Abstract: A cyclostationary Gaussian linearization method is
formulated for investigating the time average response of nonlinear
system under sinusoidal signal and white noise excitation. The
quantitative measure of cyclostationary mean, variance, spectrum of
mean amplitude, and mean power spectral density of noise are
analyzed. The qualitative response behavior of stochastic jump and
bifurcation are investigated. The validity of the present approach in
predicting the quantitative and qualitative statistical responses is
supported by utilizing Monte Carlo simulations. The present analysis
without imposing restrictive analytical conditions can be directly
derived by solving non-linear algebraic equations. The analytical
solution gives reliable quantitative and qualitative prediction of mean
and noise response for the Duffing system subjected to both sinusoidal
signal and white noise excitation.
Abstract: Alone with fast urbanization in world, traffic control
became a big issue in urban construction. Having an efficient and
reliable traffic control system is crucial to macro-traffic control.
Traffic signal is used to manage conflicting requirement by allocating
different sets of mutually compatible traffic movement during distinct
time interval. Many approaches have been made proposed to solve
this discrete stochastic problem. Recognizing the need to minimize
right-of-way impacts while efficiently handling the anticipated high
traffic volumes, the proposed alternative system gives effective
design. This model allows for increased traffic capacity and reduces
delays by eliminating a step in maneuvering through the freeway
interchange. The concept proposed in this paper involves
construction of bridges and ramps at intersection of four roads to
control the vehicular congestion and to prevent traffic breakdown.
Abstract: For optimal unbiased filter as mean-square and in the
case of functioning anomalous noises in the observation memory
channel, we have proved insensitivity of filter to inaccurate
knowledge of the anomalous noise intensity matrix and its
equivalence to truncated filter plotted only by non anomalous
components of an observation vector.
Abstract: The check-in area of airport terminal is one of the
busiest sections at airports at certain periods. The passengers are
subjected to queues and delays during the check-in process. These
delays and queues are due to constraints in the capacity of service
facilities. In this project, the airport terminal is decomposed into
several check-in areas. The airport check-in scheduling problem
requires both a deterministic (integer programming) and stochastic
(simulation) approach. Integer programming formulations are
provided to minimize the total number of counters in each check-in
area under the realistic constraint that counters for one and the same
flight should be adjacent and the desired number of counters
remaining in each area should be fixed during check-in operations.
By using simulation, the airport system can be modeled to study the
effects of various parameters such as number of passengers on a
flight and check-in counter opening and closing time.
Abstract: In this paper, the problem of fault detection and
isolation in the attitude control subsystem of spacecraft formation
flying is considered. In order to design the fault detection method, an
extended Kalman filter is utilized which is a nonlinear stochastic state
estimation method. Three fault detection architectures, namely,
centralized, decentralized, and semi-decentralized are designed based
on the extended Kalman filters. Moreover, the residual generation
and threshold selection techniques are proposed for these
architectures.
Abstract: Future mobile networks following 5th generation will
be characterized by one thousand times higher gains in capacity;
connections for at least one hundred billion devices; user experience
capable of extremely low latency and response times. To be close to
the capacity requirements and higher reliability, advanced
technologies have been studied, such as multiple connectivity, small
cell enhancement, heterogeneous networking, and advanced
interference and mobility management. This paper is focused on the
multiple connectivity in heterogeneous cellular networks. We
investigate the performance of coverage and user throughput in several
deployment scenarios. Using the stochastic geometry approach, the
SINR distributions and the coverage probabilities are derived in case
of dual connection. Also, to compare the user throughput enhancement
among the deployment scenarios, we calculate the spectral efficiency
and discuss our results.
Abstract: One of the major difficulties introduced with wind
power penetration is the inherent uncertainty in production originating
from uncertain wind conditions. This uncertainty impacts many
different aspects of power system operation, especially the balancing
power requirements. For this reason, in power system development
planing, it is necessary to evaluate the potential uncertainty in future
wind power generation. For this purpose, simulation models are
required, reproducing the performance of wind power forecasts.
