975 resultados para STOCHASTIC MODELING


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We study the trade-off between delivery delay and energy consumption in delay tolerant mobile wireless networks that use two-hop relaying. The source may not have perfect knowledge of the delivery status at every instant. We formulate the problem as a stochastic control problem with partial information, and study structural properties of the optimal policy. We also propose a simple suboptimal policy. We then compare the performance of the suboptimal policy against that of the optimal control with perfect information. These are bounds on the performance of the proposed policy with partial information. Several other related open loop policies are also compared with these bounds.

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We consider the problem of scheduling a wireless channel among multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.

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This paper presents a new approach by making use of a hybrid method of using the displacement discontinuity element method and direct boundary element method to model concrete cracking by incorporating fictitious crack model. Fracture mechanics approach is followed using the Hillerborg's fictitious crack model. A boundary element based substructure method and a hybrid technique of using displacement discontinuity element method and direct boundary element method are compared in this paper. In order to represent the process zone ahead of the crack, closing forces are assumed to act in such a way that they obey a linear normal stress-crack opening displacement law. Plain concrete beams with and without initial crack under three-point loading were analyzed by both the methods. The numerical results obtained were shown to agree well with the results from existing finite element method. The model is capable of reproducing the whole range of load-deflection response including strain-softening and snap-back behavior as illustrated in the numerical examples. (C) 2011 Elsevier Ltd. All rights reserved.

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Approximate deconvolution modeling is a very recent approach to large eddy simulation of turbulent flows. It has been applied to compressible flows with success. Here, a premixed flame which forms in the wake of a flameholder has been selected to examine the subgrid-scale modeling of reaction rate by this new method because a previous plane two-dimensional simulation of this wake flame, using a wrinkling function and artificial flame thickening, had revealed discrepancies when compared with experiment. The present simulation is of the temporal evolution of a round wakelike flow at two Reynolds numbers, Re = 2000 and 10,000, based on wake defect velocity and wake diameter. A Fourier-spectral code has been used. The reaction is single-step and irreversible, and the rate follows an Arrhenius law. The reference simulation at the lower Reynolds number is fully resolved. At Re = 10,000, subgrid-scale contributions are significant. It was found that subgrid-scale modeling in the present simulation agrees more closely with unresolved subgrid-scale effects observed in experiment. Specifically, the highest contributions appeared in thin folded regions created by vortex convection. The wrinkling function approach had not selected subgrid-scale effects in these regions.

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A nonlinear model is developed to numerically simulate dynamic combustion inside a solid rocket motor chamber. Using this model, the phenomena of re-ignition and chuffing are investigated under low-L* conditions. The model consists of two separate submodels (coupled to each other), one for unsteady burning of propellant and the other for unsteady conservation of mass and energy within the chamber. The latter yields instantaneous pressure and temperature within the chamber. The instantaneous burning rate is calculated using a one-dimensional, nonlinear, transient gas-phase model previously developed by the authors. The results presented in this paper show that the model predicts not only the critical L*, but also the various regimes of L*-instabihty. Specifically, the results exhibit (1) amplifying pressure oscillations leading to extinction, and (2) re-ignition after a dormant period following extinction. The re-ignition could be observed only when a radiation heat flux (from the combustion chamber to the propellant surface) was included. Certain high-frequency oscillations, possibly due to intrinsic instability, are observed when the pressure overshoots during re-ignition. At very low values of initial L*, successive cycles of extinction/reignition displaying typical characteristics of chuffing are predicted. Variations of the chuffing frequency and the thickness of propellant burned off during a chuff with L* are found to be qualitatively the same as that reported from experimental observations.

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A transient macroscopic model is developed for studying heat and mass transfer in a single-pass laser surface alloying process, with particular emphasis on non-equilibrium solidification considerations. The solution for species concentration distribution requires suitable treatment of non-equilibrium mass transfer conditions. In this context, microscopic features pertaining to non-equilibrium effects on account of solutal undercooling are incorporated through the formulation of a modified partition-coefficient. The effective partition-coefficient is numerically modeled by Means of a number of macroscopically observable parameters related to the solidifying domain. The numerical model is so developed that the modifications on account of non-equilibrium solidification considerations can be conveniently implemented in existing numerical codes based on equilibrium solidification considerations.

