969 resultados para Stochastic Processes
Resumo:
We investigate viscous two-temperature accretion disc flows around rotating black holes. We describe the global solution of accretion flows with a sub-Keplerian angular momentum profile, by solving the underlying conservation equations including explicit cooling processes self-consistently. Bremsstrahlung, synchrotron and inverse Comptonization of soft photons are considered as possible cooling mechanisms. We focus on the set of solutions for sub-Eddington, Eddington and super-Eddington mass accretion rates around Schwarzschild and Kerr black holes with a Kerr parameter of 0.998. It is found that the flow, during its infall from the Keplerian to sub-Kepleria transition region to the black hole event horizon, passes through various phases of advection: the general advective paradigm to the radiatively inefficient phase, and vice versa. Hence, the flow governs a much lower electron temperature similar to 10(8)-10(9.5) K, in the range of accretion rate in Eddington units 0.01 less than or similar to (M) over dot less than or similar to 100, compared to the hot protons of temperature similar to 10(10.2)-10(11.8) K. Therefore, the solution may potentially explain the hard X-rays and gamma-rays emitted from active galactic nuclei (AGNs) and X-ray binaries. We then compare the solutions for two different regimes of viscosity. We conclude that a weakly viscous flow is expected to be cooling dominated, particularly at the inner region of the disc, compared to its highly viscous counterpart, which is radiatively inefficient. With all the solutions in hand, we finally reproduce the observed luminosities of the underfed AGNs and quasars (e. g. Sgr A*) to ultraluminous X-ray sources (e. g. SS433), at different combinations of input parameters, such as the mass accretion rate and the ratio of specific heats. The set of solutions also predicts appropriately the luminosity observed in highly luminous AGNs and ultraluminous quasars (e. g. PKS 0743-67).
Resumo:
The paper presents a geometry-free approach to assess the variation of covariance matrices of undifferenced triple frequency GNSS measurements and its impact on positioning solutions. Four independent geometryfree/ ionosphere-free (GFIF) models formed from original triple-frequency code and phase signals allow for effective computation of variance-covariance matrices using real data. Variance Component Estimation (VCE) algorithms are implemented to obtain the covariance matrices for three pseudorange and three carrier-phase signals epoch-by-epoch. Covariance results from the triple frequency Beidou System (BDS) and GPS data sets demonstrate that the estimated standard deviation varies in consistence with the amplitude of actual GFIF error time series. The single point positioning (SPP) results from BDS ionosphere-free measurements at four MGEX stations demonstrate an improvement of up to about 50% in Up direction relative to the results based on a mean square statistics. Additionally, a more extensive SPP analysis at 95 global MGEX stations based on GPS ionosphere-free measurements shows an average improvement of about 10% relative to the traditional results. This finding provides a preliminary confirmation that adequate consideration of the variation of covariance leads to the improvement of GNSS state solutions.
Resumo:
Stationary processes are random variables whose value is a signal and whose distribution is invariant to translation in the domain of the signal. They are intimately connected to convolution, and therefore to the Fourier transform, since the covariance matrix of a stationary process is a Toeplitz matrix, and Toeplitz matrices are the expression of convolution as a linear operator. This thesis utilises this connection in the study of i) efficient training algorithms for object detection and ii) trajectory-based non-rigid structure-from-motion.
Resumo:
Characteristics of the process of entrainment in plane mixing layers, and the changes with compressibility and heat release, were studied using temporal DNS with simultaneous fluid packet tracking. Convective Mach numbers of the simulations are 0.15, 0.7 and 1.1. The Reynolds number is quite high (between 11 000 and 37 000 based on layer width and velocity difference), and is above the mixing transition. The study agrees with recent findings in round jets: first, engulfed fluid volume and its growth rate are both very small compared with the volume of the turbulent region and its growth rate, respectively. Secondly, most often, the process occurs close to the turbulent-nonturbulent boundaries. A new finding is that both compressibility and heat release retard the entrainment process so that it takes an O(1) time for vorticity or scalar levels to grow even after growth has been initiated. This delay is manifested as the fall in mixing layer growth rates as compressibility and heat release levels increase.
Resumo:
Bulk Ge15Te83Si2 glass has been found to exhibit memory-type switching for 1 mA current with a threshold electric field of 7.3 kV/cm. The electrical set and reset processes have been achieved with triangular and rectangular pulses, respectively, of 1 mA amplitude. In situ Raman scattering studies indicate that the degree of disorder in Ge15Te83Si2 glass is reduced from off to set state. The local structure of the sample under reset condition is similar to that in the off state. The Raman results are consistent with the switching results which indicate that the Ge15Te83Si2 glass can be set and reset easily. (C) 2007 American Institute of Physics.
