Sample records for structure-aware stochastic control

  1. Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

    NASA Technical Reports Server (NTRS)

    Aguilo, Miguel A.; Warner, James E.

    2017-01-01

    This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

  2. Design Of Combined Stochastic Feedforward/Feedback Control

    NASA Technical Reports Server (NTRS)

    Halyo, Nesim

    1989-01-01

    Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

  3. Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

    NASA Astrophysics Data System (ADS)

    Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

    2016-04-01

    In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

  4. Stochastic cooperative advertising in a manufacturer-retailer decentralized supply channel

    NASA Astrophysics Data System (ADS)

    Ezimadu, Peter E.; Nwozo, Chukwuma R.

    2017-03-01

    This work considers cooperative advertising in a manufacturer-retailer supply chain. While the manufacturer is the Stackelberg leader, the retailer is the follower. Using Sethi model it models the dynamic effect of the manufacturer and retailer's advertising efforts on sale. It uses optimal control technique and stochastic differential game theory to obtain the players' advertising strategies and the long-run value of the awareness share. Further, it models the relationship between the payoffs of both players and the awareness share. The work shows that with the provision of subsidy the retail advertising effort increases while the manufacturer's advertising effort reduces. It further shows that the total channel payoff is higher for subsidised retail advertising. However, the subsidy can only be possible if the rate of growth of the manufacturer's payoff is twice higher than that of the retailer.

  5. Chase: Control of Heterogeneous Autonomous Sensors for Situational Awareness

    DTIC Science & Technology

    2016-08-03

    remained the discovery and analysis of new foundational methodology for information collection and fusion that exercises rigorous feedback control over...simultaneously achieve quantified information and physical objectives. New foundational methodology for information collection and fusion that exercises...11.2.1. In the general area of novel stochastic systems analysis it seems appropriate to mention the pioneering work on non -Bayesian distributed learning

  6. Logistics of community smallpox control through contact tracing and ring vaccination: a stochastic network model.

    PubMed

    Porco, Travis C; Holbrook, Karen A; Fernyak, Susan E; Portnoy, Diane L; Reiter, Randy; Aragón, Tomás J

    2004-08-06

    Previous smallpox ring vaccination models based on contact tracing over a network suggest that ring vaccination would be effective, but have not explicitly included response logistics and limited numbers of vaccinators. We developed a continuous-time stochastic simulation of smallpox transmission, including network structure, post-exposure vaccination, vaccination of contacts of contacts, limited response capacity, heterogeneity in symptoms and infectiousness, vaccination prior to the discontinuation of routine vaccination, more rapid diagnosis due to public awareness, surveillance of asymptomatic contacts, and isolation of cases. We found that even in cases of very rapidly spreading smallpox, ring vaccination (when coupled with surveillance) is sufficient in most cases to eliminate smallpox quickly, assuming that 95% of household contacts are traced, 80% of workplace or social contacts are traced, and no casual contacts are traced, and that in most cases the ability to trace 1-5 individuals per day per index case is sufficient. If smallpox is assumed to be transmitted very quickly to contacts, it may at times escape containment by ring vaccination, but could be controlled in these circumstances by mass vaccination. Small introductions of smallpox are likely to be easily contained by ring vaccination, provided contact tracing is feasible. Uncertainties in the nature of bioterrorist smallpox (infectiousness, vaccine efficacy) support continued planning for ring vaccination as well as mass vaccination. If initiated, ring vaccination should be conducted without delays in vaccination, should include contacts of contacts (whenever there is sufficient capacity) and should be accompanied by increased public awareness and surveillance.

  7. Optimal Stochastic Modeling and Control of Flexible Structures

    DTIC Science & Technology

    1988-09-01

    1.37] and McLane [1.18] considered multivariable systems and derived their optimal control characteristics. Kleinman, Gorman and Zaborsky considered...Leondes [1.72,1.73] studied various aspects of multivariable linear stochastic, discrete-time systems that are partly deterministic, and partly stochastic...June 1966. 1.8. A.V. Balaknishnan, Applied Functional Analaysis , 2nd ed., New York, N.Y.: Springer-Verlag, 1981 1.9. Peter S. Maybeck, Stochastic

  8. On stochastic control and optimal measurement strategies. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Kramer, L. C.

    1971-01-01

    The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

  9. Problems of Mathematical Finance by Stochastic Control Methods

    NASA Astrophysics Data System (ADS)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  10. Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.

    PubMed

    Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P

    2014-03-04

    Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.

  11. The self-aware diabetic patient software agent model.

    PubMed

    Wang, Zhanle; Paranjape, Raman

    2013-11-01

    This work presents a self-aware diabetic patient software agent for representing a human diabetic patient. To develop a 24h, stochastic and self-aware patient agent, we extend the original seminal work of Ackerman et al. [1] in creating a mathematical model of human blood glucose levels in three aspects. (1) We incorporate the stochastic and unpredictable effects of daily living. (2) The Ackerman model is extended into the period of night-time. (3) Patients' awareness of their own conditions is incorporated. Simulation results are quantitatively assessed to demonstrate the effectiveness of lifestyle management, such as adjusting the amount of food consumed, meal schedule, intensity of exercise and level of medication. In this work we show through the simulation that the average blood glucose can be reduced by as much as 51% due to careful lifestyle management. Self monitoring blood glucose is also quantitatively evaluated. The simulation results show that the average blood glucose is further dropped by 25% with the assistance of blood glucose samples. In addition, the blood glucose is perfectly controlled in the target range during the simulation period as a result of joint efforts of lifestyle management and self monitoring blood glucose. This study focuses on demonstrating how human patients' behavior, specifically lifestyle and self monitoring of blood glucose, affects blood glucose controls on a daily basis. This work does not focus on the insulin-glucose interaction of an individual human patient. Our conclusion is that this self-aware patient agent model is capable of adequately representing diabetic patients and of evaluating their dynamic behaviors. It can also be incorporated into a multi-agent system by introducing other healthcare components so that more interesting insights such as the healthcare quality, cost and performance can be observed. © 2013 Published by Elsevier Ltd.

  12. Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics

    DOE PAGES

    Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; ...

    2014-12-17

    The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less

  13. Stochasticity in materials structure, properties, and processing—A review

    NASA Astrophysics Data System (ADS)

    Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

    2018-03-01

    We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

  14. Causal feedforward control of a stochastically excited fuselage structure with active sidewall panel.

    PubMed

    Misol, Malte; Haase, Thomas; Monner, Hans Peter; Sinapius, Michael

    2014-10-01

    This paper provides experimental results of an aircraft-relevant double panel structure mounted in a sound transmission loss facility. The primary structure of the double panel system is excited either by a stochastic point force or by a diffuse sound field synthesized in the reverberation room of the transmission loss facility. The secondary structure, which is connected to the frames of the primary structure, is augmented by actuators and sensors implementing an active feedforward control system. Special emphasis is placed on the causality of the active feedforward control system and its implications on the disturbance rejection at the error sensors. The coherence of the sensor signals is analyzed for the two different disturbance excitations. Experimental results are presented regarding the causality, coherence, and disturbance rejection of the active feedforward control system. Furthermore, the sound transmission loss of the double panel system is evaluated for different configurations of the active system. A principal result of this work is the evidence that it is possible to strongly influence the transmission of stochastic disturbance sources through double panel configurations by means of an active feedforward control system.

  15. Stochasticity, succession, and environmental perturbations in a fluidic ecosystem

    PubMed Central

    Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.

    2014-01-01

    Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501

  16. Stochastic Game Analysis and Latency Awareness for Self-Adaptation

    DTIC Science & Technology

    2014-01-01

    this paper, we introduce a formal analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to quantify the...Additional Key Words and Phrases: Proactive adaptation, Stochastic multiplayer games , Latency 1. INTRODUCTION When planning how to adapt, self-adaptive...contribution of this paper is twofold: (1) A novel analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to

  17. Unification theory of optimal life histories and linear demographic models in internal stochasticity.

    PubMed

    Oizumi, Ryo

    2014-01-01

    Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

  18. Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

    PubMed Central

    Oizumi, Ryo

    2014-01-01

    Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

  19. An Advanced Framework for Improving Situational Awareness in Electric Power Grid Operation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Chen, Yousu; Huang, Zhenyu; Zhou, Ning

    With the deployment of new smart grid technologies and the penetration of renewable energy in power systems, significant uncertainty and variability is being introduced into power grid operation. Traditionally, the Energy Management System (EMS) operates the power grid in a deterministic mode, and thus will not be sufficient for the future control center in a stochastic environment with faster dynamics. One of the main challenges is to improve situational awareness. This paper reviews the current status of power grid operation and presents a vision of improving wide-area situational awareness for a future control center. An advanced framework, consisting of parallelmore » state estimation, state prediction, parallel contingency selection, parallel contingency analysis, and advanced visual analytics, is proposed to provide capabilities needed for better decision support by utilizing high performance computing (HPC) techniques and advanced visual analytic techniques. Research results are presented to support the proposed vision and framework.« less

  20. Stochastic Community Assembly: Does It Matter in Microbial Ecology?

    PubMed

    Zhou, Jizhong; Ning, Daliang

    2017-12-01

    Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

  1. Stochastic exponential synchronization of memristive neural networks with time-varying delays via quantized control.

    PubMed

    Zhang, Wanli; Yang, Shiju; Li, Chuandong; Zhang, Wei; Yang, Xinsong

    2018-08-01

    This paper focuses on stochastic exponential synchronization of delayed memristive neural networks (MNNs) by the aid of systems with interval parameters which are established by using the concept of Filippov solution. New intermittent controller and adaptive controller with logarithmic quantization are structured to deal with the difficulties induced by time-varying delays, interval parameters as well as stochastic perturbations, simultaneously. Moreover, not only control cost can be reduced but also communication channels and bandwidth are saved by using these controllers. Based on novel Lyapunov functions and new analytical methods, several synchronization criteria are established to realize the exponential synchronization of MNNs with stochastic perturbations via intermittent control and adaptive control with or without logarithmic quantization. Finally, numerical simulations are offered to substantiate our theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  2. A combined stochastic feedforward and feedback control design methodology with application to autoland design

    NASA Technical Reports Server (NTRS)

    Halyo, Nesim

    1987-01-01

    A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.

  3. Risk-aware multi-armed bandit problem with application to portfolio selection

    PubMed Central

    Huo, Xiaoguang

    2017-01-01

    Sequential portfolio selection has attracted increasing interest in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential decision-making under uncertainty, namely the exploration versus exploitation dilemma, and therefore provides a natural connection to portfolio selection. In this paper, we incorporate risk awareness into the classic multi-armed bandit setting and introduce an algorithm to construct portfolio. Through filtering assets based on the topological structure of the financial market and combining the optimal multi-armed bandit policy with the minimization of a coherent risk measure, we achieve a balance between risk and return. PMID:29291122

  4. Risk-aware multi-armed bandit problem with application to portfolio selection.

    PubMed

    Huo, Xiaoguang; Fu, Feng

    2017-11-01

    Sequential portfolio selection has attracted increasing interest in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential decision-making under uncertainty, namely the exploration versus exploitation dilemma, and therefore provides a natural connection to portfolio selection. In this paper, we incorporate risk awareness into the classic multi-armed bandit setting and introduce an algorithm to construct portfolio. Through filtering assets based on the topological structure of the financial market and combining the optimal multi-armed bandit policy with the minimization of a coherent risk measure, we achieve a balance between risk and return.

  5. Linear regulator design for stochastic systems by a multiple time scales method

    NASA Technical Reports Server (NTRS)

    Teneketzis, D.; Sandell, N. R., Jr.

    1976-01-01

    A hierarchically-structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems is considered. The controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short period modes of the longitudinal dynamics of the F-8 aircraft.

  6. Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.

    PubMed

    Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua

    2016-11-14

    In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.

  7. From Global to Cloud Resolving Scale: Experiments with a Scale- and Aerosol-Aware Physics Package and Impact on Tracer Transport

    NASA Astrophysics Data System (ADS)

    Grell, G. A.; Freitas, S. R.; Olson, J.; Bela, M.

    2017-12-01

    We will start by providing a summary of the latest cumulus parameterization modeling efforts at NOAA's Earth System Research Laboratory (ESRL) will be presented on both regional and global scales. The physics package includes a scale-aware parameterization of subgrid cloudiness feedback to radiation (coupled PBL, microphysics, radiation, shallow and congestus type convection), the stochastic Grell-Freitas (GF) scale- and aerosol-aware convective parameterization, and an aerosol aware microphysics package. GF is based on a stochastic approach originally implemented by Grell and Devenyi (2002) and described in more detail in Grell and Freitas (2014, ACP). It was expanded to include PDF's for vertical mass flux, as well as modifications to improve the diurnal cycle. This physics package will be used on different scales, spanning global to cloud resolving, to look at the impact on scalar transport and numerical weather prediction.

  8. An Assessment of the Subseasonal Forecast Performance in the Extended Global Ensemble Forecast System (GEFS)

    NASA Astrophysics Data System (ADS)

    Sinsky, E.; Zhu, Y.; Li, W.; Guan, H.; Melhauser, C.

    2017-12-01

    Optimal forecast quality is crucial for the preservation of life and property. Improving monthly forecast performance over both the tropics and extra-tropics requires attention to various physical aspects such as the representation of the underlying SST, model physics and the representation of the model physics uncertainty for an ensemble forecast system. This work focuses on the impact of stochastic physics, SST and the convection scheme on forecast performance for the sub-seasonal scale over the tropics and extra-tropics with emphasis on the Madden-Julian Oscillation (MJO). A 2-year period is evaluated using the National Centers for Environmental Prediction (NCEP) Global Ensemble Forecast System (GEFS). Three experiments with different configurations than the operational GEFS were performed to illustrate the impact of the stochastic physics, SST and convection scheme. These experiments are compared against a control experiment (CTL) which consists of the operational GEFS but its integration is extended from 16 to 35 days. The three configurations are: 1) SPs, which uses a Stochastically Perturbed Physics Tendencies (SPPT), Stochastic Perturbed Humidity (SHUM) and Stochastic Kinetic Energy Backscatter (SKEB); 2) SPs+SST_bc, which uses a combination of SPs and a bias-corrected forecast SST from the NCEP Climate Forecast System Version 2 (CFSv2); and 3) SPs+SST_bc+SA_CV, which combines SPs, a bias-corrected forecast SST and a scale aware convection scheme. When comparing to the CTL experiment, SPs shows substantial improvement. The MJO skill has improved by about 4 lead days during the 2-year period. Improvement is also seen over the extra-tropics due to the updated stochastic physics, where there is a 3.1% and a 4.2% improvement during weeks 3 and 4 over the northern hemisphere and southern hemisphere, respectively. Improvement is also seen when the bias-corrected CFSv2 SST is combined with SPs. Additionally, forecast performance enhances when the scale aware convection scheme (SPs+SST_bc+SA_CV) is added, especially over the tropics. Among the three experiments, the SPs+SST_bc+SA_CV is the best configuration in MJO forecast skill.

  9. Studies in the Control of Stochastic Systems

    DTIC Science & Technology

    2017-10-31

    scientists and engineers. 2. Math Awareness Months (MAM) (Every April for the past twenty-three years) Agenda: workshops each year for fifth...graders from two schools on different days, math competitions on the first Saturday of April, lectures for a broad audience, MAM declarations from city...and state. Math Competitions at three levels: 3-6 grades, 8-9 grades and 9-12 grades: the local schools, the schools in Kansas City and Topeka are

  10. Adaptive Neural Tracking Control for Switched High-Order Stochastic Nonlinear Systems.

    PubMed

    Zhao, Xudong; Wang, Xinyong; Zong, Guangdeng; Zheng, Xiaolong

    2017-10-01

    This paper deals with adaptive neural tracking control design for a class of switched high-order stochastic nonlinear systems with unknown uncertainties and arbitrary deterministic switching. The considered issues are: 1) completely unknown uncertainties; 2) stochastic disturbances; and 3) high-order nonstrict-feedback system structure. The considered mathematical models can represent many practical systems in the actual engineering. By adopting the approximation ability of neural networks, common stochastic Lyapunov function method together with adding an improved power integrator technique, an adaptive state feedback controller with multiple adaptive laws is systematically designed for the systems. Subsequently, a controller with only two adaptive laws is proposed to solve the problem of over parameterization. Under the designed controllers, all the signals in the closed-loop system are bounded-input bounded-output stable in probability, and the system output can almost surely track the target trajectory within a specified bounded error. Finally, simulation results are presented to show the effectiveness of the proposed approaches.

  11. Additive manufacturing: Toward holistic design

    DOE PAGES

    Jared, Bradley H.; Aguilo, Miguel A.; Beghini, Lauren L.; ...

    2017-03-18

    Here, additive manufacturing offers unprecedented opportunities to design complex structures optimized for performance envelopes inaccessible under conventional manufacturing constraints. Additive processes also promote realization of engineered materials with microstructures and properties that are impossible via traditional synthesis techniques. Enthused by these capabilities, optimization design tools have experienced a recent revival. The current capabilities of additive processes and optimization tools are summarized briefly, while an emerging opportunity is discussed to achieve a holistic design paradigm whereby computational tools are integrated with stochastic process and material awareness to enable the concurrent optimization of design topologies, material constructs and fabrication processes.

  12. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Jared, Bradley H.; Aguilo, Miguel A.; Beghini, Lauren L.

    Here, additive manufacturing offers unprecedented opportunities to design complex structures optimized for performance envelopes inaccessible under conventional manufacturing constraints. Additive processes also promote realization of engineered materials with microstructures and properties that are impossible via traditional synthesis techniques. Enthused by these capabilities, optimization design tools have experienced a recent revival. The current capabilities of additive processes and optimization tools are summarized briefly, while an emerging opportunity is discussed to achieve a holistic design paradigm whereby computational tools are integrated with stochastic process and material awareness to enable the concurrent optimization of design topologies, material constructs and fabrication processes.

  13. Analysis of Error Propagation Within Hierarchical Air Combat Models

    DTIC Science & Technology

    2016-06-01

    Model Simulation MANA Map Aware Non-Uniform Automata MCET Mine Warfare Capabilities and Effectiveness Tool MOE measure of effectiveness MOP measure of...model for a two-versus-two air engagement between jet fighters in the stochastic, agent-based Map Aware Non- uniform Automata (MANA) simulation...Master’s thesis, Naval Postgraduate School, Monterey, CA. McIntosh, G. C. (2009). MANA-V (Map aware non-uniform automata – Vector) supplementary manual

  14. Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

    NASA Technical Reports Server (NTRS)

    Hsia, Wei-Shen

    1986-01-01

    In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

  15. Active stability augmentation of large space structures: A stochastic control problem

    NASA Technical Reports Server (NTRS)

    Balakrishnan, A. V.

    1987-01-01

    A problem in SCOLE is that of slewing an offset antenna on a long flexible beam-like truss attached to the space shuttle, with rather stringent pointing accuracy requirements. The relevant methodology aspects in robust feedback-control design for stability augmentation of the beam using on-board sensors is examined. It is framed as a stochastic control problem, boundary control of a distributed parameter system described by partial differential equations. While the framework is mathematical, the emphasis is still on an engineering solution. An abstract mathematical formulation is developed as a nonlinear wave equation in a Hilbert space. That the system is controllable is shown and a feedback control law that is robust in the sense that it does not require quantitative knowledge of system parameters is developed. The stochastic control problem that arises in instrumenting this law using appropriate sensors is treated. Using an engineering first approximation which is valid for small damping, formulas for optimal choice of the control gain are developed.

  16. A stochastic global identification framework for aerospace structures operating under varying flight states

    NASA Astrophysics Data System (ADS)

    Kopsaftopoulos, Fotis; Nardari, Raphael; Li, Yu-Hung; Chang, Fu-Kuo

    2018-01-01

    In this work, a novel data-based stochastic "global" identification framework is introduced for aerospace structures operating under varying flight states and uncertainty. In this context, the term "global" refers to the identification of a model that is capable of representing the structure under any admissible flight state based on data recorded from a sample of these states. The proposed framework is based on stochastic time-series models for representing the structural dynamics and aeroelastic response under multiple flight states, with each state characterized by several variables, such as the airspeed, angle of attack, altitude and temperature, forming a flight state vector. The method's cornerstone lies in the new class of Vector-dependent Functionally Pooled (VFP) models which allow the explicit analytical inclusion of the flight state vector into the model parameters and, hence, system dynamics. This is achieved via the use of functional data pooling techniques for optimally treating - as a single entity - the data records corresponding to the various flight states. In this proof-of-concept study the flight state vector is defined by two variables, namely the airspeed and angle of attack of the vehicle. The experimental evaluation and assessment is based on a prototype bio-inspired self-sensing composite wing that is subjected to a series of wind tunnel experiments under multiple flight states. Distributed micro-sensors in the form of stretchable sensor networks are embedded in the composite layup of the wing in order to provide the sensing capabilities. Experimental data collected from piezoelectric sensors are employed for the identification of a stochastic global VFP model via appropriate parameter estimation and model structure selection methods. The estimated VFP model parameters constitute two-dimensional functions of the flight state vector defined by the airspeed and angle of attack. The identified model is able to successfully represent the wing's aeroelastic response under the admissible flight states via a minimum number of estimated parameters compared to standard identification approaches. The obtained results demonstrate the high accuracy and effectiveness of the proposed global identification framework, thus constituting a first step towards the next generation of "fly-by-feel" aerospace vehicles with state awareness capabilities.

  17. Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

    PubMed

    Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

    2017-09-01

    The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

  18. Randomly Sampled-Data Control Systems. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Han, Kuoruey

    1990-01-01

    The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

  19. Proceedings of the 3rd Annual SCOLE Workshop

    NASA Technical Reports Server (NTRS)

    Taylor, Lawrence W., Jr. (Compiler)

    1987-01-01

    Topics addressed include: modeling and controlling the Spacecraft Control Laboratory Experiment (SCOLE) configurations; slewing maneuvers; mathematical models; vibration damping; gravitational effects; structural dynamics; finite element method; distributed parameter system; on-line pulse control; stability augmentation; and stochastic processes.

  20. Structural Properties and Estimation of Delay Systems. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Kwong, R. H. S.

    1975-01-01

    Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

  1. Use of behavioural stochastic resonance by paddle fish for feeding

    NASA Astrophysics Data System (ADS)

    Russell, David F.; Wilkens, Lon A.; Moss, Frank

    1999-11-01

    Stochastic resonance is the phenomenon whereby the addition of an optimal level of noise to a weak information-carrying input to certain nonlinear systems can enhance the information content at their outputs. Computer analysis of spike trains has been needed to reveal stochastic resonance in the responses of sensory receptors except for one study on human psychophysics. But is an animal aware of, and can it make use of, the enhanced sensory information from stochastic resonance? Here, we show that stochastic resonance enhances the normal feeding behaviour of paddlefish (Polyodon spathula), which use passive electroreceptors to detect electrical signals from planktonic prey. We demonstrate significant broadening of the spatial range for the detection of plankton when a noisy electric field of optimal amplitude is applied in the water. We also show that swarms of Daphnia plankton are a natural source of electrical noise. Our demonstration of stochastic resonance at the level of a vital animal behaviour, feeding, which has probably evolved for functional success, provides evidence that stochastic resonance in sensory nervous systems is an evolutionary adaptation.

  2. Developing stochastic epidemiological models to quantify the dynamics of infectious diseases in domestic livestock.

    PubMed

    MacKenzie, K; Bishop, S C

    2001-08-01

    A stochastic model describing disease transmission dynamics for a microparasitic infection in a structured domestic animal population is developed and applied to hypothetical epidemics on a pig farm. Rational decision making regarding appropriate control strategies for infectious diseases in domestic livestock requires an understanding of the disease dynamics and risk profiles for different groups of animals. This is best achieved by means of stochastic epidemic models. Methodologies are presented for 1) estimating the probability of an epidemic, given the presence of an infected animal, whether this epidemic is major (requires intervention) or minor (dies out without intervention), and how the location of the infected animal on the farm influences the epidemic probabilities; 2) estimating the basic reproductive ratio, R0 (i.e., the expected number of secondary cases on the introduction of a single infected animal) and the variability of the estimate of this parameter; and 3) estimating the total proportion of animals infected during an epidemic and the total proportion infected at any point in time. The model can be used for assessing impact of altering farm structure on disease dynamics, as well as disease control strategies, including altering farm structure, vaccination, culling, and genetic selection.

  3. Resources alter the structure and increase stochasticity in bromeliad microfauna communities.

    PubMed

    Petermann, Jana S; Kratina, Pavel; Marino, Nicholas A C; MacDonald, A Andrew M; Srivastava, Diane S

    2015-01-01

    Although stochastic and deterministic processes have been found to jointly shape structure of natural communities, the relative importance of both forces may vary across different environmental conditions and across levels of biological organization. We tested the effects of abiotic environmental conditions, altered trophic interactions and dispersal limitation on the structure of aquatic microfauna communities in Costa Rican tank bromeliads. Our approach combined natural gradients in environmental conditions with experimental manipulations of bottom-up interactions (resources), top-down interactions (predators) and dispersal at two spatial scales in the field. We found that resource addition strongly increased the abundance and reduced the richness of microfauna communities. Community composition shifted in a predictable way towards assemblages dominated by flagellates and ciliates but with lower abundance and richness of algae and amoebae. While all functional groups responded strongly and predictably to resource addition, similarity among communities at the species level decreased, suggesting a role of stochasticity in species-level assembly processes. Dispersal limitation did not affect the communities. Since our design excluded potential priority effects we can attribute the differences in community similarity to increased demographic stochasticity of resource-enriched communities related to erratic changes in population sizes of some species. In contrast to resources, predators and environmental conditions had negligible effects on community structure. Our results demonstrate that bromeliad microfauna communities are strongly controlled by bottom-up forces. They further suggest that the relative importance of stochasticity may change with productivity and with the organizational level at which communities are examined.

  4. Resources Alter the Structure and Increase Stochasticity in Bromeliad Microfauna Communities

    PubMed Central

    Petermann, Jana S.; Kratina, Pavel; Marino, Nicholas A. C.; MacDonald, A. Andrew M.; Srivastava, Diane S.

    2015-01-01

    Although stochastic and deterministic processes have been found to jointly shape structure of natural communities, the relative importance of both forces may vary across different environmental conditions and across levels of biological organization. We tested the effects of abiotic environmental conditions, altered trophic interactions and dispersal limitation on the structure of aquatic microfauna communities in Costa Rican tank bromeliads. Our approach combined natural gradients in environmental conditions with experimental manipulations of bottom-up interactions (resources), top-down interactions (predators) and dispersal at two spatial scales in the field. We found that resource addition strongly increased the abundance and reduced the richness of microfauna communities. Community composition shifted in a predictable way towards assemblages dominated by flagellates and ciliates but with lower abundance and richness of algae and amoebae. While all functional groups responded strongly and predictably to resource addition, similarity among communities at the species level decreased, suggesting a role of stochasticity in species-level assembly processes. Dispersal limitation did not affect the communities. Since our design excluded potential priority effects we can attribute the differences in community similarity to increased demographic stochasticity of resource-enriched communities related to erratic changes in population sizes of some species. In contrast to resources, predators and environmental conditions had negligible effects on community structure. Our results demonstrate that bromeliad microfauna communities are strongly controlled by bottom-up forces. They further suggest that the relative importance of stochasticity may change with productivity and with the organizational level at which communities are examined. PMID:25775464

  5. Stochastic Control Synthesis of Systems with Structured Uncertainty

    NASA Technical Reports Server (NTRS)

    Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

    2003-01-01

    This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

  6. On the decentralized control of large-scale systems. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Chong, C.

    1973-01-01

    The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

  7. Inflow forecasting model construction with stochastic time series for coordinated dam operation

    NASA Astrophysics Data System (ADS)

    Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

    2014-12-01

    Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

  8. Asymmetric and Stochastic Behavior in Magnetic Vortices Studied by Soft X-ray Microscopy

    NASA Astrophysics Data System (ADS)

    Im, Mi-Young

    Asymmetry and stochasticity in spin processes are not only long-standing fundamental issues but also highly relevant to technological applications of nanomagnetic structures to memory and storage nanodevices. Those nontrivial phenomena have been studied by direct imaging of spin structures in magnetic vortices utilizing magnetic transmission soft x-ray microscopy (BL6.1.2 at ALS). Magnetic vortices have attracted enormous scientific interests due to their fascinating spin structures consisting of circularity rotating clockwise (c = + 1) or counter-clockwise (c = -1) and polarity pointing either up (p = + 1) or down (p = -1). We observed a symmetry breaking in the formation process of vortex structures in circular permalloy (Ni80Fe20) disks. The generation rates of two different vortex groups with the signature of cp = + 1 and cp =-1 are completely asymmetric. The asymmetric nature was interpreted to be triggered by ``intrinsic'' Dzyaloshinskii-Moriya interaction (DMI) arising from the spin-orbit coupling due to the lack of inversion symmetry near the disk surface and ``extrinsic'' factors such as roughness and defects. We also investigated the stochastic behavior of vortex creation in the arrays of asymmetric disks. The stochasticity was found to be very sensitive to the geometry of disk arrays, particularly interdisk distance. The experimentally observed phenomenon couldn't be explained by thermal fluctuation effect, which has been considered as a main reason for the stochastic behavior in spin processes. We demonstrated for the first time that the ultrafast dynamics at the early stage of vortex creation, which has a character of classical chaos significantly affects the stochastic nature observed at the steady state in asymmetric disks. This work provided the new perspective of dynamics as a critical factor contributing to the stochasticity in spin processes and also the possibility for the control of the intrinsic stochastic nature by optimizing the design of asymmetric disk arrays. This work was supported by the Director, Office of Science, Office of Basic Energy Sciences, of the U.S. Department of Energy under Contract No. DE-AC02-05CH11231, by Leading Foreign Research Institute Recruitment Program through the NRF.

  9. Graph Theory-Based Pinning Synchronization of Stochastic Complex Dynamical Networks.

    PubMed

    Li, Xiao-Jian; Yang, Guang-Hong

    2017-02-01

    This paper is concerned with the adaptive pinning synchronization problem of stochastic complex dynamical networks (CDNs). Based on algebraic graph theory and Lyapunov theory, pinning controller design conditions are derived, and the rigorous convergence analysis of synchronization errors in the probability sense is also conducted. Compared with the existing results, the topology structures of stochastic CDN are allowed to be unknown due to the use of graph theory. In particular, it is shown that the selection of nodes for pinning depends on the unknown lower bounds of coupling strengths. Finally, an example on a Chua's circuit network is given to validate the effectiveness of the theoretical results.

  10. Solving multiconstraint assignment problems using learning automata.

    PubMed

    Horn, Geir; Oommen, B John

    2010-02-01

    This paper considers the NP-hard problem of object assignment with respect to multiple constraints: assigning a set of elements (or objects) into mutually exclusive classes (or groups), where the elements which are "similar" to each other are hopefully located in the same class. The literature reports solutions in which the similarity constraint consists of a single index that is inappropriate for the type of multiconstraint problems considered here and where the constraints could simultaneously be contradictory. This feature, where we permit possibly contradictory constraints, distinguishes this paper from the state of the art. Indeed, we are aware of no learning automata (or other heuristic) solutions which solve this problem in its most general setting. Such a scenario is illustrated with the static mapping problem, which consists of distributing the processes of a parallel application onto a set of computing nodes. This is a classical and yet very important problem within the areas of parallel computing, grid computing, and cloud computing. We have developed four learning-automata (LA)-based algorithms to solve this problem: First, a fixed-structure stochastic automata algorithm is presented, where the processes try to form pairs to go onto the same node. This algorithm solves the problem, although it requires some centralized coordination. As it is desirable to avoid centralized control, we subsequently present three different variable-structure stochastic automata (VSSA) algorithms, which have superior partitioning properties in certain settings, although they forfeit some of the scalability features of the fixed-structure algorithm. All three VSSA algorithms model the processes as automata having first the hosting nodes as possible actions; second, the processes as possible actions; and, third, attempting to estimate the process communication digraph prior to probabilistically mapping the processes. This paper, which, we believe, comprehensively reports the pioneering LA solutions to this problem, unequivocally demonstrates that LA can play an important role in solving complex combinatorial and integer optimization problems.

  11. Experiments in Error Propagation within Hierarchal Combat Models

    DTIC Science & Technology

    2015-09-01

    Bayesian Information Criterion CNO Chief of Naval Operations DOE Design of Experiments DOD Department of Defense MANA Map Aware Non-uniform Automata ...ground up” approach. First, it develops a mission-level model for one on one submarine combat in Map Aware Non-uniform Automata (MANA) simulation, an... Automata (MANA), an agent based simulation that can model the different postures of submarines. It feeds the results from MANA into stochastic

  12. Shockwave dynamics: a comparison between stochastic and periodic porous architectures

    NASA Astrophysics Data System (ADS)

    Branch, Brittany; Ionite, Axinte; Clements, Bradford; Montgomery, David; Schmalzer, Andrew; Patterson, Brian; Mueller, Alexander; Jensen, Brian; Dattelbaum, Dana

    Polymeric foams are used extensively as structural supports and load mitigating materials in which they are subjected to compressive loading at a range of strain rates, up to the high strain rates encountered in blast and shockwave loading. To date, there have been few insights into compaction phenomena in porous structures at the mesoscale, and the influence of structure on shockwave localization. Of particular interest is when the properties of the inherent mesoscopic, periodic structure begin to emerge, versus the discrete behavior of the individual cell. Here, we illustrate, for the first time, modulation of shockwave dynamics controlled at micron-length scales in additively manufactured periodic porous structures measured using in situ, time-resolved x-ray phase contrast imaging at the Advanced Photon Source. Further, we demonstrate how the shockwave dynamics in periodic structures differ from stochastic foams of similar density and we conclude that microstructural control in elastomer foams has a dramatic effect on shockwave dynamics and can be tailored towards a variety of applications. Laboratory Directed Research and Development (LDRD) program at Los Alamos National Laboratory (project# 20160103DR) and DOE/NNSA Campaign 2.

  13. Optimal Control for Stochastic Delay Evolution Equations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

    2016-08-15

    In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

  14. Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

    PubMed

    Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

    2014-12-01

    In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

  15. Active Control of Generalized Complex Modal Structures in a Stochastic Environment

    DTIC Science & Technology

    1992-05-15

    began with the design of a baseline controller. The system of interest was a MIMO, heavily damped structure with complex modes, and the control objective...feed-through term in our system that was due to the use of accelerometers as sensors. This provided an acceptable baseline solution to our I problem...to which we could compare our ideas for improvement. One area in which the baseline design was deficient was robust stability to unstructured

  16. Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

    NASA Astrophysics Data System (ADS)

    Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

    2017-12-01

    Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.

  17. Simplified rotor load models and fatigue damage estimates for offshore wind turbines.

    PubMed

    Muskulus, M

    2015-02-28

    The aim of rotor load models is to characterize and generate the thrust loads acting on an offshore wind turbine. Ideally, the rotor simulation can be replaced by time series from a model with a few parameters and state variables only. Such models are used extensively in control system design and, as a potentially new application area, structural optimization of support structures. Different rotor load models are here evaluated for a jacket support structure in terms of fatigue lifetimes of relevant structural variables. All models were found to be lacking in accuracy, with differences of more than 20% in fatigue load estimates. The most accurate models were the use of an effective thrust coefficient determined from a regression analysis of dynamic thrust loads, and a novel stochastic model in state-space form. The stochastic model explicitly models the quasi-periodic components obtained from rotational sampling of turbulent fluctuations. Its state variables follow a mean-reverting Ornstein-Uhlenbeck process. Although promising, more work is needed on how to determine the parameters of the stochastic model and before accurate lifetime predictions can be obtained without comprehensive rotor simulations. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

  18. Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhang, Qichun; Zhou, Jinglin; Wang, Hong

    In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

  19. Maximum principle for a stochastic delayed system involving terminal state constraints.

    PubMed

    Wen, Jiaqiang; Shi, Yufeng

    2017-01-01

    We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

  20. Human brain detects short-time nonlinear predictability in the temporal fine structure of deterministic chaotic sounds

    NASA Astrophysics Data System (ADS)

    Itoh, Kosuke; Nakada, Tsutomu

    2013-04-01

    Deterministic nonlinear dynamical processes are ubiquitous in nature. Chaotic sounds generated by such processes may appear irregular and random in waveform, but these sounds are mathematically distinguished from random stochastic sounds in that they contain deterministic short-time predictability in their temporal fine structures. We show that the human brain distinguishes deterministic chaotic sounds from spectrally matched stochastic sounds in neural processing and perception. Deterministic chaotic sounds, even without being attended to, elicited greater cerebral cortical responses than the surrogate control sounds after about 150 ms in latency after sound onset. Listeners also clearly discriminated these sounds in perception. The results support the hypothesis that the human auditory system is sensitive to the subtle short-time predictability embedded in the temporal fine structure of sounds.

  1. Stochastic differential equations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Sobczyk, K.

    1990-01-01

    This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshoremore » structures.« less

  2. Influence of stochastic geometric imperfections on the load-carrying behaviour of thin-walled structures using constrained random fields

    NASA Astrophysics Data System (ADS)

    Lauterbach, S.; Fina, M.; Wagner, W.

    2018-04-01

    Since structural engineering requires highly developed and optimized structures, the thickness dependency is one of the most controversially debated topics. This paper deals with stability analysis of lightweight thin structures combined with arbitrary geometrical imperfections. Generally known design guidelines only consider imperfections for simple shapes and loading, whereas for complex structures the lower-bound design philosophy still holds. Herein, uncertainties are considered with an empirical knockdown factor representing a lower bound of existing measurements. To fully understand and predict expected bearable loads, numerical investigations are essential, including geometrical imperfections. These are implemented into a stand-alone program code with a stochastic approach to compute random fields as geometric imperfections that are applied to nodes of the finite element mesh of selected structural examples. The stochastic approach uses the Karhunen-Loève expansion for the random field discretization. For this approach, the so-called correlation length l_c controls the random field in a powerful way. This parameter has a major influence on the buckling shape, and also on the stability load. First, the impact of the correlation length is studied for simple structures. Second, since most structures for engineering devices are more complex and combined structures, these are intensively discussed with the focus on constrained random fields for e.g. flange-web-intersections. Specific constraints for those random fields are pointed out with regard to the finite element model. Further, geometrical imperfections vanish where the structure is supported.

  3. Optimum Parameters of a Tuned Liquid Column Damper in a Wind Turbine Subject to Stochastic Load

    NASA Astrophysics Data System (ADS)

    Alkmim, M. H.; de Morais, M. V. G.; Fabro, A. T.

    2017-12-01

    Parameter optimization for tuned liquid column dampers (TLCD), a class of passive structural control, have been previously proposed in the literature for reducing vibration in wind turbines, and several other applications. However, most of the available work consider the wind excitation as either a deterministic harmonic load or random load with white noise spectra. In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of undamped primary system under white noise excitation by comparing with result from the literature. Finally, it is shown that different wind profiles can significantly affect the optimum TLCD parameters.

  4. Stochastic analysis of epidemics on adaptive time varying networks

    NASA Astrophysics Data System (ADS)

    Kotnis, Bhushan; Kuri, Joy

    2013-06-01

    Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an “adaptive threshold,” i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

  5. Optimality, stochasticity, and variability in motor behavior

    PubMed Central

    Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

    2008-01-01

    Recent theories of motor control have proposed that the nervous system acts as a stochastically optimal controller, i.e. it plans and executes motor behaviors taking into account the nature and statistics of noise. Detrimental effects of noise are converted into a principled way of controlling movements. Attractive aspects of such theories are their ability to explain not only characteristic features of single motor acts, but also statistical properties of repeated actions. Here, we present a critical analysis of stochastic optimality in motor control which reveals several difficulties with this hypothesis. We show that stochastic control may not be necessary to explain the stochastic nature of motor behavior, and we propose an alternative framework, based on the action of a deterministic controller coupled with an optimal state estimator, which relieves drawbacks of stochastic optimality and appropriately explains movement variability. PMID:18202922

  6. Supercomputer optimizations for stochastic optimal control applications

    NASA Technical Reports Server (NTRS)

    Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

    1991-01-01

    Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

  7. Comparison between periodic and stochastic parabolic light trapping structures for thin-film microcrystalline Silicon solar cells.

    PubMed

    Peters, M; Battaglia, C; Forberich, K; Bläsi, B; Sahraei, N; Aberle, A G

    2012-12-31

    Light trapping is of very high importance for silicon photovoltaics (PV) and especially for thin-film silicon solar cells. In this paper we investigate and compare theoretically the light trapping properties of periodic and stochastic structures having similar geometrical features. The theoretical investigations are based on the actual surface geometry of a scattering structure, characterized by an atomic force microscope. This structure is used for light trapping in thin-film microcrystalline silicon solar cells. Very good agreement is found in a first comparison between simulation and experimental results. The geometrical parameters of the stochastic structure are varied and it is found that the light trapping mainly depends on the aspect ratio (length/height). Furthermore, the maximum possible light trapping with this kind of stochastic structure geometry is investigated. In a second step, the stochastic structure is analysed and typical geometrical features are extracted, which are then arranged in a periodic structure. Investigating the light trapping properties of the periodic structure, we find that it performs very similar to the stochastic structure, in agreement with reports in literature. From the obtained results we conclude that a potential advantage of periodic structures for PV applications will very likely not be found in the absorption enhancement in the solar cell material. However, uniformity and higher definition in production of these structures can lead to potential improvements concerning electrical characteristics and parasitic absorption, e.g. in a back reflector.

  8. Towards sub-optimal stochastic control of partially observable stochastic systems

    NASA Technical Reports Server (NTRS)

    Ruzicka, G. J.

    1980-01-01

    A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

  9. Phase locking of a seven-channel continuous wave fibre laser system by a stochastic parallel gradient algorithm

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Volkov, M V; Garanin, S G; Dolgopolov, Yu V

    2014-11-30

    A seven-channel fibre laser system operated by the master oscillator – multichannel power amplifier scheme is the phase locked using a stochastic parallel gradient algorithm. The phase modulators on lithium niobate crystals are controlled by a multichannel electronic unit with the microcontroller processing signals in real time. The dynamic phase locking of the laser system with the bandwidth of 14 kHz is demonstrated, the time of phasing is 3 – 4 ms. (fibre and integrated-optical structures)

  10. Output regulation control for switched stochastic delay systems with dissipative property under error-dependent switching

    NASA Astrophysics Data System (ADS)

    Li, L. L.; Jin, C. L.; Ge, X.

    2018-01-01

    In this paper, the output regulation problem with dissipative property for a class of switched stochastic delay systems is investigated, based on an error-dependent switching law. Under the assumption that none subsystem is solvable for the problem, a sufficient condition is derived by structuring multiple Lyapunov-Krasovskii functionals with respect to multiple supply rates, via designing error feedback regulators. The condition is also established when dissipative property reduces to passive property. Finally, two numerical examples are given to demonstrate the feasibility and efficiency of the present method.

  11. Stochastic receding horizon control: application to an octopedal robot

    NASA Astrophysics Data System (ADS)

    Shah, Shridhar K.; Tanner, Herbert G.

    2013-06-01

    Miniature autonomous systems are being developed under ARL's Micro Autonomous Systems and Technology (MAST). These systems can only be fitted with a small-size processor, and their motion behavior is inherently uncertain due to manufacturing and platform-ground interactions. One way to capture this uncertainty is through a stochastic model. This paper deals with stochastic motion control design and implementation for MAST- specific eight-legged miniature crawling robots, which have been kinematically modeled as systems exhibiting the behavior of a Dubin's car with stochastic noise. The control design takes the form of stochastic receding horizon control, and is implemented on a Gumstix Overo Fire COM with 720 MHz processor and 512 MB RAM, weighing 5.5 g. The experimental results show the effectiveness of this control law for miniature autonomous systems perturbed by stochastic noise.

  12. Fast smooth second-order sliding mode control for stochastic systems with enumerable coloured noises

    NASA Astrophysics Data System (ADS)

    Yang, Peng-fei; Fang, Yang-wang; Wu, You-li; Zhang, Dan-xu; Xu, Yang

    2018-01-01

    A fast smooth second-order sliding mode control is presented for a class of stochastic systems driven by enumerable Ornstein-Uhlenbeck coloured noises with time-varying coefficients. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the design of the control. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Then the prescribed sliding variable dynamic is presented. The sufficient condition guaranteeing its finite-time convergence is given and proved using stochastic Lyapunov-like techniques. The proposed sliding mode controller is applied to a second-order nonlinear stochastic system. Simulation results are given comparing with smooth second-order sliding mode control to validate the analysis.

  13. A Q-Learning Approach to Flocking With UAVs in a Stochastic Environment.

    PubMed

    Hung, Shao-Ming; Givigi, Sidney N

    2017-01-01

    In the past two decades, unmanned aerial vehicles (UAVs) have demonstrated their efficacy in supporting both military and civilian applications, where tasks can be dull, dirty, dangerous, or simply too costly with conventional methods. Many of the applications contain tasks that can be executed in parallel, hence the natural progression is to deploy multiple UAVs working together as a force multiplier. However, to do so requires autonomous coordination among the UAVs, similar to swarming behaviors seen in animals and insects. This paper looks at flocking with small fixed-wing UAVs in the context of a model-free reinforcement learning problem. In particular, Peng's Q(λ) with a variable learning rate is employed by the followers to learn a control policy that facilitates flocking in a leader-follower topology. The problem is structured as a Markov decision process, where the agents are modeled as small fixed-wing UAVs that experience stochasticity due to disturbances such as winds and control noises, as well as weight and balance issues. Learned policies are compared to ones solved using stochastic optimal control (i.e., dynamic programming) by evaluating the average cost incurred during flight according to a cost function. Simulation results demonstrate the feasibility of the proposed learning approach at enabling agents to learn how to flock in a leader-follower topology, while operating in a nonstationary stochastic environment.

