Abstract: Heating is inevitable in any bearing operation. This
leads to not only the thinning of the lubricant but also could lead to a
thermal deformation of the bearing. The present work is an attempt to
analyze the influence of thermal deformation on the thermohydrodynamic
lubrication of infinitely long tilted pad slider rough
bearings. As a consequence of heating the slider is deformed and is
assumed to take a parabolic shape. Also the asperities expand leading
to smaller effective film thickness. Two different types of surface
roughness are considered: longitudinal roughness and transverse
roughness. Christensen-s stochastic approach is used to derive the
Reynolds-type equations. Density and viscosity are considered to be
temperature dependent. The modified Reynolds equation, momentum
equation, continuity equation and energy equation are decoupled and
solved using finite difference method to yield various bearing
characteristics. From the numerical simulations it is observed that the
performance of the bearing is significantly affected by the thermal
distortion of the slider and asperities and even the parallel sliders
seem to carry some load.
Abstract: Support Vector Machine (SVM) is a statistical
learning tool developed to a more complex concept of
structural risk minimization (SRM). In this paper, SVM is
applied to signal detection in communication systems in the
presence of channel noise in various environments in the form
of Rayleigh fading, additive white Gaussian background noise
(AWGN), and interference noise generalized as additive color
Gaussian noise (ACGN). The structure and performance of
SVM in terms of the bit error rate (BER) metric is derived and
simulated for these advanced stochastic noise 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 conventional binary
signaling optimal model-based detector driven by binary
phase shift keying (BPSK) modulation. We show that the
SVM performance is superior to that of conventional matched
filter-, innovation filter-, and Wiener filter-driven detectors,
even in the presence of random Doppler carrier deviation,
especially for low SNR (signal-to-noise ratio) ranges. For
large SNR, the performance of the SVM was similar to that of
the classical detectors. However, the convergence between
SVM and maximum likelihood detection occurred at a higher
SNR as the noise environment became more hostile.
Abstract: Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.
Abstract: Stochastic resonance (SR) is a phenomenon whereby
the signal transmission or signal processing through certain nonlinear
systems can be improved by adding noise. This paper discusses SR in
nonlinear signal detection by a simple test statistic, which can be
computed from multiple noisy data in a binary decision problem based
on a maximum a posteriori probability criterion. The performance of
detection is assessed by the probability of detection error Per . When
the input signal is subthreshold signal, we establish that benefit from
noise can be gained for different noises and confirm further that the
subthreshold SR exists in nonlinear signal detection. The efficacy of
SR is significantly improved and the minimum of Per can
dramatically approach to zero as the sample number increases. These
results show the robustness of SR in signal detection and extend the
applicability of SR in signal processing.
Abstract: The general global behavior of particle S a non-linear (Q - xy)2 potential cannot be revealed a Poincare surface of section method (PSS) because inost trajectories take practically infinitely long time to integrate numerically before they come back to the surface. In this study as an alternative to PSS, a multiple scale perturbation is applied to analyze global adiabatic, non-adiabatic and chaotic behavior of particles in this potential. It was found that the results can be summarized as a form of a Fermi-like map. Additionally, this method gives a variation of global stochasticity criteria with Q.
Abstract: One of the difficulties of the vibration-based damage identification methods is the nonuniqueness of the results of damage identification. The different damage locations and severity may cause the identical response signal, which is even more severe for detection of the multiple damage. This paper proposes a new strategy for damage detection to avoid this nonuniqueness. This strategy firstly determines the approximates damage area based on the statistical pattern recognition method using the dynamic strain signal measured by the distributed fiber Bragg grating, and then accurately evaluates the damage information based on the Bayesian model updating method using the experimental modal data. The stochastic simulation method is then used to compute the high-dimensional integral in the Bayesian problem. Finally, an experiment of the plate structure, simulating one part of mechanical structure, is used to verify the effectiveness of this approach.
Abstract: The paper provides a discussion of the most relevant
aspects of yield curve modeling. Two classes of models are
considered: stochastic and parsimonious function based, through the
approaches developed by Vasicek (1977) and Nelson and Siegel
(1987). Yield curve estimates for Croatia are presented and their
dynamics analyzed and finally, a comparative analysis of models is
conducted.
Abstract: There are many real world problems in which
parameters like the arrival time of new jobs, failure of resources, and
completion time of jobs change continuously. This paper tackles the
problem of scheduling jobs with random due dates on multiple
identical machines in a stochastic environment. First to assign jobs to
different machine centers LPT scheduling methods have been used,
after that the particular sequence of jobs to be processed on the
machine have been found using simple stochastic techniques. The
performance parameter under consideration has been the maximum
lateness concerning the stochastic due dates which are independent
and exponentially distributed. At the end a relevant problem has been
solved using the techniques in the paper..
