932 resultados para Stochastic simulation methods


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This research is focused on the optimisation of resource utilisation in wireless mobile networks with the consideration of the users’ experienced quality of video streaming services. The study specifically considers the new generation of mobile communication networks, i.e. 4G-LTE, as the main research context. The background study provides an overview of the main properties of the relevant technologies investigated. These include video streaming protocols and networks, video service quality assessment methods, the infrastructure and related functionalities of LTE, and resource allocation algorithms in mobile communication systems. A mathematical model based on an objective and no-reference quality assessment metric for video streaming, namely Pause Intensity, is developed in this work for the evaluation of the continuity of streaming services. The analytical model is verified by extensive simulation and subjective testing on the joint impairment effects of the pause duration and pause frequency. Various types of the video contents and different levels of the impairments have been used in the process of validation tests. It has been shown that Pause Intensity is closely correlated with the subjective quality measurement in terms of the Mean Opinion Score and this correlation property is content independent. Based on the Pause Intensity metric, an optimised resource allocation approach is proposed for the given user requirements, communication system specifications and network performances. This approach concerns both system efficiency and fairness when establishing appropriate resource allocation algorithms, together with the consideration of the correlation between the required and allocated data rates per user. Pause Intensity plays a key role here, representing the required level of Quality of Experience (QoE) to ensure the best balance between system efficiency and fairness. The 3GPP Long Term Evolution (LTE) system is used as the main application environment where the proposed research framework is examined and the results are compared with existing scheduling methods on the achievable fairness, efficiency and correlation. Adaptive video streaming technologies are also investigated and combined with our initiatives on determining the distribution of QoE performance across the network. The resulting scheduling process is controlled through the prioritization of users by considering their perceived quality for the services received. Meanwhile, a trade-off between fairness and efficiency is maintained through an online adjustment of the scheduler’s parameters. Furthermore, Pause Intensity is applied to act as a regulator to realise the rate adaptation function during the end user’s playback of the adaptive streaming service. The adaptive rates under various channel conditions and the shape of the QoE distribution amongst the users for different scheduling policies have been demonstrated in the context of LTE. Finally, the work for interworking between mobile communication system at the macro-cell level and the different deployments of WiFi technologies throughout the macro-cell is presented. A QoEdriven approach is proposed to analyse the offloading mechanism of the user’s data (e.g. video traffic) while the new rate distribution algorithm reshapes the network capacity across the macrocell. The scheduling policy derived is used to regulate the performance of the resource allocation across the fair-efficient spectrum. The associated offloading mechanism can properly control the number of the users within the coverages of the macro-cell base station and each of the WiFi access points involved. The performance of the non-seamless and user-controlled mobile traffic offloading (through the mobile WiFi devices) has been evaluated and compared with that of the standard operator-controlled WiFi hotspots.

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Theoretical developments on pinning control of complex dynamical networks have mainly focused on the deterministic versions of the model dynamics. However, the dynamical behavior of most real networks is often affected by stochastic noise components. In this paper the pinning control of a stochastic version of the coupled map lattice network with spatiotemporal characteristics is studied. The control of these complex dynamical networks have functional uncertainty which should be considered when calculating stabilizing control signals. Two feedback control methods are considered: the conventional feedback control and modified stochastic feedback control. It is shown that the typically-used conventional control method suffers from the ignorance of model uncertainty leading to a reduction and potentially a collapse in the control efficiency. Numerical verification of the main result is provided for a chaotic coupled map lattice network. © 2011 IEEE.

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In this work we give su±cient conditions for k-th approximations of the polynomial roots of f(x) when the Maehly{Aberth{Ehrlich, Werner-Borsch-Supan, Tanabe, Improved Borsch-Supan iteration methods fail on the next step. For these methods all non-attractive sets are found. This is a subsequent improvement of previously developed techniques and known facts. The users of these methods can use the results presented here for software implementation in Distributed Applications and Simulation Environ- ments. Numerical examples with graphics are shown.

