Abstract: This paper investigates the problem of exponential stability for a class of uncertain discrete-time stochastic neural network with time-varying delays. By constructing a suitable Lyapunov-Krasovskii functional, combining the stochastic stability theory, the free-weighting matrix method, a delay-dependent exponential stability criteria is obtained in term of LMIs. Compared with some previous results, the new conditions obtain in this paper are less conservative. Finally, two numerical examples are exploited to show the usefulness of the results derived.
Abstract: Stochastic comparison has been an important
direction of research in various area. This can be done by the use of
the notion of stochastic ordering which gives qualitatitive rather than
purely quantitative estimation of the system under study. In this
paper we present applications of comparison based uncertainty
related to entropy in Reliability analysis, for example to design
better systems. These results can be used as a priori information in
simulation studies.
Abstract: The incorporation of renewable energy sources for the sustainable electricity production is undertaking a more prominent role in electric power systems. Thus, it will be an indispensable incident that the characteristics of future power networks, their prospective stability for instance, get influenced by the imposed features of sustainable energy sources. One of the distinctive attributes of the sustainable energy sources is exhibiting the stochastic behavior. This paper investigates the impacts of this stochastic behavior on the small disturbance rotor angle stability in the upcoming electric power networks. Considering the various types of renewable energy sources and the vast variety of system configurations, the sensitivity analysis can be an efficient breakthrough towards generalizing the effects of new energy sources on the concept of stability. In this paper, the definition of small disturbance angle stability for future power systems and the iterative-stochastic way of its analysis are presented. Also, the effects of system parameters on this type of stability are described by performing a sensitivity analysis for an electric power test system.
Abstract: Modeling and simulation of biochemical reactions is of great interest in the context of system biology. The central dogma of this re-emerging area states that it is system dynamics and organizing principles of complex biological phenomena that give rise to functioning and function of cells. Cell functions, such as growth, division, differentiation and apoptosis are temporal processes, that can be understood if they are treated as dynamic systems. System biology focuses on an understanding of functional activity from a system-wide perspective and, consequently, it is defined by two hey questions: (i) how do the components within a cell interact, so as to bring about its structure and functioning? (ii) How do cells interact, so as to develop and maintain higher levels of organization and functions? In recent years, wet-lab biologists embraced mathematical modeling and simulation as two essential means toward answering the above questions. The credo of dynamics system theory is that the behavior of a biological system is given by the temporal evolution of its state. Our understanding of the time behavior of a biological system can be measured by the extent to which a simulation mimics the real behavior of that system. Deviations of a simulation indicate either limitations or errors in our knowledge. The aim of this paper is to summarize and review the main conceptual frameworks in which models of biochemical networks can be developed. In particular, we review the stochastic molecular modelling approaches, by reporting the principal conceptualizations suggested by A. A. Markov, P. Langevin, A. Fokker, M. Planck, D. T. Gillespie, N. G. van Kampfen, and recently by D. Wilkinson, O. Wolkenhauer, P. S. Jöberg and by the author.
Abstract: In this paper, we propose a novel algorithm for
delineating the endocardial wall from a human heart ultrasound scan.
We assume that the gray levels in the ultrasound images are
independent and identically distributed random variables with
different Rician Inverse Gaussian (RiIG) distributions. Both synthetic
and real clinical data will be used for testing the algorithm. Algorithm
performance will be evaluated using the expert radiologist evaluation
of a soft copy of an ultrasound scan during the scanning process and
secondly, doctor’s conclusion after going through a printed copy of
the same scan. Successful implementation of this algorithm should
make it possible to differentiate normal from abnormal soft tissue and
help disease identification, what stage the disease is in and how best
to treat the patient. We hope that an automated system that uses this
algorithm will be useful in public hospitals especially in Third World
countries where problems such as shortage of skilled radiologists and
shortage of ultrasound machines are common. These public hospitals
are usually the first and last stop for most patients in these countries.
Abstract: In this article, the design of a Supply Chain Network
(SCN) consisting of several suppliers, production plants, distribution
centers and retailers, is considered. Demands of retailers are
considered stochastic parameters, so we generate amounts of data via
simulation to extract a few demand scenarios. Then a mixed integer
two-stage programming model is developed to optimize
simultaneously two objectives: (1) minimization the fixed and
variable cost, (2) maximization the service level. A weighting method
is utilized to solve this two objective problem and a numerical
example is made to show the performance of the model.
Abstract: A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.
Abstract: The noteworthy point in the advancement of Brain Machine Interface (BMI) research is the ability to accurately extract features of the brain signals and to classify them into targeted control action with the easiest procedures since the expected beneficiaries are of disabled. In this paper, a new feature extraction method using the combination of adaptive band pass filters and adaptive autoregressive (AAR) modelling is proposed and applied to the classification of right and left motor imagery signals extracted from the brain. The introduction of the adaptive bandpass filter improves the characterization process of the autocorrelation functions of the AAR models, as it enhances and strengthens the EEG signal, which is noisy and stochastic in nature. The experimental results on the Graz BCI data set have shown that by implementing the proposed feature extraction method, a LDA and SVM classifier outperforms other AAR approaches of the BCI 2003 competition in terms of the mutual information, the competition criterion, or misclassification rate.
