Abstract: Many studies have shown that parallelization decreases efficiency [1], [2]. There are many reasons for these decrements. This paper investigates those which appear in the context of parallel data integration. Integration processes generally cannot be allocated to packages of identical size (i. e. tasks of identical complexity). The reason for this is unknown heterogeneous input data which result in variable task lengths. Process delay is defined by the slowest processing node. It leads to a detrimental effect on the total processing time. With a real world example, this study will show that while process delay does initially increase with the introduction of more nodes it ultimately decreases again after a certain point. The example will make use of the cloud computing platform Hadoop and be run inside Amazon-s EC2 compute cloud. A stochastic model will be set up which can explain this effect.
Abstract: Coordinated supply chain represents major challenges
for the different actors involved in it, because each agent responds to
individual interests. The paper presents a framework with the
reviewed literature regarding the system's decision structure and
nature of demand. Later, it characterizes an agri food supply chain in
the Central Region of Colombia, it responds to a decentralized
distribution system and a stochastic demand. Finally, the paper
recommends coordinating the chain based on shared information, and
mechanisms for each agent, as VMI (vendor-managed inventory)
strategy for farmer-buyer relationship, information system for
farmers and contracts for transportation service providers.
Abstract: This paper argues that increased uncertainty, in certain
situations, may actually encourage investment. Since earlier studies
mostly base their arguments on the assumption of geometric Brownian
motion, the study extends the assumption to alternative stochastic
processes, such as mixed diffusion-jump, mean-reverting process, and
jump amplitude process. A general approach of Monte Carlo
simulation is developed to derive optimal investment trigger for the
situation that the closed-form solution could not be readily obtained
under the assumption of alternative process. The main finding is that
the overall effect of uncertainty on investment is interpreted by the
probability of investing, and the relationship appears to be an invested
U-shaped curve between uncertainty and investment. The implication
is that uncertainty does not always discourage investment even under
several sources of uncertainty. Furthermore, high-risk projects are not
always dominated by low-risk projects because the high-risk projects
may have a positive realization effect on encouraging investment.
Abstract: This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.
Abstract: Inventory decisional environment of short life-cycle
products is full of uncertainties arising from randomness and
fuzziness of input parameters like customer demand requiring
modeling under hybrid uncertainty. Prior inventory models
incorporating fuzzy demand have unfortunately ignored stochastic
variation of demand. This paper determines an unambiguous optimal
order quantity from a set of n fuzzy observations in a newsvendor
inventory setting in presence of fuzzy random variable demand
capturing both fuzzy perception and randomness of customer
demand. The stress of this paper is in providing solution procedure
that attains optimality in two steps with demand information
availability in linguistic phrases leading to fuzziness along with
stochastic variation. The first step of solution procedure identifies
and prefers one best fuzzy opinion out of all expert opinions and the
second step determines optimal order quantity from the selected
event that maximizes profit. The model and solution procedure is
illustrated with a numerical example.
Abstract: In this paper, we investigate a class of fuzzy Cohen- Grossberg neural networks with time delays and impulsive effects. By virtue of stochastic analysis, Halanay inequality for stochastic differential equations, we find sufficient conditions for the global exponential square-mean synchronization of the FCGNNs under noise perturbation. In particular, the traditional assumption on the differentiability of the time-varying delays is no longer needed. Finally, a numerical example is given to show the effectiveness of the results in this paper.
Abstract: In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalized in the remarks.
Abstract: Double heterogeneity of randomly located pebbles in
the core and Coated Fuel Particles (CFPs) in the pebbles are specific
features in pebble bed reactors and usually, because of difficulty to
model with MCNP code capabilities, are neglected. In this study,
characteristics of HTR-10, Tsinghua University research reactor, are
used and not only double heterogeneous but also truncated CFPs and
Pebbles are considered.Firstly, 8335 CFPs are distributed randomly
in a pebble and then the core of reactor is filled with those pebbles
and graphite pebbles as moderator such that 57:43 ratio of fuel and
moderator pebbles is established.Finally, four different core
configurations are modeled. They are Simple Cubic (SC) structure
with truncated pebbles,SC structure without truncated pebble, and
Simple Hexagonal(SH) structure without truncated pebbles and SH
structure with truncated pebbles. Results like effective multiplication
factor (Keff), critical height,etc. are compared with available data.