This paper presents a wind power forecast error simulation models
which are based on the stochastic process simulation. Proposed
models capture the most important statistical parameters recognized
in wind power forecast error time series. Furthermore, two distinct
models are presented based on data availability. First model uses
wind speed measurements on potential or existing wind power plant
locations, while the seconds model uses statistical distribution of wind
speeds.
Abstract: The thermal conductivity of a fluid can be
significantly enhanced by dispersing nano-sized particles in it, and
the resultant fluid is termed as "nanofluid". A theoretical model for
estimating the thermal conductivity of a nanofluid has been proposed
here. It is based on the mechanism that evenly dispersed
nanoparticles within a nanofluid undergo Brownian motion in course
of which the nanoparticles repeatedly collide with the heat source.
During each collision a rapid heat transfer occurs owing to the solidsolid
contact. Molecular dynamics (MD) simulation of the collision
of nanoparticles with the heat source has shown that there is a pulselike
pick up of heat by the nanoparticles within 20-100 ps, the extent
of which depends not only on thermal conductivity of the
nanoparticles, but also on the elastic and other physical properties of
the nanoparticle. After the collision the nanoparticles undergo
Brownian motion in the base fluid and release the excess heat to the
surrounding base fluid within 2-10 ms. The Brownian motion and
associated temperature variation of the nanoparticles have been
modeled by stochastic analysis. Repeated occurrence of these events
by the suspended nanoparticles significantly contributes to the
characteristic thermal conductivity of the nanofluids, which has been
estimated by the present model for a ethylene glycol based nanofluid
containing Cu-nanoparticles of size ranging from 8 to 20 nm, with
Gaussian size distribution. The prediction of the present model has
shown a reasonable agreement with the experimental data available
in literature.
Abstract: Different services based on different switching
techniques in wireless networks leads to drastic changes in the
properties of network traffic. Because of these diversities in services,
network traffic is expected to undergo qualitative and quantitative
variations. Hence, assumption of traffic characteristics and the
prediction of network events become more complex for the wireless
networks. In this paper, the traffic characteristics have been studied
by collecting traces from the mobile switching centre (MSC). The
traces include initiation and termination time, originating node, home
station id, foreign station id. Traffic parameters namely, call interarrival
and holding times were estimated statistically. The results
show that call inter-arrival and distribution time in this wireless
network is heavy-tailed and follow gamma distributions. They are
asymptotically long-range dependent. It is also found that the call
holding times are best fitted with lognormal distribution. Based on
these observations, an analytical model for performance estimation is
also proposed.
Abstract: Stochastic User Equilibrium (SUE) model is a widely
used traffic assignment model in transportation planning, which is
regarded more advanced than Deterministic User Equilibrium (DUE)
model. However, a problem exists that the performance of the SUE
model depends on its error term parameter. The objective of this
paper is to propose a systematic method of determining the
appropriate error term parameter value for the SUE model. First, the
significance of the parameter is explored through a numerical
example. Second, the parameter calibration method is developed
based on the Logit-based route choice model. The calibration process
is realized through multiple nonlinear regression, using sequential
quadratic programming combined with least square method. Finally,
case analysis is conducted to demonstrate the application of the
calibration process and validate the better performance of the SUE
model calibrated by the proposed method compared to the SUE
models under other parameter values and the DUE model.
Abstract: This paper deals with the problem of passivity
analysis for stochastic neural networks with leakage, discrete and
distributed delays. By using delay partitioning technique, free
weighting matrix method and stochastic analysis technique, several
sufficient conditions for the passivity of the addressed neural
networks are established in terms of linear matrix inequalities
(LMIs), in which both the time-delay and its time derivative can be
fully considered. A numerical example is given to show the
usefulness and effectiveness of the obtained results.
