The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

Assembling a consistent set of sentences in relational probabilistic logic with stochastic independence

We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Stochastic stability analysis for the constant-modulus algorithm

We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Effect of water renewal on dominance hierarchy of juvenile Nile tilapia

Nile tilapia social position (Oreochromis niloticus) can be mediated by multiple channels, including chemical communication. Absence of chemical cues in the environment prevents hierarchical settlement among pairs, and enhances time spent in confrontations. The aim of this study was to test the effect of continuously renewed water flow on the establishment of hierarchical dominance in Nile tilapia juveniles. In this condition, a high frequency of attacks and disruption on hierarchical stability were expected because chemical cues for hierarchy maintenance could be washed out. After 3 days in isolation, the fish were paired by standard size but not by sex, and submitted to two conditions: continuously renewed water flow (RENEWED, n = 7) and non-renewed water flow (NONRENEWED n = 8). The paired fish were placed in an aquarium (40 cm x 30 cm x 40 cm) for 3 h; four 10-min sessions were video-recorded: the first, immediately after the fish were paired and the others 1, 2, and 3 h after pairing. Hierarchy was identified by a dominance index (DI = given attacks/received + given attacks) For each fish. The hierarchical stability was achieved by analyzing the difference between dominant DI and subordinate DI (DI-D). Hierarchy was established in both groups after second session because the DI was significantly higher for one fish of the pair. The frequency of attacks of the dominant fish in RENEWED and NONRENEWED conditions was similar in all observation sessions. The attack frequency by subordinate fish was also similar during the first three sessions (2-h pairing). However, the frequency of attacks by subordinate fish in the RENEWED condition was higher than in the NONRENEWED situation at the fourth observation session (means +/- S.E.: RENEWED = 2.83 +/- 0.94 x 10 min(-1) and NONRENEWED = 0.25 +/- 0.16 x 10 min(-1); Mann-Whitney, p = 0.04). At this point, a significant reduction of the DI-D was observed (means +/- S.E.: RENEWED = 0.70 +/- 0.11 and NONRENEWED = 1,00 +/- 0.002; Mann-Whitney, p = 0.04). The changes in DI-D were related to more frequent attacks by the subordinated fish in renewed water flow. According to our results, the unsteady agonistic interaction under renewed water flow leads to social instability. Thus, continuous water renewing can wash out relevant chemical substances and therefore disturb the dominance recognition by subordinate fish. (C) 2007 Elsevier B.V. All rights reserved.

Dress for Dissent: Reading the Almost Unreadable

The changing ways of clothing in Australia, which has communicated disaffection within the public sphere, is enquired. The relationship between clothes as protested in everyday public life, and those exceptional, socially disruptive clothes on view at specific protest gatherings, are also explored. It is shown that dissident dress in the 1980s demonstrated a greater degree of solidarity in its radical difference from mainstream dress of 2000s. It is suggested that building on reconceptualised notion of protest dressing as process not fixity, the relationship of dissident dress to the mainstream has become, for the most part, less dichotomous.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Time-reversal test for stochastic quantum dynamics

The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro's number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.

Canonical Bose gas simulations with stochastic gauges

A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.

A novel, open access, elliptical cross-section magnet for paediatric MRI

Almost all clinical magnetic resonance imaging systems are based on circular cross-section magnets. Recent advances in elliptical cross-section RF probe and gradient coil hardware raise the question of the possibility of using elliptical cross-section magnet systems, This paper presents a methodology for calculating rapidly the magnetic fields generated by a multi-turn coil of elliptical cross-section and incorporates this in a stochastic optimization method for magnet design, An open magnet system of elliptical cross-section is designed that both reduces the claustrophobia for the patients and allows ready access by attending physicians, The magnet system is optimized for paediatric use, The coil geometry produced by the optimization method has several novel features.

Cost functions and duality for stochastic technologies

Cost functions dual to stochastic production technologies are derived and their properties are discussed. These cost functions are shown to be consistent with expected-utility maximization without placing serious structural restrictions on the underlying technology.

Optimal release strategies for biological control agents: an application of stochastic dynamic programming to population management

1. Establishing biological control agents in the field is a major step in any classical biocontrol programme, yet there are few general guidelines to help the practitioner decide what factors might enhance the establishment of such agents. 2. A stochastic dynamic programming (SDP) approach, linked to a metapopulation model, was used to find optimal release strategies (number and size of releases), given constraints on time and the number of biocontrol agents available. By modelling within a decision-making framework we derived rules of thumb that will enable biocontrol workers to choose between management options, depending on the current state of the system. 3. When there are few well-established sites, making a few large releases is the optimal strategy. For other states of the system, the optimal strategy ranges from a few large releases, through a mixed strategy (a variety of release sizes), to many small releases, as the probability of establishment of smaller inocula increases. 4. Given that the probability of establishment is rarely a known entity, we also strongly recommend a mixed strategy in the early stages of a release programme, to accelerate learning and improve the chances of finding the optimal approach.