Directory of Open Access Journals (Sweden)
Surafel Luleseged Tilahun
2012-01-01
Full Text Available Firefly algorithm is one of the new metaheuristic algorithms for optimization problems. The algorithm is inspired by the flashing behavior of fireflies. In the algorithm, randomly generated solutions will be considered as fireflies, and brightness is assigned depending on their performance on the objective function. One of the rules used to construct the algorithm is, a firefly will be attracted to a brighter firefly, and if there is no brighter firefly, it will move randomly. In this paper we modify this random movement of the brighter firefly by generating random directions in order to determine the best direction in which the brightness increases. If such a direction is not generated, it will remain in its current position. Furthermore the assignment of attractiveness is modified in such a way that the effect of the objective function is magnified. From the simulation result it is shown that the modified firefly algorithm performs better than the standard one in finding the best solution with smaller CPU time.
A New Modified Firefly Algorithm
Directory of Open Access Journals (Sweden)
Medha Gupta
2016-07-01
Full Text Available Nature inspired meta-heuristic algorithms studies the emergent collective intelligence of groups of simple agents. Firefly Algorithm is one of the new such swarm-based metaheuristic algorithm inspired by the flashing behavior of fireflies. The algorithm was first proposed in 2008 and since then has been successfully used for solving various optimization problems. In this work, we intend to propose a new modified version of Firefly algorithm (MoFA and later its performance is compared with the standard firefly algorithm along with various other meta-heuristic algorithms. Numerical studies and results demonstrate that the proposed algorithm is superior to existing algorithms.
Self-Adaptive Step Firefly Algorithm
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Shuhao Yu
2013-01-01
Full Text Available In the standard firefly algorithm, each firefly has the same step settings and its values decrease from iteration to iteration. Therefore, it may fall into the local optimum. Furthermore, the decreasing of step is restrained by the maximum of iteration, which has an influence on the convergence speed and precision. In order to avoid falling into the local optimum and reduce the impact of the maximum of iteration, a self-adaptive step firefly algorithm is proposed in the paper. Its core idea is setting the step of each firefly varying with the iteration, according to each firefly’s historical information and current situation. Experiments are made to show the performance of our approach compared with the standard FA, based on sixteen standard testing benchmark functions. The results reveal that our method can prevent the premature convergence and improve the convergence speed and accurateness.
Evaluation of the performance of different firefly algorithms to the ...
African Journals Online (AJOL)
of firefly algorithms are applied to solve the nonlinear ELD problem. ... problem using those recent variants and the classical firefly algorithm for different test cases. Efficiency ...... International Journal of Machine. Learning and Computing, Vol.
Firefly Mating Algorithm for Continuous Optimization Problems
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Amarita Ritthipakdee
2017-01-01
Full Text Available This paper proposes a swarm intelligence algorithm, called firefly mating algorithm (FMA, for solving continuous optimization problems. FMA uses genetic algorithm as the core of the algorithm. The main feature of the algorithm is a novel mating pair selection method which is inspired by the following 2 mating behaviors of fireflies in nature: (i the mutual attraction between males and females causes them to mate and (ii fireflies of both sexes are of the multiple-mating type, mating with multiple opposite sex partners. A female continues mating until her spermatheca becomes full, and, in the same vein, a male can provide sperms for several females until his sperm reservoir is depleted. This new feature enhances the global convergence capability of the algorithm. The performance of FMA was tested with 20 benchmark functions (sixteen 30-dimensional functions and four 2-dimensional ones against FA, ALC-PSO, COA, MCPSO, LWGSODE, MPSODDS, DFOA, SHPSOS, LSA, MPDPGA, DE, and GABC algorithms. The experimental results showed that the success rates of our proposed algorithm with these functions were higher than those of other algorithms and the proposed algorithm also required fewer numbers of iterations to reach the global optima.
Effectiveness of firefly algorithm based neural network in time series ...
African Journals Online (AJOL)
Effectiveness of firefly algorithm based neural network in time series forecasting. ... In the experiments, three well known time series were used to evaluate the performance. Results obtained were compared with ... Keywords: Time series, Artificial Neural Network, Firefly Algorithm, Particle Swarm Optimization, Overfitting ...
Multilevel Image Segmentation Based on an Improved Firefly Algorithm
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Kai Chen
2016-01-01
Full Text Available Multilevel image segmentation is time-consuming and involves large computation. The firefly algorithm has been applied to enhancing the efficiency of multilevel image segmentation. However, in some cases, firefly algorithm is easily trapped into local optima. In this paper, an improved firefly algorithm (IFA is proposed to search multilevel thresholds. In IFA, in order to help fireflies escape from local optima and accelerate the convergence, two strategies (i.e., diversity enhancing strategy with Cauchy mutation and neighborhood strategy are proposed and adaptively chosen according to different stagnation stations. The proposed IFA is compared with three benchmark optimal algorithms, that is, Darwinian particle swarm optimization, hybrid differential evolution optimization, and firefly algorithm. The experimental results show that the proposed method can efficiently segment multilevel images and obtain better performance than the other three methods.
Hybrid Firefly Variants Algorithm for Localization Optimization in WSN
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P. SrideviPonmalar
2017-01-01
Full Text Available Localization is one of the key issues in wireless sensor networks. Several algorithms and techniques have been introduced for localization. Localization is a procedural technique of estimating the sensor node location. In this paper, a novel three hybrid algorithms based on firefly is proposed for localization problem. Hybrid Genetic Algorithm-Firefly Localization Algorithm (GA-FFLA, Hybrid Differential Evolution-Firefly Localization Algorithm (DE-FFLA and Hybrid Particle Swarm Optimization -Firefly Localization Algorithm (PSO-FFLA are analyzed, designed and implemented to optimize the localization error. The localization algorithms are compared based on accuracy of estimation of location, time complexity and iterations required to achieve the accuracy. All the algorithms have hundred percent estimation accuracy but with variations in the number of firefliesr requirements, variation in time complexity and number of iteration requirements. Keywords: Localization; Genetic Algorithm; Differential Evolution; Particle Swarm Optimization
Cuckoo search and firefly algorithm theory and applications
2014-01-01
Nature-inspired algorithms such as cuckoo search and firefly algorithm have become popular and widely used in recent years in many applications. These algorithms are flexible, efficient and easy to implement. New progress has been made in the last few years, and it is timely to summarize the latest developments of cuckoo search and firefly algorithm and their diverse applications. This book will review both theoretical studies and applications with detailed algorithm analysis, implementation and case studies so that readers can benefit most from this book. Application topics are contributed by many leading experts in the field. Topics include cuckoo search, firefly algorithm, algorithm analysis, feature selection, image processing, travelling salesman problem, neural network, GPU optimization, scheduling, queuing, multi-objective manufacturing optimization, semantic web service, shape optimization, and others. This book can serve as an ideal reference for both graduates and researchers in computer scienc...
Bouc–Wen hysteresis model identification using Modified Firefly Algorithm
International Nuclear Information System (INIS)
Zaman, Mohammad Asif; Sikder, Urmita
2015-01-01
The parameters of Bouc–Wen hysteresis model are identified using a Modified Firefly Algorithm. The proposed algorithm uses dynamic process control parameters to improve its performance. The algorithm is used to find the model parameter values that results in the least amount of error between a set of given data points and points obtained from the Bouc–Wen model. The performance of the algorithm is compared with the performance of conventional Firefly Algorithm, Genetic Algorithm and Differential Evolution algorithm in terms of convergence rate and accuracy. Compared to the other three optimization algorithms, the proposed algorithm is found to have good convergence rate with high degree of accuracy in identifying Bouc–Wen model parameters. Finally, the proposed method is used to find the Bouc–Wen model parameters from experimental data. The obtained model is found to be in good agreement with measured data. - Highlights: • We describe a new method to find the Bouc–Wen hysteresis model parameters. • We propose a Modified Firefly Algorithm. • We compare our method with existing methods to find that the proposed method performs better. • We use our model to fit experimental results. Good agreement is found
Bouc–Wen hysteresis model identification using Modified Firefly Algorithm
Energy Technology Data Exchange (ETDEWEB)
Zaman, Mohammad Asif, E-mail: zaman@stanford.edu [Department of Electrical Engineering, Stanford University (United States); Sikder, Urmita [Department of Electrical Engineering and Computer Sciences, University of California, Berkeley (United States)
2015-12-01
The parameters of Bouc–Wen hysteresis model are identified using a Modified Firefly Algorithm. The proposed algorithm uses dynamic process control parameters to improve its performance. The algorithm is used to find the model parameter values that results in the least amount of error between a set of given data points and points obtained from the Bouc–Wen model. The performance of the algorithm is compared with the performance of conventional Firefly Algorithm, Genetic Algorithm and Differential Evolution algorithm in terms of convergence rate and accuracy. Compared to the other three optimization algorithms, the proposed algorithm is found to have good convergence rate with high degree of accuracy in identifying Bouc–Wen model parameters. Finally, the proposed method is used to find the Bouc–Wen model parameters from experimental data. The obtained model is found to be in good agreement with measured data. - Highlights: • We describe a new method to find the Bouc–Wen hysteresis model parameters. • We propose a Modified Firefly Algorithm. • We compare our method with existing methods to find that the proposed method performs better. • We use our model to fit experimental results. Good agreement is found.
Adaptive firefly algorithm: parameter analysis and its application.
Directory of Open Access Journals (Sweden)
Ngaam J Cheung
Full Text Available As a nature-inspired search algorithm, firefly algorithm (FA has several control parameters, which may have great effects on its performance. In this study, we investigate the parameter selection and adaptation strategies in a modified firefly algorithm - adaptive firefly algorithm (AdaFa. There are three strategies in AdaFa including (1 a distance-based light absorption coefficient; (2 a gray coefficient enhancing fireflies to share difference information from attractive ones efficiently; and (3 five different dynamic strategies for the randomization parameter. Promising selections of parameters in the strategies are analyzed to guarantee the efficient performance of AdaFa. AdaFa is validated over widely used benchmark functions, and the numerical experiments and statistical tests yield useful conclusions on the strategies and the parameter selections affecting the performance of AdaFa. When applied to the real-world problem - protein tertiary structure prediction, the results demonstrated improved variants can rebuild the tertiary structure with the average root mean square deviation less than 0.4Å and 1.5Å from the native constrains with noise free and 10% Gaussian white noise.
Evaluation of the performance of different firefly algorithms to the ...
African Journals Online (AJOL)
To solve the economic load dispatch problem, traditional and intelligent techniques were applied. Researchers have shown interest in utilizing metaheuristic methods to solve complex optimization problems in real life applications. In this paper, three alternatives of firefly algorithms are applied to solve the nonlinear ELD ...
A Novel Hybrid Firefly Algorithm for Global Optimization.
Directory of Open Access Journals (Sweden)
Lina Zhang
Full Text Available Global optimization is challenging to solve due to its nonlinearity and multimodality. Traditional algorithms such as the gradient-based methods often struggle to deal with such problems and one of the current trends is to use metaheuristic algorithms. In this paper, a novel hybrid population-based global optimization algorithm, called hybrid firefly algorithm (HFA, is proposed by combining the advantages of both the firefly algorithm (FA and differential evolution (DE. FA and DE are executed in parallel to promote information sharing among the population and thus enhance searching efficiency. In order to evaluate the performance and efficiency of the proposed algorithm, a diverse set of selected benchmark functions are employed and these functions fall into two groups: unimodal and multimodal. The experimental results show better performance of the proposed algorithm compared to the original version of the firefly algorithm (FA, differential evolution (DE and particle swarm optimization (PSO in the sense of avoiding local minima and increasing the convergence rate.
Otsu Based Optimal Multilevel Image Thresholding Using Firefly Algorithm
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N. Sri Madhava Raja
2014-01-01
Full Text Available Histogram based multilevel thresholding approach is proposed using Brownian distribution (BD guided firefly algorithm (FA. A bounded search technique is also presented to improve the optimization accuracy with lesser search iterations. Otsu’s between-class variance function is maximized to obtain optimal threshold level for gray scale images. The performances of the proposed algorithm are demonstrated by considering twelve benchmark images and are compared with the existing FA algorithms such as Lévy flight (LF guided FA and random operator guided FA. The performance assessment comparison between the proposed and existing firefly algorithms is carried using prevailing parameters such as objective function, standard deviation, peak-to-signal ratio (PSNR, structural similarity (SSIM index, and search time of CPU. The results show that BD guided FA provides better objective function, PSNR, and SSIM, whereas LF based FA provides faster convergence with relatively lower CPU time.
Data Clustering on Breast Cancer Data Using Firefly Algorithm with Golden Ratio Method
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DEMIR, M.
2015-05-01
Full Text Available Heuristic methods are problem solving methods. In general, they obtain near-optimal solutions, and they do not take the care of provability of this case. The heuristic methods do not guarantee to obtain the optimal results; however, they guarantee to obtain near-optimal solutions in considerable time. In this paper, an application was performed by using firefly algorithm - one of the heuristic methods. The golden ratio was applied to different steps of firefly algorithm and different parameters of firefly algorithm to develop a new algorithm - called Firefly Algorithm with Golden Ratio (FAGR. It was shown that the golden ratio made firefly algorithm be superior to the firefly algorithm without golden ratio. At this aim, the developed algorithm was applied to WBCD database (breast cancer database to cluster data obtained from breast cancer patients. The highest obtained success rate among all executions is 96% and the highest obtained average success rate in all executions is 94.5%.
International Nuclear Information System (INIS)
Poursalehi, N.; Zolfaghari, A.; Minuchehr, A.
2015-01-01
Highlights: • An advanced version of firefly algorithm, EDFA, is proposed for the core pattern optimization problem. • The movement of each firefly toward the best firefly with a dynamic probability is the major improvement of EDFA. • LPO results represent the faster convergence and better performance of EDFA in comparison to CFA and DFA. - Abstract: Inspired by fireflies behavior in nature, a firefly algorithm has been developed for solving optimization problems. In this approach, each firefly movement is based on absorption of the other one. For enhancing the performance of firefly algorithm in the optimization process of nuclear reactor loading pattern optimization (LPO), we introduce a new variant of firefly algorithm, i.e. Effective Discrete Firefly Algorithm (EDFA). In EDFA, a new behavior is the movement of fireflies to current global best position with a dynamic probability, i.e. the movement of each firefly can be determined to be toward the brighter or brightest firefly’s position in any iteration of the algorithm. In this paper, our optimization objectives for the LPO are the maximization of K eff along with the minimization of the power peaking factor (PPF). In order to represent the increase of convergence speed of EDFA, basic firefly algorithms including the continuous firefly algorithm (CFA) and the discrete firefly algorithm (DFA) also have been implemented. Loading pattern optimization results of two well-known problems confirm better performance of EDFA in obtaining nearly optimized fuel arrangements in comparison to CFA and DFA. All in all, we can suggest applying the EDFA to other optimization problems of nuclear engineering field in order to investigate its performance in gaining considered objectives
Modified Firefly Algorithm based controller design for integrating and unstable delay processes
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A. Gupta
2016-03-01
Full Text Available In this paper, Modified Firefly Algorithm has been used for optimizing the controller parameters of Smith predictor structure. The proposed algorithm modifies the position formula of the standard Firefly Algorithm in order to achieve faster convergence rate. Performance criteria Integral Square Error (ISE is optimized using this optimization technique. Simulation results show high performance for Modified Firefly Algorithm as compared to conventional Firefly Algorithm in terms of convergence rate. Integrating and unstable delay processes are taken as examples to indicate the performance of the proposed method.
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Nebojsa Bacanin
2014-01-01
portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.
Umbarkar, A. J.; Balande, U. T.; Seth, P. D.
2017-06-01
The field of nature inspired computing and optimization techniques have evolved to solve difficult optimization problems in diverse fields of engineering, science and technology. The firefly attraction process is mimicked in the algorithm for solving optimization problems. In Firefly Algorithm (FA) sorting of fireflies is done by using sorting algorithm. The original FA is proposed with bubble sort for ranking the fireflies. In this paper, the quick sort replaces bubble sort to decrease the time complexity of FA. The dataset used is unconstrained benchmark functions from CEC 2005 [22]. The comparison of FA using bubble sort and FA using quick sort is performed with respect to best, worst, mean, standard deviation, number of comparisons and execution time. The experimental result shows that FA using quick sort requires less number of comparisons but requires more execution time. The increased number of fireflies helps to converge into optimal solution whereas by varying dimension for algorithm performed better at a lower dimension than higher dimension.
Firefly Algorithm for Polynomial Bézier Surface Parameterization
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Akemi Gálvez
2013-01-01
reality, medical imaging, computer graphics, computer animation, and many others. Very often, the preferred approximating surface is polynomial, usually described in parametric form. This leads to the problem of determining suitable parametric values for the data points, the so-called surface parameterization. In real-world settings, data points are generally irregularly sampled and subjected to measurement noise, leading to a very difficult nonlinear continuous optimization problem, unsolvable with standard optimization techniques. This paper solves the parameterization problem for polynomial Bézier surfaces by applying the firefly algorithm, a powerful nature-inspired metaheuristic algorithm introduced recently to address difficult optimization problems. The method has been successfully applied to some illustrative examples of open and closed surfaces, including shapes with singularities. Our results show that the method performs very well, being able to yield the best approximating surface with a high degree of accuracy.
An Effective Hybrid Firefly Algorithm with Harmony Search for Global Numerical Optimization
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Lihong Guo
2013-01-01
Full Text Available A hybrid metaheuristic approach by hybridizing harmony search (HS and firefly algorithm (FA, namely, HS/FA, is proposed to solve function optimization. In HS/FA, the exploration of HS and the exploitation of FA are fully exerted, so HS/FA has a faster convergence speed than HS and FA. Also, top fireflies scheme is introduced to reduce running time, and HS is utilized to mutate between fireflies when updating fireflies. The HS/FA method is verified by various benchmarks. From the experiments, the implementation of HS/FA is better than the standard FA and other eight optimization methods.
Synchronous Firefly Algorithm for Cluster Head Selection in WSN
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Madhusudhanan Baskaran
2015-01-01
Full Text Available Wireless Sensor Network (WSN consists of small low-cost, low-power multifunctional nodes interconnected to efficiently aggregate and transmit data to sink. Cluster-based approaches use some nodes as Cluster Heads (CHs and organize WSNs efficiently for aggregation of data and energy saving. A CH conveys information gathered by cluster nodes and aggregates/compresses data before transmitting it to a sink. However, this additional responsibility of the node results in a higher energy drain leading to uneven network degradation. Low Energy Adaptive Clustering Hierarchy (LEACH offsets this by probabilistically rotating cluster heads role among nodes with energy above a set threshold. CH selection in WSN is NP-Hard as optimal data aggregation with efficient energy savings cannot be solved in polynomial time. In this work, a modified firefly heuristic, synchronous firefly algorithm, is proposed to improve the network performance. Extensive simulation shows the proposed technique to perform well compared to LEACH and energy-efficient hierarchical clustering. Simulations show the effectiveness of the proposed method in decreasing the packet loss ratio by an average of 9.63% and improving the energy efficiency of the network when compared to LEACH and EEHC.
Wu, Yue; Li, Q.; Hu, Qingjie; Borgart, A.
2017-01-01
Firefly Algorithm (FA, for short) is inspired by the social behavior of fireflies and their phenomenon of bioluminescent communication. Based on the fundamentals of FA, two improved strategies are proposed to conduct size and topology optimization for trusses with discrete design variables. Firstly,
Multilevel inverter with optimal THD through the firefly algorithm
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El Mehdi Belkacem Riadh
2017-03-01
Full Text Available Reduction of the Total Harmonic Distortion (THD in multilevel inverters requires resolution of complex nonlinear transcendental equations; in this paper we propose a combination of one of the best existing optimized hardware structures with the recent firefly algorithm, which was used to optimize the THD, through finding the best switching angles and guaranteeing the minimization of harmonics within a user defined bandwidth. The obtained THD through the simulation of the thirteen-level symmetric inverter has been reduced down to 5% (FFT of 60 harmonics. In order to validate the simulation results, a thirteen-level symmetric inverter prototype has been made, and practically experimented and tested with different loads. Consequently, the measured THD with resistive load was 4.7% on a bandwidth of 3 kHz. The main advantage of the achieved work is the reduction of the THD.
Testing a Firefly-Inspired Synchronization Algorithm in a Complex Wireless Sensor Network.
Hao, Chuangbo; Song, Ping; Yang, Cheng; Liu, Xiongjun
2017-03-08
Data acquisition is the foundation of soft sensor and data fusion. Distributed data acquisition and its synchronization are the important technologies to ensure the accuracy of soft sensors. As a research topic in bionic science, the firefly-inspired algorithm has attracted widespread attention as a new synchronization method. Aiming at reducing the design difficulty of firefly-inspired synchronization algorithms for Wireless Sensor Networks (WSNs) with complex topologies, this paper presents a firefly-inspired synchronization algorithm based on a multiscale discrete phase model that can optimize the performance tradeoff between the network scalability and synchronization capability in a complex wireless sensor network. The synchronization process can be regarded as a Markov state transition, which ensures the stability of this algorithm. Compared with the Miroll and Steven model and Reachback Firefly Algorithm, the proposed algorithm obtains better stability and performance. Finally, its practicality has been experimentally confirmed using 30 nodes in a real multi-hop topology with low quality links.
Continuous firefly algorithm applied to PWR core pattern enhancement
Energy Technology Data Exchange (ETDEWEB)
Poursalehi, N., E-mail: npsalehi@yahoo.com [Engineering Department, Shahid Beheshti University, G.C., P.O. Box 1983963113, Tehran (Iran, Islamic Republic of); Zolfaghari, A.; Minuchehr, A.; Moghaddam, H.K. [Engineering Department, Shahid Beheshti University, G.C., P.O. Box 1983963113, Tehran (Iran, Islamic Republic of)
2013-05-15
Highlights: ► Numerical results indicate the reliability of CFA for the nuclear reactor LPO. ► The major advantages of CFA are its light computational cost and fast convergence. ► Our experiments demonstrate the ability of CFA to obtain the near optimal loading pattern. -- Abstract: In this research, the new meta-heuristic optimization strategy, firefly algorithm, is developed for the nuclear reactor loading pattern optimization problem. Two main goals in reactor core fuel management optimization are maximizing the core multiplication factor (K{sub eff}) in order to extract the maximum cycle energy and minimizing the power peaking factor due to safety constraints. In this work, we define a multi-objective fitness function according to above goals for the core fuel arrangement enhancement. In order to evaluate and demonstrate the ability of continuous firefly algorithm (CFA) to find the near optimal loading pattern, we developed CFA nodal expansion code (CFANEC) for the fuel management operation. This code consists of two main modules including CFA optimization program and a developed core analysis code implementing nodal expansion method to calculate with coarse meshes by dimensions of fuel assemblies. At first, CFA is applied for the Foxholes test case with continuous variables in order to validate CFA and then for KWU PWR using a decoding strategy for discrete variables. Results indicate the efficiency and relatively fast convergence of CFA in obtaining near optimal loading pattern with respect to considered fitness function. At last, our experience with the CFA confirms that the CFA is easy to implement and reliable.
