969 resultados para Stochastic Processes
Resumo:
We report here an easily reversible set-reset process in a new Ge15Te83Si2 glass that could be a promising candidate for phase change random access memory applications. The I-V characteristics of the studied sample show a comparatively low threshold electric field (E-th) of 7.3 kV/cm. Distinct differences in the type of switching behavior are achieved by means of controlling the on state current. It enables the observation of a threshold type for less than 0.7 mA beyond memory type (set) switching. The set and reset processes have been achieved with a similar magnitude of 1 mA, and with a triangular current pulse for the set process and a short duration rectangular pulse of 10 msec width for the reset operation. Further, a self-resetting effect is seen in this material upon excitation with a saw-tooth/square pulse, and their response of leading and trailing edges are discussed. About 6.5 x 10(4) set-reset cycles have been undertaken without any damage to the device. (C) 2011 American Institute of Physics. doi: 10.1063/1.3574659]
Resumo:
Analysis of precipitation reactions is extremely important in the technology of production of fine particles from the liquid phase. The control of composition and particle size in precipitation processes requires careful analysis of the several reactions that comprise the precipitation system. Since precipitation systems involve several, rapid ionic dissociation reactions among other slower ones, the faster reactions may be assumed to be nearly at equilibrium. However, the elimination of species, and the consequent reduction of the system of equations, is an aspect of analysis fraught with the possibility of subtle errors related to the violation of conservation principles. This paper shows how such errors may be avoided systematically by relying on the methods of linear algebra. Applications are demonstrated by analyzing the reactions leading to the precipitation of calcium carbonate in a stirred tank reactor as well as in a single emulsion drop. Sample calculations show that supersaturation dynamics can assume forms that can lead to subsequent dissolution of particles that have once been precipitated.
Resumo:
Stochastic structural systems having a stochastic distribution of material properties and stochastic external loadings in space are analysed when a crack of deterministic size is present. The material properties and external loadings are considered to constitute independent, two-dimensional, univariate, real, homogeneous stochastic fields. The stochastic fields are characterized by their means, variances, autocorrelation functions or the equivalent power spectral density functions, and scale fluctuations. The Young's modulus and Poisson's ratio are treated to be stochastic quantities. The external loading is treated to be a stochastic field in space. The energy release rate is derived using the method of virtual crack extension. The deterministic relationship is derived to represent the sensitivities of energy release rate with respect to both virtual crack extension and real system parameter fluctuations. Taylor series expansion is used and truncation is made to the first order. This leads to the determination of second-order properties of the output quantities to the first order. Using the linear perturbations about the mean values of the output quantities, the statistical information about the energy release rates, SIF and crack opening displacements are obtained. Both plane stress and plane strain cases are considered. The general expressions for the SIF in all the three fracture modes are derived and a more detailed analysis is conducted for a mode I situation. A numerical example is given.
Resumo:
A two timescale stochastic approximation scheme which uses coupled iterations is used for simulation-based parametric optimization as an alternative to traditional "infinitesimal perturbation analysis" schemes, It avoids the aggregation of data present in many other schemes. Its convergence is analyzed, and a queueing example is presented.
Resumo:
Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is-first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.
Resumo:
The effect of uncertainty in composite material properties on the aeroelastic response, vibratory loads, and stability of a hingeless helicopter rotor is investigated. The uncertainty impact on rotating natural frequencies of the blade is studied with Monte Carlo simulations and first-order reliability methods. The stochastic aeroelastic analyses in hover and forward flight are carried out with Monte Carlo simulations. The flap, lag, and torsion responses show considerable scatter from their baseline values, and the uncertainty impact varies with the azimuth angle. Furthermore, the blade response shows finite probability of resonance-type conditions caused by modal frequencies approaching multiples of the rotor speed. The 4/rev vibratory forces show large deviations from their baseline values. The lag mode damping shows considerable scatter due to uncertain material properties with an almost 40% probability of instability in hover.
Resumo:
The review is concerned with models that analyze transport:processes that occur during microwave heating. Early models on microwave. heating used Lambert's law to describe the microwave power absorption. Over the last decade, models for transport processes have been developed with the microwave power derived from Maxwell's equations. Those models, primarily based on plane waves, have been used for analyzing microwave heating of solids, liquids, emulsions, microwave thawing and drying. The models illustrate phenomena such a resonances, hot spots, edge and runaway heating. The literature on microwave sintering, susceptor heating and microwave assisted synthesis is largely experimental in nature and only key issues are highlighted. To fully appreciate the models for microwave heating, a section on the theory of electromagnetic wave propagation is included, where expressions for the electric field in dielectric slabs and cylinders are presented.
