907 resultados para Asymptotic Variance of Estimate
Resumo:
In this paper, we study the exact controllability of a second order linear evolution equation in a domain with highly oscillating boundary with homogeneous Neumann boundary condition on the oscillating part of boundary. Our aim is to obtain the exact controllability for the homogenized equation. The limit problem with Neumann condition on the oscillating boundary is different and hence we need to study the exact controllability of this new type of problem. In the process of homogenization, we also study the asymptotic analysis of evolution equation in two setups, namely solution by standard weak formulation and solution by transposition method.
Resumo:
In this paper, we present two new stochastic approximation algorithms for the problem of quantile estimation. The algorithms uses the characterization of the quantile provided in terms of an optimization problem in 1]. The algorithms take the shape of a stochastic gradient descent which minimizes the optimization problem. Asymptotic convergence of the algorithms to the true quantile is proven using the ODE method. The theoretical results are also supplemented through empirical evidence. The algorithms are shown to provide significant improvement in terms of memory requirement and accuracy.
Resumo:
Wavelet Variable Interval Time Average (WVITA) is introduced as a method incorporating burst event detection in wall turbulence. Wavelet transform is performed to unfold the longitudinal fluctuating velocity time series measured in the near wall region of a turbulent boundary layer using hot-film anemometer. This unfolding is both in time and in space simultaneously. The splitted kinetic of the longitudinal fluctuating velocity time series among different scales is obtained by integrating the square of wavelet coefficient modulus over temporal space. The time scale that related to burst events in wall turbulence passing through the fixed probe is ascertained by maximum criterion of the kinetic energy evolution across scales. Wavelet transformed localized variance of the fluctuating velocity time series at the maximum kinetic scale is put forward instead of localized short time average variance in Variable Interval Time Average (VITA) scheme. The burst event detection result shows that WVITA scheme can avoid erroneous judgement and solve the grouping problem more effectively which is caused by VITA scheme itself and can not be avoided by adjusting the threshold level or changing the short time average interval.
Resumo:
The electrostatic interactions between nearest-neighbouring chondroitin sulfate glycosaminoglycan (CS-GAG) molecular chains are obtained on the bottle brush conformation of proteoglycan aggrecan based on an asymptotic solution of the Poisson-Boltzmann equation the CS-GAGs satisfy under the physiological conditions of articular cartilage. The present results show that the interactions are associated intimately with the minimum separation distance and mutual angle between the molecular chains themselves. Further analysis indicates that the electrostatic interactions are not only expressed to be purely exponential in separation distance and decrease with the increasing mutual angle but also dependent sensitively on the saline concentration in the electrolyte solution within the tissue, which is in agreement with the existed relevant conclusions.
Resumo:
The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions. © 2007 Elsevier Ltd. All rights reserved.
Resumo:
Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.
Resumo:
Characteristic burtsing behavior is observed in a driven, two-dimensional viscous flow, confined to a square domain and subject to no-slip boundaries. Passing a critical parameter value, an existing chaotic attractor undergoes a crisis, after which the flow initially enters a transient bursting regime. Bursting is caused by ejections from and return to a limited subdomain of the phase space, whereas the precrisis chaotic set forms the asymptotic attractor of the flow. For increasing values of the control parameter the length of the bursting regime increases progressively. Passing another critical parameter value, a second crisis leads to the appearance of a secondary type of bursting, of very large dynamical range. Within the bursting regime the flow then switches in irregular intervals from the primary to the secondary type of bursting. Peak enstrophy levels for both types of bursting are associated to the collapse of a primary vortex into a quadrupolar state.
Resumo:
Building on Item Response Theory we introduce students’ optimal behavior in multiple-choice tests. Our simulations indicate that the optimal penalty is relatively high, because although correction for guessing discriminates against risk-averse subjects, this effect is small compared with the measurement error that the penalty prevents. This result obtains when knowledge is binary or partial, under different normalizations of the score, when risk aversion is related to knowledge and when there is a pass-fail break point. We also find that the mean degree of difficulty should be close to the mean level of knowledge and that the variance of difficulty should be high.