  14. Algebraic methods in system theory

    NASA Technical Reports Server (NTRS)

    Brockett, R. W.; Willems, J. C.; Willsky, A. S.

    1975-01-01

    Investigations on problems of the type which arise in the control of switched electrical networks are reported. The main results concern the algebraic structure and stochastic aspects of these systems. Future reports will contain more detailed applications of these results to engineering studies.

  15. General Results in Optimal Control of Discrete-Time Nonlinear Stochastic Systems

    DTIC Science & Technology

    1988-01-01

    P. J. McLane, "Optimal Stochastic Control of Linear System. with State- and Control-Dependent Distur- bances," ZEEE Trans. 4uto. Contr., Vol. 16, No...Vol. 45, No. 1, pp. 359-362, 1987 (9] R. R. Mohler and W. J. Kolodziej, "An Overview of Stochastic Bilinear Control Processes," ZEEE Trans. Syst...34 J. of Math. anal. App.:, Vol. 47, pp. 156-161, 1974 [14) E. Yaz, "A Control Scheme for a Class of Discrete Nonlinear Stochastic Systems," ZEEE Trans

  16. Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

    DTIC Science & Technology

    2014-10-09

    problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

  17. Stochastic Geometric Network Models for Groups of Functional and Structural Connectomes

    PubMed Central

    Friedman, Eric J.; Landsberg, Adam S.; Owen, Julia P.; Li, Yi-Ou; Mukherjee, Pratik

    2014-01-01

    Structural and functional connectomes are emerging as important instruments in the study of normal brain function and in the development of new biomarkers for a variety of brain disorders. In contrast to single-network studies that presently dominate the (non-connectome) network literature, connectome analyses typically examine groups of empirical networks and then compare these against standard (stochastic) network models. Current practice in connectome studies is to employ stochastic network models derived from social science and engineering contexts as the basis for the comparison. However, these are not necessarily best suited for the analysis of connectomes, which often contain groups of very closely related networks, such as occurs with a set of controls or a set of patients with a specific disorder. This paper studies important extensions of standard stochastic models that make them better adapted for analysis of connectomes, and develops new statistical fitting methodologies that account for inter-subject variations. The extensions explicitly incorporate geometric information about a network based on distances and inter/intra hemispherical asymmetries (to supplement ordinary degree-distribution information), and utilize a stochastic choice of networks' density levels (for fixed threshold networks) to better capture the variance in average connectivity among subjects. The new statistical tools introduced here allow one to compare groups of networks by matching both their average characteristics and the variations among them. A notable finding is that connectomes have high “smallworldness” beyond that arising from geometric and degree considerations alone. PMID:25067815

  18. Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

    NASA Astrophysics Data System (ADS)

    Zhu, Z. W.; Zhang, W. D.; Xu, J.

    2014-03-01

    The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

  19. A kinetic theory for age-structured stochastic birth-death processes

    NASA Astrophysics Data System (ADS)

    Chou, Tom; Greenman, Chris

    Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a BBGKY-like hierarchy. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution. NSF.

  20. Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

    NASA Astrophysics Data System (ADS)

    Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

    2017-01-01

    This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

  1. A finite state, finite memory minimum principle, part 2. [a discussion of game theory, signaling, stochastic processes, and control theory

    NASA Technical Reports Server (NTRS)

    Sandell, N. R., Jr.; Athans, M.

    1975-01-01

    The development of the theory of the finite - state, finite - memory (FSFM) stochastic control problem is discussed. The sufficiency of the FSFM minimum principle (which is in general only a necessary condition) was investigated. By introducing the notion of a signaling strategy as defined in the literature on games, conditions under which the FSFM minimum principle is sufficient were determined. This result explicitly interconnects the information structure of the FSFM problem with its optimality conditions. The min-H algorithm for the FSFM problem was studied. It is demonstrated that a version of the algorithm always converges to a particular type of local minimum termed a person - by - person extremal.

  2. Identification and stochastic control of helicopter dynamic modes

    NASA Technical Reports Server (NTRS)

    Molusis, J. A.; Bar-Shalom, Y.

    1983-01-01

    A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

  3. Controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion.

    PubMed

    Sathiyaraj, T; Balasubramaniam, P

    2017-11-30

    This paper presents a new set of sufficient conditions for controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion (fBm) in finite dimensional space using fractional calculus, fixed point technique and stochastic analysis approach. In particular, we discuss the complete controllability for nonlinear fractional stochastic integrodifferential systems under the proved result of the corresponding linear fractional system is controllable. Finally, an example is presented to illustrate the efficiency of the obtained theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  4. Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

    2014-03-15

    The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

  5. Control of stochastic sensitivity in a stabilization problem for gas discharge system

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bashkirtseva, Irina

    2015-11-30

    We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.

  6. Fast smooth second-order sliding mode control for systems with additive colored noises.

    PubMed

    Yang, Pengfei; Fang, Yangwang; Wu, Youli; Liu, Yunxia; Zhang, Danxu

    2017-01-01

    In this paper, a fast smooth second-order sliding mode control is presented for a class of stochastic systems with enumerable Ornstein-Uhlenbeck colored noises. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the design of the controller. The finite-time convergence of the prescribed sliding variable dynamics system is proved by using stochastic Lyapunov-like techniques. Then the proposed sliding mode controller is applied to a second-order nonlinear stochastic system. Simulation results are presented comparing with smooth second-order sliding mode control to validate the analysis.

  7. Delay compensation in integrated communication and control systems. I - Conceptual development and analysis

    NASA Technical Reports Server (NTRS)

    Luck, Rogelio; Ray, Asok

    1990-01-01

    A procedure for compensating for the effects of distributed network-induced delays in integrated communication and control systems (ICCS) is proposed. The problem of analyzing systems with time-varying and possibly stochastic delays could be circumvented by use of a deterministic observer which is designed to perform under certain restrictive but realistic assumptions. The proposed delay-compensation algorithm is based on a deterministic state estimator and a linear state-variable-feedback control law. The deterministic observer can be replaced by a stochastic observer without any structural modifications of the delay compensation algorithm. However, if a feedforward-feedback control law is chosen instead of the state-variable feedback control law, the observer must be modified as a conventional nondelayed system would be. Under these circumstances, the delay compensation algorithm would be accordingly changed. The separation principle of the classical Luenberger observer holds true for the proposed delay compensator. The algorithm is suitable for ICCS in advanced aircraft, spacecraft, manufacturing automation, and chemical process applications.

  8. The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

    NASA Astrophysics Data System (ADS)

    Song, Lei; Yang, Weihao; Huangsonglei, Jiahui; Li, HaiPeng

    2015-04-01

    Electromagnetic tomography (CT) are commonly utilized in Civil engineering to detect the structure defects or geological anomalies. CT are generally recognized as a high precision geophysical method and the accuracy of CT are expected to be several centimeters and even to be several millimeters. Then, high frequency antenna with short wavelength are utilized commonly in Civil Engineering. As to the geotechnical media, stochastic perturbation of the EM parameters are inevitably exist in geological scales, in structure scales and in local scales, et al. In those cases, the geometric dimensionings of the target body, the EM wavelength and the accuracy expected might be of the same order. When the high frequency EM wave propagated in the stochastic geotechnical media, the GPR signal would be reflected not only from the target bodies but also from the stochastic perturbation of the background media. To detect the karst caves in dissolution fracture rock, one need to assess the influence of the stochastic distributed dissolution holes and fractures; to detect the void in a concrete structure, one should master the influence of the stochastic distributed stones, et al. In this paper, on the base of stochastic media discrete realizations, the authors try to evaluate quantificationally the influence of the stochastic perturbation of Geotechnical media by Radon/Iradon Transfer through full-combined Monte Carlo numerical simulation. It is found the stochastic noise is related with transfer angle, perturbing strength, angle interval, autocorrelation length, et al. And the quantitative formula of the accuracy of the electromagnetic tomography is also established, which could help on the precision estimation of GPR tomography in stochastic perturbation Geotechnical media. Key words: Stochastic Geotechnical Media; Electromagnetic Tomography; Radon/Iradon Transfer.

  9. Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

    NASA Technical Reports Server (NTRS)

    Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

    2004-01-01

    In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

  10. Frequency-independent radiation modes of interior sound radiation: Experimental study and global active control

    NASA Astrophysics Data System (ADS)

    Hesse, C.; Papantoni, V.; Algermissen, S.; Monner, H. P.

    2017-08-01

    Active control of structural sound radiation is a promising technique to overcome the poor passive acoustic isolation performance of lightweight structures in the low-frequency region. Active structural acoustic control commonly aims at the suppression of the far-field radiated sound power. This paper is concerned with the active control of sound radiation into acoustic enclosures. Experimental results of a coupled rectangular plate-fluid system under stochastic excitation are presented. The amplitudes of the frequency-independent interior radiation modes are determined in real-time using a set of structural vibration sensors, for the purpose of estimating their contribution to the acoustic potential energy in the enclosure. This approach is validated by acoustic measurements inside the cavity. Utilizing a feedback control approach, a broadband reduction of the global acoustic response inside the enclosure is achieved.

  11. Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Wang, Hong; Aziz, H M Abdul; Young, Stan

    Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

  12. Modern CACSD using the Robust-Control Toolbox

    NASA Technical Reports Server (NTRS)

    Chiang, Richard Y.; Safonov, Michael G.

    1989-01-01

    The Robust-Control Toolbox is a collection of 40 M-files which extend the capability of PC/PRO-MATLAB to do modern multivariable robust control system design. Included are robust analysis tools like singular values and structured singular values, robust synthesis tools like continuous/discrete H(exp 2)/H infinity synthesis and Linear Quadratic Gaussian Loop Transfer Recovery methods and a variety of robust model reduction tools such as Hankel approximation, balanced truncation and balanced stochastic truncation, etc. The capabilities of the toolbox are described and illustated with examples to show how easily they can be used in practice. Examples include structured singular value analysis, H infinity loop-shaping and large space structure model reduction.

  13. Exploration of the Maximum Entropy/Optimal Projection Approach to Control Design Synthesis for Large Space Structures.

    DTIC Science & Technology

    1985-02-01

    Energy Analysis , a branch of dynamic modal analysis developed for analyzing acoustic vibration problems, its present stage of development embodies a...Maximum Entropy Stochastic Modelling and Reduced-Order Design Synthesis is a rigorous new approach to this class of problems. Inspired by Statistical

  14. Anomalous sea surface structures as an object of statistical topography

    NASA Astrophysics Data System (ADS)

    Klyatskin, V. I.; Koshel, K. V.

    2015-06-01

    By exploiting ideas of statistical topography, we analyze the stochastic boundary problem of emergence of anomalous high structures on the sea surface. The kinematic boundary condition on the sea surface is assumed to be a closed stochastic quasilinear equation. Applying the stochastic Liouville equation, and presuming the stochastic nature of a given hydrodynamic velocity field within the diffusion approximation, we derive an equation for a spatially single-point, simultaneous joint probability density of the surface elevation field and its gradient. An important feature of the model is that it accounts for stochastic bottom irregularities as one, but not a single, perturbation. Hence, we address the assumption of the infinitely deep ocean to obtain statistic features of the surface elevation field and the squared elevation gradient field. According to the calculations, we show that clustering in the absolute surface elevation gradient field happens with the unit probability. It results in the emergence of rare events such as anomalous high structures and deep gaps on the sea surface almost in every realization of a stochastic velocity field.

  15. Stochastic architecture for Hopfield neural nets

    NASA Technical Reports Server (NTRS)

    Pavel, Sandy

    1992-01-01

    An expandable stochastic digital architecture for recurrent (Hopfield like) neural networks is proposed. The main features and basic principles of stochastic processing are presented. The stochastic digital architecture is based on a chip with n full interconnected neurons with a pipeline, bit processing structure. For large applications, a flexible way to interconnect many such chips is provided.

  16. Stochastic resonance whole-body vibration improves postural control in health care professionals: a worksite randomized controlled trial.

    PubMed

    Elfering, Achim; Schade, Volker; Stoecklin, Lukas; Baur, Simone; Burger, Christian; Radlinger, Lorenz

    2014-05-01

    Slip, trip, and fall injuries are frequent among health care workers. Stochastic resonance whole-body vibration training was tested to improve postural control. Participants included 124 employees of a Swiss university hospital. The randomized controlled trial included an experimental group given 8 weeks of training and a control group with no intervention. In both groups, postural control was assessed as mediolateral sway on a force plate before and after the 8-week trial. Mediolateral sway was significantly decreased by stochastic resonance whole-body vibration training in the experimental group but not in the control group that received no training (p < .05). Stochastic resonance whole-body vibration training is an option in the primary prevention of balance-related injury at work. Copyright 2014, SLACK Incorporated.

  17. Analysis of novel stochastic switched SILI epidemic models with continuous and impulsive control

    NASA Astrophysics Data System (ADS)

    Gao, Shujing; Zhong, Deming; Zhang, Yan

    2018-04-01

    In this paper, we establish two new stochastic switched epidemic models with continuous and impulsive control. The stochastic perturbations are considered for the natural death rate in each equation of the models. Firstly, a stochastic switched SILI model with continuous control schemes is investigated. By using Lyapunov-Razumikhin method, the sufficient conditions for extinction in mean are established. Our result shows that the disease could be die out theoretically if threshold value R is less than one, regardless of whether the disease-free solutions of the corresponding subsystems are stable or unstable. Then, a stochastic switched SILI model with continuous control schemes and pulse vaccination is studied. The threshold value R is derived. The global attractivity of the model is also obtained. At last, numerical simulations are carried out to support our results.

  18. Novel approaches to pin cluster synchronization on complex dynamical networks in Lur'e forms

    NASA Astrophysics Data System (ADS)

    Tang, Ze; Park, Ju H.; Feng, Jianwen

    2018-04-01

    This paper investigates the cluster synchronization of complex dynamical networks consisted of identical or nonidentical Lur'e systems. Due to the special topology structure of the complex networks and the existence of stochastic perturbations, a kind of randomly occurring pinning controller is designed which not only synchronizes all Lur'e systems in the same cluster but also decreases the negative influence among different clusters. Firstly, based on an extended integral inequality, the convex combination theorem and S-procedure, the conditions for cluster synchronization of identical Lur'e networks are derived in a convex domain. Secondly, randomly occurring adaptive pinning controllers with two independent Bernoulli stochastic variables are designed and then sufficient conditions are obtained for the cluster synchronization on complex networks consisted of nonidentical Lur'e systems. In addition, suitable control gains for successful cluster synchronization of nonidentical Lur'e networks are acquired by designing some adaptive updating laws. Finally, we present two numerical examples to demonstrate the validity of the control scheme and the theoretical analysis.

  19. Kinetic theory of age-structured stochastic birth-death processes

    NASA Astrophysics Data System (ADS)

    Greenman, Chris D.; Chou, Tom

    2016-01-01

    Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

  20. Minimum uncertainty and squeezing in diffusion processes and stochastic quantization

    NASA Technical Reports Server (NTRS)

    Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe

    1994-01-01

    We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.

  1. An Error-Entropy Minimization Algorithm for Tracking Control of Nonlinear Stochastic Systems with Non-Gaussian Variables

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Liu, Yunlong; Wang, Aiping; Guo, Lei

    This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.

  2. Maximum Entropy/Optimal Projection (MEOP) control design synthesis: Optimal quantification of the major design tradeoffs

    NASA Technical Reports Server (NTRS)

    Hyland, D. C.; Bernstein, D. S.

    1987-01-01

    The underlying philosophy and motivation of the optimal projection/maximum entropy (OP/ME) stochastic modeling and reduced control design methodology for high order systems with parameter uncertainties are discussed. The OP/ME design equations for reduced-order dynamic compensation including the effect of parameter uncertainties are reviewed. The application of the methodology to several Large Space Structures (LSS) problems of representative complexity is illustrated.

  3. Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Cui, Jianbo, E-mail: jianbocui@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Liu, Zhihui, E-mail: liuzhihui@lsec.cc.ac.cn

    We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

  4. Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

    PubMed Central

    Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

    2015-01-01

    Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

  5. Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

    PubMed

    Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

    2015-07-06

    Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

  6. Stochastic layer scaling in the two-wire model for divertor tokamaks

    NASA Astrophysics Data System (ADS)

    Ali, Halima; Punjabi, Alkesh; Boozer, Allen

    2009-06-01

    The question of magnetic field structure in the vicinity of the separatrix in divertor tokamaks is studied. The authors have investigated this problem earlier in a series of papers, using various mathematical techniques. In the present paper, the two-wire model (TWM) [Reiman, A. 1996 Phys. Plasmas 3, 906] is considered. It is noted that, in the TWM, it is useful to consider an extra equation expressing magnetic flux conservation. This equation does not add any more information to the TWM, since the equation is derived from the TWM. This equation is useful for controlling the step size in the numerical integration of the TWM equations. The TWM with the extra equation is called the flux-preserving TWM. Nevertheless, the technique is apparently still plagued by numerical inaccuracies when the perturbation level is low, resulting in an incorrect scaling of the stochastic layer width. The stochastic broadening of the separatrix in the flux-preserving TWM is compared with that in the low mn (poloidal mode number m and toroidal mode number n) map (LMN) [Ali, H., Punjabi, A., Boozer, A. and Evans, T. 2004 Phys. Plasmas 11, 1908]. The flux-preserving TWM and LMN both give Boozer-Rechester 0.5 power scaling of the stochastic layer width with the amplitude of magnetic perturbation when the perturbation is sufficiently large [Boozer, A. and Rechester, A. 1978, Phys. Fluids 21, 682]. The flux-preserving TWM gives a larger stochastic layer width when the perturbation is low, while the LMN gives correct scaling in the low perturbation region. Area-preserving maps such as the LMN respect the Hamiltonian structure of field line trajectories, and have the added advantage of computational efficiency. Also, for a $1\\frac12$ degree of freedom Hamiltonian system such as field lines, maps do not give Arnold diffusion.

  7. Stochastic simulation by image quilting of process-based geological models

    NASA Astrophysics Data System (ADS)

    Hoffimann, Júlio; Scheidt, Céline; Barfod, Adrian; Caers, Jef

    2017-09-01

    Process-based modeling offers a way to represent realistic geological heterogeneity in subsurface models. The main limitation lies in conditioning such models to data. Multiple-point geostatistics can use these process-based models as training images and address the data conditioning problem. In this work, we further develop image quilting as a method for 3D stochastic simulation capable of mimicking the realism of process-based geological models with minimal modeling effort (i.e. parameter tuning) and at the same time condition them to a variety of data. In particular, we develop a new probabilistic data aggregation method for image quilting that bypasses traditional ad-hoc weighting of auxiliary variables. In addition, we propose a novel criterion for template design in image quilting that generalizes the entropy plot for continuous training images. The criterion is based on the new concept of voxel reuse-a stochastic and quilting-aware function of the training image. We compare our proposed method with other established simulation methods on a set of process-based training images of varying complexity, including a real-case example of stochastic simulation of the buried-valley groundwater system in Denmark.

  8. Alternative Force Structuring Strategies for Military Satellite Communication Systems

    DTIC Science & Technology

    1987-12-01

    IC= -4 41 fu~- I C = C= C = Ac -- .G.. LILA ILIJ * 36 The following equation expresses how dBm power levels were calculated (33:120-121): dBm = 10...and Arms Control. Cambridge, Massachusetts: Abt Books, 1982. 16. Heffes, Harry and Anurag Kumar. "Stochastic Damage Models and Dependence Effects in

  9. State-space self-tuner for on-line adaptive control

    NASA Technical Reports Server (NTRS)

    Shieh, L. S.

    1994-01-01

    Dynamic systems, such as flight vehicles, satellites and space stations, operating in real environments, constantly face parameter and/or structural variations owing to nonlinear behavior of actuators, failure of sensors, changes in operating conditions, disturbances acting on the system, etc. In the past three decades, adaptive control has been shown to be effective in dealing with dynamic systems in the presence of parameter uncertainties, structural perturbations, random disturbances and environmental variations. Among the existing adaptive control methodologies, the state-space self-tuning control methods, initially proposed by us, are shown to be effective in designing advanced adaptive controllers for multivariable systems. In our approaches, we have embedded the standard Kalman state-estimation algorithm into an online parameter estimation algorithm. Thus, the advanced state-feedback controllers can be easily established for digital adaptive control of continuous-time stochastic multivariable systems. A state-space self-tuner for a general multivariable stochastic system has been developed and successfully applied to the space station for on-line adaptive control. Also, a technique for multistage design of an optimal momentum management controller for the space station has been developed and reported in. Moreover, we have successfully developed various digital redesign techniques which can convert a continuous-time controller to an equivalent digital controller. As a result, the expensive and unreliable continuous-time controller can be implemented using low-cost and high performance microprocessors. Recently, we have developed a new hybrid state-space self tuner using a new dual-rate sampling scheme for on-line adaptive control of continuous-time uncertain systems.

  10. Performance of Stochastic Targeted Blood Glucose Control Protocol by virtual trials in the Malaysian intensive care unit.

    PubMed

    Jamaludin, Ummu K; M Suhaimi, Fatanah; Abdul Razak, Normy Norfiza; Md Ralib, Azrina; Mat Nor, Mohd Basri; Pretty, Christopher G; Humaidi, Luqman

    2018-08-01

    Blood glucose variability is common in healthcare and it is not related or influenced by diabetes mellitus. To minimise the risk of high blood glucose in critically ill patients, Stochastic Targeted Blood Glucose Control Protocol is used in intensive care unit at hospitals worldwide. Thus, this study focuses on the performance of stochastic modelling protocol in comparison to the current blood glucose management protocols in the Malaysian intensive care unit. Also, this study is to assess the effectiveness of Stochastic Targeted Blood Glucose Control Protocol when it is applied to a cohort of diabetic patients. Retrospective data from 210 patients were obtained from a general hospital in Malaysia from May 2014 until June 2015, where 123 patients were having comorbid diabetes mellitus. The comparison of blood glucose control protocol performance between both protocol simulations was conducted through blood glucose fitted with physiological modelling on top of virtual trial simulations, mean calculation of simulation error and several graphical comparisons using stochastic modelling. Stochastic Targeted Blood Glucose Control Protocol reduces hyperglycaemia by 16% in diabetic and 9% in nondiabetic cohorts. The protocol helps to control blood glucose level in the targeted range of 4.0-10.0 mmol/L for 71.8% in diabetic and 82.7% in nondiabetic cohorts, besides minimising the treatment hour up to 71 h for 123 diabetic patients and 39 h for 87 nondiabetic patients. It is concluded that Stochastic Targeted Blood Glucose Control Protocol is good in reducing hyperglycaemia as compared to the current blood glucose management protocol in the Malaysian intensive care unit. Hence, the current Malaysian intensive care unit protocols need to be modified to enhance their performance, especially in the integration of insulin and nutrition intervention in decreasing the hyperglycaemia incidences. Improvement in Stochastic Targeted Blood Glucose Control Protocol in terms of u en model is also a must to adapt with the diabetic cohort. Copyright © 2018 Elsevier B.V. All rights reserved.

  11. A new design of robust H∞ sliding mode control for uncertain stochastic T-S fuzzy time-delay systems.

    PubMed

    Gao, Qing; Feng, Gang; Xi, Zhiyu; Wang, Yong; Qiu, Jianbin

    2014-09-01

    In this paper, a novel dynamic sliding mode control scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi-Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing sliding mode control approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system trajectories can be driven onto the sliding surface in finite time almost certainly. It is also shown that the stochastic stability of the resulting sliding motion can be guaranteed in terms of linear matrix inequalities; moreover, the sliding-mode controller can be obtained simultaneously. Simulation results illustrating the advantages and effectiveness of the proposed approaches are also provided.

  12. Reliability-based optimization of an active vibration controller using evolutionary algorithms

    NASA Astrophysics Data System (ADS)

    Saraygord Afshari, Sajad; Pourtakdoust, Seid H.

    2017-04-01

    Many modern industrialized systems such as aircrafts, rotating turbines, satellite booms, etc. cannot perform their desired tasks accurately if their uninhibited structural vibrations are not controlled properly. Structural health monitoring and online reliability calculations are emerging new means to handle system imposed uncertainties. As stochastic forcing are unavoidable, in most engineering systems, it is often needed to take them into the account for the control design process. In this research, smart material technology is utilized for structural health monitoring and control in order to keep the system in a reliable performance range. In this regard, a reliability-based cost function is assigned for both controller gain optimization as well as sensor placement. The proposed scheme is implemented and verified for a wing section. Comparison of results for the frequency responses is considered to show potential applicability of the presented technique.

  13. Stochastic Convection Parameterizations

    NASA Technical Reports Server (NTRS)

    Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios

    2012-01-01

    computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts

  14. Neural mechanisms of motivated forgetting

    PubMed Central

    Anderson, Michael C.; Hanslmayr, Simon

    2014-01-01

    Not all memories are equally welcome in awareness. People limit the time they spend thinking about unpleasant experiences, a process that begins during encoding, but that continues when cues later remind someone of the memory. Here, we review the emerging behavioural and neuroimaging evidence that suppressing awareness of an unwelcome memory, at encoding or retrieval, is achieved by inhibitory control processes mediated by the lateral prefrontal cortex. These mechanisms interact with neural structures that represent experiences in memory, disrupting traces that support retention. Thus, mechanisms engaged to regulate momentary awareness introduce lasting biases in which experiences remain accessible. We argue that theories of forgetting that neglect the motivated control of awareness omit a powerful force shaping the retention of our past. PMID:24747000

  15. Stochastic amplification and signaling in enzymatic futile cycles through noise-induced bistability with oscillations

    NASA Astrophysics Data System (ADS)

    Samoilov, Michael; Plyasunov, Sergey; Arkin, Adam P.

    2005-02-01

    Stochastic effects in biomolecular systems have now been recognized as a major physiologically and evolutionarily important factor in the development and function of many living organisms. Nevertheless, they are often thought of as providing only moderate refinements to the behaviors otherwise predicted by the classical deterministic system description. In this work we show by using both analytical and numerical investigation that at least in one ubiquitous class of (bio)chemical-reaction mechanisms, enzymatic futile cycles, the external noise may induce a bistable oscillatory (dynamic switching) behavior that is both quantitatively and qualitatively different from what is predicted or possible deterministically. We further demonstrate that the noise required to produce these distinct properties can itself be caused by a set of auxiliary chemical reactions, making it feasible for biological systems of sufficient complexity to generate such behavior internally. This new stochastic dynamics then serves to confer additional functional modalities on the enzymatic futile cycle mechanism that include stochastic amplification and signaling, the characteristics of which could be controlled by both the type and parameters of the driving noise. Hence, such noise-induced phenomena may, among other roles, potentially offer a novel type of control mechanism in pathways that contain these cycles and the like units. In particular, observations of endogenous or externally driven noise-induced dynamics in regulatory networks may thus provide additional insight into their topology, structure, and kinetics. network motif | signal transduction | chemical reaction | synthetic biology | systems biology

  16. Access Protocol For An Industrial Optical Fibre LAN

    NASA Astrophysics Data System (ADS)

    Senior, John M.; Walker, William M.; Ryley, Alan

    1987-09-01

    A structure for OSI levels 1 and 2 of a local area network suitable for use in a variety of industrial environments is reported. It is intended that the LAN will utilise optical fibre technology at the physical level and a hybrid of dynamically optimisable token passing and CSMA/CD techniques at the data link (IEEE 802 medium access control - logical link control) level. An intelligent token passing algorithm is employed which dynamically allocates tokens according to the known upper limits on the requirements of each device. In addition a system of stochastic tokens is used to increase efficiency when the stochastic traffic is significant. The protocol also allows user-defined priority systems to be employed and is suitable for distributed or centralised implementation. The results of computer simulated performance characteristics for the protocol using a star-ring topology are reported which demonstrate its ability to perform efficiently with the device and traffic loads anticipated within an industrial environment.

  17. Optimal SSN Tasking to Enhance Real-time Space Situational Awareness

    NASA Astrophysics Data System (ADS)

    Ferreira, J., III; Hussein, I.; Gerber, J.; Sivilli, R.

    2016-09-01

    Space Situational Awareness (SSA) is currently constrained by an overwhelming number of resident space objects (RSOs) that need to be tracked and the amount of data these observations produce. The Joint Centralized Autonomous Tasking System (JCATS) is an autonomous, net-centric tool that approaches these SSA concerns from an agile, information-based stance. Finite set statistics and stochastic optimization are used to maintain an RSO catalog and develop sensor tasking schedules based on operator configured, state information-gain metrics to determine observation priorities. This improves the efficiency of sensors to target objects as awareness changes and new information is needed, not at predefined frequencies solely. A net-centric, service-oriented architecture (SOA) allows for JCATS integration into existing SSA systems. Testing has shown operationally-relevant performance improvements and scalability across multiple types of scenarios and against current sensor tasking tools.

  18. Estimating the effects of 17α-ethinylestradiol on stochastic population growth rate of fathead minnows: a population synthesis of empirically derived vital rates.

    PubMed

    Schwindt, Adam R; Winkelman, Dana L

    2016-09-01

    Urban freshwater streams in arid climates are wastewater effluent dominated ecosystems particularly impacted by bioactive chemicals including steroid estrogens that disrupt vertebrate reproduction. However, more understanding of the population and ecological consequences of exposure to wastewater effluent is needed. We used empirically derived vital rate estimates from a mesocosm study to develop a stochastic stage-structured population model and evaluated the effect of 17α-ethinylestradiol (EE2), the estrogen in human contraceptive pills, on fathead minnow Pimephales promelas stochastic population growth rate. Tested EE2 concentrations ranged from 3.2 to 10.9 ng L(-1) and produced stochastic population growth rates (λ S ) below 1 at the lowest concentration, indicating potential for population decline. Declines in λ S compared to controls were evident in treatments that were lethal to adult males despite statistically insignificant effects on egg production and juvenile recruitment. In fact, results indicated that λ S was most sensitive to the survival of juveniles and female egg production. More broadly, our results document that population model results may differ even when empirically derived estimates of vital rates are similar among experimental treatments, and demonstrate how population models integrate and project the effects of stressors throughout the life cycle. Thus, stochastic population models can more effectively evaluate the ecological consequences of experimentally derived vital rates.

  19. The Sharma-Parthasarathy stochastic two-body problem

    NASA Astrophysics Data System (ADS)

    Cresson, J.; Pierret, F.; Puig, B.

    2015-03-01

    We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.

  20. Distributed Consensus of Stochastic Delayed Multi-agent Systems Under Asynchronous Switching.

    PubMed

    Wu, Xiaotai; Tang, Yang; Cao, Jinde; Zhang, Wenbing

    2016-08-01

    In this paper, the distributed exponential consensus of stochastic delayed multi-agent systems with nonlinear dynamics is investigated under asynchronous switching. The asynchronous switching considered here is to account for the time of identifying the active modes of multi-agent systems. After receipt of confirmation of mode's switching, the matched controller can be applied, which means that the switching time of the matched controller in each node usually lags behind that of system switching. In order to handle the coexistence of switched signals and stochastic disturbances, a comparison principle of stochastic switched delayed systems is first proved. By means of this extended comparison principle, several easy to verified conditions for the existence of an asynchronously switched distributed controller are derived such that stochastic delayed multi-agent systems with asynchronous switching and nonlinear dynamics can achieve global exponential consensus. Two examples are given to illustrate the effectiveness of the proposed method.

  1. Stochastic Feedforward Control Technique

    NASA Technical Reports Server (NTRS)

    Halyo, Nesim

    1990-01-01

    Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

  2. Control of Vibratory Energy Harvesters in the Presence of Nonlinearities and Power-Flow Constraints

    NASA Astrophysics Data System (ADS)

    Cassidy, Ian L.

    Over the past decade, a significant amount of research activity has been devoted to developing electromechanical systems that can convert ambient mechanical vibrations into usable electric power. Such systems, referred to as vibratory energy harvesters, have a number of useful of applications, ranging in scale from self-powered wireless sensors for structural health monitoring in bridges and buildings to energy harvesting from ocean waves. One of the most challenging aspects of this technology concerns the efficient extraction and transmission of power from transducer to storage. Maximizing the rate of power extraction from vibratory energy harvesters is further complicated by the stochastic nature of the disturbance. The primary purpose of this dissertation is to develop feedback control algorithms which optimize the average power generated from stochastically-excited vibratory energy harvesters. This dissertation will illustrate the performance of various controllers using two vibratory energy harvesting systems: an electromagnetic transducer embedded within a flexible structure, and a piezoelectric bimorph cantilever beam. Compared with piezoelectric systems, large-scale electromagnetic systems have received much less attention in the literature despite their ability to generate power at the watt--kilowatt scale. Motivated by this observation, the first part of this dissertation focuses on developing an experimentally validated predictive model of an actively controlled electromagnetic transducer. Following this experimental analysis, linear-quadratic-Gaussian control theory is used to compute unconstrained state feedback controllers for two ideal vibratory energy harvesting systems. This theory is then augmented to account for competing objectives, nonlinearities in the harvester dynamics, and non-quadratic transmission loss models in the electronics. In many vibratory energy harvesting applications, employing a bi-directional power electronic drive to actively control the harvester is infeasible due to the high levels of parasitic power required to operate the drive. For the case where a single-directional drive is used, a constraint on the directionality of power-flow is imposed on the system, which necessitates the use of nonlinear feedback. As such, a sub-optimal controller for power-flow-constrained vibratory energy harvesters is presented, which is analytically guaranteed to outperform the optimal static admittance controller. Finally, the last section of this dissertation explores a numerical approach to compute optimal discretized control manifolds for systems with power-flow constraints. Unlike the sub-optimal nonlinear controller, the numerical controller satisfies the necessary conditions for optimality by solving the stochastic Hamilton-Jacobi equation.

  3. Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

    2013-04-15

    We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need tomore » develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.« less

  4. Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

    PubMed

    Herzallah, Randa

    2013-06-01

    Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

  5. IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

    PubMed

    Bayard, David S; Schumitzky, Alan

    2010-03-01

    This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

  6. Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

    NASA Astrophysics Data System (ADS)

    Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

    2018-01-01

    In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

  7. Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

    NASA Astrophysics Data System (ADS)

    Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

    2018-06-01

    In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

  8. Stochastic Processes in Physics: Deterministic Origins and Control

    NASA Astrophysics Data System (ADS)

    Demers, Jeffery

    Stochastic processes are ubiquitous in the physical sciences and engineering. While often used to model imperfections and experimental uncertainties in the macroscopic world, stochastic processes can attain deeper physical significance when used to model the seemingly random and chaotic nature of the underlying microscopic world. Nowhere more prevalent is this notion than in the field of stochastic thermodynamics - a modern systematic framework used describe mesoscale systems in strongly fluctuating thermal environments which has revolutionized our understanding of, for example, molecular motors, DNA replication, far-from equilibrium systems, and the laws of macroscopic thermodynamics as they apply to the mesoscopic world. With progress, however, come further challenges and deeper questions, most notably in the thermodynamics of information processing and feedback control. Here it is becoming increasingly apparent that, due to divergences and subtleties of interpretation, the deterministic foundations of the stochastic processes themselves must be explored and understood. This thesis presents a survey of stochastic processes in physical systems, the deterministic origins of their emergence, and the subtleties associated with controlling them. First, we study time-dependent billiards in the quivering limit - a limit where a billiard system is indistinguishable from a stochastic system, and where the simplified stochastic system allows us to view issues associated with deterministic time-dependent billiards in a new light and address some long-standing problems. Then, we embark on an exploration of the deterministic microscopic Hamiltonian foundations of non-equilibrium thermodynamics, and we find that important results from mesoscopic stochastic thermodynamics have simple microscopic origins which would not be apparent without the benefit of both the micro and meso perspectives. Finally, we study the problem of stabilizing a stochastic Brownian particle with feedback control, and we find that in order to avoid paradoxes involving the first law of thermodynamics, we need a model for the fine details of the thermal driving noise. The underlying theme of this thesis is the argument that the deterministic microscopic perspective and stochastic mesoscopic perspective are both important and useful, and when used together, we can more deeply and satisfyingly understand the physics occurring over either scale.

  9. A stochastic maximum principle for backward control systems with random default time

    NASA Astrophysics Data System (ADS)

    Shen, Yang; Kuen Siu, Tak

    2013-05-01

    This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations with random default time. An application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed.

  10. Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks.

    PubMed

    Li, Chunguang; Chen, Luonan; Aihara, Kazuyuki

    2008-06-01

    Real systems are often subject to both noise perturbations and impulsive effects. In this paper, we study the stability and stabilization of systems with both noise perturbations and impulsive effects. In other words, we generalize the impulsive control theory from the deterministic case to the stochastic case. The method is based on extending the comparison method to the stochastic case. The method presented in this paper is general and easy to apply. Theoretical results on both stability in the pth mean and stability with disturbance attenuation are derived. To show the effectiveness of the basic theory, we apply it to the impulsive control and synchronization of chaotic systems with noise perturbations, and to the stability of impulsive stochastic neural networks. Several numerical examples are also presented to verify the theoretical results.

  11. Optimal Control Inventory Stochastic With Production Deteriorating

    NASA Astrophysics Data System (ADS)

    Affandi, Pardi

    2018-01-01

    In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.

  12. Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

    NASA Astrophysics Data System (ADS)

    Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

    2017-12-01

    Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

  13. Neurocomputing

    NASA Technical Reports Server (NTRS)

    Hecht-Nielsen, Robert

    1990-01-01

    The present work is intended to give technologists, research scientists, and mathematicians a graduate-level overview of the field of neurocomputing. After exploring the relationship of this field to general neuroscience, attention is given to neural network building blocks, the self-adaptation equations of learning laws, the data-transformation structures of associative networks, and the multilayer data-transformation structures of mapping networks. Also treated are the neurocomputing frontiers of spatiotemporal, stochastic, and hierarchical networks, 'neurosoftware', the creation of neural network-based computers, and neurocomputing applications in sensor processing, control, and data analysis.

  14. The Role of Morphological and Phonological Awareness in the Early Development of Word Spelling and Reading in Typically Developing and Disabled Arabic Readers.

    PubMed

    Saiegh-Haddad, Elinor; Taha, Haitham

    2017-11-01

    The study is a cross-sectional developmental investigation of morphological and phonological awareness in word spelling and reading in Arabic in reading-accuracy disabled (RD) children and in age-matched typically developing (TR) controls in grades 1-4 (N = 160). Morphological awareness tasks targeted the root and word pattern derivational system of Arabic, in both the oral and the written modalities. Phonological awareness employed a variety of orally administered segmentation and deletion tasks. The results demonstrated early deficits in morphological awareness, besides deficits in phonological awareness, in RD children as compared with typically developing controls, as well as in word and pseudoword spelling and reading (voweled and unvoweled). While phonological awareness emerged as the strongest predictor of reading, morphological awareness was also found to predict unique variance in reading, and even more so in spelling, beyond phonological awareness and cognitive skills. The results demonstrate the early emergence of morphological awareness deficits, alongside phonological deficits in Arabic RD, as well as the role of morphological processing in early reading and spelling. These findings reflect the centrality of derivational morphology in the structure of the spoken and the written Arabic word. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  15. Uncertainty quantification in operational modal analysis with stochastic subspace identification: Validation and applications

    NASA Astrophysics Data System (ADS)

    Reynders, Edwin; Maes, Kristof; Lombaert, Geert; De Roeck, Guido

    2016-01-01

    Identified modal characteristics are often used as a basis for the calibration and validation of dynamic structural models, for structural control, for structural health monitoring, etc. It is therefore important to know their accuracy. In this article, a method for estimating the (co)variance of modal characteristics that are identified with the stochastic subspace identification method is validated for two civil engineering structures. The first structure is a damaged prestressed concrete bridge for which acceleration and dynamic strain data were measured in 36 different setups. The second structure is a mid-rise building for which acceleration data were measured in 10 different setups. There is a good quantitative agreement between the predicted levels of uncertainty and the observed variability of the eigenfrequencies and damping ratios between the different setups. The method can therefore be used with confidence for quantifying the uncertainty of the identified modal characteristics, also when some or all of them are estimated from a single batch of vibration data. Furthermore, the method is seen to yield valuable insight in the variability of the estimation accuracy from mode to mode and from setup to setup: the more informative a setup is regarding an estimated modal characteristic, the smaller is the estimated variance.

  16. Control of Finite-State, Finite Memory Stochastic Systems

    NASA Technical Reports Server (NTRS)

    Sandell, Nils R.

    1974-01-01

    A generalized problem of stochastic control is discussed in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite state, finite memory (FSFM) stochastic control problem. Optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. A FSFM minimum principle is obtained via the equivalent deterministic problem. The minimum principle suggests the development of a numerical optimization algorithm, the min-H algorithm. The relationship between the sufficiency of the minimum principle and the informational properties of the problem are investigated. A problem of hypothesis testing with 1-bit memory is investigated to illustrate the application of control theoretic techniques to information processing problems.

  17. Chaotic Expansions of Elements of the Universal Enveloping Superalgebra Associated with a Z2-graded Quantum Stochastic Calculus

    NASA Astrophysics Data System (ADS)

    Eyre, T. M. W.

    Given a polynomial function f of classical stochastic integrator processes whose differentials satisfy a closed Ito multiplication table, we can express the stochastic derivative of f as We establish an analogue of this formula in the form of a chaotic decomposition for Z2-graded theories of quantum stochastic calculus based on the natural coalgebra structure of the universal enveloping superalgebra.

  18. Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

    USDA-ARS?s Scientific Manuscript database

    The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

  19. The effect of stochiastic technique on estimates of population viability from transition matrix models

    USGS Publications Warehouse

    Kaye, T.N.; Pyke, David A.

    2003-01-01

    Population viability analysis is an important tool for conservation biologists, and matrix models that incorporate stochasticity are commonly used for this purpose. However, stochastic simulations may require assumptions about the distribution of matrix parameters, and modelers often select a statistical distribution that seems reasonable without sufficient data to test its fit. We used data from long-term (5a??10 year) studies with 27 populations of five perennial plant species to compare seven methods of incorporating environmental stochasticity. We estimated stochastic population growth rate (a measure of viability) using a matrix-selection method, in which whole observed matrices were selected at random at each time step of the model. In addition, we drew matrix elements (transition probabilities) at random using various statistical distributions: beta, truncated-gamma, truncated-normal, triangular, uniform, or discontinuous/observed. Recruitment rates were held constant at their observed mean values. Two methods of constraining stage-specific survival to a??100% were also compared. Different methods of incorporating stochasticity and constraining matrix column sums interacted in their effects and resulted in different estimates of stochastic growth rate (differing by up to 16%). Modelers should be aware that when constraining stage-specific survival to 100%, different methods may introduce different levels of bias in transition element means, and when this happens, different distributions for generating random transition elements may result in different viability estimates. There was no species effect on the results and the growth rates derived from all methods were highly correlated with one another. We conclude that the absolute value of population viability estimates is sensitive to model assumptions, but the relative ranking of populations (and management treatments) is robust. Furthermore, these results are applicable to a range of perennial plants and possibly other life histories.

  20. Unifying dynamical and structural stability of equilibria

    NASA Astrophysics Data System (ADS)

    Arnoldi, Jean-François; Haegeman, Bart

    2016-09-01

    We exhibit a fundamental relationship between measures of dynamical and structural stability of linear dynamical systems-e.g. linearized models in the vicinity of equilibria. We show that dynamical stability, quantified via the response to external perturbations (i.e. perturbation of dynamical variables), coincides with the minimal internal perturbation (i.e. perturbations of interactions between variables) able to render the system unstable. First, by reformulating a result of control theory, we explain that harmonic external perturbations reflect the spectral sensitivity of the Jacobian matrix at the equilibrium, with respect to constant changes of its coefficients. However, for this equivalence to hold, imaginary changes of the Jacobian's coefficients have to be allowed. The connection with dynamical stability is thus lost for real dynamical systems. We show that this issue can be avoided, thus recovering the fundamental link between dynamical and structural stability, by considering stochastic noise as external and internal perturbations. More precisely, we demonstrate that a linear system's response to white-noise perturbations directly reflects the intensity of internal white-noise disturbance that it can accommodate before becoming stochastically unstable.

  1. Unifying dynamical and structural stability of equilibria.

    PubMed

    Arnoldi, Jean-François; Haegeman, Bart

    2016-09-01

    We exhibit a fundamental relationship between measures of dynamical and structural stability of linear dynamical systems-e.g. linearized models in the vicinity of equilibria. We show that dynamical stability, quantified via the response to external perturbations (i.e. perturbation of dynamical variables), coincides with the minimal internal perturbation (i.e. perturbations of interactions between variables) able to render the system unstable. First, by reformulating a result of control theory, we explain that harmonic external perturbations reflect the spectral sensitivity of the Jacobian matrix at the equilibrium, with respect to constant changes of its coefficients. However, for this equivalence to hold, imaginary changes of the Jacobian's coefficients have to be allowed. The connection with dynamical stability is thus lost for real dynamical systems. We show that this issue can be avoided, thus recovering the fundamental link between dynamical and structural stability, by considering stochastic noise as external and internal perturbations. More precisely, we demonstrate that a linear system's response to white-noise perturbations directly reflects the intensity of internal white-noise disturbance that it can accommodate before becoming stochastically unstable.

