975 resultados para STOCHASTIC MODELING


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Droplet collision occurs frequently in regions where the droplet number density is high. Even for Lean Premixed and Pre-vaporized (LPP) liquid sprays, the collision effects can be very high on the droplet size distributions, which will in turn affect the droplet vaporization process. Hence, in conjunction with vaporization modeling, collision modeling for such spray systems is also essential. The standard O'Rourke's collision model, usually implemented in CFD codes, tends to generate unphysical numerical artifact when simulations are performed on Cartesian grid and the results are not grid independent. Thus, a new collision modeling approach based on no-time-counter method (NTC) proposed by Schmidt and Rutland is implemented to replace O'Rourke's collision algorithm to solve a spray injection problem in a cylindrical coflow premixer. The so called ``four-leaf clover'' numerical artifacts are eliminated by the new collision algorithm and results from a diesel spray show very good grid independence. Next, the dispersion and vaporization processes for liquid fuel sprays are simulated in a coflow premixer. Two liquid fuels under investigation are jet-A and Rapeseed Methyl Esters (RME). Results show very good grid independence in terms of SMD distribution, droplet number distribution and fuel vapor mass flow rate. A baseline test is first established with a spray cone angle of 90 degrees and injection velocity of 3 m/s and jet-A achieves much better vaporization performance than RME due to its higher vapor pressure. To improve the vaporization performance for both fuels, a series of simulations have been done at several different combinations of spray cone angle and injection velocity. At relatively low spray cone angle and injection velocity, the collision effect on the average droplet size and the vaporization performance are very high due to relatively high coalescence rate induced by droplet collisions. Thus, at higher spray cone angle and injection velocity, the results expectedly show improvement in fuel vaporization performance since smaller droplet has a higher vaporization rate. The vaporization performance and the level of homogeneity of fuel-air mixture can be significantly improved when the dispersion level is high, which can be achieved by increasing the spray cone angle and injection velocity. (C) 2012 Elsevier Ltd. All rights reserved.

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We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

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In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

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We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) protocol as standardized in the IEEE 802.11 Distributed Coordination Function (DCF). The approximation is that, when n of the M queues are non-empty, the (transmission) attempt probability of each of the n non-empty nodes is given by the long-term (transmission) attempt probability of n saturated nodes. With the arrival of packets into the M queues according to independent Poisson processes, the SDAR approximation reduces a single cell with non-saturated nodes to a Markovian coupled queueing system. We provide a sufficient condition under which the joint queue length Markov chain is positive recurrent. For the symmetric case of equal arrival rates and finite and equal buffers, we develop an iterative method which leads to accurate predictions for important performance measures such as collision probability, throughput and mean packet delay. We replace the MAC layer with the SDAR model of contention by modifying the NS-2 source code pertaining to the MAC layer, keeping all other layers unchanged. By this model-based simulation technique at the MAC layer, we achieve speed-ups (w.r.t. MAC layer operations) up to 5.4. Through extensive model-based simulations and numerical results, we show that the SDAR model is an accurate model for the DCF MAC protocol in single cells. (C) 2012 Elsevier B.V. All rights reserved.

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Researchers can use bond graph modeling, a tool that takes into account the energy conservation principle, to accurately assess the dynamic behavior of wireless sensor networks on a continuous basis.