Resumo:
A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.
Resumo:
We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.
Resumo:
We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].
Resumo:
We consider the problem of wireless channel allocation to multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. Each metric sequence can be Markov. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.
Resumo:
We consider the problem of scheduling a wireless channel among multiple users. A slot is given to a user with a highest metric (e.g., channel gain) in that slot. The scheduler may not know the channel states of all the users at the beginning of each slot. In this scenario opportunistic splitting is an attractive solution. However this algorithm requires that the metrics of different users form independent, identically distributed (iid) sequences with same distribution and that their distribution and number be known to the scheduler. This limits the usefulness of opportunistic splitting. In this paper we develop a parametric version of this algorithm. The optimal parameters of the algorithm are learnt online through a stochastic approximation scheme. Our algorithm does not require the metrics of different users to have the same distribution. The statistics of these metrics and the number of users can be unknown and also vary with time. We prove the convergence of the algorithm and show its utility by scheduling the channel to maximize its throughput while satisfying some fairness and/or quality of service constraints.
Resumo:
We review the current status of various aspects of biopolymer translocation through nanopores and the challenges and opportunities it offers. Much of the interest generated by nanopores arises from their potential application to third-generation cheap and fast genome sequencing. Although the ultimate goal of single-nucleotide identification has not yet been reached, great advances have been made both from a fundamental and an applied point of view, particularly in controlling the translocation time, fabricating various kinds of synthetic pores or genetically engineering protein nanopores with tailored properties, and in devising methods (used separately or in combination) aimed at discriminating nucleotides based either on ionic or transverse electron currents, optical readout signatures, or on the capabilities of the cellular machinery. Recently, exciting new applications have emerged, for the detection of specific proteins and toxins (stochastic biosensors), and for the study of protein folding pathways and binding constants of protein-protein and protein-DNA complexes. The combined use of nanopores and advanced micromanipulation techniques involving optical/magnetic tweezers with high spatial resolution offers unique opportunities for improving the basic understanding of the physical behavior of biomolecules in confined geometries, with implications for the control of crucial biological processes such as protein import and protein denaturation. We highlight the key works in these areas along with future prospects. Finally, we review theoretical and simulation studies aimed at improving fundamental understanding of the complex microscopic mechanisms involved in the translocation process. Such understanding is a pre-requisite to fruitful application of nanopore technology in high-throughput devices for molecular biomedical diagnostics.
Resumo:
A distinctive feature of the Nhecolandia, a sub-region of the Pantanal wetland in Brazil, is the presence of both saline and freshwater lakes. Saline lakes used to be attributed to a past and phase during the Pleistocene. However, recent studies have shown that saline and fresh water lakes are linked by a continuous water table, indicating that saline water could come from a contemporary concentration process. This concentration process could also be responsible for the large chemical variability of the waters observed in the area. A regional water sampling has been conducted in surface and sub-surface water and the water table, and the results of the geochemical and statistical analysis are presented. Based on sodium contents, the concentration shows a 1: 4443 ratio. All the samples belong to the same chemical family and evolve in a sodic alkaline manner. Calcite or magnesian calcite precipitates very early in the process of concentration, probably followed by the precipitation of magnesian silicates. The most concentrated solutions remain under-saturated with respect to the sodium carbonate salt, even if this equilibrium is likely reached around the saline lakes. Apparently, significant amounts of sulfate and chloride are lost simultaneously from the solutions, and this cannot be explained solely by evaporative concentration. This could be attributed to the sorption on reduced minerals in a green sub-surface horizon in the "cordilhieira" areas. In the saline lakes, low potassium, phosphate, magnesium, and sulfate are attributed to algal blooms. Under the influence of evaporation, the concentration of solutions and associated chemical precipitations are identified as the main factors responsible for the geochemical variability in this environment (about 92 % of the variance). Therefore, the saline lakes of Nhecolandia have to be managed as landscape units in equilibrium with the present water flows and not inherited from a past and phase. In order to elaborate hydrochemical tracers for a quantitative estimation of water flows, three points have to be investigated more precisely: (1) the quantification of magnesium involved in the Mg-calcite precipitation; (2) the identification of the precise stoichiometry of the Mg-silicate; and (3) the verification of the loss of chloride and sulfate by sorption onto labile iron minerals.