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This study aims to reproduce the effect of motor-unit synchronization on surface EMG recordings during vibratory stimulation to highlight vibration evoked muscle activity. The authors intended to evaluate, through numerical simulations, the changes in surface EMG spectrum in muscles undergoing whole body vibration stimulation. In some specific bands, in fact, vibration induced motion artifacts are also typically present. In addition, authors meant to compare the simulated EMGs with respect to real recordings in order to discriminate the effect of synchronization of motor units discharges with vibration frequencies from motion artifacts. Computations were performed using a model derived from previous studies and modified to consider the effect of vibratory stimulus, the motor unit synchronization and the endplates-electrodes relative position on the EMG signal. Results revealed that, in particular conditions, synchronization of MUs' discharge generates visible peaks at stimulation frequency and its harmonics. However, only a part of the total power of surface EMGs might be enclosed within artifacts related bands (±1. Hz centered at the stimulation frequency and its superior harmonics) even in case of strong synchronization of motor units discharges with the vibratory stimulus. © 2013 Elsevier Ireland Ltd.

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2000 Mathematics Subject Classification: 91B28, 65C05.

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AMS subject classification: 93C95, 90A09.

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2000 Mathematics Subject Classification: 78A50

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Heuristics, simulation, artificial intelligence techniques and combinations thereof have all been employed in the attempt to make computer systems adaptive, context-aware, reconfigurable and self-managing. This paper complements such efforts by exploring the possibility to achieve runtime adaptiveness using mathematically-based techniques from the area of formal methods. It is argued that formal methods @ runtime represents a feasible approach, and promising preliminary results are summarised to support this viewpoint. The survey of existing approaches to employing formal methods at runtime is accompanied by a discussion of their challenges and of the future research required to overcome them. © 2011 Springer-Verlag.

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A pénzügyekben mind elméletileg, mind az alkalmazások szempontjából fontos kérdés a tőkeallokáció. Hogyan osszuk szét egy adott portfólió kockázatát annak alportfóliói között? Miként tartalékoljunk tőkét a fennálló kockázatok fedezetére, és a tartalékokat hogyan rendeljük az üzleti egységekhez? A tőkeallokáció vizsgálatára axiomatikus megközelítést alkalmazunk, tehát alapvető tulajdonságok megkövetelésével dolgozunk. Cikkünk kiindulópontja Csóka-Pintér [2010] azon eredménye, hogy a koherens kockázati mértékek axiómái, valamint a tőkeallokációra vonatkozó méltányossági, ösztönzési és stabilitási követelmények nincsenek összhangban egymással. Ebben a cikkben analitikus és szimulációs eszközökkel vizsgáljuk ezeket a követelményeket. A gyakorlati alkalmazások során használt, illetve az elméleti szempontból érdekes tőkeallokációs módszereket is elemezzük. A cikk fő következtetése, hogy a Csóka-Pintér [2010] által felvetett probléma gyakorlati szempontból is releváns, tehát az nemcsak az elméleti vizsgálatok során merül fel, hanem igen sokszor előforduló és gyakorlati probléma. A cikk további eredménye, hogy a vizsgált tőkeallokációs módszerek jellemzésével segítséget nyújt az alkalmazóknak a különböző módszerek közötti választáshoz. / === / Risk capital allocation in finance is important theoretically and also in practical applications. How can the risk of a portfolio be shared among its sub-portfolios? How should the capital reserves be set to cover risks, and how should the reserves be assigned to the business units? The study uses an axiomatic approach to analyse risk capital allocation, by working with requiring basic properties. The starting point is a 2010 study by Csoka and Pinter (2010), who showed that the axioms of coherent measures of risk are not compatible with some fairness, incentive compatibility and stability requirements of risk allocation. This paper discusses these requirements using analytical and simulation tools. It analyses methods used in practical applications that have theoretically interesting properties. The main conclusion is that the problems identified in Csoka and Pinter (2010) remain relevant in practical applications, so that it is not just a theoretical issue, it is a common practical problem. A further contribution is made because analysis of risk allocation methods helps practitioners choose among the different methods available.

