972 resultados para Random processes
Resumo:
The paper outlines a technique for sensitive measurement of conduction phenomena in liquid dielectrics. The special features of this technique are the simplicity of the electrical system, the inexpensive instrumentation and the high accuracy. Detection, separation and analysis of a random function of current that is superimposed on the prebreakdown direct current forms the basis of this investigation. In this case, prebreakdown direct current is the output data of a test cell with large electrodes immersed in a liquid medium subjected to high direct voltages. Measurement of the probability-distribution function of a random fluctuating component of current provides a method that gives insight into the mechanism of conduction in a liquid medium subjected to high voltages and the processes that are responsible for the existence of the fluctuating component of the current.
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A reliable method for service life estimation of the structural element is a prerequisite for service life design. A new methodology for durability-based service life estimation of reinforced concrete flexural elements with respect to chloride-induced corrosion of reinforcement is proposed. The methodology takes into consideration the fuzzy and random uncertainties associated with the variables involved in service life estimation by using a hybrid method combining the vertex method of fuzzy set theory with Monte Carlo simulation technique. It is also shown how to determine the bounds for characteristic value of failure probability from the resulting fuzzy set for failure probability with minimal computational effort. Using the methodology, the bounds for the characteristic value of failure probability for a reinforced concrete T-beam bridge girder has been determined. The service life of the structural element is determined by comparing the upper bound of characteristic value of failure probability with the target failure probability. The methodology will be useful for durability-based service life design and also for making decisions regarding in-service inspections.
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We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived.
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The simulation characteristics of the Asian-Australian monsoon are documented for the Community Climate System Model, version 4 (CCSM4). This is the first part of a two part series examining monsoon regimes in the global tropics in the CCSM4. Comparisons are made to an Atmospheric Model Intercomparison Project (AMIP) simulation of the atmospheric component in CCSM4 Community Atmosphere Model, version 4, (CAM4)] to deduce differences in the monsoon simulations run with observed sea surface temperatures (SSTs) and with ocean-atmosphere coupling. These simulations are also compared to a previous version of the model (CCSM3) to evaluate progress. In general, monsoon rainfall is too heavy in the uncoupled AMIP run with CAM4, and monsoon rainfall amounts are generally better simulated with ocean coupling in CCSM4. Most aspects of the Asian-Australian monsoon simulations are improved in CCSM4 compared to CCSM3. There is a reduction of the systematic error of rainfall over the tropical Indian Ocean for the South Asian monsoon, and well-simulated connections between SSTs in the Bay of Bengal and regional South Asian monsoon precipitation. The pattern of rainfall in the Australian monsoon is closer to observations in part because of contributions from the improvements of the Indonesian Throughflow and diapycnal diffusion in CCSM4. Intraseasonal variability of the Asian-Australian monsoon is much improved in CCSM4 compared to CCSM3 both in terms of eastward and northward propagation characteristics, though it is still somewhat weaker than observed. An improved simulation of El Nino in CCSM4 contributes to more realistic connections between the Asian-Australian monsoon and El Nino-Southern Oscillation (ENSO), though there is considerable decadal and century time scale variability of the strength of the monsoon-ENSO connection.
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We consider a small extent sensor network for event detection, in which nodes periodically take samples and then contend over a random access network to transmit their measurement packets to the fusion center. We consider two procedures at the fusion center for processing the measurements. The Bayesian setting, is assumed, that is, the fusion center has a prior distribution on the change time. In the first procedure, the decision algorithm at the fusion center is network-oblivious and makes a decision only when a complete vector of measurements taken at a sampling instant is available. In the second procedure, the decision algorithm at the fusion center is network-aware and processes measurements as they arrive, but in a time-causal order. In this case, the decision statistic depends on the network delays, whereas in the network-oblivious case, the decision statistic does not. This yields a Bayesian change-detection problem with a trade-off between the random network delay and the decision delay that is, a higher sampling rate reduces the decision delay but increases the random access delay. Under periodic sampling, in the network-oblivious case, the structure of the optimal stopping rule is the same as that without the network, and the optimal change detection delay decouples into the network delay and the optimal decision delay without the network. In the network-aware case, the optimal stopping problem is analyzed as a partially observable Markov decision process, in which the states of the queues and delays in the network need to be maintained. A sufficient decision statistic is the network state and the posterior probability of change having occurred, given the measurements received and the state of the network. The optimal regimes are studied using simulation.
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We develop an online actor-critic reinforcement learning algorithm with function approximation for a problem of control under inequality constraints. We consider the long-run average cost Markov decision process (MDP) framework in which both the objective and the constraint functions are suitable policy-dependent long-run averages of certain sample path functions. The Lagrange multiplier method is used to handle the inequality constraints. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal solution. We also provide the results of numerical experiments on a problem of routing in a multi-stage queueing network with constraints on long-run average queue lengths. We observe that our algorithm exhibits good performance on this setting and converges to a feasible point.
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The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.
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The spatial search problem on regular lattice structures in integer number of dimensions d >= 2 has been studied extensively, using both coined and coinless quantum walks. The relativistic Dirac operator has been a crucial ingredient in these studies. Here, we investigate the spatial search problem on fractals of noninteger dimensions. Although the Dirac operator cannot be defined on a fractal, we construct the quantum walk on a fractal using the flip-flop operator that incorporates a Klein-Gordon mode. We find that the scaling behavior of the spatial search is determined by the spectral (and not the fractal) dimension. Our numerical results have been obtained on the well-known Sierpinski gaskets in two and three dimensions.