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The use of mutagenic drugs to drive HIV-1 past its error threshold presents a novel intervention strategy, as suggested by the quasispecies theory, that may be less susceptible to failure via viral mutation-induced emergence of drug resistance than current strategies. The error threshold of HIV-1, mu(c), however, is not known. Application of the quasispecies theory to determine mu(c) poses significant challenges: Whereas the quasispecies theory considers the asexual reproduction of an infinitely large population of haploid individuals, HIV-1 is diploid, undergoes recombination, and is estimated to have a small effective population size in vivo. We performed population genetics-based stochastic simulations of the within-host evolution of HIV-1 and estimated the structure of the HIV-1 quasispecies and mu(c). We found that with small mutation rates, the quasispecies was dominated by genomes with few mutations. Upon increasing the mutation rate, a sharp error catastrophe occurred where the quasispecies became delocalized in sequence space. Using parameter values that quantitatively captured data of viral diversification in HIV-1 patients, we estimated mu(c) to be 7 x 10(-5) -1 x 10(-4) substitutions/site/replication, similar to 2-6 fold higher than the natural mutation rate of HIV-1, suggesting that HIV-1 survives close to its error threshold and may be readily susceptible to mutagenic drugs. The latter estimate was weakly dependent on the within-host effective population size of HIV-1. With large population sizes and in the absence of recombination, our simulations converged to the quasispecies theory, bridging the gap between quasispecies theory and population genetics-based approaches to describing HIV-1 evolution. Further, mu(c) increased with the recombination rate, rendering HIV-1 less susceptible to error catastrophe, thus elucidating an added benefit of recombination to HIV-1. Our estimate of mu(c) may serve as a quantitative guideline for the use of mutagenic drugs against HIV-1.

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This paper presents a detailed investigation of the erects of piezoelectricity, spontaneous polarization and charge density on the electronic states and the quasi-Fermi level energy in wurtzite-type semiconductor heterojunctions. This has required a full solution to the coupled Schrodinger-Poisson-Navier model, as a generalization of earlier work on the Schrodinger-Poisson problem. Finite-element-based simulations have been performed on a A1N/GaN quantum well by using both one-step calculation as well as the self-consistent iterative scheme. Results have been provided for field distributions corresponding to cases with zero-displacement boundary conditions and also stress-free boundary conditions. It has been further demonstrated by using four case study examples that a complete self-consistent coupling of electromechanical fields is essential to accurately capture the electromechanical fields and electronic wavefunctions. We have demonstrated that electronic energies can change up to approximately 0.5 eV when comparing partial and complete coupling of electromechanical fields. Similarly, wavefunctions are significantly altered when following a self-consistent procedure as opposed to the partial-coupling case usually considered in literature. Hence, a complete self-consistent procedure is necessary when addressing problems requiring more accurate results on optoelectronic properties of low-dimensional nanostructures compared to those obtainable with conventional methodologies.

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Genome sequences contain a number of patterns that have biomedical significance. Repetitive sequences of various kinds are a primary component of most of the genomic sequence patterns. We extended the suffix-array based Biological Language Modeling Toolkit to compute n-gram frequencies as well as n-gram language-model based perplexity in windows over the whole genome sequence to find biologically relevant patterns. We present the suite of tools and their application for analysis on whole human genome sequence.

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This article is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work has impacted antiviral treatment and vaccine design strategies. Yet, predictions of the quasispecies model are at best viewed as a guideline, primarily because it assumes an infinite population size, whereas realistic population sizes can be quite small. In this paper we consider a population genetics-based model aimed at understanding the evolution of such organisms with finite population sizes and present a rigorous study of the convergence and computational issues that arise therein. Our first result is structural and shows that, at any time during the evolution, as the population size tends to infinity, the distribution of genomes predicted by our model converges to that predicted by the quasispecies model. This justifies the continued use of the quasispecies model to derive guidelines for intervention. While the stationary state in the quasispecies model is readily obtained, due to the explosion of the state space in our model, exact computations are prohibitive. Our second set of results are computational in nature and address this issue. We derive conditions on the parameters of evolution under which our stochastic model mixes rapidly. Further, for a class of widely used fitness landscapes we give a fast deterministic algorithm which computes the stationary distribution of our model. These computational tools are expected to serve as a framework for the modeling of strategies for the deployment of mutagenic drugs.