  2. The Sharma-Parthasarathy stochastic two-body problem

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Cresson, J.; SYRTE/Observatoire de Paris, 75014 Paris; Pierret, F.

    2015-03-15

    We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in [“Dynamics of a stochastically perturbed two-body problem,” Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss’s equations in the planar case.

  3. Momentum Maps and Stochastic Clebsch Action Principles

    NASA Astrophysics Data System (ADS)

    Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

    2018-01-01

    We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

  4. Structure, Intent and Conformance Monitoring in ATC

    NASA Technical Reports Server (NTRS)

    Reynolds, Tom G.; Histon, Jonathan M.; Davison, Hayley J.; Hansman, R. John

    2004-01-01

    Infield studies of current Air Traffic Control operations it is found that controllers rely on underlying airspace structure to reduce the complexity of the planning and conformance monitoring tasks. The structure appears to influence the controller's working mental model through abstractions that reduce the apparent cognitive complexity. These structure-based abstractions are useful for the controller's key tasks of planning, implementing, monitoring, and evaluating tactical situations. In addition, the structure-based abstractions appear to be important in the maintenance of Situation Awareness. The process of conformance monitoring is analyzed in more detail and an approach to conformance monitoring which utilizes both the structure-based abstractions and intent is presented.

  5. Development of Phonological Awareness in down Syndrome: A Meta-Analysis and Empirical Study

    ERIC Educational Resources Information Center

    Naess, Kari-Anne B.

    2016-01-01

    Phonological awareness (PA) is the knowledge and understanding of the sound structure of language and is believed to be an important skill for the development of reading. This study explored PA skills in children with Down syndrome and matched typically developing (TD) controls using a dual approach: a meta-analysis of the existing international…

  6. Low Frequency Predictive Skill Despite Structural Instability and Model Error

    DTIC Science & Technology

    2014-09-30

    Majda, based on earlier theoretical work. 1. Dynamic Stochastic Superresolution of sparseley observed turbulent systems M. Branicki (Post doc...of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by...resolving subgridscale turbulence through Dynamic Stochastic Superresolution utilizing aliased grids is a potential breakthrough for practical online

  7. Interventions That Restore Awareness of Hypoglycemia in Adults With Type 1 Diabetes: A Systematic Review and Meta-analysis.

    PubMed

    Yeoh, Ester; Choudhary, Pratik; Nwokolo, Munachiso; Ayis, Salma; Amiel, Stephanie A

    2015-08-01

    Impaired awareness of hypoglycemia (IAH) increases the risk of severe hypoglycemia (SH) sixfold and affects 30% of adults with type 1 diabetes (T1D). This systematic review and meta-analysis looks at the educational, technological, and pharmacological interventions aimed at restoring hypoglycemia awareness (HA) in adults with T1D. We searched The Cochrane Library, MEDLINE, Embase, Science Citation Index Expanded, Social Sciences Citation Index, PsycINFO, and CINAHL from inception until 1 October 2014. Included studies described HA status at baseline. Outcome measures were SH rates, change in HA, counterregulatory hormone responses, and glycemic control. Forty-three studies (18 randomized controlled trials, 25 before-and-after studies) met the inclusion criteria, comprising 27 educational, 11 technological, and 5 pharmacological interventions. Educational interventions included structured diabetes education on flexible insulin therapy, including psychotherapeutic and behavioral techniques. These were able to reduce SH and improve glycemic control, with greater benefit from the latter two techniques in improving IAH. Technological interventions (insulin pump therapy, continuous glucose monitoring, and sensor-augmented pump) reduced SH, improved glycemic control, and restored awareness when used in combination with structured education and frequent contact. Pharmacological studies included four insulin studies and one noninsulin study, but with low background SH prevalence rates. This review provides evidence for the effectiveness of a stepped-care approach in the management of patients with IAH, initially with structured diabetes education in flexible insulin therapy, which may incorporate psychotherapeutic and behavioral therapies, progressing to diabetes technology, incorporating sensors and insulin pumps, in those with persisting need. © 2015 by the American Diabetes Association. Readers may use this article as long as the work is properly cited, the use is educational and not for profit, and the work is not altered.

  8. Estimating the effects of 17α-ethinylestradiol on stochastic population growth rate of fathead minnows: a population synthesis of empirically derived vital rates

    USGS Publications Warehouse

    Schwindt, Adam R.; Winkelman, Dana L.

    2016-01-01

    Urban freshwater streams in arid climates are wastewater effluent dominated ecosystems particularly impacted by bioactive chemicals including steroid estrogens that disrupt vertebrate reproduction. However, more understanding of the population and ecological consequences of exposure to wastewater effluent is needed. We used empirically derived vital rate estimates from a mesocosm study to develop a stochastic stage-structured population model and evaluated the effect of 17α-ethinylestradiol (EE2), the estrogen in human contraceptive pills, on fathead minnow Pimephales promelas stochastic population growth rate. Tested EE2 concentrations ranged from 3.2 to 10.9 ng L−1 and produced stochastic population growth rates (λ S ) below 1 at the lowest concentration, indicating potential for population decline. Declines in λ S compared to controls were evident in treatments that were lethal to adult males despite statistically insignificant effects on egg production and juvenile recruitment. In fact, results indicated that λ S was most sensitive to the survival of juveniles and female egg production. More broadly, our results document that population model results may differ even when empirically derived estimates of vital rates are similar among experimental treatments, and demonstrate how population models integrate and project the effects of stressors throughout the life cycle. Thus, stochastic population models can more effectively evaluate the ecological consequences of experimentally derived vital rates.

  9. On the comparison of stochastic model predictive control strategies applied to a hydrogen-based microgrid

    NASA Astrophysics Data System (ADS)

    Velarde, P.; Valverde, L.; Maestre, J. M.; Ocampo-Martinez, C.; Bordons, C.

    2017-03-01

    In this paper, a performance comparison among three well-known stochastic model predictive control approaches, namely, multi-scenario, tree-based, and chance-constrained model predictive control is presented. To this end, three predictive controllers have been designed and implemented in a real renewable-hydrogen-based microgrid. The experimental set-up includes a PEM electrolyzer, lead-acid batteries, and a PEM fuel cell as main equipment. The real experimental results show significant differences from the plant components, mainly in terms of use of energy, for each implemented technique. Effectiveness, performance, advantages, and disadvantages of these techniques are extensively discussed and analyzed to give some valid criteria when selecting an appropriate stochastic predictive controller.

  10. Uncertainty Reduction for Stochastic Processes on Complex Networks

    NASA Astrophysics Data System (ADS)

    Radicchi, Filippo; Castellano, Claudio

    2018-05-01

    Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

  11. ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

    PubMed

    Rackauckas, Christopher; Nie, Qing

    2017-01-01

    Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

  12. ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

    PubMed Central

    Rackauckas, Christopher

    2017-01-01

    Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

  13. Distribution and regulation of stochasticity and plasticity in Saccharomyces cerevisiae

    DOE PAGES

    Dar, R. D.; Karig, D. K.; Cooke, J. F.; ...

    2010-09-01

    Stochasticity is an inherent feature of complex systems with nanoscale structure. In such systems information is represented by small collections of elements (e.g. a few electrons on a quantum dot), and small variations in the populations of these elements may lead to big uncertainties in the information. Unfortunately, little is known about how to work within this inherently noisy environment to design robust functionality into complex nanoscale systems. Here, we look to the biological cell as an intriguing model system where evolution has mediated the trade-offs between fluctuations and function, and in particular we look at the relationships and trade-offsmore » between stochastic and deterministic responses in the gene expression of budding yeast (Saccharomyces cerevisiae). We find gene regulatory arrangements that control the stochastic and deterministic components of expression, and show that genes that have evolved to respond to stimuli (stress) in the most strongly deterministic way exhibit the most noise in the absence of the stimuli. We show that this relationship is consistent with a bursty 2-state model of gene expression, and demonstrate that this regulatory motif generates the most uncertainty in gene expression when there is the greatest uncertainty in the optimal level of gene expression.« less

  14. Stochastic Simulation Tool for Aerospace Structural Analysis

    NASA Technical Reports Server (NTRS)

    Knight, Norman F.; Moore, David F.

    2006-01-01

    Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

  15. Decentralized stochastic control

    NASA Technical Reports Server (NTRS)

    Speyer, J. L.

    1980-01-01

    Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

  16. Variational processes and stochastic versions of mechanics

    NASA Astrophysics Data System (ADS)

    Zambrini, J. C.

    1986-09-01

    The dynamical structure of any reasonable stochastic version of classical mechanics is investigated, including the version created by Nelson [E. Nelson, Quantum Fluctuations (Princeton U.P., Princeton, NJ, 1985); Phys. Rev. 150, 1079 (1966)] for the description of quantum phenomena. Two different theories result from this common structure. One of them is the imaginary time version of Nelson's theory, whose existence was unknown, and yields a radically new probabilistic interpretation of the heat equation. The existence and uniqueness of all the involved stochastic processes is shown under conditions suggested by the variational approach of Yasue [K. Yasue, J. Math. Phys. 22, 1010 (1981)].

  17. Is Racial Attitude Change a Function of Locus of Control?

    ERIC Educational Resources Information Center

    Sharma, Vijay

    1977-01-01

    This study explores the relationship between counselors' locus of control and the degree of change on racial attitudes followed by a structured awareness program and counseling experience on racial and multi-ethnic cultures. (Author)

  18. Air traffic control specialist decision making and strategic planning : a field survey

    DOT National Transportation Integrated Search

    2001-03-01

    This study investigated Air Traffic Control Specialists' perspective regarding decision making and planning and related cognitive processes such as learning, memory, and situation awareness. The results of 100 semi-structured interviews indicated tha...

  19. Idempotent Methods for Continuous Time Nonlinear Stochastic Control

    DTIC Science & Technology

    2012-09-13

    AND ADDRESS(ES) dba AND ADDRESS(ES) 8. PERFORMING ORGANIZATION REPORT NUMBER Stochastech Corporation dba Tempest Technologies 8939 S...Stochastic Control Problems Ben G. Fitzpatrick Tempest Technologies 8939 S. Sepulveda Boulevard, Suite 506 Los Angeles, CA 90045 Sponsored by

  20. Structured population dynamics: continuous size and discontinuous stage structures.

    PubMed

    Buffoni, Giuseppe; Pasquali, Sara

    2007-04-01

    A nonlinear stochastic model for the dynamics of a population with either a continuous size structure or a discontinuous stage structure is formulated in the Eulerian formalism. It takes into account dispersion effects due to stochastic variability of the development process of the individuals. The discrete equations of the numerical approximation are derived, and an analysis of the existence and stability of the equilibrium states is performed. An application to a copepod population is illustrated; numerical results of Eulerian and Lagrangian models are compared.

  1. The importance of environmental variability and management control error to optimal harvest policies

    USGS Publications Warehouse

    Hunter, C.M.; Runge, M.C.

    2004-01-01

    State-dependent strategies (SDSs) are the most general form of harvest policy because they allow the harvest rate to depend, without constraint, on the state of the system. State-dependent strategies that provide an optimal harvest rate for any system state can be calculated, and stochasticity can be appropriately accommodated in this optimization. Stochasticity poses 2 challenges to harvest policies: (1) the population will never be at the equilibrium state; and (2) stochasticity induces uncertainty about future states. We investigated the effects of 2 types of stochasticity, environmental variability and management control error, on SDS harvest policies for a white-tailed deer (Odocoileus virginianus) model, and contrasted these with a harvest policy based on maximum sustainable yield (MSY). Increasing stochasticity resulted in more conservative SDSs; that is, higher population densities were required to support the same harvest rate, but these effects were generally small. As stochastic effects increased, SDSs performed much better than MSY. Both deterministic and stochastic SDSs maintained maximum mean annual harvest yield (AHY) and optimal equilibrium population size (Neq) in a stochastic environment, whereas an MSY policy could not. We suggest 3 rules of thumb for harvest management of long-lived vertebrates in stochastic systems: (1) an SDS is advantageous over an MSY policy, (2) using an SDS rather than an MSY is more important than whether a deterministic or stochastic SDS is used, and (3) for SDSs, rankings of the variability in management outcomes (e.g., harvest yield) resulting from parameter stochasticity can be predicted by rankings of the deterministic elasticities.

  2. A New Stochastic Equivalent Linearization Implementation for Prediction of Geometrically Nonlinear Vibrations

    NASA Technical Reports Server (NTRS)

    Muravyov, Alexander A.; Turner, Travis L.; Robinson, Jay H.; Rizzi, Stephen A.

    1999-01-01

    In this paper, the problem of random vibration of geometrically nonlinear MDOF structures is considered. The solutions obtained by application of two different versions of a stochastic linearization method are compared with exact (F-P-K) solutions. The formulation of a relatively new version of the stochastic linearization method (energy-based version) is generalized to the MDOF system case. Also, a new method for determination of nonlinear sti ness coefficients for MDOF structures is demonstrated. This method in combination with the equivalent linearization technique is implemented in a new computer program. Results in terms of root-mean-square (RMS) displacements obtained by using the new program and an existing in-house code are compared for two examples of beam-like structures.

  3. The relationship between strategic control and conscious structural knowledge in artificial grammar learning.

    PubMed

    Norman, Elisabeth; Scott, Ryan B; Price, Mark C; Dienes, Zoltan

    2016-05-01

    We address Jacoby's (1991) proposal that strategic control over knowledge requires conscious awareness of that knowledge. In a two-grammar artificial grammar learning experiment all participants were trained on two grammars, consisting of a regularity in letter sequences, while two other dimensions (colours and fonts) varied randomly. Strategic control was measured as the ability to selectively apply the grammars during classification. For each classification, participants also made a combined judgement of (a) decision strategy and (b) relevant stimulus dimension. Strategic control was found for all types of decision strategy, including trials where participants claimed to lack conscious structural knowledge. However, strong evidence of strategic control only occurred when participants knew or guessed that the letter dimension was relevant, suggesting that strategic control might be associated with - or even causally requires - global awareness of the nature of the rules even though it does not require detailed knowledge of their content. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

  4. Joint  effects of habitat configuration and temporal stochasticity on population dynamics

    Treesearch

    Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner

    2009-01-01

    Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....

  5. What Shapes the Phylogenetic Structure of Anuran Communities in a Seasonal Environment? The Influence of Determinism at Regional Scale to Stochasticity or Antagonistic Forces at Local Scale

    PubMed Central

    Ferreira, Vanda Lúcia; Strüssmann, Christine; Tomas, Walfrido Moraes

    2015-01-01

    Ecological communities are structured by both deterministic and stochastic processes. We investigated phylogenetic patterns at regional and local scales to understand the influences of seasonal processes in shaping the structure of anuran communities in the southern Pantanal wetland, Brazil. We assessed the phylogenetic structure at different scales, using the Net Relatedness Index (NRI), the Nearest Taxon Index (NTI), and phylobetadiversity indexes, as well as a permutation test, to evaluate the effect of seasonality. The anuran community was represented by a non-random set of species with a high degree of phylogenetic relatedness at the regional scale. However, at the local scale the phylogenetic structure of the community was weakly related with the seasonality of the system, indicating that oriented stochastic processes (e.g. colonization, extinction and ecological drift) and/or antagonist forces drive the structure of such communities in the southern Pantanal. PMID:26102202

  6. What Shapes the Phylogenetic Structure of Anuran Communities in a Seasonal Environment? The Influence of Determinism at Regional Scale to Stochasticity or Antagonistic Forces at Local Scale.

    PubMed

    Martins, Clarissa de Araújo; Roque, Fabio de Oliveira; Santos, Bráulio A; Ferreira, Vanda Lúcia; Strüssmann, Christine; Tomas, Walfrido Moraes

    2015-01-01

    Ecological communities are structured by both deterministic and stochastic processes. We investigated phylogenetic patterns at regional and local scales to understand the influences of seasonal processes in shaping the structure of anuran communities in the southern Pantanal wetland, Brazil. We assessed the phylogenetic structure at different scales, using the Net Relatedness Index (NRI), the Nearest Taxon Index (NTI), and phylobetadiversity indexes, as well as a permutation test, to evaluate the effect of seasonality. The anuran community was represented by a non-random set of species with a high degree of phylogenetic relatedness at the regional scale. However, at the local scale the phylogenetic structure of the community was weakly related with the seasonality of the system, indicating that oriented stochastic processes (e.g. colonization, extinction and ecological drift) and/or antagonist forces drive the structure of such communities in the southern Pantanal.

  7. Study of a Simulation Tool to Determine Achievable Control Dynamics and Control Power Requirements with Perfect Tracking

    NASA Technical Reports Server (NTRS)

    Ostroff, Aaron J.

    1998-01-01

    This paper contains a study of two methods for use in a generic nonlinear simulation tool that could be used to determine achievable control dynamics and control power requirements while performing perfect tracking maneuvers over the entire flight envelope. The two methods are NDI (nonlinear dynamic inversion) and the SOFFT(Stochastic Optimal Feedforward and Feedback Technology) feedforward control structure. Equivalent discrete and continuous SOFFT feedforward controllers have been developed. These equivalent forms clearly show that the closed-loop plant model loop is a plant inversion and is the same as the NDI formulation. The main difference is that the NDI formulation has a closed-loop controller structure whereas SOFFT uses an open-loop command model. Continuous, discrete, and hybrid controller structures have been developed and integrated into the formulation. Linear simulation results show that seven different configurations all give essentially the same response, with the NDI hybrid being slightly different. The SOFFT controller gave better tracking performance compared to the NDI controller when a nonlinear saturation element was added. Future plans include evaluation using a nonlinear simulation.

  8. Seasonal change of topology and resilience of ecological networks in wetlandscapes

    NASA Astrophysics Data System (ADS)

    Bin, Kim; Park, Jeryang

    2017-04-01

    Wetlands distributed in a landscape provide various ecosystem services including habitat for flora and fauna, hydrologic controls, and biogeochemical processes. Hydrologic regime of each wetland at a given landscape varies by hydro-climatic and geological conditions as well as the bathymetry, forming a certain pattern in the wetland area distribution and spatial organization. However, its large-scale pattern also changes over time as this wetland complex is subject to stochastic hydro-climatic forcing in various temporal scales. Consequently, temporal variation in the spatial structure of wetlands inevitably affects the dispersal ability of species depending on those wetlands as habitat. Here, we numerically show (1) the spatiotemporal variation of wetlandscapes by forcing seasonally changing stochastic rainfall and (2) the corresponding ecological networks which either deterministically or stochastically forming the dispersal ranges. We selected four vernal pool regions with distinct climate conditions in California. The results indicate that the spatial structure of wetlands in a landscape by measuring the wetland area frequency distribution changes by seasonal hydro-climatic condition but eventually recovers to the initial state. However, the corresponding ecological networks, which the structure and function change by the change of distances between wetlands, and measured by degree distribution and network efficiency, may not recover to the initial state especially in the regions with high seasonal dryness index. Moreover, we observed that the changes in both the spatial structure of wetlands in a landscape and the corresponding ecological networks exhibit hysteresis over seasons. Our analysis indicates that the hydrologic and ecological resilience of a wetlandcape may be low in a dry region with seasonal hydro-climatic forcing. Implications of these results for modelling ecological networks depending on hydrologic systems especially for conservation purposes are discussed.

  9. Dynamical Epidemic Suppression Using Stochastic Prediction and Control

    DTIC Science & Technology

    2004-10-28

    initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

  10. Community perception regarding rabies prevention and stray dog control in urban slums in India.

    PubMed

    Herbert, Mrudu; Riyaz Basha, S; Thangaraj, Selvi

    2012-12-01

    The lack of community awareness about rabies control is a major issue that thwarts efforts to prevent human deaths caused by rabies. The objectives of this study were (1) to assess community knowledge and attitudes about rabies, rabies prevention and stray dog control in an urban slum community and (2) to determine the factors that influence rabies awareness in urban slums. Using a systematic random sampling strategy, 185 participants were selected from 8 urban slums. The data were collected by direct interview using a pre-tested, structured questionnaire. In the study population, 74.1% of the participants had heard about rabies, and 54.1% knew that rabies is a fatal disease. Only 33.5% of the interviewees felt that people in the community had a role to play in controlling the stray dog population. Gender, age and educational status were significantly associated with rabies awareness. Our study indicates that there are gaps in the knowledge and attitudes of individuals living in urban slums regarding rabies prevention and control. Efforts to promote awareness should be targeted at men, older people and uneducated individuals. Copyright © 2012 King Saud Bin Abdulaziz University for Health Sciences. Published by Elsevier Ltd. All rights reserved.

  11. Geometric structure and information change in phase transitions

    NASA Astrophysics Data System (ADS)

    Kim, Eun-jin; Hollerbach, Rainer

    2017-06-01

    We propose a toy model for a cyclic order-disorder transition and introduce a geometric methodology to understand stochastic processes involved in transitions. Specifically, our model consists of a pair of forward and backward processes (FPs and BPs) for the emergence and disappearance of a structure in a stochastic environment. We calculate time-dependent probability density functions (PDFs) and the information length L , which is the total number of different states that a system undergoes during the transition. Time-dependent PDFs during transient relaxation exhibit strikingly different behavior in FPs and BPs. In particular, FPs driven by instability undergo the broadening of the PDF with a large increase in fluctuations before the transition to the ordered state accompanied by narrowing the PDF width. During this stage, we identify an interesting geodesic solution accompanied by the self-regulation between the growth and nonlinear damping where the time scale τ of information change is constant in time, independent of the strength of the stochastic noise. In comparison, BPs are mainly driven by the macroscopic motion due to the movement of the PDF peak. The total information length L between initial and final states is much larger in BPs than in FPs, increasing linearly with the deviation γ of a control parameter from the critical state in BPs while increasing logarithmically with γ in FPs. L scales as |lnD | and D-1 /2 in FPs and BPs, respectively, where D measures the strength of the stochastic forcing. These differing scalings with γ and D suggest a great utility of L in capturing different underlying processes, specifically, diffusion vs advection in phase transition by geometry. We discuss physical origins of these scalings and comment on implications of our results for bistable systems undergoing repeated order-disorder transitions (e.g., fitness).

  12. Geometric structure and information change in phase transitions.

    PubMed

    Kim, Eun-Jin; Hollerbach, Rainer

    2017-06-01

    We propose a toy model for a cyclic order-disorder transition and introduce a geometric methodology to understand stochastic processes involved in transitions. Specifically, our model consists of a pair of forward and backward processes (FPs and BPs) for the emergence and disappearance of a structure in a stochastic environment. We calculate time-dependent probability density functions (PDFs) and the information length L, which is the total number of different states that a system undergoes during the transition. Time-dependent PDFs during transient relaxation exhibit strikingly different behavior in FPs and BPs. In particular, FPs driven by instability undergo the broadening of the PDF with a large increase in fluctuations before the transition to the ordered state accompanied by narrowing the PDF width. During this stage, we identify an interesting geodesic solution accompanied by the self-regulation between the growth and nonlinear damping where the time scale τ of information change is constant in time, independent of the strength of the stochastic noise. In comparison, BPs are mainly driven by the macroscopic motion due to the movement of the PDF peak. The total information length L between initial and final states is much larger in BPs than in FPs, increasing linearly with the deviation γ of a control parameter from the critical state in BPs while increasing logarithmically with γ in FPs. L scales as |lnD| and D^{-1/2} in FPs and BPs, respectively, where D measures the strength of the stochastic forcing. These differing scalings with γ and D suggest a great utility of L in capturing different underlying processes, specifically, diffusion vs advection in phase transition by geometry. We discuss physical origins of these scalings and comment on implications of our results for bistable systems undergoing repeated order-disorder transitions (e.g., fitness).

  13. Adaptive output-feedback control for switched stochastic uncertain nonlinear systems with time-varying delay.

    PubMed

    Song, Zhibao; Zhai, Junyong

    2018-04-01

    This paper addresses the problem of adaptive output-feedback control for a class of switched stochastic time-delay nonlinear systems with uncertain output function, where both the control coefficients and time-varying delay are unknown. The drift and diffusion terms are subject to unknown homogeneous growth condition. By virtue of adding a power integrator technique, an adaptive output-feedback controller is designed to render that the closed-loop system is bounded in probability, and the state of switched stochastic nonlinear system can be globally regulated to the origin almost surely. A numerical example is provided to demonstrate the validity of the proposed control method. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  14. Phenomenological analysis of medical time series with regular and stochastic components

    NASA Astrophysics Data System (ADS)

    Timashev, Serge F.; Polyakov, Yuriy S.

    2007-06-01

    Flicker-Noise Spectroscopy (FNS), a general approach to the extraction and parameterization of resonant and stochastic components contained in medical time series, is presented. The basic idea of FNS is to treat the correlation links present in sequences of different irregularities, such as spikes, "jumps", and discontinuities in derivatives of different orders, on all levels of the spatiotemporal hierarchy of the system under study as main information carriers. The tools to extract and analyze the information are power spectra and difference moments (structural functions), which complement the information of each other. The structural function stochastic component is formed exclusively by "jumps" of the dynamic variable while the power spectrum stochastic component is formed by both spikes and "jumps" on every level of the hierarchy. The information "passport" characteristics that are determined by fitting the derived expressions to the experimental variations for the stochastic components of power spectra and structural functions are interpreted as the correlation times and parameters that describe the rate of "memory loss" on these correlation time intervals for different irregularities. The number of the extracted parameters is determined by the requirements of the problem under study. Application of this approach to the analysis of tremor velocity signals for a Parkinsonian patient is discussed.

  15. Translation initiation events on structured eukaryotic mRNAs generate gene expression noise

    PubMed Central

    Dacheux, Estelle; Malys, Naglis; Meng, Xiang; Ramachandran, Vinoy; Mendes, Pedro

    2017-01-01

    Abstract Gene expression stochasticity plays a major role in biology, creating non-genetic cellular individuality and influencing multiple processes, including differentiation and stress responses. We have addressed the lack of knowledge about posttranscriptional contributions to noise by determining cell-to-cell variations in the abundance of mRNA and reporter protein in yeast. Two types of structural element, a stem–loop and a poly(G) motif, not only inhibit translation initiation when inserted into an mRNA 5΄ untranslated region, but also generate noise. The noise-enhancing effect of the stem–loop structure also remains operational when combined with an upstream open reading frame. This has broad significance, since these elements are known to modulate the expression of a diversity of eukaryotic genes. Our findings suggest a mechanism for posttranscriptional noise generation that will contribute to understanding of the generally poor correlation between protein-level stochasticity and transcriptional bursting. We propose that posttranscriptional stochasticity can be linked to cycles of folding/unfolding of a stem–loop structure, or to interconversion between higher-order structural conformations of a G-rich motif, and have created a correspondingly configured computational model that generates fits to the experimental data. Stochastic events occurring during the ribosomal scanning process can therefore feature alongside transcriptional bursting as a source of noise. PMID:28521011

  16. Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

    NASA Astrophysics Data System (ADS)

    Sun, Z.; Sen, A. K.; Longman, R. W.

    2006-01-01

    An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

  17. Adaptive Optimal Stochastic State Feedback Control of Resistive Wall Modes in Tokamaks

    NASA Astrophysics Data System (ADS)

    Sun, Z.; Sen, A. K.; Longman, R. W.

    2007-06-01

    An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least square method with exponential forgetting factor and covariance resetting is used to identify the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

  18. Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

    Treesearch

    Patrick C. Tobin; Ottar N. Bjornstad

    2005-01-01

    Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

  19. Application of a hierarchical structure stochastic learning automation

    NASA Technical Reports Server (NTRS)

    Neville, R. G.; Chrystall, M. S.; Mars, P.

    1979-01-01

    A hierarchical structure automaton was developed using a two state stochastic learning automato (SLA) in a time shared model. Application of the hierarchical SLA to systems with multidimensional, multimodal performance criteria is described. Results of experiments performed with the hierarchical SLA using a performance index with a superimposed noise component of ? or - delta distributed uniformly over the surface are discussed.

  20. On the statistical mechanics of the 2D stochastic Euler equation

    NASA Astrophysics Data System (ADS)

    Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

    2011-12-01

    The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

  1. Stochastic control and the second law of thermodynamics

    NASA Technical Reports Server (NTRS)

    Brockett, R. W.; Willems, J. C.

    1979-01-01

    The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.

  2. The development of the deterministic nonlinear PDEs in particle physics to stochastic case

    NASA Astrophysics Data System (ADS)

    Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

    2018-06-01

    In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

  3. Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

    NASA Astrophysics Data System (ADS)

    Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

    2018-03-01

    The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

  4. Type 1 Diabetes and Impaired Awareness of Hypoglycemia Are Associated with Reduced Brain Gray Matter Volumes.

    PubMed

    Bednarik, Petr; Moheet, Amir A; Grohn, Heidi; Kumar, Anjali F; Eberly, Lynn E; Seaquist, Elizabeth R; Mangia, Silvia

    2017-01-01

    In this study, we retrospectively analyzed the anatomical MRI data acquired from 52 subjects with type 1 diabetes (26M/26F, 36 ± 11 years old, A1C = 7.2 ± 0.9%) and 50 age, sex and BMI frequency-matched non-diabetic controls (25M/25F, 36 ± 14 years old). The T1D group was further sub-divided based on whether subjects had normal, impaired, or indeterminate awareness of hypoglycemia ( n = 31, 20, and 1, respectively). Our goals were to test whether the gray matter (GM) volumes of selected brain regions were associated with diabetes status as well as with the status of hypoglycemia awareness. T1D subjects were found to have slightly smaller volume of the whole cortex as compared to controls (-2.7%, p = 0.016), with the most affected brain region being the frontal lobe (-3.6%, p = 0.024). Similar differences of even larger magnitude were observed among the T1D subjects based on their hypoglycemia awareness status. Indeed, compared to the patients with normal awareness of hypoglycemia, patients with impaired awareness had smaller volume of the whole cortex (-7.9%, p = 0.0009), and in particular of the frontal lobe (-9.1%, p = 0.006), parietal lobe (-8.0%, p = 0.015) and temporal lobe (-8.2%, p = 0.009). Such differences were very similar to those observed between patients with impaired awareness and controls (-7.6%, p = 0.0002 in whole cortex, -9.1%, p = 0.0003 in frontal lobe, -7.8%, p = 0.002 in parietal lobe, and -6.4%, p = 0.019 in temporal lobe). On the other hand, patients with normal awareness did not present significant volume differences compared to controls. No group-differences were observed in the occipital lobe or in the anterior cingulate, posterior cingulate, hippocampus, and thalamus. We conclude that diabetes status is associated with a small but statistically significant reduction of the whole cortex volume, mainly in the frontal lobe. The most prominent structural effects occurred in patients with impaired awareness of hypoglycemia (IAH) as compared to those with normal awareness, perhaps due to the long-term exposure to recurrent episodes of hypoglycemia. Future studies aimed at quantifying relationships of structural outcomes with functional outcomes, with cognitive performance, as well as with parameters describing glucose variability and severity of hypoglycemia episodes, will be necessary to further understand the impact of T1D on the brain.

  5. A disturbance based control/structure design algorithm

    NASA Technical Reports Server (NTRS)

    Mclaren, Mark D.; Slater, Gary L.

    1989-01-01

    Some authors take a classical approach to the simultaneous structure/control optimization by attempting to simultaneously minimize the weighted sum of the total mass and a quadratic form, subject to all of the structural and control constraints. Here, the optimization will be based on the dynamic response of a structure to an external unknown stochastic disturbance environment. Such a response to excitation approach is common to both the structural and control design phases, and hence represents a more natural control/structure optimization strategy than relying on artificial and vague control penalties. The design objective is to find the structure and controller of minimum mass such that all the prescribed constraints are satisfied. Two alternative solution algorithms are presented which have been applied to this problem. Each algorithm handles the optimization strategy and the imposition of the nonlinear constraints in a different manner. Two controller methodologies, and their effect on the solution algorithm, will be considered. These are full state feedback and direct output feedback, although the problem formulation is not restricted solely to these forms of controller. In fact, although full state feedback is a popular choice among researchers in this field (for reasons that will become apparent), its practical application is severely limited. The controller/structure interaction is inserted by the imposition of appropriate closed-loop constraints, such as closed-loop output response and control effort constraints. Numerical results will be obtained for a representative flexible structure model to illustrate the effectiveness of the solution algorithms.

  6. Sustainability of transport structures - some aspects of the nonlinear reliability assessment

    NASA Astrophysics Data System (ADS)

    Pukl, Radomír; Sajdlová, Tereza; Strauss, Alfred; Lehký, David; Novák, Drahomír

    2017-09-01

    Efficient techniques for both nonlinear numerical analysis of concrete structures and advanced stochastic simulation methods have been combined in order to offer an advanced tool for assessment of realistic behaviour, failure and safety assessment of transport structures. The utilized approach is based on randomization of the non-linear finite element analysis of the structural models. Degradation aspects such as carbonation of concrete can be accounted in order predict durability of the investigated structure and its sustainability. Results can serve as a rational basis for the performance and sustainability assessment based on advanced nonlinear computer analysis of the structures of transport infrastructure such as bridges or tunnels. In the stochastic simulation the input material parameters obtained from material tests including their randomness and uncertainty are represented as random variables or fields. Appropriate identification of material parameters is crucial for the virtual failure modelling of structures and structural elements. Inverse analysis using artificial neural networks and virtual stochastic simulations approach is applied to determine the fracture mechanical parameters of the structural material and its numerical model. Structural response, reliability and sustainability have been investigated on different types of transport structures made from various materials using the above mentioned methodology and tools.

  7. Awareness of BIM adoption in Brunei

    NASA Astrophysics Data System (ADS)

    Rahman, Md Motiar

    2017-09-01

    Building Information Modelling (BIM) is getting increased attention day-by-day due to its many benefits, including clash detection, collaboration between contract parties, visualization future structure, optimized schedule and project control, waste control, design documentation, and harmonized facilities management. As such, many countries have already adopted BIM, and many other countries are exploring the potential of adopting it. However, it is still relatively new and unknown to some other countries like Brunei. This study was therefore undertaken to generate and/or gauge the awareness of Brunei construction industry participants, targeting adoption of BIM, through a structured questionnaire survey. Responses from 90 industry participants reveal that Brunei Construction industry is not well aware of BIM, lack the required technical knowledge and application in construction, and cost involvement. They are unsure about the potential benefits and barriers to implementing BIM. However, respondents are hopeful that BIM can bring the required changes in construction, willing to adopt BIM, expects cliental support with initial investment for its adoption, and believe that BIM is the future of construction project information management. On the whole, private sector was seen to be more aware on BIM than public sector. The study outcomes are expected to provide the policy makers a first-hand information on the industry awareness on BIM, which in turn help them for further exploration / examination and to design any action plan and guidelines for BIM adoption.

  8. Genetic Variation in the Nuclear and Organellar Genomes Modulates Stochastic Variation in the Metabolome, Growth, and Defense

    PubMed Central

    Joseph, Bindu; Corwin, Jason A.; Kliebenstein, Daniel J.

    2015-01-01

    Recent studies are starting to show that genetic control over stochastic variation is a key evolutionary solution of single celled organisms in the face of unpredictable environments. This has been expanded to show that genetic variation can alter stochastic variation in transcriptional processes within multi-cellular eukaryotes. However, little is known about how genetic diversity can control stochastic variation within more non-cell autonomous phenotypes. Using an Arabidopsis reciprocal RIL population, we showed that there is significant genetic diversity influencing stochastic variation in the plant metabolome, defense chemistry, and growth. This genetic diversity included loci specific for the stochastic variation of each phenotypic class that did not affect the other phenotypic classes or the average phenotype. This suggests that the organism's networks are established so that noise can exist in one phenotypic level like metabolism and not permeate up or down to different phenotypic levels. Further, the genomic variation within the plastid and mitochondria also had significant effects on the stochastic variation of all phenotypic classes. The genetic influence over stochastic variation within the metabolome was highly metabolite specific, with neighboring metabolites in the same metabolic pathway frequently showing different levels of noise. As expected from bet-hedging theory, there was more genetic diversity and a wider range of stochastic variation for defense chemistry than found for primary metabolism. Thus, it is possible to begin dissecting the stochastic variation of whole organismal phenotypes in multi-cellular organisms. Further, there are loci that modulate stochastic variation at different phenotypic levels. Finding the identity of these genes will be key to developing complete models linking genotype to phenotype. PMID:25569687

  9. Genetic variation in the nuclear and organellar genomes modulates stochastic variation in the metabolome, growth, and defense.

    PubMed

    Joseph, Bindu; Corwin, Jason A; Kliebenstein, Daniel J

    2015-01-01

    Recent studies are starting to show that genetic control over stochastic variation is a key evolutionary solution of single celled organisms in the face of unpredictable environments. This has been expanded to show that genetic variation can alter stochastic variation in transcriptional processes within multi-cellular eukaryotes. However, little is known about how genetic diversity can control stochastic variation within more non-cell autonomous phenotypes. Using an Arabidopsis reciprocal RIL population, we showed that there is significant genetic diversity influencing stochastic variation in the plant metabolome, defense chemistry, and growth. This genetic diversity included loci specific for the stochastic variation of each phenotypic class that did not affect the other phenotypic classes or the average phenotype. This suggests that the organism's networks are established so that noise can exist in one phenotypic level like metabolism and not permeate up or down to different phenotypic levels. Further, the genomic variation within the plastid and mitochondria also had significant effects on the stochastic variation of all phenotypic classes. The genetic influence over stochastic variation within the metabolome was highly metabolite specific, with neighboring metabolites in the same metabolic pathway frequently showing different levels of noise. As expected from bet-hedging theory, there was more genetic diversity and a wider range of stochastic variation for defense chemistry than found for primary metabolism. Thus, it is possible to begin dissecting the stochastic variation of whole organismal phenotypes in multi-cellular organisms. Further, there are loci that modulate stochastic variation at different phenotypic levels. Finding the identity of these genes will be key to developing complete models linking genotype to phenotype.

  10. Uncertainty quantification and validation of 3D lattice scaffolds for computer-aided biomedical applications.

    PubMed

    Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J

    2017-07-01

    A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.

  11. Stochastic Adaptive Particle Beam Tracker Using Meer Filter Feedback.

    DTIC Science & Technology

    1986-12-01

    breakthrough required in controlling the beam location. In 1983, Zicker (27] conducted a feasibility study of a simple proportional gain controller... Zicker synthesized his stochastic controller designs from a deterministic optimal LQ controller assuming full state feedback. An LQ controller is a...34Merge" Method 2.5 Simlifying the eer Filter a Zicker ran a performance analysis on the Meer filter and found the Meer filter virtually insensitive to

  12. An improved stochastic fractal search algorithm for 3D protein structure prediction.

    PubMed

    Zhou, Changjun; Sun, Chuan; Wang, Bin; Wang, Xiaojun

    2018-05-03

    Protein structure prediction (PSP) is a significant area for biological information research, disease treatment, and drug development and so on. In this paper, three-dimensional structures of proteins are predicted based on the known amino acid sequences, and the structure prediction problem is transformed into a typical NP problem by an AB off-lattice model. This work applies a novel improved Stochastic Fractal Search algorithm (ISFS) to solve the problem. The Stochastic Fractal Search algorithm (SFS) is an effective evolutionary algorithm that performs well in exploring the search space but falls into local minimums sometimes. In order to avoid the weakness, Lvy flight and internal feedback information are introduced in ISFS. In the experimental process, simulations are conducted by ISFS algorithm on Fibonacci sequences and real peptide sequences. Experimental results prove that the ISFS performs more efficiently and robust in terms of finding the global minimum and avoiding getting stuck in local minimums.

  13. Optimal regulation in systems with stochastic time sampling

    NASA Technical Reports Server (NTRS)

    Montgomery, R. C.; Lee, P. S.

    1980-01-01

    An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

  14. Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

    PubMed

    Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

    2018-06-01

    Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

  15. H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

    PubMed

    Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

    2018-03-01

    This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

  16. Optimization Testbed Cometboards Extended into Stochastic Domain

    NASA Technical Reports Server (NTRS)

    Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.; Patnaik, Surya N.

    2010-01-01

    COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life airframe component made of metallic and composite materials.

  17. Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller

    NASA Technical Reports Server (NTRS)

    Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

    2004-01-01

    This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.

  18. Stochastic output error vibration-based damage detection and assessment in structures under earthquake excitation

    NASA Astrophysics Data System (ADS)

    Sakellariou, J. S.; Fassois, S. D.

    2006-11-01

    A stochastic output error (OE) vibration-based methodology for damage detection and assessment (localization and quantification) in structures under earthquake excitation is introduced. The methodology is intended for assessing the state of a structure following potential damage occurrence by exploiting vibration signal measurements produced by low-level earthquake excitations. It is based upon (a) stochastic OE model identification, (b) statistical hypothesis testing procedures for damage detection, and (c) a geometric method (GM) for damage assessment. The methodology's advantages include the effective use of the non-stationary and limited duration earthquake excitation, the handling of stochastic uncertainties, the tackling of the damage localization and quantification subproblems, the use of "small" size, simple and partial (in both the spatial and frequency bandwidth senses) identified OE-type models, and the use of a minimal number of measured vibration signals. Its feasibility and effectiveness are assessed via Monte Carlo experiments employing a simple simulation model of a 6 storey building. It is demonstrated that damage levels of 5% and 20% reduction in a storey's stiffness characteristics may be properly detected and assessed using noise-corrupted vibration signals.

  19. A diffusion-based approach to stochastic individual growth and energy budget, with consequences to life-history optimization and population dynamics.

    PubMed

    Filin, I

    2009-06-01

    Using diffusion processes, I model stochastic individual growth, given exogenous hazards and starvation risk. By maximizing survival to final size, optimal life histories (e.g. switching size for habitat/dietary shift) are determined by two ratios: mean growth rate over growth variance (diffusion coefficient) and mortality rate over mean growth rate; all are size dependent. For example, switching size decreases with either ratio, if both are positive. I provide examples and compare with previous work on risk-sensitive foraging and the energy-predation trade-off. I then decompose individual size into reversibly and irreversibly growing components, e.g. reserves and structure. I provide a general expression for optimal structural growth, when reserves grow stochastically. I conclude that increased growth variance of reserves delays structural growth (raises threshold size for its commencement) but may eventually lead to larger structures. The effect depends on whether the structural trait is related to foraging or defence. Implications for population dynamics are discussed.

  20. Reconstructing the regulatory network controlling commitment and sporulation in Physarum polycephalum based on hierarchical Petri Net modelling and simulation.

    PubMed

    Marwan, Wolfgang; Sujatha, Arumugam; Starostzik, Christine

    2005-10-21

    We reconstruct the regulatory network controlling commitment and sporulation of Physarum polycephalum from experimental results using a hierarchical Petri Net-based modelling and simulation framework. The stochastic Petri Net consistently describes the structure and simulates the dynamics of the molecular network as analysed by genetic, biochemical and physiological experiments within a single coherent model. The Petri Net then is extended to simulate time-resolved somatic complementation experiments performed by mixing the cytoplasms of mutants altered in the sporulation response, to systematically explore the network structure and to probe its dynamics. This reverse engineering approach presumably can be employed to explore other molecular or genetic signalling systems where the activity of genes or their products can be experimentally controlled in a time-resolved manner.

  1. Coherent signal amplification in bistable nanomechanical oscillators by stochastic resonance

    NASA Astrophysics Data System (ADS)

    Badzey, Robert L.; Mohanty, Pritiraj

    2005-10-01

    Stochastic resonance is a counterintuitive concept: the addition of noise to a noisy system induces coherent amplification of its response. First suggested as a mechanism for the cyclic recurrence of ice ages, stochastic resonance has been seen in a wide variety of macroscopic physical systems: bistable ring lasers, superconducting quantum interference devices (SQUIDs), magnetoelastic ribbons and neurophysiological systems such as the receptors in crickets and crayfish. Although fundamentally important as a mechanism of coherent signal amplification, stochastic resonance has yet to be observed in nanoscale systems. Here we report the observation of stochastic resonance in bistable nanomechanical silicon oscillators. Our nanomechanical systems consist of beams that are clamped at each end and driven into transverse oscillation with the use of a radiofrequency source. Modulation of the source induces controllable switching of the beams between two stable, distinct states. We observe that the addition of white noise causes a marked amplification of the signal strength. Stochastic resonance in nanomechanical systems could have a function in the realization of controllable high-speed nanomechanical memory cells, and paves the way for exploring macroscopic quantum coherence and tunnelling.

  2. Uncertainty, learning, and the optimal management of wildlife

    USGS Publications Warehouse

    Williams, B.K.