Abstract: This paper treats a discrete-time batch arrival queue with single working vacation. The main purpose of this paper is to present a performance analysis of this system by using the supplementary variable technique. For this purpose, we first analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. Next, we present the stationary distributions of the system length as well as some performance measures at random epochs by using the supplementary variable method. Thirdly, still based on the supplementary variable method we give the probability generating function (PGF) of the number of customers at the beginning of a busy period and give a stochastic decomposition formulae for the PGF of the stationary system length at the departure epochs. Additionally, we investigate the relation between our discretetime system and its continuous counterpart. Finally, some numerical examples show the influence of the parameters on some crucial performance characteristics of the system.
Abstract: Suppose KY and KX are large sets of observed and
reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori
information only on few signals, p N, from KX but performs better than the known filters based on a priori information on every
reference signal from KX? It is shown that the positive answer is
achievable under quite unrestrictive assumptions. The device behind
the proposed method is based on a special extension of the piecewise
linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from
the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.
Abstract: Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.
Abstract: This paper studies the pth moment exponential synchronization of a class of stochastic neural networks with mixed delays. Based on Lyapunov stability theory, by establishing a new integrodifferential inequality with mixed delays, several sufficient conditions have been derived to ensure the pth moment exponential stability for the error system. The criteria extend and improve some earlier results. One numerical example is presented to illustrate the validity of the main results.
Abstract: power-line networks are promise infrastructure for
broadband services provision to end users. However, the network
performance is affected by stochastic channel changing which is due
to load impedances, number of branches and branched line lengths. It
has been proposed that multi-carrier modulations techniques such as
orthogonal frequency division multiplexing (OFDM), Multi-Carrier
Spread Spectrum (MC-SS), wavelet OFDM can be used in such
environment. This paper investigates the performance of different
indoor topologies of power-line networks that uses MC-SS
modulation scheme.It is observed that when a branch is added in the
link between sending and receiving end of an indoor channel an
average of 2.5dB power loss is found. In additional, when the branch
is added at a node an average of 1dB power loss is found.
Additionally when the terminal impedances of the branch change
from line characteristic impedance to impedance either higher or
lower values the channel performances were tremendously improved.
For example changing terminal load from characteristic impedance
(85 .) to 5 . the signal to noise ratio (SNR) required to attain the
same performances were decreased from 37dB to 24dB respectively.
Also, changing the terminal load from channel characteristic
impedance (85 .) to very higher impedance (1600 .) the SNR
required to maintain the same performances were decreased from
37dB to 23dB. The result concludes that MC-SS performs better
compared with OFDM techniques in all aspects and especially when
the channel is terminated in either higher or lower impedances.
Abstract: This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
Abstract: In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.
Abstract: Optimal design of structure has a main role in reduction of material usage which leads to deduction in the final cost of construction projects. Evolutionary approaches are found to be more successful techniques for solving size and shape structural optimization problem since it uses a stochastic random search instead of a gradient search. By reviewing the recent literature works the problem found was the optimization of weight. A new meta-heuristic algorithm called as Cuckoo Search (CS) Algorithm has used for the optimization of the total weight of the truss structures. This paper has used set of 10 bars and 25 bars trusses for the testing purpose. The main objective of this work is to reduce the number of iterations, weight and the total time consumption. In order to demonstrate the effectiveness of the present method, minimum weight design of truss structures is performed and the results of the CS are compared with other algorithms.
Abstract: Data Envelopment Analysis (DEA) is one of the most
widely used technique for evaluating the relative efficiency of a set
of homogeneous decision making units. Traditionally, it assumes that
input and output variables are known in advance, ignoring the critical
issue of data uncertainty. In this paper, we deal with the problem
of efficiency evaluation under uncertain conditions by adopting the
general framework of the stochastic programming. We assume that
output parameters are represented by discretely distributed random
variables and we propose two different models defined according to a
neutral and risk-averse perspective. The models have been validated
by considering a real case study concerning the evaluation of the
technical efficiency of a sample of individual firms operating in
the Italian leather manufacturing industry. Our findings show the
validity of the proposed approach as ex-ante evaluation technique
by providing the decision maker with useful insights depending on
his risk aversion degree.
Abstract: Linear stochastic estimation and quadratic stochastic
estimation techniques were applied to estimate the entire velocity
flow-field of an open cavity with a length to depth ratio of 2. The
estimations were done through the use of instantaneous velocity
magnitude as estimators. These measurements were obtained by
Particle Image Velocimetry. The predicted flow was compared
against the original flow-field in terms of the Reynolds stresses and
turbulent kinetic energy. Quadratic stochastic estimation proved to be
more superior than linear stochastic estimation in resolving the shear
layer flow. When the velocity fluctuations were scaled up in the
quadratic estimate, both the time-averaged quantities and the
instantaneous cavity flow can be predicted to a rather accurate extent.
Abstract: An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error.
Abstract: Measures of complexity and entropy have not converged to a single quantitative description of levels of organization of complex systems. The need for such a measure is increasingly necessary in all disciplines studying complex systems. To address this problem, starting from the most fundamental principle in Physics, here a new measure for quantity of organization and rate of self-organization in complex systems based on the principle of least (stationary) action is applied to a model system - the central processing unit (CPU) of computers. The quantity of organization for several generations of CPUs shows a double exponential rate of change of organization with time. The exact functional dependence has a fine, S-shaped structure, revealing some of the mechanisms of self-organization. The principle of least action helps to explain the mechanism of increase of organization through quantity accumulation and constraint and curvature minimization with an attractor, the least average sum of actions of all elements and for all motions. This approach can help describe, quantify, measure, manage, design and predict future behavior of complex systems to achieve the highest rates of self organization to improve their quality. It can be applied to other complex systems from Physics, Chemistry, Biology, Ecology, Economics, Cities, network theory and others where complex systems are present.