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In topographically flat wetlands, where shallow water table and conductive soil may develop as a result of wet and dry seasons, the connection between surface water and groundwater is not only present, but perhaps the key factor dominating the magnitude and direction of water flux. Due to their complex characteristics, modeling waterflow through wetlands using more realistic process formulations (integrated surface-ground water and vegetative resistance) is an actual necessity. This dissertation focused on developing an integrated surface – subsurface hydrologic simulation numerical model by programming and testing the coupling of the USGS MODFLOW-2005 Groundwater Flow Process (GWF) package (USGS, 2005) with the 2D surface water routing model: FLO-2D (O’Brien et al., 1993). The coupling included the necessary procedures to numerically integrate and verify both models as a single computational software system that will heretofore be referred to as WHIMFLO-2D (Wetlands Hydrology Integrated Model). An improved physical formulation of flow resistance through vegetation in shallow waters based on the concept of drag force was also implemented for the simulations of floodplains, while the use of the classical methods (e.g., Manning, Chezy, Darcy-Weisbach) to calculate flow resistance has been maintained for the canals and deeper waters. A preliminary demonstration exercise WHIMFLO-2D in an existing field site was developed for the Loxahatchee Impoundment Landscape Assessment (LILA), an 80 acre area, located at the Arthur R. Marshall Loxahatchee National Wild Life Refuge in Boynton Beach, Florida. After applying a number of simplifying assumptions, results have illustrated the ability of the model to simulate the hydrology of a wetland. In this illustrative case, a comparison between measured and simulated stages level showed an average error of 0.31% with a maximum error of 2.8%. Comparison of measured and simulated groundwater head levels showed an average error of 0.18% with a maximum of 2.9%. The coupling of FLO-2D model with MODFLOW-2005 model and the incorporation of the dynamic effect of flow resistance due to vegetation performed in the new modeling tool WHIMFLO-2D is an important contribution to the field of numerical modeling of hydrologic flow in wetlands.

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The need for efficient, sustainable, and planned utilization of resources is ever more critical. In the U.S. alone, buildings consume 34.8 Quadrillion (1015) BTU of energy annually at a cost of $1.4 Trillion. Of this energy 58% is utilized for heating and air conditioning. ^ Several building energy analysis tools have been developed to assess energy demands and lifecycle energy costs in buildings. Such analyses are also essential for an efficient HVAC design that overcomes the pitfalls of an under/over-designed system. DOE-2 is among the most widely known full building energy analysis models. It also constitutes the simulation engine of other prominent software such as eQUEST, EnergyPro, PowerDOE. Therefore, it is essential that DOE-2 energy simulations be characterized by high accuracy. ^ Infiltration is an uncontrolled process through which outside air leaks into a building. Studies have estimated infiltration to account for up to 50% of a building's energy demand. This, considered alongside the annual cost of buildings energy consumption, reveals the costs of air infiltration. It also stresses the need that prominent building energy simulation engines accurately account for its impact. ^ In this research the relative accuracy of current air infiltration calculation methods is evaluated against an intricate Multiphysics Hygrothermal CFD building envelope analysis. The full-scale CFD analysis is based on a meticulous representation of cracking in building envelopes and on real-life conditions. The research found that even the most advanced current infiltration methods, including in DOE-2, are at up to 96.13% relative error versus CFD analysis. ^ An Enhanced Model for Combined Heat and Air Infiltration Simulation was developed. The model resulted in 91.6% improvement in relative accuracy over current models. It reduces error versus CFD analysis to less than 4.5% while requiring less than 1% of the time required for such a complex hygrothermal analysis. The algorithm used in our model was demonstrated to be easy to integrate into DOE-2 and other engines as a standalone method for evaluating infiltration heat loads. This will vastly increase the accuracy of such simulation engines while maintaining their speed and ease of use characteristics that make them very widely used in building design.^

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Gene-based tests of association are frequently applied to common SNPs (MAF>5%) as an alternative to single-marker tests. In this analysis we conduct a variety of simulation studies applied to five popular gene-based tests investigating general trends related to their performance in realistic situations. In particular, we focus on the impact of non-causal SNPs and a variety of LD structures on the behavior of these tests. Ultimately, we find that non-causal SNPs can significantly impact the power of all gene-based tests. On average, we find that the “noise” from 6–12 non-causal SNPs will cancel out the “signal” of one causal SNP across five popular gene-based tests. Furthermore, we find complex and differing behavior of the methods in the presence of LD within and between non-causal and causal SNPs. Ultimately, better approaches for a priori prioritization of potentially causal SNPs (e.g., predicting functionality of non-synonymous SNPs), application of these methods to sequenced or fully imputed datasets, and limited use of window-based methods for assigning inter-genic SNPs to genes will improve power. However, significant power loss from non-causal SNPs may remain unless alternative statistical approaches robust to the inclusion of non-causal SNPs are developed.