    2001-01-01

    Wildlife management is limited by uncontrolled and often unrecognized environmental variation, by limited capabilities to observe and control animal populations, and by a lack of understanding about the biological processes driving population dynamics. In this paper I describe a comprehensive framework for management that includes multiple models and likelihood values to account for structural uncertainty, along with stochastic factors to account for environmental variation, random sampling, and partial controllability. Adaptive optimization is developed in terms of the optimal control of incompletely understood populations, with the expected value of perfect information measuring the potential for improving control through learning. The framework for optimal adaptive control is generalized by including partial observability and non-adaptive, sample-based updating of model likelihoods. Passive adaptive management is derived as a special case of constrained adaptive optimization, representing a potentially efficient suboptimal alternative that nonetheless accounts for structural uncertainty.

  3. Adaptive Fuzzy Control Design for Stochastic Nonlinear Switched Systems With Arbitrary Switchings and Unmodeled Dynamics.

    PubMed

    Li, Yongming; Sui, Shuai; Tong, Shaocheng

    2017-02-01

    This paper deals with the problem of adaptive fuzzy output feedback control for a class of stochastic nonlinear switched systems. The controlled system in this paper possesses unmeasured states, completely unknown nonlinear system functions, unmodeled dynamics, and arbitrary switchings. A state observer which does not depend on the switching signal is constructed to tackle the unmeasured states. Fuzzy logic systems are employed to identify the completely unknown nonlinear system functions. Based on the common Lyapunov stability theory and stochastic small-gain theorem, a new robust adaptive fuzzy backstepping stabilization control strategy is developed. The stability of the closed-loop system on input-state-practically stable in probability is proved. The simulation results are given to verify the efficiency of the proposed fuzzy adaptive control scheme.

  4. Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

    NASA Astrophysics Data System (ADS)

    Wei, Xinjiang; Sun, Shixiang

    2018-03-01

    An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

  5. Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Ma, Xiao; Dong, Jin; Djouadi, Seddik M

    2015-01-01

    The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

  6. Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

    NASA Technical Reports Server (NTRS)

    Ku, R. T.

    1972-01-01

    The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

  7. Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure Induced by HZE Particles

    NASA Technical Reports Server (NTRS)

    Ponomarev, Artem; Plante, Ianik; George, Kerry; Wu, Honglu

    2014-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high-energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05-0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta-rays becomes more important.

  8. Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure iIduced by HZE Particles

    NASA Technical Reports Server (NTRS)

    Ponomarev, Artem; Plante, Ianik; George, Kerry; Wu, Honglu

    2014-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high-energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05-0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta-rays becomes more important.

  9. Impact of Hydrologic Variability on Ecosystem Dynamics and the Sustainable Use of Soil and Water Resources

    NASA Astrophysics Data System (ADS)

    Porporato, A. M.

    2013-05-01

    We discuss the key processes by which hydrologic variability affects the probabilistic structure of soil moisture dynamics in water-controlled ecosystems. These in turn impact biogeochemical cycling and ecosystem structure through plant productivity and biodiversity as well as nitrogen availability and soil conditions. Once the long-term probabilistic structure of these processes is quantified, the results become useful to understand the impact of climatic changes and human activities on ecosystem services, and can be used to find optimal strategies of water and soil resources management under unpredictable hydro-climatic fluctuations. Particular applications regard soil salinization, phytoremediation and optimal stochastic irrigation.

  10. Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China.

    PubMed

    Hu, Weigang; Zhang, Qi; Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C; An, Lizhe; Feng, Huyuan

    2015-01-01

    Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw.

  11. Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China

    PubMed Central

    Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C.; An, Lizhe; Feng, Huyuan

    2015-01-01

    Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw. PMID:26699734

  12. Robust Stabilization of T-S Fuzzy Stochastic Descriptor Systems via Integral Sliding Modes.

    PubMed

    Li, Jinghao; Zhang, Qingling; Yan, Xing-Gang; Spurgeon, Sarah K

    2017-09-19

    This paper addresses the robust stabilization problem for T-S fuzzy stochastic descriptor systems using an integral sliding mode control paradigm. A classical integral sliding mode control scheme and a nonparallel distributed compensation (Non-PDC) integral sliding mode control scheme are presented. It is shown that two restrictive assumptions previously adopted developing sliding mode controllers for Takagi-Sugeno (T-S) fuzzy stochastic systems are not required with the proposed framework. A unified framework for sliding mode control of T-S fuzzy systems is formulated. The proposed Non-PDC integral sliding mode control scheme encompasses existing schemes when the previously imposed assumptions hold. Stability of the sliding motion is analyzed and the sliding mode controller is parameterized in terms of the solutions of a set of linear matrix inequalities which facilitates design. The methodology is applied to an inverted pendulum model to validate the effectiveness of the results presented.

  13. Functional, structural, and emotional correlates of impaired insight in cocaine addiction

    PubMed Central

    Moeller, Scott J.; Konova, Anna B.; Parvaz, Muhammad A.; Tomasi, Dardo; Lane, Richard D.; Fort, Carolyn; Goldstein, Rita Z.

    2014-01-01

    Context Individuals with cocaine use disorder (CUD) have difficulty monitoring ongoing behavior, possibly stemming from dysfunction of brain regions subserving insight and self-awareness [e.g., anterior cingulate cortex (ACC)]. Objective To test the hypothesis that CUD with impaired insight (iCUD) would show abnormal (A) ACC activity during error processing, assessed with functional magnetic resonance imaging during a classic inhibitory control task; (B) ACC gray matter integrity assessed with voxel-based morphometry; and (C) awareness of one’s own emotional experiences, assessed with the Levels of Emotional Awareness Scale (LEAS). Using a previously validated probabilistic choice task, we grouped 33 CUD according to insight [iCUD: N=15; unimpaired insight CUD: N=18]; we also studied 20 healthy controls, all with unimpaired insight. Design Multimodal imaging design. Setting Clinical Research Center at Brookhaven National Laboratory. Participants Thirty-three CUD and 20 healthy controls. Main Outcome Measure Functional magnetic resonance imaging, voxel-based morphometry, LEAS, and drug use variables. Results Compared with the other two study groups, iCUD showed lower (A) error-induced rostral ACC (rACC) activity as associated with more frequent cocaine use; (B) gray matter within the rACC; and (C) LEAS scores. Conclusions These results point to rACC functional and structural abnormalities, and diminished emotional awareness, in a subpopulation of CUD characterized by impaired insight. Because the rACC has been implicated in appraising the affective/motivational significance of errors and other types of self-referential processing, functional and structural abnormalities in this region could result in lessened concern (frequently ascribed to minimization and denial) about behavioral outcomes that could potentially culminate in increased drug use. Treatments targeting this CUD subgroup could focus on enhancing the salience of errors (e.g., lapses). PMID:24258223

  14. A New Control Paradigm for Stochastic Differential Equations

    NASA Astrophysics Data System (ADS)

    Schmid, Matthias J. A.

    This study presents a novel comprehensive approach to the control of dynamic systems under uncertainty governed by stochastic differential equations (SDEs). Large Deviations (LD) techniques are employed to arrive at a control law for a large class of nonlinear systems minimizing sample path deviations. Thereby, a paradigm shift is suggested from point-in-time to sample path statistics on function spaces. A suitable formal control framework which leverages embedded Freidlin-Wentzell theory is proposed and described in detail. This includes the precise definition of the control objective and comprises an accurate discussion of the adaptation of the Freidlin-Wentzell theorem to the particular situation. The new control design is enabled by the transformation of an ill-posed control objective into a well-conditioned sequential optimization problem. A direct numerical solution process is presented using quadratic programming, but the emphasis is on the development of a closed-form expression reflecting the asymptotic deviation probability of a particular nominal path. This is identified as the key factor in the success of the new paradigm. An approach employing the second variation and the differential curvature of the effective action is suggested for small deviation channels leading to the Jacobi field of the rate function and the subsequently introduced Jacobi field performance measure. This closed-form solution is utilized in combination with the supplied parametrization of the objective space. For the first time, this allows for an LD based control design applicable to a large class of nonlinear systems. Thus, Minimum Large Deviations (MLD) control is effectively established in a comprehensive structured framework. The construction of the new paradigm is completed by an optimality proof for the Jacobi field performance measure, an interpretive discussion, and a suggestion for efficient implementation. The potential of the new approach is exhibited by its extension to scalar systems subject to state-dependent noise and to systems of higher order. The suggested control paradigm is further advanced when a sequential application of MLD control is considered. This technique yields a nominal path corresponding to the minimum total deviation probability on the entire time domain. It is demonstrated that this sequential optimization concept can be unified in a single objective function which is revealed to be the Jacobi field performance index on the entire domain subject to an endpoint deviation. The emerging closed-form term replaces the previously required nested optimization and, thus, results in a highly efficient application-ready control design. This effectively substantiates Minimum Path Deviation (MPD) control. The proposed control paradigm allows the specific problem of stochastic cost control to be addressed as a special case. This new technique is employed within this study for the stochastic cost problem giving rise to Cost Constrained MPD (CCMPD) as well as to Minimum Quadratic Cost Deviation (MQCD) control. An exemplary treatment of a generic scalar nonlinear system subject to quadratic costs is performed for MQCD control to demonstrate the elementary expandability of the new control paradigm. This work concludes with a numerical evaluation of both MPD and CCMPD control for three exemplary benchmark problems. Numerical issues associated with the simulation of SDEs are briefly discussed and illustrated. The numerical examples furnish proof of the successful design. This study is complemented by a thorough review of statistical control methods, stochastic processes, Large Deviations techniques and the Freidlin-Wentzell theory, providing a comprehensive, self-contained account. The presentation of the mathematical tools and concepts is of a unique character, specifically addressing an engineering audience.

  15. Zonostrophic instability driven by discrete particle noise

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    St-Onge, D. A.; Krommes, J. A.

    The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

  16. Zonostrophic instability driven by discrete particle noise

    DOE PAGES

    St-Onge, D. A.; Krommes, J. A.

    2017-04-01

    The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

  17. Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures

    NASA Astrophysics Data System (ADS)

    Liu, Zhangjun; Liu, Zenghui

    2018-06-01

    This paper develops a hybrid approach of spectral representation and random function for simulating stationary stochastic vector processes. In the proposed approach, the high-dimensional random variables, included in the original spectral representation (OSR) formula, could be effectively reduced to only two elementary random variables by introducing the random functions that serve as random constraints. Based on this, a satisfactory simulation accuracy can be guaranteed by selecting a small representative point set of the elementary random variables. The probability information of the stochastic excitations can be fully emerged through just several hundred of sample functions generated by the proposed approach. Therefore, combined with the probability density evolution method (PDEM), it could be able to implement dynamic response analysis and reliability assessment of engineering structures. For illustrative purposes, a stochastic turbulence wind velocity field acting on a frame-shear-wall structure is simulated by constructing three types of random functions to demonstrate the accuracy and efficiency of the proposed approach. Careful and in-depth studies concerning the probability density evolution analysis of the wind-induced structure have been conducted so as to better illustrate the application prospects of the proposed approach. Numerical examples also show that the proposed approach possesses a good robustness.

  18. Infection dynamics in structured populations with disease awareness based on neighborhood contact history

    NASA Astrophysics Data System (ADS)

    Cao, Lang

    2014-10-01

    In recent years, continuing efforts have been directed to revealing the effect of human behavioral responses in the spread of infectious diseases. In this paper, we propose an implementation mechanism of disease awareness via individual self-perception from neighborhood contact histories (NCHs), where each individual is capable of memorizing a sequence of his infectious contacts earlier time, and adaptively adjusting the contact rate with his neighboring individuals as a preventive strategy from risks of exposure to infection. Both analytical and numerical results show that the NCH-based self-perceived awareness is a simple, but efficient disease control measure, which can greatly reduce the outbreak size of infectious diseases. We further examine the effects of a centralized disease control measure, which corresponds, for comparison, to an NCH-independent and uniformly aroused disease awareness. We find our proposed strategy outperforms the centralized one in a much larger and more practical range of epidemiological parameters, which also highlight the importance of the NCH-based awareness information in guidance of the individual protective behavior against infectious diseases.

  19. Internally directed cognition and mindfulness: an integrative perspective derived from predictive and reactive control systems theory

    PubMed Central

    Tops, Mattie; Boksem, Maarten A. S.; Quirin, Markus; IJzerman, Hans; Koole, Sander L.

    2013-01-01

    In the present paper, we will apply the predictive and reactive control systems (PARCS) theory as a framework that integrates competing theories of neural substrates of awareness by describing the “default mode network” (DMN) and anterior insula (AI) as parts of two different behavioral and homeostatic control systems. The DMN, a network that becomes active at rest when there is no external stimulation or task to perform, has been implicated in self-reflective awareness and prospection. By contrast, the AI is associated with awareness and task-related attention. This has led to competing theories stressing the role of the DMN in self-awareness vs. the role of interoceptive and emotional information integration in the AI in awareness of the emotional moment. In PARCS, the respective functions of the DMN and AI in a specific control system explains their association with different qualities of awareness, and how mental states can shift from one state (e.g., prospective self-reflection) to the other (e.g., awareness of the emotional moment) depending on the relative dominance of control systems. These shifts between reactive and predictive control are part of processes that enable the intake of novel information, integration of this novel information within existing knowledge structures, and the creation of a continuous personal context in which novel information can be integrated and understood. As such, PARCS can explain key characteristics of mental states, such as their temporal and spatial focus (e.g., a focus on the here and now vs. the future; a first person vs. a third person perspective). PARCS further relates mental states to brain states and functions, such as activation of the DMN or hemispheric asymmetry in frontal cortical functions. Together, PARCS deepens the understanding of a broad range of mental states, including mindfulness, mind wandering, rumination, autobiographical memory, imagery, and the experience of self. PMID:24904455

  20. Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

    PubMed

    Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

    2008-08-01

    We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

  1. Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

    NASA Astrophysics Data System (ADS)

    Vacaru, S. I.

    2012-03-01

    We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

  2. Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de

    In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochasticmore » Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.« less

  3. Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

    NASA Astrophysics Data System (ADS)

    Deng, M. L.; Zhu, W. Q.

    2007-10-01

    The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

  4. Identification of the structure parameters using short-time non-stationary stochastic excitation

    NASA Astrophysics Data System (ADS)

    Jarczewska, Kamila; Koszela, Piotr; Śniady, PaweŁ; Korzec, Aleksandra

    2011-07-01

    In this paper, we propose an approach to the flexural stiffness or eigenvalue frequency identification of a linear structure using a non-stationary stochastic excitation process. The idea of the proposed approach lies within time domain input-output methods. The proposed method is based on transforming the dynamical problem into a static one by integrating the input and the output signals. The output signal is the structure reaction, i.e. structure displacements due to the short-time, irregular load of random type. The systems with single and multiple degrees of freedom, as well as continuous systems are considered.

  5. Utilizing semantic networks to database and retrieve generalized stochastic colored Petri nets

    NASA Technical Reports Server (NTRS)

    Farah, Jeffrey J.; Kelley, Robert B.

    1992-01-01

    Previous work has introduced the Planning Coordinator (PCOORD), a coordinator functioning within the hierarchy of the Intelligent Machine Mode. Within the structure of the Planning Coordinator resides the Primitive Structure Database (PSDB) functioning to provide the primitive structures utilized by the Planning Coordinator in the establishing of error recovery or on-line path plans. This report further explores the Primitive Structure Database and establishes the potential of utilizing semantic networks as a means of efficiently storing and retrieving the Generalized Stochastic Colored Petri Nets from which the error recovery plans are derived.

  6. Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Liu, Yunlong; Wang, Hong; Guo, Lei

    Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

  7. Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

    DOE PAGES

    Liu, Yunlong; Wang, Hong; Guo, Lei

    2018-03-26

    Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

  8. Stochastic control of inertial sea wave energy converter.

    PubMed

    Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni

    2015-01-01

    The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.

  9. Stochastic Control of Inertial Sea Wave Energy Converter

    PubMed Central

    Mattiazzo, Giuliana; Giorcelli, Ermanno

    2015-01-01

    The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267

  10. Exploring Ackermann and LQR stability control of stochastic state-space model of hexacopter equipped with robotic arm

    NASA Astrophysics Data System (ADS)

    Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.

    2018-05-01

    This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.

  11. Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

    NASA Astrophysics Data System (ADS)

    Wang, Pengfei; Jin, Wei; Su, Huan

    2018-04-01

    This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

  12. Stochastic optimization of broadband reflecting photonic structures.

    PubMed

    Estrada-Wiese, D; Del Río-Chanona, E A; Del Río, J A

    2018-01-19

    Photonic crystals (PCs) are built to control the propagation of light within their structure. These can be used for an assortment of applications where custom designed devices are of interest. Among them, one-dimensional PCs can be produced to achieve the reflection of specific and broad wavelength ranges. However, their design and fabrication are challenging due to the diversity of periodic arrangement and layer configuration that each different PC needs. In this study, we present a framework to design high reflecting PCs for any desired wavelength range. Our method combines three stochastic optimization algorithms (Random Search, Particle Swarm Optimization and Simulated Annealing) along with a reduced space-search methodology to obtain a custom and optimized PC configuration. The optimization procedure is evaluated through theoretical reflectance spectra calculated by using the Equispaced Thickness Method, which improves the simulations due to the consideration of incoherent light transmission. We prove the viability of our procedure by fabricating different reflecting PCs made of porous silicon and obtain good agreement between experiment and theory using a merit function. With this methodology, diverse reflecting PCs can be designed for any applications and fabricated with different materials.

  13. Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems

    NASA Astrophysics Data System (ADS)

    Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.

    2018-06-01

    On the basis of Nelson's stochastic mechanics derivation of the Schrödinger equation, a formal mathematical structure of non-relativistic quantum mechanics equivalent to the one in classical analytical mechanics has been established in the literature. We recently were able to augment this structure by deriving quantum Hamilton equations of motion by finding the Nash equilibrium of a stochastic optimal control problem, which is the generalization of Hamilton's principle of classical mechanics to quantum systems. We showed that these equations allow a description and numerical determination of the ground state of quantum problems without using the Schrödinger equation. We extend this approach here to deliver the complete discrete energy spectrum and related eigenfunctions for bound states of one-dimensional stationary quantum systems. We exemplify this analytically for the one-dimensional harmonic oscillator and numerically by analyzing a quartic double-well potential, a model of broad importance in many areas of physics. We furthermore point out a relation between the tunnel splitting of such models and mean first passage time concepts applied to Nelson's diffusion paths in the ground state.

  14. Metacognitive impairment in active cocaine use disorder is associated with individual differences in brain structure

    PubMed Central

    Moeller, Scott J.; Fleming, Stephen M.; Gan, Gabriela; Zilverstand, Anna; Malaker, Pias; Uquillas, Federico d’Oleire; Schneider, Kristin E.; Preston-Campbell, Rebecca; Parvaz, Muhammad A.; Maloney, Thomas; Alia-Klein, Nelly; Goldstein, Rita Z.

    2016-01-01

    Dysfunctional self-awareness has been posited as a key feature of drug addiction, contributing to compromised control over addictive behaviors. In the present investigation, we showed that, compared with healthy controls (n=13) and even individuals with remitted cocaine use disorder (n=14), individuals with active cocaine use disorder (n=8) exhibited deficits in basic metacognition, defined as a weaker link between objective performance and self-reported confidence of performance on a visuo-perceptual accuracy task. This metacognitive deficit was accompanied by gray matter volume decreases, also most pronounced in individuals with active cocaine use disorder, in the rostral anterior cingulate cortex, a region necessary for this function in health. Our results thus provide a direct unbiased measurement – not relying on long-term memory or multifaceted choice behavior – of metacognition deficits in drug addiction, which are further mapped onto structural deficits in a brain region that subserves metacognitive accuracy in health and self-awareness in drug addiction. Impairments of metacognition could provide a basic mechanism underlying the higher-order self-awareness deficits in addiction, particularly among recent, active users. PMID:26948669

  15. Stochastic Models of Quality Control on Test Misgrading.

    ERIC Educational Resources Information Center

    Wang, Jianjun

    Stochastic models are developed in this article to examine the rate of test misgrading in educational and psychological measurement. The estimation of inadvertent grading errors can serve as a basis for quality control in measurement. Limitations of traditional Poisson models have been reviewed to highlight the need to introduce new models using…

  16. An Anatomically Constrained, Stochastic Model of Eye Movement Control in Reading

    ERIC Educational Resources Information Center

    McDonald, Scott A.; Carpenter, R. H. S.; Shillcock, Richard C.

    2005-01-01

    This article presents SERIF, a new model of eye movement control in reading that integrates an established stochastic model of saccade latencies (LATER; R. H. S. Carpenter, 1981) with a fundamental anatomical constraint on reading: the vertically split fovea and the initial projection of information in either visual field to the contralateral…

  17. Model transformations for state-space self-tuning control of multivariable stochastic systems

    NASA Technical Reports Server (NTRS)

    Shieh, Leang S.; Bao, Yuan L.; Coleman, Norman P.

    1988-01-01

    The design of self-tuning controllers for multivariable stochastic systems is considered analytically. A long-division technique for finding the similarity transformation matrix and transforming the estimated left MFD to the right MFD is developed; the derivation is given in detail, and the procedures involved are briefly characterized.

  18. Multiscale study on stochastic reconstructions of shale samples

    NASA Astrophysics Data System (ADS)

    Lili, J.; Lin, M.; Jiang, W. B.

    2016-12-01

    Shales are known to have multiscale pore systems, composed of macroscale fractures, micropores, and nanoscale pores within gas or oil-producing organic material. Also, shales are fissile and laminated, and the heterogeneity in horizontal is quite different from that in vertical. Stochastic reconstructions are extremely useful in situations where three-dimensional information is costly and time consuming. Thus the purpose of our paper is to reconstruct stochastically equiprobable 3D models containing information from several scales. In this paper, macroscale and microscale images of shale structure in the Lower Silurian Longmaxi are obtained by X-ray microtomography and nanoscale images are obtained by scanning electron microscopy. Each image is representative for all given scales and phases. Especially, the macroscale is four times coarser than the microscale, which in turn is four times lower in resolution than the nanoscale image. Secondly, the cross correlation-based simulation method (CCSIM) and the three-step sampling method are combined together to generate stochastic reconstructions for each scale. It is important to point out that the boundary points of pore and matrix are selected based on multiple-point connectivity function in the sampling process, and thus the characteristics of the reconstructed image can be controlled indirectly. Thirdly, all images with the same resolution are developed through downscaling and upscaling by interpolation, and then we merge multiscale categorical spatial data into a single 3D image with predefined resolution (the microscale image). 30 realizations using the given images and the proposed method are generated. The result reveals that the proposed method is capable of preserving the multiscale pore structure, both vertically and horizontally, which is necessary for accurate permeability prediction. The variogram curves and pore-size distribution for both original 3D sample and the generated 3D realizations are compared. The result indicates that the agreement between the original 3D sample and the generated stochastic realizations is excellent. This work is supported by "973" Program (2014CB239004), the Key Instrument Developing Project of the CAS (ZDYZ2012-1-08-02) and the National Natural Science Foundation of China (Grant No. 41574129).

  19. Optimal Mass Transport for Statistical Estimation, Image Analysis, Information Geometry, and Control

    DTIC Science & Technology

    2017-01-10

    Metric Uncertainty for Spectral Estimation based on Nevanlinna-Pick Interpolation, (with J. Karlsson) Intern. Symp. on the Math . Theory of Networks and...Systems, Melbourne 2012. 22. Geometric tools for the estimation of structured covariances, (with L. Ning, X. Jiang) Intern. Symposium on the Math . Theory...estimation and the reversibility of stochastic processes, (with Y. Chen, J. Karlsson) Proc. Int. Symp. on Math . Theory of Networks and Syst., July

  20. Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

    2015-02-15

    This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

  1. Adaptive Fuzzy Output Constrained Control Design for Multi-Input Multioutput Stochastic Nonstrict-Feedback Nonlinear Systems.

    PubMed

    Li, Yongming; Tong, Shaocheng

    2017-12-01

    In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

  2. Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

    PubMed

    Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

    2017-01-01

    This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

  3. Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

    NASA Astrophysics Data System (ADS)

    Contreras, Arturo Javier

    This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

  4. Controlling Buffeting Loads by Rudder and Piezo-Actuation

    NASA Technical Reports Server (NTRS)

    Moses, Robert W.; Pototzky, Anthony S.; Henderson, Douglas A.; Galea, Stephen C.; Manokaran, Donald S.; Zimcik, David G.; Wickramasinghe, Viresh; Pitt, Dale M.; Gamble, Michael A.

    2005-01-01

    High performance aircraft, especially those with twin vertical tails, encounter unsteady buffet loads when flying at high angles of attack. These stochastic loads result in significant stresses, which may cause fatigue damage leading to restricted capabilities and availability of the aircraft. An international collaborative research activity among Australia, Canada and the United States, conducted under the auspices of The Technical Cooperation Program (TTCP) contributed resources toward a program that coalesced a broad range of technical knowledge and expertise into a single investigation to demonstrate the enhanced performance and capability of the advanced active Buffet Load Alleviation ( ) control system in preparation for a flight test demonstration. The research team investigated the use of active structural control to alleviate the damaging structural response to these loads by applying advanced directional piezoelectric actuators, the aircraft rudder, switch mode amplifiers, and advanced control strategies on an F/A-18 aircraft empennage. Some results of the full-scale investigation are presented herein.

  5. Control design for robust stability in linear regulators: Application to aerospace flight control

    NASA Technical Reports Server (NTRS)

    Yedavalli, R. K.

    1986-01-01

    Time domain stability robustness analysis and design for linear multivariable uncertain systems with bounded uncertainties is the central theme of the research. After reviewing the recently developed upper bounds on the linear elemental (structured), time varying perturbation of an asymptotically stable linear time invariant regulator, it is shown that it is possible to further improve these bounds by employing state transformations. Then introducing a quantitative measure called the stability robustness index, a state feedback conrol design algorithm is presented for a general linear regulator problem and then specialized to the case of modal systems as well as matched systems. The extension of the algorithm to stochastic systems with Kalman filter as the state estimator is presented. Finally an algorithm for robust dynamic compensator design is presented using Parameter Optimization (PO) procedure. Applications in a aircraft control and flexible structure control are presented along with a comparison with other existing methods.

  6. Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

    This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

  7. Species Associations in a Species-Rich Subtropical Forest Were Not Well-Explained by Stochastic Geometry of Biodiversity

    PubMed Central

    Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

    2014-01-01

    The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure. PMID:24824996

  8. Species associations in a species-rich subtropical forest were not well-explained by stochastic geometry of biodiversity.

    PubMed

    Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

    2014-01-01

    The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure.

  9. Structure and Randomness of Continuous-Time, Discrete-Event Processes

    NASA Astrophysics Data System (ADS)

    Marzen, Sarah E.; Crutchfield, James P.

    2017-10-01

    Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

  10. Stochastic metallic-glass cellular structures exhibiting benchmark strength.

    PubMed

    Demetriou, Marios D; Veazey, Chris; Harmon, John S; Schramm, Joseph P; Johnson, William L

    2008-10-03

    By identifying the key characteristic "structural scales" that dictate the resistance of a porous metallic glass against buckling and fracture, stochastic highly porous metallic-glass structures are designed capable of yielding plastically and inheriting the high plastic yield strength of the amorphous metal. The strengths attainable by the present foams appear to equal or exceed those by highly engineered metal foams such as Ti-6Al-4V or ferrous-metal foams at comparable levels of porosity, placing the present metallic-glass foams among the strongest foams known to date.

  11. A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

    NASA Astrophysics Data System (ADS)

    Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

    2014-04-01

    In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

  12. Stochastic system identification in structural dynamics

    USGS Publications Warehouse

    Safak, Erdal

    1988-01-01

    Recently, new identification methods have been developed by using the concept of optimal-recursive filtering and stochastic approximation. These methods, known as stochastic identification, are based on the statistical properties of the signal and noise, and do not require the assumptions of current methods. The criterion for stochastic system identification is that the difference between the recorded output and the output from the identified system (i.e., the residual of the identification) should be equal to white noise. In this paper, first a brief review of the theory is given. Then, an application of the method is presented by using ambient vibration data from a nine-story building.

  13. Validation of the Poisson Stochastic Radiative Transfer Model

    NASA Technical Reports Server (NTRS)

    Zhuravleva, Tatiana; Marshak, Alexander

    2004-01-01

    A new approach to validation of the Poisson stochastic radiative transfer method is proposed. In contrast to other validations of stochastic models, the main parameter of the Poisson model responsible for cloud geometrical structure - cloud aspect ratio - is determined entirely by matching measurements and calculations of the direct solar radiation. If the measurements of the direct solar radiation is unavailable, it was shown that there is a range of the aspect ratios that allows the stochastic model to accurately approximate the average measurements of surface downward and cloud top upward fluxes. Realizations of the fractionally integrated cascade model are taken as a prototype of real measurements.

  14. Analytical pricing formulas for hybrid variance swaps with regime-switching

    NASA Astrophysics Data System (ADS)

    Roslan, Teh Raihana Nazirah; Cao, Jiling; Zhang, Wenjun

    2017-11-01

    The problem of pricing discretely-sampled variance swaps under stochastic volatility, stochastic interest rate and regime-switching is being considered in this paper. An extension of the Heston stochastic volatility model structure is done by adding the Cox-Ingersoll-Ross (CIR) stochastic interest rate model. In addition, the parameters of the model are permitted to have transitions following a Markov chain process which is continuous and discoverable. This hybrid model can be used to illustrate certain macroeconomic conditions, for example the changing phases of business stages. The outcome of our regime-switching hybrid model is presented in terms of analytical pricing formulas for variance swaps.

  15. Stochastic demography and the neutral substitution rate in class-structured populations.

    PubMed

    Lehmann, Laurent

    2014-05-01

    The neutral rate of allelic substitution is analyzed for a class-structured population subject to a stationary stochastic demographic process. The substitution rate is shown to be generally equal to the effective mutation rate, and under overlapping generations it can be expressed as the effective mutation rate in newborns when measured in units of average generation time. With uniform mutation rate across classes the substitution rate reduces to the mutation rate.

  16. Multiobjective optimization in structural design with uncertain parameters and stochastic processes

    NASA Technical Reports Server (NTRS)

    Rao, S. S.

    1984-01-01

    The application of multiobjective optimization techniques to structural design problems involving uncertain parameters and random processes is studied. The design of a cantilever beam with a tip mass subjected to a stochastic base excitation is considered for illustration. Several of the problem parameters are assumed to be random variables and the structural mass, fatigue damage, and negative of natural frequency of vibration are considered for minimization. The solution of this three-criteria design problem is found by using global criterion, utility function, game theory, goal programming, goal attainment, bounded objective function, and lexicographic methods. It is observed that the game theory approach is superior in finding a better optimum solution, assuming the proper balance of the various objective functions. The procedures used in the present investigation are expected to be useful in the design of general dynamic systems involving uncertain parameters, stochastic process, and multiple objectives.

  17. Growth Control and Disease Mechanisms in Computational Embryogeny

    NASA Technical Reports Server (NTRS)

    Shapiro, Andrew A.; Yogev, Or; Antonsson, Erik K.

    2008-01-01

    This paper presents novel approach to applying growth control and diseases mechanisms in computational embryogeny. Our method, which mimics fundamental processes from biology, enables individuals to reach maturity in a controlled process through a stochastic environment. Three different mechanisms were implemented; disease mechanisms, gene suppression, and thermodynamic balancing. This approach was integrated as part of a structural evolutionary model. The model evolved continuum 3-D structures which support an external load. By using these mechanisms we were able to evolve individuals that reached a fixed size limit through the growth process. The growth process was an integral part of the complete development process. The size of the individuals was determined purely by the evolutionary process where different individuals matured to different sizes. Individuals which evolved with these characteristics have been found to be very robust for supporting a wide range of external loads.

  18. Controlling images: How awareness of group stereotypes affects Black women's well-being.

    PubMed

    Jerald, Morgan C; Cole, Elizabeth R; Ward, L Monique; Avery, Lanice R

    2017-10-01

    This paper presents research exploring how stereotypes that are simultaneously racialized and gendered affect Black women. We investigated the mental and physical health consequences of Black women's awareness that others hold these stereotypes and tested whether this association was moderated by the centrality of racial identity. A structural equation model tested among 609 young Black women revealed that metastereotype awareness (i.e., being aware that others hold negative stereotypes of one's group) predicted negative mental health outcomes (e.g., depression, anxiety, hostility), which, in turn, predicted diminished self-care behaviors and greater drug and alcohol use for coping. High racial centrality exacerbated the negative association between metastereotype awareness and self-care. We discuss implications of the findings for clinical practice and for approaches to research using intersectionality frameworks. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

  19. Anosognosia in mild cognitive impairment: Relationship to activation of cortical midline structures involved in self-appraisal

    PubMed Central

    Ries, Michele L.; Jabbar, Britta M.; Schmitz, Taylor W.; Trivedi, Mehul A.; Gleason, Carey E.; Carlsson, Cynthia M.; Rowley, Howard A.; Asthana, Sanjay; Johnson, Sterling C.

    2009-01-01

    Awareness of cognitive dysfunction shown by individuals with Mild Cognitive Impairment (MCI), a condition conferring risk for Alzheimer’s disease (AD), is variable. Anosognosia, or unawareness of loss of function, is beginning to be recognized as an important clinical symptom of MCI. However, little is known about the brain substrates underlying this symptom. We hypothesized that MCI participants’ activation of cortical midline structures (CMS) during self-appraisal would covary with level of insight into cognitive difficulties (indexed by a discrepancy score between patient and informant ratings of cognitive decline in each MCI participant). To address this hypothesis, we first compared 16 MCI participants and 16 age-matched controls, examining brain regions showing conjoint or differential BOLD response during self-appraisal. Second, we used regression to investigate the relationship between awareness of deficit in MCI and BOLD activity during self-appraisal, controlling for extent of memory impairment. Between-group comparisons indicated that MCI participants show subtly attenuated CMS activity during self-appraisal. Regression analysis revealed a highly-significant relationship between BOLD response during self-appraisal and self-awareness of deficit in MCI. This finding highlights the level of anosognosia in MCI as an important predictor of response to self-appraisal in cortical midline structures, brain regions vulnerable to changes in early AD. PMID:17445294

  20. Stochastic response of human blood platelets to stimulation of shape changes and secretion.

    PubMed Central

    Deranleau, D A; Lüthy, R; Lüscher, E F

    1986-01-01

    Stopped-flow turbidimetric data indicate that platelets stimulated with low levels of thrombin undergo a shape transformation from disc to "sphere" to smaller spiny sphere that is indistinguishable from the shape change induced by ADP through different membrane receptor sites and a dissimilar receptor trigger mechanism. Under conditions where neither secretion nor aggregation occur, the extinction coefficients for total scattering by each of the three platelet forms are independent of the stimulus applied, and both reaction mechanisms can be described as stochastic (Poisson) processes in which the rate constant for the formation of the transient species is equal to the rate constant for its disappearance. This observation is independent of the shape assignment, and as the concentration of thrombin is increased and various storage organelles secrete increasing amounts of their contents into the external medium, the stochastic pattern persists. Progressively larger decreases in the extinction coefficients of the intermediate and final platelet forms, over and above those that reflect shape alterations alone, accompany or parallel the reaction induced by the higher thrombin concentrations. The excess turbidity decrease observed when full secretion occurs can be wholly accounted for by a decrease in platelet volume equal in magnitude to the fraction of the total platelet volume occupied by alpha granules. Platelet activation, as reported by the whole body light scattering of either shape changes alone or shape changes plus parallel (but not necessarily also stochastic) alpha granule secretion, thus manifests itself as a random series of transient events conceivably with its origins in the superposition of a set of more elementary stochastic processes that could include microtubule depolymerization, actin polymerization, and possibly diffusion. Although the real nature of the control mechanism remains obscure, certain properties of pooled stochastic processes suggest that a reciprocal connection between microtubule fragmentation and the assembly of actin-containing pseudopodal structures and contractile elements--processes that may exhibit reciprocal requirements for calcium--might provide a hypothetical basis for a rate-limiting step. PMID:3457375

  1. SASS: A symmetry adapted stochastic search algorithm exploiting site symmetry

    NASA Astrophysics Data System (ADS)

    Wheeler, Steven E.; Schleyer, Paul v. R.; Schaefer, Henry F.

    2007-03-01

    A simple symmetry adapted search algorithm (SASS) exploiting point group symmetry increases the efficiency of systematic explorations of complex quantum mechanical potential energy surfaces. In contrast to previously described stochastic approaches, which do not employ symmetry, candidate structures are generated within simple point groups, such as C2, Cs, and C2v. This facilitates efficient sampling of the 3N-6 Pople's dimensional configuration space and increases the speed and effectiveness of quantum chemical geometry optimizations. Pople's concept of framework groups [J. Am. Chem. Soc. 102, 4615 (1980)] is used to partition the configuration space into structures spanning all possible distributions of sets of symmetry equivalent atoms. This provides an efficient means of computing all structures of a given symmetry with minimum redundancy. This approach also is advantageous for generating initial structures for global optimizations via genetic algorithm and other stochastic global search techniques. Application of the SASS method is illustrated by locating 14 low-lying stationary points on the cc-pwCVDZ ROCCSD(T) potential energy surface of Li5H2. The global minimum structure is identified, along with many unique, nonintuitive, energetically favorable isomers.

  2. Stochastic modelling of microstructure formation in solidification processes

    NASA Astrophysics Data System (ADS)

    Nastac, Laurentiu; Stefanescu, Doru M.

    1997-07-01

    To relax many of the assumptions used in continuum approaches, a general stochastic model has been developed. The stochastic model can be used not only for an accurate description of the fraction of solid evolution, and therefore accurate cooling curves, but also for simulation of microstructure formation in castings. The advantage of using the stochastic approach is to give a time- and space-dependent description of solidification processes. Time- and space-dependent processes can also be described by partial differential equations. Unlike a differential formulation which, in most cases, has to be transformed into a difference equation and solved numerically, the stochastic approach is essentially a direct numerical algorithm. The stochastic model is comprehensive, since the competition between various phases is considered. Furthermore, grain impingement is directly included through the structure of the model. In the present research, all grain morphologies are simulated with this procedure. The relevance of the stochastic approach is that the simulated microstructures can be directly compared with microstructures obtained from experiments. The computer becomes a `dynamic metallographic microscope'. A comparison between deterministic and stochastic approaches has been performed. An important objective of this research was to answer the following general questions: (1) `Would fully deterministic approaches continue to be useful in solidification modelling?' and (2) `Would stochastic algorithms be capable of entirely replacing purely deterministic models?'

  3. Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

    NASA Astrophysics Data System (ADS)

    Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

    2018-06-01

    In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

  4. Programmable and coherent crystallization of semiconductors

    PubMed Central

    Yu, Liyang; Niazi, Muhammad R.; Ngongang Ndjawa, Guy O.; Li, Ruipeng; Kirmani, Ahmad R.; Munir, Rahim; Balawi, Ahmed H.; Laquai, Frédéric; Amassian, Aram

    2017-01-01

    The functional properties and technological utility of polycrystalline materials are largely determined by the structure, geometry, and spatial distribution of their multitude of crystals. However, crystallization is seeded through stochastic and incoherent nucleation events, limiting the ability to control or pattern the microstructure, texture, and functional properties of polycrystalline materials. We present a universal approach that can program the microstructure of materials through the coherent seeding of otherwise stochastic homogeneous nucleation events. The method relies on creating topographic variations to seed nucleation and growth at designated locations while delaying nucleation elsewhere. Each seed can thus produce a coherent growth front of crystallization with a geometry designated by the shape and arrangement of seeds. Periodic and aperiodic crystalline arrays of functional materials, such as semiconductors, can thus be created on demand and with unprecedented sophistication and ease by patterning the location and shape of the seeds. This approach is used to demonstrate printed arrays of organic thin-film transistors with remarkable performance and reproducibility owing to their demonstrated spatial control over the microstructure of organic and inorganic polycrystalline semiconductors. PMID:28275737

  5. Effect of resonant magnetic perturbations on three dimensional equilibria in the Madison Symmetric Torus reversed-field pinch

    NASA Astrophysics Data System (ADS)

    Munaretto, S.; Chapman, B. E.; Nornberg, M. D.; Boguski, J.; DuBois, A. M.; Almagri, A. F.; Sarff, J. S.

    2016-05-01

    The orientation of 3D equilibria in the Madison Symmetric Torus (MST) [R. N. Dexter et al., Fusion Technol. 19, 131 (1991)] reversed-field pinch can now be controlled with a resonant magnetic perturbation (RMP). Absent the RMP, the orientation of the stationary 3D equilibrium varies from shot to shot in a semi-random manner, making its diagnosis difficult. Produced with a poloidal array of saddle coils at the vertical insulated cut in MST's thick conducting shell, an m = 1 RMP with an amplitude br/B ˜ 10% forces the 3D structure into any desired orientation relative to MST's diagnostics. This control has led to improved diagnosis, revealing enhancements in both the central electron temperature and density. With sufficient amplitude, the RMP also inhibits the generation of high-energy (>20 keV) electrons, which otherwise emerge due to a reduction in magnetic stochasticity in the core. Field line tracing reveals that the RMP reintroduces stochasticity to the core. A m = 3 RMP of similar amplitude has little effect on the magnetic topology or the high-energy electrons.

  6. Stochastic characteristics of different duration annual maximum rainfall and its spatial difference in China based on information entropy

    NASA Astrophysics Data System (ADS)

    Li, X.; Sang, Y. F.

    2017-12-01

    Mountain torrents, urban floods and other disasters caused by extreme precipitation bring great losses to the ecological environment, social and economic development, people's lives and property security. So there is of great significance to floods prevention and control by the study of its spatial distribution. Based on the annual maximum rainfall data of 60min, 6h and 24h, the paper generate long sequences following Pearson-III distribution, and then use the information entropy index to study the spatial distribution and difference of different duration. The results show that the information entropy value of annual maximum rainfall in the south region is greater than that in the north region, indicating more obvious stochastic characteristics of annual maximum rainfall in the latter. However, the spatial distribution of stochastic characteristics is different in different duration. For example, stochastic characteristics of 60min annual maximum rainfall in the Eastern Tibet is smaller than surrounding, but 6h and 24h annual maximum rainfall is larger than surrounding area. In the Haihe River Basin and the Huaihe River Basin, the stochastic characteristics of the 60min annual maximum rainfall was not significantly different from that in the surrounding area, and stochastic characteristics of 6h and 24h was smaller than that in the surrounding area. We conclude that the spatial distribution of information entropy values of annual maximum rainfall in different duration can reflect the spatial distribution of its stochastic characteristics, thus the results can be an importantly scientific basis for the flood prevention and control, agriculture, economic-social developments and urban flood control and waterlogging.

  7. Stochastic Multiscale Analysis and Design of Engine Disks

    DTIC Science & Technology

    2010-07-28

    shown recently to fail when used with data-driven non-linear stochastic input models (KPCA, IsoMap, etc.). Need for scalable exascale computing algorithms Materials Process Design and Control Laboratory Cornell University

  8. A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control.

    PubMed

    Mauricio-Iglesias, Miguel; Montero-Castro, Ignacio; Mollerup, Ane L; Sin, Gürkan

    2015-05-15

    The design of sewer system control is a complex task given the large size of the sewer networks, the transient dynamics of the water flow and the stochastic nature of rainfall. This contribution presents a generic methodology for the design of a self-optimising controller in sewer systems. Such controller is aimed at keeping the system close to the optimal performance, thanks to an optimal selection of controlled variables. The definition of an optimal performance was carried out by a two-stage optimisation (stochastic and deterministic) to take into account both the overflow during the current rain event as well as the expected overflow given the probability of a future rain event. The methodology is successfully applied to design an optimising control strategy for a subcatchment area in Copenhagen. The results are promising and expected to contribute to the advance of the operation and control problem of sewer systems. Copyright © 2015 Elsevier Ltd. All rights reserved.

  9. Combining a popularity-productivity stochastic block model with a discriminative-content model for general structure detection.

    PubMed

    Chai, Bian-fang; Yu, Jian; Jia, Cai-Yan; Yang, Tian-bao; Jiang, Ya-wen

    2013-07-01

    Latent community discovery that combines links and contents of a text-associated network has drawn more attention with the advance of social media. Most of the previous studies aim at detecting densely connected communities and are not able to identify general structures, e.g., bipartite structure. Several variants based on the stochastic block model are more flexible for exploring general structures by introducing link probabilities between communities. However, these variants cannot identify the degree distributions of real networks due to a lack of modeling of the differences among nodes, and they are not suitable for discovering communities in text-associated networks because they ignore the contents of nodes. In this paper, we propose a popularity-productivity stochastic block (PPSB) model by introducing two random variables, popularity and productivity, to model the differences among nodes in receiving links and producing links, respectively. This model has the flexibility of existing stochastic block models in discovering general community structures and inherits the richness of previous models that also exploit popularity and productivity in modeling the real scale-free networks with power law degree distributions. To incorporate the contents in text-associated networks, we propose a combined model which combines the PPSB model with a discriminative model that models the community memberships of nodes by their contents. We then develop expectation-maximization (EM) algorithms to infer the parameters in the two models. Experiments on synthetic and real networks have demonstrated that the proposed models can yield better performances than previous models, especially on networks with general structures.