Continuous firefly algorithm applied to PWR core pattern enhancement
International Nuclear Information System (INIS)
Poursalehi, N.; Zolfaghari, A.; Minuchehr, A.; Moghaddam, H.K.
2013-01-01
Highlights: ► Numerical results indicate the reliability of CFA for the nuclear reactor LPO. ► The major advantages of CFA are its light computational cost and fast convergence. ► Our experiments demonstrate the ability of CFA to obtain the near optimal loading pattern. -- Abstract: In this research, the new meta-heuristic optimization strategy, firefly algorithm, is developed for the nuclear reactor loading pattern optimization problem. Two main goals in reactor core fuel management optimization are maximizing the core multiplication factor (K eff ) in order to extract the maximum cycle energy and minimizing the power peaking factor due to safety constraints. In this work, we define a multi-objective fitness function according to above goals for the core fuel arrangement enhancement. In order to evaluate and demonstrate the ability of continuous firefly algorithm (CFA) to find the near optimal loading pattern, we developed CFA nodal expansion code (CFANEC) for the fuel management operation. This code consists of two main modules including CFA optimization program and a developed core analysis code implementing nodal expansion method to calculate with coarse meshes by dimensions of fuel assemblies. At first, CFA is applied for the Foxholes test case with continuous variables in order to validate CFA and then for KWU PWR using a decoding strategy for discrete variables. Results indicate the efficiency and relatively fast convergence of CFA in obtaining near optimal loading pattern with respect to considered fitness function. At last, our experience with the CFA confirms that the CFA is easy to implement and reliable
Computational Discovery of Materials Using the Firefly Algorithm
Avendaño-Franco, Guillermo; Romero, Aldo
Our current ability to model physical phenomena accurately, the increase computational power and better algorithms are the driving forces behind the computational discovery and design of novel materials, allowing for virtual characterization before their realization in the laboratory. We present the implementation of a novel firefly algorithm, a population-based algorithm for global optimization for searching the structure/composition space. This novel computation-intensive approach naturally take advantage of concurrency, targeted exploration and still keeping enough diversity. We apply the new method in both periodic and non-periodic structures and we present the implementation challenges and solutions to improve efficiency. The implementation makes use of computational materials databases and network analysis to optimize the search and get insights about the geometric structure of local minima on the energy landscape. The method has been implemented in our software PyChemia, an open-source package for materials discovery. We acknowledge the support of DMREF-NSF 1434897 and the Donors of the American Chemical Society Petroleum Research Fund for partial support of this research under Contract 54075-ND10.
A New Reversible Database Watermarking Approach with Firefly Optimization Algorithm
Directory of Open Access Journals (Sweden)
Mustafa Bilgehan Imamoglu
2017-01-01
Full Text Available Up-to-date information is crucial in many fields such as medicine, science, and stock market, where data should be distributed to clients from a centralized database. Shared databases are usually stored in data centers where they are distributed over insecure public access network, the Internet. Sharing may result in a number of problems such as unauthorized copies, alteration of data, and distribution to unauthorized people for reuse. Researchers proposed using watermarking to prevent problems and claim digital rights. Many methods are proposed recently to watermark databases to protect digital rights of owners. Particularly, optimization based watermarking techniques draw attention, which results in lower distortion and improved watermark capacity. Difference expansion watermarking (DEW with Firefly Algorithm (FFA, a bioinspired optimization technique, is proposed to embed watermark into relational databases in this work. Best attribute values to yield lower distortion and increased watermark capacity are selected efficiently by the FFA. Experimental results indicate that FFA has reduced complexity and results in less distortion and improved watermark capacity compared to similar works reported in the literature.
Selection of parameters for advanced machining processes using firefly algorithm
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Rajkamal Shukla
2017-02-01
Full Text Available Advanced machining processes (AMPs are widely utilized in industries for machining complex geometries and intricate profiles. In this paper, two significant processes such as electric discharge machining (EDM and abrasive water jet machining (AWJM are considered to get the optimum values of responses for the given range of process parameters. The firefly algorithm (FA is attempted to the considered processes to obtain optimized parameters and the results obtained are compared with the results given by previous researchers. The variation of process parameters with respect to the responses are plotted to confirm the optimum results obtained using FA. In EDM process, the performance parameter “MRR” is increased from 159.70 gm/min to 181.6723 gm/min, while “Ra” and “REWR” are decreased from 6.21 μm to 3.6767 μm and 6.21% to 6.324 × 10−5% respectively. In AWJM process, the value of the “kerf” and “Ra” are decreased from 0.858 mm to 0.3704 mm and 5.41 mm to 4.443 mm respectively. In both the processes, the obtained results show a significant improvement in the responses.
Numerical model updating technique for structures using firefly algorithm
Sai Kubair, K.; Mohan, S. C.
2018-03-01
Numerical model updating is a technique used for updating the existing experimental models for any structures related to civil, mechanical, automobiles, marine, aerospace engineering, etc. The basic concept behind this technique is updating the numerical models to closely match with experimental data obtained from real or prototype test structures. The present work involves the development of numerical model using MATLAB as a computational tool and with mathematical equations that define the experimental model. Firefly algorithm is used as an optimization tool in this study. In this updating process a response parameter of the structure has to be chosen, which helps to correlate the numerical model developed with the experimental results obtained. The variables for the updating can be either material or geometrical properties of the model or both. In this study, to verify the proposed technique, a cantilever beam is analyzed for its tip deflection and a space frame has been analyzed for its natural frequencies. Both the models are updated with their respective response values obtained from experimental results. The numerical results after updating show that there is a close relationship that can be brought between the experimental and the numerical models.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Directory of Open Access Journals (Sweden)
Andreas Hackl
2016-12-01
Full Text Available Developing functions for advanced driver assistance systems requires very accurate tyre models, especially for the simulation of transient conditions. In the past, parametrisation of a given tyre model based on measurement data showed shortcomings, and the globally optimal solution obtained did not appear to be plausible. In this article, an optimisation strategy is presented, which is able to find plausible and physically feasible solutions by detecting many local outcomes. The firefly algorithm mimics the natural behaviour of fireflies, which use a kind of flashing light to communicate with other members. An algorithm simulating the intensity of the light of a single firefly, diminishing with increasing distances, is implicitly able to detect local solutions on its way to the best solution in the search space. This implicit clustering feature is stressed by an additional explicit clustering step, where local solutions are stored and terminally processed to obtain a large number of possible solutions. The enhanced firefly algorithm will be first applied to the well-known Rastrigin functions and then to the tyre parametrisation problem. It is shown that the firefly algorithm is qualified to find a high number of optimisation solutions, which is required for plausible parametrisation for the given tyre model.
The Construction of Support Vector Machine Classifier Using the Firefly Algorithm
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Chih-Feng Chao
2015-01-01
Full Text Available The setting of parameters in the support vector machines (SVMs is very important with regard to its accuracy and efficiency. In this paper, we employ the firefly algorithm to train all parameters of the SVM simultaneously, including the penalty parameter, smoothness parameter, and Lagrangian multiplier. The proposed method is called the firefly-based SVM (firefly-SVM. This tool is not considered the feature selection, because the SVM, together with feature selection, is not suitable for the application in a multiclass classification, especially for the one-against-all multiclass SVM. In experiments, binary and multiclass classifications are explored. In the experiments on binary classification, ten of the benchmark data sets of the University of California, Irvine (UCI, machine learning repository are used; additionally the firefly-SVM is applied to the multiclass diagnosis of ultrasonic supraspinatus images. The classification performance of firefly-SVM is also compared to the original LIBSVM method associated with the grid search method and the particle swarm optimization based SVM (PSO-SVM. The experimental results advocate the use of firefly-SVM to classify pattern classifications for maximum accuracy.
Ningrum, R. W.; Surarso, B.; Farikhin; Safarudin, Y. M.
2018-03-01
This paper proposes the combination of Firefly Algorithm (FA) and Chen Fuzzy Time Series Forecasting. Most of the existing fuzzy forecasting methods based on fuzzy time series use the static length of intervals. Therefore, we apply an artificial intelligence, i.e., Firefly Algorithm (FA) to set non-stationary length of intervals for each cluster on Chen Method. The method is evaluated by applying on the Jakarta Composite Index (IHSG) and compare with classical Chen Fuzzy Time Series Forecasting. Its performance verified through simulation using Matlab.
A new approach to optic disc detection in human retinal images using the firefly algorithm.
Rahebi, Javad; Hardalaç, Fırat
2016-03-01
There are various methods and algorithms to detect the optic discs in retinal images. In recent years, much attention has been given to the utilization of the intelligent algorithms. In this paper, we present a new automated method of optic disc detection in human retinal images using the firefly algorithm. The firefly intelligent algorithm is an emerging intelligent algorithm that was inspired by the social behavior of fireflies. The population in this algorithm includes the fireflies, each of which has a specific rate of lighting or fitness. In this method, the insects are compared two by two, and the less attractive insects can be observed to move toward the more attractive insects. Finally, one of the insects is selected as the most attractive, and this insect presents the optimum response to the problem in question. Here, we used the light intensity of the pixels of the retinal image pixels instead of firefly lightings. The movement of these insects due to local fluctuations produces different light intensity values in the images. Because the optic disc is the brightest area in the retinal images, all of the insects move toward brightest area and thus specify the location of the optic disc in the image. The results of implementation show that proposed algorithm could acquire an accuracy rate of 100 % in DRIVE dataset, 95 % in STARE dataset, and 94.38 % in DiaRetDB1 dataset. The results of implementation reveal high capability and accuracy of proposed algorithm in the detection of the optic disc from retinal images. Also, recorded required time for the detection of the optic disc in these images is 2.13 s for DRIVE dataset, 2.81 s for STARE dataset, and 3.52 s for DiaRetDB1 dataset accordingly. These time values are average value.
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Yue Wu
2017-01-01
Full Text Available Firefly Algorithm (FA, for short is inspired by the social behavior of fireflies and their phenomenon of bioluminescent communication. Based on the fundamentals of FA, two improved strategies are proposed to conduct size and topology optimization for trusses with discrete design variables. Firstly, development of structural topology optimization method and the basic principle of standard FA are introduced in detail. Then, in order to apply the algorithm to optimization problems with discrete variables, the initial positions of fireflies and the position updating formula are discretized. By embedding the random-weight and enhancing the attractiveness, the performance of this algorithm is improved, and thus an Improved Firefly Algorithm (IFA, for short is proposed. Furthermore, using size variables which are capable of including topology variables and size and topology optimization for trusses with discrete variables is formulated based on the Ground Structure Approach. The essential techniques of variable elastic modulus technology and geometric construction analysis are applied in the structural analysis process. Subsequently, an optimization method for the size and topological design of trusses based on the IFA is introduced. Finally, two numerical examples are shown to verify the feasibility and efficiency of the proposed method by comparing with different deterministic methods.
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Wireless sensor placement for structural monitoring using information-fusing firefly algorithm
Zhou, Guang-Dong; Yi, Ting-Hua; Xie, Mei-Xi; Li, Hong-Nan
2017-10-01
Wireless sensor networks (WSNs) are promising technology in structural health monitoring (SHM) applications for their low cost and high efficiency. The limited wireless sensors and restricted power resources in WSNs highlight the significance of optimal wireless sensor placement (OWSP) during designing SHM systems to enable the most useful information to be captured and to achieve the longest network lifetime. This paper presents a holistic approach, including an optimization criterion and a solution algorithm, for optimally deploying self-organizing multi-hop WSNs on large-scale structures. The combination of information effectiveness represented by the modal independence and the network performance specified by the network connectivity and network lifetime is first formulated to evaluate the performance of wireless sensor configurations. Then, an information-fusing firefly algorithm (IFFA) is developed to solve the OWSP problem. The step sizes drawn from a Lévy distribution are adopted to drive fireflies toward brighter individuals. Following the movement with Lévy flights, information about the contributions of wireless sensors to the objective function as carried by the fireflies is fused and applied to move inferior wireless sensors to better locations. The reliability of the proposed approach is verified via a numerical example on a long-span suspension bridge. The results demonstrate that the evaluation criterion provides a good performance metric of wireless sensor configurations, and the IFFA outperforms the simple discrete firefly algorithm.
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645
Bacanin, Nebojsa; Tuba, Milan
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.
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Ridho Syahrial Ibrahim
2017-03-01
Full Text Available Maraknya isu global warming serta keterbatasan sumber daya alam membuat mulai banyaknya dibangun pembangkit-pembangkit listrik dengan renewable energy, salah satunya adalah pembangkit tenaga angin. Pada jurnal ini, firefly algorithm diterapkan untuk mengoptimasi total biaya pembangkitan 2 buah sistem uji, tanpa dan dengan mempertimbangkan penambahan tenaga angin. Hasil simulasi menunjukkan bahwa dengan penambahan pembangkit tenaga angin ke dalam sistem tenaga listrik, total biaya pembangkitan tidak selalu lebih murah. Selain itu, hasil simulasi juga menunjukkan bahwa firefly algorithm sebagai metode optimasi dapat menyelesaikan permasalahan economic load dispatch (ELD lebih baik dibandingkan metode lain yang sudah dilakukan, yaitu particle swarm optimization (PSO, bat algorithm (BA, biogeography-based optimization (BBO dan plant growth simulation algorithm (PGSA dengan persentase selisih nilai penghematan total biaya berkisar antara 0.32% ($50 hingga 9.27% ($11884.
Improved Solutions for the Optimal Coordination of DOCRs Using Firefly Algorithm
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Muhammad Sulaiman
2018-01-01
Full Text Available Nature-inspired optimization techniques are useful tools in electrical engineering problems to minimize or maximize an objective function. In this paper, we use the firefly algorithm to improve the optimal solution for the problem of directional overcurrent relays (DOCRs. It is a complex and highly nonlinear constrained optimization problem. In this problem, we have two types of design variables, which are variables for plug settings (PSs and the time dial settings (TDSs for each relay in the circuit. The objective function is to minimize the total operating time of all the basic relays to avoid unnecessary delays. We have considered four models in this paper which are IEEE (3-bus, 4-bus, 6-bus, and 8-bus models. From the numerical results, it is obvious that the firefly algorithm with certain parameter settings performs better than the other state-of-the-art algorithms.
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Guang-Dong Zhou
2015-01-01
Full Text Available Optimal sensor placement (OSP is an important task during the implementation of sophisticated structural health monitoring (SHM systems for large-scale structures. In this paper, a comparative study between the genetic algorithm (GA and the firefly algorithm (FA in solving the OSP problem is conducted. To overcome the drawback related to the inapplicability of the FA in optimization problems with discrete variables, some improvements are proposed, including the one-dimensional binary coding system, the Hamming distance between any two fireflies, and the semioriented movement scheme; also, a simple discrete firefly algorithm (SDFA is developed. The capabilities of the SDFA and the GA in finding the optimal sensor locations are evaluated using two disparate objective functions in a numerical example with a long-span benchmark cable-stayed bridge. The results show that the developed SDFA can find the optimal sensor configuration with high reliability. The comparative study indicates that the SDFA outperforms the GA in terms of algorithm complexity, computational efficiency, and result quality. The optimization mechanism of the FA has the potential to be extended to a wide range of optimization problems.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
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P. Balachennaiah
2016-06-01
Full Text Available This paper proposes a Firefly algorithm based technique to optimize the control variables for simultaneous optimization of real power loss and voltage stability limit of the transmission system. Mathematically, this issue can be formulated as nonlinear equality and inequality constrained optimization problem with an objective function integrating both real power loss and voltage stability limit. Transformers taps, unified power flow controller and its parameters have been included as control variables in the problem formulation. The effectiveness of the proposed algorithm has been tested on New England 39-bus system. Simulation results obtained with the proposed algorithm are compared with the real coded genetic algorithm for single objective of real power loss minimization and multi-objective of real power loss minimization and voltage stability limit maximization. Also, a classical optimization method known as interior point successive linear programming technique is considered here to compare the results of firefly algorithm for single objective of real power loss minimization. Simulation results confirm the potentiality of the proposed algorithm in solving optimization problems.
Firefly algorithm based solution to minimize the real power loss in a power system
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P. Balachennaiah
2018-03-01
Full Text Available This paper proposes a method to minimize the real power loss (RPL of a power system transmission network using a new meta-heuristic algorithm known as firefly algorithm (FA by optimizing the control variables such as transformer taps, UPFC location and UPFC series injected voltage magnitude and phase angle. A software program is developed in MATLAB environment for FA to minimize the RPL by optimizing (i only the transformer tap values, (ii only UPFC location and its variables with optimized tap values and (iii UPFC location and its variables along with transformer tap setting values simultaneously. Interior point successive linear programming (IPSLP technique and real coded genetic algorithm (RCGA are considered here to compare the results and to show the efficiency and superiority of the proposed FA towards the optimization of RPL. Also in this paper, bacteria foraging algorithm (BFA is adopted to validate the results of the proposed algorithm.
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Aiming Liu
2017-11-01
Full Text Available Motor Imagery (MI electroencephalography (EEG is widely studied for its non-invasiveness, easy availability, portability, and high temporal resolution. As for MI EEG signal processing, the high dimensions of features represent a research challenge. It is necessary to eliminate redundant features, which not only create an additional overhead of managing the space complexity, but also might include outliers, thereby reducing classification accuracy. The firefly algorithm (FA can adaptively select the best subset of features, and improve classification accuracy. However, the FA is easily entrapped in a local optimum. To solve this problem, this paper proposes a method of combining the firefly algorithm and learning automata (LA to optimize feature selection for motor imagery EEG. We employed a method of combining common spatial pattern (CSP and local characteristic-scale decomposition (LCD algorithms to obtain a high dimensional feature set, and classified it by using the spectral regression discriminant analysis (SRDA classifier. Both the fourth brain–computer interface competition data and real-time data acquired in our designed experiments were used to verify the validation of the proposed method. Compared with genetic and adaptive weight particle swarm optimization algorithms, the experimental results show that our proposed method effectively eliminates redundant features, and improves the classification accuracy of MI EEG signals. In addition, a real-time brain–computer interface system was implemented to verify the feasibility of our proposed methods being applied in practical brain–computer interface systems.
A firefly algorithm approach for determining the parameters characteristics of solar cell
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Mohamed LOUZAZNI
2017-12-01
Full Text Available A metaheuristic algorithm is proposed to describe the characteristics of solar cell. The I-V characteristics of solar cell present double nonlinearity in the presence of exponential and in the five parameters. Since, these parameters are unknown, it is important to predict these parameters for accurate modelling of I-V and P-V curves of solar cell. Moreover, firefly algorithm has attracted the intention to optimize the non-linear and complex systems, based on the flashing patterns and behaviour of firefly’s swarm. Besides, the proposed constrained objective function is derived from the current-voltage curve. Using the experimental current and voltage of commercial RTC France Company mono-crystalline silicon solar cell single diode at 33°C and 1000W/m² to predict the unknown parameters. The statistical errors are calculated to verify the accuracy of the results. The obtained results are compared with experimental data and other reported meta-heuristic optimization algorithms. In the end, the theoretical results confirm the validity and reliability of firefly algorithm in estimation the optimal parameters of the solar cell.
Liu, Aiming; Chen, Kun; Liu, Quan; Ai, Qingsong; Xie, Yi; Chen, Anqi
2017-11-08
Motor Imagery (MI) electroencephalography (EEG) is widely studied for its non-invasiveness, easy availability, portability, and high temporal resolution. As for MI EEG signal processing, the high dimensions of features represent a research challenge. It is necessary to eliminate redundant features, which not only create an additional overhead of managing the space complexity, but also might include outliers, thereby reducing classification accuracy. The firefly algorithm (FA) can adaptively select the best subset of features, and improve classification accuracy. However, the FA is easily entrapped in a local optimum. To solve this problem, this paper proposes a method of combining the firefly algorithm and learning automata (LA) to optimize feature selection for motor imagery EEG. We employed a method of combining common spatial pattern (CSP) and local characteristic-scale decomposition (LCD) algorithms to obtain a high dimensional feature set, and classified it by using the spectral regression discriminant analysis (SRDA) classifier. Both the fourth brain-computer interface competition data and real-time data acquired in our designed experiments were used to verify the validation of the proposed method. Compared with genetic and adaptive weight particle swarm optimization algorithms, the experimental results show that our proposed method effectively eliminates redundant features, and improves the classification accuracy of MI EEG signals. In addition, a real-time brain-computer interface system was implemented to verify the feasibility of our proposed methods being applied in practical brain-computer interface systems.
Motion Estimation Using the Firefly Algorithm in Ultrasonic Image Sequence of Soft Tissue
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Chih-Feng Chao
2015-01-01
Full Text Available Ultrasonic image sequence of the soft tissue is widely used in disease diagnosis; however, the speckle noises usually influenced the image quality. These images usually have a low signal-to-noise ratio presentation. The phenomenon gives rise to traditional motion estimation algorithms that are not suitable to measure the motion vectors. In this paper, a new motion estimation algorithm is developed for assessing the velocity field of soft tissue in a sequence of ultrasonic B-mode images. The proposed iterative firefly algorithm (IFA searches for few candidate points to obtain the optimal motion vector, and then compares it to the traditional iterative full search algorithm (IFSA via a series of experiments of in vivo ultrasonic image sequences. The experimental results show that the IFA can assess the vector with better efficiency and almost equal estimation quality compared to the traditional IFSA method.
Kumar, Rishi; Mevada, N. Ramesh; Rathore, Santosh; Agarwal, Nitin; Rajput, Vinod; Sinh Barad, AjayPal
2017-08-01
To improve Welding quality of aluminum (Al) plate, the TIG Welding system has been prepared, by which Welding current, Shielding gas flow rate and Current polarity can be controlled during Welding process. In the present work, an attempt has been made to study the effect of Welding current, current polarity, and shielding gas flow rate on the tensile strength of the weld joint. Based on the number of parameters and their levels, the Response Surface Methodology technique has been selected as the Design of Experiment. For understanding the influence of input parameters on Ultimate tensile strength of weldment, ANOVA analysis has been carried out. Also to describe and optimize TIG Welding using a new metaheuristic Nature - inspired algorithm which is called as Firefly algorithm which was developed by Dr. Xin-She Yang at Cambridge University in 2007. A general formulation of firefly algorithm is presented together with an analytical, mathematical modeling to optimize the TIG Welding process by a single equivalent objective function.
Application of Firefly Algorithm for Parameter Estimation of Damped Compound Pendulum
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Saad Mohd Sazli
2016-01-01
Full Text Available This paper presents an investigation into the parameter estimation of the damped compound pendulum using Firefly algorithm method. In estimating the damped compound pendulum, the system necessarily needs a good model. Therefore, the aim of the work described in this paper is to obtain a dynamic model of the damped compound pendulum. By considering a discrete time form for the system, an autoregressive with exogenous input (ARX model structures was selected. In order to collect input-output data from the experiment, the PRBS signal is used to be input signal to regulate the motor speed. Where, the output signal is taken from position sensor. Firefly algorithm (FA algorithm is used to estimate the model parameters based on model 2nd orders. The model validation was done by comparing the measured output against the predicted output in terms of the closeness of both outputs via mean square error (MSE value. The performance of FA is measured in terms of mean square error (MSE.
