925 resultados para Stochastic processes - Computer simulation


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Whilst radial basis function (RBF) equalizers have been employed to combat the linear and nonlinear distortions in modern communication systems, most of them do not take into account the equalizer's generalization capability. In this paper, it is firstly proposed that the. model's generalization capability can be improved by treating the modelling problem as a multi-objective optimization (MOO) problem, with each objective based on one of several training sets. Then, as a modelling application, a new RBF equalizer learning scheme is introduced based on the directional evolutionary MOO (EMOO). Directional EMOO improves the computational efficiency of conventional EMOO, which has been widely applied in solving MOO problems, by explicitly making use of the directional information. Computer simulation demonstrates that the new scheme can be used to derive RBF equalizers with good performance not only on explaining the training samples but on predicting the unseen samples.

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This study investigates the superposition-based cooperative transmission system. In this system, a key point is for the relay node to detect data transmitted from the source node. This issued was less considered in the existing literature as the channel is usually assumed to be flat fading and a priori known. In practice, however, the channel is not only a priori unknown but subject to frequency selective fading. Channel estimation is thus necessary. Of particular interest is the channel estimation at the relay node which imposes extra requirement for the system resources. The authors propose a novel turbo least-square channel estimator by exploring the superposition structure of the transmission data. The proposed channel estimator not only requires no pilot symbols but also has significantly better performance than the classic approach. The soft-in-soft-out minimum mean square error (MMSE) equaliser is also re-derived to match the superimposed data structure. Finally computer simulation results are shown to verify the proposed algorithm.

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In this paper, a new equalizer learning scheme is introduced based on the algorithm of the directional evolutionary multi-objective optimization (EMOO). Whilst nonlinear channel equalizers such as the radial basis function (RBF) equalizers have been widely studied to combat the linear and nonlinear distortions in the modern communication systems, most of them do not take into account the equalizers' generalization capabilities. In this paper, equalizers are designed aiming at improving their generalization capabilities. It is proposed that this objective can be achieved by treating the equalizer design problem as a multi-objective optimization (MOO) problem, with each objective based on one of several training sets, followed by deriving equalizers with good capabilities of recovering the signals for all the training sets. Conventional EMOO which is widely applied in the MOO problems suffers from disadvantages such as slow convergence speed. Directional EMOO improves the computational efficiency of the conventional EMOO by explicitly making use of the directional information. The new equalizer learning scheme based on the directional EMOO is applied to the RBF equalizer design. Computer simulation demonstrates that the new scheme can be used to derive RBF equalizers with good generalization capabilities, i.e., good performance on predicting the unseen samples.

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An alternative blind deconvolution algorithm for white-noise driven minimum phase systems is presented and verified by computer simulation. This algorithm uses a cost function based on a novel idea: variance approximation and series decoupling (VASD), and suggests that not all autocorrelation function values are necessary to implement blind deconvolution.

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Background: Microtine species in Fennoscandia display a distinct north-south gradient from regular cycles to stable populations. The gradient has often been attributed to changes in the interactions between microtines and their predators. Although the spatial structure of the environment is known to influence predator-prey dynamics of a wide range of species, it has scarcely been considered in relation to the Fennoscandian gradient. Furthermore, the length of microtine breeding season also displays a north-south gradient. However, little consideration has been given to its role in shaping or generating population cycles. Because these factors covary along the gradient it is difficult to distinguish their effects experimentally in the field. The distinction is here attempted using realistic agent-based modelling. Methodology/Principal Findings: By using a spatially explicit computer simulation model based on behavioural and ecological data from the field vole (Microtus agrestis), we generated a number of repeated time series of vole densities whose mean population size and amplitude were measured. Subsequently, these time series were subjected to statistical autoregressive modelling, to investigate the effects on vole population dynamics of making predators more specialised, of altering the breeding season, and increasing the level of habitat fragmentation. We found that fragmentation as well as the presence of specialist predators are necessary for the occurrence of population cycles. Habitat fragmentation and predator assembly jointly determined cycle length and amplitude. Length of vole breeding season had little impact on the oscillations. Significance: There is good agreement between our results and the experimental work from Fennoscandia, but our results allow distinction of causation that is hard to unravel in field experiments. We hope our results will help understand the reasons for cycle gradients observed in other areas. Our results clearly demonstrate the importance of landscape fragmentation for population cycling and we recommend that the degree of fragmentation be more fully considered in future analyses of vole dynamics.