  10. Combining a popularity-productivity stochastic block model with a discriminative-content model for general structure detection

    NASA Astrophysics Data System (ADS)

    Chai, Bian-fang; Yu, Jian; Jia, Cai-yan; Yang, Tian-bao; Jiang, Ya-wen

    2013-07-01

    Latent community discovery that combines links and contents of a text-associated network has drawn more attention with the advance of social media. Most of the previous studies aim at detecting densely connected communities and are not able to identify general structures, e.g., bipartite structure. Several variants based on the stochastic block model are more flexible for exploring general structures by introducing link probabilities between communities. However, these variants cannot identify the degree distributions of real networks due to a lack of modeling of the differences among nodes, and they are not suitable for discovering communities in text-associated networks because they ignore the contents of nodes. In this paper, we propose a popularity-productivity stochastic block (PPSB) model by introducing two random variables, popularity and productivity, to model the differences among nodes in receiving links and producing links, respectively. This model has the flexibility of existing stochastic block models in discovering general community structures and inherits the richness of previous models that also exploit popularity and productivity in modeling the real scale-free networks with power law degree distributions. To incorporate the contents in text-associated networks, we propose a combined model which combines the PPSB model with a discriminative model that models the community memberships of nodes by their contents. We then develop expectation-maximization (EM) algorithms to infer the parameters in the two models. Experiments on synthetic and real networks have demonstrated that the proposed models can yield better performances than previous models, especially on networks with general structures.

  11. Actively Controlled Structures Theory. Volume 1. Theory of Design Methods

    DTIC Science & Technology

    1979-11-01

    the effects of control and observacion spillover can be treated as stochastic disturbances instead of being ignored as usual. Furthermore, the...accordingly given by k = lA .. + 6.7021/-X.. for A.. <^ 0. Note first that as IX-J increases from zero to infinity, k decreases from infinity to k...BFiC1l TK + Q + PCJFJNF^J - 0 YES (solve for K) (c)pL{A-BF1Ci] T + lA -BFiCi]L + Xo 1 -1 T T T -1 „F, - - N XB KLCnC.LC.1] 1 p ill

  12. A Stochastic Evolutionary Model for Protein Structure Alignment and Phylogeny

    PubMed Central

    Challis, Christopher J.; Schmidler, Scott C.

    2012-01-01

    We present a stochastic process model for the joint evolution of protein primary and tertiary structure, suitable for use in alignment and estimation of phylogeny. Indels arise from a classic Links model, and mutations follow a standard substitution matrix, whereas backbone atoms diffuse in three-dimensional space according to an Ornstein–Uhlenbeck process. The model allows for simultaneous estimation of evolutionary distances, indel rates, structural drift rates, and alignments, while fully accounting for uncertainty. The inclusion of structural information enables phylogenetic inference on time scales not previously attainable with sequence evolution models. The model also provides a tool for testing evolutionary hypotheses and improving our understanding of protein structural evolution. PMID:22723302

  13. Sliding mode control-based linear functional observers for discrete-time stochastic systems

    NASA Astrophysics Data System (ADS)

    Singh, Satnesh; Janardhanan, Sivaramakrishnan

    2017-11-01

    Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

  14. A scaling law for random walks on networks

    PubMed Central

    Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-01-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

  15. A scaling law for random walks on networks

    NASA Astrophysics Data System (ADS)

    Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-10-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

  16. A scaling law for random walks on networks.

    PubMed

    Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-10-14

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

  17. A stochastic multiple imputation algorithm for missing covariate data in tree-structured survival analysis.

    PubMed

    Wallace, Meredith L; Anderson, Stewart J; Mazumdar, Sati

    2010-12-20

    Missing covariate data present a challenge to tree-structured methodology due to the fact that a single tree model, as opposed to an estimated parameter value, may be desired for use in a clinical setting. To address this problem, we suggest a multiple imputation algorithm that adds draws of stochastic error to a tree-based single imputation method presented by Conversano and Siciliano (Technical Report, University of Naples, 2003). Unlike previously proposed techniques for accommodating missing covariate data in tree-structured analyses, our methodology allows the modeling of complex and nonlinear covariate structures while still resulting in a single tree model. We perform a simulation study to evaluate our stochastic multiple imputation algorithm when covariate data are missing at random and compare it to other currently used methods. Our algorithm is advantageous for identifying the true underlying covariate structure when complex data and larger percentages of missing covariate observations are present. It is competitive with other current methods with respect to prediction accuracy. To illustrate our algorithm, we create a tree-structured survival model for predicting time to treatment response in older, depressed adults. Copyright © 2010 John Wiley & Sons, Ltd.

  18. Stochastic search in structural optimization - Genetic algorithms and simulated annealing

    NASA Technical Reports Server (NTRS)

    Hajela, Prabhat

    1993-01-01

    An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

  19. Characterization of the rat exploratory behavior in the elevated plus-maze with Markov chains.

    PubMed

    Tejada, Julián; Bosco, Geraldine G; Morato, Silvio; Roque, Antonio C

    2010-11-30

    The elevated plus-maze is an animal model of anxiety used to study the effect of different drugs on the behavior of the animal. It consists of a plus-shaped maze with two open and two closed arms elevated 50cm from the floor. The standard measures used to characterize exploratory behavior in the elevated plus-maze are the time spent and the number of entries in the open arms. In this work, we use Markov chains to characterize the exploratory behavior of the rat in the elevated plus-maze under three different conditions: normal and under the effects of anxiogenic and anxiolytic drugs. The spatial structure of the elevated plus-maze is divided into squares, which are associated with states of a Markov chain. By counting the frequencies of transitions between states during 5-min sessions in the elevated plus-maze, we constructed stochastic matrices for the three conditions studied. The stochastic matrices show specific patterns, which correspond to the observed behaviors of the rat under the three different conditions. For the control group, the stochastic matrix shows a clear preference for places in the closed arms. This preference is enhanced for the anxiogenic group. For the anxiolytic group, the stochastic matrix shows a pattern similar to a random walk. Our results suggest that Markov chains can be used together with the standard measures to characterize the rat behavior in the elevated plus-maze. Copyright © 2010 Elsevier B.V. All rights reserved.

  20. Automation of extrusion of porous cable products based on a digital controller

    NASA Astrophysics Data System (ADS)

    Chostkovskii, B. K.; Mitroshin, V. N.

    2017-07-01

    This paper presents a new approach to designing an automated system for monitoring and controlling the process of applying porous insulation material on a conductive cable core, which is based on using structurally and parametrically optimized digital controllers of an arbitrary order instead of calculating typical PID controllers using known methods. The digital controller is clocked by signals from the clock length sensor of a measuring wheel, instead of a timer signal, and this provides the robust properties of the system with respect to the changing insulation speed. Digital controller parameters are tuned to provide the operating parameters of the manufactured cable using a simulation model of stochastic extrusion and are minimized by moving a regular simplex in the parameter space of the tuned controller.

  1. [Stochastic characteristics of daily precipitation and its spatiotemporal difference over China based on information entropy].

    PubMed

    Li, Xin Xin; Sang, Yan Fang; Xie, Ping; Liu, Chang Ming

    2018-04-01

    Daily precipitation process in China showed obvious randomness and spatiotemporal variation. It is important to accurately understand the influence of precipitation changes on control of flood and waterlogging disaster. Using the daily precipitation data measured at 520 stations in China during 1961-2013, we quantified the stochastic characteristics of daily precipitation over China based on the index of information entropy. Results showed that the randomness of daily precipitation in the southeast region were larger than that in the northwest region. Moreover, the spatial distribution of stochastic characteristics of precipitation was different at various grades. Stochastic characteri-stics of P 0 (precipitation at 0.1-10 mm) was large, but the spatial variation was not obvious. The stochastic characteristics of P 10 (precipitation at 10-25 mm) and P 25 (precipitation at 25-50 mm) were the largest and their spatial difference was obvious. P 50 (precipitation ≥50 mm) had the smallest stochastic characteristics and the most obviously spatial difference. Generally, the entropy values of precipitation obviously increased over the last five decades, indicating more significantly stochastic characteristics of precipitation (especially the obvious increase of heavy precipitation events) in most region over China under the scenarios of global climate change. Given that the spatial distribution and long-term trend of entropy values of daily precipitation could reflect thespatial distribution of stochastic characteristics of precipitation, our results could provide scientific basis for the control of flood and waterlogging disaster, the layout of agricultural planning, and the planning of ecological environment.

  2. Stochastic Control Theory, Nonlinear Structural Mechanics and Applied Combinatorics

    DTIC Science & Technology

    1989-05-12

    University LONG-TER11I VISITORS IN RESIDENCE One Month or More Assmus, Edward Lehigh University May I - Jun 30 Averbuch, Amir Tel Aviv University Jun 26 - Aug...Bryn Mawr May 1 - Jun 25 Lemke, Paul Rensselaer Polytechnic Institute Sep 14 - Jun 25 Lin, Shao-Shiung National Taiwan University Jun 15 - Aug 30 van ...25 Job, Vanessa University of Illinois, Chicago Jun 13 - 25 Jungnickel, D. Justus-Liebig University May 29 - Jun 24 Kacker, Raghu National Bureau

  3. Stochastic Modeling as a Means of Automatic Speech Recognition

    DTIC Science & Technology

    1975-04-01

    companng ihc features of different speech recognition systems, attention is often focused on thc control structures and the methods o’ communication...with no need to use secondary storage . Note that we go from a group of separate knowledge sources to an integrated network representation in...exhaust the available lime or storage . - - - . . 1- .-.-.. mmm^~ i — ■ ■ ’ ■ C haplcr I - IN I ROÜliCl ION Page 13 On the other hand

  4. Stochasticity and determinism in models of hematopoiesis.

    PubMed

    Kimmel, Marek

    2014-01-01

    This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

  5. Nonlinear Markov Control Processes and Games

    DTIC Science & Technology

    2012-11-15

    the analysis of a new class of stochastic games , nonlinear Markov games , as they arise as a ( competitive ) controlled version of nonlinear Markov... competitive interests) a nonlinear Markov game that we are investigating. I 0. :::tUt::JJt:.l.. I I t:t11VI;:, nonlinear Markov game , nonlinear Markov...corresponding stochastic game Γ+(T, h). In a slightly different setting one can assume that changes in a competitive control process occur as a

  6. Space-time-modulated stochastic processes

    NASA Astrophysics Data System (ADS)

    Giona, Massimiliano

    2017-10-01

    Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

  7. Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance

    PubMed Central

    Martinez, Alexander S.; Faist, Akasha M.

    2016-01-01

    Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333

  8. Optimal Control of Hybrid Systems in Air Traffic Applications

    NASA Astrophysics Data System (ADS)

    Kamgarpour, Maryam

    Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

  9. CP function: an alpha spending function based on conditional power.

    PubMed

    Jiang, Zhiwei; Wang, Ling; Li, Chanjuan; Xia, Jielai; Wang, William

    2014-11-20

    Alpha spending function and stochastic curtailment are two frequently used methods in group sequential design. In the stochastic curtailment approach, the actual type I error probability cannot be well controlled within the specified significance level. But conditional power (CP) in stochastic curtailment is easier to be accepted and understood by clinicians. In this paper, we develop a spending function based on the concept of conditional power, named CP function, which combines desirable features of alpha spending and stochastic curtailment. Like other two-parameter functions, CP function is flexible to fit the needs of the trial. A simulation study is conducted to explore the choice of CP boundary in CP function that maximizes the trial power. It is equivalent to, even better than, classical Pocock, O'Brien-Fleming, and quadratic spending function as long as a proper ρ0 is given, which is pre-specified CP threshold for efficacy. It also well controls the overall type I error type I error rate and overcomes the disadvantage of stochastic curtailment. Copyright © 2014 John Wiley & Sons, Ltd.

  10. Security Engineering FY17 Systems Aware Cybersecurity

    DTIC Science & Technology

    2017-12-07

    11 Figure 4 A hierarchical controls model that defines the expected service of a UAV. Each level is...defined by a generic control structure. Inadequate control in each level can cause an adversarial action to degrade the expected service and produce a...and can completely violate the systems expected service by escalating their privileges by either using the attack vectors presented individually or

  11. Stochastic control of smart home energy management with plug-in electric vehicle battery energy storage and photovoltaic array

    NASA Astrophysics Data System (ADS)

    Wu, Xiaohua; Hu, Xiaosong; Moura, Scott; Yin, Xiaofeng; Pickert, Volker

    2016-11-01

    Energy management strategies are instrumental in the performance and economy of smart homes integrating renewable energy and energy storage. This article focuses on stochastic energy management of a smart home with PEV (plug-in electric vehicle) energy storage and photovoltaic (PV) array. It is motivated by the challenges associated with sustainable energy supplies and the local energy storage opportunity provided by vehicle electrification. This paper seeks to minimize a consumer's energy charges under a time-of-use tariff, while satisfying home power demand and PEV charging requirements, and accommodating the variability of solar power. First, the random-variable models are developed, including Markov Chain model of PEV mobility, as well as predictive models of home power demand and PV power supply. Second, a stochastic optimal control problem is mathematically formulated for managing the power flow among energy sources in the smart home. Finally, based on time-varying electricity price, we systematically examine the performance of the proposed control strategy. As a result, the electric cost is 493.6% less for a Tesla Model S with optimal stochastic dynamic programming (SDP) control relative to the no optimal control case, and it is by 175.89% for a Nissan Leaf.

  12. Comparative analysis of the effectiveness of three immunization strategies in controlling disease outbreaks in realistic social networks.

    PubMed

    Xu, Zhijing; Zu, Zhenghu; Zheng, Tao; Zhang, Wendou; Xu, Qing; Liu, Jinjie

    2014-01-01

    The high incidence of emerging infectious diseases has highlighted the importance of effective immunization strategies, especially the stochastic algorithms based on local available network information. Present stochastic strategies are mainly evaluated based on classical network models, such as scale-free networks and small-world networks, and thus are insufficient. Three frequently referred stochastic immunization strategies-acquaintance immunization, community-bridge immunization, and ring vaccination-were analyzed in this work. The optimal immunization ratios for acquaintance immunization and community-bridge immunization strategies were investigated, and the effectiveness of these three strategies in controlling the spreading of epidemics were analyzed based on realistic social contact networks. The results show all the strategies have decreased the coverage of the epidemics compared to baseline scenario (no control measures). However the effectiveness of acquaintance immunization and community-bridge immunization are very limited, with acquaintance immunization slightly outperforming community-bridge immunization. Ring vaccination significantly outperforms acquaintance immunization and community-bridge immunization, and the sensitivity analysis shows it could be applied to controlling the epidemics with a wide infectivity spectrum. The effectiveness of several classical stochastic immunization strategies was evaluated based on realistic contact networks for the first time in this study. These results could have important significance for epidemic control research and practice.

  13. Multi-objective optimization of composite structures. A review

    NASA Astrophysics Data System (ADS)

    Teters, G. A.; Kregers, A. F.

    1996-05-01

    Studies performed on the optimization of composite structures by coworkers of the Institute of Polymers Mechanics of the Latvian Academy of Sciences in recent years are reviewed. The possibility of controlling the geometry and anisotropy of laminar composite structures will make it possible to design articles that best satisfy the requirements established for them. Conflicting requirements such as maximum bearing capacity, minimum weight and/or cost, prescribed thermal conductivity and thermal expansion, etc. usually exist for optimal design. This results in the multi-objective compromise optimization of structures. Numerical methods have been developed for solution of problems of multi-objective optimization of composite structures; parameters of the structure of the reinforcement and the geometry of the design are assigned as controlling parameters. Programs designed to run on personal computers have been compiled for multi-objective optimization of the properties of composite materials, plates, and shells. Solutions are obtained for both linear and nonlinear models. The programs make it possible to establish the Pareto compromise region and special multicriterial solutions. The problem of the multi-objective optimization of the elastic moduli of a spatially reinforced fiberglass with stochastic stiffness parameters has been solved. The region of permissible solutions and the Pareto region have been found for the elastic moduli. The dimensions of the scatter ellipse have been determined for a multidimensional Gaussian probability distribution where correlation between the composite's properties being optimized are accounted for. Two types of problems involving the optimization of a laminar rectangular composite plate are considered: the plate is considered elastic and anisotropic in the first case, and viscoelastic properties are accounted for in the second. The angle of reinforcement and the relative amount of fibers in the longitudinal direction are controlling parameters. The optimized properties are the critical stresses, thermal conductivity, and thermal expansion. The properties of a plate are determined by the properties of the components in the composite, eight of which are stochastic. The region of multi-objective compromise solutions is presented, and the parameters of the scatter ellipses of the properties are given.

  14. Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

    DTIC Science & Technology

    2003-07-21

    Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance Vincent A. Cicirello CMU-RI-TR-03-27 Submitted in partial fulfillment...AND SUBTITLE Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM...lead to the development of a search control framework, called QD-BEACON that uses online -generated statistical models of search performance to

  15. Morphological Awareness in Literacy Acquisition of Chinese Second Graders: A Path Analysis.

    PubMed

    Zhang, Haomin

    2016-02-01

    The present study tested a path diagram regarding the contribution of morphological awareness (MA) to early literacy acquisition among Chinese-speaking second graders ([Formula: see text]). Three facets of MA were addressed, namely derivational awareness, compound awareness and compound structure awareness. The model aimed to test a theory of causal order among measures of MA and literacy outcomes. Drawing upon multivariate path analysis, direct and indirect effects of MA were analyzed to identify their role in literacy performance among young children. Results revealed that all three facets of MA made significant contributions to lexical inference ability. In addition, compound awareness showed a unique and significant contribution to vocabulary knowledge. It was also observed that lexical inference ability had a mediating effect predictive of both vocabulary knowledge and reading comprehension. Moreover, vocabulary knowledge mediated the effect of MA on reading comprehension. However, no significant contribution of MA to reading comprehension was found after controlling for lexical inference ability and vocabulary knowledge.

  16. Suppression of large edge-localized modes in high-confinement DIII-D plasmas with a stochastic magnetic boundary.

    PubMed

    Evans, T E; Moyer, R A; Thomas, P R; Watkins, J G; Osborne, T H; Boedo, J A; Doyle, E J; Fenstermacher, M E; Finken, K H; Groebner, R J; Groth, M; Harris, J H; La Haye, R J; Lasnier, C J; Masuzaki, S; Ohyabu, N; Pretty, D G; Rhodes, T L; Reimerdes, H; Rudakov, D L; Schaffer, M J; Wang, G; Zeng, L

    2004-06-11

    A stochastic magnetic boundary, produced by an applied edge resonant magnetic perturbation, is used to suppress most large edge-localized modes (ELMs) in high confinement (H-mode) plasmas. The resulting H mode displays rapid, small oscillations with a bursty character modulated by a coherent 130 Hz envelope. The H mode transport barrier and core confinement are unaffected by the stochastic boundary, despite a threefold drop in the toroidal rotation. These results demonstrate that stochastic boundaries are compatible with H modes and may be attractive for ELM control in next-step fusion tokamaks.

  17. Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

    PubMed Central

    Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

    2018-01-01

    Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

  18. Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

    PubMed

    Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

    2018-01-01

    Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

  19. Modeling ecological traps for the control of feral pigs

    PubMed Central

    Dexter, Nick; McLeod, Steven R

    2015-01-01

    Ecological traps are habitat sinks that are preferred by dispersing animals but have higher mortality or reduced fecundity compared to source habitats. Theory suggests that if mortality rates are sufficiently high, then ecological traps can result in extinction. An ecological trap may be created when pest animals are controlled in one area, but not in another area of equal habitat quality, and when there is density-dependent immigration from the high-density uncontrolled area to the low-density controlled area. We used a logistic population model to explore how varying the proportion of habitat controlled, control mortality rate, and strength of density-dependent immigration for feral pigs could affect the long-term population abundance and time to extinction. Increasing control mortality, the proportion of habitat controlled and the strength of density-dependent immigration decreased abundance both within and outside the area controlled. At higher levels of these parameters, extinction was achieved for feral pigs. We extended the analysis with a more complex stochastic, interactive model of feral pig dynamics in the Australian rangelands to examine how the same variables as the logistic model affected long-term abundance in the controlled and uncontrolled area and time to extinction. Compared to the logistic model of feral pig dynamics, the stochastic interactive model predicted lower abundances and extinction at lower control mortalities and proportions of habitat controlled. To improve the realism of the stochastic interactive model, we substituted fixed mortality rates with a density-dependent control mortality function, empirically derived from helicopter shooting exercises in Australia. Compared to the stochastic interactive model with fixed mortality rates, the model with the density-dependent control mortality function did not predict as substantial decline in abundance in controlled or uncontrolled areas or extinction for any combination of variables. These models demonstrate that pest eradication is theoretically possible without the pest being controlled throughout its range because of density-dependent immigration into the area controlled. The stronger the density-dependent immigration, the better the overall control in controlled and uncontrolled habitat combined. However, the stronger the density-dependent immigration, the poorer the control in the area controlled. For feral pigs, incorporating environmental stochasticity improves the prospects for eradication, but adding a realistic density-dependent control function eliminates these prospects. PMID:26045954

  20. Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

    PubMed

    de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

    2017-12-01

    The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

  1. Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

    NASA Astrophysics Data System (ADS)

    de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

    2017-12-01

    The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

  2. Topological Methods for Design and Control of Adaptive Stochastic Complex Systems - to Meet the Challenges of Resilient Urban Infrastructure

    DTIC Science & Technology

    2017-03-24

    for Design and Control of Adaptive Stochastic Complex Systems John Baillieul∗ Contents 1 Executive Summary 2 2 Introduction and Issues to Be Addressed...difficult of real-world Systems-of-Systems challenges is the design and operational control of medical treatment networks that support forces operating...This report describes a brief research project on foundartional aspects of systems-of-systems design and operation. The overarching goal of the

  3. Linear System Control Using Stochastic Learning Automata

    NASA Technical Reports Server (NTRS)

    Ziyad, Nigel; Cox, E. Lucien; Chouikha, Mohamed F.

    1998-01-01

    This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.

  4. Passivity-based sliding mode control for a polytopic stochastic differential inclusion system.

    PubMed

    Liu, Leipo; Fu, Zhumu; Song, Xiaona

    2013-11-01

    Passivity-based sliding mode control for a polytopic stochastic differential inclusion (PSDI) system is considered. A control law is designed such that the reachability of sliding motion is guaranteed. Moreover, sufficient conditions for mean square asymptotic stability and passivity of sliding mode dynamics are obtained by linear matrix inequalities (LMIs). Finally, two examples are given to illustrate the effectiveness of the proposed method. © 2013 ISA. Published by ISA. All rights reserved.

  5. Adaptive modeling, identification, and control of dynamic structural systems. I. Theory

    USGS Publications Warehouse

    Safak, Erdal

    1989-01-01

    A concise review of the theory of adaptive modeling, identification, and control of dynamic structural systems based on discrete-time recordings is presented. Adaptive methods have four major advantages over the classical methods: (1) Removal of the noise from the signal is done over the whole frequency band; (2) time-varying characteristics of systems can be tracked; (3) systems with unknown characteristics can be controlled; and (4) a small segment of the data is needed during the computations. Included in the paper are the discrete-time representation of single-input single-output (SISO) systems, models for SISO systems with noise, the concept of stochastic approximation, recursive prediction error method (RPEM) for system identification, and the adaptive control. Guidelines for model selection and model validation and the computational aspects of the method are also discussed in the paper. The present paper is the first of two companion papers. The theory given in the paper is limited to that which is necessary to follow the examples for applications in structural dynamics presented in the second paper.

  6. A damage analysis for brittle materials using stochastic micro-structural information

    NASA Astrophysics Data System (ADS)

    Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue

    2016-03-01

    In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.

  7. Estimation and Analysis of Nonlinear Stochastic Systems. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Marcus, S. I.

    1975-01-01

    The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

  8. Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

    NASA Astrophysics Data System (ADS)

    Gay-Balmaz, François; Holm, Darryl D.

    2018-01-01

    Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

  9. Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

    PubMed Central

    Golightly, Andrew; Wilkinson, Darren J.

    2011-01-01

    Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

  10. Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

    NASA Astrophysics Data System (ADS)

    Gay-Balmaz, François; Holm, Darryl D.

    2018-06-01

    Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

  11. The stochastic Beer-Lambert-Bouguer law for discontinuous vegetation canopies

    NASA Astrophysics Data System (ADS)

    Shabanov, N.; Gastellu-Etchegorry, J.-P.

    2018-07-01

    The 3D distribution of canopy foliage affects the radiation regime and retrievals of canopy biophysical parameters. The gap fraction is one primary indicator of a canopy structure. Historically the Beer-Lambert-Bouguer law and the linear mixture model have served as a basis for multiple technologies for retrievals of the gap (or vegetation) fraction and Leaf Area Index (LAI). The Beer-Lambert-Bouguer law is a form of the Radiative Transfer (RT) equation for homogeneous canopies, which was later adjusted for a correlation between fitoelements using concept of the clumping index. The Stochastic Radiative Transfer (SRT) approach has been developed specifically for heterogeneous canopies, however the approach lacks a proper model of the vegetation fraction. This study is focused on the implementation of the stochastic version of the Beer-Lambert-Bouguer law for heterogeneous canopies, featuring the following principles: 1) two mechanisms perform photon transport- transmission through the turbid medium of foliage crowns and direct streaming through canopy gaps, 2) the radiation field is influenced by a canopy structure (quantified by the statistical moments of a canopy structure) and a foliage density (quantified by the gap fraction as a function of LAI), 3) the notions of canopy transmittance and gap fraction are distinct. The derived stochastic Beer-Lambert-Bouguer law is consistent with the Geometrical Optical and Radiative Transfer (GORT) derivations. Analytical and numerical analysis of the stochastic Beer-Lambert-Bouguer law presented in this study provides the basis to reformulate widely used technologies for retrievals of the gap fraction and LAI from ground and satellite radiation measurements.

  12. Hydrologic dynamics and ecosystem structure.

    PubMed

    Rodríguez-Iturbe, I

    2003-01-01

    Ecohydrology is the science that studies the mutual interaction between the hydrological cycle and ecosystems. Such an interaction is especially intense in water-controlled ecosystems, where water may be a limiting factor, not only because of its scarcity, but also because of its intermittent and unpredictable appearance. Hydrologic dynamics is shown to be a crucial factor for ecological patterns and processes. The probabilistic structure of soil moisture in time and space is presented as the key linkage between soil, climate and vegetation dynamics. Nutrient cycles, vegetation coexistence and plant response to environmental conditions are all intimately linked to the stochastic fluctuation of the hydrologic inputs driving an ecosystem.

  13. Electron thermal confinement in a partially stochastic magnetic structure

    NASA Astrophysics Data System (ADS)

    Morton, L. A.; Young, W. C.; Hegna, C. C.; Parke, E.; Reusch, J. A.; Den Hartog, D. J.

    2018-04-01

    Using a high-repetition-rate Thomson scattering diagnostic, we observe a peak in electron temperature Te coinciding with the location of a large magnetic island in the Madison Symmetric Torus. Magnetohydrodynamic modeling of this quasi-single helicity plasma indicates that smaller adjacent islands overlap with and destroy the large island flux surfaces. The estimated stochastic electron thermal conductivity ( ≈30 m 2/s ) is consistent with the conductivity inferred from the observed Te gradient and ohmic heating power. Island-shaped Te peaks can result from partially stochastic magnetic islands.

  14. ODECS -- A computer code for the optimal design of S.I. engine control strategies

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Arsie, I.; Pianese, C.; Rizzo, G.

    1996-09-01

    The computer code ODECS (Optimal Design of Engine Control Strategies) for the design of Spark Ignition engine control strategies is presented. This code has been developed starting from the author`s activity in this field, availing of some original contributions about engine stochastic optimization and dynamical models. This code has a modular structure and is composed of a user interface for the definition, the execution and the analysis of different computations performed with 4 independent modules. These modules allow the following calculations: (1) definition of the engine mathematical model from steady-state experimental data; (2) engine cycle test trajectory corresponding to amore » vehicle transient simulation test such as ECE15 or FTP drive test schedule; (3) evaluation of the optimal engine control maps with a steady-state approach; (4) engine dynamic cycle simulation and optimization of static control maps and/or dynamic compensation strategies, taking into account dynamical effects due to the unsteady fluxes of air and fuel and the influences of combustion chamber wall thermal inertia on fuel consumption and emissions. Moreover, in the last two modules it is possible to account for errors generated by a non-deterministic behavior of sensors and actuators and the related influences on global engine performances, and compute robust strategies, less sensitive to stochastic effects. In the paper the four models are described together with significant results corresponding to the simulation and the calculation of optimal control strategies for dynamic transient tests.« less

  15. Sampling-Based Stochastic Sensitivity Analysis Using Score Functions for RBDO Problems with Correlated Random Variables

    DTIC Science & Technology

    2010-08-01

    a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. a ...SECURITY CLASSIFICATION OF: This study presents a methodology for computing stochastic sensitivities with respect to the design variables, which are the...Random Variables Report Title ABSTRACT This study presents a methodology for computing stochastic sensitivities with respect to the design variables

  16. Finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems

    NASA Astrophysics Data System (ADS)

    Xie, Xue-Jun; Zhang, Xing-Hui; Zhang, Kemei

    2016-07-01

    This paper studies the finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems. Based on the stochastic Lyapunov theorem on finite-time stability, by using the homogeneous domination method, the adding one power integrator and sign function method, constructing a ? Lyapunov function and verifying the existence and uniqueness of solution, a continuous state feedback controller is designed to guarantee the closed-loop system finite-time stable in probability.

  17. On Nash Equilibria in Stochastic Games

    DTIC Science & Technology

    2003-10-01

    Traditionally automata theory and veri cation has considered zero sum or strictly competitive versions of stochastic games . In these games there are two players...zero- sum discrete-time stochastic dynamic games . SIAM J. Control and Optimization, 19(5):617{634, 1981. 18. R.J. Lipton, E . Markakis, and A. Mehta...Playing large games using simple strate- gies. In EC 03: Electronic Commerce, pages 36{41. ACM Press, 2003. 19. A. Maitra and W. Sudderth. Finitely

  18. A nonlinear dynamic age-structured model of e-commerce in spain: Stability analysis of the equilibrium by delay and stochastic perturbations

    NASA Astrophysics Data System (ADS)

    Burgos, C.; Cortés, J.-C.; Shaikhet, L.; Villanueva, R.-J.

    2018-11-01

    First, we propose a deterministic age-structured epidemiological model to study the diffusion of e-commerce in Spain. Afterwards, we determine the parameters (death, birth and growth rates) of the underlying demographic model as well as the parameters (transmission of the use of e-commerce rates) of the proposed epidemiological model that best fit real data retrieved from the Spanish National Statistical Institute. Motivated by the two following facts: first the dynamics of acquiring the use of a new technology as e-commerce is mainly driven by the feedback after interacting with our peers (family, friends, mates, mass media, etc.), hence having a certain delay, and second the inherent uncertainty of sampled real data and the social complexity of the phenomena under analysis, we introduce aftereffect and stochastic perturbations in the initial deterministic model. This leads to a delayed stochastic model for e-commerce. We then investigate sufficient conditions in order to guarantee the stability in probability of the equilibrium point of the dynamic e-commerce delayed stochastic model. Our theoretical findings are numerically illustrated using real data.

  19. Estimation and enhancement of real-time software reliability through mutation analysis

    NASA Technical Reports Server (NTRS)

    Geist, Robert; Offutt, A. J.; Harris, Frederick C., Jr.

    1992-01-01

    A simulation-based technique for obtaining numerical estimates of the reliability of N-version, real-time software is presented. An extended stochastic Petri net is employed to represent the synchronization structure of N versions of the software, where dependencies among versions are modeled through correlated sampling of module execution times. Test results utilizing specifications for NASA's planetary lander control software indicate that mutation-based testing could hold greater potential for enhancing reliability than the desirable but perhaps unachievable goal of independence among N versions.

  20. Self-Tuning Methods for Multiple-Controller Systems.

    DTIC Science & Technology

    1981-08-01

    the model. The plant is governed by y(t) + Aly (t-l) - B 0u(t-l) + e(t) - where -0.99101 8.80512 x 103 A1 i.. "+-0.80610 -0.77089 -0.89889 -4.59328 x 10...AC-19, No. 5, Oct. 1974, pp. 518-524. [8 Bar- Shalom , Y. and Tse, E., "Dual Effect, Certainty Equivalence and Separation in Stochastic Control," IEEE...Trans. on Automatic Control, Vol. AC-19, No. 5, Oct. 1974, pp. 494-500. [9) Bar- Shalom , Y. and Tse, E., "Concepts and Methods in Stochastic Control

  1. A stochastic regulator for integrated communication and control systems. I - Formulation of control law. II - Numerical analysis and simulation

    NASA Technical Reports Server (NTRS)

    Liou, Luen-Woei; Ray, Asok

    1991-01-01

    A state feedback control law for integrated communication and control systems (ICCS) is formulated by using the dynamic programming and optimality principle on a finite-time horizon. The control law is derived on the basis of a stochastic model of the plant which is augmented in state space to allow for the effects of randomly varying delays in the feedback loop. A numerical procedure for synthesizing the control parameters is then presented, and the performance of the control law is evaluated by simulating the flight dynamics model of an advanced aircraft. Finally, recommendations for future work are made.

  2. Single cell Hi-C reveals cell-to-cell variability in chromosome structure

    PubMed Central

    Schoenfelder, Stefan; Yaffe, Eitan; Dean, Wendy; Laue, Ernest D.; Tanay, Amos; Fraser, Peter

    2013-01-01

    Large-scale chromosome structure and spatial nuclear arrangement have been linked to control of gene expression and DNA replication and repair. Genomic techniques based on chromosome conformation capture assess contacts for millions of loci simultaneously, but do so by averaging chromosome conformations from millions of nuclei. Here we introduce single cell Hi-C, combined with genome-wide statistical analysis and structural modeling of single copy X chromosomes, to show that individual chromosomes maintain domain organisation at the megabase scale, but show variable cell-to-cell chromosome territory structures at larger scales. Despite this structural stochasticity, localisation of active gene domains to boundaries of territories is a hallmark of chromosomal conformation. Single cell Hi-C data bridge current gaps between genomics and microscopy studies of chromosomes, demonstrating how modular organisation underlies dynamic chromosome structure, and how this structure is probabilistically linked with genome activity patterns. PMID:24067610

  3. Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges

    PubMed Central

    Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

    2017-01-01

    This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer. PMID:28103246

  4. Ultimate open pit stochastic optimization

    NASA Astrophysics Data System (ADS)

    Marcotte, Denis; Caron, Josiane

    2013-02-01

    Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.

  5. Optimal causal inference: estimating stored information and approximating causal architecture.

    PubMed

    Still, Susanne; Crutchfield, James P; Ellison, Christopher J

    2010-09-01

    We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate-distortion theory to use causal shielding--a natural principle of learning. We study two distinct cases of causal inference: optimal causal filtering and optimal causal estimation. Filtering corresponds to the ideal case in which the probability distribution of measurement sequences is known, giving a principled method to approximate a system's causal structure at a desired level of representation. We show that in the limit in which a model-complexity constraint is relaxed, filtering finds the exact causal architecture of a stochastic dynamical system, known as the causal-state partition. From this, one can estimate the amount of historical information the process stores. More generally, causal filtering finds a graded model-complexity hierarchy of approximations to the causal architecture. Abrupt changes in the hierarchy, as a function of approximation, capture distinct scales of structural organization. For nonideal cases with finite data, we show how the correct number of the underlying causal states can be found by optimal causal estimation. A previously derived model-complexity control term allows us to correct for the effect of statistical fluctuations in probability estimates and thereby avoid overfitting.

  6. The Relation of Morphological Awareness and Syntactic Awareness to Adults' Reading Comprehension: Is Vocabulary Knowledge a Mediating Variable?

    ERIC Educational Resources Information Center

    Guo, Ying; Roehrig, Alysia D.; Williams, Rihana S.

    2011-01-01

    The authors' goal was to examine the structural relationships among vocabulary knowledge, morphological awareness, syntactic awareness, and reading comprehension in English-speaking adults. Structural equation analysis of data collected from 151 participants revealed that morphological awareness affected reading comprehension directly. Syntactic…

  7. Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

    NASA Technical Reports Server (NTRS)

    1999-01-01

    Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

  8. Algorithms for adaptive stochastic control for a class of linear systems

    NASA Technical Reports Server (NTRS)

    Toda, M.; Patel, R. V.

    1977-01-01

    Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

  9. Visible/near-infrared subdiffraction imaging reveals the stochastic nature of DNA walkers.

    PubMed

    Pan, Jing; Cha, Tae-Gon; Li, Feiran; Chen, Haorong; Bragg, Nina A; Choi, Jong Hyun

    2017-01-01

    DNA walkers are designed with the structural specificity and functional diversity of oligonucleotides to actively convert chemical energy into mechanical translocation. Compared to natural protein motors, DNA walkers' small translocation distance (mostly <100 nm) and slow reaction rate (<0.1 nm s -1 ) make single-molecule characterization of their kinetics elusive. An important indication of single-walker kinetics is the rate-limiting reactions that a particular walker design bears. We introduce an integrated super-resolved fluorescence microscopy approach that is capable of long-term imaging to investigate the stochastic behavior of DNA walkers. Subdiffraction tracking and imaging in the visible and second near-infrared spectra resolve walker structure and reaction rates. The distributions of walker kinetics are analyzed using a stochastic model to reveal reaction randomness and the rate-limiting biochemical reaction steps.

  10. Turbulence modeling and combustion simulation in porous media under high Peclet number

    NASA Astrophysics Data System (ADS)

    Moiseev, Andrey A.; Savin, Andrey V.

    2018-05-01

    Turbulence modelling in porous flows and burning still remains not completely clear until now. Undoubtedly, conventional turbulence models must work well under high Peclet numbers when porous channels shape is implemented in details. Nevertheless, the true turbulent mixing takes place at micro-scales only, and the dispersion mixing works at macro-scales almost independent from true turbulence. The dispersion mechanism is characterized by the definite space scale (scale of the porous structure) and definite velocity scale (filtration velocity). The porous structure is stochastic one usually, and this circumstance allows applying the analogy between space-time-stochastic true turbulence and the dispersion flow which is stochastic in space only, when porous flow is simulated at the macro-scale level. Additionally, the mentioned analogy allows applying well-known turbulent combustion models in simulations of porous combustion under high Peclet numbers.

  11. Visible/near-infrared subdiffraction imaging reveals the stochastic nature of DNA walkers

    PubMed Central

    Pan, Jing; Cha, Tae-Gon; Li, Feiran; Chen, Haorong; Bragg, Nina A.; Choi, Jong Hyun

    2017-01-01

    DNA walkers are designed with the structural specificity and functional diversity of oligonucleotides to actively convert chemical energy into mechanical translocation. Compared to natural protein motors, DNA walkers’ small translocation distance (mostly <100 nm) and slow reaction rate (<0.1 nm s−1) make single-molecule characterization of their kinetics elusive. An important indication of single-walker kinetics is the rate-limiting reactions that a particular walker design bears. We introduce an integrated super-resolved fluorescence microscopy approach that is capable of long-term imaging to investigate the stochastic behavior of DNA walkers. Subdiffraction tracking and imaging in the visible and second near-infrared spectra resolve walker structure and reaction rates. The distributions of walker kinetics are analyzed using a stochastic model to reveal reaction randomness and the rate-limiting biochemical reaction steps. PMID:28116353

  12. Low-cost Cognitive Electronics Technology for Enhanced Communications and Situational Awareness for Networks of Small Unmanned Aerial Vehicles (UAV)

    DTIC Science & Technology

    2013-03-01

    series of checkpoints in a complex route network,” while observing standard traffic etiquette and regulations [17]. The rules for the 2012 RoboCup...structure or protocols above the PHY. To support AVEP operation, we developed a packet structure based on the transmission control protocol (TCP...Control Protocol .” 1981. [37] F. Ge, Q. Chen, Y. Wang, C. W. Bostian, T. W. Rondeau, and B. Le, “Cognitive radio: from spectrum sharing to adaptive

  13. Tuberculosis awareness in Gezira, Sudan: knowledge, attitude and practice case-control survey.

    PubMed

    Suleiman, M M A; Sahal, N; Sodemann, M; Elsony, A; Aro, A R

    2014-03-13

    This case-control study aimed to assess tuberculosis (TB) awareness and its associated sociodemographic characteristics in Gezira, Sudan. New smear-positive TB patients registered in Gezira in 2010 (n = 425) and age-matched controls who attended the same health facilities for other reasons (n = 850) formed the study sample. Awareness was measured using a modified standard World Health Organization TB knowledge, attitude and practice instrument. There was no significant difference between TB cases and the controls in overall levels of TB awareness. About two-thirds of TB cases and controls had good TB awareness. Respondents' sex was associated with awareness among the controls. Age, level of education, type of residence and type of occupation were significantly associated with TB awareness, whereas marital status had no effect. The good level of TB awareness found among TB cases and controls is a baseline for further TB awareness-raising among the Gezira population.

  14. Stochastic quantization of (λϕ4)d scalar theory: Generalized Langevin equation with memory kernel

    NASA Astrophysics Data System (ADS)

    Menezes, G.; Svaiter, N. F.

    2007-02-01

    The method of stochastic quantization for a scalar field theory is reviewed. A brief survey for the case of self-interacting scalar field, implementing the stochastic perturbation theory up to the one-loop level, is presented. Then, it is introduced a colored random noise in the Einstein's relations, a common prescription employed by one of the stochastic regularizations, to control the ultraviolet divergences of the theory. This formalism is extended to the case where a Langevin equation with a memory kernel is used. It is shown that, maintaining the Einstein's relations with a colored noise, there is convergence to a non-regularized theory.

  15. Coevolution Maintains Diversity in the Stochastic "Kill the Winner" Model

    NASA Astrophysics Data System (ADS)

    Xue, Chi; Goldenfeld, Nigel

    2017-12-01

    The "kill the winner" hypothesis is an attempt to address the problem of diversity in biology. It argues that host-specific predators control the population of each prey, preventing a winner from emerging and thus maintaining the coexistence of all species in the system. We develop a stochastic model for the kill the winner paradigm and show that the stable coexistence state of the deterministic kill the winner model is destroyed by demographic stochasticity, through a cascade of extinction events. We formulate an individual-level stochastic model in which predator-prey coevolution promotes the high diversity of the ecosystem by generating a persistent population flux of species.

  16. Missed opportunities to improve the health of postpartum women: high rates of untreated hypertension in rural Tanzania

    PubMed Central

    Larson, Elysia; Rabkin, Miriam; Mbaruku, Godfrey M.; Mbatia, Redempta; Kruk, Margaret E.

    2017-01-01

    Objectives To assess the prevalence of high blood pressure amongst postpartum women in rural Tanzania, and to explore factors associated with hypertension prevalence, awareness of their own hypertension, treatment, and control. Methods We conducted a cross-sectional study of 1,849 women in Tanzania’s Pwani Region who delivered a child in the prior year. We measured blood pressure, administered a structured questionnaire, and assessed factors associated with hypertension (HTN) prevalence, women’s awareness of their own HTN, treatment, and control of HTN using bivariable and multivariable logistic regressions. Findings 26.7% of women had high blood pressure and/or were taking antihypertensive medication. Women were on average 27.5 years old (range 15–54). Nearly all women (99.5%) reported contact with the health system during their pregnancy and delivery, with 97.0% reporting at least one antenatal care visit, 81.4% reporting facility delivery, and an overall average of 5.2 visits for their own care in the past year. Only 23.5% of those with HTN were aware of their diagnosis, 17.4% were taking medication, and only 10.5% had controlled blood pressure. In multivariable analysis, facility delivery, health insurance, and increased distance from a hospital were associated with increased likelihood of HTN awareness; facility delivery and hospital distance were associated with current hypertensive treatment; younger age and increased hospital distance were associated with control of HTN. Conclusion The prevalence of high blood pressure in this postpartum population was high, and despite frequent recent contacts with the health system, awareness, treatment and control of HTN were low. These findings highlight an important missed opportunity to improve women’s health during antenatal and postnatal care. PMID:28120288

  17. Right external globus pallidus changes are associated with altered causal awareness in youth with depression

    PubMed Central

    Griffiths, K R; Lagopoulos, J; Hermens, D F; Hickie, I B; Balleine, B W

    2015-01-01

    Cognitive impairment is a functionally disabling feature of depression contributing to maladaptive decision-making, a loss of behavioral control and an increased disease burden. The ability to calculate the causal efficacy of ones actions in achieving specific goals is critical to normal decision-making and, in this study, we combined voxel-based morphometry (VBM), shape analysis and diffusion tensor tractography to investigate the relationship between cortical–basal ganglia structural integrity and such causal awareness in 43 young subjects with depression and 21 demographically similar healthy controls. Volumetric analysis determined a relationship between right pallidal size and sensitivity to the causal status of specific actions. More specifically, shape analysis identified dorsolateral surface vertices where an inward location was correlated with reduced levels of causal awareness. Probabilistic tractography revealed that affected parts of the pallidum were primarily connected with the striatum, dorsal thalamus and hippocampus. VBM did not reveal any whole-brain gray matter regions that correlated with causal awareness. We conclude that volumetric reduction within the indirect pathway involving the right dorsolateral pallidum is associated with reduced awareness of the causal efficacy of goal-directed actions in young depressed individuals. This causal awareness task allows for the identification of a functionally and biologically relevant subgroup to which more targeted cognitive interventions could be applied, potentially enhancing the long-term outcomes for these individuals. PMID:26440541

  18. A microprocessor-based multichannel subsensory stochastic resonance electrical stimulator.

    PubMed

    Chang, Gwo-Ching

    2013-01-01

    Stochastic resonance electrical stimulation is a novel intervention which provides potential benefits for improving postural control ability in the elderly, those with diabetic neuropathy, and stroke patients. In this paper, a microprocessor-based subsensory white noise electrical stimulator for the applications of stochastic resonance stimulation is developed. The proposed stimulator provides four independent programmable stimulation channels with constant-current output, possesses linear voltage-to-current relationship, and has two types of stimulation modes, pulse amplitude and width modulation.