An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.
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Afnizanfaizal Abdullah
Full Text Available The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.
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Li Junyi
2015-01-01
Full Text Available A fractional order PID (FOPID controller, which is suitable for control system designing for being insensitive to the variation in system parameter, is proposed for hydroturbine governing system in the paper. The simultaneous optimization for several parameters of controller, that is, Ki, Kd, Kp, λ, and μ, is done by a recently developed metaheuristic nature-inspired algorithm, namely, the firefly algorithm (FA, for the first time, where the selecting, moving, attractiveness behavior between fireflies and updating of brightness, and decision range are studied in detail to simulate the optimization process. Investigation clearly reveals the advantages of the FOPID controller over the integer controllers in terms of reduced oscillations and settling time. The present work also explores the superiority of FA based optimization technique in finding optimal parameters of the controller. Further, convergence characteristics of the FA are compared with optimum integer order PID (IOPID controller to justify its efficiency. What is more, analysis confirms the robustness of FOPID controller under isolated load operation conditions.
An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.
Wong, Ling Ai; Shareef, Hussain; Mohamed, Azah; Ibrahim, Ahmad Asrul
2014-01-01
This paper presents the application of enhanced opposition-based firefly algorithm in obtaining the optimal battery energy storage systems (BESS) sizing in photovoltaic generation integrated radial distribution network in order to mitigate the voltage rise problem. Initially, the performance of the original firefly algorithm is enhanced by utilizing the opposition-based learning and introducing inertia weight. After evaluating the performance of the enhanced opposition-based firefly algorithm (EOFA) with fifteen benchmark functions, it is then adopted to determine the optimal size for BESS. Two optimization processes are conducted where the first optimization aims to obtain the optimal battery output power on hourly basis and the second optimization aims to obtain the optimal BESS capacity by considering the state of charge constraint of BESS. The effectiveness of the proposed method is validated by applying the algorithm to the 69-bus distribution system and by comparing the performance of EOFA with conventional firefly algorithm and gravitational search algorithm. Results show that EOFA has the best performance comparatively in terms of mitigating the voltage rise problem.
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Ling Ai Wong
2014-01-01
Full Text Available This paper presents the application of enhanced opposition-based firefly algorithm in obtaining the optimal battery energy storage systems (BESS sizing in photovoltaic generation integrated radial distribution network in order to mitigate the voltage rise problem. Initially, the performance of the original firefly algorithm is enhanced by utilizing the opposition-based learning and introducing inertia weight. After evaluating the performance of the enhanced opposition-based firefly algorithm (EOFA with fifteen benchmark functions, it is then adopted to determine the optimal size for BESS. Two optimization processes are conducted where the first optimization aims to obtain the optimal battery output power on hourly basis and the second optimization aims to obtain the optimal BESS capacity by considering the state of charge constraint of BESS. The effectiveness of the proposed method is validated by applying the algorithm to the 69-bus distribution system and by comparing the performance of EOFA with conventional firefly algorithm and gravitational search algorithm. Results show that EOFA has the best performance comparatively in terms of mitigating the voltage rise problem.
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G. Vijay Chakaravarthy
2012-11-01
Full Text Available Lot streaming is a technique used to split the processing of lots into several sublots (transfer batches to allow the overlapping of operations in a multistage manufacturing systems thereby shortening the production time (makespan. The objective of this paper is to minimize the makespan and total flow time of -job, -machine lot streaming problem in a flow shop with equal and variable size sublots and also to determine the optimal sublot size. In recent times researchers are concentrating and applying intelligent heuristics to solve flow shop problems with lot streaming. In this research, Firefly Algorithm (FA and Artificial Immune System (AIS algorithms are used to solve the problem. The results obtained by the proposed algorithms are also compared with the performance of other worked out traditional heuristics. The computational results shows that the identified algorithms are more efficient, effective and better than the algorithms already tested for this problem.
Mendes Platt, Gustavo; Pinheiro Domingos, Roberto; Oliveira de Andrade, Matheus
2014-01-01
The calculation of reactive azeotropes is an important task in the preliminary design and simulation of reactive distillation columns. Classically, homogeneous nonreactive azeotropes are vapor-liquid coexistence conditions where phase compositions are equal. For homogeneous reactive azeotropes, simultaneous phase and chemical equilibria occur concomitantly with equality of compositions (in the Ung-Doherty transformed space). The modeling of reactive azeotrope calculation is represented by a nonlinear algebraic system with phase equilibrium, chemical equilibrium and azeotropy equations. This nonlinear system can exhibit more than one solution, corresponding to a double reactive azeotrope. In a previous paper (Platt et al 2013 J. Phys.: Conf. Ser. 410 012020), we investigated some numerical aspects of the calculation of reactive azeotropes in the isobutene + methanol + methyl-tert-butyl-ether (with two reactive azeotropes) system using two metaheuristics: the Luus-Jaakola adaptive random search and the Firefly algorithm. Here, we use a hybrid structure (stochastic + deterministic) in order to produce accurate results for both azeotropes. After identifying the neighborhood of the reactive azeotrope, the nonlinear algebraic system is solved using Newton's method. The results indicate that using metaheuristics and some techniques devoted to the calculation of multiple minima allows both azeotropic coordinates in this reactive system to be obtains. In this sense, we provide a comprehensive analysis of a useful framework devoted to solving nonlinear systems, particularly in phase equilibrium problems.
International Nuclear Information System (INIS)
Platt, Gustavo Mendes; Domingos, Roberto Pinheiro; Andrade, Matheus Oliveira de
2014-01-01
The calculation of reactive azeotropes is an important task in the preliminary design and simulation of reactive distillation columns. Classically, homogeneous nonreactive azeotropes are vapor–liquid coexistence conditions where phase compositions are equal. For homogeneous reactive azeotropes, simultaneous phase and chemical equilibria occur concomitantly with equality of compositions (in the Ung–Doherty transformed space). The modeling of reactive azeotrope calculation is represented by a nonlinear algebraic system with phase equilibrium, chemical equilibrium and azeotropy equations. This nonlinear system can exhibit more than one solution, corresponding to a double reactive azeotrope. In a previous paper (Platt et al 2013 J. Phys.: Conf. Ser. 410 012020), we investigated some numerical aspects of the calculation of reactive azeotropes in the isobutene + methanol + methyl-tert-butyl-ether (with two reactive azeotropes) system using two metaheuristics: the Luus–Jaakola adaptive random search and the Firefly algorithm. Here, we use a hybrid structure (stochastic + deterministic) in order to produce accurate results for both azeotropes. After identifying the neighborhood of the reactive azeotrope, the nonlinear algebraic system is solved using Newton's method. The results indicate that using metaheuristics and some techniques devoted to the calculation of multiple minima allows both azeotropic coordinates in this reactive system to be obtains. In this sense, we provide a comprehensive analysis of a useful framework devoted to solving nonlinear systems, particularly in phase equilibrium problems. (paper)
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
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Srikanta Mahapatra
2014-12-01
Full Text Available In this paper, a novel hybrid Firefly Algorithm and Pattern Search (h-FAPS technique is proposed for a Static Synchronous Series Compensator (SSSC-based power oscillation damping controller design. The proposed h-FAPS technique takes the advantage of global search capability of FA and local search facility of PS. In order to tackle the drawback of using the remote signal that may impact reliability of the controller, a modified signal equivalent to the remote speed deviation signal is constructed from the local measurements. The performances of the proposed controllers are evaluated in SMIB and multi-machine power system subjected to various transient disturbances. To show the effectiveness and robustness of the proposed design approach, simulation results are presented and compared with some recently published approaches such as Differential Evolution (DE and Particle Swarm Optimization (PSO. It is observed that the proposed approach yield superior damping performance compared to some recently reported approaches.
A Genetic-Firefly Hybrid Algorithm to Find the Best Data Location in a Data Cube
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M. Faridi Masouleh
2016-10-01
Full Text Available Decision-based programs include large-scale complex database queries. If the response time is short, query optimization is critical. Users usually observe data as a multi-dimensional data cube. Each data cube cell displays data as an aggregation in which the number of cells depends on the number of other cells in the cube. At any given time, a powerful query optimization method can visualize part of the cells instead of calculating results from raw data. Business systems use different approaches and positioning of data in the data cube. In the present study, the data is trained by a neural network and a genetic-firefly hybrid algorithm is proposed for finding the best position for the data in the cube.
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N. M. Okasha
2016-04-01
Full Text Available In this paper, an approach for conducting a Reliability-Based Design Optimization (RBDO of truss structures with linked-discrete design variables is proposed. The sections of the truss members are selected from the AISC standard tables and thus the design variables that represent the properties of each section are linked. Latin hypercube sampling is used in the evaluation of the structural reliability. The improved firefly algorithm is used for the optimization solution process. It was found that in order to use the improved firefly algorithm for efficiently solving problems of reliability-based design optimization with linked-discrete design variables; it needs to be modified as proposed in this paper to accelerate its convergence.
Kombinasi Firefly Algorithm-Tabu Search untuk Penyelesaian Traveling Salesman Problem
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Riyan Naufal Hay's
2017-07-01
Full Text Available Traveling Salesman Problem (TSP adalah masalah optimasi kombinatorial klasik dan memiliki peran dalam perencanaan, penjadwalan, dan pencarian pada bidang rekayasa dan pengetahuan (Dong, 2012. TSP juga merupakan objek yang baik untuk menguji kinerja metode optimasi, beberapa metode seperti Cooperative Genetic Ant System (CGAS (Dong, 2012, Parallelized Genetic Ant Colony System (PGAS Particle Swarm Optimization and Ant Colony Optimization Algorithms (PSO–ACO (Elloumi, 2014, dan Ant Colony Hyper-Heuristics (ACO HH (Aziz, 2015 telah dikembangkan untuk memecahkan TSP. Sehingga, pada penelitian ini diimplementasikan kombinasi metode baru untuk meningkatkan akurasi penyelesaian TSP. Firefly Algorithm (FA merupakan salah satu algoritma yang dapat digunakan untuk memecahkan masalah optimasi kombinatorial (Layeb, 2014. FA merupakan algoritma yang berpotensi kuat dalam memecahkan kasus optimasi dibanding algoritma yang ada termasuk Particle Swarm Optimization (Yang, 2010. Namun, FA memiliki kekurangan dalam memecahkan masalah optimasi dengan skala besar (Baykasoğlu dan Ozsoy, 2014. Tabu Search (TS merupakan metode optimasi yang terbukti efektif untuk memecahkan masalah optimasi dengan skala besar (Pedro, 2013. Pada penelitian ini, TS akan diterapkan pada FA (FATS untuk memecahkan kasus TSP. Hasil FATS akan dibandingkan terhadap penelitian sebelumnya yaitu ACOHH. Perbandingan hasil menunjukan peningkatan akurasi sebesar 0.89% pada dataset Oliver30, 0.14% dataset Eil51, 3.81% dataset Eil76 dan 1.27% dataset KroA100.
Debbarma, Sanjoy; Saikia, Lalit Chandra; Sinha, Nidul
2014-03-01
Present work focused on automatic generation control (AGC) of a three unequal area thermal systems considering reheat turbines and appropriate generation rate constraints (GRC). A fractional order (FO) controller named as I(λ)D(µ) controller based on crone approximation is proposed for the first time as an appropriate technique to solve the multi-area AGC problem in power systems. A recently developed metaheuristic algorithm known as firefly algorithm (FA) is used for the simultaneous optimization of the gains and other parameters such as order of integrator (λ) and differentiator (μ) of I(λ)D(µ) controller and governor speed regulation parameters (R). The dynamic responses corresponding to optimized I(λ)D(µ) controller gains, λ, μ, and R are compared with that of classical integer order (IO) controllers such as I, PI and PID controllers. Simulation results show that the proposed I(λ)D(µ) controller provides more improved dynamic responses and outperforms the IO based classical controllers. Further, sensitivity analysis confirms the robustness of the so optimized I(λ)D(µ) controller to wide changes in system loading conditions and size and position of SLP. Proposed controller is also found to have performed well as compared to IO based controllers when SLP takes place simultaneously in any two areas or all the areas. Robustness of the proposed I(λ)D(µ) controller is also tested against system parameter variations. © 2013 ISA. Published by Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Bahadormanesh, Nikrouz; Rahat, Shayan; Yarali, Milad
2017-01-01
Highlights: • A multi-objective optimization for radial expander in Organic Rankine Cycles is implemented. • By using firefly algorithm, Pareto front based on the size of turbine and thermal efficiency is produced. • Tension and vibration constrains have a significant effect on optimum design points. - Abstract: Organic Rankine Cycles are viable energy conversion systems in sustainable energy systems due to their compatibility with low-temperature heat sources. In the present study, one dimensional model of radial expanders in conjunction with a thermodynamic model of organic Rankine cycles is prepared. After verification, by defining thermal efficiency of the cycle and size parameter of a radial turbine as the objective functions, a multi-objective optimization was conducted regarding tension and vibration constraints for 4 different organic working fluids (R22, R245fa, R236fa and N-Pentane). In addition to mass flow rate, evaporator temperature, maximum pressure of cycle and turbo-machinery design parameters are selected as the decision variables. Regarding Pareto fronts, by a little increase in size of radial expanders, it is feasible to reach high efficiency. Moreover, by assessing the distribution of decision variables, the variables that play a major role in trending between the objective functions are found. Effects of mechanical and vibration constrains on optimum decision variables are investigated. The results of optimization can be considered as an initial values for design of radial turbines for Organic Rankine Cycles.
Weighing Efficiency-Robustness in Supply Chain Disruption by Multi-Objective Firefly Algorithm
Directory of Open Access Journals (Sweden)
Tong Shu
2016-03-01
Full Text Available This paper investigates various supply chain disruptions in terms of scenario planning, including node disruption and chain disruption; namely, disruptions in distribution centers and disruptions between manufacturing centers and distribution centers. Meanwhile, it also focuses on the simultaneous disruption on one node or a number of nodes, simultaneous disruption in one chain or a number of chains and the corresponding mathematical models and exemplification in relation to numerous manufacturing centers and diverse products. Robustness of the design of the supply chain network is examined by weighing efficiency against robustness during supply chain disruptions. Efficiency is represented by operating cost; robustness is indicated by the expected disruption cost and the weighing issue is calculated by the multi-objective firefly algorithm for consistency in the results. It has been shown that the total cost achieved by the optimal target function is lower than that at the most effective time of supply chains. In other words, the decrease of expected disruption cost by improving robustness in supply chains is greater than the increase of operating cost by reducing efficiency, thus leading to cost advantage. Consequently, by approximating the Pareto Front Chart of weighing between efficiency and robustness, enterprises can choose appropriate efficiency and robustness for their longer-term development.
Directory of Open Access Journals (Sweden)
Herlambang Setiadi
2014-03-01
Full Text Available Energi listrik yang disuplai ke konsumen harus mempunyai stabilitas dan keandalan yang tinggi. Jika terjadi sebuah gangguan pada sistem tenaga listrik dapat mengakibatkan ketidakstabilan. Gangguan tersebut dapat berupa putus jaringan (transien maupun perubahan beban (dinamik. Perubahan beban yang terjadi secara tiba-tiba dan periodik tidak dapat direspon dengan baik oleh generator sehingga dapat mempengaruhi kestabilan dinamik sistem. Hal ini menyebabkan timbul osilasi frekuensi pada generator. Respon yang kurang baik dapat menimbulkan osilasi frekuensi dalam periode yang lama. Hal itu akan mengakibatkan pengurangan kekuatan transfer daya yang ada. Pada sistem tenaga listrik multimachine, semua mesin bekerja secara sinkron sehingga generator harus beroperasi pada frekuensi yang sama. Untuk meredam osilasi frekuensi yang terjadi dibutuhkan kontroler tambahan yaitu Superconducting Magnetic Energy Storage (SMES. Agar mendapatkan koordinasi controler yang baik maka parameter pada SMES dioptimisasi dengan Firefly Algorithm (FA. Tugas Akhir ini mengajukan konsep penalaan parameter SMES menggunakan FA pada sistem tenaga listrik multimesin. Dengan diajukan metode diatas diharapkan permasalahan osilasi frekuensi akibat terdapat perubahan beban dapat diredam.
Optimisasi Unit Commitment Mempertimbangkan Fungsi Biaya Tidak Mulus Dengan Firefly Algorithm
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Benny Prastikha Hadhi
2014-03-01
Full Text Available Setiap unit pembangkit yang beroperasi untuk memenuhi permintaan beban mempunyai jadwal operasi yang berbeda-beda. Hal ini disebabkan oleh perbedaan karakteristik input-output yang khas dari setiap unit. Untuk memperoleh biaya total pembangkitan yang ekonomis dibutuhkan penjadwalan nyala-padam unit pembangkit yang terhubung pada sistem tenaga listrik, yang dikenal sebagai unit commitment (UC. Penjadwalan unit pembangkit pada suatu sistem tenaga listrik memiliki banyak pertimbangan, seperti cadangan berputar (spinning reserve, waktu menyala minimal (minimum up time, waktu padam minimal (minimum down time, rentang daya output unit pembangkit dan lain-lain. Selain itu, fungsi biaya pembangkitan unit yang mengoperasikan katup uap untuk mengimbangi perubahan beban menyebabkan persamaan fungsi biaya menjadi tidak mulus. Fungsi biaya tidak mulus mempersulit penjadwalan ekonomis unit pembangkit. Tugas akhir ini mengajukan Firefly Algorithm (FA untuk menyelesaikan penjadwalan UC. FA merupakan algoritma yang sederhana, tetapi handal dalam menyelesaikan permasalahan optimisasi. UC yang diajukan menggunakan fungsi biaya tidak mulus. Dengan metode tersebut, diharapkan permasalahan penjadwalan unit pembangkit dapat terselesaikan dengan baik dan optimal sehingga memperoleh biaya total pembangkitan yang ekonomis.
A modified firefly algorithm applied to the nuclear reload problem of a pressurized water reactor
Energy Technology Data Exchange (ETDEWEB)
Oliveira, Iona Maghali Santos de; Schirru, Roberto, E-mail: ioliveira@con.ufrj.b, E-mail: schirru@lmp.ufrj.b [Universidade Federal do Rio de Janeiro (PEN/COPPE/UFRJ), RJ (Brazil). Coordenacao dos Programas de Pos-Graduacao de Engenharia. Programa de Engenharia Nuclear
2011-07-01
The Nuclear Reactor Reload Problem (NRRP) is an issue of great importance and concern in nuclear engineering. It is the problem related with the periodic operation of replacing part of the fuel of a nuclear reactor. Traditionally, this procedure occurs after a period of operation called a cycle, or whenever the nuclear power plant is unable to continue operating at its nominal power. Studied for more than 40 years, the NRRP still remains a challenge for many optimization techniques due to its multiple objectives concerning economics, safety and reactor physics calculations. Characteristics such as non-linearity, multimodality and high dimensionality also make the NRRP a very complex optimization problem. In broad terms, it aims at getting the best arrangement of fuel in the nuclear reactor core that leads to a maximization of the operating time. The primary goal is to design fuel loading patterns (LPs) so that the core produces the required energy output in an economical way, without violating safety limits. Since multiple feasible solutions can be obtained to this problem, judicious optimization is required in order to identify the most economical among them. In this sense, this paper presents a new contribution in this area and introduces a modified firefly algorithm (FA) to perform LPs optimization for a pressurized water reactor. Based on the original FA introduced by Xin-She Yang in 2008, the proposed methodology seems to be very promising as an optimizer to the NRRP. The experiments performed and the comparisons with some well known best performing algorithms from the literature, confirm this statement. (author)
A modified firefly algorithm applied to the nuclear reload problem of a pressurized water reactor
International Nuclear Information System (INIS)
Oliveira, Iona Maghali Santos de; Schirru, Roberto
2011-01-01
The Nuclear Reactor Reload Problem (NRRP) is an issue of great importance and concern in nuclear engineering. It is the problem related with the periodic operation of replacing part of the fuel of a nuclear reactor. Traditionally, this procedure occurs after a period of operation called a cycle, or whenever the nuclear power plant is unable to continue operating at its nominal power. Studied for more than 40 years, the NRRP still remains a challenge for many optimization techniques due to its multiple objectives concerning economics, safety and reactor physics calculations. Characteristics such as non-linearity, multimodality and high dimensionality also make the NRRP a very complex optimization problem. In broad terms, it aims at getting the best arrangement of fuel in the nuclear reactor core that leads to a maximization of the operating time. The primary goal is to design fuel loading patterns (LPs) so that the core produces the required energy output in an economical way, without violating safety limits. Since multiple feasible solutions can be obtained to this problem, judicious optimization is required in order to identify the most economical among them. In this sense, this paper presents a new contribution in this area and introduces a modified firefly algorithm (FA) to perform LPs optimization for a pressurized water reactor. Based on the original FA introduced by Xin-She Yang in 2008, the proposed methodology seems to be very promising as an optimizer to the NRRP. The experiments performed and the comparisons with some well known best performing algorithms from the literature, confirm this statement. (author)
Directory of Open Access Journals (Sweden)
Padmavathi Kora
2017-06-01
Full Text Available Electrocardiogram (ECG, a non-invasive diagnostic technique, used for detecting cardiac arrhythmia. From last decade industry dealing with biomedical instrumentation and research, demanding an advancement in its ability to distinguish different cardiac arrhythmia. Atrial Fibrillation (AF is an irregular rhythm of the human heart. During AF, the atrial moments are quicker than the normal rate. As blood is not completely ejected out of atria, chances for the formation of blood clots in atrium. These abnormalities in the heart can be identified by the changes in the morphology of the ECG. The first step in the detection of AF is preprocessing of ECG, which removes noise using filters. Feature extraction is the next key process in this research. Recent feature extraction methods, such as Auto Regressive (AR modeling, Magnitude Squared Coherence (MSC and Wavelet Coherence (WTC using standard database (MIT-BIH, yielded a lot of features. Many of these features might be insignificant containing some redundant and non-discriminatory features that introduce computational burden and loss of performance. This paper presents fast Conjugate Symmetric Sequency Ordered Complex Hadamard Transform (CS-SCHT for extracting relevant features from the ECG signal. The sparse matrix factorization method is used for developing fast and efficient CS-SCHT algorithm and its computational performance is examined and compared to that of the HT and NCHT. The applications of the CS-SCHT in the ECG-based AF detection is also discussed. These fast CS-SCHT features are optimized using Hybrid Firefly and Particle Swarm Optimization (FFPSO to increase the performance of the classifier.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-10-01
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.
On benchmarking Stochastic Global Optimization Algorithms
Hendrix, E.M.T.; Lancinskas, A.