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Every space launch increases the overall amount of space debris. Satellites have limited awareness of nearby objects that might pose a collision hazard. Astrometric, radiometric, and thermal models for the study of space debris in low-Earth orbit have been developed. This modeled approach proposes analysis methods that provide increased Local Area Awareness for satellites in low-Earth and geostationary orbit. Local Area Awareness is defined as the ability to detect, characterize, and extract useful information regarding resident space objects as they move through the space environment surrounding a spacecraft. The study of space debris is of critical importance to all space-faring nations. Characterization efforts are proposed using long-wave infrared sensors for space-based observations of debris objects in low-Earth orbit. Long-wave infrared sensors are commercially available and do not require solar illumination to be observed, as their received signal is temperature dependent. The characterization of debris objects through means of passive imaging techniques allows for further studies into the origination, specifications, and future trajectory of debris objects. Conclusions are made regarding the aforementioned thermal analysis as a function of debris orbit, geometry, orientation with respect to time, and material properties. Development of a thermal model permits the characterization of debris objects based upon their received long-wave infrared signals. Information regarding the material type, size, and tumble-rate of the observed debris objects are extracted. This investigation proposes the utilization of long-wave infrared radiometric models of typical debris to develop techniques for the detection and characterization of debris objects via signal analysis of unresolved imagery. Knowledge regarding the orbital type and semi-major axis of the observed debris object are extracted via astrometric analysis. This knowledge may aid in the constraint of the admissible region for the initial orbit determination process. The resultant orbital information is then fused with the radiometric characterization analysis enabling further characterization efforts of the observed debris object. This fused analysis, yielding orbital, material, and thermal properties, significantly increases a satellite's Local Area Awareness via an intimate understanding of the debris environment surrounding the spacecraft.

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This dissertation focused on developing an integrated surface – subsurface hydrologic simulation numerical model by programming and testing the coupling of the USGS MODFLOW-2005 Groundwater Flow Process (GWF) package (USGS, 2005) with the 2D surface water routing model: FLO-2D (O’Brien et al., 1993). The coupling included the necessary procedures to numerically integrate and verify both models as a single computational software system that will heretofore be referred to as WHIMFLO-2D (Wetlands Hydrology Integrated Model). An improved physical formulation of flow resistance through vegetation in shallow waters based on the concept of drag force was also implemented for the simulations of floodplains, while the use of the classical methods (e.g., Manning, Chezy, Darcy-Weisbach) to calculate flow resistance has been maintained for the canals and deeper waters. A preliminary demonstration exercise WHIMFLO-2D in an existing field site was developed for the Loxahatchee Impoundment Landscape Assessment (LILA), an 80 acre area, located at the Arthur R. Marshall Loxahatchee National Wild Life Refuge in Boynton Beach, Florida. After applying a number of simplifying assumptions, results have illustrated the ability of the model to simulate the hydrology of a wetland. In this illustrative case, a comparison between measured and simulated stages level showed an average error of 0.31% with a maximum error of 2.8%. Comparison of measured and simulated groundwater head levels showed an average error of 0.18% with a maximum of 2.9%.

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Integer programming, simulation, and rules of thumb have been integrated to develop a simulation-based heuristic for short-term assignment of fleet in the car rental industry. It generates a plan for car movements, and a set of booking limits to produce high revenue for a given planning horizon. Three different scenarios were used to validate the heuristic. The heuristic's mean revenue was significant higher than the historical ones, in all three scenarios. Time to run the heuristic for each experiment was within the time limits of three hours set for the decision making process even though it is not fully automated. These findings demonstrated that the heuristic provides better plans (plans that yield higher profit) for the dynamic allocation of fleet than the historical decision processes. Another contribution of this effort is the integration of IP and rules of thumb to search for better performance under stochastic conditions.