  19. Effects of stochastic sodium channels on extracellular excitation of myelinated nerve fibers.

    PubMed

    Mino, Hiroyuki; Grill, Warren M

    2002-06-01

    The effects of the stochastic gating properties of sodium channels on the extracellular excitation properties of mammalian nerve fibers was determined by computer simulation. To reduce computation time, a hybrid multicompartment cable model including five central nodes of Ranvier containing stochastic sodium channels and 16 flanking nodes containing detenninistic membrane dynamics was developed. The excitation properties of the hybrid cable model were comparable with those of a full stochastic cable model including 21 nodes of Ranvier containing stochastic sodium channels, indicating the validity of the hybrid cable model. The hybrid cable model was used to investigate whether or not the excitation properties of extracellularly activated fibers were influenced by the stochastic gating of sodium channels, including spike latencies, strength-duration (SD), current-distance (IX), and recruitment properties. The stochastic properties of the sodium channels in the hybrid cable model had the greatest impact when considering the temporal dynamics of nerve fibers, i.e., a large variability in latencies, while they did not influence the SD, IX, or recruitment properties as compared with those of the conventional deterministic cable model. These findings suggest that inclusion of stochastic nodes is not important for model-based design of stimulus waveforms for activation of motor nerve fibers. However, in cases where temporal fine structure is important, for example in sensory neural prostheses in the auditory and visual systems, the stochastic properties of the sodium channels may play a key role in the design of stimulus waveforms.

  20. Controlled Quantum Packets

    NASA Technical Reports Server (NTRS)

    DeMartino, Salvatore; DeSiena, Silvio

    1996-01-01

    We look at time evolution of a physical system from the point of view of dynamical control theory. Normally we solve motion equation with a given external potential and we obtain time evolution. Standard examples are the trajectories in classical mechanics or the wave functions in Quantum Mechanics. In the control theory, we have the configurational variables of a physical system, we choose a velocity field and with a suited strategy we force the physical system to have a well defined evolution. The evolution of the system is the 'premium' that the controller receives if he has adopted the right strategy. The strategy is given by well suited laboratory devices. The control mechanisms are in many cases non linear; it is necessary, namely, a feedback mechanism to retain in time the selected evolution. Our aim is to introduce a scheme to obtain Quantum wave packets by control theory. The program is to choose the characteristics of a packet, that is, the equation of evolution for its centre and a controlled dispersion, and to give a building scheme from some initial state (for example a solution of stationary Schroedinger equation). It seems natural in this view to use stochastic approach to Quantum Mechanics, that is, Stochastic Mechanics [S.M.]. It is a quantization scheme different from ordinary ones only formally. This approach introduces in quantum theory the whole mathematical apparatus of stochastic control theory. Stochastic Mechanics, in our view, is more intuitive when we want to study all the classical-like problems. We apply our scheme to build two classes of quantum packets both derived generalizing some properties of coherent states.

  1. Finite-Horizon H∞ Consensus Control of Time-Varying Multiagent Systems With Stochastic Communication Protocol.

    PubMed

    Zou, Lei; Wang, Zidong; Gao, Huijun; Alsaadi, Fuad E

    2017-03-31

    This paper is concerned with the distributed H∞ consensus control problem for a discrete time-varying multiagent system with the stochastic communication protocol (SCP). A directed graph is used to characterize the communication topology of the multiagent network. The data transmission between each agent and the neighboring ones is implemented via a constrained communication channel where only one neighboring agent is allowed to transmit data at each time instant. The SCP is applied to schedule the signal transmission of the multiagent system. A sequence of random variables is utilized to capture the scheduling behavior of the SCP. By using the mapping technology combined with the Hadamard product, the closed-loop multiagent system is modeled as a time-varying system with a stochastic parameter matrix. The purpose of the addressed problem is to design a cooperative controller for each agent such that, for all probabilistic scheduling behaviors, the H∞ consensus performance is achieved over a given finite horizon for the closed-loop multiagent system. A necessary and sufficient condition is derived to ensure the H∞ consensus performance based on the completing squares approach and the stochastic analysis technique. Then, the controller parameters are obtained by solving two coupled backward recursive Riccati difference equations. Finally, a numerical example is given to illustrate the effectiveness of the proposed controller design scheme.

  2. Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game

    PubMed Central

    2015-01-01

    Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions’ cooperative and noncooperative optimal emission paths, which maximize the regions’ discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games. PMID:26402322

  3. Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game.

    PubMed

    Chang, Shuhua; Wang, Xinyu; Wang, Zheng

    2015-01-01

    Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.

  4. Optimization under variability and uncertainty: a case study for NOx emissions control for a gasification system.

    PubMed

    Chen, Jianjun; Frey, H Christopher

    2004-12-15

    Methods for optimization of process technologies considering the distinction between variability and uncertainty are developed and applied to case studies of NOx control for Integrated Gasification Combined Cycle systems. Existing methods of stochastic optimization (SO) and stochastic programming (SP) are demonstrated. A comparison of SO and SP results provides the value of collecting additional information to reduce uncertainty. For example, an expected annual benefit of 240,000 dollars is estimated if uncertainty can be reduced before a final design is chosen. SO and SP are typically applied to uncertainty. However, when applied to variability, the benefit of dynamic process control is obtained. For example, an annual savings of 1 million dollars could be achieved if the system is adjusted to changes in process conditions. When variability and uncertainty are treated distinctively, a coupled stochastic optimization and programming method and a two-dimensional stochastic programming method are demonstrated via a case study. For the case study, the mean annual benefit of dynamic process control is estimated to be 700,000 dollars, with a 95% confidence range of 500,000 dollars to 940,000 dollars. These methods are expected to be of greatest utility for problems involving a large commitment of resources, for which small differences in designs can produce large cost savings.

  5. Derivation of kinetic equations from non-Wiener stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Basharov, A. M.

    2013-12-01

    Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.

  6. Physical Models of Cognition

    NASA Technical Reports Server (NTRS)

    Zak, Michail

    1994-01-01

    This paper presents and discusses physical models for simulating some aspects of neural intelligence, and, in particular, the process of cognition. The main departure from the classical approach here is in utilization of a terminal version of classical dynamics introduced by the author earlier. Based upon violations of the Lipschitz condition at equilibrium points, terminal dynamics attains two new fundamental properties: it is spontaneous and nondeterministic. Special attention is focused on terminal neurodynamics as a particular architecture of terminal dynamics which is suitable for modeling of information flows. Terminal neurodynamics possesses a well-organized probabilistic structure which can be analytically predicted, prescribed, and controlled, and therefore which presents a powerful tool for modeling real-life uncertainties. Two basic phenomena associated with random behavior of neurodynamic solutions are exploited. The first one is a stochastic attractor ; a stable stationary stochastic process to which random solutions of a closed system converge. As a model of the cognition process, a stochastic attractor can be viewed as a universal tool for generalization and formation of classes of patterns. The concept of stochastic attractor is applied to model a collective brain paradigm explaining coordination between simple units of intelligence which perform a collective task without direct exchange of information. The second fundamental phenomenon discussed is terminal chaos which occurs in open systems. Applications of terminal chaos to information fusion as well as to explanation and modeling of coordination among neurons in biological systems are discussed. It should be emphasized that all the models of terminal neurodynamics are implementable in analog devices, which means that all the cognition processes discussed in the paper are reducible to the laws of Newtonian mechanics.

  7. AMP!: A Cross-site Analysis of the Effects of a Theater-based Intervention on Adolescent Awareness, Attitudes, and Knowledge about HIV.

    PubMed

    Taggart, Tamara; Taboada, Arianna; Stein, Judith A; Milburn, Norweeta G; Gere, David; Lightfoot, Alexandra F

    2016-07-01

    AMP! (Arts-based, Multiple component, Peer-education) is an HIV intervention developed for high school adolescents. AMP! uses interactive theater-based scenarios developed by trained college undergraduates to deliver messages addressing HIV/STI prevention strategies, healthy relationships, and stigma reduction towards people living with HIV/AIDS. We used a pre-test/post-test, control group study design to simultaneously assess intervention effect on ninth grade students in an urban county in California (N = 159) and a suburban county in North Carolina (N = 317). In each location, the control group received standard health education curricula delivered by teachers; the intervention group received AMP! in addition to standard health education curricula. Structural equation modeling was used to determine intervention effects. The post-test sample was 46 % male, 90 % self-identified as heterosexual, 32 % reported receiving free or reduced lunch, and 49 % White. Structural models indicated that participation in AMP! predicted higher scores on HIV knowledge (p = 0.05), HIV awareness (p = 0.01), and HIV attitudes (p = 0.05) at the post-test. Latent means comparison analyses revealed post-test scores were significantly higher than pre-test scores on HIV knowledge (p = 0.001), HIV awareness (p = 0.001), and HIV attitudes (p = 0.001). Further analyses indicated that scores rose for both groups, but the post-test scores of intervention participants were significantly higher than controls (HIV knowledge (p = 0.01), HIV awareness (p = 0.01), and HIV attitudes (p = 0.05)). Thus, AMP!'s theater-based approach shows promise for addressing multiple adolescent risk factors and attitudes concerning HIV in school settings.

  8. Control of Complex Dynamic Systems by Neural Networks

    NASA Technical Reports Server (NTRS)

    Spall, James C.; Cristion, John A.

    1993-01-01

    This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

  9. ON NONSTATIONARY STOCHASTIC MODELS FOR EARTHQUAKES.

    USGS Publications Warehouse

    Safak, Erdal; Boore, David M.

    1986-01-01

    A seismological stochastic model for earthquake ground-motion description is presented. Seismological models are based on the physical properties of the source and the medium and have significant advantages over the widely used empirical models. The model discussed here provides a convenient form for estimating structural response by using random vibration theory. A commonly used random process for ground acceleration, filtered white-noise multiplied by an envelope function, introduces some errors in response calculations for structures whose periods are longer than the faulting duration. An alternate random process, filtered shot-noise process, eliminates these errors.

  10. Conserving the linear momentum in stochastic dynamics: Dissipative particle dynamics as a general strategy to achieve local thermostatization in molecular dynamics simulations.

    PubMed

    Passler, Peter P; Hofer, Thomas S

    2017-02-15

    Stochastic dynamics is a widely employed strategy to achieve local thermostatization in molecular dynamics simulation studies; however, it suffers from an inherent violation of momentum conservation. Although this short-coming has little impact on structural and short-time dynamic properties, it can be shown that dynamics in the long-time limit such as diffusion is strongly dependent on the respective thermostat setting. Application of the methodically similar dissipative particle dynamics (DPD) provides a simple, effective strategy to ensure the advantages of local, stochastic thermostatization while at the same time the linear momentum of the system remains conserved. In this work, the key parameters to employ the DPD thermostats in the framework of periodic boundary conditions are investigated, in particular the dependence of the system properties on the size of the DPD-region as well as the treatment of forces near the cutoff. Structural and dynamical data for light and heavy water as well as a Lennard-Jones fluid have been compared to simulations executed via stochastic dynamics as well as via use of the widely employed Nose-Hoover chain and Berendsen thermostats. It is demonstrated that a small size of the DPD region is sufficient to achieve local thermalization, while at the same time artifacts in the self-diffusion characteristic for stochastic dynamics are eliminated. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

  11. Hybrid deterministic/stochastic simulation of complex biochemical systems.

    PubMed

    Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

    2017-11-21

    In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

  12. Effect of resonant magnetic perturbations on three dimensional equilibria in the Madison Symmetric Torus reversed-field pinch

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Munaretto, S., E-mail: smunaretto@wisc.edu; Chapman, B. E.; Nornberg, M. D.

    2016-05-15

    The orientation of 3D equilibria in the Madison Symmetric Torus (MST) [R. N. Dexter et al., Fusion Technol. 19, 131 (1991)] reversed-field pinch can now be controlled with a resonant magnetic perturbation (RMP). Absent the RMP, the orientation of the stationary 3D equilibrium varies from shot to shot in a semi-random manner, making its diagnosis difficult. Produced with a poloidal array of saddle coils at the vertical insulated cut in MST's thick conducting shell, an m = 1 RMP with an amplitude b{sub r}/B ∼ 10% forces the 3D structure into any desired orientation relative to MST's diagnostics. This control has led to improvedmore » diagnosis, revealing enhancements in both the central electron temperature and density. With sufficient amplitude, the RMP also inhibits the generation of high-energy (>20 keV) electrons, which otherwise emerge due to a reduction in magnetic stochasticity in the core. Field line tracing reveals that the RMP reintroduces stochasticity to the core. A m = 3 RMP of similar amplitude has little effect on the magnetic topology or the high-energy electrons.« less

  13. Identification of hydraulic conductivity structure in sand and gravel aquifers: Cape Cod data set

    USGS Publications Warehouse

    Eggleston, J.R.; Rojstaczer, S.A.; Peirce, J.J.

    1996-01-01

    This study evaluates commonly used geostatistical methods to assess reproduction of hydraulic conductivity (K) structure and sensitivity under limiting amounts of data. Extensive conductivity measurements from the Cape Cod sand and gravel aquifer are used to evaluate two geostatistical estimation methods, conditional mean as an estimate and ordinary kriging, and two stochastic simulation methods, simulated annealing and sequential Gaussian simulation. Our results indicate that for relatively homogeneous sand and gravel aquifers such as the Cape Cod aquifer, neither estimation methods nor stochastic simulation methods give highly accurate point predictions of hydraulic conductivity despite the high density of collected data. Although the stochastic simulation methods yielded higher errors than the estimation methods, the stochastic simulation methods yielded better reproduction of the measured In (K) distribution and better reproduction of local contrasts in In (K). The inability of kriging to reproduce high In (K) values, as reaffirmed by this study, provides a strong instigation for choosing stochastic simulation methods to generate conductivity fields when performing fine-scale contaminant transport modeling. Results also indicate that estimation error is relatively insensitive to the number of hydraulic conductivity measurements so long as more than a threshold number of data are used to condition the realizations. This threshold occurs for the Cape Cod site when there are approximately three conductivity measurements per integral volume. The lack of improvement with additional data suggests that although fine-scale hydraulic conductivity structure is evident in the variogram, it is not accurately reproduced by geostatistical estimation methods. If the Cape Cod aquifer spatial conductivity characteristics are indicative of other sand and gravel deposits, then the results on predictive error versus data collection obtained here have significant practical consequences for site characterization. Heavily sampled sand and gravel aquifers, such as Cape Cod and Borden, may have large amounts of redundant data, while in more common real world settings, our results suggest that denser data collection will likely improve understanding of permeability structure.

  14. Role of atomistic structure in the stochastic nature of conductivity in substoichiometric tantalum pentoxide

    DOE PAGES

    Bondi, Robert James; Fox, Brian Philip; Marinella, Matthew J.

    2016-03-22

    In this study, first-principles calculations of electrical conductivity (σ o) are revisited to determine the atomistic origin of its stochasticity in a distribution generated from sampling 14 ab-initio molecular dynamics configurations from 10 independently quenched models (n = 140) of substoichiometric amorphous Ta 2O 5, where each structure contains a neutral O monovacancy (V O 0). Structural analysis revealed a distinct minimum Ta-Ta separation (dimer/trimer) corresponding to each V O 0 location. Bader charge decomposition using a commonality analysis approach based on the σ o distribution extremes revealed nanostructural signatures indicating that both the magnitude and distribution of cationic chargemore » on the Ta subnetwork have a profound influence on σ o. Furthermore, visualization of local defect structures and their electron densities reinforces these conclusions and suggests σ o in the amorphous oxide is best suppressed by a highly charged, compact Ta cation shell that effectively screens and minimizes localized V O 0 interaction with the a-Ta 2O 5 network; conversely, delocalization of V O 0 corresponds to metallic character and high σ o. The random network of a-Ta 2O 5 provides countless variations of an ionic configuration scaffold in which small perturbations affect the electronic charge distribution and result in a fixed-stoichiometry distribution of σ o; consequently, precisely controlled and highly repeatable oxide fabrication processes are likely paramount for advancement of resistive memory technologies.« less

  15. Minimum State Awareness for Resilient Control Systems Under Cyber-Attack

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kisner, Roger; Fugate, David L; McIntyre, Timothy J

    2012-01-01

    State awareness for a control system is the accurate knowledge of the internal states of the system realization. To maintain stable operation, a controller requires a certain degree of state awareness. By definition, a cyber-attacker decreases the state awareness by modifying or removing the information available to the operator and control system. By doing so, the attacker can directly cause damage to the physical system through the control system, or indirectly by causing the operator to react in a damaging manner to the false information. In a number of recent papers, detection and mitigation strategies have been proposed that assumemore » state awareness. The goal of the attacker to reduce or remove state awareness makes this assumption invalid for most situations. One of the central problems of resilient control is developing methods to retain sufficient state awareness to continue operation during a cyberattack. In this paper, we will define state awareness, discuss the consequences of loss of state awareness, and some potential research directions for maintaining state awareness.« less

  16. Modeling the lake eutrophication stochastic ecosystem and the research of its stability.

    PubMed

    Wang, Bo; Qi, Qianqian

    2018-06-01

    In the reality, the lake system will be disturbed by stochastic factors including the external and internal factors. By adding the additive noise and the multiplicative noise to the right-hand sides of the model equation, the additive stochastic model and the multiplicative stochastic model are established respectively in order to reduce model errors induced by the absence of some physical processes. For both the two kinds of stochastic ecosystems, the authors studied the bifurcation characteristics with the FPK equation and the Lyapunov exponent method based on the Stratonovich-Khasminiskii stochastic average principle. Results show that, for the additive stochastic model, when control parameter (i.e., nutrient loading rate) falls into the interval [0.388644, 0.66003825], there exists bistability for the ecosystem and the additive noise intensities cannot make the bifurcation point drift. In the region of the bistability, the external stochastic disturbance which is one of the main triggers causing the lake eutrophication, may make the ecosystem unstable and induce a transition. When control parameter (nutrient loading rate) falls into the interval (0,  0.388644) and (0.66003825,  1.0), there only exists a stable equilibrium state and the additive noise intensity could not change it. For the multiplicative stochastic model, there exists more complex bifurcation performance and the multiplicative ecosystem will be broken by the multiplicative noise. Also, the multiplicative noise could reduce the extent of the bistable region, ultimately, the bistable region vanishes for sufficiently large noise. What's more, both the nutrient loading rate and the multiplicative noise will make the ecosystem have a regime shift. On the other hand, for the two kinds of stochastic ecosystems, the authors also discussed the evolution of the ecological variable in detail by using the Four-stage Runge-Kutta method of strong order γ=1.5. The numerical method was found to be capable of effectively explaining the regime shift theory and agreed with the realistic analyze. These conclusions also confirms the two paths for the system to move from one stable state to another proposed by Beisner et al. [3], which may help understand the occurrence mechanism related to the lake eutrophication from the view point of the stochastic model and mathematical analysis. Copyright © 2018 Elsevier Inc. All rights reserved.

  17. Structural factoring approach for analyzing stochastic networks

    NASA Technical Reports Server (NTRS)

    Hayhurst, Kelly J.; Shier, Douglas R.

    1991-01-01

    The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

  18. Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Yin, George; Wang, Le Yi; Zhang, Hongwei

    2014-12-10

    Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

  19. Stochastic blockmodeling of the modules and core of the Caenorhabditis elegans connectome.

    PubMed

    Pavlovic, Dragana M; Vértes, Petra E; Bullmore, Edward T; Schafer, William R; Nichols, Thomas E

    2014-01-01

    Recently, there has been much interest in the community structure or mesoscale organization of complex networks. This structure is characterised either as a set of sparsely inter-connected modules or as a highly connected core with a sparsely connected periphery. However, it is often difficult to disambiguate these two types of mesoscale structure or, indeed, to summarise the full network in terms of the relationships between its mesoscale constituents. Here, we estimate a community structure with a stochastic blockmodel approach, the Erdős-Rényi Mixture Model, and compare it to the much more widely used deterministic methods, such as the Louvain and Spectral algorithms. We used the Caenorhabditis elegans (C. elegans) nervous system (connectome) as a model system in which biological knowledge about each node or neuron can be used to validate the functional relevance of the communities obtained. The deterministic algorithms derived communities with 4-5 modules, defined by sparse inter-connectivity between all modules. In contrast, the stochastic Erdős-Rényi Mixture Model estimated a community with 9 blocks or groups which comprised a similar set of modules but also included a clearly defined core, made of 2 small groups. We show that the "core-in-modules" decomposition of the worm brain network, estimated by the Erdős-Rényi Mixture Model, is more compatible with prior biological knowledge about the C. elegans nervous system than the purely modular decomposition defined deterministically. We also show that the blockmodel can be used both to generate stochastic realisations (simulations) of the biological connectome, and to compress network into a small number of super-nodes and their connectivity. We expect that the Erdős-Rényi Mixture Model may be useful for investigating the complex community structures in other (nervous) systems.

  20. Comparison of stochastic optimization methods for all-atom folding of the Trp-Cage protein.

    PubMed

    Schug, Alexander; Herges, Thomas; Verma, Abhinav; Lee, Kyu Hwan; Wenzel, Wolfgang

    2005-12-09

    The performances of three different stochastic optimization methods for all-atom protein structure prediction are investigated and compared. We use the recently developed all-atom free-energy force field (PFF01), which was demonstrated to correctly predict the native conformation of several proteins as the global optimum of the free energy surface. The trp-cage protein (PDB-code 1L2Y) is folded with the stochastic tunneling method, a modified parallel tempering method, and the basin-hopping technique. All the methods correctly identify the native conformation, and their relative efficiency is discussed.

  1. Applied Nonlinear Dynamics and Stochastic Systems Near The Millenium. Proceedings

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kadtke, J.B.; Bulsara, A.

    These proceedings represent papers presented at the Applied Nonlinear Dynamics and Stochastic Systems conference held in San Diego, California in July 1997. The conference emphasized the applications of nonlinear dynamical systems theory in fields as diverse as neuroscience and biomedical engineering, fluid dynamics, chaos control, nonlinear signal/image processing, stochastic resonance, devices and nonlinear dynamics in socio{minus}economic systems. There were 56 papers presented at the conference and 5 have been abstracted for the Energy Science and Technology database.(AIP)

  2. Further studies using matched filter theory and stochastic simulation for gust loads prediction

    NASA Technical Reports Server (NTRS)

    Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

    1993-01-01

    This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

  3. Twin rotor damper for the damping of stochastically forced vibrations using a power-efficient control algorithm

    NASA Astrophysics Data System (ADS)

    Bäumer, Richard; Terrill, Richard; Wollnack, Simon; Werner, Herbert; Starossek, Uwe

    2018-01-01

    The twin rotor damper (TRD), an active mass damper, uses the centrifugal forces of two eccentrically rotating control masses. In the continuous rotation mode, the preferred mode of operation, the two eccentric control masses rotate with a constant angular velocity about two parallel axes, creating, under further operational constraints, a harmonic control force in a single direction. In previous theoretical work, it was shown that this mode of operation is effective for the damping of large, harmonic vibrations of a single degree of freedom (SDOF) oscillator. In this paper, the SDOF oscillator is assumed to be affected by a stochastic excitation force and consequently responds with several frequencies. Therefore, the TRD must deviate from the continuous rotation mode to ensure the anti-phasing between the harmonic control force of the TRD and the velocity of the SDOF oscillator. It is found that the required deviation from the continuous rotation mode increases with lower vibration amplitude. Therefore, an operation of the TRD in the continuous rotation mode is no longer efficient below a specific vibration-amplitude threshold. To additionally dampen vibrations below this threshold, the TRD can switch to another, more energy-consuming mode of operation, the swinging mode in which both control masses oscillate about certain angular positions. A power-efficient control algorithm is presented which uses the continuous rotation mode for large vibrations and the swinging mode for small vibrations. To validate the control algorithm, numerical and experimental investigations are performed for a single degree of freedom oscillator under stochastic excitation. Using both modes of operation, it is shown that the control algorithm is effective for the cases of free and stochastically forced vibrations of arbitrary amplitude.

  4. Commercialization of NESSUS: Status

    NASA Technical Reports Server (NTRS)

    Thacker, Ben H.; Millwater, Harry R.

    1991-01-01

    A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.

  5. Stochastic generation of complex crystal structures combining group and graph theory with application to carbon

    NASA Astrophysics Data System (ADS)

    Shi, Xizhi; He, Chaoyu; Pickard, Chris J.; Tang, Chao; Zhong, Jianxin

    2018-01-01

    A method is introduced to stochastically generate crystal structures with defined structural characteristics. Reasonable quotient graphs for symmetric crystals are constructed using a random strategy combined with space group and graph theory. Our algorithm enables the search for large-size and complex crystal structures with a specified connectivity, such as threefold sp2 carbons, fourfold sp3 carbons, as well as mixed sp2-sp3 carbons. To demonstrate the method, we randomly construct initial structures adhering to space groups from 75 to 230 and a range of lattice constants, and we identify 281 new sp3 carbon crystals. First-principles optimization of these structures show that most of them are dynamically and mechanically stable and are energetically comparable to those previously proposed. Some of the new structures can be considered as candidates to explain the experimental cold compression of graphite.

  6. Biobotic insect swarm based sensor networks for search and rescue

    NASA Astrophysics Data System (ADS)

    Bozkurt, Alper; Lobaton, Edgar; Sichitiu, Mihail; Hedrick, Tyson; Latif, Tahmid; Dirafzoon, Alireza; Whitmire, Eric; Verderber, Alexander; Marin, Juan; Xiong, Hong

    2014-06-01

    The potential benefits of distributed robotics systems in applications requiring situational awareness, such as search-and-rescue in emergency situations, are indisputable. The efficiency of such systems requires robotic agents capable of coping with uncertain and dynamic environmental conditions. For example, after an earthquake, a tremendous effort is spent for days to reach to surviving victims where robotic swarms or other distributed robotic systems might play a great role in achieving this faster. However, current technology falls short of offering centimeter scale mobile agents that can function effectively under such conditions. Insects, the inspiration of many robotic swarms, exhibit an unmatched ability to navigate through such environments while successfully maintaining control and stability. We have benefitted from recent developments in neural engineering and neuromuscular stimulation research to fuse the locomotory advantages of insects with the latest developments in wireless networking technologies to enable biobotic insect agents to function as search-and-rescue agents. Our research efforts towards this goal include development of biobot electronic backpack technologies, establishment of biobot tracking testbeds to evaluate locomotion control efficiency, investigation of biobotic control strategies with Gromphadorhina portentosa cockroaches and Manduca sexta moths, establishment of a localization and communication infrastructure, modeling and controlling collective motion by learning deterministic and stochastic motion models, topological motion modeling based on these models, and the development of a swarm robotic platform to be used as a testbed for our algorithms.

  7. Changes in assembly processes in soil bacterial communities following a wildfire disturbance.

    PubMed

    Ferrenberg, Scott; O'Neill, Sean P; Knelman, Joseph E; Todd, Bryan; Duggan, Sam; Bradley, Daniel; Robinson, Taylor; Schmidt, Steven K; Townsend, Alan R; Williams, Mark W; Cleveland, Cory C; Melbourne, Brett A; Jiang, Lin; Nemergut, Diana R

    2013-06-01

    Although recent work has shown that both deterministic and stochastic processes are important in structuring microbial communities, the factors that affect the relative contributions of niche and neutral processes are poorly understood. The macrobiological literature indicates that ecological disturbances can influence assembly processes. Thus, we sampled bacterial communities at 4 and 16 weeks following a wildfire and used null deviation analysis to examine the role that time since disturbance has in community assembly. Fire dramatically altered bacterial community structure and diversity as well as soil chemistry for both time-points. Community structure shifted between 4 and 16 weeks for both burned and unburned communities. Community assembly in burned sites 4 weeks after fire was significantly more stochastic than in unburned sites. After 16 weeks, however, burned communities were significantly less stochastic than unburned communities. Thus, we propose a three-phase model featuring shifts in the relative importance of niche and neutral processes as a function of time since disturbance. Because neutral processes are characterized by a decoupling between environmental parameters and community structure, we hypothesize that a better understanding of community assembly may be important in determining where and when detailed studies of community composition are valuable for predicting ecosystem function.

  8. Changes in assembly processes in soil bacterial communities following a wildfire disturbance

    PubMed Central

    Ferrenberg, Scott; O'Neill, Sean P; Knelman, Joseph E; Todd, Bryan; Duggan, Sam; Bradley, Daniel; Robinson, Taylor; Schmidt, Steven K; Townsend, Alan R; Williams, Mark W; Cleveland, Cory C; Melbourne, Brett A; Jiang, Lin; Nemergut, Diana R

    2013-01-01

    Although recent work has shown that both deterministic and stochastic processes are important in structuring microbial communities, the factors that affect the relative contributions of niche and neutral processes are poorly understood. The macrobiological literature indicates that ecological disturbances can influence assembly processes. Thus, we sampled bacterial communities at 4 and 16 weeks following a wildfire and used null deviation analysis to examine the role that time since disturbance has in community assembly. Fire dramatically altered bacterial community structure and diversity as well as soil chemistry for both time-points. Community structure shifted between 4 and 16 weeks for both burned and unburned communities. Community assembly in burned sites 4 weeks after fire was significantly more stochastic than in unburned sites. After 16 weeks, however, burned communities were significantly less stochastic than unburned communities. Thus, we propose a three-phase model featuring shifts in the relative importance of niche and neutral processes as a function of time since disturbance. Because neutral processes are characterized by a decoupling between environmental parameters and community structure, we hypothesize that a better understanding of community assembly may be important in determining where and when detailed studies of community composition are valuable for predicting ecosystem function. PMID:23407312

  9. Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

    NASA Astrophysics Data System (ADS)

    Agarwal, S.; Wettlaufer, J. S.

    2014-12-01

    We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

  10. A multiple-point geostatistical approach to quantifying uncertainty for flow and transport simulation in geologically complex environments

    NASA Astrophysics Data System (ADS)

    Cronkite-Ratcliff, C.; Phelps, G. A.; Boucher, A.

    2011-12-01

    In many geologic settings, the pathways of groundwater flow are controlled by geologic heterogeneities which have complex geometries. Models of these geologic heterogeneities, and consequently, their effects on the simulated pathways of groundwater flow, are characterized by uncertainty. Multiple-point geostatistics, which uses a training image to represent complex geometric descriptions of geologic heterogeneity, provides a stochastic approach to the analysis of geologic uncertainty. Incorporating multiple-point geostatistics into numerical models provides a way to extend this analysis to the effects of geologic uncertainty on the results of flow simulations. We present two case studies to demonstrate the application of multiple-point geostatistics to numerical flow simulation in complex geologic settings with both static and dynamic conditioning data. Both cases involve the development of a training image from a complex geometric description of the geologic environment. Geologic heterogeneity is modeled stochastically by generating multiple equally-probable realizations, all consistent with the training image. Numerical flow simulation for each stochastic realization provides the basis for analyzing the effects of geologic uncertainty on simulated hydraulic response. The first case study is a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. The SNESIM algorithm is used to stochastically model geologic heterogeneity conditioned to the mapped surface geology as well as vertical drill-hole data. Numerical simulation of groundwater flow and contaminant transport through geologic models produces a distribution of hydraulic responses and contaminant concentration results. From this distribution of results, the probability of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary. The second case study considers a characteristic lava-flow aquifer system in Pahute Mesa, Nevada. A 3D training image is developed by using object-based simulation of parametric shapes to represent the key morphologic features of rhyolite lava flows embedded within ash-flow tuffs. In addition to vertical drill-hole data, transient pressure head data from aquifer tests can be used to constrain the stochastic model outcomes. The use of both static and dynamic conditioning data allows the identification of potential geologic structures that control hydraulic response. These case studies demonstrate the flexibility of the multiple-point geostatistics approach for considering multiple types of data and for developing sophisticated models of geologic heterogeneities that can be incorporated into numerical flow simulations.

  11. Control Improvement for Jump-Diffusion Processes with Applications to Finance

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de

    2012-02-15

    We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.

  12. Stochastic modelling of slow-progressing tumors: Analysis and applications to the cell interplay and control of low grade gliomas

    NASA Astrophysics Data System (ADS)

    Rodríguez, Clara Rojas; Fernández Calvo, Gabriel; Ramis-Conde, Ignacio; Belmonte-Beitia, Juan

    2017-08-01

    Tumor-normal cell interplay defines the course of a neoplastic malignancy. The outcome of this dual relation is the ultimate prevailing of one of the cells and the death or retreat of the other. In this paper we study the mathematical principles that underlay one important scenario: that of slow-progressing cancers. For this, we develop, within a stochastic framework, a mathematical model to account for tumor-normal cell interaction in such a clinically relevant situation and derive a number of deterministic approximations from the stochastic model. We consider in detail the existence and uniqueness of the solutions of the deterministic model and study the stability analysis. We then focus our model to the specific case of low grade gliomas, where we introduce an optimal control problem for different objective functionals under the administration of chemotherapy. We derive the conditions for which singular and bang-bang control exist and calculate the optimal control and states.

  13. Fuzzy Adaptive Compensation Control of Uncertain Stochastic Nonlinear Systems With Actuator Failures and Input Hysteresis.

    PubMed

    Wang, Jianhui; Liu, Zhi; Chen, C L Philip; Zhang, Yun

    2017-10-12

    Hysteresis exists ubiquitously in physical actuators. Besides, actuator failures/faults may also occur in practice. Both effects would deteriorate the transient tracking performance, and even trigger instability. In this paper, we consider the problem of compensating for actuator failures and input hysteresis by proposing a fuzzy control scheme for stochastic nonlinear systems. Compared with the existing research on stochastic nonlinear uncertain systems, it is found that how to guarantee a prescribed transient tracking performance when taking into account actuator failures and hysteresis simultaneously also remains to be answered. Our proposed control scheme is designed on the basis of the fuzzy logic system and backstepping techniques for this purpose. It is proven that all the signals remain bounded and the tracking error is ensured to be within a preestablished bound with the failures of hysteretic actuator. Finally, simulations are provided to illustrate the effectiveness of the obtained theoretical results.

  14. Noise-induced escape in an excitable system

    NASA Astrophysics Data System (ADS)

    Khovanov, I. A.; Polovinkin, A. V.; Luchinsky, D. G.; McClintock, P. V. E.

    2013-03-01

    We consider the stochastic dynamics of escape in an excitable system, the FitzHugh-Nagumo (FHN) neuronal model, for different classes of excitability. We discuss, first, the threshold structure of the FHN model as an example of a system without a saddle state. We then develop a nonlinear (nonlocal) stability approach based on the theory of large fluctuations, including a finite-noise correction, to describe noise-induced escape in the excitable regime. We show that the threshold structure is revealed via patterns of most probable (optimal) fluctuational paths. The approach allows us to estimate the escape rate and the exit location distribution. We compare the responses of a monostable resonator and monostable integrator to stochastic input signals and to a mixture of periodic and stochastic stimuli. Unlike the commonly used local analysis of the stable state, our nonlocal approach based on optimal paths yields results that are in good agreement with direct numerical simulations of the Langevin equation.

  15. Empirical method to measure stochasticity and multifractality in nonlinear time series

    NASA Astrophysics Data System (ADS)

    Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

    2013-12-01

    An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

  16. On the probabilistic structure of water age

    NASA Astrophysics Data System (ADS)

    Porporato, Amilcare; Calabrese, Salvatore

    2015-05-01

    The age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it can be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. We illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.

  17. Impulsive synchronization of stochastic reaction-diffusion neural networks with mixed time delays.

    PubMed

    Sheng, Yin; Zeng, Zhigang

    2018-07-01

    This paper discusses impulsive synchronization of stochastic reaction-diffusion neural networks with Dirichlet boundary conditions and hybrid time delays. By virtue of inequality techniques, theories of stochastic analysis, linear matrix inequalities, and the contradiction method, sufficient criteria are proposed to ensure exponential synchronization of the addressed stochastic reaction-diffusion neural networks with mixed time delays via a designed impulsive controller. Compared with some recent studies, the neural network models herein are more general, some restrictions are relaxed, and the obtained conditions enhance and generalize some published ones. Finally, two numerical simulations are performed to substantiate the validity and merits of the developed theoretical analysis. Copyright © 2018 Elsevier Ltd. All rights reserved.

  18. Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

    PubMed

    Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

    2017-12-15

    Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

  19. Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

    PubMed

    Huang, Wei; Shi, Jun; Yen, R T

    2012-12-01

    The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

  20. Parapatric speciation in three islands: dynamics of geographical configuration of allele sharing

    PubMed Central

    Iwasa, Yoh

    2017-01-01

    We studied the time to speciation by geographical isolation for a species living on three islands connected by rare migration. We assumed that incompatibility was controlled by a number of quantitative loci and that individuals differing in loci by more than a threshold did not mix genetically with each other. For each locus, we defined the geographical configuration (GC), which specifies islands with common alleles, and traced the stochastic transitions between different GCs. From these results, we calculated the changes in genetic distances. As a single migration event provides an opportunity for transitions in multiple loci, the GCs of different loci are correlated, which can be evaluated by constructing the stochastic differential equations of the number of loci with different GCs. Our model showed that the low number of incompatibility loci facilitates parapatric speciation and that migrants arriving as a group shorten the waiting time to speciation compared with the same number of migrants arriving individually. We also discuss how speciation rate changes with geographical structure. PMID:28386439

  1. Characterization and reconstruction of 3D stochastic microstructures via supervised learning.

    PubMed

    Bostanabad, R; Chen, W; Apley, D W

    2016-12-01

    The need for computational characterization and reconstruction of volumetric maps of stochastic microstructures for understanding the role of material structure in the processing-structure-property chain has been highlighted in the literature. Recently, a promising characterization and reconstruction approach has been developed where the essential idea is to convert the digitized microstructure image into an appropriate training dataset to learn the stochastic nature of the morphology by fitting a supervised learning model to the dataset. This compact model can subsequently be used to efficiently reconstruct as many statistically equivalent microstructure samples as desired. The goal of this paper is to build upon the developed approach in three major directions by: (1) extending the approach to characterize 3D stochastic microstructures and efficiently reconstruct 3D samples, (2) improving the performance of the approach by incorporating user-defined predictors into the supervised learning model, and (3) addressing potential computational issues by introducing a reduced model which can perform as effectively as the full model. We test the extended approach on three examples and show that the spatial dependencies, as evaluated via various measures, are well preserved in the reconstructed samples. © 2016 The Authors Journal of Microscopy © 2016 Royal Microscopical Society.

  2. To react or not to react? Intrinsic stochasticity of human control in virtual stick balancing

    PubMed Central

    Zgonnikov, Arkady; Lubashevsky, Ihor; Kanemoto, Shigeru; Miyazawa, Toru; Suzuki, Takashi

    2014-01-01

    Understanding how humans control unstable systems is central to many research problems, with applications ranging from quiet standing to aircraft landing. Increasingly, much evidence appears in favour of event-driven control hypothesis: human operators only start actively controlling the system when the discrepancy between the current and desired system states becomes large enough. The event-driven models based on the concept of threshold can explain many features of the experimentally observed dynamics. However, much still remains unclear about the dynamics of human-controlled systems, which likely indicates that humans use more intricate control mechanisms. This paper argues that control activation in humans may be not threshold-driven, but instead intrinsically stochastic, noise-driven. Specifically, we suggest that control activation stems from stochastic interplay between the operator's need to keep the controlled system near the goal state, on the one hand, and the tendency to postpone interrupting the system dynamics, on the other hand. We propose a model capturing this interplay and show that it matches the experimental data on human balancing of virtual overdamped stick. Our results illuminate that the noise-driven activation mechanism plays a crucial role at least in the considered task, and, hypothetically, in a broad range of human-controlled processes. PMID:25056217

  3. Stochastic effects in EUV lithography: random, local CD variability, and printing failures

    NASA Astrophysics Data System (ADS)

    De Bisschop, Peter

    2017-10-01

    Stochastic effects in lithography are usually quantified through local CD variability metrics, such as line-width roughness or local CD uniformity (LCDU), and these quantities have been measured and studied intensively, both in EUV and optical lithography. Next to the CD-variability, stochastic effects can also give rise to local, random printing failures, such as missing contacts or microbridges in spaces. When these occur, there often is no (reliable) CD to be measured locally, and then such failures cannot be quantified with the usual CD-measuring techniques. We have developed algorithms to detect such stochastic printing failures in regular line/space (L/S) or contact- or dot-arrays from SEM images, leading to a stochastic failure metric that we call NOK (not OK), which we consider a complementary metric to the CD-variability metrics. This paper will show how both types of metrics can be used to experimentally quantify dependencies of stochastic effects to, e.g., CD, pitch, resist, exposure dose, etc. As it is also important to be able to predict upfront (in the OPC verification stage of a production-mask tape-out) whether certain structures in the layout are likely to have a high sensitivity to stochastic effects, we look into the feasibility of constructing simple predictors, for both stochastic CD-variability and printing failure, that can be calibrated for the process and exposure conditions used and integrated into the standard OPC verification flow. Finally, we briefly discuss the options to reduce stochastic variability and failure, considering the entire patterning ecosystem.

  4. EKF-Based Enhanced Performance Controller Design for Nonlinear Stochastic Systems

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhou, Yuyang; Zhang, Qichun; Wang, Hong

    In this paper, a novel control algorithm is presented to enhance the performance of tracking property for a class of non-linear dynamic stochastic systems with unmeasurable variables. To minimize the entropy of tracking errors without changing the existing closed loop with PI controller, the enhanced performance loop is constructed based on the state estimation by extended Kalman Filter and the new controller is designed by full state feedback following this presented control algorithm. Besides, the conditions are obtained for the stability analysis in the mean square sense. In the end, the comparative simulation results are given to illustrate the effectivenessmore » of proposed control algorithm.« less

  5. The Ohio Cross-Cultural Tobacco Control Alliance: Understanding and Eliminating Tobacco-Related Disparities Through the Integration of Science, Practice, and Policy

    PubMed Central

    Adhikari, Surendra B.; Clopton, Tracy M.; Oches, Barry; Jensen, Conrado

    2010-01-01

    Objectives. We examined the development of a process designed to eliminate tobacco-related disparities in the state of Ohio and described how a cross-cultural work group used a multicomponent community planning process to develop capacity to address such disparities. Methods. The community development model was used as a guide in the planning process. We employed a case study, focus groups, and telephone interviews to assess the process and collect data on tobacco use and awareness. We also employed the appreciative inquiry framework to create the organizational design for the Ohio Cross-Cultural Tobacco Control Alliance (CCTCA), which was formed from the cross-cultural work group and charged with addressing tobacco-related disparities in the state. Results. Data on tobacco use and awareness were collected from 13 underserved populations. At the end of the planning process, the CCTCA was initiated along with structural capacity to serve as a new program incubator highlighting tobacco use and awareness levels in these populations. Conclusions. The CCTCA appeared to be an effective way to begin mobilizing agencies serving underserved populations by providing an operational structure to address tobacco-related disparities. The alliance also successfully implemented culturally competent community-based programs and policies to help eliminate disparities. PMID:20147668

  6. Neurobiology of Self-Awareness in Schizophrenia: an fMRI Study

    PubMed Central

    Shad, Mujeeb U.; Keshavan, Matcheri S.; Steinberg, Joel L.; Mihalakos, Perry; Thomas, Binu P.; Motes, Michael A.; Soares, Jair C.; Tamminga, Carol A.