2015-01-01
A multitude of heuristic stochastic optimization algorithms have been described in literature to obtain good solutions of the box-constrained global optimization problem often with a limit on the number of used function evaluations. In the larger question of which algorithms behave well on which
The theory of hybrid stochastic algorithms
International Nuclear Information System (INIS)
Duane, S.; Kogut, J.B.
1986-01-01
The theory of hybrid stochastic algorithms is developed. A generalized Fokker-Planck equation is derived and is used to prove that the correct equilibrium distribution is generated by the algorithm. Systematic errors following from the discrete time-step used in the numerical implementation of the scheme are computed. Hybrid algorithms which simulate lattice gauge theory with dynamical fermions are presented. They are optimized in computer simulations and their systematic errors and efficiencies are studied. (orig.)
Modelling Evolutionary Algorithms with Stochastic Differential Equations.
Heredia, Jorge Pérez
2017-11-20
There has been renewed interest in modelling the behaviour of evolutionary algorithms (EAs) by more traditional mathematical objects, such as ordinary differential equations or Markov chains. The advantage is that the analysis becomes greatly facilitated due to the existence of well established methods. However, this typically comes at the cost of disregarding information about the process. Here, we introduce the use of stochastic differential equations (SDEs) for the study of EAs. SDEs can produce simple analytical results for the dynamics of stochastic processes, unlike Markov chains which can produce rigorous but unwieldy expressions about the dynamics. On the other hand, unlike ordinary differential equations (ODEs), they do not discard information about the stochasticity of the process. We show that these are especially suitable for the analysis of fixed budget scenarios and present analogues of the additive and multiplicative drift theorems from runtime analysis. In addition, we derive a new more general multiplicative drift theorem that also covers non-elitist EAs. This theorem simultaneously allows for positive and negative results, providing information on the algorithm's progress even when the problem cannot be optimised efficiently. Finally, we provide results for some well-known heuristics namely Random Walk (RW), Random Local Search (RLS), the (1+1) EA, the Metropolis Algorithm (MA), and the Strong Selection Weak Mutation (SSWM) algorithm.
Stochastic simulation algorithms and analysis
Asmussen, Soren
2007-01-01
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focuses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.
The theory of hybrid stochastic algorithms
International Nuclear Information System (INIS)
Kennedy, A.D.
1989-01-01
These lectures introduce the family of Hybrid Stochastic Algorithms for performing Monte Carlo calculations in Quantum Field Theory. After explaining the basic concepts of Monte Carlo integration we discuss the properties of Markov processes and one particularly useful example of them: the Metropolis algorithm. Building upon this framework we consider the Hybrid and Langevin algorithms from the viewpoint that they are approximate versions of the Hybrid Monte Carlo method; and thus we are led to consider Molecular Dynamics using the Leapfrog algorithm. The lectures conclude by reviewing recent progress in these areas, explaining higher-order integration schemes, the asymptotic large-volume behaviour of the various algorithms, and some simple exact results obtained by applying them to free field theory. It is attempted throughout to give simple yet correct proofs of the various results encountered. 38 refs
Directory of Open Access Journals (Sweden)
Yu-Pei Huang
2018-01-01
Full Text Available This paper proposes a modified maximum power point tracking (MPPT algorithm for photovoltaic systems under rapidly changing partial shading conditions (PSCs. The proposed algorithm integrates a genetic algorithm (GA and the firefly algorithm (FA and further improves its calculation process via a differential evolution (DE algorithm. The conventional GA is not advisable for MPPT because of its complicated calculations and low accuracy under PSCs. In this study, we simplified the GA calculations with the integration of the DE mutation process and FA attractive process. Results from both the simulation and evaluation verify that the proposed algorithm provides rapid response time and high accuracy due to the simplified processing. For instance, evaluation results demonstrate that when compared to the conventional GA, the execution time and tracking accuracy of the proposed algorithm can be, respectively, improved around 69.4% and 4.16%. In addition, in comparison to FA, the tracking speed and tracking accuracy of the proposed algorithm can be improved around 42.9% and 1.85%, respectively. Consequently, the major improvement of the proposed method when evaluated against the conventional GA and FA is tracking speed. Moreover, this research provides a framework to integrate multiple nature-inspired algorithms for MPPT. Furthermore, the proposed method is adaptable to different types of solar panels and different system formats with specifically designed equations, the advantages of which are rapid tracking speed with high accuracy under PSCs.
A novel nature inspired firefly algorithm with higher order neural network: Performance analysis
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Janmenjoy Nayak
2016-03-01
Full Text Available The applications of both Feed Forward Neural network and Multilayer perceptron are very diverse and saturated. But the linear threshold unit of feed forward networks causes fast learning with limited capabilities, while due to multilayering, the back propagation of errors exhibits slow training speed in MLP. So, a higher order network can be constructed by correlating between the input variables to perform nonlinear mapping using the single layer of input units for overcoming the above drawbacks. In this paper, a Firefly based higher order neural network has been proposed for data classification for maintaining fast learning and avoids the exponential increase of processing units. A vast literature survey has been conducted to review the state of the art of the previous developed models. The performance of the proposed method has been tested with various benchmark datasets from UCI machine learning repository and compared with the performance of other established models. Experimental results imply that the proposed method is fast, steady, reliable and provides better classification accuracy than others.
Algorithm for the Stochastic Generalized Transportation Problem
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Marcin Anholcer
2012-01-01
Full Text Available The equalization method for the stochastic generalized transportation problem has been presented. The algorithm allows us to find the optimal solution to the problem of minimizing the expected total cost in the generalized transportation problem with random demand. After a short introduction and literature review, the algorithm is presented. It is a version of the method proposed by the author for the nonlinear generalized transportation problem. It is shown that this version of the method generates a sequence of solutions convergent to the KKT point. This guarantees the global optimality of the obtained solution, as the expected cost functions are convex and twice differentiable. The computational experiments performed for test problems of reasonable size show that the method is fast. (original abstract
Directory of Open Access Journals (Sweden)
Akemi Gálvez
2013-01-01
Full Text Available Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor’s method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.
Directory of Open Access Journals (Sweden)
Abdul Rahim Siti Rafidah
2018-01-01
Full Text Available This paper presents the effect of load model prior to the distributed generation (DG planning in distribution system. In achieving optimal allocation and placement of DG, a ranking identification technique was proposed in order to study the DG planning using pre-developed Embedded Meta Evolutionary Programming–Firefly Algorithm. The aim of this study is to analyze the effect of different type of DG in order to reduce the total losses considering load factor. To realize the effectiveness of the proposed technique, the IEEE 33 bus test systems was utilized as the test specimen. In this study, the proposed techniques were used to determine the DG sizing and the suitable location for DG planning. The results produced are utilized for the optimization process of DG for the benefit of power system operators and planners in the utility. The power system planner can choose the suitable size and location from the result obtained in this study with the appropriate company’s budget. The modeling of voltage dependent loads has been presented and the results show the voltage dependent load models have a significant effect on total losses of a distribution system for different DG type.
Application of third order stochastic dominance algorithm in investments ranking
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Lončar Sanja
2012-01-01
Full Text Available The paper presents the use of third order stochastic dominance in ranking Investment alternatives, using TSD algorithms (Levy, 2006for testing third order stochastic dominance. The main goal of using TSD rule is minimization of efficient investment set for investor with risk aversion, who prefers more money and likes positive skew ness.
Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales
Energy Technology Data Exchange (ETDEWEB)
Xiu, Dongbin [Univ. of Utah, Salt Lake City, UT (United States)
2017-03-03
The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.
The Forward-Reverse Algorithm for Stochastic Reaction Networks
Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
2015-01-01
In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory
Richtarik, Peter; Taká č, Martin
2017-01-01
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory
Richtarik, Peter
2017-06-04
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.
Stochastic reaction-diffusion algorithms for macromolecular crowding
Sturrock, Marc
2016-06-01
Compartment-based (lattice-based) reaction-diffusion algorithms are often used for studying complex stochastic spatio-temporal processes inside cells. In this paper the influence of macromolecular crowding on stochastic reaction-diffusion simulations is investigated. Reaction-diffusion processes are considered on two different kinds of compartmental lattice, a cubic lattice and a hexagonal close packed lattice, and solved using two different algorithms, the stochastic simulation algorithm and the spatiocyte algorithm (Arjunan and Tomita 2010 Syst. Synth. Biol. 4, 35-53). Obstacles (modelling macromolecular crowding) are shown to have substantial effects on the mean squared displacement and average number of molecules in the domain but the nature of these effects is dependent on the choice of lattice, with the cubic lattice being more susceptible to the effects of the obstacles. Finally, improvements for both algorithms are presented.
Fast stochastic algorithm for simulating evolutionary population dynamics
Tsimring, Lev; Hasty, Jeff; Mather, William
2012-02-01
Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.
Directory of Open Access Journals (Sweden)
Vincentius Raki Mahindhara
2017-01-01
Full Text Available Penggunaan relay arus lebih (over current relay pada industri memerlukan pengaturan beberapa parameter seperti arus pickup (Ip, time dial setting (TDS, serta waktu operasi (top. Dalam standard acuan dicantumkan batasan-batasan dan formulasi dalam menentukan parameter tersebut. Salah satu permasalahan adalah penentuan TDS pada relay inverse (Kode ANSI 51. Umumnya penentuan nilai TDS dilakukan dengan metode trial and error, hal ini dirasa kurang efektif sehingga diusulkan suatu metode baru dalam menentukan TDS pada sistem kelistrikan eksisting PT. Pupuk Kalimantan Timur. Digunakan algoritma adaptive firefly yang dimodifikasi dalam menyelesaikan permasalahan dengan mempertimbangkan kurva starting motor dan perbedaan tipe kurva antar relay
Stochastic Recursive Algorithms for Optimization Simultaneous Perturbation Methods
Bhatnagar, S; Prashanth, L A
2013-01-01
Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from sim...
Evolving Stochastic Learning Algorithm based on Tsallis entropic index
Anastasiadis, A. D.; Magoulas, G. D.
2006-03-01
In this paper, inspired from our previous algorithm, which was based on the theory of Tsallis statistical mechanics, we develop a new evolving stochastic learning algorithm for neural networks. The new algorithm combines deterministic and stochastic search steps by employing a different adaptive stepsize for each network weight, and applies a form of noise that is characterized by the nonextensive entropic index q, regulated by a weight decay term. The behavior of the learning algorithm can be made more stochastic or deterministic depending on the trade off between the temperature T and the q values. This is achieved by introducing a formula that defines a time-dependent relationship between these two important learning parameters. Our experimental study verifies that there are indeed improvements in the convergence speed of this new evolving stochastic learning algorithm, which makes learning faster than using the original Hybrid Learning Scheme (HLS). In addition, experiments are conducted to explore the influence of the entropic index q and temperature T on the convergence speed and stability of the proposed method.
Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes
Williams Colin P.
1999-01-01
Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.
Stochastic geometry, spatial statistics and random fields models and algorithms
2015-01-01
Providing a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, this volume places a special emphasis on fundamental classes of models and algorithms as well as on their applications, for example in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R, which are widely used in the mathematical community. It can be regarded as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered, with a focus on asymptotic methods.
Fouad, Marwa A; Tolba, Enas H; El-Shal, Manal A; El Kerdawy, Ahmed M
2018-05-11
The justified continuous emerging of new β-lactam antibiotics provokes the need for developing suitable analytical methods that accelerate and facilitate their analysis. A face central composite experimental design was adopted using different levels of phosphate buffer pH, acetonitrile percentage at zero time and after 15 min in a gradient program to obtain the optimum chromatographic conditions for the elution of 31 β-lactam antibiotics. Retention factors were used as the target property to build two QSRR models utilizing the conventional forward selection and the advanced nature-inspired firefly algorithm for descriptor selection, coupled with multiple linear regression. The obtained models showed high performance in both internal and external validation indicating their robustness and predictive ability. Williams-Hotelling test and student's t-test showed that there is no statistical significant difference between the models' results. Y-randomization validation showed that the obtained models are due to significant correlation between the selected molecular descriptors and the analytes' chromatographic retention. These results indicate that the generated FS-MLR and FFA-MLR models are showing comparable quality on both the training and validation levels. They also gave comparable information about the molecular features that influence the retention behavior of β-lactams under the current chromatographic conditions. We can conclude that in some cases simple conventional feature selection algorithm can be used to generate robust and predictive models comparable to that are generated using advanced ones. Copyright © 2018 Elsevier B.V. All rights reserved.
Simulation of anaerobic digestion processes using stochastic algorithm.
Palanichamy, Jegathambal; Palani, Sundarambal
2014-01-01
The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.
Stochastic search in structural optimization - Genetic algorithms and simulated annealing
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.
COOMA: AN OBJECT-ORIENTED STOCHASTIC OPTIMIZATION ALGORITHM
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Stanislav Alexandrovich Tavridovich
2017-09-01
Full Text Available Stochastic optimization methods such as genetic algorithm, particle swarm optimization algorithm, and others are successfully used to solve optimization problems. They are all based on similar ideas and need minimal adaptation when being implemented. But several factors complicate the application of stochastic search methods in practice: multimodality of the objective function, optimization with constraints, finding the best parameter configuration of the algorithm, the increasing of the searching space, etc. This paper proposes a new Cascade Object Optimization and Modification Algorithm (COOMA which develops the best ideas of known stochastic optimization methods and can be applied to a wide variety of real-world problems described in the terms of object-oriented models with practically any types of parameters, variables, and associations between objects. The objects of different classes are organized in pools and pools form the hierarchical structure according to the associations between classes. The algorithm is also executed according to the pool structure: the methods of the upper-level pools before changing their objects call the analogous methods of all their subpools. The algorithm starts with initialization step and then passes through a number of iterations during which the objects are modified until the stop criteria are satisfied. The objects are modified using movement, replication and mutation operations. Two-level version of COOMA realizes a built-in self-adaptive mechanism. The optimization statistics for a number of test problems shows that COOMA is able to solve multi-level problems (with objects of different associated classes, problems with multimodal fitness functions and systems of constraints. COOMA source code on Java is available on request.
Two new algorithms to combine kriging with stochastic modelling
Venema, Victor; Lindau, Ralf; Varnai, Tamas; Simmer, Clemens
2010-05-01
Two main groups of statistical methods used in the Earth sciences are geostatistics and stochastic modelling. Geostatistical methods, such as various kriging algorithms, aim at estimating the mean value for every point as well as possible. In case of sparse measurements, such fields have less variability at small scales and a narrower distribution as the true field. This can lead to biases if a nonlinear process is simulated driven by such a kriged field. Stochastic modelling aims at reproducing the statistical structure of the data in space and time. One of the stochastic modelling methods, the so-called surrogate data approach, replicates the value distribution and power spectrum of a certain data set. While stochastic methods reproduce the statistical properties of the data, the location of the measurement is not considered. This requires the use of so-called constrained stochastic models. Because radiative transfer through clouds is a highly nonlinear process, it is essential to model the distribution (e.g. of optical depth, extinction, liquid water content or liquid water path) accurately. In addition, the correlations within the cloud field are important, especially because of horizontal photon transport. This explains the success of surrogate cloud fields for use in 3D radiative transfer studies. Up to now, however, we could only achieve good results for the radiative properties averaged over the field, but not for a radiation measurement located at a certain position. Therefore we have developed a new algorithm that combines the accuracy of stochastic (surrogate) modelling with the positioning capabilities of kriging. In this way, we can automatically profit from the large geostatistical literature and software. This algorithm is similar to the standard iterative amplitude adjusted Fourier transform (IAAFT) algorithm, but has an additional iterative step in which the surrogate field is nudged towards the kriged field. The nudging strength is gradually
Computing gap free Pareto front approximations with stochastic search algorithms.
Schütze, Oliver; Laumanns, Marco; Tantar, Emilia; Coello, Carlos A Coello; Talbi, El-Ghazali
2010-01-01
Recently, a convergence proof of stochastic search algorithms toward finite size Pareto set approximations of continuous multi-objective optimization problems has been given. The focus was on obtaining a finite approximation that captures the entire solution set in some suitable sense, which was defined by the concept of epsilon-dominance. Though bounds on the quality of the limit approximation-which are entirely determined by the archiving strategy and the value of epsilon-have been obtained, the strategies do not guarantee to obtain a gap free approximation of the Pareto front. That is, such approximations A can reveal gaps in the sense that points f in the Pareto front can exist such that the distance of f to any image point F(a), a epsilon A, is "large." Since such gap free approximations are desirable in certain applications, and the related archiving strategies can be advantageous when memetic strategies are included in the search process, we are aiming in this work for such methods. We present two novel strategies that accomplish this task in the probabilistic sense and under mild assumptions on the stochastic search algorithm. In addition to the convergence proofs, we give some numerical results to visualize the behavior of the different archiving strategies. Finally, we demonstrate the potential for a possible hybridization of a given stochastic search algorithm with a particular local search strategy-multi-objective continuation methods-by showing that the concept of epsilon-dominance can be integrated into this approach in a suitable way.
Algorithmic detectability threshold of the stochastic block model
Kawamoto, Tatsuro
2018-03-01
The assumption that the values of model parameters are known or correctly learned, i.e., the Nishimori condition, is one of the requirements for the detectability analysis of the stochastic block model in statistical inference. In practice, however, there is no example demonstrating that we can know the model parameters beforehand, and there is no guarantee that the model parameters can be learned accurately. In this study, we consider the expectation-maximization (EM) algorithm with belief propagation (BP) and derive its algorithmic detectability threshold. Our analysis is not restricted to the community structure but includes general modular structures. Because the algorithm cannot always learn the planted model parameters correctly, the algorithmic detectability threshold is qualitatively different from the one with the Nishimori condition.
Directory of Open Access Journals (Sweden)
Pratap Chandra Pradhan
2016-03-01
Full Text Available In this paper, a Firefly Algorithm (FA optimized fuzzy PID controller is proposed for Automatic Generation Control (AGC of multi-area multi-source power system. Initially, a two area six units power system is used and the gains of the fuzzy PID controller are optimized employing FA optimization technique using an ITAE criterion. The superiority of the proposed FA optimized fuzzy PID controller has been demonstrated by comparing the results with some recently published approaches such as optimal control and Differential Evolution (DE optimized PID controller for the identical interconnected power system. Then, physical constraints such as Time Delay (TD, reheat turbine and Generation Rate Constraint (GRC are included in the system model and the superiority of FA is demonstrated by comparing the results over DE, Gravitational Search Algorithm (GSA and Genetic Algorithm (GA optimization techniques for the same interconnected power system. Additionally, a Unified Power Flow Controller (UPFC is placed in the tie-line and Superconducting Magnetic Energy Storage (SMES units are considered in both areas. Simulation results show that the system performances are improved significantly with the proposed UPFC and SMES units. Sensitivity analysis of the system is performed by varying the system parameters and operating load conditions from their nominal values. It is observed that the optimum gains of the proposed controller need not be reset even if the system is subjected to wide variation in loading condition and system parameters. Finally, the effectiveness of the proposed controller design is verified by considering different types of load patterns.
Bonus algorithm for large scale stochastic nonlinear programming problems
Diwekar, Urmila
2015-01-01
This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...
Mannlein, Sally
2009-01-01
Most first-graders are interested in insects. In this article, the author describes a lesson, "Dragonflies and Fireflies," which is a first-grade lesson showing drawing, symmetry, neighboring colors (analogous) and watercolor techniques.
Efficient AM Algorithms for Stochastic ML Estimation of DOA
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Haihua Chen
2016-01-01
Full Text Available The estimation of direction-of-arrival (DOA of signals is a basic and important problem in sensor array signal processing. To solve this problem, many algorithms have been proposed, among which the Stochastic Maximum Likelihood (SML is one of the most concerned algorithms because of its high accuracy of DOA. However, the estimation of SML generally involves the multidimensional nonlinear optimization problem. As a result, its computational complexity is rather high. This paper addresses the issue of reducing computational complexity of SML estimation of DOA based on the Alternating Minimization (AM algorithm. We have the following two contributions. First using transformation of matrix and properties of spatial projection, we propose an efficient AM (EAM algorithm by dividing the SML criterion into two components. One depends on a single variable parameter while the other does not. Second when the array is a uniform linear array, we get the irreducible form of the EAM criterion (IAM using polynomial forms. Simulation results show that both EAM and IAM can reduce the computational complexity of SML estimation greatly, while IAM is the best. Another advantage of IAM is that this algorithm can avoid the numerical instability problem which may happen in AM and EAM algorithms when more than one parameter converges to an identical value.
Weighted Flow Algorithms (WFA) for stochastic particle coagulation
International Nuclear Information System (INIS)
DeVille, R.E.L.; Riemer, N.; West, M.
2011-01-01
Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.
The Forward-Reverse Algorithm for Stochastic Reaction Networks
Bayer, Christian
2015-01-07
In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem of approximating the reaction coefficients based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which we solve a set of deterministic optimization problems where the SRNs are replaced by the classical ODE rates; then, during the second phase, the Monte Carlo version of the EM algorithm is applied starting from the output of the previous phase. Starting from a set of over-dispersed seeds, the output of our two-phase method is a cluster of maximum likelihood estimates obtained by using convergence assessment techniques from the theory of Markov chain Monte Carlo.
Weighted Flow Algorithms (WFA) for stochastic particle coagulation
DeVille, R. E. L.; Riemer, N.; West, M.
2011-09-01
Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.
Churn prediction on huge telecom data using hybrid firefly based classification
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Ammar A.Q. Ahmed
2017-11-01
Full Text Available Churn prediction in telecom has become a major requirement due to the increase in the number of telecom providers. However due to the hugeness, sparsity and imbalanced nature of the data, churn prediction in telecom has always been a complex task. This paper presents a metaheuristic based churn prediction technique that performs churn prediction on huge telecom data. A hybridized form of Firefly algorithm is used as the classifier. It has been identified that the compute intensive component of the Firefly algorithm is the comparison block, where every firefly is compared with every other firefly to identify the one with the highest light intensity. This component is replaced by Simulated Annealing and the classification process is carried out. Experiments were conducted on the Orange dataset. It was observed that Firefly algorithm works best on churn data and the hybridized Firefly algorithm provides effective and faster results.
Stochastic Resonance algorithms to enhance damage detection in bearing faults
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Castiglione Roberto
2015-01-01
Full Text Available Stochastic Resonance is a phenomenon, studied and mainly exploited in telecommunication, which permits the amplification and detection of weak signals by the assistance of noise. The first papers on this technique are dated early 80 s and were developed to explain the periodically recurrent ice ages. Other applications mainly concern neuroscience, biology, medicine and obviously signal analysis and processing. Recently, some researchers have applied the technique for detecting faults in mechanical systems and bearings. In this paper, we try to better understand the conditions of applicability and which is the best algorithm to be adopted for these purposes. In fact, to get the methodology profitable and efficient to enhance the signal spikes due to fault in rings and balls/rollers of bearings, some parameters have to be properly selected. This is a problem since in system identification this procedure should be as blind as possible. Two algorithms are analysed: the first exploits classical SR with three parameters mutually dependent, while the other uses Woods-Saxon potential, with three parameters yet but holding a different meaning. The comparison of the performances of the two algorithms and the optimal choice of their parameters are the scopes of this paper. Algorithms are tested on simulated and experimental data showing an evident capacity of increasing the signal to noise ratio.