Resumo:
El género Odiellus Roewer, 1923, diagnosticable por un robusto tridente frontal y una excavación dorso-distal en el tronco del pene, alberga seis especies ibéricas. La elevada variabilidad detectada sugiere que hay más especies. En este trabajo se realiza la caracterización de las especies ibéricas, así como su estudio morfológico y morfométrico (haciendo hincapié en las del noreste ibérico), y la descripción de una nueva especie de Cataluña, usando para ello ejemplares conservados en la colección del Departamento de Zoología y Biología Celular Animal de la UPV/EHU, así como ejemplares capturados durante una campaña en el Macizo del Garraf entre el 1 y el 3 de noviembre del 2012. Los resultados muestran que las variables morfométricas estudiadas influyen de manera desigual en la varianza muestral, lo cual puede ser útil en futuros estudios a la hora de decidir distintos caracteres diagnósticos para cada una de las especies de Odiellus ibéricos.
Resumo:
This paper presents a vaccination strategy for fighting against the propagation of epidemic diseases. The disease propagation is described by an SEIR (susceptible plus infected plus infectious plus removed populations) epidemic model. The model takes into account the total population amounts as a refrain for the illness transmission since its increase makes the contacts among susceptible and infected more difficult. The vaccination strategy is based on a continuous-time nonlinear control law synthesised via an exact feedback input-output linearization approach. An observer is incorporated into the control scheme to provide online estimates for the susceptible and infected populations in the case when their values are not available from online measurement but they are necessary to implement the control law. The vaccination control is generated based on the information provided by the observer. The control objective is to asymptotically eradicate the infection from the population so that the removed-by-immunity population asymptotically tracks the whole one without precise knowledge of the partial populations. The model positivity, the eradication of the infection under feedback vaccination laws and the stability properties as well as the asymptotic convergence of the estimation errors to zero as time tends to infinity are investigated.
Resumo:
The problem of the slow viscous flow of a gas past a sphere is considered. The fluid cannot be treated incompressible in the limit when the Reynolds number Re, and the Mach number M, tend to zero in such a way that Re ~ o(M^2 ). In this case, the lowest order approximation to the steady Navier-Stokes equations of motion leads to a paradox discovered by Lagerstrom and Chester. This paradox is resolved within the framework of continuum mechanics using the classical slip condition and an iteration scheme that takes into account certain terms in the full Navier-Stokes equations that drop out in the approximation used by the above authors. It is found however that the drag predicted by the theory does not agree with R. A. Millikan's classic experiments on sphere drag.
The whole question of the applicability of the Navier-Stokes theory when the Knudsen number M/Re is not small is examined. A new slip condition is proposed. The idea that the Navier-Stokes equations coupled with this condition may adequately describe small Reynolds number flows when the Knudsen number is not too large is looked at in some detail. First, a general discussion of asymptotic solutions of the equations for all such flows is given. The theory is then applied to several concrete problems of fluid motion. The deductions from this theory appear to interpret and summarize the results of Millikan over a much wider range of Knudsen numbers (almost up to the free molecular or kinetic limit) than hitherto Believed possible by a purely continuum theory. Further experimental tests are suggested and certain interesting applications to the theory of dilute suspensions in gases are noted. Some of the questions raised in the main body of the work are explored further in the appendices.
Resumo:
We study the statistical properties of the image speckles produced by strong-scattering objects in the 4f optical imaging system. Using the generic expression of the complex amplitude of speckles and the approximation of the double-exponential function, we first obtain the ensemble average of the speckle intensity. Then we derive the variance of the speckle intensity based on the rotational transformation of the real and imaginary parts of the complex amplitude of speckles. We finally obtain the expression for the contrast of the. speckles, which is explicitly related to the statistical parameters of random surface and to the parameters of the imaging system. Our results are an obvious improvement compared with those reported in the literature, where the relations including such implicit quantities as the average size of the scattering grains of the random surface and the number of scattering grains are usually used. The results of this paper would be helpful for the characterization of random surface by speckle contrast.