Resumo:
STOAT has been extensively used for the dynamic simulation of an activated sludge based wastewater treatment plant in the Titagarh Sewage Treatment Plant, near Kolkata, India. Some alternative schemes were suggested. Different schemes were compared for the removal of Total Suspended Solids (TSS), b-COD, ammonia, nitrates etc. A combination of IAWQ#1 module with the Takacs module gave best results for the existing scenarios of the Titagarh Sewage Treatment Plant. The modified Bardenpho process was found most effective for reducing the mean b-COD level to as low as 31.4 mg/l, while the mean TSS level was as high as 100.98 mg/l as compared to the mean levels of TSS (92 62 mg/l) and b-COD (92.0 mg/l) in the existing plant. Scheme 2 gave a better scenario for the mean TSS level bringing it down to a mean value of 0.4 mg/l, but a higher mean value for the b-COD level at 54.89 mg/l. The Scheme Final could reduce the mean TSS level to 2.9 mg/l and the mean b-COD level to as low as 38.8 mg/l. The Final Scheme looks to be a technically viable scheme with respect to the overall effluent quality for the plant. (C) 2009 Elsevier B.V. All rights reserved.
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Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.
Resumo:
Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.
Resumo:
We propose several stochastic approximation implementations for related algorithms in flow-control of communication networks. First, a discrete-time implementation of Kelly's primal flow-control algorithm is proposed. Convergence with probability 1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. This ensues from an analysis of the flow-control algorithm using the asynchronous stochastic approximation (ASA) framework. Two relevant enhancements are then pursued: a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Next, discretetime implementations of Kelly's dual algorithm and primaldual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing the stability properties are presented.
Resumo:
Aerosol particles in the atmosphere are known to significantly influence ecosystems, to change air quality and to exert negative health effects. Atmospheric aerosols influence climate through cooling of the atmosphere and the underlying surface by scattering of sunlight, through warming of the atmosphere by absorbing sun light and thermal radiation emitted by the Earth surface and through their acting as cloud condensation nuclei. Aerosols are emitted from both natural and anthropogenic sources. Depending on their size, they can be transported over significant distances, while undergoing considerable changes in their composition and physical properties. Their lifetime in the atmosphere varies from a few hours to a week. New particle formation is a result of gas-to-particle conversion. Once formed, atmospheric aerosol particles may grow due to condensation or coagulation, or be removed by deposition processes. In this thesis we describe analyses of air masses, meteorological parameters and synoptic situations to reveal conditions favourable for new particle formation in the atmosphere. We studied the concentration of ultrafine particles in different types of air masses, and the role of atmospheric fronts and cloudiness in the formation of atmospheric aerosol particles. The dominant role of Arctic and Polar air masses causing new particle formation was clearly observed at Hyytiälä, Southern Finland, during all seasons, as well as at other measurement stations in Scandinavia. In all seasons and on multi-year average, Arctic and North Atlantic areas were the sources of nucleation mode particles. In contrast, concentrations of accumulation mode particles and condensation sink values in Hyytiälä were highest in continental air masses, arriving at Hyytiälä from Eastern Europe and Central Russia. The most favourable situation for new particle formation during all seasons was cold air advection after cold-front passages. Such a period could last a few days until the next front reached Hyytiälä. The frequency of aerosol particle formation relates to the frequency of low-cloud-amount days in Hyytiälä. Cloudiness of less than 5 octas is one of the factors favouring new particle formation. Cloudiness above 4 octas appears to be an important factor that prevents particle growth, due to the decrease of solar radiation, which is one of the important meteorological parameters in atmospheric particle formation and growth. Keywords: Atmospheric aerosols, particle formation, air mass, atmospheric front, cloudiness
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The planet Mars is the Earth's neighbour in the Solar System. Planetary research stems from a fundamental need to explore our surroundings, typical for mankind. Manned missions to Mars are already being planned, and understanding the environment to which the astronauts would be exposed is of utmost importance for a successful mission. Information of the Martian environment given by models is already now used in designing the landers and orbiters sent to the red planet. In particular, studies of the Martian atmosphere are crucial for instrument design, entry, descent and landing system design, landing site selection, and aerobraking calculations. Research of planetary atmospheres can also contribute to atmospheric studies of the Earth via model testing and development of parameterizations: even after decades of modeling the Earth's atmosphere, we are still far from perfect weather predictions. On a global level, Mars has also been experiencing climate change. The aerosol effect is one of the largest unknowns in the present terrestrial climate change studies, and the role of aerosol particles in any climate is fundamental: studies of climate variations on another planet can help us better understand our own global change. In this thesis I have used an atmospheric column model for Mars to study the behaviour of the lowest layer of the atmosphere, the planetary boundary layer (PBL), and I have developed nucleation (particle formation) models for Martian conditions. The models were also coupled to study, for example, fog formation in the PBL. The PBL is perhaps the most significant part of the atmosphere for landers and humans, since we live in it and experience its state, for example, as gusty winds, nightfrost, and fogs. However, PBL modelling in weather prediction models is still a difficult task. Mars hosts a variety of cloud types, mainly composed of water ice particles, but also CO2 ice clouds form in the very cold polar night and at high altitudes elsewhere. Nucleation is the first step in particle formation, and always includes a phase transition. Cloud crystals on Mars form from vapour to ice on ubiquitous, suspended dust particles. Clouds on Mars have a small radiative effect in the present climate, but it may have been more important in the past. This thesis represents an attempt to model the Martian atmosphere at the smallest scales with high resolution. The models used and developed during the course of the research are useful tools for developing and testing parameterizations for larger-scale models all the way up to global climate models, since the small-scale models can describe processes that in the large-scale models are reduced to subgrid (not explicitly resolved) scale.
