing nanotubes

Novel correlations in two dimensions: Some exact solutions

We construct a new many-body Hamiltonian with two- and three-body interactions in two space dimensions and obtain its exact many-body ground state for an arbitrary number of particles. This ground state has a novel pairwise correlation. A class of exact solutions for the excited states is also found. These excited states display an energy spectrum similar to the Calogero-Sutherland model in one dimension. The model reduces to an analog of the well-known trigonometric Sutherland model when projected on to a circular ring.

On generating optimal signal probabilities for random tests: A genetic approach

Genetic Algorithms are robust search and optimization techniques. A Genetic Algorithm based approach for determining the optimal input distributions for generating random test vectors is proposed in the paper. A cost function based on the COP testability measure for determining the efficacy of the input distributions is discussed, A brief overview of Genetic Algorithms (GAs) and the specific details of our implementation are described. Experimental results based on ISCAS-85 benchmark circuits are presented. The performance pf our GA-based approach is compared with previous results. While the GA generates more efficient input distributions than the previous methods which are based on gradient descent search, the overheads of the GA in computing the input distributions are larger. To account for the relatively quick convergence of the gradient descent methods, we analyze the landscape of the COP-based cost function. We prove that the cost function is unimodal in the search space. This feature makes the cost function amenable to optimization by gradient-descent techniques as compared to random search methods such as Genetic Algorithms.

Pyroelectric and Electrostrictive Properties of (1 –x–y) PZN ·xBT ·yPT Ceramic Solid Solutions

The pyroelectric and electrostrictive properties of lead zinc niobate-lead titanate-barium titanate (PZN-BT-PT) ceramic solid solution were investigated. These properties of the (1 - x)PZN.xBT series were qualitatively explained with a composition fluctuation model. The pyroelectric depolarization temperatures of (1 - x - y)PZN.xBT.yPT ceramics were utilized to select compositions for room-temperature electrostrictive applications. Among them, 0.85PZN.0.10BT.0.05PT ceramic with Q11 = 0.018 m4/C2, Q12 = -0.0085 m4/C2, S2 at 25 kV/cm = -6.1 x 10(-4), T(max) = 75-degrees-C at 1 kHz, and T(t) = 27-degrees-C shows optimum properties for micropositioner applications.

Self-similar solutions of laser produced blast waves

The aerodynamics of the blast wave produced by laser ablation is studied using the piston analogy. The unsteady one-dimensional gasdynamic equations governing the flow an solved under assumption of self-similarity. The solutions are utilized to obtain analytical expressions for the velocity, density, pressure and temperature distributions. The results predict. all the experimentally observed features of the laser produced blast waves.

Quinazoline�iodine interaction as studied by NMR in nematic solutions

The results of an NMR study of the interaction of quinazoline with iodine in the nematic phase indicate the formation of at least two different types of charge-transfer complexes. Significant changes in the molecular geometry of the quinazoline moiety were observed as a result of complexation with iodine. Detailed information on the formation of the charge-transfer complexes was derived from the changes in the molecular structure, order parameters and chemical shifts as functions of iodine concentration. The observed changes in the order parameters are interpreted in terms of bond interaction tensors.

Fixed points in a Hopfield model with random asymmetric interactions

We calculate analytically the average number of fixed points in the Hopfield model of associative memory when a random antisymmetric part is added to the otherwise symmetric synaptic matrix. Addition of the antisymmetric part causes an exponential decrease in the total number of fixed points. If the relative strength of the antisymmetric component is small, then its presence does not cause any substantial degradation of the quality of retrieval when the memory loading level is low. We also present results of numerical simulations which provide qualitative (as well as quantitative for some aspects) confirmation of the predictions of the analytic study. Our numerical results suggest that the analytic calculation of the average number of fixed points yields the correct value for the typical number of fixed points.

Role of Li+ ions in corrosion behaviour of 8090 Al-Li alloy and aluminium in pH 12 aqueous solutions

The influence of Li+ ions on the corrosion behaviour of the Al-Li alloy 8090-T851 and of commercially pure aluminium in aqueous solutions at pH 12 was studied by weight loss and electrochemical polarisation methods. The inhibiting role of Li+ was concentration dependent, corrosion rate decreasing lineally with log[Li+] in the concentration range 10(-4)-10(-1) mol L(-1). A change from general to pitting corrosion was evident from scanning election microscopy studies. Polarisation studies revealed that Li+ primarily acts as an anodic inhibitor (passivator). Passive film formation and stability also become more feasible with increasing Li+ concentration. Fitting potential was dependent on the Cl- ion concentration in the solution. Both materials were affected similarly by the presence of Li+ ions, the corrosion rate of the alloy being slightly lower. This is attributed to the lithium in the alloy acting as a source of lithium for passive film formation. (C) 1995 The Institute of Materials.

Structured systems methodology for evaluation of random interruptions in continuous process type manufacturing systems

A structured systems methodology was developed to analyse the problems of production interruptions occurring at random intervals in continuous process type manufacturing systems. At a macro level the methodology focuses on identifying suitable investment policies to reduce interruptions of a total manufacturing system that is a combination of several process plants. An interruption-tree-based simulation model was developed for macroanalysis. At a micro level the methodology focuses on finding the effects of alternative configurations of individual process plants on the overall system performance. A Markov simulation model was developed for microlevel analysis. The methodology was tested with an industry-specific application.

Direct Cartesian-Space Solutions of Generalized Bloch Equations in the Rotating Frame

Analytical solutions of the generalized Bloch equations for an arbitrary set of initial values of the x, y, and z magnetization components are given in the rotating frame. The solutions involve the decoupling of the three coupled differential equations such that a third-order differential equation in each magnetization variable is obtained. In contrast to the previously reported solutions given by Torrey, the present attempt paves the way for more direct physical insight into the behavior of each magnetization component. Special cases have been discussed that highlight the utility of the general solutions. Representative trajectories of magnetization components are given, illustrating their behavior with respect to the values of off-resonance and initial conditions. (C) 1995 Academic Press, Inc.

Combustion synthesis and properties of nanostructured ceria-zirconia solid solutions

Nanostructured ceria-zirconia solid solutions (Ce1 − xZrxO2, X = 0 to 0.9) have been synthesized by a single step solution combustion process using cerous nitrate, zirconyl nitrate and oxalyl dihydrazide (ODH) / carbohydrazide (CH). The as-synthesized powders show extensive XRD line broadening and the crystallite sizes calculated from the XRD line broadening are in the nanometer range (6–11 nm). The combustion derived ceria zirconia solid solutions have high surface area in the range of 36–120 m2/g. Calcination of Ce1 −xZrxO2 at 1350 °C showed three distinct solid solution regions: single phase cubic (x ≤ 0.2), biphasic cubic-tetragonal (0.2 < x Image .8) and tetragonal (x > 0.8). When x ≥ 0.9, the metastable tetragonal phase formed transforms to monoclinic phase on cooling after calcination above 1100 °C. The homogeneity of Ce1 − xZrxO2 has been confirmed by EDAX analysis. The Temperature Programmed Reduction (TPR) measurement of Ce0.5Zr0.5O2 was carried out with H2 and the TPR profile showed two water formation peaks corresponding to the utilization of surface and bulk oxygen.