    2012-01-01

    Self-awareness (SA) is one of the core domains of higher cortical functions and is frequently compromised in schizophrenia. Deficits in SA have been associated with functional and psychosocial impairment in this patient population. However, despite its clinical significance, only a few studies have examined the neural substrates of self-referential processing in schizophrenia. The aim of this study was to assess self-awareness in schizophrenia using a functional magnetic resonance imaging (fMRI) paradigm designed to elicit judgments of self-reference in a simulated social context. While scanned, volunteers looked at visually-displayed sentences that had the volunteer’s own first name (self-directed sentence-stimulus) or an unknown other person’s first name (other-directed sentence stimulus) as the grammatical subject of the sentence. The volunteers were asked to discern whether each sentence-stimulus was about the volunteer personally (during a self-referential cue epoch) or asked whether each statement was about someone else (during an other-referential cue epoch). We predicted that individuals with schizophrenia would demonstrate altered functional activation to self- and other-directed sentence-stimuli as compared to controls. Fifteen controls and seventeen schizophrenia volunteers completed clinical assessments and SA fMRI task on a 3T Philips 3.0 T Achieva system. The results showed significantly greater activation in schizophrenia compared to controls for cortical midline structures in response to self- vs. other-directed sentence-stimuli. These findings support results from earlier studies and demonstrate selective alteration in the activation of cortical midline structures associated with evaluations of self-reference in schizophrenia as compared to controls. PMID:22480958

  7. Neurobiology of self-awareness in schizophrenia: an fMRI study.

    PubMed

    Shad, Mujeeb U; Keshavan, Matcheri S; Steinberg, Joel L; Mihalakos, Perry; Thomas, Binu P; Motes, Michael A; Soares, Jair C; Tamminga, Carol A

    2012-07-01

    Self-awareness (SA) is one of the core domains of higher cortical functions and is frequently compromised in schizophrenia. Deficits in SA have been associated with functional and psychosocial impairment in this patient population. However, despite its clinical significance, only a few studies have examined the neural substrates of self-referential processing in schizophrenia. The aim of this study was to assess self-awareness in schizophrenia using a functional magnetic resonance imaging (fMRI) paradigm designed to elicit judgments of self-reference in a simulated social context. While scanned, volunteers looked at visually-displayed sentences that had the volunteer's own first name (self-directed sentence-stimulus) or an unknown other person's first name (other-directed sentence stimulus) as the grammatical subject of the sentence. The volunteers were asked to discern whether each sentence-stimulus was about the volunteer personally (during a self-referential cue epoch) or asked whether each statement was about someone else (during an other-referential cue epoch). We predicted that individuals with schizophrenia would demonstrate altered functional activation to self- and other-directed sentence-stimuli as compared to controls. Fifteen controls and seventeen schizophrenia volunteers completed clinical assessments and SA fMRI task on a 3T Philips 3.0 T Achieva system. The results showed significantly greater activation in schizophrenia compared to controls for cortical midline structures in response to self- vs. other-directed sentence-stimuli. These findings support results from earlier studies and demonstrate selective alteration in the activation of cortical midline structures associated with evaluations of self-reference in schizophrenia as compared to controls. Copyright © 2012 Elsevier B.V. All rights reserved.

  8. Stochastic flux analysis of chemical reaction networks

    PubMed Central

    2013-01-01

    Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

  9. Stochastic flux analysis of chemical reaction networks.

    PubMed

    Kahramanoğulları, Ozan; Lynch, James F

    2013-12-07

    Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

  10. A probabilistic approach to quantifying spatial patterns of flow regimes and network-scale connectivity

    NASA Astrophysics Data System (ADS)

    Garbin, Silvia; Alessi Celegon, Elisa; Fanton, Pietro; Botter, Gianluca

    2017-04-01

    The temporal variability of river flow regime is a key feature structuring and controlling fluvial ecological communities and ecosystem processes. In particular, streamflow variability induced by climate/landscape heterogeneities or other anthropogenic factors significantly affects the connectivity between streams with notable implication for river fragmentation. Hydrologic connectivity is a fundamental property that guarantees species persistence and ecosystem integrity in riverine systems. In riverine landscapes, most ecological transitions are flow-dependent and the structure of flow regimes may affect ecological functions of endemic biota (i.e., fish spawning or grazing of invertebrate species). Therefore, minimum flow thresholds must be guaranteed to support specific ecosystem services, like fish migration, aquatic biodiversity and habitat suitability. In this contribution, we present a probabilistic approach aiming at a spatially-explicit, quantitative assessment of hydrologic connectivity at the network-scale as derived from river flow variability. Dynamics of daily streamflows are estimated based on catchment-scale climatic and morphological features, integrating a stochastic, physically based approach that accounts for the stochasticity of rainfall with a water balance model and a geomorphic recession flow model. The non-exceedance probability of ecologically meaningful flow thresholds is used to evaluate the fragmentation of individual stream reaches, and the ensuing network-scale connectivity metrics. A multi-dimensional Poisson Process for the stochastic generation of rainfall is used to evaluate the impact of climate signature on reach-scale and catchment-scale connectivity. The analysis shows that streamflow patterns and network-scale connectivity are influenced by the topology of the river network and the spatial variability of climatic properties (rainfall, evapotranspiration). The framework offers a robust basis for the prediction of the impact of land-use/land-cover changes and river regulation on network-scale connectivity.

  11. Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

    NASA Astrophysics Data System (ADS)

    Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

    2016-02-01

    A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

  12. Investigating the Relationships among Metacognitive Strategy Training, Willingness to Read English Medical Texts, and Reading Comprehension Ability Using Structural Equation Modeling

    ERIC Educational Resources Information Center

    Hassanpour, Masoumeh; Ghonsooly, Behzad; Nooghabi, Mehdi Jabbari; Shafiee, Mohammad Naser

    2017-01-01

    This quasi-experimental study examined the relationship between students' metacognitive awareness and willingness to read English medical texts. So, a model was proposed and tested using structural equation modeling (SEM) with R software. Participants included 98 medical students of two classes. One class was assigned as the control group and the…

  13. Energy storage requirements of dc microgrids with high penetration renewables under droop control

    DOE PAGES

    Weaver, Wayne W.; Robinett, Rush D.; Parker, Gordon G.; ...

    2015-01-09

    Energy storage is a important design component in microgrids with high penetration renewable sources to maintain the system because of the highly variable and sometimes stochastic nature of the sources. Storage devices can be distributed close to the sources and/or at the microgrid bus. In addition, storage requirements can be minimized with a centralized control architecture, but this creates a single point of failure. Distributed droop control enables a completely decentralized architecture but, the energy storage optimization becomes more difficult. Our paper presents an approach to droop control that enables the local and bus storage requirements to be determined. Givenmore » a priori knowledge of the design structure of a microgrid and the basic cycles of the renewable sources, we found that the droop settings of the sources are such that they minimize both the bus voltage variations and overall energy storage capacity required in the system. This approach can be used in the design phase of a microgrid with a decentralized control structure to determine appropriate droop settings as well as the sizing of energy storage devices.« less

  14. Probabilistic Structural Analysis Theory Development

    NASA Technical Reports Server (NTRS)

    Burnside, O. H.

    1985-01-01

    The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.

  15. 78 FR 76254 - Special Conditions: Airbus, Model A350-900 Series Airplane; Control Surface Awareness and Mode...

    Federal Register 2010, 2011, 2012, 2013, 2014

    2013-12-17

    ... or unusual design features: electronic flight control system providing control surface awareness and... system design must ensure that the flight crew is made suitably aware whenever the primary control means... awareness. 0 b. If the design of the flight control system has multiple modes of operation, a means must be...

  16. Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing.

    PubMed

    Chen, Bor-Sen; Hsu, Chih-Yuan

    2012-10-26

    Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI toolbox in MATLAB easily. If the synchronization robustness criterion, i.e. the synchronization robustness ≥ intrinsic robustness + extrinsic robustness, then the stochastic coupled synthetic oscillators can be robustly synchronized in spite of intrinsic parameter fluctuation and extrinsic noise. If the synchronization robustness criterion is violated, external control scheme by adding inducer can be designed to improve synchronization robustness of coupled synthetic genetic oscillators. The investigated robust synchronization criteria and proposed external control method are useful for a population of coupled synthetic networks with emergent synchronization behavior, especially for multi-cellular, engineered networks.

  17. Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing

    PubMed Central

    2012-01-01

    Background Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Results Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI toolbox in MATLAB easily. Conclusion If the synchronization robustness criterion, i.e. the synchronization robustness ≥ intrinsic robustness + extrinsic robustness, then the stochastic coupled synthetic oscillators can be robustly synchronized in spite of intrinsic parameter fluctuation and extrinsic noise. If the synchronization robustness criterion is violated, external control scheme by adding inducer can be designed to improve synchronization robustness of coupled synthetic genetic oscillators. The investigated robust synchronization criteria and proposed external control method are useful for a population of coupled synthetic networks with emergent synchronization behavior, especially for multi-cellular, engineered networks. PMID:23101662

  18. Environmental-stress-induced Chromatin Regulation and its Heritability

    PubMed Central

    Fang, Lei; Wuptra, Kenly; Chen, Danqi; Li, Hongjie; Huang, Shau-Ku; Jin, Chunyuan; Yokoyama, Kazunari K

    2014-01-01

    Chromatin is subject to proofreading and repair mechanisms during the process of DNA replication, as well as repair to maintain genetic and epigenetic information and genome stability. The dynamic structure of chromatin modulates various nuclear processes, including transcription and replication, by altering the accessibility of the DNA to regulatory factors. Structural changes in chromatin are affected by the chemical modification of histone proteins and DNA, remodeling of nucleosomes, incorporation of variant histones, noncoding RNAs, and nonhistone DNA-binding proteins. Phenotypic diversity and fidelity can be balanced by controlling stochastic switching of chromatin structure and dynamics in response to the environmental disruptors and endogenous stresses. The dynamic chromatin remodeling can, therefore, serve as a sensor, through which environmental and/or metabolic agents can alter gene expression, leading to global cellular changes involving multiple interactive networks. Furthermore its recent evidence also suggests that the epigenetic changes are heritable during the development. This review will discuss the environmental sensing system for chromatin regulation and genetic and epigenetic controls from developmental perspectives. PMID:25045581

  19. Stochastic inversion of cross-borehole radar data from metalliferous vein detection

    NASA Astrophysics Data System (ADS)

    Zeng, Zhaofa; Huai, Nan; Li, Jing; Zhao, Xueyu; Liu, Cai; Hu, Yingsa; Zhang, Ling; Hu, Zuzhi; Yang, Hui

    2017-12-01

    In the exploration and evaluation of the metalliferous veins with a cross-borehole radar system, traditional linear inversion methods (least squares inversion, LSQR) only get indirect parameters (permittivity, resistivity, or velocity) to estimate the target structure. They cannot accurately reflect the geological parameters of the metalliferous veins’ media properties. In order to get the intrinsic geological parameters and internal distribution, in this paper, we build a metalliferous veins model based on the stochastic effective medium theory, and carry out stochastic inversion and parameter estimation based on the Monte Carlo sampling algorithm. Compared with conventional LSQR, the stochastic inversion can get higher resolution inversion permittivity and velocity of the target body. We can estimate more accurately the distribution characteristics of abnormality and target internal parameters. It provides a new research idea to evaluate the properties of complex target media.

  20. Random mechanics: Nonlinear vibrations, turbulences, seisms, swells, fatigue

    NASA Astrophysics Data System (ADS)

    Kree, P.; Soize, C.

    The random modeling of physical phenomena, together with probabilistic methods for the numerical calculation of random mechanical forces, are analytically explored. Attention is given to theoretical examinations such as probabilistic concepts, linear filtering techniques, and trajectory statistics. Applications of the methods to structures experiencing atmospheric turbulence, the quantification of turbulence, and the dynamic responses of the structures are considered. A probabilistic approach is taken to study the effects of earthquakes on structures and to the forces exerted by ocean waves on marine structures. Theoretical analyses by means of vector spaces and stochastic modeling are reviewed, as are Markovian formulations of Gaussian processes and the definition of stochastic differential equations. Finally, random vibrations with a variable number of links and linear oscillators undergoing the square of Gaussian processes are investigated.

  1. On a stochastic control method for weakly coupled linear systems. M.S. Thesis

    NASA Technical Reports Server (NTRS)

    Kwong, R. H.

    1972-01-01

    The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariances of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analyzed as a function of the degree of intersystem coupling.

  2. Syntactic Awareness and Arithmetic Word Problem Solving in Children With and Without Learning Disabilities.

    PubMed

    Peake, Christian; Jiménez, Juan E; Rodríguez, Cristina; Bisschop, Elaine; Villarroel, Rebeca

    2015-01-01

    Arithmetic word problem (AWP) solving is a highly demanding task for children with learning disabilities (LD) since verbal and mathematical information have to be integrated. This study examines specifically how syntactic awareness (SA), the ability to manage the grammatical structures of language, affects AWP solving. Three groups of children in elementary education were formed: children with arithmetic learning disabilities (ALD), children with reading learning disabilities (RLD), and children with comorbid arithmetic and reading learning disabilities (ARLD). Mediation analysis confirmed that SA was a mediator variable for both groups of children with reading disabilities when solving AWPs, but not for children in the ALD group. All groups performed below the control group in the problem solving task. When SA was controlled for, semantic structure and position of the unknown set were variables that affected both groups with ALD. Specifically, children with ALD only were more affected by the place of the unknown set. © Hammill Institute on Disabilities 2014.

  3. On the role of dimensionality and sample size for unstructured and structured covariance matrix estimation

    NASA Technical Reports Server (NTRS)

    Morgera, S. D.; Cooper, D. B.

    1976-01-01

    The experimental observation that a surprisingly small sample size vis-a-vis dimension is needed to achieve good signal-to-interference ratio (SIR) performance with an adaptive predetection filter is explained. The adaptive filter requires estimates as obtained by a recursive stochastic algorithm of the inverse of the filter input data covariance matrix. The SIR performance with sample size is compared for the situations where the covariance matrix estimates are of unstructured (generalized) form and of structured (finite Toeplitz) form; the latter case is consistent with weak stationarity of the input data stochastic process.

  4. Programming Probabilistic Structural Analysis for Parallel Processing Computer

    NASA Technical Reports Server (NTRS)

    Sues, Robert H.; Chen, Heh-Chyun; Twisdale, Lawrence A.; Chamis, Christos C.; Murthy, Pappu L. N.

    1991-01-01

    The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

  5. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Coleman, Justin; Slaughter, Andrew; Veeraraghavan, Swetha

    Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) is a finite element application that aims at analyzing the response of 3-D soil-structure systems to natural and man-made hazards such as earthquakes, floods and fire. MASTODON currently focuses on the simulation of seismic events and has the capability to perform extensive ‘source-to-site’ simulations including earthquake fault rupture, nonlinear wave propagation and nonlinear soil-structure interaction (NLSSI) analysis. MASTODON is being developed to be a dynamic probabilistic risk assessment framework that enables analysts to not only perform deterministic analyses, but also easily perform probabilistic or stochastic simulations for the purpose of risk assessment.

  6. Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects

    PubMed Central

    Baumann, Hendrik; Sandmann, Werner

    2016-01-01

    Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity. PMID:27010993

  7. Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.

    PubMed

    Baumann, Hendrik; Sandmann, Werner

    2016-01-01

    Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.

  8. Controlled electromigration protocol revised

    NASA Astrophysics Data System (ADS)

    Zharinov, Vyacheslav S.; Baumans, Xavier D. A.; Silhanek, Alejandro V.; Janssens, Ewald; Van de Vondel, Joris

    2018-04-01

    Electromigration has evolved from an important cause of failure in electronic devices to an appealing method, capable of modifying the material properties and geometry of nanodevices. Although this technique has been successfully used by researchers to investigate low dimensional systems and nanoscale objects, its low controllability remains a serious limitation. This is in part due to the inherent stochastic nature of the process, but also due to the inappropriate identification of the relevant control parameters. In this study, we identify a suitable process variable and propose a novel control algorithm that enhances the controllability and, at the same time, minimizes the intervention of an operator. As a consequence, the algorithm facilitates the application of electromigration to systems that require exceptional control of, for example, the width of a narrow junction. It is demonstrated that the electromigration rate can be stabilized on pre-set values, which eventually defines the final geometry of the electromigrated structures.

  9. Delayed-feedback chimera states: Forced multiclusters and stochastic resonance

    NASA Astrophysics Data System (ADS)

    Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.

    2016-07-01

    A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.

  10. Multiscale stochastic simulations of chemical reactions with regulated scale separation

    NASA Astrophysics Data System (ADS)

    Koumoutsakos, Petros; Feigelman, Justin

    2013-07-01

    We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

  11. Input reconstruction for networked control systems subject to deception attacks and data losses on control signals

    NASA Astrophysics Data System (ADS)

    Keller, J. Y.; Chabir, K.; Sauter, D.

    2016-03-01

    State estimation of stochastic discrete-time linear systems subject to unknown inputs or constant biases has been widely studied but no work has been dedicated to the case where a disturbance switches between unknown input and constant bias. We show that such disturbance can affect a networked control system subject to deception attacks and data losses on the control signals transmitted by the controller to the plant. This paper proposes to estimate the switching disturbance from an augmented state version of the intermittent unknown input Kalman filter recently developed by the authors. Sufficient stochastic stability conditions are established when the arrival binary sequence of data losses follows a Bernoulli random process.

  12. Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

    NASA Astrophysics Data System (ADS)

    Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.

    2014-01-01

    In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.

  13. Dynamical signatures of isometric force control as a function of age, expertise, and task constraints.

    PubMed

    Vieluf, Solveig; Sleimen-Malkoun, Rita; Voelcker-Rehage, Claudia; Jirsa, Viktor; Reuter, Eva-Maria; Godde, Ben; Temprado, Jean-Jacques; Huys, Raoul

    2017-07-01

    From the conceptual and methodological framework of the dynamical systems approach, force control results from complex interactions of various subsystems yielding observable behavioral fluctuations, which comprise both deterministic (predictable) and stochastic (noise-like) dynamical components. Here, we investigated these components contributing to the observed variability in force control in groups of participants differing in age and expertise level. To this aim, young (18-25 yr) as well as late middle-aged (55-65 yr) novices and experts (precision mechanics) performed a force maintenance and a force modulation task. Results showed that whereas the amplitude of force variability did not differ across groups in the maintenance tasks, in the modulation task it was higher for late middle-aged novices than for experts and higher for both these groups than for young participants. Within both tasks and for all groups, stochastic fluctuations were lowest where the deterministic influence was smallest. However, although all groups showed similar dynamics underlying force control in the maintenance task, a group effect was found for deterministic and stochastic fluctuations in the modulation task. The latter findings imply that both components were involved in the observed group differences in the variability of force fluctuations in the modulation task. These findings suggest that between groups the general characteristics of the dynamics do not differ in either task and that force control is more affected by age than by expertise. However, expertise seems to counteract some of the age effects. NEW & NOTEWORTHY Stochastic and deterministic dynamical components contribute to force production. Dynamical signatures differ between force maintenance and cyclic force modulation tasks but hardly between age and expertise groups. Differences in both stochastic and deterministic components are associated with group differences in behavioral variability, and observed behavioral variability is more strongly task dependent than person dependent. Copyright © 2017 the American Physiological Society.

  14. Stochastic multifractal forecasts: from theory to applications in radar meteorology

    NASA Astrophysics Data System (ADS)

    da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

    2017-04-01

    Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

  15. On the impact of a refined stochastic model for airborne LiDAR measurements

    NASA Astrophysics Data System (ADS)

    Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

    2016-09-01

    Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

  16. Stochastic Short-term High-resolution Prediction of Solar Irradiance and Photovoltaic Power Output

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Melin, Alexander M.; Olama, Mohammed M.; Dong, Jin

    The increased penetration of solar photovoltaic (PV) energy sources into electric grids has increased the need for accurate modeling and prediction of solar irradiance and power production. Existing modeling and prediction techniques focus on long-term low-resolution prediction over minutes to years. This paper examines the stochastic modeling and short-term high-resolution prediction of solar irradiance and PV power output. We propose a stochastic state-space model to characterize the behaviors of solar irradiance and PV power output. This prediction model is suitable for the development of optimal power controllers for PV sources. A filter-based expectation-maximization and Kalman filtering mechanism is employed tomore » estimate the parameters and states in the state-space model. The mechanism results in a finite dimensional filter which only uses the first and second order statistics. The structure of the scheme contributes to a direct prediction of the solar irradiance and PV power output without any linearization process or simplifying assumptions of the signal’s model. This enables the system to accurately predict small as well as large fluctuations of the solar signals. The mechanism is recursive allowing the solar irradiance and PV power to be predicted online from measurements. The mechanism is tested using solar irradiance and PV power measurement data collected locally in our lab.« less

  17. Lithographic Printing Via Two-Photon Polymerization of Engineered Foams

    DOE PAGES

    Herman, Matthew J.; Peterson, Dominic; Henderson, Kevin; ...

    2017-11-29

    Understanding deuterium-tritium mix in capsules is critical to achieving fusion within inertial confined fusion experiments. One method of understanding how the mix of hydrogen fuels can be controlled is by creating various structured deuterated foams and filling the capsule with liquid tritium. Historically, these materials have been a stochastically structured gas-blown foam. Later, to improve the uniformity of this material, pore formers have been used which are then chemically removed, leaving behind a foam of monodisperse voids. However, this technique is still imperfect in that fragments of the pore templating particles may not be completely removed and the void distributionmore » may not be uniform over the size scale of the capsule. Recently, advances in three-dimensional printing suggest that it can be used to create microlattices and capsule walls in one single print. Demonstrated in this paper are proof-of-concept microlattices produced using two-photon polymerization with submicrometer resolution of various structures as well as a microlattice-containing capsule. Finally, with this technology, complete control of the mixing structure is possible, amenable to modeling and easily modified for tailored target design.« less

  18. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Herman, Matthew J.; Peterson, Dominic; Henderson, Kevin

    Understanding deuterium-tritium mix in capsules is critical to achieving fusion within inertial confined fusion experiments. One method of understanding how the mix of hydrogen fuels can be controlled is by creating various structured deuterated foams and filling the capsule with liquid tritium. Historically, these materials have been a stochastically structured gas-blown foam. Later, to improve the uniformity of this material, pore formers have been used which are then chemically removed, leaving behind a foam of monodisperse voids. However, this technique is still imperfect in that fragments of the pore templating particles may not be completely removed and the void distributionmore » may not be uniform over the size scale of the capsule. Recently, advances in three-dimensional printing suggest that it can be used to create microlattices and capsule walls in one single print. Demonstrated in this paper are proof-of-concept microlattices produced using two-photon polymerization with submicrometer resolution of various structures as well as a microlattice-containing capsule. Finally, with this technology, complete control of the mixing structure is possible, amenable to modeling and easily modified for tailored target design.« less

  19. Development of Probabilistic Life Prediction Methodologies and Testing Strategies for MEMS and CMC's

    NASA Technical Reports Server (NTRS)

    Jadaan, Osama

    2003-01-01

    This effort is to investigate probabilistic life prediction methodologies for ceramic matrix composites and MicroElectroMechanical Systems (MEMS) and to analyze designs that determine stochastic properties of MEMS. For CMC's this includes a brief literature survey regarding lifing methodologies. Also of interest for MEMS is the design of a proper test for the Weibull size effect in thin film (bulge test) specimens. The Weibull size effect is a consequence of a stochastic strength response predicted from the Weibull distribution. Confirming that MEMS strength is controlled by the Weibull distribution will enable the development of a probabilistic design methodology for MEMS - similar to the GRC developed CARES/Life program for bulk ceramics. A main objective of this effort is to further develop and verify the ability of the Ceramics Analysis and Reliability Evaluation of Structures/Life (CARES/Life) code to predict the time-dependent reliability of MEMS structures subjected to multiple transient loads. A second set of objectives is to determine the applicability/suitability of the CARES/Life methodology for CMC analysis, what changes would be needed to the methodology and software, and if feasible, run a demonstration problem. Also important is an evaluation of CARES/Life coupled to the ANSYS Probabilistic Design System (PDS) and the potential of coupling transient reliability analysis to the ANSYS PDS.

  20. Integrated Human Behavior Modeling and Stochastic Control (IHBMSC)

    DTIC Science & Technology

    2014-08-01

    T after the outcome of two inspections has become available is calculated as in the Kalman filtering paradigm. First and foremost, n = 2 is adequate...output, the probability P2(T |·, ·) that the inspected object is a T is calculated—see equations (5.7, 5.8) where a discrete Kalman filtering ...information or value. The behavior of the Stochastic Controller can be usefully compared to a 2-stage screen or a 2-stage filter . The 1st stage of the

  1. Enhanced Performance Controller Design for Stochastic Systems by Adding Extra State Estimation onto the Existing Closed Loop Control

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Zhou, Yuyang; Zhang, Qichun; Wang, Hong

    To enhance the performance of the tracking property , this paper presents a novel control algorithm for a class of linear dynamic stochastic systems with unmeasurable states, where the performance enhancement loop is established based on Kalman filter. Without changing the existing closed loop with the PI controller, the compensative controller is designed to minimize the variances of the tracking errors using the estimated states and the propagation of state variances. Moreover, the stability of the closed-loop systems has been analyzed in the mean-square sense. A simulated example is included to show the effectiveness of the presented control algorithm, wheremore » encouraging results have been obtained.« less

  2. Robust adaptive fuzzy tracking control for pure-feedback stochastic nonlinear systems with input constraints.

    PubMed

    Wang, Huanqing; Chen, Bing; Liu, Xiaoping; Liu, Kefu; Lin, Chong

    2013-12-01

    This paper is concerned with the problem of adaptive fuzzy tracking control for a class of pure-feedback stochastic nonlinear systems with input saturation. To overcome the design difficulty from nondifferential saturation nonlinearity, a smooth nonlinear function of the control input signal is first introduced to approximate the saturation function; then, an adaptive fuzzy tracking controller based on the mean-value theorem is constructed by using backstepping technique. The proposed adaptive fuzzy controller guarantees that all signals in the closed-loop system are bounded in probability and the system output eventually converges to a small neighborhood of the desired reference signal in the sense of mean quartic value. Simulation results further illustrate the effectiveness of the proposed control scheme.

  3. A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation.

    PubMed

    Huang, Yong; Tao, Gang

    2014-09-01

    The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

  4. A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Huang, Yong, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn; Tao, Gang, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn

    2014-09-01

    The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

  5. Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis

    Treesearch

    Hari Katuwal; Dave Calkin; Michael S. Hand

    2016-01-01

    This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of...

  6. Higher levels of trait emotional awareness are associated with more efficient global information integration throughout the brain: A graph-theoretic analysis of resting state functional connectivity.

    PubMed

    Smith, Ryan; Sanova, Anna; Alkozei, Anna; Lane, Richard D; Killgore, William D S

    2018-06-21

    Previous studies have suggested that trait differences in emotional awareness (tEA) are clinically relevant, and associated with differences in neural structure/function. While multiple leading theories suggest that conscious awareness requires widespread information integration across the brain, no study has yet tested the hypothesis that higher tEA corresponds to more efficient brain-wide information exchange. Twenty-six healthy volunteers (13 female) underwent a resting state functional magnetic resonance imaging scan, and completed the Levels of Emotional Awareness Scale (LEAS; a measure of tEA) and the Wechsler Abbreviated Scale of Intelligence (WASI-II; a measure of general intelligence [IQ]). Using a whole-brain (functionally defined) region-of-interest (ROI) atlas, we computed several graph theory metrics to assess the efficiency of brain-wide information exchange. After statistically controlling for differences in age, gender, and IQ, we first observed a significant relationship between higher LEAS scores and greater average degree (i.e., overall whole-brain network density). When controlling for average degree, we found that higher LEAS scores were also associated with shorter average path lengths across the collective network of all included ROIs. These results jointly suggest that individuals with higher tEA display more efficient global information exchange throughout the brain. This is consistent with the idea that conscious awareness requires global accessibility of represented information.

  7. Impact of a Structured Tuberculosis Awareness Strategy on the Knowledge and Behaviour of the Families in a Slum Area in Chhattisgarh, India.

    PubMed

    Samal, Janmejaya; Dehury, Ranjit Kumar

    2017-03-01

    Of different methods of disease prevention, health education and awareness programmes can empower people regarding several aspects of disease management and thereby enabling them in accessing the right treatment, in right time, at right place. The aim of this study was to assess the impact of a structured Tuberculosis (TB) awareness strategy on the knowledge and behaviour of slum dwellers of Durg, Chhattisgarh, India. A TB awareness intervention was implemented in terms of informing the houses of marginalized and vulnerable communities about TB, its symptoms, diagnosis, treatment and Revised National TB Control Program (RNTCP) services and the impact of the same was assessed through a survey questionnaire before and after the implementation of the intervention. Of the knowledge components the improvement was incurred above 90% among the study participants in all components except in two components such as; modes of TB transmission and availability of free treatment facilities. In the behavioural segment, after the implementation of the awareness strategy, 53% and 92% of the respondents reported to visit government health facility for seeking help for their general and TB related problems respectively. Similarly the responses regarding not approaching the government health facility for TB care were changed after the implementation of the awareness strategy and 36% of the respondents said they would prefer to visit government health facility for TB care. Health education activities should be directed to improve the knowledge of slum dwellers regarding the modes of TB transmission and availability of free treatment at public health facilities.

  8. Clustering network layers with the strata multilayer stochastic block model.

    PubMed

    Stanley, Natalie; Shai, Saray; Taylor, Dane; Mucha, Peter J

    2016-01-01

    Multilayer networks are a useful data structure for simultaneously capturing multiple types of relationships between a set of nodes. In such networks, each relational definition gives rise to a layer. While each layer provides its own set of information, community structure across layers can be collectively utilized to discover and quantify underlying relational patterns between nodes. To concisely extract information from a multilayer network, we propose to identify and combine sets of layers with meaningful similarities in community structure. In this paper, we describe the "strata multilayer stochastic block model" (sMLSBM), a probabilistic model for multilayer community structure. The central extension of the model is that there exist groups of layers, called "strata", which are defined such that all layers in a given stratum have community structure described by a common stochastic block model (SBM). That is, layers in a stratum exhibit similar node-to-community assignments and SBM probability parameters. Fitting the sMLSBM to a multilayer network provides a joint clustering that yields node-to-community and layer-to-stratum assignments, which cooperatively aid one another during inference. We describe an algorithm for separating layers into their appropriate strata and an inference technique for estimating the SBM parameters for each stratum. We demonstrate our method using synthetic networks and a multilayer network inferred from data collected in the Human Microbiome Project.

  9. Clustering network layers with the strata multilayer stochastic block model

    PubMed Central

    Stanley, Natalie; Shai, Saray; Taylor, Dane; Mucha, Peter J.

    2016-01-01

    Multilayer networks are a useful data structure for simultaneously capturing multiple types of relationships between a set of nodes. In such networks, each relational definition gives rise to a layer. While each layer provides its own set of information, community structure across layers can be collectively utilized to discover and quantify underlying relational patterns between nodes. To concisely extract information from a multilayer network, we propose to identify and combine sets of layers with meaningful similarities in community structure. In this paper, we describe the “strata multilayer stochastic block model” (sMLSBM), a probabilistic model for multilayer community structure. The central extension of the model is that there exist groups of layers, called “strata”, which are defined such that all layers in a given stratum have community structure described by a common stochastic block model (SBM). That is, layers in a stratum exhibit similar node-to-community assignments and SBM probability parameters. Fitting the sMLSBM to a multilayer network provides a joint clustering that yields node-to-community and layer-to-stratum assignments, which cooperatively aid one another during inference. We describe an algorithm for separating layers into their appropriate strata and an inference technique for estimating the SBM parameters for each stratum. We demonstrate our method using synthetic networks and a multilayer network inferred from data collected in the Human Microbiome Project. PMID:28435844

  10. Learning Orthographic Structure With Sequential Generative Neural Networks.

    PubMed

    Testolin, Alberto; Stoianov, Ivilin; Sperduti, Alessandro; Zorzi, Marco

    2016-04-01

    Learning the structure of event sequences is a ubiquitous problem in cognition and particularly in language. One possible solution is to learn a probabilistic generative model of sequences that allows making predictions about upcoming events. Though appealing from a neurobiological standpoint, this approach is typically not pursued in connectionist modeling. Here, we investigated a sequential version of the restricted Boltzmann machine (RBM), a stochastic recurrent neural network that extracts high-order structure from sensory data through unsupervised generative learning and can encode contextual information in the form of internal, distributed representations. We assessed whether this type of network can extract the orthographic structure of English monosyllables by learning a generative model of the letter sequences forming a word training corpus. We show that the network learned an accurate probabilistic model of English graphotactics, which can be used to make predictions about the letter following a given context as well as to autonomously generate high-quality pseudowords. The model was compared to an extended version of simple recurrent networks, augmented with a stochastic process that allows autonomous generation of sequences, and to non-connectionist probabilistic models (n-grams and hidden Markov models). We conclude that sequential RBMs and stochastic simple recurrent networks are promising candidates for modeling cognition in the temporal domain. Copyright © 2015 Cognitive Science Society, Inc.

  11. Role of atomistic structure in the stochastic nature of conductivity in substoichiometric tantalum pentoxide

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bondi, Robert J., E-mail: rjbondi@sandia.gov; Fox, Brian P.; Marinella, Matthew J.

    2016-03-28

    First-principles calculations of electrical conductivity (σ{sub o}) are revisited to determine the atomistic origin of its stochasticity in a distribution generated from sampling 14 ab-initio molecular dynamics configurations from 10 independently quenched models (n = 140) of substoichiometric amorphous Ta{sub 2}O{sub 5}, where each structure contains a neutral O monovacancy (V{sub O}{sup 0}). Structural analysis revealed a distinct minimum Ta-Ta separation (dimer/trimer) corresponding to each V{sub O}{sup 0} location. Bader charge decomposition using a commonality analysis approach based on the σ{sub o} distribution extremes revealed nanostructural signatures indicating that both the magnitude and distribution of cationic charge on the Ta subnetwork havemore » a profound influence on σ{sub o}. Furthermore, visualization of local defect structures and their electron densities reinforces these conclusions and suggests σ{sub o} in the amorphous oxide is best suppressed by a highly charged, compact Ta cation shell that effectively screens and minimizes localized V{sub O}{sup 0} interaction with the a-Ta{sub 2}O{sub 5} network; conversely, delocalization of V{sub O}{sup 0} corresponds to metallic character and high σ{sub o}. The random network of a-Ta{sub 2}O{sub 5} provides countless variations of an ionic configuration scaffold in which small perturbations affect the electronic charge distribution and result in a fixed-stoichiometry distribution of σ{sub o}; consequently, precisely controlled and highly repeatable oxide fabrication processes are likely paramount for advancement of resistive memory technologies.« less

  12. Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

    NASA Technical Reports Server (NTRS)

    Bole, Brian; Goebel, Kai; Vachtsevanos, George

    2012-01-01

    A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

  13. Effective field model of roughness in magnetic nano-structures

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lepadatu, Serban, E-mail: SLepadatu@uclan.ac.uk

    2015-12-28

    An effective field model is introduced here within the micromagnetics formulation, to study roughness in magnetic structures, by considering sub-exchange length roughness levels as a perturbation on a smooth structure. This allows the roughness contribution to be separated, which is found to give rise to an effective configurational anisotropy for both edge and surface roughness, and accurately model its effects with fine control over the roughness depth without the explicit need to refine the computational cell size to accommodate the roughness profile. The model is validated by comparisons with directly roughened structures for a series of magnetization switching and domainmore » wall velocity simulations and found to be in excellent agreement for roughness levels up to the exchange length. The model is further applied to vortex domain wall velocity simulations with surface roughness, which is shown to significantly modify domain wall movement and result in dynamic pinning and stochastic creep effects.« less

  14. Stochastic Evolution of Augmented Born-Infeld Equations

    NASA Astrophysics Data System (ADS)

    Holm, Darryl D.

    2018-06-01

    This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.

  15. Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Chen, Yi; Jakeman, John; Gittelson, Claude

    2015-01-08

    In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

  16. Using stochastic activity networks to study the energy feasibility of automatic weather stations

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Cassano, Luca; Cesarini, Daniel; Avvenuti, Marco

    Automatic Weather Stations (AWSs) are systems equipped with a number of environmental sensors and communication interfaces used to monitor harsh environments, such as glaciers and deserts. Designing such systems is challenging, since designers have to maximize the amount of sampled and transmitted data while considering the energy needs of the system that, in most cases, is powered by rechargeable batteries and exploits energy harvesting, e.g., solar cells and wind turbines. To support designers of AWSs in the definition of the software tasks and of the hardware configuration of the AWS we designed and implemented an energy-aware simulator of such systems.more » The simulator relies on the Stochastic Activity Networks (SANs) formalism and has been developed using the Möbius tool. In this paper we first show how we used the SAN formalism to model the various components of an AWS, we then report results from an experiment carried out to validate the simulator against a real-world AWS and we finally show some examples of usage of the proposed simulator.« less

  17. Helicopter Control Energy Reduction Using Moving Horizontal Tail

    PubMed Central

    Oktay, Tugrul; Sal, Firat

    2015-01-01

    Helicopter moving horizontal tail (i.e., MHT) strategy is applied in order to save helicopter flight control system (i.e., FCS) energy. For this intention complex, physics-based, control-oriented nonlinear helicopter models are used. Equations of MHT are integrated into these models and they are together linearized around straight level flight condition. A specific variance constrained control strategy, namely, output variance constrained Control (i.e., OVC) is utilized for helicopter FCS. Control energy savings due to this MHT idea with respect to a conventional helicopter are calculated. Parameters of helicopter FCS and dimensions of MHT are simultaneously optimized using a stochastic optimization method, namely, simultaneous perturbation stochastic approximation (i.e., SPSA). In order to observe improvement in behaviors of classical controls closed loop analyses are done. PMID:26180841

  18. Stochastic resonant damping in a noisy monostable system: theory and experiment.

    PubMed

    Volpe, Giovanni; Perrone, Sandro; Rubi, J Miguel; Petrov, Dmitri

    2008-05-01

    Usually in the presence of a background noise an increased effort put in controlling a system stabilizes its behavior. Rarely it is thought that an increased control of the system can lead to a looser response and, therefore, to a poorer performance. Strikingly there are many systems that show this weird behavior; examples can be drawn form physical, biological, and social systems. Until now no simple and general mechanism underlying such behaviors has been identified. Here we show that such a mechanism, named stochastic resonant damping, can be provided by the interplay between the background noise and the control exerted on the system. We experimentally verify our prediction on a physical model system based on a colloidal particle held in an oscillating optical potential. Our result adds a tool for the study of intrinsically noisy phenomena, joining the many constructive facets of noise identified in the past decades-for example, stochastic resonance, noise-induced activation, and Brownian ratchets.

  19. Representing and computing regular languages on massively parallel networks

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Miller, M.I.; O'Sullivan, J.A.; Boysam, B.

    1991-01-01

    This paper proposes a general method for incorporating rule-based constraints corresponding to regular languages into stochastic inference problems, thereby allowing for a unified representation of stochastic and syntactic pattern constraints. The authors' approach first established the formal connection of rules to Chomsky grammars, and generalizes the original work of Shannon on the encoding of rule-based channel sequences to Markov chains of maximum entropy. This maximum entropy probabilistic view leads to Gibb's representations with potentials which have their number of minima growing at precisely the exponential rate that the language of deterministically constrained sequences grow. These representations are coupled to stochasticmore » diffusion algorithms, which sample the language-constrained sequences by visiting the energy minima according to the underlying Gibbs' probability law. The coupling to stochastic search methods yields the all-important practical result that fully parallel stochastic cellular automata may be derived to generate samples from the rule-based constraint sets. The production rules and neighborhood state structure of the language of sequences directly determines the necessary connection structures of the required parallel computing surface. Representations of this type have been mapped to the DAP-510 massively-parallel processor consisting of 1024 mesh-connected bit-serial processing elements for performing automated segmentation of electron-micrograph images.« less

  20. Evidence for Emergency Vaccination Having Played a Crucial Role to Control the 1965/66 Foot-and-Mouth Disease Outbreak in Switzerland

    PubMed Central

    Zingg, Dana; Häsler, Stephan; Schuepbach-Regula, Gertraud; Schwermer, Heinzpeter; Dürr, Salome

    2015-01-01

    Foot-and-mouth disease (FMD) is a highly contagious disease that caused several large outbreaks in Europe in the last century. The last important outbreak in Switzerland took place in 1965/66 and affected more than 900 premises and more than 50,000 animals were slaughtered. Large-scale emergency vaccination of the cattle and pig population has been applied to control the epidemic. In recent years, many studies have used infectious disease models to assess the impact of different disease control measures, including models developed for diseases exotic for the specific region of interest. Often, the absence of real outbreak data makes a validation of such models impossible. This study aimed to evaluate whether a spatial, stochastic simulation model (the Davis Animal Disease Simulation model) can predict the course of a Swiss FMD epidemic based on the available historic input data on population structure, contact rates, epidemiology of the virus, and quality of the vaccine. In addition, the potential outcome of the 1965/66 FMD epidemic without application of vaccination was investigated. Comparing the model outcomes to reality, only the largest 10% of the simulated outbreaks approximated the number of animals being culled. However, the simulation model highly overestimated the number of culled premises. While the outbreak duration could not be well reproduced by the model compared to the 1965/66 epidemic, it was able to accurately estimate the size of the area infected. Without application of vaccination, the model predicted a much higher mean number of culled animals than with vaccination, demonstrating that vaccination was likely crucial in disease control for the Swiss FMD outbreak in 1965/66. The study demonstrated the feasibility to analyze historical outbreak data with modern analytical tools. However, it also confirmed that predicted epidemics from a most carefully parameterized model cannot integrate all eventualities of a real epidemic. Therefore, decision makers need to be aware that infectious disease models are useful tools to support the decision-making process but their results are not equal valuable as real observations and should always be interpreted with caution. PMID:26697436

  1. Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

    NASA Astrophysics Data System (ADS)

    Sutrisno; Widowati; Solikhin

    2016-06-01

    In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

  2. Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

    PubMed

    Si, Wenjie; Dong, Xunde; Yang, Feifei

    2018-03-01

    This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

  3. Evolving cell models for systems and synthetic biology.

    PubMed

    Cao, Hongqing; Romero-Campero, Francisco J; Heeb, Stephan; Cámara, Miguel; Krasnogor, Natalio

    2010-03-01

    This paper proposes a new methodology for the automated design of cell models for systems and synthetic biology. Our modelling framework is based on P systems, a discrete, stochastic and modular formal modelling language. The automated design of biological models comprising the optimization of the model structure and its stochastic kinetic constants is performed using an evolutionary algorithm. The evolutionary algorithm evolves model structures by combining different modules taken from a predefined module library and then it fine-tunes the associated stochastic kinetic constants. We investigate four alternative objective functions for the fitness calculation within the evolutionary algorithm: (1) equally weighted sum method, (2) normalization method, (3) randomly weighted sum method, and (4) equally weighted product method. The effectiveness of the methodology is tested on four case studies of increasing complexity including negative and positive autoregulation as well as two gene networks implementing a pulse generator and a bandwidth detector. We provide a systematic analysis of the evolutionary algorithm's results as well as of the resulting evolved cell models.

  4. On the probabilistic structure of water age: Probabilistic Water Age

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Porporato, Amilcare; Calabrese, Salvatore

    We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less

  5. On the probabilistic structure of water age: Probabilistic Water Age

    DOE PAGES

    Porporato, Amilcare; Calabrese, Salvatore

    2015-04-23

    We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less

  6. A study of structure of phenomenology of consciousness in meditative and non-meditative states.

    PubMed

    Venkatesh, S; Raju, T R; Shivani, Y; Tompkins, G; Meti, B L

    1997-04-01

    Twelve senior Kundalini (Chakra) meditators were assessed during meditation session and non-meditation or control session using Phenomenology of Consciousness Inventory. The data has been analyzed using structural analysis to measure the altered state of consciousness and the identity state by comparing meditative state with non-meditative state. The structural analysis of pattern of consciousness during the meditative state revealed altered experience in perception (percentile rank PR = 90), meaning (PR = 82) and time sense (PR = 87), while positive affect dimension showed increased joy (PR = 73) and love (PR = 67). The imagery vividness (PR = 72), self-awareness (PR = 77), rationality (PR = 73) and arousal (PR = 69) were found to be structurally different from the ordinary state. With regards to identity state meditative experience was found to produce statistically significant changes in terms of intensity in meaning (P < 0.05), time sense (P < 0.05), joy (P < 0.05), love (P < 0.05) and state of awareness (P < 0.01). Our results indicate that long term practice of meditation appears to produce structural as well as intensity changes in phenomenological experiences of consciousness.

  7. Most Colorful Example of Genetic Assimilation? Exploring the Evolutionary Destiny of Recurrent Phenotypic Accommodation.

    PubMed

    Badyaev, Alexander V; Potticary, Ahva L; Morrison, Erin S

    2017-08-01

    Evolution of adaptation requires both generation of novel phenotypic variation and retention of a locally beneficial subset of this variation. Such retention can be facilitated by genetic assimilation, the accumulation of genetic and molecular mechanisms that stabilize induced phenotypes and assume progressively greater control over their reliable production. A particularly strong inference into genetic assimilation as an evolutionary process requires a system where it is possible to directly evaluate the extent to which an induced phenotype is progressively incorporated into preexisting developmental pathways. Evolution of diet-dependent pigmentation in birds-where external carotenoids are coopted into internal metabolism to a variable degree before being integrated with a feather's developmental processes-provides such an opportunity. Here we combine a metabolic network view of carotenoid evolution with detailed empirical study of feather modifications to show that the effect of physical properties of carotenoids on feather structure depends on their metabolic modification, their environmental recurrence, and biochemical redundancy, as predicted by the genetic assimilation hypothesis. Metabolized carotenoids caused less stochastic variation in feather structure and were more closely integrated with feather growth than were dietary carotenoids of the same molecular weight. These patterns were driven by the recurrence of organism-carotenoid associations: commonly used dietary carotenoids and biochemically redundant derived carotenoids caused less stochastic variation in feather structure than did rarely used or biochemically unique compounds. We discuss implications of genetic assimilation processes for the evolutionary diversification of diet-dependent animal coloration.