Real-Time Demand Side Management Algorithm Using Stochastic Optimization
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Moses Amoasi Acquah
2018-05-01
Full Text Available A demand side management technique is deployed along with battery energy-storage systems (BESS to lower the electricity cost by mitigating the peak load of a building. Most of the existing methods rely on manual operation of the BESS, or even an elaborate building energy-management system resorting to a deterministic method that is susceptible to unforeseen growth in demand. In this study, we propose a real-time optimal operating strategy for BESS based on density demand forecast and stochastic optimization. This method takes into consideration uncertainties in demand when accounting for an optimal BESS schedule, making it robust compared to the deterministic case. The proposed method is verified and tested against existing algorithms. Data obtained from a real site in South Korea is used for verification and testing. The results show that the proposed method is effective, even for the cases where the forecasted demand deviates from the observed demand.
An improved stochastic algorithm for temperature-dependent homogeneous gas phase reactions
Kraft, M
2003-01-01
We propose an improved stochastic algorithm for temperature-dependent homogeneous gas phase reactions. By combining forward and reverse reaction rates, a significant gain in computational efficiency is achieved. Two modifications of modelling the temperature dependence (with and without conservation of enthalpy) are introduced and studied quantitatively. The algorithm is tested for the combustion of n-heptane, which is a reference fuel component for internal combustion engines. The convergence of the algorithm is studied by a series of numerical experiments and the computational cost of the stochastic algorithm is compared with the DAE code DASSL. If less accuracy is needed the stochastic algorithm is faster on short simulation time intervals. The new stochastic algorithm is significantly faster than the original direct simulation algorithm in all cases considered.
An Efficient Forward-Reverse EM Algorithm for Statistical Inference in Stochastic Reaction Networks
Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro
2016-01-01
In this work [1], we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem
DEFF Research Database (Denmark)
Seldin, Yevgeny; Lugosi, Gábor
2017-01-01
We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a time horizon from $(ln t)^3$ to $(ln t)^2$ and eliminates...
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik
2014-01-01
This paper presents a decomposition algorithm for solving the optimal control problem (OCP) that arises in Mean-Variance Economic Model Predictive Control of stochastic linear systems. The algorithm applies the alternating direction method of multipliers to a reformulation of the OCP...
Fitting Social Network Models Using Varying Truncation Stochastic Approximation MCMC Algorithm
Jin, Ick Hoon
2013-10-01
The exponential random graph model (ERGM) plays a major role in social network analysis. However, parameter estimation for the ERGM is a hard problem due to the intractability of its normalizing constant and the model degeneracy. The existing algorithms, such as Monte Carlo maximum likelihood estimation (MCMLE) and stochastic approximation, often fail for this problem in the presence of model degeneracy. In this article, we introduce the varying truncation stochastic approximation Markov chain Monte Carlo (SAMCMC) algorithm to tackle this problem. The varying truncation mechanism enables the algorithm to choose an appropriate starting point and an appropriate gain factor sequence, and thus to produce a reasonable parameter estimate for the ERGM even in the presence of model degeneracy. The numerical results indicate that the varying truncation SAMCMC algorithm can significantly outperform the MCMLE and stochastic approximation algorithms: for degenerate ERGMs, MCMLE and stochastic approximation often fail to produce any reasonable parameter estimates, while SAMCMC can do; for nondegenerate ERGMs, SAMCMC can work as well as or better than MCMLE and stochastic approximation. The data and source codes used for this article are available online as supplementary materials. © 2013 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.
D-leaping: Accelerating stochastic simulation algorithms for reactions with delays
International Nuclear Information System (INIS)
Bayati, Basil; Chatelain, Philippe; Koumoutsakos, Petros
2009-01-01
We propose a novel, accelerated algorithm for the approximate stochastic simulation of biochemical systems with delays. The present work extends existing accelerated algorithms by distributing, in a time adaptive fashion, the delayed reactions so as to minimize the computational effort while preserving their accuracy. The accuracy of the present algorithm is assessed by comparing its results to those of the corresponding delay differential equations for a representative biochemical system. In addition, the fluctuations produced from the present algorithm are comparable to those from an exact stochastic simulation with delays. The algorithm is used to simulate biochemical systems that model oscillatory gene expression. The results indicate that the present algorithm is competitive with existing works for several benchmark problems while it is orders of magnitude faster for certain systems of biochemical reactions.
Stochastic Resonance algorithms to enhance damage detection in bearing faults
Castiglione Roberto; Garibaldi Luigi; Marchesiello Stefano
2015-01-01
Stochastic Resonance is a phenomenon, studied and mainly exploited in telecommunication, which permits the amplification and detection of weak signals by the assistance of noise. The first papers on this technique are dated early 80 s and were developed to explain the periodically recurrent ice ages. Other applications mainly concern neuroscience, biology, medicine and obviously signal analysis and processing. Recently, some researchers have applied the technique for detecting faults in mecha...
Stochastic process variation in deep-submicron CMOS circuits and algorithms
Zjajo, Amir
2014-01-01
One of the most notable features of nanometer scale CMOS technology is the increasing magnitude of variability of the key device parameters affecting performance of integrated circuits. The growth of variability can be attributed to multiple factors, including the difficulty of manufacturing control, the emergence of new systematic variation-generating mechanisms, and most importantly, the increase in atomic-scale randomness, where device operation must be described as a stochastic process. In addition to wide-sense stationary stochastic device variability and temperature variation, existence of non-stationary stochastic electrical noise associated with fundamental processes in integrated-circuit devices represents an elementary limit on the performance of electronic circuits. In an attempt to address these issues, Stochastic Process Variation in Deep-Submicron CMOS: Circuits and Algorithms offers unique combination of mathematical treatment of random process variation, electrical noise and temperature and ne...
An Exploration Algorithm for Stochastic Simulators Driven by Energy Gradients
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Anastasia S. Georgiou
2017-06-01
Full Text Available In recent work, we have illustrated the construction of an exploration geometry on free energy surfaces: the adaptive computer-assisted discovery of an approximate low-dimensional manifold on which the effective dynamics of the system evolves. Constructing such an exploration geometry involves geometry-biased sampling (through both appropriately-initialized unbiased molecular dynamics and through restraining potentials and, machine learning techniques to organize the intrinsic geometry of the data resulting from the sampling (in particular, diffusion maps, possibly enhanced through the appropriate Mahalanobis-type metric. In this contribution, we detail a method for exploring the conformational space of a stochastic gradient system whose effective free energy surface depends on a smaller number of degrees of freedom than the dimension of the phase space. Our approach comprises two steps. First, we study the local geometry of the free energy landscape using diffusion maps on samples computed through stochastic dynamics. This allows us to automatically identify the relevant coarse variables. Next, we use the information garnered in the previous step to construct a new set of initial conditions for subsequent trajectories. These initial conditions are computed so as to explore the accessible conformational space more efficiently than by continuing the previous, unbiased simulations. We showcase this method on a representative test system.
Scalable Hierarchical Algorithms for stochastic PDEs and UQ
Litvinenko, Alexander; Chá vez, Gustavo; Keyes,David; Ltaief, Hatem; Yokota, Rio
2015-01-01
number of degrees of freedom in the discretization. The storage is reduced to the log-linear as well. This hierarchical structure is a good starting point for parallel algorithms. Parallelization on shared and distributed memory systems was pioneered
Stochastic cluster algorithms for discrete Gaussian (SOS) models
International Nuclear Information System (INIS)
Evertz, H.G.; Hamburg Univ.; Hasenbusch, M.; Marcu, M.; Tel Aviv Univ.; Pinn, K.; Muenster Univ.; Solomon, S.
1990-10-01
We present new Monte Carlo cluster algorithms which eliminate critical slowing down in the simulation of solid-on-solid models. In this letter we focus on the two-dimensional discrete Gaussian model. The algorithms are based on reflecting the integer valued spin variables with respect to appropriately chosen reflection planes. The proper choice of the reflection plane turns out to be crucial in order to obtain a small dynamical exponent z. Actually, the successful versions of our algorithm are a mixture of two different procedures for choosing the reflection plane, one of them ergodic but slow, the other one non-ergodic and also slow when combined with a Metropolis algorithm. (orig.)
DEFF Research Database (Denmark)
Seldin, Yevgeny; Lugosi, Gábor
We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a time horizon from $(ln t)^3$ to $(ln t)^2$ and eliminates an...... an additive factor of order $\\Delta e^{\\Delta^2}$, where $\\Delta$ is the minimal gap of a problem instance. In the adversarial regime regret guarantee remains unchanged....
DEFF Research Database (Denmark)
Seldin, Yevgeny; Lugosi, Gábor
2017-01-01
We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a time horizon from $(ln t)^3$ to $(ln t)^2$ and eliminates...... an additive factor of order $\\Delta e^{\\Delta^2}$, where $\\Delta$ is the minimal gap of a problem instance. In the adversarial regime regret guarantee remains unchanged....
The Automation of Stochastization Algorithm with Use of SymPy Computer Algebra Library
Demidova, Anastasya; Gevorkyan, Migran; Kulyabov, Dmitry; Korolkova, Anna; Sevastianov, Leonid
2018-02-01
SymPy computer algebra library is used for automatic generation of ordinary and stochastic systems of differential equations from the schemes of kinetic interaction. Schemes of this type are used not only in chemical kinetics but also in biological, ecological and technical models. This paper describes the automatic generation algorithm with an emphasis on application details.
P.A.N. Bosman (Peter); J.A. La Poutré (Han); D. Thierens (Dirk)
2007-01-01
htmlabstractThe focus of this paper is on how to design evolutionary algorithms (EAs) for solving stochastic dynamic optimization problems online, i.e. as time goes by. For a proper design, the EA must not only be capable of tracking shifting optima, it must also take into account the future
Scalable Hierarchical Algorithms for stochastic PDEs and Uncertainty Quantification
Litvinenko, Alexander; Chavez, Gustavo; Keyes, David E.; Ltaief, Hatem; Yokota, Rio
2015-01-01
number of degrees of freedom in the discretization. The storage is reduced to the log-linear as well. This hierarchical structure is a good starting point for parallel algorithms. Parallelization on shared and distributed memory systems was pioneered by R
Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Application
Chambolle, Antonin; Ehrhardt, Matthias J.; Richtarik, Peter; Schö nlieb, Carola-Bibiane
2017-01-01
We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general convex-concave saddle point problems and problems that are either partially smooth / strongly convex or fully smooth / strongly convex. We perform the analysis for arbitrary samplings of dual variables, and obtain known deterministic results as a special case. Several variants of our stochastic method significantly outperform the deterministic variant on a variety of imaging tasks.
Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Application
Chambolle, Antonin
2017-06-15
We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general convex-concave saddle point problems and problems that are either partially smooth / strongly convex or fully smooth / strongly convex. We perform the analysis for arbitrary samplings of dual variables, and obtain known deterministic results as a special case. Several variants of our stochastic method significantly outperform the deterministic variant on a variety of imaging tasks.
An Efficient Forward-Reverse EM Algorithm for Statistical Inference in Stochastic Reaction Networks
Bayer, Christian
2016-01-06
In this work [1], we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem of approximating the reaction coefficients based on discretely observed data. To this end, we introduce an efficient two-phase algorithm in which the first phase is deterministic and it is intended to provide a starting point for the second phase which is the Monte Carlo EM Algorithm.
International Nuclear Information System (INIS)
Vignes, J.
1986-01-01
Any result of algorithms provided by a computer always contains an error resulting from floating-point arithmetic round-off error propagation. Furthermore signal processing algorithms are also generally performed with data containing errors. The permutation-perturbation method, also known under the name CESTAC (controle et estimation stochastique d'arrondi de calcul) is a very efficient practical method for evaluating these errors and consequently for estimating the exact significant decimal figures of any result of algorithms performed on a computer. The stochastic approach of this method, its probabilistic proof, and the perfect agreement between the theoretical and practical aspects are described in this paper [fr
Directory of Open Access Journals (Sweden)
Eman Ali Hussain
2015-01-01
Full Text Available Absract In this project A new method for solving Stochastic Differential Equations SDEs deriving by Wiener process numerically will be construct and implement using Accelerated Genetic Algorithm AGA. An SDE is a differential equation in which one or more of the terms and hence the solutions itself is a stochastic process. Solving stochastic differential equations requires going away from the recognizable deterministic setting of ordinary and partial differential equations into a world where the evolution of a quantity has an inherent random component and where the expected behavior of this quantity can be described in terms of probability distributions. We applied our method on the Ito formula which is equivalent to the SDE to find approximation solution of the SDEs. Numerical experiments illustrate the behavior of the proposed method.
Scalable Hierarchical Algorithms for stochastic PDEs and UQ
Litvinenko, Alexander
2015-01-07
H-matrices and Fast Multipole (FMM) are powerful methods to approximate linear operators coming from partial differential and integral equations as well as speed up computational cost from quadratic or cubic to log-linear (O(n log n)), where n number of degrees of freedom in the discretization. The storage is reduced to the log-linear as well. This hierarchical structure is a good starting point for parallel algorithms. Parallelization on shared and distributed memory systems was pioneered by Kriemann [1,2]. Since 2005, the area of parallel architectures and software is developing very fast. Progress in GPUs and Many-Core Systems (e.g. XeonPhi with 64 cores) motivated us to extend work started in [1,2,7,8].
Scalable Hierarchical Algorithms for stochastic PDEs and Uncertainty Quantification
Litvinenko, Alexander
2015-01-05
H-matrices and Fast Multipole (FMM) are powerful methods to approximate linear operators coming from partial differential and integral equations as well as speed up computational cost from quadratic or cubic to log-linear (O(n log n)), where n number of degrees of freedom in the discretization. The storage is reduced to the log-linear as well. This hierarchical structure is a good starting point for parallel algorithms. Parallelization on shared and distributed memory systems was pioneered by R. Kriemann, 2005. Since 2005, the area of parallel architectures and software is developing very fast. Progress in GPUs and Many-Core Systems (e.g. XeonPhi with 64 cores) motivated us to extend work started in [1,2,7,8].
GillespieSSA: Implementing the Gillespie Stochastic Simulation Algorithm in R
Directory of Open Access Journals (Sweden)
Mario Pineda-Krch
2008-02-01
Full Text Available The deterministic dynamics of populations in continuous time are traditionally described using coupled, first-order ordinary differential equations. While this approach is accurate for large systems, it is often inadequate for small systems where key species may be present in small numbers or where key reactions occur at a low rate. The Gillespie stochastic simulation algorithm (SSA is a procedure for generating time-evolution trajectories of finite populations in continuous time and has become the standard algorithm for these types of stochastic models. This article presents a simple-to-use and flexible framework for implementing the SSA using the high-level statistical computing language R and the package GillespieSSA. Using three ecological models as examples (logistic growth, Rosenzweig-MacArthur predator-prey model, and Kermack-McKendrick SIRS metapopulation model, this paper shows how a deterministic model can be formulated as a finite-population stochastic model within the framework of SSA theory and how it can be implemented in R. Simulations of the stochastic models are performed using four different SSA Monte Carlo methods: one exact method (Gillespie's direct method; and three approximate methods (explicit, binomial, and optimized tau-leap methods. Comparison of simulation results confirms that while the time-evolution trajectories obtained from the different SSA methods are indistinguishable, the approximate methods are up to four orders of magnitude faster than the exact methods.
Stochastic quasi-gradient based optimization algorithms for dynamic reliability applications
International Nuclear Information System (INIS)
Bourgeois, F.; Labeau, P.E.
2001-01-01
On one hand, PSA results are increasingly used in decision making, system management and optimization of system design. On the other hand, when severe accidental transients are considered, dynamic reliability appears appropriate to account for the complex interaction between the transitions between hardware configurations, the operator behavior and the dynamic evolution of the system. This paper presents an exploratory work in which the estimation of the system unreliability in a dynamic context is coupled with an optimization algorithm to determine the 'best' safety policy. Because some reliability parameters are likely to be distributed, the cost function to be minimized turns out to be a random variable. Stochastic programming techniques are therefore envisioned to determine an optimal strategy. Monte Carlo simulation is used at all stages of the computations, from the estimation of the system unreliability to that of the stochastic quasi-gradient. The optimization algorithm is illustrated on a HNO 3 supply system
On the relationship between Gaussian stochastic blockmodels and label propagation algorithms
International Nuclear Information System (INIS)
Zhang, Junhao; Hu, Junfeng; Chen, Tongfei
2015-01-01
The problem of community detection has received great attention in recent years. Many methods have been proposed to discover communities in networks. In this paper, we propose a Gaussian stochastic blockmodel that uses Gaussian distributions to fit weight of edges in networks for non-overlapping community detection. The maximum likelihood estimation of this model has the same objective function as general label propagation with node preference. The node preference of a specific vertex turns out to be a value proportional to the intra-community eigenvector centrality (the corresponding entry in principal eigenvector of the adjacency matrix of the subgraph inside that vertex's community) under maximum likelihood estimation. Additionally, the maximum likelihood estimation of a constrained version of our model is highly related to another extension of the label propagation algorithm, namely, the label propagation algorithm under constraint. Experiments show that the proposed Gaussian stochastic blockmodel performs well on various benchmark networks. (paper)
Mariano-Goulart, D; Fourcade, M; Bernon, J L; Rossi, M; Zanca, M
2003-01-01
Thanks to an experimental study based on simulated and physical phantoms, the propagation of the stochastic noise in slices reconstructed using the conjugate gradient algorithm has been analysed versus iterations. After a first increase corresponding to the reconstruction of the signal, the noise stabilises before increasing linearly with iterations. The level of the plateau as well as the slope of the subsequent linear increase depends on the noise in the projection data.
Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2014-01-01
The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model
A Pumping Algorithm for Ergodic Stochastic Mean Payoff Games with Perfect Information
Boros, Endre; Elbassioni, Khaled; Gurvich, Vladimir; Makino, Kazuhisa
In this paper, we consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph G = (V = V B ∪ V W ∪ V R , E), with local rewards r: E to { R}, and three types of vertices: black V B , white V W , and random V R . The game is played by two players, White and Black: When the play is at a white (black) vertex v, White (Black) selects an outgoing arc (v,u). When the play is at a random vertex v, a vertex u is picked with the given probability p(v,u). In all cases, Black pays White the value r(v,u). The play continues forever, and White aims to maximize (Black aims to minimize) the limiting mean (that is, average) payoff. It was recently shown in [7] that BWR-games are polynomially equivalent with the classical Gillette games, which include many well-known subclasses, such as cyclic games, simple stochastic games (SSG's), stochastic parity games, and Markov decision processes. In this paper, we give a new algorithm for solving BWR-games in the ergodic case, that is when the optimal values do not depend on the initial position. Our algorithm solves a BWR-game by reducing it, using a potential transformation, to a canonical form in which the optimal strategies of both players and the value for every initial position are obvious, since a locally optimal move in it is optimal in the whole game. We show that this algorithm is pseudo-polynomial when the number of random nodes is constant. We also provide an almost matching lower bound on its running time, and show that this bound holds for a wider class of algorithms. Let us add that the general (non-ergodic) case is at least as hard as SSG's, for which no pseudo-polynomial algorithm is known.
Energy Technology Data Exchange (ETDEWEB)
Liu, Yunlong; Wang, Aiping; Guo, Lei; Wang, Hong
2017-07-09
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.
Directory of Open Access Journals (Sweden)
Daniel J Klein
Full Text Available Decision makers in epidemiology and other disciplines are faced with the daunting challenge of designing interventions that will be successful with high probability and robust against a multitude of uncertainties. To facilitate the decision making process in the context of a goal-oriented objective (e.g., eradicate polio by [Formula: see text], stochastic models can be used to map the probability of achieving the goal as a function of parameters. Each run of a stochastic model can be viewed as a Bernoulli trial in which "success" is returned if and only if the goal is achieved in simulation. However, each run can take a significant amount of time to complete, and many replicates are required to characterize each point in parameter space, so specialized algorithms are required to locate desirable interventions. To address this need, we present the Separatrix Algorithm, which strategically locates parameter combinations that are expected to achieve the goal with a user-specified probability of success (e.g. 95%. Technically, the algorithm iteratively combines density-corrected binary kernel regression with a novel information-gathering experiment design to produce results that are asymptotically correct and work well in practice. The Separatrix Algorithm is demonstrated on several test problems, and on a detailed individual-based simulation of malaria.
Stochastic time-dependent vehicle routing problem: Mathematical models and ant colony algorithm
Directory of Open Access Journals (Sweden)
Zhengyu Duan
2015-11-01
Full Text Available This article addresses the stochastic time-dependent vehicle routing problem. Two mathematical models named robust optimal schedule time model and minimum expected schedule time model are proposed for stochastic time-dependent vehicle routing problem, which can guarantee delivery within the time windows of customers. The robust optimal schedule time model only requires the variation range of link travel time, which can be conveniently derived from historical traffic data. In addition, the robust optimal schedule time model based on robust optimization method can be converted into a time-dependent vehicle routing problem. Moreover, an ant colony optimization algorithm is designed to solve stochastic time-dependent vehicle routing problem. As the improvements in initial solution and transition probability, ant colony optimization algorithm has a good performance in convergence. Through computational instances and Monte Carlo simulation tests, robust optimal schedule time model is proved to be better than minimum expected schedule time model in computational efficiency and coping with the travel time fluctuations. Therefore, robust optimal schedule time model is applicable in real road network.
An adaptive algorithm for simulation of stochastic reaction-diffusion processes
International Nuclear Information System (INIS)
Ferm, Lars; Hellander, Andreas; Loetstedt, Per
2010-01-01
We propose an adaptive hybrid method suitable for stochastic simulation of diffusion dominated reaction-diffusion processes. For such systems, simulation of the diffusion requires the predominant part of the computing time. In order to reduce the computational work, the diffusion in parts of the domain is treated macroscopically, in other parts with the tau-leap method and in the remaining parts with Gillespie's stochastic simulation algorithm (SSA) as implemented in the next subvolume method (NSM). The chemical reactions are handled by SSA everywhere in the computational domain. A trajectory of the process is advanced in time by an operator splitting technique and the timesteps are chosen adaptively. The spatial adaptation is based on estimates of the errors in the tau-leap method and the macroscopic diffusion. The accuracy and efficiency of the method are demonstrated in examples from molecular biology where the domain is discretized by unstructured meshes.
Directory of Open Access Journals (Sweden)
Hosseinali Salemi
2016-04-01
Full Text Available Facility location models are observed in many diverse areas such as communication networks, transportation, and distribution systems planning. They play significant role in supply chain and operations management and are one of the main well-known topics in strategic agenda of contemporary manufacturing and service companies accompanied by long-lasting effects. We define a new approach for solving stochastic single source capacitated facility location problem (SSSCFLP. Customers with stochastic demand are assigned to set of capacitated facilities that are selected to serve them. It is demonstrated that problem can be transformed to deterministic Single Source Capacitated Facility Location Problem (SSCFLP for Poisson demand distribution. A hybrid algorithm which combines Lagrangian heuristic with adjusted mixture of Ant colony and Genetic optimization is proposed to find lower and upper bounds for this problem. Computational results of various instances with distinct properties indicate that proposed solving approach is efficient.
Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2013-01-01
The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.
Sochi, Taha
2016-09-01
Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.
Dynamic phasing of multichannel cw laser radiation by means of a stochastic gradient algorithm
Energy Technology Data Exchange (ETDEWEB)
Volkov, V A; Volkov, M V; Garanin, S G; Dolgopolov, Yu V; Kopalkin, A V; Kulikov, S M; Starikov, F A; Sukharev, S A; Tyutin, S V; Khokhlov, S V; Chaparin, D A [Russian Federal Nuclear Center ' All-Russian Research Institute of Experimental Physics' , Sarov, Nizhnii Novgorod region (Russian Federation)
2013-09-30
The phasing of a multichannel laser beam by means of an iterative stochastic parallel gradient (SPG) algorithm has been numerically and experimentally investigated. The operation of the SPG algorithm is simulated, the acceptable range of amplitudes of probe phase shifts is found, and the algorithm parameters at which the desired Strehl number can be obtained with a minimum number of iterations are determined. An experimental bench with phase modulators based on lithium niobate, which are controlled by a multichannel electronic unit with a real-time microcontroller, has been designed. Phasing of 16 cw laser beams at a system response bandwidth of 3.7 kHz and phase thermal distortions in a frequency band of about 10 Hz is experimentally demonstrated. The experimental data are in complete agreement with the calculation results. (control of laser radiation parameters)
Switching neuronal state: optimal stimuli revealed using a stochastically-seeded gradient algorithm.
Chang, Joshua; Paydarfar, David
2014-12-01
Inducing a switch in neuronal state using energy optimal stimuli is relevant to a variety of problems in neuroscience. Analytical techniques from optimal control theory can identify such stimuli; however, solutions to the optimization problem using indirect variational approaches can be elusive in models that describe neuronal behavior. Here we develop and apply a direct gradient-based optimization algorithm to find stimulus waveforms that elicit a change in neuronal state while minimizing energy usage. We analyze standard models of neuronal behavior, the Hodgkin-Huxley and FitzHugh-Nagumo models, to show that the gradient-based algorithm: (1) enables automated exploration of a wide solution space, using stochastically generated initial waveforms that converge to multiple locally optimal solutions; and (2) finds optimal stimulus waveforms that achieve a physiological outcome condition, without a priori knowledge of the optimal terminal condition of all state variables. Analysis of biological systems using stochastically-seeded gradient methods can reveal salient dynamical mechanisms underlying the optimal control of system behavior. The gradient algorithm may also have practical applications in future work, for example, finding energy optimal waveforms for therapeutic neural stimulation that minimizes power usage and diminishes off-target effects and damage to neighboring tissue.
Alfonso, Lester; Zamora, Jose; Cruz, Pedro
2015-04-01
The stochastic approach to coagulation considers the coalescence process going in a system of a finite number of particles enclosed in a finite volume. Within this approach, the full description of the system can be obtained from the solution of the multivariate master equation, which models the evolution of the probability distribution of the state vector for the number of particles of a given mass. Unfortunately, due to its complexity, only limited results were obtained for certain type of kernels and monodisperse initial conditions. In this work, a novel numerical algorithm for the solution of the multivariate master equation for stochastic coalescence that works for any type of kernels and initial conditions is introduced. The performance of the method was checked by comparing the numerically calculated particle mass spectrum with analytical solutions obtained for the constant and sum kernels, with an excellent correspondence between the analytical and numerical solutions. In order to increase the speedup of the algorithm, software parallelization techniques with OpenMP standard were used, along with an implementation in order to take advantage of new accelerator technologies. Simulations results show an important speedup of the parallelized algorithms. This study was funded by a grant from Consejo Nacional de Ciencia y Tecnologia de Mexico SEP-CONACYT CB-131879. The authors also thanks LUFAC® Computacion SA de CV for CPU time and all the support provided.
Firefly Clock Synchronization in an 802.15.4 Wireless Network
Directory of Open Access Journals (Sweden)
Elmenreich Wilfried
2009-01-01
Full Text Available This paper describes the design and implementation of a distributed self-stabilizing clock synchronization algorithm based on the biological example of Asian Fireflies. Huge swarms of these fireflies use the principle of pulse coupled oscillators in order to synchronously emit light flashes to attract mating partners. When applying this algorithm to real sensor networks, typically, nodes cannot receive messages while transmitting, which prevents the networked nodes from reaching synchronization. In order to counteract this deafness problem, we adopt a variant of the Reachback Firefly Algorithm to distribute the timing of light flashes in a given time window without affecting the quality of the synchronization. A case study implemented on 802.15.4 Zigbee nodes presents the application of this approach for a time-triggered communication scheduling and coordinated duty cycling in order to enhance the battery lifetime of the nodes.
Bioluminescence emissions of the firefly Luciola praeusta ...
Indian Academy of Sciences (India)
Prakash
The emission of light by fireflies has been of considerable ... vivo emission spectrum of a firefly Luciola praeusta, where the full width at ... In vivo emission spectra of fifty specimens, both male .... oxidation in a liquid phase; Biofizika 9 306–311.
Using genetic algorithm to solve a new multi-period stochastic optimization model
Zhang, Xin-Li; Zhang, Ke-Cun
2009-09-01
This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.
Vilanova, Pedro
2016-01-07
In this work, we present an extension of the forward-reverse representation introduced in Simulation of forward-reverse stochastic representations for conditional diffusions , a 2014 paper by Bayer and Schoenmakers to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization algorithm to the phase I output. By selecting a set of over-dispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.
Directory of Open Access Journals (Sweden)
Junlong Zhu
2017-01-01
Full Text Available We consider a distributed constrained optimization problem over a time-varying network, where each agent only knows its own cost functions and its constraint set. However, the local constraint set may not be known in advance or consists of huge number of components in some applications. To deal with such cases, we propose a distributed stochastic subgradient algorithm over time-varying networks, where the estimate of each agent projects onto its constraint set by using random projection technique and the implement of information exchange between agents by employing asynchronous broadcast communication protocol. We show that our proposed algorithm is convergent with probability 1 by choosing suitable learning rate. For constant learning rate, we obtain an error bound, which is defined as the expected distance between the estimates of agent and the optimal solution. We also establish an asymptotic upper bound between the global objective function value at the average of the estimates and the optimal value.
Qin, Xiaosheng; Huang, Guohe; Liu, Lei
2010-01-01
A genetic-algorithm-aided stochastic optimization (GASO) model was developed in this study for supporting regional air quality management under uncertainty. The model incorporated genetic algorithm (GA) and Monte Carlo simulation techniques into a general stochastic chance-constrained programming (CCP) framework and allowed uncertainties in simulation and optimization model parameters to be considered explicitly in the design of least-cost strategies. GA was used to seek the optimal solution of the management model by progressively evaluating the performances of individual solutions. Monte Carlo simulation was used to check the feasibility of each solution. A management problem in terms of regional air pollution control was studied to demonstrate the applicability of the proposed method. Results of the case study indicated the proposed model could effectively communicate uncertainties into the optimization process and generate solutions that contained a spectrum of potential air pollutant treatment options with risk and cost information. Decision alternatives could be obtained by analyzing tradeoffs between the overall pollutant treatment cost and the system-failure risk due to inherent uncertainties.
International Nuclear Information System (INIS)
Xie Shaofei; Xiang Bingren; Deng Haishan; Xiang Suyun; Lu Jun
2007-01-01
Based on the theory of stochastic resonance, an improved stochastic resonance algorithm with a new criterion for optimizing system parameters to enhance signal-to-noise ratio (SNR) of HPLC/UV chromatographic signal for trace analysis was presented in this study. Compared with the conventional criterion in stochastic resonance, the proposed one can ensure satisfactory SNR as well as good peak shape of chromatographic peak in output signal. Application of the criterion to experimental weak signals of HPLC/UV was investigated and the results showed an excellent quantitative relationship between different concentrations and responses
Tibetan Firefly Luciferase with Low Temperature Adaptation.
Mitani, Yasuo; Futahashi, Ryo; Liu, Zichao; Liang, Xingcai; Ohmiya, Yoshihiro
2017-03-01
Fireflies are widespread all over the world and a numerous numbers of luciferases have been isolated and characterized. In this study, we identified and characterized the luciferase and luciferase-like genes from a Tibetan firefly collected in Shangri-La, China. The altitude of this area is more than 3300 m. We saw this Tibetan firefly flying with strong luminescence after sunset at ~10°C. We analyzed the transcriptome of Tibetan firefly using head, thorax, abdomen (without light organ), and light organ tissue by RNA sequencing. We identified one luciferase gene, which was almost identical to luciferase from fireflies Pyrocoelia species, and expressed specifically in the light organ. Interestingly, the optimal temperature of the Tibetan firefly recombinant luciferase was 10°C. The K m for D-luciferin and ATP of the recombinant luciferase was 23 and 154 μm, respectively. The optimal pH was around 7.0-7.5. The emission peak was 556 nm at pH 8.0, while it shifted to 606 nm at pH 6.0. We also found a luciferase-like gene with 43% identical amino acids to the Tibetan firefly luciferase, which was scarcely expressed in any portion of the adult body. No luciferase activity was detected for this luciferase-like protein. © 2016 The American Society of Photobiology.
Bayer, Christian
2016-02-20
© 2016 Taylor & Francis Group, LLC. ABSTRACT: In this work, we present an extension of the forward–reverse representation introduced by Bayer and Schoenmakers (Annals of Applied Probability, 24(5):1994–2032, 2014) to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, that is, SRNs conditional on their values in the extremes of given time intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the expectation-maximization algorithm to the phase I output. By selecting a set of overdispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.
Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.
Energy Technology Data Exchange (ETDEWEB)
Preston, Leiph [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-09-01
Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fraction of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.
A new stochastic algorithm for inversion of dust aerosol size distribution
Wang, Li; Li, Feng; Yang, Ma-ying
2015-08-01
Dust aerosol size distribution is an important source of information about atmospheric aerosols, and it can be determined from multiwavelength extinction measurements. This paper describes a stochastic inverse technique based on artificial bee colony (ABC) algorithm to invert the dust aerosol size distribution by light extinction method. The direct problems for the size distribution of water drop and dust particle, which are the main elements of atmospheric aerosols, are solved by the Mie theory and the Lambert-Beer Law in multispectral region. And then, the parameters of three widely used functions, i.e. the log normal distribution (L-N), the Junge distribution (J-J), and the normal distribution (N-N), which can provide the most useful representation of aerosol size distributions, are inversed by the ABC algorithm in the dependent model. Numerical results show that the ABC algorithm can be successfully applied to recover the aerosol size distribution with high feasibility and reliability even in the presence of random noise.
Bucur, Doina
2017-01-01
A genetic algorithm with stochastic macro mutation operators which merge, split, move, reverse and align DNA contigs on a scaffold is shown to accurately and consistently assemble raw DNA reads from an accurately sequenced single-read library into a contiguous genome. A candidate solution is a
An efficient algorithm for the stochastic simulation of the hybridization of DNA to microarrays
Directory of Open Access Journals (Sweden)
Laurenzi Ian J
2009-12-01
Full Text Available Abstract Background Although oligonucleotide microarray technology is ubiquitous in genomic research, reproducibility and standardization of expression measurements still concern many researchers. Cross-hybridization between microarray probes and non-target ssDNA has been implicated as a primary factor in sensitivity and selectivity loss. Since hybridization is a chemical process, it may be modeled at a population-level using a combination of material balance equations and thermodynamics. However, the hybridization reaction network may be exceptionally large for commercial arrays, which often possess at least one reporter per transcript. Quantification of the kinetics and equilibrium of exceptionally large chemical systems of this type is numerically infeasible with customary approaches. Results In this paper, we present a robust and computationally efficient algorithm for the simulation of hybridization processes underlying microarray assays. Our method may be utilized to identify the extent to which nucleic acid targets (e.g. cDNA will cross-hybridize with probes, and by extension, characterize probe robustnessusing the information specified by MAGE-TAB. Using this algorithm, we characterize cross-hybridization in a modified commercial microarray assay. Conclusions By integrating stochastic simulation with thermodynamic prediction tools for DNA hybridization, one may robustly and rapidly characterize of the selectivity of a proposed microarray design at the probe and "system" levels. Our code is available at http://www.laurenzi.net.
Energy Technology Data Exchange (ETDEWEB)
Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhou, Xinyang [University of Colorado; Liu, Zhiyuan [University of Colorado; Chen, Lijun [University of Colorado
2017-10-03
This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together with pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.
Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows
Srivastav, R. K.; Srinivasan, K.; Sudheer, K.
2009-05-01
bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.
A multi-phase algorithm for a joint lot-sizing and pricing problem with stochastic demands
DEFF Research Database (Denmark)
Jenny Li, Hongyan; Thorstenson, Anders
2014-01-01
to a practically viable approach to decision-making. In addition to incorporating market uncertainty and pricing decisions in the traditional production and inventory planning process, our approach also accommodates the complexity of time-varying cost and capacity constraints. Finally, our numerical results show......Stochastic lot-sizing problems have been addressed quite extensively, but relatively few studies also consider marketing factors, such as pricing. In this paper, we address a joint stochastic lot-sizing and pricing problem with capacity constraints and backlogging for a ﬁrm that produces a single...... that the multi-phase heuristic algorithm solves the example problems effectively....
Feng, Yen-Yi; Wu, I-Chin; Chen, Tzu-Li
2017-03-01
The number of emergency cases or emergency room visits rapidly increases annually, thus leading to an imbalance in supply and demand and to the long-term overcrowding of hospital emergency departments (EDs). However, current solutions to increase medical resources and improve the handling of patient needs are either impractical or infeasible in the Taiwanese environment. Therefore, EDs must optimize resource allocation given limited medical resources to minimize the average length of stay of patients and medical resource waste costs. This study constructs a multi-objective mathematical model for medical resource allocation in EDs in accordance with emergency flow or procedure. The proposed mathematical model is complex and difficult to solve because its performance value is stochastic; furthermore, the model considers both objectives simultaneously. Thus, this study develops a multi-objective simulation optimization algorithm by integrating a non-dominated sorting genetic algorithm II (NSGA II) with multi-objective computing budget allocation (MOCBA) to address the challenges of multi-objective medical resource allocation. NSGA II is used to investigate plausible solutions for medical resource allocation, and MOCBA identifies effective sets of feasible Pareto (non-dominated) medical resource allocation solutions in addition to effectively allocating simulation or computation budgets. The discrete event simulation model of ED flow is inspired by a Taiwan hospital case and is constructed to estimate the expected performance values of each medical allocation solution as obtained through NSGA II. Finally, computational experiments are performed to verify the effectiveness and performance of the integrated NSGA II and MOCBA method, as well as to derive non-dominated medical resource allocation solutions from the algorithms.
Directory of Open Access Journals (Sweden)
Liu Yang
2017-01-01
Full Text Available We construct a new two-stage stochastic model of supply chain with multiple factories and distributors for perishable product. By introducing a second-order stochastic dominance (SSD constraint, we can describe the preference consistency of the risk taker while minimizing the expected cost of company. To solve this problem, we convert it into a one-stage stochastic model equivalently; then we use sample average approximation (SAA method to approximate the expected values of the underlying random functions. A smoothing approach is proposed with which we can get the global solution and avoid introducing new variables and constraints. Meanwhile, we investigate the convergence of an optimal value from solving the transformed model and show that, with probability approaching one at exponential rate, the optimal value converges to its counterpart as the sample size increases. Numerical results show the effectiveness of the proposed algorithm and analysis.
Barthel, Thomas; De Bacco, Caterina; Franz, Silvio
2018-01-01
We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.
An Efficient Meta Heuristic Algorithm to Solve Economic Load Dispatch Problems
Directory of Open Access Journals (Sweden)
R Subramanian
2013-12-01
Full Text Available The Economic Load Dispatch (ELD problems in power generation systems are to reduce the fuel cost by reducing the total cost for the generation of electric power. This paper presents an efficient Modified Firefly Algorithm (MFA, for solving ELD Problem. The main objective of the problems is to minimize the total fuel cost of the generating units having quadratic cost functions subjected to limits on generator true power output and transmission losses. The MFA is a stochastic, Meta heuristic approach based on the idealized behaviour of the flashing characteristics of fireflies. This paper presents an application of MFA to ELD for six generator test case system. MFA is applied to ELD problem and compared its solution quality and computation efficiency to Genetic algorithm (GA, Differential Evolution (DE, Particle swarm optimization (PSO, Artificial Bee Colony optimization (ABC, Biogeography-Based Optimization (BBO, Bacterial Foraging optimization (BFO, Firefly Algorithm (FA techniques. The simulation result shows that the proposed algorithm outperforms previous optimization methods.
Yan, S.; Lin, H. C.; Jiang, X. Y.
2012-04-01
In this study the authors employ network flow techniques to construct a systematic model that helps ready mixed concrete carriers effectively plan production and truck dispatching schedules under stochastic travel times. The model is formulated as a mixed integer network flow problem with side constraints. Problem decomposition and relaxation techniques, coupled with the CPLEX mathematical programming solver, are employed to develop an algorithm that is capable of efficiently solving the problems. A simulation-based evaluation method is also proposed to evaluate the model, coupled with a deterministic model, and the method currently used in actual operations. Finally, a case study is performed using real operating data from a Taiwan RMC firm. The test results show that the system operating cost obtained using the stochastic model is a significant improvement over that obtained using the deterministic model or the manual approach. Consequently, the model and the solution algorithm could be useful for actual operations.
Energy Technology Data Exchange (ETDEWEB)
Volkov, M V; Garanin, S G; Dolgopolov, Yu V; Kopalkin, A V; Kulikov, S M; Sinyavin, D N; Starikov, F A; Sukharev, S A; Tyutin, S V; Khokhlov, S V; Chaparin, D A [Russian Federal Nuclear Center ' All-Russian Research Institute of Experimental Physics' , Sarov, Nizhnii Novgorod region (Russian Federation)
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)
Glick, Meir; Rayan, Anwar; Goldblum, Amiram
2002-01-01
The problem of global optimization is pivotal in a variety of scientific fields. Here, we present a robust stochastic search method that is able to find the global minimum for a given cost function, as well as, in most cases, any number of best solutions for very large combinatorial “explosive” systems. The algorithm iteratively eliminates variable values that contribute consistently to the highest end of a cost function's spectrum of values for the full system. Values that have not been eliminated are retained for a full, exhaustive search, allowing the creation of an ordered population of best solutions, which includes the global minimum. We demonstrate the ability of the algorithm to explore the conformational space of side chains in eight proteins, with 54 to 263 residues, to reproduce a population of their low energy conformations. The 1,000 lowest energy solutions are identical in the stochastic (with two different seed numbers) and full, exhaustive searches for six of eight proteins. The others retain the lowest 141 and 213 (of 1,000) conformations, depending on the seed number, and the maximal difference between stochastic and exhaustive is only about 0.15 Kcal/mol. The energy gap between the lowest and highest of the 1,000 low-energy conformers in eight proteins is between 0.55 and 3.64 Kcal/mol. This algorithm offers real opportunities for solving problems of high complexity in structural biology and in other fields of science and technology. PMID:11792838
Pan, Indranil; Das, Saptarshi; Gupta, Amitava
2011-01-01
An optimal PID and an optimal fuzzy PID have been tuned by minimizing the Integral of Time multiplied Absolute Error (ITAE) and squared controller output for a networked control system (NCS). The tuning is attempted for a higher order and a time delay system using two stochastic algorithms viz. the Genetic Algorithm (GA) and two variants of Particle Swarm Optimization (PSO) and the closed loop performances are compared. The paper shows that random variation in network delay can be handled efficiently with fuzzy logic based PID controllers over conventional PID controllers. Copyright © 2010 ISA. Published by Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Yeh, W.-C.
2004-01-01
A MP/minimal cutset (MC) is a path/cut set such that if any edge is removed from this path/cut set, then the remaining set is no longer a path/cut set. An intuitive method is proposed to evaluate the reliability in terms of MCs in a stochastic-flow network subject to both edge and node failures under the condition that all of the MCs are given in advance. This is an extension of the best of known algorithms for solving the d-MC (a special MC but formatted in a system-state vector, where d is the lower bound points of the system capacity level) problem from the stochastic-flow network without unreliable nodes to with unreliable nodes by introducing some simple concepts. These concepts were first developed in the literature to implement the proposed algorithm to reduce the number of d-MC candidates. This method is more efficient than the best of known existing algorithms regardless if the network has or does not have unreliable nodes. Two examples are illustrated to show how the reliability is determined using the proposed algorithm in the network with or without unreliable nodes. The computational complexity of the proposed algorithm is analyzed and compared with the existing methods
First lasing, capabilities, and flexibilities of FIREFLY
Energy Technology Data Exchange (ETDEWEB)
Berryman, K.W.; Smith, T.I. [Stanford Univ., CA (United States)
1995-12-31
FIREFLY is a free electron law that was designed to produce picosecond pulses of light in the range between 15 and 100 microns. It uses an inexpensive electromagnetic wiggler and variable outcoupling to provide maximum flexibility for user experiments. FIREFLY first lased on November 23, 1994, and has now operated from 15 to 65 microns. It has lased in both a traditional undulator configuration and as an optical klystron, and has also lased on the third harmonic between 9 and 11microns. We present measurements, of optical spectral width and pulse width at a range of wavelengths in both configurations. We also compare direct measurements of electron beam extraction, efficiency with observed optical power for fundamental, third harmonic, arid optical klystron operation. We discuss wavelength switching between adjacent peaks in the gain spectrum of an optical klystron, observed for the first time in FIREFLY. Finally, we focus on issues relevant to experimentation with FIREFLY, including continuously variable outcoupling, optical mode quality, and beam handling in the far-infrared.
First lasing, capabilities, and flexibilities of FIREFLY
International Nuclear Information System (INIS)
Berryman, K.W.; Smith, T.I.
