942 resultados para Stochastic simulation algorithm
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In 1974 Dr D M Bramwell published his research work at the University of Aston a part of which was the establishment of an elemental work study data base covering drainage construction. The Transport and Road Research Laboratory decided to, extend that work as part of their continuing research programme into the design and construction of buried pipelines by placing a research contract with Bryant Construction. This research may be considered under two broad categories. In the first, site studies were undertaken to validate and extend the data base. The studies showed good agreement with the existing data with the exception of the excavation trench shoring and pipelaying data which was amended to incorporate new construction plant and methods. An inter-active on-line computer system for drainage estimating was developed. This system stores the elemental data, synthesizes the standard time of each drainage operation and is used to determine the required resources and construction method of the total drainage activity. The remainder of the research was into the general topic of construction efficiency. An on-line command driven computer system was produced. This system uses a stochastic simulation technique, based on distributions of site efficiency measurements to evaluate the effects of varying performance levels. The analysis of this performance data quantities the variability inherent in construction and demonstrates how some of this variability can be reconciled by considering the characteristics of a contract. A long term trend of decreasing efficiency with contract duration was also identified. The results obtained from the simulation suite were compared to site records collected from current contracts. This showed that this approach will give comparable answers, but these are greatly affected by the site performance parameters.
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A rich material of Heteroptera extracted with Berlese funnels by Dr. I. Loksa between 1953–1974 in Hungary, has been examined. Altogether 157 true bug species have been identified. The ground-living heteropteran assemblages collected in different plant communities, substrata, phytogeographical provinces and seasons have been compared with multivariate methods. Because of the unequal number of samples, the objects have been standardized with stochastic simulation. There are several true bug species, which have been collected in almost all of the plant communities. However, characteristic ground-living heteropteran assemblages have been found in numerous Hungarian plant community types. Leaf litter and debris seem to have characteristic bug assemblages. Some differences have also been recognised between the bug fauna of mosses growing on different surfaces. Most of the species have been found in all of the great phytogeographical provinces of Hungary. Most high-dominance species, which have been collected, can be found at the ground-level almost throughout the year. Specimens of many other species have been collected with Berlese funnels in spring, autumn and/or winter. The diversities of the ground-living heteropteran assemblages of the examined objects have also been compared.
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In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.
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In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.
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This article deals with complex material flow systems and series connections of conveyor and op-erating elements. These can be characterised by a specific availability. The thus resultant overall availabil-ity of necessary “technical throughput” of the individual elements for the achievement of a specified throughput. When the conveyor and operating elements are subjected to a stochastic distribution, the interposition of buffers is necessary but these can also lead to a reduction of the necessary throughput due faults. The system behaviour of complex installations can only be investigated by simulation. The parame-ter changes required in order to achieve specific target values can also be determined by simulation runs in iteration loops.
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We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.
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This article presents Monte Carlo techniques for estimating network reliability. For highly reliable networks, techniques based on graph evolution models provide very good performance. However, they are known to have significant simulation cost. An existing hybrid scheme (based on partitioning the time space) is available to speed up the simulations; however, there are difficulties with optimizing the important parameter associated with this scheme. To overcome these difficulties, a new hybrid scheme (based on partitioning the edge set) is proposed in this article. The proposed scheme shows orders of magnitude improvement of performance over the existing techniques in certain classes of network. It also provides reliability bounds with little overhead.
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The recent changes concerning the consumers’ active participation in the efficient management of load devices for one’s own interest and for the interest of the network operator, namely in the context of demand response, leads to the need for improved algorithms and tools. A continuous consumption optimization algorithm has been improved in order to better manage the shifted demand. It has been done in a simulation and user-interaction tool capable of being integrated in a multi-agent smart grid simulator already developed, and also capable of integrating several optimization algorithms to manage real and simulated loads. The case study of this paper enhances the advantages of the proposed algorithm and the benefits of using the developed simulation and user interaction tool.
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Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)
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Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the scale of a field site represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed downscaling procedure based on a non-linear Bayesian sequential simulation approach. The main objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity logged at collocated wells and surface resistivity measurements, which are available throughout the studied site. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariatekernel density function. Then a stochastic integration of low-resolution, large-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities is applied. The overall viability of this downscaling approach is tested and validated by comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure allows obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.
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This paper proposes an heuristic for the scheduling of capacity requests and the periodic assignment of radio resources in geostationary (GEO) satellite networks with star topology, using the Demand Assigned Multiple Access (DAMA) protocol in the link layer, and Multi-Frequency Time Division Multiple Access (MF-TDMA) and Adaptive Coding and Modulation (ACM) in the physical layer.
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We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.
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Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the regional scale represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed a downscaling procedure based on a non-linear Bayesian sequential simulation approach. The basic objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity, which is available throughout the model space. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariate kernel density function. This method is then applied to the stochastic integration of low-resolution, re- gional-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities. Finally, the overall viability of this downscaling approach is tested and verified by performing and comparing flow and transport simulation through the original and the downscaled hydraulic conductivity fields. Our results indicate that the proposed procedure does indeed allow for obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.
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Regulatory gene networks contain generic modules, like those involving feedback loops, which are essential for the regulation of many biological functions (Guido et al. in Nature 439:856-860, 2006). We consider a class of self-regulated genes which are the building blocks of many regulatory gene networks, and study the steady-state distribution of the associated Gillespie algorithm by providing efficient numerical algorithms. We also study a regulatory gene network of interest in gene therapy, using mean-field models with time delays. Convergence of the related time-nonhomogeneous Markov chain is established for a class of linear catalytic networks with feedback loops.