996 resultados para Stochastic convergence


Relevância:

20.00% 20.00%

Publicador:

Resumo:

A nonperturbative nonlinear statistical approach is presented to describe turbulent magnetic systems embedded in a uniform mean magnetic field. A general formula in the form of an ordinary differential equation for magnetic field-line wandering (random walk) is derived. By considering the solution of this equation for different limits several new results are obtained. As an example, it is demonstrated that the stochastic wandering of magnetic field-lines in a two-component turbulence model leads to superdiffusive transport, contrary to an existing diffusive picture. The validity of quasilinear theory for field-line wandering is discussed, with respect to different turbulence geometry models, and previous diffusive results are shown to be deduced in appropriate limits.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We present results from three-dimensional protein folding simulations in the HP-model on ten benchmark problems. The simulations are executed by a simulated annealing-based algorithm with a time-dependent cooling schedule. The neighbourhood relation is determined by the pull-move set. The results provide experimental evidence that the maximum depth D of local minima of the underlying energy landscape can be upper bounded by D < n(2/3). The local search procedure employs the stopping criterion (In/delta)(D/gamma) where m is an estimation of the average number of neighbouring conformations, gamma relates to the mean of non-zero differences of the objective function for neighbouring conformations, and 1-delta is the confidence that a minimum conformation has been found. The bound complies with the results obtained for the ten benchmark problems. (c) 2008 Elsevier Ltd. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A method is proposed to accelerate the evaluation of the Green's function of an infinite double periodic array of thin wire antennas. The method is based on the expansion of the Green's function into series corresponding to the propagating and evanescent waves and the use of Poisson and Kummer transformations enhanced with the analytic summation of the slowly convergent asymptotic terms. Unlike existing techniques the procedure reported here provides uniform convergence regardless of the geometrical parameters of the problem or plane wave excitation wavelength. In addition, it is numerically stable and does not require numerical integration or internal tuning parameters, since all necessary series are directly calculated in terms of analytical functions. This means that for nonlinear problem scenarios that the algorithm can be deployed without run time intervention or recursive adjustment within a harmonic balance engine. Numerical examples are provided to illustrate the efficiency and accuracy of the developed approach as compared with the Ewald method for which these classes of problems requires run time splitting parameter adaptation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A family of stochastic gradient algorithms and their behaviour in the data echo cancellation work platform are presented. The cost function adaptation algorithms use an error exponent update strategy based on an absolute error mapping, which is updated at every iteration. The quadratic and nonquadratic cost functions are special cases of the new family. Several possible realisations are introduced using these approaches. The noisy error problem is discussed and the digital recursive filter estimator is proposed. The simulation outcomes confirm the effectiveness of the proposed family of algorithms.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The least-mean-fourth (LMF) algorithm is known for its fast convergence and lower steady state error, especially in sub-Gaussian noise environments. Recent work on normalised versions of the LMF algorithm has further enhanced its stability and performance in both Gaussian and sub-Gaussian noise environments. For example, the recently developed normalised LMF (XE-NLMF) algorithm is normalised by the mixed signal and error powers, and weighted by a fixed mixed-power parameter. Unfortunately, this algorithm depends on the selection of this mixing parameter. In this work, a time-varying mixed-power parameter technique is introduced to overcome this dependency. A convergence analysis, transient analysis, and steady-state behaviour of the proposed algorithm are derived and verified through simulations. An enhancement in performance is obtained through the use of this technique in two different scenarios. Moreover, the tracking analysis of the proposed algorithm is carried out in the presence of two sources of nonstationarities: (1) carrier frequency offset between transmitter and receiver and (2) random variations in the environment. Close agreement between analysis and simulation results is obtained. The results show that, unlike in the stationary case, the steady-state excess mean-square error is not a monotonically increasing function of the step size. (c) 2007 Elsevier B.V. All rights reserved.