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This paper reports reacting fluid dynamics calculations for an ammonium percholrate binder sandwich and extracts experimentally observed features including surface profiles and maximum regression rates as a function of pressure and binder thickness. These studies have been carried out by solving the two-dimensional unsteady Navier-Stokes equations with energy and species conservation equations and a kinetic model of three reaction steps (ammonium perchlorate decomposition flame, primary diffusion flame, and final diffusion flame) in the gas phase. The unsteady two-dimensional conduction equation is solved in the condensed phase. The regressing surface is unsteady and two dimensional. Computations have been carried out for a binder thickness range of 25-125 mum and a pressure range of 1.4 to 6.9 MPa. Good comparisons at several levels of detail are used to demonstrate the need for condensed-phase two-dimensional unsteady conduction and three-step gas-phase reactions. The choice of kinetic and thermodynamic parameters is crucial to good comparison with experiments. The choice of activation energy parameters for ammonium percholrate combustion has been made with stability of combustion in addition to experimentally determined values reported in literature. The choice of gas-phase parameters for the diffusion flames are made considering that (a) primary diffusion flame affects the low-pressure behavior and (b) final diffusion flame affects high-pressure behavior. The predictions include the low-pressure deflagration limit of the sandwich apart from others noted above. Finally, this study demonstrates the possibility of making meaningful comparisons with experimental observations on sandwich propellant combustion.

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A three- dimensional, transient model is developed for studying heat transfer, fluid flow, and mass transfer for the case of a single- pass laser surface alloying process. The coupled momentum, energy, and species conservation equations are solved using a finite volume procedure. Phase change processes are modeled using a fixed-grid enthalpy-porosity technique, which is capable of predicting the continuously evolving solid- liquid interface. The three- dimensional model is able to predict the species concentration distribution inside the molten pool during alloying, as well as in the entire cross section of the solidified alloy. The model is simulated for different values of various significant processing parameters such as laser power, scanning speed, and powder feedrate in order to assess their influences on geometry and dynamics of the pool, cooling rates, as well as species concentration distribution inside the substrate. Effects of incorporating property variations in the numerical model are also discussed.

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The aim of this paper is to investigate the steady state response of beams under the action of random support motions. The study is of relevance in the context of earthquake response of extended land based structures such as pipelines and long span bridges, and, secondary systems such as piping networks in nuclear power plant installations. The following complicating features are accounted for in the response analysis: (a) differential support motions: this is characterized in terms of cross power spectral density functions associated with distinct support motions, (b) nonlinear support conditions, and (c) stochastically inhomogeneous stiffness and mass variations of the beam structure; questions on non-Gaussian models for these variations are considered. The method of stochastic finite elements is combined with equivalent linearization technique and Monte Carlo simulations to obtain response moments.

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In this paper, a finite-element model is developed in which the nonlinear soil behavior is represented by a hyperbolic relation for static load condition and modified hyperbolic relation, which includes both degradation and gap for a cyclic load condition. Although batter piles are subjected to lateral load, the soil resistance is also governed by axial load, which is incorporated by considering the P-Δ moment and geometric stiffness matrix. By adopting the developed numerical model, static and cyclic load analyses are performed adopting an incremental-iterative procedure where the pile is idealized as beam elements and the soil as elastoplastic spring elements. The proposed numerical model is validated with published laboratory and field pile test results under both static and cyclic load conditions. This paper highlights the importance of the degradation factor and its influence on the soil resistance-displacement (p-y) curve, number of cycles of loading, and cyclic load response.

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In this paper, we give a generalization of a result by Borkar and Meyn (2000) 1], on the stability and convergence of synchronous-update stochastic approximation algorithms, to the case of asynchronous stochastic approximations with delays. We then describe an interesting application of the result to asynchronous distributed temporal difference (TD) learning with function approximation and delays. (C) 2011 Elsevier B.V. All rights reserved.

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We propose a scheme for the compression of tree structured intermediate code consisting of a sequence of trees specified by a regular tree grammar. The scheme is based on arithmetic coding, and the model that works in conjunction with the coder is automatically generated from the syntactical specification of the tree language. Experiments on data sets consisting of intermediate code trees yield compression ratios ranging from 2.5 to 8, for file sizes ranging from 167 bytes to 1 megabyte.