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We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.
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In 2003, Babin et al. theoretically predicted (J. Appl. Phys. 94:4244, 2003) that fabrication of organic-inorganic hybrid materials would probably be required to implement structures with multiple photonic band gaps. In tune with their prediction, we report synthesis of such an inorganic-organic nanocomposite, comprising Cu4O3-CuO-C thin films that experimentally exhibit the highest (of any known material) number (as many as eleven) of photonic band gaps in the near infrared. On contrary to the report by Wang et al. (Appl. Phys. Lett. 84:1629, 2004) that photonic crystals with multiple stop gaps require highly correlated structural arrangement such as multilayers of variable thicknesses, we demonstrate experimental realization of multiple stop gaps in completely randomized structures comprising inorganic oxide nanocrystals (Cu4O3 and CuO) randomly embedded in a randomly porous carbonaceous matrix. We report one step synthesis of such nanostructured films through the metalorganic chemical vapor deposition technique using a single source metalorganic precursor, Cu-4(deaH)(dea)(oAc)(5) a <...aEuro parts per thousand(CH3)(2)CO. The films displaying multiple (4/9/11) photonic band gaps with equal transmission losses in the infrared are promising materials to find applications as multiple channel photonic band gap based filter for WDM technology.
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Novel random copolymers containing dithienylcyclopentadienone, thiophene and benzothiadiazole were synthesized and photovoltaic properties of these materials were evaluated. Thermal, structural, optical and electrochemical characterization of the synthesized copolymers was carried out. These thermally stable copolymers are solution processable unlike the homopolymer. The absorption spectra indicated that with the incorporation of alkyl chains in the thiophene moiety, the onset of absorption increases and hence band gap decreases (1.47 eV to 1.41 eV). Bulk heterojunction solar cells were fabricated with the blend of copolymer and phenyl-C61-butyric acid methyl ester (PCBM) as the active material and device parameters were extracted. The copolymer consists of alkyl thiophene exhibit higher open circuit voltage than the copolymer consisting of thiophene moiety. (c) 2012 Elsevier B.V. All rights reserved.
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Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes in a region of Euclidean space. Following deployment, the nodes self-organize into a mesh topology with a key aspect being self-localization. Having obtained a mesh topology in a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this work, we analyze this approximation through two complementary analyses. We assume that the mesh topology is a random geometric graph on the nodes; and that some nodes are designated as anchors with known locations. First, we obtain high probability bounds on the Euclidean distances of all nodes that are h hops away from a fixed anchor node. In the second analysis, we provide a heuristic argument that leads to a direct approximation for the density function of the Euclidean distance between two nodes that are separated by a hop distance h. This approximation is shown, through simulation, to very closely match the true density function. Localization algorithms that draw upon the preceding analyses are then proposed and shown to perform better than some of the well-known algorithms present in the literature. Belief-propagation-based message-passing is then used to further enhance the performance of the proposed localization algorithms. To our knowledge, this is the first usage of message-passing for hop-count-based self-localization.
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Sapphirine-cordierite intergrowths occur as pods within garnet-absent, high-Mg orthopyroxene-granulite xenoliths in the Kambam valley, Madurai Block, southern India. Whereas the cores of the pods are composed of sapphirine (X-Mg = 0.871-0.897) - cordierite (X-Mg = 0.892-0.931) intergrowth along with rutile, zircon and monazite, the rims are characterized by cordierite, apatite, plagioclase, K-feldspar, quartz and minor calcite. The surrounding matrix comprises orthopyroxene (maximum Al2O3 4.1 wt.%, X-Mg 0.848-0.850), plagioclase, biotite and quartz, similar to the assemblage in the surrounding charnockites. Sapphirine in the Kambam rocks is characterized by high Al contents with an end-member composition in the range of 7:9:3 and 3:5:1. The occurrence of peraluminous sapphirine in association with cordierite and in the absence of phases such as sillimanite and garnet is distinct from ultrahigh-temperature assemblages in other localities within the Madurai Block. The peraluminous composition of the pods suggests that these domains could represent cryptic pathways through which aluminous melts migrated. The reaction of such peraluminous melts with Mg-rich orthopyroxene in the host granulite at temperatures of 1025 degrees C and pressures around 8 kbar as computed from phase equilibria modeling followed by an isobaric cooling is inferred to have generated the sapphirine-cordierite pods. The unusual high-Mg orthopyroxene granulite suggests interaction of supracrustal rocks with mafic magmas, which probably acted as the heat source for the partial melting of lower crust and UHT metamorphism.
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We propose a distribution-free approach to the study of random geometric graphs. The distribution of vertices follows a Poisson point process with intensity function n f(center dot), where n is an element of N, and f is a probability density function on R-d. A vertex located at x connects via directed edges to other vertices that are within a cut-off distance r(n)(x). We prove strong law results for (i) the critical cut-off function so that almost surely, the graph does not contain any node with out-degree zero for sufficiently large n and (ii) the maximum and minimum vertex degrees. We also provide a characterization of the cut-off function for which the number of nodes with out-degree zero converges in distribution to a Poisson random variable. We illustrate this result for a class of densities with compact support that have at most polynomial rates of decay to zero. Finally, we state a sufficient condition for an enhanced version of the above graph to be almost surely connected eventually.