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The development of the real estate swap market offers many opportunities for investors to adjust the exposure of their portfolios to real estate. A number of OTC transactions have been observed in markets around the world. In this paper we examine the Japanese commercial real estate market from the point of view of an investor holding a portfolio of properties seeking to reduce the portfolio exposure to the real estate market by swapping an index of real estate for LIBOR. This paper explores the practicalities of hedging portfolios comprising small numbers of individual properties against an appropriate index. We use the returns from 74 properties owned by Japanese Real Estate Investment Trusts over the period up to September 2007. The paper also discusses and applies the appropriate stochastic processes required to model real estate returns in this application and presents alternative ways of reporting hedging effectiveness. We find that the development of the derivative does provide the capacity for hedging market risk but that the effectiveness of the hedge varies considerably over time. We explore the factors that cause this variability.

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The feasibility of halving greenhousegasemissions from hotels by 2030 has been studied as part of the Carbon Vision Buildings Programme. The aim of that programme was to study ways of reducing emissions from the existing stock because it will be responsible for the majority of building emissions over the next few decades. The work was carried out using detailed computer simulation using the ESP-r tool. Two hotels were studied, one older and converted and the other newer and purpose-built, with the aim of representing the most common UKhotel types. The effects were studied of interventions expected to be available in 2030 including fabric improvements, HVAC changes, lighting and appliance improvements and renewable energy generation. The main finding was that it is technically feasible to reduce emissions by 50% without compromising guest comfort. Ranking of the interventions was problematical for several reasons including interdependence and the impacts on boiler sizing of large reductions in the heating load

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Relating system dynamics to the broad systems movement, the key notion is that reinforcing loops deserve no less attention than balancing loops. Three specific propositions follow. First, since reinforcing loops arise in surprising places, investigations of complex systems must consider their possible existence and potential impact. Second, because the strength of reinforcing loops can be misinferred - we include an example from the field of servomechanisms - computer simulation can be essential. Be it project management, corporate growth or inventory oscillation, simulation helps to assess consequences of reinforcing loops and options for interventions. Third, in social systems the consequences of reinforcing loops are not inevitable. Examples concerning globalization illustrate how difficult it might be to challenge such assumptions. However, system dynamics and ideas from contemporary social theory help to show that even the most complex social systems are, in principle, subject to human influence. In conclusion, by employing these ideas, by attending to reinforcing as well as balancing loops, system dynamics work can improve the understanding of social systems and illuminate our choices when attempting to steer them.

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In this paper, the global market potential of solar thermal, photovoltaic (PV) and combined photovoltaic/thermal (PV/T) technologies in current time and near future was discussed. The concept of the PV/T and the theory behind the PV/T operation were briefly introduced, and standards for evaluating technical, economic and environmental performance of the PV/T systems were addressed. A comprehensive literature review into R&D works and practical application of the PV/T technology was illustrated and the review results were critically analysed in terms of PV/T type and research methodology used. The major features, current status, research focuses and existing difficulties/barriers related to the various types of PV/T were identified. The research methods, including theoretical analyses and computer simulation, experimental and combined experimental/theoretical investigation, demonstration and feasibility study, as well as economic and environmental analyses, applied into the PV/T technology were individually discussed, and the achievement and problems remaining in each research method category were described. Finally, opportunities for further work to carry on PV/T study were identified. The review research indicated that air/water-based PV/T systems are the commonly used technologies but their thermal removal effectiveness is lower. Refrigerant/heat-pipe-based PV/Ts, although still in research/laboratory stage, could achieve much higher solar conversion efficiencies over the air/water-based systems. However, these systems were found a few technical challenges in practice which require further resolutions. The review research suggested that further works could be undertaken to (1) develop new feasible, economic and energy efficient PV/T systems; (2) optimise the structural/geometrical configurations of the existing PV/T systems; (3) study long term dynamic performance of the PV/T systems; (4) demonstrate the PV/T systems in real buildings and conduct the feasibility study; and (5) carry on advanced economic and environmental analyses. This review research helps finding the questions remaining in PV/T technology, identify new research topics/directions to further improve the performance of the PV/T, remove the barriers in PV/T practical application, establish the standards/regulations related to PV/T design and installation, and promote its market penetration throughout the world.

