Optimal maintenance policy of a machine subject to failure

Optimal maintenance policies for a machine with degradation in performance with age and subject to failure are derived using optimal control theory. The optimal policies are shown to be, normally, of bang-coast nature, except in the case when probability of machine failure is a function of maintenance. It is also shown, in the deterministic case that a higher depreciation rate tends to reverse this policy to coast-bang. When the probability of failure is a function of maintenance, considerable computational effort is needed to obtain an optimal policy and the resulting policy is not easily implementable. For this case also, an optimal policy in the class of bang-coast policies is derived, using a semi-Markov decision model. A simple procedure for modifying the probability of machine failure with maintenance is employed. The results obtained extend and unify the recent results for this problem along both theoretical and practical lines. Numerical examples are presented to illustrate the results obtained.

Aggregate download throughput for TCP-controlled long file transfers in a WLAN with multiple STA-AP association rates

We consider several WLAN stations associated at rates r(1), r(2), ... r(k) with an Access Point. Each station (STA) is downloading a long file from a local server, located on the LAN to which the Access Point (AP) is attached, using TCP. We assume that a TCP ACK will be produced after the reception of d packets at an STA. We model these simultaneous TCP-controlled transfers using a semi-Markov process. Our analytical approach leads to a procedure to compute aggregate download, as well as per-STA throughputs, numerically, and the results match simulations very well. (C) 2012 Elsevier B.V. All rights reserved.

Phase synchronization between stratospheric and tropospheric quasi-biennial and semi-annual oscillations

A combination of singular systems analysis and analytic phase techniques are used to investigate the possible occurrence in observations of coherent synchronization between quasi-biennial and semi-annual oscillations (QBOs; SAOs) in the stratosphere and troposphere. Time series of zonal mean zonal winds near the Equator are analysed from the ERA-40 and ERA-interim reanalysis datasets over a ∼ 50-year period. In the stratosphere, the QBO is found to synchronize with the SAO almost all the time, but with a frequency ratio that changes erratically between 4:1, 5:1 and 6:1. A similar variable synchronization is also evident in the tropical troposphere between semi-annual and quasi-biennial cycles (known as TBOs). Mean zonal winds from ERA-40 and ERA-interim, and also time series of indices for the Indian and West Pacific monsoons, are commonly found to exhibit synchronization, with SAO/TBO ratios that vary between 4:1 and 7:1. Coherent synchronization between the QBO and tropical TBO does not appear to persist for long intervals, however. This suggests that both the QBO and tropical TBOs may be separately synchronized to SAOs that are themselves enslaved to the seasonal cycle, or to the annual cycle itself. However, the QBO and TBOs are evidently only weakly coupled between themselves and are frequently found to lose mutual coherence when each changes its frequency ratio to its respective SAO. This suggests a need to revise a commonly cited paradigm that advocates the use of stratospheric QBO indices as a predictor for tropospheric phenomena such as monsoons and hurricanes. © 2012 Royal Meteorological Society.

基于半马尔科夫条件随机场的命名体识别及其关系抽取研究

随着互联网和电子化办公的发展，出现了大量的文本资源。信息抽取技术可以帮助人们快速获取大规模文本中的有用信息。命名体识别与关系抽取是信息抽取的两个基本任务。本文在调研当前命名体识别和实体关系抽取中采用的主要方法的基础上，分别给出了解决方案。论文开展的主要工作有：（1）从模型选择和特征选择两个方面总结了命名体识别及实体关系抽取的国内外研究现状，重点介绍用于命名体识别的统计学习方法以及用于实体关系抽取的基于核的方法。（2）针对当前命名体识别中命名体片段边界的确定问题，研究了如何将 Semi-Markov CRFs 模型应用于中文命名体识别。这种模型只要求段间遵循马尔科夫规则，而段内的文本之间则可以被灵活的赋予各种规则。将这种模型用于中文命名体识别任务时，我们可以更有效更自由的设计出各种有利于识别出命名体片段边界的特征。实验表明，加入段相关的特征后，命名体识别的性能提高了 4-5 个百分点。（3）实体关系抽取的任务是判别两个实体之间的语义关系。之前的研究已经表明，待判别关系的两个实体间的语法树结构对于确定二者的关系类别是非常有用的，而相对成熟的基于平面特征的关系抽取方法在充分提取语法树结构特征方面的能力有限，因此，本文研究了基于核的中文实体关系抽取方法。针对中文特点，我们探讨了卷积（Convolution）核中使用不同的语法树对中文实体关系抽取性能的影响，构造了几种基于卷积核的复合核，改进了最短路依赖核。因为核方法开始被用于英文关系抽取时，F1 值也只有40%左右，而我们只使用作用在语法树上的卷积核时，中文关系抽取的F1 值达到了35%，可见核方法对中文关系抽取也是有效的。