Abstract: The deviation between the target state variable and the
practical state variable should be used to form the state tending factor
of complex systems, which can reflect the process for the complex
system to tend rationalization. Relating to the system of basic
equations of complete factor synergetics consisting of twenty
nonlinear stochastic differential equations, the two new models are
considered to set, which should be called respectively the
rationalizing tendency model and the non- rationalizing tendency
model. Therefore we can extend the theory of programming with the
objective function & constraint condition suitable only for the realm
of man-s activities into the new analysis with the tendency function &
constraint condition suitable for all the field of complex system.
Abstract: In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.
Abstract: The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.
Abstract: Mathematical justifications are given for a simulation technique of multivariate nonGaussian random processes and fields based on Rosenblatt-s transformation of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrelation function.
Abstract: This study focuses on examining why the range of
experience with respect to HIV infection is so diverse, especially in
regard to the latency period. An agent-based approach in modelling
the infection is used to extract high-level behaviour which cannot be
obtained analytically from the set of interaction rules at the cellular
level. A prototype model encompasses local variation in baseline
properties, contributing to the individual disease experience, and is
included in a network which mimics the chain of lymph nodes. The
model also accounts for stochastic events such as viral mutations.
The size and complexity of the model require major computational
effort and parallelisation methods are used.
Abstract: The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.
Abstract: Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.
Abstract: Quantitative characterization of nonlinear directional
couplings between stochastic oscillators from data is considered. We
suggest coupling characteristics readily interpreted from a physical
viewpoint and their estimators. An expression for a statistical
significance level is derived analytically that allows reliable coupling
detection from a relatively short time series. Performance of the
technique is demonstrated in numerical experiments.
Abstract: This paper is concerned with the delay-distributiondependent
stability criteria for bidirectional associative memory
(BAM) neural networks with time-varying delays. Based on the
Lyapunov-Krasovskii functional and stochastic analysis approach,
a delay-probability-distribution-dependent sufficient condition is derived
to achieve the globally asymptotically mean square stable of
the considered BAM neural networks. The criteria are formulated in
terms of a set of linear matrix inequalities (LMIs), which can be
checked efficiently by use of some standard numerical packages. Finally,
a numerical example and its simulation is given to demonstrate
the usefulness and effectiveness of the proposed results.
Abstract: Grid networks provide the ability to perform higher throughput computing by taking advantage of many networked computer-s resources to solve large-scale computation problems. As the popularity of the Grid networks has increased, there is a need to efficiently distribute the load among the resources accessible on the network. In this paper, we present a stochastic network system that gives a distributed load-balancing scheme by generating almost regular networks. This network system is self-organized and depends only on local information for load distribution and resource discovery. The in-degree of each node is refers to its free resources, and job assignment and resource discovery processes required for load balancing is accomplished by using fitted random sampling. Simulation results show that the generated network system provides an effective, scalable, and reliable load-balancing scheme for the distributed resources accessible on Grid networks.
Abstract: Power-line networks are widely used today for broadband data transmission. However, due to multipaths within the broadband power line communication (BPLC) systems owing to stochastic changes in the network load impedances, branches, etc., network or channel capacity performances are affected. This paper attempts to investigate the performance of typical medium voltage channels that uses Orthogonal Frequency Division Multiplexing (OFDM) techniques with Quadrature Amplitude Modulation (QAM) sub carriers. It has been observed that when the load impedances are different from line characteristic impedance channel performance decreases. Also as the number of branches in the link between the transmitter and receiver increases a loss of 4dB/branch is found in the signal to noise ratio (SNR). The information presented in the paper could be useful for an appropriate design of the BPLC systems.
Abstract: The analysis of Acoustic Emission (AE) signal
generated from metal cutting processes has often approached
statistically. This is due to the stochastic nature of the emission
signal as a result of factors effecting the signal from its generation
through transmission and sensing. Different techniques are applied in
this manner, each of which is suitable for certain processes. In metal
cutting where the emission generated by the deformation process is
rather continuous, an appropriate method for analysing the AE signal
based on the root mean square (RMS) of the signal is often used and
is suitable for use with the conventional signal processing systems.
The aim of this paper is to set a strategy in tool failure detection in
turning processes via the statistic analysis of the AE generated from
the cutting zone. The strategy is based on the investigation of the
distribution moments of the AE signal at predetermined sampling.
The skews and kurtosis of these distributions are the key elements in
the detection. A normal (Gaussian) distribution has first been
suggested then this was eliminated due to insufficiency. The so
called Beta distribution was then considered, this has been used with
an assumed β density function and has given promising results with
regard to chipping and tool breakage detection.