Abstract: In this paper, the issue of pth moment stability of a class of stochastic neural networks with mixed delays is investigated. By establishing two integro-differential inequalities, some new sufficient conditions ensuring pth moment exponential stability are obtained. Compared with some previous publications, our results generalize some earlier works reported in the literature, and remove some strict constraints of time delays and kernel functions. Two numerical examples are presented to illustrate the validity of the main results.
Abstract: Optimization is often a critical issue for most system
design problems. Evolutionary Algorithms are population-based,
stochastic search techniques, widely used as efficient global
optimizers. However, finding optimal solution to complex high
dimensional, multimodal problems often require highly
computationally expensive function evaluations and hence are
practically prohibitive. The Dynamic Approximate Fitness based
Hybrid EA (DAFHEA) model presented in our earlier work [14]
reduced computation time by controlled use of meta-models to
partially replace the actual function evaluation by approximate
function evaluation. However, the underlying assumption in
DAFHEA is that the training samples for the meta-model are
generated from a single uniform model. Situations like model
formation involving variable input dimensions and noisy data
certainly can not be covered by this assumption. In this paper we
present an enhanced version of DAFHEA that incorporates a
multiple-model based learning approach for the SVM approximator.
DAFHEA-II (the enhanced version of the DAFHEA framework) also
overcomes the high computational expense involved with additional
clustering requirements of the original DAFHEA framework. The
proposed framework has been tested on several benchmark functions
and the empirical results illustrate the advantages of the proposed
technique.
Abstract: Stochastic models of biological networks are well established in systems biology, where the computational treatment of such models is often focused on the solution of the so-called chemical master equation via stochastic simulation algorithms. In contrast to this, the development of storage-efficient model representations that are directly suitable for computer implementation has received significantly less attention. Instead, a model is usually described in terms of a stochastic process or a "higher-level paradigm" with graphical representation such as e.g. a stochastic Petri net. A serious problem then arises due to the exponential growth of the model-s state space which is in fact a main reason for the popularity of stochastic simulation since simulation suffers less from the state space explosion than non-simulative numerical solution techniques. In this paper we present transition class models for the representation of biological network models, a compact mathematical formalism that circumvents state space explosion. Transition class models can also serve as an interface between different higher level modeling paradigms, stochastic processes and the implementation coded in a programming language. Besides, the compact model representation provides the opportunity to apply non-simulative solution techniques thereby preserving the possible use of stochastic simulation. Illustrative examples of transition class representations are given for an enzyme-catalyzed substrate conversion and a part of the bacteriophage λ lysis/lysogeny pathway.
Abstract: Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.
Abstract: The paper is devoted to stochastic analysis of finite
dimensional difference equation with dependent on ergodic Markov
chain increments, which are proportional to small parameter ". A
point-form solution of this difference equation may be represented
as vertexes of a time-dependent continuous broken line given on the
segment [0,1] with "-dependent scaling of intervals between vertexes.
Tending " to zero one may apply stochastic averaging and diffusion
approximation procedures and construct continuous approximation of
the initial stochastic iterations as an ordinary or stochastic Ito differential
equation. The paper proves that for sufficiently small " these
equations may be successfully applied not only to approximate finite
number of iterations but also for asymptotic analysis of iterations,
when number of iterations tends to infinity.