  8. Estimating the Spatial Extent of Unsaturated Zones in Heterogeneous River-Aquifer Systems

    NASA Astrophysics Data System (ADS)

    Schilling, Oliver S.; Irvine, Dylan J.; Hendricks Franssen, Harrie-Jan; Brunner, Philip

    2017-12-01

    The presence of unsaturated zones at the river-aquifer interface has large implications on numerous hydraulic and chemical processes. However, the hydrological and geological controls that influence the development of unsaturated zones have so far only been analyzed with simplified conceptualizations of flow processes, or homogeneous conceptualizations of the hydraulic conductivity in either the aquifer or the riverbed. We systematically investigated the influence of heterogeneous structures in both the riverbed and the aquifer on the development of unsaturated zones. A stochastic 1-D criterion that takes both riverbed and aquifer heterogeneity into account was developed using a Monte Carlo sampling technique. The approach allows the reliable estimation of the upper bound of the spatial extent of unsaturated areas underneath a riverbed. Through systematic numerical modeling experiments, we furthermore show that horizontal capillary forces can reduce the spatial extent of unsaturated zones under clogged areas. This analysis shows how the spatial structure of clogging layers and aquifers influence the propensity for unsaturated zones to develop: In riverbeds where clogged areas are made up of many small, spatially disconnected patches with a diameter in the order of 1 m, unsaturated areas are less likely to develop compared to riverbeds where large clogged areas exist adjacent to unclogged areas. A combination of the stochastic 1-D criterion with an analysis of the spatial structure of the clogging layers and the potential for resaturation can help develop an appropriate conceptual model and inform the choice of a suitable numerical simulator for river-aquifer systems.

  9. Evaluating Process Improvement Courses of Action Through Modeling and Simulation

    DTIC Science & Technology

    2017-09-16

    changes to a process is time consuming and has potential to overlook stochastic effects. By modeling a process as a Numerical Design Structure Matrix...13 Methods to Evaluate Process Performance ................................................................15 The Design Structure...Matrix ......................................................................................16 Numerical Design Structure Matrix

  10. Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

    NASA Technical Reports Server (NTRS)

    Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.

    1996-01-01

    An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

  11. Digital program for solving the linear stochastic optimal control and estimation problem

    NASA Technical Reports Server (NTRS)

    Geyser, L. C.; Lehtinen, B.

    1975-01-01

    A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

  12. Simulation of stochastic wind action on transmission power lines

    NASA Astrophysics Data System (ADS)

    Wielgos, Piotr; Lipecki, Tomasz; Flaga, Andrzej

    2018-01-01

    The paper presents FEM analysis of the wind action on overhead transmission power lines. The wind action is based on a stochastic simulation of the wind field in several points of the structure and on the wind tunnel tests on aerodynamic coefficients of the single conductor consisting of three wires. In FEM calculations the section of the transmission power line composed of three spans is considered. Non-linear analysis with deadweight of the structure is performed first to obtain the deformed shape of conductors. Next, time-dependent wind forces are applied to respective points of conductors and non-linear dynamic analysis is carried out.

  13. A statistical approach to quasi-extinction forecasting.

    PubMed

    Holmes, Elizabeth Eli; Sabo, John L; Viscido, Steven Vincent; Fagan, William Fredric

    2007-12-01

    Forecasting population decline to a certain critical threshold (the quasi-extinction risk) is one of the central objectives of population viability analysis (PVA), and such predictions figure prominently in the decisions of major conservation organizations. In this paper, we argue that accurate forecasting of a population's quasi-extinction risk does not necessarily require knowledge of the underlying biological mechanisms. Because of the stochastic and multiplicative nature of population growth, the ensemble behaviour of population trajectories converges to common statistical forms across a wide variety of stochastic population processes. This paper provides a theoretical basis for this argument. We show that the quasi-extinction surfaces of a variety of complex stochastic population processes (including age-structured, density-dependent and spatially structured populations) can be modelled by a simple stochastic approximation: the stochastic exponential growth process overlaid with Gaussian errors. Using simulated and real data, we show that this model can be estimated with 20-30 years of data and can provide relatively unbiased quasi-extinction risk with confidence intervals considerably smaller than (0,1). This was found to be true even for simulated data derived from some of the noisiest population processes (density-dependent feedback, species interactions and strong age-structure cycling). A key advantage of statistical models is that their parameters and the uncertainty of those parameters can be estimated from time series data using standard statistical methods. In contrast for most species of conservation concern, biologically realistic models must often be specified rather than estimated because of the limited data available for all the various parameters. Biologically realistic models will always have a prominent place in PVA for evaluating specific management options which affect a single segment of a population, a single demographic rate, or different geographic areas. However, for forecasting quasi-extinction risk, statistical models that are based on the convergent statistical properties of population processes offer many advantages over biologically realistic models.

  14. Spatial scale affects the relative role of stochasticity versus determinism in soil bacterial communities in wheat fields across the North China Plain.

    PubMed

    Shi, Yu; Li, Yuntao; Xiang, Xingjia; Sun, Ruibo; Yang, Teng; He, Dan; Zhang, Kaoping; Ni, Yingying; Zhu, Yong-Guan; Adams, Jonathan M; Chu, Haiyan

    2018-02-05

    The relative importance of stochasticity versus determinism in soil bacterial communities is unclear, as are the possible influences that alter the balance between these. Here, we investigated the influence of spatial scale on the relative role of stochasticity and determinism in agricultural monocultures consisting only of wheat, thereby minimizing the influence of differences in plant species cover and in cultivation/disturbance regime, extending across a wide range of soils and climates of the North China Plain (NCP). We sampled 243 sites across 1092 km and sequenced the 16S rRNA bacterial gene using MiSeq. We hypothesized that determinism would play a relatively stronger role at the broadest scales, due to the strong influence of climate and soil differences in selecting many distinct OTUs of bacteria adapted to the different environments. In order to test the more general applicability of the hypothesis, we also compared with a natural ecosystem on the Tibetan Plateau. Our results revealed that the relative importance of stochasticity vs. determinism did vary with spatial scale, in the direction predicted. On the North China Plain, stochasticity played a dominant role from 150 to 900 km (separation between pairs of sites) and determinism dominated at more than 900 km (broad scale). On the Tibetan Plateau, determinism played a dominant role from 130 to 1200 km and stochasticity dominated at less than 130 km. Among the identifiable deterministic factors, soil pH showed the strongest influence on soil bacterial community structure and diversity across the North China Plain. Together, 23.9% of variation in soil microbial community composition could be explained, with environmental factors accounting for 19.7% and spatial parameters 4.1%. Our findings revealed that (1) stochastic processes are relatively more important on the North China Plain, while deterministic processes are more important on the Tibetan Plateau; (2) soil pH was the major factor in shaping soil bacterial community structure of the North China Plain; and (3) most variation in soil microbial community composition could not be explained with existing environmental and spatial factors. Further studies are needed to dissect the influence of stochastic factors (e.g., mutations or extinctions) on soil microbial community distribution, which might make it easier to predictably manipulate the microbial community to produce better yield and soil sustainability outcomes.

  15. Nonlinear Image Denoising Methodologies

    DTIC Science & Technology

    2002-05-01

    53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

  16. Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

    NASA Astrophysics Data System (ADS)

    Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

    2015-12-01

    This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

  17. Stochastic three-wave interaction in flaring solar loops

    NASA Technical Reports Server (NTRS)

    Vlahos, L.; Sharma, R. R.; Papadopoulos, K.

    1983-01-01

    A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.

  18. Stochastic clustering of material surface under high-heat plasma load

    NASA Astrophysics Data System (ADS)

    Budaev, Viacheslav P.

    2017-11-01

    The results of a study of a surface formed by high-temperature plasma loads on various materials such as tungsten, carbon and stainless steel are presented. High-temperature plasma irradiation leads to an inhomogeneous stochastic clustering of the surface with self-similar granularity - fractality on the scale from nanoscale to macroscales. Cauliflower-like structure of tungsten and carbon materials are formed under high heat plasma load in fusion devices. The statistical characteristics of hierarchical granularity and scale invariance are estimated. They differ qualitatively from the roughness of the ordinary Brownian surface, which is possibly due to the universal mechanisms of stochastic clustering of material surface under the influence of high-temperature plasma.

  19. Stochastic model for fatigue crack size and cost effective design decisions. [for aerospace structures

    NASA Technical Reports Server (NTRS)

    Hanagud, S.; Uppaluri, B.

    1975-01-01

    This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

  20. Stochastic, adaptive sampling of information by microvilli in fly photoreceptors.

    PubMed

    Song, Zhuoyi; Postma, Marten; Billings, Stephen A; Coca, Daniel; Hardie, Roger C; Juusola, Mikko

    2012-08-07

    In fly photoreceptors, light is focused onto a photosensitive waveguide, the rhabdomere, consisting of tens of thousands of microvilli. Each microvillus is capable of generating elementary responses, quantum bumps, in response to single photons using a stochastically operating phototransduction cascade. Whereas much is known about the cascade reactions, less is known about how the concerted action of the microvilli population encodes light changes into neural information and how the ultrastructure and biochemical machinery of photoreceptors of flies and other insects evolved in relation to the information sampling and processing they perform. We generated biophysically realistic fly photoreceptor models, which accurately simulate the encoding of visual information. By comparing stochastic simulations with single cell recordings from Drosophila photoreceptors, we show how adaptive sampling by 30,000 microvilli captures the temporal structure of natural contrast changes. Following each bump, individual microvilli are rendered briefly (~100-200 ms) refractory, thereby reducing quantum efficiency with increasing intensity. The refractory period opposes saturation, dynamically and stochastically adjusting availability of microvilli (bump production rate: sample rate), whereas intracellular calcium and voltage adapt bump amplitude and waveform (sample size). These adapting sampling principles result in robust encoding of natural light changes, which both approximates perceptual contrast constancy and enhances novel events under different light conditions, and predict information processing across a range of species with different visual ecologies. These results clarify why fly photoreceptors are structured the way they are and function as they do, linking sensory information to sensory evolution and revealing benefits of stochasticity for neural information processing. Copyright © 2012 Elsevier Ltd. All rights reserved.

  1. Stochastic, Adaptive Sampling of Information by Microvilli in Fly Photoreceptors

    PubMed Central

    Song, Zhuoyi; Postma, Marten; Billings, Stephen A.; Coca, Daniel; Hardie, Roger C.; Juusola, Mikko

    2012-01-01

    Summary Background In fly photoreceptors, light is focused onto a photosensitive waveguide, the rhabdomere, consisting of tens of thousands of microvilli. Each microvillus is capable of generating elementary responses, quantum bumps, in response to single photons using a stochastically operating phototransduction cascade. Whereas much is known about the cascade reactions, less is known about how the concerted action of the microvilli population encodes light changes into neural information and how the ultrastructure and biochemical machinery of photoreceptors of flies and other insects evolved in relation to the information sampling and processing they perform. Results We generated biophysically realistic fly photoreceptor models, which accurately simulate the encoding of visual information. By comparing stochastic simulations with single cell recordings from Drosophila photoreceptors, we show how adaptive sampling by 30,000 microvilli captures the temporal structure of natural contrast changes. Following each bump, individual microvilli are rendered briefly (∼100–200 ms) refractory, thereby reducing quantum efficiency with increasing intensity. The refractory period opposes saturation, dynamically and stochastically adjusting availability of microvilli (bump production rate: sample rate), whereas intracellular calcium and voltage adapt bump amplitude and waveform (sample size). These adapting sampling principles result in robust encoding of natural light changes, which both approximates perceptual contrast constancy and enhances novel events under different light conditions, and predict information processing across a range of species with different visual ecologies. Conclusions These results clarify why fly photoreceptors are structured the way they are and function as they do, linking sensory information to sensory evolution and revealing benefits of stochasticity for neural information processing. PMID:22704990

  2. Noise-Driven Phenotypic Heterogeneity with Finite Correlation Time in Clonal Populations.

    PubMed

    Lee, UnJin; Skinner, John J; Reinitz, John; Rosner, Marsha Rich; Kim, Eun-Jin

    2015-01-01

    There has been increasing awareness in the wider biological community of the role of clonal phenotypic heterogeneity in playing key roles in phenomena such as cellular bet-hedging and decision making, as in the case of the phage-λ lysis/lysogeny and B. Subtilis competence/vegetative pathways. Here, we report on the effect of stochasticity in growth rate, cellular memory/intermittency, and its relation to phenotypic heterogeneity. We first present a linear stochastic differential model with finite auto-correlation time, where a randomly fluctuating growth rate with a negative average is shown to result in exponential growth for sufficiently large fluctuations in growth rate. We then present a non-linear stochastic self-regulation model where the loss of coherent self-regulation and an increase in noise can induce a shift from bounded to unbounded growth. An important consequence of these models is that while the average change in phenotype may not differ for various parameter sets, the variance of the resulting distributions may considerably change. This demonstrates the necessity of understanding the influence of variance and heterogeneity within seemingly identical clonal populations, while providing a mechanism for varying functional consequences of such heterogeneity. Our results highlight the importance of a paradigm shift from a deterministic to a probabilistic view of clonality in understanding selection as an optimization problem on noise-driven processes, resulting in a wide range of biological implications, from robustness to environmental stress to the development of drug resistance.

  3. Stochastic Blockmodeling of the Modules and Core of the Caenorhabditis elegans Connectome

    PubMed Central

    Pavlovic, Dragana M.; Vértes, Petra E.; Bullmore, Edward T.; Schafer, William R.; Nichols, Thomas E.

    2014-01-01

    Recently, there has been much interest in the community structure or mesoscale organization of complex networks. This structure is characterised either as a set of sparsely inter-connected modules or as a highly connected core with a sparsely connected periphery. However, it is often difficult to disambiguate these two types of mesoscale structure or, indeed, to summarise the full network in terms of the relationships between its mesoscale constituents. Here, we estimate a community structure with a stochastic blockmodel approach, the Erdős-Rényi Mixture Model, and compare it to the much more widely used deterministic methods, such as the Louvain and Spectral algorithms. We used the Caenorhabditis elegans (C. elegans) nervous system (connectome) as a model system in which biological knowledge about each node or neuron can be used to validate the functional relevance of the communities obtained. The deterministic algorithms derived communities with 4–5 modules, defined by sparse inter-connectivity between all modules. In contrast, the stochastic Erdős-Rényi Mixture Model estimated a community with 9 blocks or groups which comprised a similar set of modules but also included a clearly defined core, made of 2 small groups. We show that the “core-in-modules” decomposition of the worm brain network, estimated by the Erdős-Rényi Mixture Model, is more compatible with prior biological knowledge about the C. elegans nervous system than the purely modular decomposition defined deterministically. We also show that the blockmodel can be used both to generate stochastic realisations (simulations) of the biological connectome, and to compress network into a small number of super-nodes and their connectivity. We expect that the Erdős-Rényi Mixture Model may be useful for investigating the complex community structures in other (nervous) systems. PMID:24988196

  4. On the Kolmogorov constant in stochastic turbulence models

    NASA Astrophysics Data System (ADS)

    Heinz, Stefan

    2002-11-01

    The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

  5. Conference on Stochastic Processes and Their Applications (12th) held at Ithaca, New York on 11-15 Jul 83,

    DTIC Science & Technology

    1983-07-15

    RD- R136 626 CONFERENCE ON STOCHASTIC PROCESSES AND THEIR APPLICATIONS (12TH> JULY 11 15 1983 ITHACA NEW YORK(U) CORNELL UNIV ITHACA NY 15 JUL 83...oscillator phase Instability" 2t53 - 3s15 p.m. M.N. GOPALAN, Indian Institute of Technoloy, Bombay "Cost benefit analysis of systems subject to inspection...p.m. W. KLIEDANN, Univ. Bremen, Fed. Rep. Germany "Controllability of stochastic systems 8sO0 - lOsO0 p.m. RECEPTION Johnson Art Museum ’q % , t

  6. Dynamical behavior of a stochastic SVIR epidemic model with vaccination

    NASA Astrophysics Data System (ADS)

    Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

    2017-10-01

    In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

  7. Gryphon: A Hybrid Agent-Based Modeling and Simulation Platform for Infectious Diseases

    NASA Astrophysics Data System (ADS)

    Yu, Bin; Wang, Jijun; McGowan, Michael; Vaidyanathan, Ganesh; Younger, Kristofer

    In this paper we present Gryphon, a hybrid agent-based stochastic modeling and simulation platform developed for characterizing the geographic spread of infectious diseases and the effects of interventions. We study both local and non-local transmission dynamics of stochastic simulations based on the published parameters and data for SARS. The results suggest that the expected numbers of infections and the timeline of control strategies predicted by our stochastic model are in reasonably good agreement with previous studies. These preliminary results indicate that Gryphon is able to characterize other future infectious diseases and identify endangered regions in advance.

  8. SAM: speech-aware applications in medicine to support structured data entry.

    PubMed Central

    Wormek, A. K.; Ingenerf, J.; Orthner, H. F.

    1997-01-01

    In the last two years, improvement in speech recognition technology has directed the medical community's interest to porting and using such innovations in clinical systems. The acceptance of speech recognition systems in clinical domains increases with recognition speed, large medical vocabulary, high accuracy, continuous speech recognition, and speaker independence. Although some commercial speech engines approach these requirements, the greatest benefit can be achieved in adapting a speech recognizer to a specific medical application. The goals of our work are first, to develop a speech-aware core component which is able to establish connections to speech recognition engines of different vendors. This is realized in SAM. Second, with applications based on SAM we want to support the physician in his/her routine clinical care activities. Within the STAMP project (STAndardized Multimedia report generator in Pathology), we extend SAM by combining a structured data entry approach with speech recognition technology. Another speech-aware application in the field of Diabetes care is connected to a terminology server. The server delivers a controlled vocabulary which can be used for speech recognition. PMID:9357730

  9. Awareness about the persons with disability act among leprosy patients and other disabled persons.

    PubMed

    Robins, R; Martin, D; Raj, K Durai; Raju, M S

    2006-01-01

    To assess the level of awareness about the different provisions of the Persons with Disability Act (PWD Act) among leprosy patients and other disabled, 233 disabled persons from the self-help groups formed by Vadathorasalur Leprosy Control Unit have been interviewed using a structured interview checklist. The results show that 74.7% of the respondents were aware that identity cards are available for the disabled, 56.2% were aware of the free education benefit to the disabled, as low as 35.6% were aware of the scholarships, 33% knew about the employment reservations, 24.9% heard about the housing scheme of the government for the disabled, but 24.5% only knew about law against discrimination, 31.8% came in contact with institutions for the severely disabled and only 16% were aware of the unemployment allowance to the disabled. The level of awareness is low among women with regard to all components of the Act. It was found that students studying up to secondary level were not aware of the availability of scholarships and free education, which needs to be seriously looked into, especially by educational institutions. The level of formal education played a significant role in increasing awareness about the Act among literates. The knowledge is low among persons of all occupations. The study showed that there is a great need for an educational intervention programme to publicize the provisions of the Act among the disabled and their families.

  10. Guidance and Control strategies for aerospace vehicles

    NASA Technical Reports Server (NTRS)

    Hibey, J. L.; Naidu, D. S.; Charalambous, C. D.

    1989-01-01

    A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

  11. Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

    PubMed

    Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

    2010-11-01

    Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity/diversity analysis and drug discovery protocols.

  12. Stochastic Time Models of Syllable Structure

    PubMed Central

    Shaw, Jason A.; Gafos, Adamantios I.

    2015-01-01

    Drawing on phonology research within the generative linguistics tradition, stochastic methods, and notions from complex systems, we develop a modelling paradigm linking phonological structure, expressed in terms of syllables, to speech movement data acquired with 3D electromagnetic articulography and X-ray microbeam methods. The essential variable in the models is syllable structure. When mapped to discrete coordination topologies, syllabic organization imposes systematic patterns of variability on the temporal dynamics of speech articulation. We simulated these dynamics under different syllabic parses and evaluated simulations against experimental data from Arabic and English, two languages claimed to parse similar strings of segments into different syllabic structures. Model simulations replicated several key experimental results, including the fallibility of past phonetic heuristics for syllable structure, and exposed the range of conditions under which such heuristics remain valid. More importantly, the modelling approach consistently diagnosed syllable structure proving resilient to multiple sources of variability in experimental data including measurement variability, speaker variability, and contextual variability. Prospects for extensions of our modelling paradigm to acoustic data are also discussed. PMID:25996153

  13. How Problems of Reading Fluency and Comprehension Are Related to Difficulties in Syntactic Awareness Skills among Fifth Graders

    ERIC Educational Resources Information Center

    Mokhtari, Kouider; Thompson, H. Brian

    2006-01-01

    In this study, we assessed and analyzed 5th grade students' levels of syntactic awareness in relation to their reading fluency and comprehension. The aim was to examine the role of syntactic awareness (children's awareness of the syntactic structure of sentences and their ability to reflect on and manipulate that structure) as a potential source…

  14. Real-Time Optimal Flood Control Decision Making and Risk Propagation Under Multiple Uncertainties

    NASA Astrophysics Data System (ADS)

    Zhu, Feilin; Zhong, Ping-An; Sun, Yimeng; Yeh, William W.-G.

    2017-12-01

    Multiple uncertainties exist in the optimal flood control decision-making process, presenting risks involving flood control decisions. This paper defines the main steps in optimal flood control decision making that constitute the Forecast-Optimization-Decision Making (FODM) chain. We propose a framework for supporting optimal flood control decision making under multiple uncertainties and evaluate risk propagation along the FODM chain from a holistic perspective. To deal with uncertainties, we employ stochastic models at each link of the FODM chain. We generate synthetic ensemble flood forecasts via the martingale model of forecast evolution. We then establish a multiobjective stochastic programming with recourse model for optimal flood control operation. The Pareto front under uncertainty is derived via the constraint method coupled with a two-step process. We propose a novel SMAA-TOPSIS model for stochastic multicriteria decision making. Then we propose the risk assessment model, the risk of decision-making errors and rank uncertainty degree to quantify the risk propagation process along the FODM chain. We conduct numerical experiments to investigate the effects of flood forecast uncertainty on optimal flood control decision making and risk propagation. We apply the proposed methodology to a flood control system in the Daduhe River basin in China. The results indicate that the proposed method can provide valuable risk information in each link of the FODM chain and enable risk-informed decisions with higher reliability.

  15. Stochastic optimal control of non-stationary response of a single-degree-of-freedom vehicle model

    NASA Astrophysics Data System (ADS)

    Narayanan, S.; Raju, G. V.

    1990-09-01

    An active suspension system to control the non-stationary response of a single-degree-of-freedom (sdf) vehicle model with variable velocity traverse over a rough road is investigated. The suspension is optimized with respect to ride comfort and road holding, using stochastic optimal control theory. The ground excitation is modelled as a spatial homogeneous random process, being the output of a linear shaping filter to white noise. The effect of the rolling contact of the tyre is considered by an additional filter in cascade. The non-stationary response with active suspension is compared with that of a passive system.

  16. Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa

    NASA Astrophysics Data System (ADS)

    Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong

    2016-10-01

    The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype.

  17. Habitat connectivity and in-stream vegetation control temporal variability of benthic invertebrate communities.

    PubMed

    Huttunen, K-L; Mykrä, H; Oksanen, J; Astorga, A; Paavola, R; Muotka, T

    2017-05-03

    One of the key challenges to understanding patterns of β diversity is to disentangle deterministic patterns from stochastic ones. Stochastic processes may mask the influence of deterministic factors on community dynamics, hindering identification of the mechanisms causing variation in community composition. We studied temporal β diversity (among-year dissimilarity) of macroinvertebrate communities in near-pristine boreal streams across 14 years. To assess whether the observed β diversity deviates from that expected by chance, and to identify processes (deterministic vs. stochastic) through which different explanatory factors affect community variability, we used a null model approach. We observed that at the majority of sites temporal β diversity was low indicating high community stability. When stochastic variation was unaccounted for, connectivity was the only variable explaining temporal β diversity, with weakly connected sites exhibiting higher community variability through time. After accounting for stochastic effects, connectivity lost importance, suggesting that it was related to temporal β diversity via random colonization processes. Instead, β diversity was best explained by in-stream vegetation, community variability decreasing with increasing bryophyte cover. These results highlight the potential of stochastic factors to dampen the influence of deterministic processes, affecting our ability to understand and predict changes in biological communities through time.

  18. Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa

    PubMed Central

    Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong

    2016-01-01

    The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype. PMID:27786253

  19. Security, protection, and control of power systems with large-scale wind power penetration

    NASA Astrophysics Data System (ADS)

    Acharya, Naresh

    As the number of wind generation facilities in the utility system is fast increasing, many issues associated with their integration into the power system are beginning to emerge. Of the various issues, this dissertation deals with the development of new concepts and computational methods to handle the transmission issues and voltage issues caused by large-scale integration of wind turbines. This dissertation also formulates a probabilistic framework for the steady-state security assessment of wind power incorporating the forecast uncertainty and correlation. Transmission issues are mainly related to the overloading of transmission lines, when all the wind power generated cannot be delivered in full due to prior outage conditions. To deal with this problem, a method to curtail the wind turbine outputs through Energy Management System facilities in the on-line operational environment is proposed. The proposed method, which is based on linear optimization, sends the calculated control signals via the Supervisory Control and Data Acquisition system to wind farm controllers. The necessary ramping of the wind farm outputs is implemented either by the appropriate blade pitch angle control at the turbine level or by switching a certain number of turbines. The curtailment strategy is tested with an equivalent system model of MidAmerican Energy Company. The results show that the line overload in high wind areas can be alleviated by controlling the outputs of the wind farms step-by-step over an allowable period of time. A low voltage event during a system fault can cause a large number of wind turbines to trip, depending on voltages at the wind turbine terminals during the fault and the under-voltage protection setting of wind turbines. As a result, an N-1 contingency may evolve into an N-(K+1) contingency, where K is the number of wind farms tripped due to low voltage conditions. Losing a large amount of wind power following a line contingency might lead to system instabilities. It is important for the system operator to be aware of such limiting events during system operation and be prepared to take proper control actions. This can be achieved by incorporating the wind farm tripping status for each contingency as part of the static security assessment. A methodology to calculate voltages at the wind farm buses during a worst case line fault is proposed, which, along with the protection settings of wind turbines, can be used to determine the tripping of wind farms. The proposed algorithm is implemented in MATLAB and tested with MidAmerican Energy reduced network. The result shows that a large amount of wind capacity can be tripped due to a fault in the lines. Therefore, the technique will find its application in the static security assessment where each line fault can be associated with the tripping of wind farms as determined from the proposed method. A probabilistic framework to handle the uncertainty in day-ahead forecast error in order to correctly assess the steady-state security of the power system is presented. Stochastic simulations are conducted by means of Latin hypercube sampling along with the consideration of correlations. The correlation is calculated from the historical distribution of wind power forecast errors. The results from the deterministic simulation based on point forecast and the stochastic simulation show that security assessment based solely on deterministic simulations can lead to incorrect assessment of system security. With stochastic simulations, each outcome can be assigned a probability and the decision regarding control actions can be made based on the associated probability.

  20. The modified turning bands (MTB) model for space-time rainfall. I. Model definition and properties

    NASA Astrophysics Data System (ADS)

    Mellor, Dale

    1996-02-01

    A new stochastic model of space-time rainfall, the Modified Turning Bands (MTB) model, is proposed which reproduces, in particular, the movements and developments of rainbands, cluster potential regions and raincells, as well as their respective interactions. The ensemble correlation structure is unsuitable for practical estimation of the model parameters because the model is not ergodic in this statistic, and hence it cannot easily be measured from a single real storm. Thus, some general theory on the internal covariance structure of a class of stochastic models is presented, of which the MTB model is an example. It is noted that, for the MTB model, the internal covariance structure may be measured from a single storm, and can thus be used for model identification.

  1. Simulation of probabilistic wind loads and building analysis

    NASA Technical Reports Server (NTRS)

    Shah, Ashwin R.; Chamis, Christos C.

    1991-01-01

    Probabilistic wind loads likely to occur on a structure during its design life are predicted. Described here is a suitable multifactor interactive equation (MFIE) model and its use in the Composite Load Spectra (CLS) computer program to simulate the wind pressure cumulative distribution functions on four sides of a building. The simulated probabilistic wind pressure load was applied to a building frame, and cumulative distribution functions of sway displacements and reliability against overturning were obtained using NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), a stochastic finite element computer code. The geometry of the building and the properties of building members were also considered as random in the NESSUS analysis. The uncertainties of wind pressure, building geometry, and member section property were qualified in terms of their respective sensitivities on the structural response.

  2. FINITE-STATE APPROXIMATIONS TO DENUMERABLE-STATE DYNAMIC PROGRAMS,

    DTIC Science & Technology

    AIR FORCE OPERATIONS, LOGISTICS), (*INVENTORY CONTROL, DYNAMIC PROGRAMMING), (*DYNAMIC PROGRAMMING, APPROXIMATION(MATHEMATICS)), INVENTORY CONTROL, DECISION MAKING, STOCHASTIC PROCESSES, GAME THEORY, ALGORITHMS, CONVERGENCE

  3. Time-delayed feedback control of diffusion in random walkers.

    PubMed

    Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U

    2017-07-01

    Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

  4. Finite-Dimensional Representations for Controlled Diffusions with Delay

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

    2015-02-15

    We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

  5. Adaptive nonlinear polynomial neural networks for control of boundary layer/structural interaction

    NASA Technical Reports Server (NTRS)

    Parker, B. Eugene, Jr.; Cellucci, Richard L.; Abbott, Dean W.; Barron, Roger L.; Jordan, Paul R., III; Poor, H. Vincent

    1993-01-01

    The acoustic pressures developed in a boundary layer can interact with an aircraft panel to induce significant vibration in the panel. Such vibration is undesirable due to the aerodynamic drag and structure-borne cabin noises that result. The overall objective of this work is to develop effective and practical feedback control strategies for actively reducing this flow-induced structural vibration. This report describes the results of initial evaluations using polynomial, neural network-based, feedback control to reduce flow induced vibration in aircraft panels due to turbulent boundary layer/structural interaction. Computer simulations are used to develop and analyze feedback control strategies to reduce vibration in a beam as a first step. The key differences between this work and that going on elsewhere are as follows: that turbulent and transitional boundary layers represent broadband excitation and thus present a more complex stochastic control scenario than that of narrow band (e.g., laminar boundary layer) excitation; and secondly, that the proposed controller structures are adaptive nonlinear infinite impulse response (IIR) polynomial neural network, as opposed to the traditional adaptive linear finite impulse response (FIR) filters used in most studies to date. The controllers implemented in this study achieved vibration attenuation of 27 to 60 dB depending on the type of boundary layer established by laminar, turbulent, and intermittent laminar-to-turbulent transitional flows. Application of multi-input, multi-output, adaptive, nonlinear feedback control of vibration in aircraft panels based on polynomial neural networks appears to be feasible today. Plans are outlined for Phase 2 of this study, which will include extending the theoretical investigation conducted in Phase 2 and verifying the results in a series of laboratory experiments involving both bum and plate models.

  6. Stochastic optimal preview control of a vehicle suspension

    NASA Astrophysics Data System (ADS)

    Marzbanrad, Javad; Ahmadi, Goodarz; Zohoor, Hassan; Hojjat, Yousef

    2004-08-01

    Stochastic optimal control of a vehicle suspension on a random road is studied. The road roughness height is modelled as a filtered white noise stochastic process and a four-degree-of-freedom half-car model is used in the analysis. It is assumed that a sensor is mounted in the front bumper that measures the road irregularity at some distances in the front of the vehicle. Two other sensors also measure relative velocities of the vehicle body with respect to the unsprung masses in the vehicle suspension spaces. All measurements are assumed to be conducted in a noisy environment. The state variables of the vehicle system are estimated using a method similar to the Kalman filter. The suspension system is optimized by minimizing the performance index containing the mean-square values of body accelerations (including effects of heave and pitch), tire deflections and front and rear suspension rattle spaces. The effect of delay between front and rear wheels is included in the analysis. For stochastic active control with and without preview, the suspension performance and the power demand are evaluated and compared with those of the passive system. The results show that the inclusion of time delay between the front and rear axles and the preview information measured by the sensor mounted on the vehicle improves all aspects of the suspension performance, while reducing the energy consumption.

  7. Controlled evaporative self-assembly of confined microfluids: A route to complex ordered structures

    NASA Astrophysics Data System (ADS)

    Byun, Myunghwan

    The evaporative self-assembly of nonvolatile solutes such as polymers, nanocrystals, and carbon nanotubes has been widely recognized as a non-lithographic means of producing a diverse range of intriguing complex structures. Due to the spatial variation of evaporative flux and possible convection, however, these non-equilibrium dissipative structures (e.g., fingering patterns and polygonal network structures) are often irregularly and stochastically organized. Yet for many applications in microelectronics, data storage devices, and biotechnology, it is highly desirable to achieve surface patterns having a well-controlled spatial arrangement. To date, only a few elegant studies have centered on precise control over the evaporation process to produce ordered structures. In a remarked comparison with conventional lithography techniques, surface patterning by controlled solvent evaporation is simple and cost-effective, offering a lithography- and external field-free means to organize nonvolatile materials into ordered microscopic structures over large surface areas. The ability to engineer an evaporative self-assembly process that yields a wide range of complex, self-organizing structures over large areas offers tremendous potential for applications in electronics, optoelectronics, and bio- or chemical sensors. We developed a facile, robust tool for evaporating polymer, nanoparticle, or DNA solutions in curve-on-flat geometries to create versatile, highly regular microstructures, including hierarchically structured polymer blend rings, conjugated polymer "snake-skins", block copolymer stripes, and punch-hole-like meshes, biomolecular microring arrays, etc. The mechanism of structure formation was elucidated both experimentally and theoretically. Our method further enhances current fabrication approaches to creating highly ordered structures in a simple and cost-effective manner, envisioning the potential to be tailored for use in photonics, optoelectronics, microfluidic devices, nanotechnology and biotechnology, etc.

  8. Stochastic model of the NASA/MSFC ground facility for large space structures with uncertain parameters: The maximum entropy approach, part 2

    NASA Technical Reports Server (NTRS)

    Hsia, Wei Shen

    1989-01-01

    A validated technology data base is being developed in the areas of control/structures interaction, deployment dynamics, and system performance for Large Space Structures (LSS). A Ground Facility (GF), in which the dynamics and control systems being considered for LSS applications can be verified, was designed and built. One of the important aspects of the GF is to verify the analytical model for the control system design. The procedure is to describe the control system mathematically as well as possible, then to perform tests on the control system, and finally to factor those results into the mathematical model. The reduction of the order of a higher order control plant was addressed. The computer program was improved for the maximum entropy principle adopted in Hyland's MEOP method. The program was tested against the testing problem. It resulted in a very close match. Two methods of model reduction were examined: Wilson's model reduction method and Hyland's optimal projection (OP) method. Design of a computer program for Hyland's OP method was attempted. Due to the difficulty encountered at the stage where a special matrix factorization technique is needed in order to obtain the required projection matrix, the program was successful up to the finding of the Linear Quadratic Gaussian solution but not beyond. Numerical results along with computer programs which employed ORACLS are presented.

  9. Greek classicism in living structure? Some deductive pathways in animal morphology.

    PubMed

    Zweers, G A

    1985-01-01

    Classical temples in ancient Greece show two deterministic illusionistic principles of architecture, which govern their functional design: geometric proportionalism and a set of illusion-strengthening rules in the proportionalism's "stochastic margin". Animal morphology, in its mechanistic-deductive revival, applies just one architectural principle, which is not always satisfactory. Whether a "Greek Classical" situation occurs in the architecture of living structure is to be investigated by extreme testing with deductive methods. Three deductive methods for explanation of living structure in animal morphology are proposed: the parts, the compromise, and the transformation deduction. The methods are based upon the systems concept for an organism, the flow chart for a functionalistic picture, and the network chart for a structuralistic picture, whereas the "optimal design" serves as the architectural principle for living structure. These methods show clearly the high explanatory power of deductive methods in morphology, but they also make one open end most explicit: neutral issues do exist. Full explanation of living structure asks for three entries: functional design within architectural and transformational constraints. The transformational constraint brings necessarily in a stochastic component: an at random variation being a sort of "free management space". This variation must be a variation from the deterministic principle of the optimal design, since any transformation requires space for plasticity in structure and action, and flexibility in role fulfilling. Nevertheless, finally the question comes up whether for animal structure a similar situation exists as in Greek Classical temples. This means that the at random variation, that is found when the optimal design is used to explain structure, comprises apart from a stochastic part also real deviations being yet another deterministic part. This deterministic part could be a set of rules that governs actualization in the "free management space".

  10. Recurrent noise-induced phase singularities in drifting patterns.

    PubMed

    Clerc, M G; Coulibaly, S; del Campo, F; Garcia-Nustes, M A; Louvergneaux, E; Wilson, M

    2015-11-01

    We show that the key ingredients for creating recurrent traveling spatial phase defects in drifting patterns are a noise-sustained structure regime together with the vicinity of a phase transition, that is, a spatial region where the control parameter lies close to the threshold for pattern formation. They both generate specific favorable initial conditions for local spatial gradients, phase, and/or amplitude. Predictions from the stochastic convective Ginzburg-Landau equation with real coefficients agree quite well with experiments carried out on a Kerr medium submitted to shifted optical feedback that evidence noise-induced traveling phase slips and vortex phase-singularities.

  11. Stochastic Nonlinear Aeroelasticity

    DTIC Science & Technology

    2009-01-01

    ORGANIZATION NAME(S) AND ADDRESS(ES) 8. PERFORMING ORGANIZATION Design and Analysis Methods Branch (AFRL/RBSD) Structures Division, Air Force... coff U∞ cs ea lw cw Figure 6: Wing and store geometry (left), wing box structural model (middle), flutter distribution (right

  12. Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kim, S.; Barua, A.; Zhou, M., E-mail: min.zhou@me.gatech.edu

    2014-05-07

    Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple setsmore » is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.« less

  13. Role of stochastic processes in maintaining discrete strain structure in antigenically diverse pathogen populations.

    PubMed

    Buckee, Caroline O; Recker, Mario; Watkins, Eleanor R; Gupta, Sunetra

    2011-09-13

    Many highly diverse pathogen populations appear to exist stably as discrete antigenic types despite evidence of genetic exchange. It has been shown that this may arise as a consequence of immune selection on pathogen populations, causing them to segregate permanently into discrete nonoverlapping subsets of antigenic variants to minimize competition for available hosts. However, discrete antigenic strain structure tends to break down under conditions where there are unequal numbers of allelic variants at each locus. Here, we show that the inclusion of stochastic processes can lead to the stable recovery of discrete strain structure through loss of certain alleles. This explains how pathogen populations may continue to behave as independently transmitted strains despite inevitable asymmetries in allelic diversity of major antigens. We present evidence for this type of structuring across global meningococcal isolates in three diverse antigens that are currently being developed as vaccine components.

  14. [Current status of malaria control knowledge awareness of primary and sec- ondary school students in Xuzhou City].

    PubMed

    Sun, Xing-sheng; Li, Li; Zhang, Kan-kan

    2015-12-01

    To understand the current status of malaria control knowledge awareness of primary and secondary school students and its influencing factors in Yunlong District, Xuzhou City, so as to provide the evidence for improving the malaria prevention work. A total of 800 students from 4 urban and rural primary and secondary schools were randomly selected and investigated with questionnaires. The total awareness rate of malaria control knowledge was 61.27%, and the awareness rates of symptoms of malaria and malaria prevention were only 38.99% and 57.59% respectively. The main approach of obtaining the malaria control knowledge was media (51.52%). The univariate analysis showed that sex, area and different education levels affected the awareness rates of malaria control knowledge (P < 0.05), and the Logistic analysis showed that the awareness rate of malaria control knowledge of country students was lower than that of urban students (P < 0.05), and the awareness rate of malaria control knowledge of the secondary school students was higher than that of the primary school students (P < 0.05). The awareness rate of malaria control knowledge of primary and secondary school students in Yunlong District is lower than that required by the national standard. Therefore, the health education of malaria control should be strengthened, especially in countryside school students and primary school students.

  15. Finite-time synchronization of stochastic coupled neural networks subject to Markovian switching and input saturation.

    PubMed

    Selvaraj, P; Sakthivel, R; Kwon, O M

    2018-06-07

    This paper addresses the problem of finite-time synchronization of stochastic coupled neural networks (SCNNs) subject to Markovian switching, mixed time delay, and actuator saturation. In addition, coupling strengths of the SCNNs are characterized by mutually independent random variables. By utilizing a simple linear transformation, the problem of stochastic finite-time synchronization of SCNNs is converted into a mean-square finite-time stabilization problem of an error system. By choosing a suitable mode dependent switched Lyapunov-Krasovskii functional, a new set of sufficient conditions is derived to guarantee the finite-time stability of the error system. Subsequently, with the help of anti-windup control scheme, the actuator saturation risks could be mitigated. Moreover, the derived conditions help to optimize estimation of the domain of attraction by enlarging the contractively invariant set. Furthermore, simulations are conducted to exhibit the efficiency of proposed control scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.

  16. Impact of a Structured Tuberculosis Awareness Strategy on the Knowledge and Behaviour of the Families in a Slum Area in Chhattisgarh, India

    PubMed Central

    Dehury, Ranjit Kumar

    2017-01-01

    Introduction Of different methods of disease prevention, health education and awareness programmes can empower people regarding several aspects of disease management and thereby enabling them in accessing the right treatment, in right time, at right place. Aim The aim of this study was to assess the impact of a structured Tuberculosis (TB) awareness strategy on the knowledge and behaviour of slum dwellers of Durg, Chhattisgarh, India. Materials and Methods A TB awareness intervention was implemented in terms of informing the houses of marginalized and vulnerable communities about TB, its symptoms, diagnosis, treatment and Revised National TB Control Program (RNTCP) services and the impact of the same was assessed through a survey questionnaire before and after the implementation of the intervention. Results Of the knowledge components the improvement was incurred above 90% among the study participants in all components except in two components such as; modes of TB transmission and availability of free treatment facilities. In the behavioural segment, after the implementation of the awareness strategy, 53% and 92% of the respondents reported to visit government health facility for seeking help for their general and TB related problems respectively. Similarly the responses regarding not approaching the government health facility for TB care were changed after the implementation of the awareness strategy and 36% of the respondents said they would prefer to visit government health facility for TB care. Conclusion Health education activities should be directed to improve the knowledge of slum dwellers regarding the modes of TB transmission and availability of free treatment at public health facilities. PMID:28511415

  17. Stochastic collective dynamics of charged-particle beams in the stability regime

    NASA Astrophysics Data System (ADS)

    Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

    2001-01-01

    We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

  18. A Mapping Model for Magnetic Fields with q-profile Variations Typical of Internal Transport Barrier Experiments

    NASA Astrophysics Data System (ADS)

    Rapoport, B. I.; Pavlenko, I.; Weyssow, B.; Carati, D.

    2002-11-01

    Recent studies of ion and electron transport indicate that the safety factor profile, q(r), affects internal transport barrier (ITB) formation in magnetic confinement devices [1, 2]. These studies are consistent with experimental observations that low shear suppresses magnetic island interaction and associated stochasticity when the ITB is formed [3]. In this sense the position and quality of the ITB depend on the stochasticity of the magnetic field, and can be controlled by q(r). This study explores effects of the q-profile on magnetic field stochasticity using two-dimensional mapping techniques. Q-profiles typical of ITB experiments are incorporated into Hamiltonian maps to investigate the relation between magnetic field stochasticity and ITB parameters predicted by other models. It is shown that the mapping technique generates results consistent with these predictions, and suggested that Hamiltonian mappings can be useful as simple and computationally inexpensive approximation methods for describing the magnetic field in ITB experiments. 1. I. Voitsekhovitch et al. 29th EPS Conference on Plasma Physics and Controlled Fusion (2002). O-4.04. 2. G.M.D. Hogeweij et al. Nucl. Fusion. 38 (1998): 1881. 3. K.A. Razumova et al. Plasma Phys. Contr. Fusion. 42 (2000): 973.

  19. Brownian aggregation rate of colloid particles with several active sites

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Nekrasov, Vyacheslav M.; Yurkin, Maxim A.; Chernyshev, Andrei V., E-mail: chern@ns.kinetics.nsc.ru

    2014-08-14

    We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shownmore » to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure.« less

  20. Modeling Aggregation Processes of Lennard-Jones particles Via Stochastic Networks

    NASA Astrophysics Data System (ADS)

    Forman, Yakir; Cameron, Maria

    2017-07-01

    We model an isothermal aggregation process of particles/atoms interacting according to the Lennard-Jones pair potential by mapping the energy landscapes of each cluster size N onto stochastic networks, computing transition probabilities from the network for an N-particle cluster to the one for N+1, and connecting these networks into a single joint network. The attachment rate is a control parameter. The resulting network representing the aggregation of up to 14 particles contains 6427 vertices. It is not only time-irreversible but also reducible. To analyze its transient dynamics, we introduce the sequence of the expected initial and pre-attachment distributions and compute them for a wide range of attachment rates and three values of temperature. As a result, we find the configurations most likely to be observed in the process of aggregation for each cluster size. We examine the attachment process and conduct a structural analysis of the sets of local energy minima for every cluster size. We show that both processes taking place in the network, attachment and relaxation, lead to the dominance of icosahedral packing in small (up to 14 atom) clusters.

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