884 resultados para stochastic dynamic systems
Resumo:
To ensure the small-signal stability of a power system, power system stabilizers (PSSs) are extensively applied for damping low frequency power oscillations through modulating the excitation supplied to synchronous machines, and increasing interest has been focused on developing different PSS schemes to tackle the threat of damping oscillations to power system stability. This paper examines four different PSS models and investigates their performances on damping power system dynamics using both small-signal eigenvalue analysis and large-signal dynamic simulations. The four kinds of PSSs examined include the Conventional PSS (CPSS), Single Neuron based PSS (SNPSS), Adaptive PSS (APSS) and Multi-band PSS (MBPSS). A steep descent parameter optimization algorithm is employed to seek the optimal PSS design parameters. To evaluate the effects of these PSSs on improving power system dynamic behaviors, case studies are carried out on an 8-unit 24-bus power system through both small-signal eigenvalue analysis and large-signal time-domain simulations.
Resumo:
Significant wheel-rail dynamic forces occur because of imperfections in the wheels and/or rail. One of the key responses to the transmission of these forces down through the track is impact force on the sleepers. Dynamic analysis of nonlinear systems is very complicated and does not lend itself easily to a classical solution of multiple equations. Trying to deduce the behaviour of track components from experimental data is very difficult because such data is hard to obtain and applies to only the particular conditions of the track being tested. The finite element method can be the best solution to this dilemma. This paper describes a finite element model using the software package ANSYS for various sized flat defects in the tread of a wheel rolling at a typical speed on heavy haul track. The paper explores the dynamic response of a prestressed concrete sleeper to these defects.
Resumo:
In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E coli, and conclude with a discussion on the significance of this work. (C) 2004 Elsevier Ltd. All rights reserved.
Resumo:
In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.
Resumo:
The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.
Resumo:
Service robots that operate in human environments will accomplish tasks most efficiently and least disruptively if they have the capability to mimic and understand the motion patterns of the people in their workspace. This work demonstrates how a robot can create a humancentric navigational map online, and that this map re ects changes in the environment that trigger altered motion patterns of people. An RGBD sensor mounted on the robot is used to detect and track people moving through the environment. The trajectories are clustered online and organised into a tree-like probabilistic data structure which can be used to detect anomalous trajectories. A costmap is reverse engineered from the clustered trajectories that can then inform the robot's onboard planning process. Results show that the resultant paths taken by the robot mimic expected human behaviour and can allow the robot to respond to altered human motion behaviours in the environment.
Resumo:
Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.
Resumo:
Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.
Resumo:
Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively. (C) 2000 Elsevier Science B.V. All rights reserved.
Resumo:
Recent literature has argued that environmental efficiency (EE), which is built on the materials balance (MB) principle, is more suitable than other EE measures in situations where the law of mass conversation regulates production processes. In addition, the MB-based EE method is particularly useful in analysing possible trade-offs between cost and environmental performance. Identifying determinants of MB-based EE can provide useful information to decision makers but there are very few empirical investigations into this issue. This article proposes the use of data envelopment analysis and stochastic frontier analysis techniques to analyse variation in MB-based EE. Specifically, the article develops a stochastic nutrient frontier and nutrient inefficiency model to analyse determinants of MB-based EE. The empirical study applies both techniques to investigate MB-based EE of 96 rice farms in South Korea. The size of land, fertiliser consumption intensity, cost allocative efficiency, and the share of owned land out of total land are found to be correlated with MB-based EE. The results confirm the presence of a trade-off between MB-based EE and cost allocative efficiency and this finding, favouring policy interventions to help farms simultaneously achieve cost efficiency and MP-based EE.
Resumo:
Securing IT infrastructures of our modern lives is a challenging task because of their increasing complexity, scale and agile nature. Monolithic approaches such as using stand-alone firewalls and IDS devices for protecting the perimeter cannot cope with complex malwares and multistep attacks. Collaborative security emerges as a promising approach. But, research results in collaborative security are not mature, yet, and they require continuous evaluation and testing. In this work, we present CIDE, a Collaborative Intrusion Detection Extension for the network security simulation platform ( NeSSi 2 ). Built-in functionalities include dynamic group formation based on node preferences, group-internal communication, group management and an approach for handling the infection process for malware-based attacks. The CIDE simulation environment provides functionalities for easy implementation of collaborating nodes in large-scale setups. We evaluate the group communication mechanism on the one hand and provide a case study and evaluate our collaborative security evaluation platform in a signature exchange scenario on the other.
Resumo:
There are different ways to authenticate humans, which is an essential prerequisite for access control. The authentication process can be subdivided into three categories that rely on something someone i) knows (e.g. password), and/or ii) has (e.g. smart card), and/or iii) is (biometric features). Besides classical attacks on password solutions and the risk that identity-related objects can be stolen, traditional biometric solutions have their own disadvantages such as the requirement of expensive devices, risk of stolen bio-templates etc. Moreover, existing approaches provide the authentication process usually performed only once initially. Non-intrusive and continuous monitoring of user activities emerges as promising solution in hardening authentication process: iii-2) how so. behaves. In recent years various keystroke dynamic behavior-based approaches were published that are able to authenticate humans based on their typing behavior. The majority focuses on so-called static text approaches, where users are requested to type a previously defined text. Relatively few techniques are based on free text approaches that allow a transparent monitoring of user activities and provide continuous verification. Unfortunately only few solutions are deployable in application environments under realistic conditions. Unsolved problems are for instance scalability problems, high response times and error rates. The aim of this work is the development of behavioral-based verification solutions. Our main requirement is to deploy these solutions under realistic conditions within existing environments in order to enable a transparent and free text based continuous verification of active users with low error rates and response times.
Resumo:
The main aim of this paper is to describe an adaptive re-planning algorithm based on a RRT and Game Theory to produce an efficient collision free obstacle adaptive Mission Path Planner for Search and Rescue (SAR) missions. This will provide UAV autopilots and flight computers with the capability to autonomously avoid static obstacles and No Fly Zones (NFZs) through dynamic adaptive path replanning. The methods and algorithms produce optimal collision free paths and can be integrated on a decision aid tool and UAV autopilots.
Resumo:
Structural framing systems and mechanisms designed for normal use rarely possess adequate robustness to withstand the effects of large impacts, blasts and extreme earthquakes that have been experienced in recent times. Robustness is the property of systems that enables them to survive unforeseen or unusual circumstances (Knoll & Vogel, 2009). Queensland University of Technology with industry collaboration is engaged in a program of research that commenced 15 years ago to study the impact of such unforeseeable phenomena and investigate methods of improving robustness and safety with protective mechanisms embedded or designed in structural systems. This paper highlights some of the research pertaining to seismic protection of building structures, rollover protective structures and effects of vehicular impact and blast on key elements in structures that could propagate catastrophic and disproportionate collapse.
Resumo:
With the growing importance of IS for organizations and the continuous stream of new IT developments, the IS function in organizations becomes more critical but is also more challenged. For example, how should the IS function deal with the consumerization of IT or what is the added value of the IS function when it comes to SaaS and the Cloud? In this paper we argue that IS research is in need of a dynamic perspective on the IS function. The IS function has to become more focused on building and adapting IS capabilities in a changing environment. We discuss that there has been an overreliance on the Resource Based View so far for understanding the IS function and capabilities and introduce Dynamic Capabilities Theory as an additional theoretical perspective, which has only been limitedly addressed in IS literature yet. We present a first conceptualization of the dynamic IS function and discuss IS capabilities frameworks and individual IS capabilities from a dynamic perspective. These initial insights demonstrate the contribution of a dynamic perspective on the IS function itself.