基于MRF模型的油气储层属性随机建模方法研究

Stochastic reservoir modeling is a technique used in reservoir describing. Through this technique, multiple data sources with different scales can be integrated into the reservoir model and its uncertainty can be conveyed to researchers and supervisors. Stochastic reservoir modeling, for its digital models, its changeable scales, its honoring known information and data and its conveying uncertainty in models, provides a mathematical framework or platform for researchers to integrate multiple data sources and information with different scales into their prediction models. As a fresher method, stochastic reservoir modeling is on the upswing. Based on related works, this paper, starting with Markov property in reservoir, illustrates how to constitute spatial models for catalogued variables and continuum variables by use of Markov random fields. In order to explore reservoir properties, researchers should study the properties of rocks embedded in reservoirs. Apart from methods used in laboratories, geophysical means and subsequent interpretations may be the main sources for information and data used in petroleum exploration and exploitation. How to build a model for flow simulations based on incomplete information is to predict the spatial distributions of different reservoir variables. Considering data source, digital extent and methods, reservoir modeling can be catalogued into four sorts: reservoir sedimentology based method, reservoir seismic prediction, kriging and stochastic reservoir modeling. The application of Markov chain models in the analogue of sedimentary strata is introduced in the third of the paper. The concept of Markov chain model, N-step transition probability matrix, stationary distribution, the estimation of transition probability matrix, the testing of Markov property, 2 means for organizing sections-method based on equal intervals and based on rock facies, embedded Markov matrix, semi-Markov chain model, hidden Markov chain model, etc, are presented in this part. Based on 1-D Markov chain model, conditional 1-D Markov chain model is discussed in the fourth part. By extending 1-D Markov chain model to 2-D, 3-D situations, conditional 2-D, 3-D Markov chain models are presented. This part also discusses the estimation of vertical transition probability, lateral transition probability and the initialization of the top boundary. Corresponding digital models are used to specify, or testify related discussions. The fifth part, based on the fourth part and the application of MRF in image analysis, discusses MRF based method to simulate the spatial distribution of catalogued reservoir variables. In the part, the probability of a special catalogued variable mass, the definition of energy function for catalogued variable mass as a Markov random field, Strauss model, estimation of components in energy function are presented. Corresponding digital models are used to specify, or testify, related discussions. As for the simulation of the spatial distribution of continuum reservoir variables, the sixth part mainly explores 2 methods. The first is pure GMRF based method. Related contents include GMRF model and its neighborhood, parameters estimation, and MCMC iteration method. A digital example illustrates the corresponding method. The second is two-stage models method. Based on the results of catalogued variables distribution simulation, this method, taking GMRF as the prior distribution for continuum variables, taking the relationship between catalogued variables such as rock facies, continuum variables such as porosity, permeability, fluid saturation, can bring a series of stochastic images for the spatial distribution of continuum variables. Integrating multiple data sources into the reservoir model is one of the merits of stochastic reservoir modeling. After discussing how to model spatial distributions of catalogued reservoir variables, continuum reservoir variables, the paper explores how to combine conceptual depositional models, well logs, cores, seismic attributes production history.

Bivariate semi-Pareto distributions and processes

A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated.

A simple derivation of the Lindblad equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Controle conjunto de admissão de chamadas em redes sem fio co-localizadas

Gerenciamento de recursos de rádio é um tema importante e desafiador em redes sem fio. Na próxima geração de redes (redes 4G) esse tema é ainda mais desafiador devido à necessidade de gerenciamento de recursos das diversas redes sem fio de forma conjunta. Algoritmos de controle de admissão de chamadas (CAC) é uma alternativa viável e amplamente estudada em redes homogêneas para este fim. Contudo, os algoritmos de CAC propostos para redes homogêneas não são adequados para a próxima geração de redes sem fio por não possuírem uma visão global do sistema. Diante da importância de gerenciamento de recursos de rádio e da escassez de algoritmos de CAC destinados às redes heterogêneas, tem-se este tema como foco primário deste trabalho. Além da confecção de um modelo para controle conjunto de admissão de chamadas através da utilização de processos semi-markovianos de decisão, dada a existência de um conglomerado de tecnologias de acesso sem fio atuando colaborativamente, um estudo é realizado buscando-se avaliar o impacto da proporcionalidade existente entre os tamanhos de áreas de coberturas, no desempenho do sistema.