Abstract: This paper presents a mathematical model and a
methodology to analyze the losses in transmission expansion
planning (TEP) under uncertainty in demand. The methodology is
based on discrete particle swarm optimization (DPSO). DPSO is a
useful and powerful stochastic evolutionary algorithm to solve the
large-scale, discrete and nonlinear optimization problems like TEP.
The effectiveness of the proposed idea is tested on an actual
transmission network of the Azerbaijan regional electric company,
Iran. The simulation results show that considering the losses even for
transmission expansion planning of a network with low load growth
is caused that operational costs decreases considerably and the
network satisfies the requirement of delivering electric power more
reliable to load centers.
Abstract: In this paper, the problem of stability analysis for a class of impulsive stochastic fuzzy neural networks with timevarying delays and reaction-diffusion is considered. By utilizing suitable Lyapunov-Krasovskii funcational, the inequality technique and stochastic analysis technique, some sufficient conditions ensuring global exponential stability of equilibrium point for impulsive stochastic fuzzy cellular neural networks with time-varying delays and diffusion are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of fuzzy neural networks. An example is given to show the effectiveness of the obtained results.
Abstract: We present analysis of spatial patterns of generic
disease spread simulated by a stochastic long-range correlation SIR
model, where individuals can be infected at long distance in a power
law distribution. We integrated various tools, namely perimeter,
circularity, fractal dimension, and aggregation index to characterize
and investigate spatial pattern formations. Our primary goal was to
understand for a given model of interest which tool has an advantage
over the other and to what extent. We found that perimeter and
circularity give information only for a case of strong correlation–
while the fractal dimension and aggregation index exhibit the growth
rule of pattern formation, depending on the degree of the correlation
exponent (β). The aggregation index method used as an alternative
method to describe the degree of pathogenic ratio (α). This study may
provide a useful approach to characterize and analyze the pattern
formation of epidemic spreading
Abstract: Due to the non- intuitive nature of Quantum
algorithms, it becomes difficult for a classically trained person to
efficiently construct new ones. So rather than designing new
algorithms manually, lately, Genetic algorithms (GA) are being
implemented for this purpose. GA is a technique to automatically
solve a problem using principles of Darwinian evolution. This has
been implemented to explore the possibility of evolving an n-qubit
circuit when the circuit matrix has been provided using a set of
single, two and three qubit gates. Using a variable length population
and universal stochastic selection procedure, a number of possible
solution circuits, with different number of gates can be obtained for
the same input matrix during different runs of GA. The given
algorithm has also been successfully implemented to obtain two and
three qubit Boolean circuits using Quantum gates. The results
demonstrate the effectiveness of the GA procedure even when the
search spaces are large.
Abstract: The Beijing road traffic system, as a typical huge
urban traffic system, provides a platform for analyzing the complex
characteristics and the evolving mechanisms of urban traffic systems.
Based on dynamic network theory, we construct the dynamic model
of the Beijing road traffic system in which the dynamical properties
are described completely. Furthermore, we come into the conclusion
that urban traffic systems can be viewed as static networks, stochastic
networks and complex networks at different system phases by
analyzing the structural randomness. As well as, we demonstrate the
evolving process of the Beijing road traffic network based on real
traffic data, validate the stochastic characteristics and the scale-free
property of the network at different phases
Abstract: A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control
parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.
Abstract: Fatigue tests of specimen-s with numerous holes are
presented. The tests were made up till fatigue cracks have been
created on both sides of the hole. Their extension was stopping with
pressed plastic deformation at the mouth of the detected crack. It is
shown that the moments of occurrence of cracks on holes are
stochastically dependent. This dependence has positive and negative
correlation relations. Shown that the positive correlation is formed
across of the applied force, while negative one – along it. The
negative relationship extends over a greater distance. The
mathematical model of dependence area formation is represented as
well as the estimating of model parameters. The positive correlation
of fatigue cracks origination can be considered as an extension of one
main crack. With negative correlation the first crack locates the place
of its origin, leading to the appearance of multiple cracks; do not
merge with each other.