Abstract: This research investigates the distribution of food
demand for animal food and the optimum amount of that food
production at minimum cost. The data consist of customer purchase
orders for the food of laying hens, price of food for laying hens, cost
per unit for the food inventory, cost related to food of laying hens in
which the food is out of stock, such as fine, overtime, urgent
purchase for material. They were collected from January, 1990 to
December, 2013 from a factory in Nakhonratchasima province. The
collected data are analyzed in order to explore the distribution of the
monthly food demand for the laying hens and to see the rate of
inventory per unit. The results are used in a stochastic linear
programming model for aggregate planning in which the optimum
production or minimum cost could be obtained. Programming
algorithms in MATLAB and tools in Linprog software are used to get
the solution. The distribution of the food demand for laying hens and
the random numbers are used in the model. The study shows that the
distribution of monthly food demand for laying has a normal
distribution, the monthly average amount (unit: 30 kg) of production
from January to December. The minimum total cost average for 12
months is Baht 62,329,181.77. Therefore, the production planning
can reduce the cost by 14.64% from real cost.
Abstract: Overbooking is an approach of selling more goods or services than available capacities because sellers anticipate that some buyers will not show-up or may cancel their bookings. At present, many airlines deploy overbooking strategy in order to deal with the uncertainty of their customers. Particularly, some airlines sell more cargo capacity than what they have available to freight forwarders with beliefs that some of them will cancel later. In this paper, we propose methods to find the optimal overbooking level of volume and weight for air cargo in order to minimize the total cost, containing cost of spoilage and cost of offloaded. Cancellations of volume and weight are jointly random variables with a known joint distribution. Heuristic approaches applying the idea of weight and volume independency is considered to find an appropriate answer to the full problem. Computational experiments are used to explore the performance of approaches presented in this paper, as compared to a naïve method under different scenarios.
Abstract: The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.
Abstract: We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.
Abstract: In this study, we estimated the seismic ground motion parameters based on microtremor measurements atPalu City. Several earthquakes have struck along the Palu-Koro Fault during recent years. The USGS epicenter, magnitude Mw 6.3 event that occurred on January 23, 2005 caused several casualties. We conducted a microtremor survey to estimate the strong ground motion distribution during the earthquake. From this surveywe produced a map of the peak ground acceleration, velocity, seismic vulnerability index and ground shear strain maps in Palu City. We performed single observations of microtremor at 151 sites in Palu City. We also conducted8-site microtremors array investigation to gain a representative determination of the soil condition of subsurface structures in Palu City.From the array observations, Palu City corresponds to relatively soil condition with Vs ≤ 300m/s, the predominant periods due to horizontal vertical ratios (HVSRs) are in the range of 0.4 to 1.8 s and the frequency are in the range of 0.7 to 3.3 Hz. Strong ground motions of the Palu area were predicted based on the empirical stochastic green’s function method. Peak ground acceleration and velocity becomes more than 400 gal and 30 kine in some areas, which causes severe damage for buildings in high probability. Microtremor survey results showed that in hilly areas had low seismic vulnerability index and ground shear strain, whereas in coastal alluvium was composed of material having a high seismic vulnerability and ground shear strain indication.
Abstract: In this paper we study mathematically the eigenvalue
problem for stochastic elliptic partial differential equation of Wick
type. Using the Wick-product and the Wiener-Itô chaos expansion,
the stochastic eigenvalue problem is reformulated as a system of an
eigenvalue problem for a deterministic partial differential equation
and elliptic partial differential equations by using the Fredholm
alternative. To reduce the computational complexity of this system,
we shall use a decomposition method using the Wiener-Itô chaos
expansion. Once the approximation of the solution is performed using
the finite element method for example, the statistics of the numerical
solution can be easily evaluated.
Abstract: A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.
Abstract: Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.
Abstract: In this paper, a stochastic predator-prey system with Bedding-DeAngelis functional response is studied. By constructing a suitable Lyapunov founction, sufficient conditions for species to be stochastically permanent is established. Meanwhile, we show that the species will become extinct with probability one if the noise is sufficiently large.