Estabilidade estocástica de sistemas lineares com Saltos Markovianos e Sistemas Lineares com Saltos Semimarkovianos

Pós-graduação em Matematica Aplicada e Computacional - FCT

Lesion detection and classification in breast cancer: evaluation of approaches based on morphological features, tracer kinetic modelling and semi-quantitative parameters in MR functional imaging (DCE-MRI)

The diagnosis, grading and classification of tumours has benefited considerably from the development of DCE-MRI which is now essential to the adequate clinical management of many tumour types due to its capability in detecting active angiogenesis. Several strategies have been proposed for DCE-MRI evaluation. Visual inspection of contrast agent concentration curves vs time is a very simple yet operator dependent procedure, therefore more objective approaches have been developed in order to facilitate comparison between studies. In so called model free approaches, descriptive or heuristic information extracted from time series raw data have been used for tissue classification. The main issue concerning these schemes is that they have not a direct interpretation in terms of physiological properties of the tissues. On the other hand, model based investigations typically involve compartmental tracer kinetic modelling and pixel-by-pixel estimation of kinetic parameters via non-linear regression applied on region of interests opportunely selected by the physician. This approach has the advantage to provide parameters directly related to the pathophysiological properties of the tissue such as vessel permeability, local regional blood flow, extraction fraction, concentration gradient between plasma and extravascular-extracellular space. Anyway, nonlinear modelling is computational demanding and the accuracy of the estimates can be affected by the signal-to-noise ratio and by the initial solutions. The principal aim of this thesis is investigate the use of semi-quantitative and quantitative parameters for segmentation and classification of breast lesion. The objectives can be subdivided as follow: describe the principal techniques to evaluate time intensity curve in DCE-MRI with focus on kinetic model proposed in literature; to evaluate the influence in parametrization choice for a classic bi-compartmental kinetic models; to evaluate the performance of a method for simultaneous tracer kinetic modelling and pixel classification; to evaluate performance of machine learning techniques training for segmentation and classification of breast lesion.

Numerical and semi-analytical models of sliding masses: application to the 1783 Scilla tsunamigenic landslide

The Scilla rock avalanche occurred on 6 February 1783 along the coast of the Calabria region (southern Italy), close to the Messina Strait. It was triggered by a mainshock of the Terremoto delle Calabrie seismic sequence, and it induced a tsunami wave responsible for more than 1500 casualties along the neighboring Marina Grande beach. The main goal of this work is the application of semi-analtycal and numerical models to simulate this event. The first one is a MATLAB code expressly created for this work that solves the equations of motion for sliding particles on a two-dimensional surface through a fourth-order Runge-Kutta method. The second one is a code developed by the Tsunami Research Team of the Department of Physics and Astronomy (DIFA) of the Bologna University that describes a slide as a chain of blocks able to interact while sliding down over a slope and adopts a Lagrangian point of view. A wide description of landslide phenomena and in particular of landslides induced by earthquakes and with tsunamigenic potential is proposed in the first part of the work. Subsequently, the physical and mathematical background is presented; in particular, a detailed study on derivatives discratization is provided. Later on, a description of the dynamics of a point-mass sliding on a surface is proposed together with several applications of numerical and analytical models over ideal topographies. In the last part, the dynamics of points sliding on a surface and interacting with each other is proposed. Similarly, different application on an ideal topography are shown. Finally, the applications on the 1783 Scilla event are shown and discussed.

Water quality and health in a Sahelian semi-arid urban context: an integrated geographical approach in Nouakchott, Mauritania

Access to sufficient quantities of safe drinking water is a human right. Moreover, access to clean water is of public health relevance, particularly in semi-arid and Sahelian cities due to the risks of water contamination and transmission of water-borne diseases. We conducted a study in Nouakchott, the capital of Mauritania, to deepen the understanding of diarrhoeal incidence in space and time. We used an integrated geographical approach, combining socio-environmental, microbiological and epidemiological data from various sources, including spatially explicit surveys, laboratory analysis of water samples and reported diarrhoeal episodes. A geospatial technique was applied to determine the environmental and microbiological risk factors that govern diarrhoeal transmission. Statistical and cartographic analyses revealed concentration of unimproved sources of drinking water in the most densely populated areas of the city, coupled with a daily water allocation below the recommended standard of 20 l per person. Bacteriological analysis indicated that 93% of the non-piped water sources supplied at water points were contaminated with 10-80 coliform bacteria per 100 ml. Diarrhoea was the second most important disease reported at health centres, accounting for 12.8% of health care service consultations on average. Diarrhoeal episodes were concentrated in municipalities with the largest number of contaminated water sources. Environmental factors (e.g. lack of improved water sources) and bacteriological aspects (e.g. water contamination with coliform bacteria) are the main drivers explaining the spatio-temporal distribution of diarrhoea. We conclude that integrating environmental, microbiological and epidemiological variables with statistical regression models facilitates risk profiling of diarrhoeal diseases. Modes of water supply and water contamination were the main drivers of diarrhoea in this semi-arid urban context of Nouakchott, and hence require a strategy to improve water quality at the various levels of the supply chain.