Resumo:
Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.
Resumo:
Existing business process drift detection methods do not work with event streams. As such, they are designed to detect inter-trace drifts only, i.e. drifts that occur between complete process executions (traces), as recorded in event logs. However, process drift may also occur during the execution of a process, and may impact ongoing executions. Existing methods either do not detect such intra-trace drifts, or detect them with a long delay. Moreover, they do not perform well with unpredictable processes, i.e. processes whose logs exhibit a high number of distinct executions to the total number of executions. We address these two issues by proposing a fully automated and scalable method for online detection of process drift from event streams. We perform statistical tests over distributions of behavioral relations between events, as observed in two adjacent windows of adaptive size, sliding along with the stream. An extensive evaluation on synthetic and real-life logs shows that our method is fast and accurate in the detection of typical change patterns, and performs significantly better than the state of the art.
Resumo:
Transport plays an important role in the distribution of long-lived gases such as ozone and water vapour in the atmosphere. Understanding of observed variability in these gases as well as prediction of the future changes depends therefore on our knowledge of the relevant atmospheric dynamics. This dissertation studies certain dynamical processes in the stratosphere and upper troposphere which influence the distribution of ozone and water vapour in the atmosphere. The planetary waves that originate in the troposphere drive the stratospheric circulation. They influence both the meridional transport of substances as well as parameters of the polar vortices. In turn, temperatures inside the polar vortices influence abundance of the Polar Stratospheric Clouds (PSC) and therefore the chemical ozone destruction. Wave forcing of the stratospheric circulation is not uniform during winter. The November-December averaged stratospheric eddy heat flux shows a significant anticorrelation with the January-February averaged eddy heat flux in the midlatitude stratosphere and troposphere. These intraseasonal variations are attributable to the internal stratospheric vacillations. In the period 1979-2002, the wave forcing exhibited a negative trend which was confined to the second half of winter only. In the period 1958-2002, area, strength and longevity of the Arctic polar vortices do not exhibit significant long-term changes while the area with temperatures lower than the threshold temperature for PSC formation shows statistically significant increase. However, the Arctic vortex parameters show significant decadal changes which are mirrored in the ozone variability. Monthly ozone tendencies in the Northern Hemisphere show significant correlations (|r|=0.7) with proxies of the stratospheric circulation. In the Antarctic, the springtime vortex in the lower stratosphere shows statistically significant trends in temperature, longevity and strength (but not in area) in the period 1979-2001. Analysis of the ozone and water vapour vertical distributions in the Arctic UTLS shows that layering below and above the tropopause is often associated with poleward Rossby wave-breaking. These observations together with calculations of cross-tropopause fluxes emphasize the importance of poleward Rossby wave breaking for the stratosphere-troposphere exchange in the Arctic.
Resumo:
Gene expression noise results in protein number distributions ranging from long-tailed to Gaussian. We show how long-tailed distributions arise from a stochastic model of the constituent chemical reactions and suggest that, in conjunction with cooperative switches, they lead to more sensitive selection of a subpopulation of cells with high protein number than is possible with Gaussian distributions. Single-cell-tracking experiments are presented to validate some of the assumptions of the stochastic simulations. We also examine the effect of DNA looping on the shape of protein distributions. We further show that when switches are incorporated in the regulation of a gene via a feedback loop, the distributions can become bimodal. This might explain the bimodal distribution of certain morphogens during early embryogenesis.