994 resultados para Stochastic Behaviour


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Chips produced by turning a commercial grade pure magnesium billet were consolidated by solid state recycling technique of cold compaction followed by hot extrusion. The cold compacted billets were extruded at four different temperatures: 250 degrees C, 300 degrees C, 350 degrees C and 400 degrees C. For the purpose of comparison, cast magnesium (pure) billets were extruded under similar conditions. Extruded products were characterized for damping properties. Damping capacity and dynamic modulus was measured as a function of time and temperature at a fixed frequency of 5 Hz 10 to 14% increase in damping capacity was observed in chip consolidated products compared to reference material. Microstructural changes after the temperature sweep tests were examined. Chip boundaries present in consolidated products were observed to suppress grain coarsening which otherwise was significant in reference material. The present work is significant from the viewpoint of recycling of machined chips and development of sustainable manufacturing processes. (C) 2012 Elsevier B.V. All rights reserved.

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A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

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In recent times the demand of ultra-low carbon steel (ULCS) with improved mechanical properties such as good ductility and good workability has been increased as it is used to produce cold-rolled steel sheets for automobiles. For producing ULCS efficiently, it is necessary to improve the productivity of the vacuum degassers such as RH, DH and tank degasser. Recently, it has been claimed that using a new process, called REDA (revolutionary degassing activator), one can achieve the carbon content below 10 ppm in less time. As such, REDA process has not been studied thoroughly in terms of fluid flow and mass transfer which is a necessary precursor to understand and design this process. Therefore, momentum and mass transfer of the process has been studied by solving momentum and species balance equations along with k-epsilon turbulent model in two-dimension (2D) for REDA process. Similarly, computational fluid dynamic studies have been made in 2D for tank and RH degassers to compare them with REDA process. Computational results have been validated with published experimental and theoretical data. It is found that REDA process is the most efficient among all these processes in terms of mixing efficiency. Fluid flow phenomena have been studied in details for REDA process by varying gas flow rate, depth of immersed snorkel in the steel, diameter of the snorkel and change in vacuum pressure. It is found that design of snorkel affects the melt circulation in the bath significantly.

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We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

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In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

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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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The evolution of microstructure and texture in Hexagonal Close Pack commercially pure titanium has been studied in torsion in a strain rate regime of 0.001 to 1 s(-1). Free end torsion tests carried out on titanium rods indicated higher stress levels at higher strain rate but negligible change in the strain-hardening behaviour. There was a decrease in the intra-granular misorientation while a negligible change in the amount of contraction and extension twins was observed with increase in strain rate. The deformed samples showed a C-1 fibre (c-axis is first rotated 90 degrees in shear direction and then +30 degrees in shear plane direction) at all the strain rates. With the increase in strain rate, there was an increase in the intensity of the C-1 fibre and it became more heterogeneous with a strong {11(2)over-bar6}< 2(8)over-bar)63 > component. In the absence of extensive twinning, pyramidal < c+a > slip system is attributed for the observed deformation texture. The present investigation, therefore, substantiates the theoretical prediction of increase in strength of texture with strain rate in torsion.

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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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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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Owing to its favourable physical, chemical and rheological properties, densely compacted bentonite or bentonite-sand mix is considered as a suitable buffer material in deep geological repositories to store high level nuclear waste. Iodine-129 is one of the significant nuclides in the high level waste owing to its long half life and poor sorption onto most geologic media. Bentonite by virtue of negatively charged surface has negligible affinity to retain iodide ions. As organo-bentonites are known to retain iodide ions, the present study characterizes hexadecylpyridinium chloride (HDPyCl.H2O) treated bentonite from Barmer India (referred as HDPy+B) for physico-chemical properties, engineering properties and the iodide adsorption behavior of the organo clay. Batch experiments revealed that HDPy+ ions are largely retained (94 % retention) via cation exchange; the ion-exchange process neutralizes the negative surface charge and bridges clay particles leading to reduction in Atterberg limits, clay content and sediment volume. The organo clay retains iodide by Coulombic attraction (at primary sites) and anion exchange (at secondary sites). The free-energy change (Delta G (o) = -25.5 kJ/mol) value indicated that iodide retention by organo clay is favored physical adsorption process. Iodide adsorption capacity of organo clay decreased significantly (85-100 %) on dilution with 50-80 % bentonite. On the other hand, dilution of bentonite with 50 % organo clay caused 58 % reduction in swell potential and 21 % reduction in swell pressure.

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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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In this communication, we report the synthesis and characterisation of a new luminescent liquid crystalline material, 4,6-bis (4-butoxyphenyl)-2-methoxynicotinonitrile (3). We have confirmed its structure by Fourier transform infrared and 1H nuclear magnetic resonance spectroscopy, elemental analysis and X-ray single crystal diffraction studies. The newly synthesised compound crystallises in a monoclinic system with the space group C2/c and its cell parameters are found to be a?=?25.181(4) angstrom, b?=?15.651(4)angstrom, c?=?12.703(19) angstrom, V?=?4880.4 (16) angstrom, Z?=?8. The results indicate that the presence of weak CH center dot center dot center dot O and CH center dot center dot center dot N hydrogen bonding as short-range intermolecular interactions are responsible for the formation of its crystal assembly. The measured torsion angle shows the existence of a distorted structure for the molecule wherein 4-butoxyphenylene ring substituent at the fourth position of the central pyridine ring forms a torsion angle chiC(4), C(3), C(10), C(19)] of 40.55 degrees. Its liquid crystalline behaviour was investigated with the aid of polarised optical microscopy and differential scanning calorimetry. The study reveals that the compound displays a broad nematic phase in the range of 78112 degrees C. Further, solution phase optical studies indicate that it is a blue light emitter in different non-polar and polar organic solvents at a concentration of 10-5M.

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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.

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We revisit the issue of considering stochasticity of Grassmannian coordinates in N = 1 superspace, which was analyzed previously by Kobakhidze et al. In this stochastic supersymmetry (SUSY) framework, the soft SUSY breaking terms of the minimal supersymmetric Standard Model (MSSM) such as the bilinear Higgs mixing, trilinear coupling, as well as the gaugino mass parameters are all proportional to a single mass parameter xi, a measure of supersymmetry breaking arising out of stochasticity. While a nonvanishing trilinear coupling at the high scale is a natural outcome of the framework, a favorable signature for obtaining the lighter Higgs boson mass m(h) at 125 GeV, the model produces tachyonic sleptons or staus turning to be too light. The previous analyses took Lambda, the scale at which input parameters are given, to be larger than the gauge coupling unification scale M-G in order to generate acceptable scalar masses radiatively at the electroweak scale. Still, this was inadequate for obtaining m(h) at 125 GeV. We find that Higgs at 125 GeV is highly achievable, provided we are ready to accommodate a nonvanishing scalar mass soft SUSY breaking term similar to what is done in minimal anomaly mediated SUSY breaking (AMSB) in contrast to a pure AMSB setup. Thus, the model can easily accommodate Higgs data, LHC limits of squark masses, WMAP data for dark matter relic density, flavor physics constraints, and XENON100 data. In contrast to the previous analyses, we consider Lambda = M-G, thus avoiding any ambiguities of a post-grand unified theory physics. The idea of stochastic superspace can easily be generalized to various scenarios beyond the MSSM. DOI: 10.1103/PhysRevD.87.035022