1995-01-01
FIREFLY is a free electron law that was designed to produce picosecond pulses of light in the range between 15 and 100 microns. It uses an inexpensive electromagnetic wiggler and variable outcoupling to provide maximum flexibility for user experiments. FIREFLY first lased on November 23, 1994, and has now operated from 15 to 65 microns. It has lased in both a traditional undulator configuration and as an optical klystron, and has also lased on the third harmonic between 9 and 11microns. We present measurements, of optical spectral width and pulse width at a range of wavelengths in both configurations. We also compare direct measurements of electron beam extraction, efficiency with observed optical power for fundamental, third harmonic, arid optical klystron operation. We discuss wavelength switching between adjacent peaks in the gain spectrum of an optical klystron, observed for the first time in FIREFLY. Finally, we focus on issues relevant to experimentation with FIREFLY, including continuously variable outcoupling, optical mode quality, and beam handling in the far-infrared
Directory of Open Access Journals (Sweden)
Mark D McDonnell
2013-05-01
Full Text Available The release of neurotransmitter vesicles after arrival of a pre-synaptic action potential at cortical synapses is known to be a stochastic process, as is the availability of vesicles for release. These processes are known to also depend on the recent history of action-potential arrivals, and this can be described in terms of time-varying probabilities of vesicle release. Mathematical models of such synaptic dynamics frequently are based only on the mean number of vesicles released by each pre-synaptic action potential, since if it is assumed there are sufficiently many vesicle sites, then variance is small. However, it has been shown recently that variance across sites can be significant for neuron and network dynamics, and this suggests the potential importance of studying short-term plasticity using simulations that do generate trial-to-trial variability. Therefore, in this paper we study several well-known conceptual models for stochastic availability and release. We state explicitly the random variables that these models describe and propose efficient algorithms for accurately implementing stochastic simulations of these random variables in software or hardware. Our results are complemented by mathematical analysis and statement of pseudo-code algorithms.
A scalable community detection algorithm for large graphs using stochastic block models
Peng, Chengbin
2017-11-24
Community detection in graphs is widely used in social and biological networks, and the stochastic block model is a powerful probabilistic tool for describing graphs with community structures. However, in the era of
A scalable community detection algorithm for large graphs using stochastic block models
Peng, Chengbin; Zhang, Zhihua; Wong, Ka-Chun; Zhang, Xiangliang; Keyes, David E.
2017-01-01
Community detection in graphs is widely used in social and biological networks, and the stochastic block model is a powerful probabilistic tool for describing graphs with community structures. However, in the era of
International Nuclear Information System (INIS)
Braumann, Andreas; Kraft, Markus; Wagner, Wolfgang
2010-01-01
This paper is concerned with computational aspects of a multidimensional population balance model of a wet granulation process. Wet granulation is a manufacturing method to form composite particles, granules, from small particles and binders. A detailed numerical study of a stochastic particle algorithm for the solution of a five-dimensional population balance model for wet granulation is presented. Each particle consists of two types of solids (containing pores) and of external and internal liquid (located in the pores). Several transformations of particles are considered, including coalescence, compaction and breakage. A convergence study is performed with respect to the parameter that determines the number of numerical particles. Averaged properties of the system are computed. In addition, the ensemble is subdivided into practically relevant size classes and analysed with respect to the amount of mass and the particle porosity in each class. These results illustrate the importance of the multidimensional approach. Finally, the kinetic equation corresponding to the stochastic model is discussed.
Tavakkoli-Moghaddam, Reza; Alinaghian, Mehdi; Salamat-Bakhsh, Alireza; Norouzi, Narges
2012-05-01
A vehicle routing problem is a significant problem that has attracted great attention from researchers in recent years. The main objectives of the vehicle routing problem are to minimize the traveled distance, total traveling time, number of vehicles and cost function of transportation. Reducing these variables leads to decreasing the total cost and increasing the driver's satisfaction level. On the other hand, this satisfaction, which will decrease by increasing the service time, is considered as an important logistic problem for a company. The stochastic time dominated by a probability variable leads to variation of the service time, while it is ignored in classical routing problems. This paper investigates the problem of the increasing service time by using the stochastic time for each tour such that the total traveling time of the vehicles is limited to a specific limit based on a defined probability. Since exact solutions of the vehicle routing problem that belong to the category of NP-hard problems are not practical in a large scale, a hybrid algorithm based on simulated annealing with genetic operators was proposed to obtain an efficient solution with reasonable computational cost and time. Finally, for some small cases, the related results of the proposed algorithm were compared with results obtained by the Lingo 8 software. The obtained results indicate the efficiency of the proposed hybrid simulated annealing algorithm.
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available We define a special case for the vehicle routing problem with stochastic demands (SC-VRPSD where customer demands are normally distributed. We propose a new linear model for computing the expected length of a tour in SC-VRPSD. The proposed model is based on the integration of the “Traveling Salesman Problem” (TSP and the Assignment Problem. For large-scale problems, we also use an Iterated Local Search (ILS algorithm in order to reach an effective solution.
Vilanova, Pedro
2016-01-01
reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ
Two Algorithms for Learning the Parameters of Stochastic Context-Free Grammars
National Research Council Canada - National Science Library
Heeringa, Brent; Oates, Tim
2001-01-01
.... Most algorithms for learning them require storage and repeated processing of a sentence corpus. The memory and computational demands of such algorithms are illsuited for embedded agents such as a mobile robot...
Directory of Open Access Journals (Sweden)
Viet Tra
2017-12-01
Full Text Available This paper presents a novel method for diagnosing incipient bearing defects under variable operating speeds using convolutional neural networks (CNNs trained via the stochastic diagonal Levenberg-Marquardt (S-DLM algorithm. The CNNs utilize the spectral energy maps (SEMs of the acoustic emission (AE signals as inputs and automatically learn the optimal features, which yield the best discriminative models for diagnosing incipient bearing defects under variable operating speeds. The SEMs are two-dimensional maps that show the distribution of energy across different bands of the AE spectrum. It is hypothesized that the variation of a bearing’s speed would not alter the overall shape of the AE spectrum rather, it may only scale and translate it. Thus, at different speeds, the same defect would yield SEMs that are scaled and shifted versions of each other. This hypothesis is confirmed by the experimental results, where CNNs trained using the S-DLM algorithm yield significantly better diagnostic performance under variable operating speeds compared to existing methods. In this work, the performance of different training algorithms is also evaluated to select the best training algorithm for the CNNs. The proposed method is used to diagnose both single and compound defects at six different operating speeds.
Nature-inspired optimization algorithms
Yang, Xin-She
2014-01-01
Nature-Inspired Optimization Algorithms provides a systematic introduction to all major nature-inspired algorithms for optimization. The book's unified approach, balancing algorithm introduction, theoretical background and practical implementation, complements extensive literature with well-chosen case studies to illustrate how these algorithms work. Topics include particle swarm optimization, ant and bee algorithms, simulated annealing, cuckoo search, firefly algorithm, bat algorithm, flower algorithm, harmony search, algorithm analysis, constraint handling, hybrid methods, parameter tuning
Firefly, Firefly: First Grade Students Learn, Talk, and Write about Light
Mesa, Jennifer; Sorensen, Kirsten
2016-01-01
Inspired by a song to be sung by her daughter's first-grade class in an upcoming musical, a parent volunteer teacher used fireflies as the focus of a science lesson to build on the children's interest and experiences. She developed a 5E lesson (Bybee et al. 2006) using the backwards-design approach (Wiggins and McTighe 2005) to ensure meaningful…
Parasuraman, Ramviyas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel
2014-01-01
The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide red...
International Nuclear Information System (INIS)
Bouzid, M.; Benkherouf, H.; Benzadi, K.
2011-01-01
In this paper, we propose a stochastic joint source-channel scheme developed for efficient and robust encoding of spectral speech LSF parameters. The encoding system, named LSF-SSCOVQ-RC, is an LSF encoding scheme based on a reduced complexity stochastic split vector quantizer optimized for noisy channel. For transmissions over noisy channel, we will show first that our LSF-SSCOVQ-RC encoder outperforms the conventional LSF encoder designed by the split vector quantizer. After that, we applied the LSF-SSCOVQ-RC encoder (with weighted distance) for the robust encoding of LSF parameters of the 2.4 Kbits/s MELP speech coder operating over a noisy/noiseless channel. The simulation results will show that the proposed LSF encoder, incorporated in the MELP, ensure better performances than the original MELP MSVQ of 25 bits/frame; especially when the transmission channel is highly disturbed. Indeed, we will show that the LSF-SSCOVQ-RC yields significant improvement to the LSFs encoding performances by ensuring reliable transmissions over noisy channel.
Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel
2014-01-01
The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions. PMID:25615734
Directory of Open Access Journals (Sweden)
Ramviyas Parasuraman
2014-12-01
Full Text Available The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS. When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities, there is a possibility that some electronic components may fail randomly (due to radiation effects, which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Energy Technology Data Exchange (ETDEWEB)
Dulikravich, George S.; Sikka, Vinod K.; Muralidharan, G.
2006-06-01
The goal of this project was to adapt and use an advanced semi-stochastic algorithm for constrained multiobjective optimization and combine it with experimental testing and verification to determine optimum concentrations of alloying elements in heat-resistant and corrosion-resistant H-series stainless steel alloys that will simultaneously maximize a number of alloy's mechanical and corrosion properties.
Atanassov, E.; Dimitrov, D.; Gurov, T.
2015-10-01
The recent developments in the area of high-performance computing are driven not only by the desire for ever higher performance but also by the rising costs of electricity. The use of various types of accelerators like GPUs, Intel Xeon Phi has become mainstream and many algorithms and applications have been ported to make use of them where available. In Financial Mathematics the question of optimal use of computational resources should also take into account the limitations on space, because in many use cases the servers are deployed close to the exchanges. In this work we evaluate various algorithms for option pricing that we have implemented for different target architectures in terms of their energy and space efficiency. Since it has been established that low-discrepancy sequences may be better than pseudorandom numbers for these types of algorithms, we also test the Sobol and Halton sequences. We present the raw results, the computed metrics and conclusions from our tests.
Energy Technology Data Exchange (ETDEWEB)
Atanassov, E.; Dimitrov, D., E-mail: d.slavov@bas.bg, E-mail: emanouil@parallel.bas.bg, E-mail: gurov@bas.bg; Gurov, T. [Institute of Information and Communication Technologies, BAS, Acad. G. Bonchev str., bl. 25A, 1113 Sofia (Bulgaria)
2015-10-28
The recent developments in the area of high-performance computing are driven not only by the desire for ever higher performance but also by the rising costs of electricity. The use of various types of accelerators like GPUs, Intel Xeon Phi has become mainstream and many algorithms and applications have been ported to make use of them where available. In Financial Mathematics the question of optimal use of computational resources should also take into account the limitations on space, because in many use cases the servers are deployed close to the exchanges. In this work we evaluate various algorithms for option pricing that we have implemented for different target architectures in terms of their energy and space efficiency. Since it has been established that low-discrepancy sequences may be better than pseudorandom numbers for these types of algorithms, we also test the Sobol and Halton sequences. We present the raw results, the computed metrics and conclusions from our tests.
Directory of Open Access Journals (Sweden)
Maxim Ioan
2009-05-01
Full Text Available In our paper we build a reccurence from generalized Garman equation and discretization of 3-dimensional domain. From reccurence we build an algorithm for computing values of an option based on time, momentan volatility of support and value of support on a
Ivanova, Violeta M.; Sousa, Rita; Murrihy, Brian; Einstein, Herbert H.
2014-06-01
This paper presents results from research conducted at MIT during 2010-2012 on modeling of natural rock fracture systems with the GEOFRAC three-dimensional stochastic model. Following a background summary of discrete fracture network models and a brief introduction of GEOFRAC, the paper provides a thorough description of the newly developed mathematical and computer algorithms for fracture intensity, aperture, and intersection representation, which have been implemented in MATLAB. The new methods optimize, in particular, the representation of fracture intensity in terms of cumulative fracture area per unit volume, P32, via the Poisson-Voronoi Tessellation of planes into polygonal fracture shapes. In addition, fracture apertures now can be represented probabilistically or deterministically whereas the newly implemented intersection algorithms allow for computing discrete pathways of interconnected fractures. In conclusion, results from a statistical parametric study, which was conducted with the enhanced GEOFRAC model and the new MATLAB-based Monte Carlo simulation program FRACSIM, demonstrate how fracture intensity, size, and orientations influence fracture connectivity.
International Nuclear Information System (INIS)
Franke, B.C.; Kensek, R.P.; Prinja, A.K.
2013-01-01
Stochastic-media simulations require numerous boundary crossings. We consider two Monte Carlo electron transport approaches and evaluate accuracy with numerous material boundaries. In the condensed-history method, approximations are made based on infinite-medium solutions for multiple scattering over some track length. Typically, further approximations are employed for material-boundary crossings where infinite-medium solutions become invalid. We have previously explored an alternative 'condensed transport' formulation, a Generalized Boltzmann-Fokker-Planck (GBFP) method, which requires no special boundary treatment but instead uses approximations to the electron-scattering cross sections. Some limited capabilities for analog transport and a GBFP method have been implemented in the Integrated Tiger Series (ITS) codes. Improvements have been made to the condensed history algorithm. The performance of the ITS condensed-history and condensed-transport algorithms are assessed for material-boundary crossings. These assessments are made both by introducing artificial material boundaries and by comparison to analog Monte Carlo simulations. (authors)
Willigenburg, van L.G.; Koning, de W.L.
2013-01-01
Two different descriptions are used in the literature to formulate the optimal dynamic output feedback control problem for linear dynamical systems with white stochastic parameters and quadratic criteria, called the optimal compensation problem. One describes the matrix valued white stochastic
Multi-site Stochastic Simulation of Daily Streamflow with Markov Chain and KNN Algorithm
Mathai, J.; Mujumdar, P.
2017-12-01
A key focus of this study is to develop a method which is physically consistent with the hydrologic processes that can capture short-term characteristics of daily hydrograph as well as the correlation of streamflow in temporal and spatial domains. In complex water resource systems, flow fluctuations at small time intervals require that discretisation be done at small time scales such as daily scales. Also, simultaneous generation of synthetic flows at different sites in the same basin are required. We propose a method to equip water managers with a streamflow generator within a stochastic streamflow simulation framework. The motivation for the proposed method is to generate sequences that extend beyond the variability represented in the historical record of streamflow time series. The method has two steps: In step 1, daily flow is generated independently at each station by a two-state Markov chain, with rising limb increments randomly sampled from a Gamma distribution and the falling limb modelled as exponential recession and in step 2, the streamflow generated in step 1 is input to a nonparametric K-nearest neighbor (KNN) time series bootstrap resampler. The KNN model, being data driven, does not require assumptions on the dependence structure of the time series. A major limitation of KNN based streamflow generators is that they do not produce new values, but merely reshuffle the historical data to generate realistic streamflow sequences. However, daily flow generated using the Markov chain approach is capable of generating a rich variety of streamflow sequences. Furthermore, the rising and falling limbs of daily hydrograph represent different physical processes, and hence they need to be modelled individually. Thus, our method combines the strengths of the two approaches. We show the utility of the method and improvement over the traditional KNN by simulating daily streamflow sequences at 7 locations in the Godavari River basin in India.
Robust Algorithms for Detecting a Change in a Stochastic Process with Infinite Memory
1988-03-01
breakdown point and the additional assumption of 0-mixing on the nominal meas- influence function . The structure of the optimal algorithm ures. Then Huber’s...are i.i.d. sequences of Gaus- For the breakdown point and the influence function sian random variables, with identical variance o2 . Let we will use...algebraic sign for i=0,1. Here z will be chosen such = f nthat it leads to worst case or earliest breakdown. i (14) Next, the influence function measures
A multispin algorithm for the Kob-Andersen stochastic dynamics on regular lattices
Boccagna, Roberto
2017-07-01
The aim of the paper is to propose an algorithm based on the Multispin Coding technique for the Kob-Andersen glassy dynamics. We first give motivations to speed up the numerical simulation in the context of spin glass models [M. Mezard, G. Parisi, M. Virasoro, Spin Glass Theory and Beyond (World Scientific, Singapore, 1987)]; after defining the Markovian dynamics as in [W. Kob, H.C. Andersen, Phys. Rev. E 48, 4364 (1993)] as well as the related interesting observables, we extend it to the more general framework of random regular graphs, listing at the same time some known analytical results [C. Toninelli, G. Biroli, D.S. Fisher, J. Stat. Phys. 120, 167 (2005)]. The purpose of this work is a dual one; firstly, we describe how bitwise operators can be used to build up the algorithm by carefully exploiting the way data are stored on a computer. Since it was first introduced [M. Creutz, L. Jacobs, C. Rebbi, Phys. Rev. D 20, 1915 (1979); C. Rebbi, R.H. Swendsen, Phys. Rev. D 21, 4094 (1980)], this technique has been widely used to perform Monte Carlo simulations for Ising and Potts spin systems; however, it can be successfully adapted to more complex systems in which microscopic parameters may assume boolean values. Secondly, we introduce a random graph in which a characteristic parameter allows to tune the possible transition point. A consistent part is devoted to listing the numerical results obtained by running numerical simulations.
Firefly as a novel swarm intelligence variable selection method in spectroscopy.
Goodarzi, Mohammad; dos Santos Coelho, Leandro
2014-12-10
A critical step in multivariate calibration is wavelength selection, which is used to build models with better prediction performance when applied to spectral data. Up to now, many feature selection techniques have been developed. Among all different types of feature selection techniques, those based on swarm intelligence optimization methodologies are more interesting since they are usually simulated based on animal and insect life behavior to, e.g., find the shortest path between a food source and their nests. This decision is made by a crowd, leading to a more robust model with less falling in local minima during the optimization cycle. This paper represents a novel feature selection approach to the selection of spectroscopic data, leading to more robust calibration models. The performance of the firefly algorithm, a swarm intelligence paradigm, was evaluated and compared with genetic algorithm and particle swarm optimization. All three techniques were coupled with partial least squares (PLS) and applied to three spectroscopic data sets. They demonstrate improved prediction results in comparison to when only a PLS model was built using all wavelengths. Results show that firefly algorithm as a novel swarm paradigm leads to a lower number of selected wavelengths while the prediction performance of built PLS stays the same. Copyright © 2014. Published by Elsevier B.V.
Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
Chkifa, Abdellah
2012-11-29
The numerical approximation of parametric partial differential equations is a computational challenge, in particular when the number of involved parameter is large. This paper considers a model class of second order, linear, parametric, elliptic PDEs on a bounded domain D with diffusion coefficients depending on the parameters in an affine manner. For such models, it was shown in [9, 10] that under very weak assumptions on the diffusion coefficients, the entire family of solutions to such equations can be simultaneously approximated in the Hilbert space V = H0 1(D) by multivariate sparse polynomials in the parameter vector y with a controlled number N of terms. The convergence rate in terms of N does not depend on the number of parameters in V, which may be arbitrarily large or countably infinite, thereby breaking the curse of dimensionality. However, these approximation results do not describe the concrete construction of these polynomial expansions, and should therefore rather be viewed as benchmark for the convergence analysis of numerical methods. The present paper presents an adaptive numerical algorithm for constructing a sequence of sparse polynomials that is proved to converge toward the solution with the optimal benchmark rate. Numerical experiments are presented in large parameter dimension, which confirm the effectiveness of the adaptive approach. © 2012 EDP Sciences, SMAI.
Stochastic optimization of GeantV code by use of genetic algorithms
Amadio, G.; Apostolakis, J.; Bandieramonte, M.; Behera, S. P.; Brun, R.; Canal, P.; Carminati, F.; Cosmo, G.; Duhem, L.; Elvira, D.; Folger, G.; Gheata, A.; Gheata, M.; Goulas, I.; Hariri, F.; Jun, S. Y.; Konstantinov, D.; Kumawat, H.; Ivantchenko, V.; Lima, G.; Nikitina, T.; Novak, M.; Pokorski, W.; Ribon, A.; Seghal, R.; Shadura, O.; Vallecorsa, S.; Wenzel, S.
2017-10-01
GeantV is a complex system based on the interaction of different modules needed for detector simulation, which include transport of particles in fields, physics models simulating their interactions with matter and a geometrical modeler library for describing the detector and locating the particles and computing the path length to the current volume boundary. The GeantV project is recasting the classical simulation approach to get maximum benefit from SIMD/MIMD computational architectures and highly massive parallel systems. This involves finding the appropriate balance between several aspects influencing computational performance (floating-point performance, usage of off-chip memory bandwidth, specification of cache hierarchy, etc.) and handling a large number of program parameters that have to be optimized to achieve the best simulation throughput. This optimization task can be treated as a black-box optimization problem, which requires searching the optimum set of parameters using only point-wise function evaluations. The goal of this study is to provide a mechanism for optimizing complex systems (high energy physics particle transport simulations) with the help of genetic algorithms and evolution strategies as tuning procedures for massive parallel simulations. One of the described approaches is based on introducing a specific multivariate analysis operator that could be used in case of resource expensive or time consuming evaluations of fitness functions, in order to speed-up the convergence of the black-box optimization problem.
Liu Yang; Yao Xiong; Xiao-jiao Tong
2017-01-01
We construct a new two-stage stochastic model of supply chain with multiple factories and distributors for perishable product. By introducing a second-order stochastic dominance (SSD) constraint, we can describe the preference consistency of the risk taker while minimizing the expected cost of company. To solve this problem, we convert it into a one-stage stochastic model equivalently; then we use sample average approximation (SAA) method to approximate the expected values of the underlying r...
Xiang, Suyun; Wang, Wei; Xiang, Bingren; Deng, Haishan; Xie, Shaofei
2007-05-01
The periodic modulation-based stochastic resonance algorithm (PSRA) was used to amplify and detect the weak liquid chromatography-mass spectrometry (LC-MS) signal of granisetron in plasma. In the algorithm, the stochastic resonance (SR) was achieved by introducing an external periodic force to the nonlinear system. The optimization of parameters was carried out in two steps to give attention to both the signal-to-noise ratio (S/N) and the peak shape of output signal. By applying PSRA with the optimized parameters, the signal-to-noise ratio of LC-MS peak was enhanced significantly and distorted peak shape that often appeared in the traditional stochastic resonance algorithm was corrected by the added periodic force. Using the signals enhanced by PSRA, this method extended the limit of detection (LOD) and limit of quantification (LOQ) of granisetron in plasma from 0.05 and 0.2 ng/mL, respectively, to 0.01 and 0.02 ng/mL, and exhibited good linearity, accuracy and precision, which ensure accurate determination of the target analyte.
Oba, Yuichi; Yoshida, Naoki; Kanie, Shusei; Ojika, Makoto; Inouye, Satoshi
2013-01-01
Bioluminescence in fireflies and click beetles is produced by a luciferase-luciferin reaction. The luminescence property and protein structure of firefly luciferase have been investigated, and its cDNA has been used for various assay systems. The chemical structure of firefly luciferin was identified as the D-form in 1963 and studies on the biosynthesis of firefly luciferin began early in the 1970's. Incorporation experiments using (14)C-labeled compounds were performed, and cysteine and benzoquinone/hydroquinone were proposed to be biosynthetic component for firefly luciferin. However, there have been no clear conclusions regarding the biosynthetic components of firefly luciferin over 30 years. Incorporation studies were performed by injecting stable isotope-labeled compounds, including L-[U-(13)C3]-cysteine, L-[1-(13)C]-cysteine, L-[3-(13)C]-cysteine, 1,4-[D6]-hydroquinone, and p-[2,3,5,6-D]-benzoquinone, into the adult lantern of the living Japanese firefly Luciola lateralis. After extracting firefly luciferin from the lantern, the incorporation of stable isotope-labeled compounds into firefly luciferin was identified by LC/ESI-TOF-MS. The positions of the stable isotope atoms in firefly luciferin were determined by the mass fragmentation of firefly luciferin. We demonstrated for the first time that D- and L-firefly luciferins are biosynthesized in the lantern of the adult firefly from two L-cysteine molecules with p-benzoquinone/1,4-hydroquinone, accompanied by the decarboxylation of L-cysteine.