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We investigate the super-Brownian motion with a single point source in dimensions 2 and 3 as constructed by Fleischmann and Mueller in 2004. Using analytic facts we derive the long time behavior of the mean in dimension 2 and 3 thereby complementing previous work of Fleischmann, Mueller and Vogt. Using spectral theory and martingale arguments we prove a version of the strong law of large numbers for the two dimensional superprocess with a single point source and finite variance.

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Three topics are discussed. First, an issue in the epistemology of computer simulation - that of the chess endgame 'becoming' what computer-generated data says it is. Secondly, the endgames of the longest known games are discussed, and the concept of a Bionic Game is defined. Lastly, the set of record-depth positions published by Bourzutschky and Konoval are evaluated by the new MVL tables in Moscow - alongside the deepest known mate of 549 moves.

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The transcriptome of an organism is its set of gene transcripts (mRNAs) at a defined spatial and temporal locus. Because gene expression is affected markedly by environmental and developmental perturbations, it is widely assumed that transcriptome divergence among taxa represents adaptive phenotypic selection. This assumption has been challenged by neutral theories which propose that stochastic processes drive transcriptome evolution. To test for evidence of neutral transcriptome evolution in plants, we quantified 18 494 gene transcripts in nonsenescent leaves of 14 taxa of Brassicaceae using robust cross-species transcriptomics which includes a two-step physical and in silico-based normalization procedure based on DNA similarity among taxa. Transcriptome divergence correlates positively with evolutionary distance between taxa and with variation in gene expression among samples. Results are similar for pseudogenes and chloroplast genes evolving at different rates. Remarkably, variation in transcript abundance among root-cell samples correlates positively with transcriptome divergence among root tissues and among taxa. Because neutral processes affect transcriptome evolution in plants, many differences in gene expression among or within taxa may be nonfunctional, reflecting ancestral plasticity and founder effects. Appropriate null models are required when comparing transcriptomes in space and time.

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The incorporation of cobalt in mixed metal carbonates is a possible route to the immobilization of this toxic element in the environment. However, the thermodynamics of (Ca,Co)CO3 solid solutions are still unclear due to conflicting data from experiment and from the observation of natural ocurrences. We report here the results of a computer simulation study of the mixing of calcite (CaCO3) and spherocobaltite (CoCO3), using density functional theory calculations. Our simulations suggest that previously proposed thermodynamic models, based only on the range of observed compositions, significantly overestimate the solubility between the two solids and therefore underestimate the extension of the miscibility gap under ambient conditions. The enthalpy of mixing of the disordered solid solution is strongly positive and moderately asymmetric: calcium incorporation in spherocobaltite is more endothermic than cobalt incorporation in calcite. Ordering of the impurities in (0001) layers is energetically favourable with respect to the disordered solid solution at low temperatures and intermediate compositions, but the ordered phase is still unstable to demixing. We calculate the solvus and spinodal lines in the phase diagram using a sub-regular solution model, and conclude that many Ca1-xCoxCO3 mineral solid solutions (with observed compositions of up to x=0.027, and above x=0.93) are metastable with respect to phase separation. We also calculate solid/aqueous distribution coefficients to evaluate the effect of the strong non-ideality of mixing on the equilibrium with aqueous solution, showing that the thermodynamically-driven incorporation of cobalt in calcite (and of calcium in spherocobaltite) is always very low, regardless of the Co/Ca ratio of the aqueous environment.