Resumo:
Real-time demand response is essential for handling the uncertainties of renewable generation. Traditionally, demand response has been focused on large industrial and commercial loads, however it is expected that a large number of small residential loads such as air conditioners, dish washers, and electric vehicles will also participate in the coming years. The electricity consumption of these smaller loads, which we call deferrable loads, can be shifted over time, and thus be used (in aggregate) to compensate for the random fluctuations in renewable generation.
In this thesis, we propose a real-time distributed deferrable load control algorithm to reduce the variance of aggregate load (load minus renewable generation) by shifting the power consumption of deferrable loads to periods with high renewable generation. The algorithm is model predictive in nature, i.e., at every time step, the algorithm minimizes the expected variance to go with updated predictions. We prove that suboptimality of this model predictive algorithm vanishes as time horizon expands in the average case analysis. Further, we prove strong concentration results on the distribution of the load variance obtained by model predictive deferrable load control. These concentration results highlight that the typical performance of model predictive deferrable load control is tightly concentrated around the average-case performance. Finally, we evaluate the algorithm via trace-based simulations.
Resumo:
Real-time demand response is essential for handling the uncertainties of renewable generation. Traditionally, demand response has been focused on large industrial and commercial loads, however it is expected that a large number of small residential loads such as air conditioners, dish washers, and electric vehicles will also participate in the coming years. The electricity consumption of these smaller loads, which we call deferrable loads, can be shifted over time, and thus be used (in aggregate) to compensate for the random fluctuations in renewable generation.
In this thesis, we propose a real-time distributed deferrable load control algorithm to reduce the variance of aggregate load (load minus renewable generation) by shifting the power consumption of deferrable loads to periods with high renewable generation. The algorithm is model predictive in nature, i.e., at every time step, the algorithm minimizes the expected variance to go with updated predictions. We prove that suboptimality of this model predictive algorithm vanishes as time horizon expands in the average case analysis. Further, we prove strong concentration results on the distribution of the load variance obtained by model predictive deferrable load control. These concentration results highlight that the typical performance of model predictive deferrable load control is tightly concentrated around the average-case performance. Finally, we evaluate the algorithm via trace-based simulations.
Resumo:
The subject under investigation concerns the steady surface wave patterns created by small concentrated disturbances acting on a non-uniform flow of a heavy fluid. The initial value problem of a point disturbance in a primary flow having an arbitrary velocity distribution (U(y), 0, 0) in a direction parallel to the undisturbed free surface is formulated. A geometric optics method and the classical integral transformation method are employed as two different methods of solution for this problem. Whenever necessary, the special case of linear shear (i.e. U(y) = 1+ϵy)) is chosen for the purpose of facilitating the final integration of the solution.
The asymptotic form of the solution obtained by the method of integral transforms agrees with the leading terms of the solution obtained by geometric optics when the latter is expanded in powers of small ϵ r.
The overall effect of the shear is to confine the wave field on the downstream side of the disturbance to a region which is smaller than the wave region in the case of uniform flows. If U(y) vanishes, and changes sign at a critical plane y = ycr (e.g. ϵycr = -1 for the case of linear shear), then the boundary of this asymmetric wave field approaches this critical vertical plane. On this boundary the wave crests are all perpendicular to the x-axis, indicating that waves are reflected at this boundary.
Inside the wave field, as in the case of a point disturbance in a uniform primary flow, there exist two wave systems. The loci of constant phases (such as the crests or troughs) of these wave systems are not symmetric with respect to the x-axis. The geometric optics method and the integral transform method yield the same result of these loci for the special case of U(y) = Uo(1 + ϵy) and for large Kr (ϵr ˂˂ 1 ˂˂ Kr).
An expression for the variation of the amplitude of the waves in the wave field is obtained by the integral transform method. This is in the form of an expansion in small ϵr. The zeroth order is identical to the expression for the uniform stream case and is thus not applicable near the boundary of the wave region because it becomes infinite in that neighborhood. Throughout this investigation the viscous terms in the equations of motion are neglected, a reasonable assumption which can be justified when the wavelengths of the resulting waves are sufficiently large.