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Combustion instability events in lean premixed combustion systems can cause spatio-temporal variations in unburnt mixture fuel/air ratio. This provides a driving mechanism for heat-release oscillations when they interact with the flame. Several Reduced Order Modelling (ROM) approaches to predict the characteristics of these oscillations have been developed in the past. The present paper compares results for flame describing function characteristics determined from a ROM approach based on the level-set method, with corresponding results from detailed, fully compressible reacting flow computations for the same two dimensional slot flame configuration. The comparison between these results is seen to be sensitive to small geometric differences in the shape of the nominally steady flame used in the two computations. When the results are corrected to account for these differences, describing function magnitudes are well predicted for frequencies lesser than and greater than a lower and upper cutoff respectively due to amplification of flame surface wrinkling by the convective Darrieus-Landau (DL) instability. However, good agreement in describing function phase predictions is seen as the ROM captures the transit time of wrinkles through the flame correctly. Also, good agreement is seen for both magnitude and phase of the flame response, for large forcing amplitudes, at frequencies where the DL instability has a minimal influence. Thus, the present ROM can predict flame response as long as the DL instability, caused by gas expansion at the flame front, does not significantly alter flame front perturbation amplitudes as they traverse the flame. (C) 2012 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

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Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.

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The q-Gaussian distribution results from maximizing certain generalizations of Shannon entropy under some constraints. The importance of q-Gaussian distributions stems from the fact that they exhibit power-law behavior, and also generalize Gaussian distributions. In this paper, we propose a Smoothed Functional (SF) scheme for gradient estimation using q-Gaussian distribution, and also propose an algorithm for optimization based on the above scheme. Convergence results of the algorithm are presented. Performance of the proposed algorithm is shown by simulation results on a queuing model.

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Glycosyl hydrolase family 1 beta-glucosidases are important enzymes that serve many diverse functions in plants including defense, whereby hydrolyzing the defensive compounds such as hydroxynitrile glucosides. A hydroxynitrile glucoside cleaving beta-glucosidase gene (Llbglu1) was isolated from Leucaena leucocephala, cloned into pET-28a (+) and expressed in E. coli BL21 (DE3) cells. The recombinant enzyme was purified by Ni-NTA affinity chromatography. The optimal temperature and pH for this beta-glucosidase were found to be 45 A degrees C and 4.8, respectively. The purified Llbglu1 enzyme hydrolyzed the synthetic glycosides, pNPGlucoside (pNPGlc) and pNPGalactoside (pNPGal). Also, the enzyme hydrolyzed amygdalin, a hydroxynitrile glycoside and a few of the tested flavonoid and isoflavonoid glucosides. The kinetic parameters K (m) and V (max) were found to be 38.59 mu M and 0.8237 mu M/mg/min for pNPGlc, whereas for pNPGal the values were observed as 1845 mu M and 0.1037 mu M/mg/min. In the present study, a three dimensional (3D) model of the Llbglu1 was built by MODELLER software to find out the substrate binding sites and the quality of the model was examined using the program PROCHEK. Docking studies indicated that conserved active site residues are Glu 199, Glu 413, His 153, Asn 198, Val 270, Asn 340, and Trp 462. Docking of rhodiocyanoside A with the modeled Llbglu1 resulted in a binding with free energy change (Delta G) of -5.52 kcal/mol on which basis rhodiocyanoside A could be considered as a potential substrate.

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Dynamic Voltage and Frequency Scaling (DVFS) is a very effective tool for designing trade-offs between energy and performance. In this paper, we use a formal Petri net based program performance model that directly captures both the application and system properties, to find energy efficient DVFS settings for CMP systems, that satisfy a given performance constraint, for SPMD multithreaded programs. Experimental evaluation shows that we achieve significant energy savings, while meeting the performance constraints.

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Service systems are labor intensive. Further, the workload tends to vary greatly with time. Adapting the staffing levels to the workloads in such systems is nontrivial due to a large number of parameters and operational variations, but crucial for business objectives such as minimal labor inventory. One of the central challenges is to optimize the staffing while maintaining system steady-state and compliance to aggregate SLA constraints. We formulate this problem as a parametrized constrained Markov process and propose a novel stochastic optimization algorithm for solving it. Our algorithm is a multi-timescale stochastic approximation scheme that incorporates a SPSA based algorithm for ‘primal descent' and couples it with a ‘dual ascent' scheme for the Lagrange multipliers. We validate this optimization scheme on five real-life service systems and compare it with a state-of-the-art optimization tool-kit OptQuest. Being two orders of magnitude faster than OptQuest, our scheme is particularly suitable for adaptive labor staffing. Also, we observe that it guarantees convergence and finds better solutions than OptQuest in many cases.