Urselmann, Maren; Emmerich, Michael T. M.; Till, Jochen; Sand, Guido; Engell, Sebastian
2007-07-01
Engineering optimization often deals with large, mixed-integer search spaces with a rigid structure due to the presence of a large number of constraints. Metaheuristics, such as evolutionary algorithms (EAs), are frequently suggested as solution algorithms in such cases. In order to exploit the full potential of these algorithms, it is important to choose an adequate representation of the search space and to integrate expert-knowledge into the stochastic search operators, without adding unnecessary bias to the search. Moreover, hybridisation with mathematical programming techniques such as mixed-integer programming (MIP) based on a problem decomposition can be considered for improving algorithmic performance. In order to design problem-specific EAs it is desirable to have a set of design guidelines that specify properties of search operators and representations. Recently, a set of guidelines has been proposed that gives rise to so-called Metric-based EAs (MBEAs). Extended by the minimal moves mutation they allow for a generalization of EA with self-adaptive mutation strength in discrete search spaces. In this article, a problem-specific EA for process engineering task is designed, following the MBEA guidelines and minimal moves mutation. On the background of the application, the usefulness of the design framework is discussed, and further extensions and corrections proposed. As a case-study, a two-stage stochastic programming problem in chemical batch process scheduling is considered. The algorithm design problem can be viewed as the choice of a hierarchical decision structure, where on different layers of the decision process symmetries and similarities can be exploited for the design of minimal moves. After a discussion of the design approach and its instantiation for the case-study, the resulting problem-specific EA/MIP is compared to a straightforward application of a canonical EA/MIP and to a monolithic mathematical programming algorithm. In view of the
Helaers, Raphaël; Milinkovitch, Michel C
2010-07-15
The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high
Directory of Open Access Journals (Sweden)
Milinkovitch Michel C
2010-07-01
Full Text Available Abstract Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood, including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these
International Nuclear Information System (INIS)
Bornapour, Mosayeb; Hooshmand, Rahmat-Allah; Khodabakhshian, Amin; Parastegari, Moein
2017-01-01
Highlights: • Stochastic model is proposed for coordinated scheduling of renewable energy sources. • The effect of combined heat and power is considered. • Uncertainties of wind speed, solar radiation and electricity market price are considered. • Profit maximization, emission and AENS minimization are considered as objective functions. • Modified firefly algorithm is employed to solve the problem. - Abstract: Nowadays the operation of renewable energy sources and combined heat and power (CHP) units is increased in micro grids; therefore, to reach optimal performance, optimal scheduling of these units is required. In this regard, in this paper a micro grid consisting of proton exchange membrane fuel cell-combined heat and power (PEMFC-CHP), wind turbines (WT) and photovoltaic (PV) units, is modeled to determine the optimal scheduling state of these units by considering uncertain behavior of renewable energy resources. For this purpose, a scenario-based method is used for modeling the uncertainties of electrical market price, the wind speed, and solar irradiance. It should be noted that the hydrogen storage strategy is also applied in this study for PEMFC-CHP units. Market profit, total emission production, and average energy not supplied (AENS) are the objective functions considered in this paper simultaneously. Consideration of the above-mentioned objective functions converts the proposed problem to a mixed integer nonlinear programming. To solve this problem, a multi-objective firefly algorithm is used. The uncertainties of parameters convert the mixed integer nonlinear programming problem to a stochastic mixed integer nonlinear programming problem. Moreover, optimal coordinated scheduling of renewable energy resources and thermal units in micro-grids improve the value of the objective functions. Simulation results obtained from a modified 33-bus distributed network as a micro grid illustrates the effectiveness of the proposed method.
International Nuclear Information System (INIS)
Pandey, Anil Kumar; Saroha, Kartik; Patel, C.D.; Bal, C.S.; Kumar, Rakesh
2016-01-01
Administration of diuretics increases the urine output to clear radioactive urine from kidneys and bladder. Hence post-diuretic pelvic PET/CT scan enhances the probability of detection of abdomino-pelvic tumor. However, it causes discomfort in patients and has some side effects also. Application of supra threshold stochastic resonance (SSR) image processing algorithm on Pre-diuretic PET/CT scan may also increase the probability of detection of these tumors. Amount of noise and threshold are two variable parameters that effect the final image quality. This study was conducted to investigate the effect of these two variable parameters on the detection of abdomen-pelvic tumor
Genome size of 14 species of fireflies (Insecta, Coleoptera, Lampyridae
Directory of Open Access Journals (Sweden)
Gui-Chun Liu
2017-11-01
Full Text Available Eukaryotic genome size data are important both as the basis for comparative research into genome evolution and as estimators of the cost and difficulty of genome sequencing programs for non-model organisms. In this study, the genome size of 14 species of fireflies (Lampyridae (two genera in Lampyrinae, three genera in Luciolinae, and one genus in subfamily incertae sedis were estimated by propidium iodide (PI-based flow cytometry. The haploid genome sizes of Lampyridae ranged from 0.42 to 1.31 pg, a 3.1-fold span. Genome sizes of the fireflies varied within the tested subfamilies and genera. Lamprigera and Pyrocoelia species had large and small genome sizes, respectively. No correlation was found between genome size and morphological traits such as body length, body width, eye width, and antennal length. Our data provide additional information on genome size estimation of the firefly family Lampyridae. Furthermore, this study will help clarify the cost and difficulty of genome sequencing programs for non-model organisms and will help promote studies on firefly genome evolution.
He, Xiaojun; Ma, Haotong; Luo, Chuanxin
2016-10-01
The optical multi-aperture imaging system is an effective way to magnify the aperture and increase the resolution of telescope optical system, the difficulty of which lies in detecting and correcting of co-phase error. This paper presents a method based on stochastic parallel gradient decent algorithm (SPGD) to correct the co-phase error. Compared with the current method, SPGD method can avoid detecting the co-phase error. This paper analyzed the influence of piston error and tilt error on image quality based on double-aperture imaging system, introduced the basic principle of SPGD algorithm, and discuss the influence of SPGD algorithm's key parameters (the gain coefficient and the disturbance amplitude) on error control performance. The results show that SPGD can efficiently correct the co-phase error. The convergence speed of the SPGD algorithm is improved with the increase of gain coefficient and disturbance amplitude, but the stability of the algorithm reduced. The adaptive gain coefficient can solve this problem appropriately. This paper's results can provide the theoretical reference for the co-phase error correction of the multi-aperture imaging system.
Indian Academy of Sciences (India)
polynomial) division have been found in Vedic Mathematics which are dated much before Euclid's algorithm. A programming language Is used to describe an algorithm for execution on a computer. An algorithm expressed using a programming.
International Nuclear Information System (INIS)
Bornapour, Mosayeb; Hooshmand, Rahmat-Allah; Khodabakhshian, Amin; Parastegari, Moein
2017-01-01
Highlights: •Stochastic model is proposed for coordinated scheduling of renewable energy sources. •The effect of combined heat and power is considered. •Hydrogen storage is considered for fuel cells. •Maximizing profits of micro grid is considered as objective function. •Considering the uncertainties of problem lead to profit increasing. -- Abstract: Nowadays, renewable energy sources and combined heat and power units are extremely used in micro grids, so it is necessary to schedule these units to improve the performance of the system. In this regard, a stochastic model is proposed in this paper to schedule proton exchange membrane fuel cell-combined heat and power, wind turbines, and photovoltaic units coordinately in a micro grid while considering hydrogen storage. Hydrogen storage strategy is considered for the operation of proton exchange membrane fuel cell-combined heat and power units. To consider stochastic generation of renewable energy source units in this paper, a scenario-based method is used. In this method, the uncertainties of electrical market price, the wind speed, and solar irradiance are considered. This stochastic scheduling problem is a mixed integer- nonlinear programming which considers the proposed objective function and variables of coordinated scheduling of PEMFC-CHP, wind turbines and photovoltaic units. It also considers hydrogen storage strategy and converts it to a mixed integer nonlinear problem. In this study a modified firefly algorithm is used to solve the problem. This method is examined on modified 33-bus distributed network as a MG for its performance.
Synthesis of Thinned Concentric Circular Antenna Arrays Using Modified TLBO Algorithm
Directory of Open Access Journals (Sweden)
Zailei Luo
2015-01-01
Full Text Available Teaching-learning-based optimization (TLBO algorithm is a new kind of stochastic metaheuristic algorithm which has been proven effective and powerful in many engineering optimization problems. This paper describes the application of a modified version of TLBO algorithm, MTLBO, for synthesis of thinned concentric circular antenna arrays (CCAAs. The MTLBO is adjusted for CCAA design according to the geometry arrangement of antenna elements. CCAAs with uniform interelement spacing fixed at half wavelength have been considered for thinning using MTLBO algorithm. For practical purpose, this paper demonstrated SLL reduction of thinned CCAAs in the whole regular and extended space other than the phi = 0° plane alone. The uniformly and nonuniformly excited CCAAs have been discussed, respectively, during the simulation process. The proposed MTLBO is very easy to be implemented and requires fewer algorithm specified parameters, which is suitable for concentric circular antenna array synthesis. Numerical results clearly show the superiority of MTLBO algorithm in finding optimum solutions compared to particle swarm optimization algorithm and firefly algorithm.
Excited-State Dynamics of Oxyluciferin in Firefly Luciferase
Snellenburg, Joris J.
2016-11-23
The color variations of light emitted by some natural and mutant luciferases are normally attributed to collective factors referred to as microenvironment effects; however, the exact nature of these interactions between the emitting molecule (oxyluciferin) and the active site remains elusive. Although model studies of noncomplexed oxyluciferin and its variants have greatly advanced the understanding of its photochemistry, extrapolation of the conclusions to the real system requires assumptions about the polarity and proticity of the active site. To decipher the intricate excited-state dynamics, global and target analysis is performed here for the first time on the steady-state and time-resolved spectra of firefly oxyluciferin complexed with luciferase from the Japanese firefly (Luciola cruciata). The experimental steady-state and time resolved luminescence spectra of the oxyluciferin/luciferase complex in solution are compared with the broadband time-resolved firefly bioluminescence recorded in vivo. The results demonstrate that de-excitation of the luminophore results in a complex cascade of photoinduced proton transfer processes and can be interpreted by the pH dependence of the emitted light. It is confirmed that proton transfer is the central event in the spectrochemistry of this system for which any assignment of the pH dependent emission to a single chemical species would be an oversimplification.
Excited-State Dynamics of Oxyluciferin in Firefly Luciferase
Snellenburg, Joris J.; Laptenok, Sergey P.; DeSa, Richard J.; Naumov, Pance; Solntsev, Kyril M.
2016-01-01
The color variations of light emitted by some natural and mutant luciferases are normally attributed to collective factors referred to as microenvironment effects; however, the exact nature of these interactions between the emitting molecule (oxyluciferin) and the active site remains elusive. Although model studies of noncomplexed oxyluciferin and its variants have greatly advanced the understanding of its photochemistry, extrapolation of the conclusions to the real system requires assumptions about the polarity and proticity of the active site. To decipher the intricate excited-state dynamics, global and target analysis is performed here for the first time on the steady-state and time-resolved spectra of firefly oxyluciferin complexed with luciferase from the Japanese firefly (Luciola cruciata). The experimental steady-state and time resolved luminescence spectra of the oxyluciferin/luciferase complex in solution are compared with the broadband time-resolved firefly bioluminescence recorded in vivo. The results demonstrate that de-excitation of the luminophore results in a complex cascade of photoinduced proton transfer processes and can be interpreted by the pH dependence of the emitted light. It is confirmed that proton transfer is the central event in the spectrochemistry of this system for which any assignment of the pH dependent emission to a single chemical species would be an oversimplification.
Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu
2016-03-01
The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.
Mino, H
2007-01-01
To estimate the parameters, the impulse response (IR) functions of some linear time-invariant systems generating intensity processes, in Shot-Noise-Driven Doubly Stochastic Poisson Process (SND-DSPP) in which multivariate presynaptic spike trains and postsynaptic spike trains can be assumed to be modeled by the SND-DSPPs. An explicit formula for estimating the IR functions from observations of multivariate input processes of the linear systems and the corresponding counting process (output process) is derived utilizing the expectation maximization (EM) algorithm. The validity of the estimation formula was verified through Monte Carlo simulations in which two presynaptic spike trains and one postsynaptic spike train were assumed to be observable. The IR functions estimated on the basis of the proposed identification method were close to the true IR functions. The proposed method will play an important role in identifying the input-output relationship of pre- and postsynaptic neural spike trains in practical situations.
Directory of Open Access Journals (Sweden)
Bailing Liu
2015-01-01
Full Text Available Facility location, inventory control, and vehicle routes scheduling are three key issues to be settled in the design of logistics system for e-commerce. Due to the online shopping features of e-commerce, customer returns are becoming much more than traditional commerce. This paper studies a three-phase supply chain distribution system consisting of one supplier, a set of retailers, and a single type of product with continuous review (Q, r inventory policy. We formulate a stochastic location-inventory-routing problem (LIRP model with no quality defects returns. To solve the NP-hand problem, a pseudo-parallel genetic algorithm integrating simulated annealing (PPGASA is proposed. The computational results show that PPGASA outperforms GA on optimal solution, computing time, and computing stability.
Indian Academy of Sciences (India)
to as 'divide-and-conquer'. Although there has been a large effort in realizing efficient algorithms, there are not many universally accepted algorithm design paradigms. In this article, we illustrate algorithm design techniques such as balancing, greedy strategy, dynamic programming strategy, and backtracking or traversal of ...
Building Twilight "Light Sensors" to Study the Effects of Light Pollution on Fireflies
Thancharoen, Anchana; Branham, Marc A.; Lloyd, James E.
2008-01-01
Light pollution negatively affects many nocturnal organisms. We outline two experiments that can be conducted by students to examine the effects of light pollution on firefly behavior. Inexpensive electronic light sensors, which are easy to construct and calibrate, are used to sample light levels along transects in spaces where fireflies are…
Roslan, Norzeana; Sulaiman, Norela
2015-09-01
This study was conducted to study the firefly species found in Tasik Chini, the soil factors that suitable for larval development fireflies flashes, and the sociological aspects of the community's availability to engage in firefly ecotourism. This was achieved through firefly sampling, soil analysis, abiotic data collection and by questionnaire surveys from local community perceptions and knowledge on fireflies and ecotourism. Fireflies sampling were conducted from December 2011 to January 2013 at Kampung Melai and Kampung Cenahan. Three non-synchronize fireflies genus were found, namely Colophotia sp., Pygoluciola sp., and Pyrocoelia sp. A total of 25 questionnaires were given to four groups of respondents consisting orang asli (5 respondents), boat operator (2 respondents), resort workers (5 respondents) and FELDA residents (13 respondents). The questionnaires were analysed using Rasch Winstep Software based on Rasch Measurement Model. Results of the survey indicated that the local community was not ready for ecotourism in their area. Meanwhile, the soil pH was very acidic and the heavy metals concentration was high, which is not good for the development of firefly larvae. In conclusion, Tasik Chini was not having the potential for ecotourism. Despite the fact, improvement of soils with soil remediation methods can be apply for enhancing larvae development and having more awareness campaign of ecotourism to local community.
Didari, Azadeh; Pinar Mengüç, M.
2017-08-01
Advances in nanotechnology and nanophotonics are inextricably linked with the need for reliable computational algorithms to be adapted as design tools for the development of new concepts in energy harvesting, radiative cooling, nanolithography and nano-scale manufacturing, among others. In this paper, we provide an outline for such a computational tool, named NF-RT-FDTD, to determine the near-field radiative transfer between structured surfaces using Finite Difference Time Domain method. NF-RT-FDTD is a direct and non-stochastic algorithm, which accounts for the statistical nature of the thermal radiation and is easily applicable to any arbitrary geometry at thermal equilibrium. We present a review of the fundamental relations for far- and near-field radiative transfer between different geometries with nano-scale surface and volumetric features and gaps, and then we discuss the details of the NF-RT-FDTD formulation, its application to sample geometries and outline its future expansion to more complex geometries. In addition, we briefly discuss some of the recent numerical works for direct and indirect calculations of near-field thermal radiation transfer, including Scattering Matrix method, Finite Difference Time Domain method (FDTD), Wiener Chaos Expansion, Fluctuating Surface Current (FSC), Fluctuating Volume Current (FVC) and Thermal Discrete Dipole Approximations (TDDA).
Directory of Open Access Journals (Sweden)
Yuying Wang
2017-11-01
Full Text Available This paper presents an energy management strategy for plug-in hybrid electric vehicles (PHEVs that not only tries to minimize the energy consumption, but also considers the battery health. First, a battery model that can be applied to energy management optimization is given. In this model, battery health damage can be estimated in the different states of charge (SOC and temperature of the battery pack. Then, because of the inevitability that limiting the battery health degradation will increase energy consumption, a Pareto energy management optimization problem is formed. This multi-objective optimal control problem is solved numerically by using stochastic dynamic programming (SDP and particle swarm optimization (PSO for satisfying the vehicle power demand and considering the tradeoff between energy consumption and battery health at the same time. The optimization solution is obtained offline by utilizing real historical traffic data and formed as mappings on the system operating states so as to implement online in the actual driving conditions. Finally, the simulation results carried out on the GT-SUITE-based PHEV test platform are illustrated to demonstrate that the proposed multi-objective optimal control strategy would effectively yield benefits.
Directory of Open Access Journals (Sweden)
Rui Zhang
2013-01-01
Full Text Available We consider a parallel machine scheduling problem with random processing/setup times and adjustable production rates. The objective functions to be minimized consist of two parts; the first part is related with the due date performance (i.e., the tardiness of the jobs, while the second part is related with the setting of machine speeds. Therefore, the decision variables include both the production schedule (sequences of jobs and the production rate of each machine. The optimization process, however, is significantly complicated by the stochastic factors in the manufacturing system. To address the difficulty, a simulation-based three-stage optimization framework is presented in this paper for high-quality robust solutions to the integrated scheduling problem. The first stage (crude optimization is featured by the ordinal optimization theory, the second stage (finer optimization is implemented with a metaheuristic called differential evolution, and the third stage (fine-tuning is characterized by a perturbation-based local search. Finally, computational experiments are conducted to verify the effectiveness of the proposed approach. Sensitivity analysis and practical implications are also discussed.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Indian Academy of Sciences (India)
ticians but also forms the foundation of computer science. Two ... with methods of developing algorithms for solving a variety of problems but ... applications of computers in science and engineer- ... numerical calculus are as important. We will ...
Rached, Nadhir B.
2014-01-06
A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.
Rached, Nadhir B.; Hoel, Haakon; Tempone, Raul
2014-01-01
A new hybrid adaptive MC forward Euler algorithm for SDEs with singular coefficients and non-smooth observables is developed. This adaptive method is based on the derivation of a new error expansion with computable leading order terms. When a non-smooth binary payoff is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the multilevel Monte Carlo (MLMC) forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case, it recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs, see [2]. The difficulty to extend Giles’ Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.
Energy Technology Data Exchange (ETDEWEB)
Mehrotra, Sanjay [Northwestern Univ., Evanston, IL (United States)
2016-09-07
The support from this grant resulted in seven published papers and a technical report. Two papers are published in SIAM J. on Optimization [87, 88]; two papers are published in IEEE Transactions on Power Systems [77, 78]; one paper is published in Smart Grid [79]; one paper is published in Computational Optimization and Applications [44] and one in INFORMS J. on Computing [67]). The works in [44, 67, 87, 88] were funded primarily by this DOE grant. The applied papers in [77, 78, 79] were also supported through a subcontract from the Argonne National Lab. We start by presenting our main research results on the scenario generation problem in Sections 1–2. We present our algorithmic results on interior point methods for convex optimization problems in Section 3. We describe a new ‘central’ cutting surface algorithm developed for solving large scale convex programming problems (as is the case with our proposed research) with semi-infinite number of constraints in Section 4. In Sections 5–6 we present our work on two application problems of interest to DOE.
Perancangan Sistem Penjadwalan Mesin Hybrid Flow Shop dengan Algoritma Levyflight Discrete Firefly
Directory of Open Access Journals (Sweden)
Andrew Verrayo Limas
2014-12-01
Full Text Available The main issues that have been encountered in PT Surya Toto Indonesia is companies do not know how to measure the performance of the production process so as the utilization of resources that will be used isn’t yet to be known with efficiently. The purpose of this case studies is creating a better production processes by proposing a better and systematic scheduling information system. An Object Oriented Analysis and Design method is used to determine system’s requirements and design of the system architecture. Metaheuristic methods such as Discrete algorithms Levy-flight Firefly is used to improve the performance of the Hybrid Flow Shop machine scheduling become more better. Indicators that are used to determine the performance of the scheduling is makespan and lateness. Results from this algorithm is makespan value of 305.27 hours with lateness value of 10.92 which determine that there is no delays in scheduling. Scheduling information system was designed three primary capabilities, which are integrated data management, inventory management and a systematic and accurate scheduling system.
Absorption spectrum of the firefly luciferin anion isolated in vacuo.
Støchkel, Kristian; Milne, Bruce F; Brøndsted Nielsen, Steen
2011-03-24
The excited-state physics of the firefly luciferin anion depends on its chemical environment, and it is therefore important to establish the intrinsic behavior of the bare ion. Here we report electronic absorption spectra of the anion isolated in vacuo obtained at an electrostatic ion storage ring and an accelerator mass spectrometer where ionic dissociation is monitored on a long time scale (from 33 μs and up to 3 ms) and on a short time scale (0-3 μs), respectively. In the ring experiment the yield of all neutrals (mainly CO(2)) as a function of wavelength was measured whereas in the single pass experiment, the abundance of daughter ions formed after loss of CO(2) was recorded to provide action spectra. We find maxima at 535 and 265 nm, and that the band shape is largely determined by the sampling time interval, which is due to the kinetics of the dissociation process. Calculations at the TD-B3LYP/TZVPP++ level predict maximum absorption at 533 and 275 nm for the carboxylate isomer in excellent agreement with the experimental findings. The phenolate isomer lies higher in energy by 0.22 eV, and also its absorption maximum is calculated to be at 463 nm, which is far away from the experimental value. Our data serve to benchmark future theoretical models for bioluminescence from fireflies.
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
Rached, Nadhir B.
2013-12-01
The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well behaved problems, that is the amount of computational work to solve the problem, is O(TOL-3). A new hybrid adaptive Monte Carlo forward Euler algorithm for SDEs with non-smooth coefficients and low regular observables is developed in this thesis. This adaptive method is based on the derivation of a new error expansion with computable leading-order terms. The basic idea of the new expansion is the use of a mixture of prior information to determine the weight functions and posterior information to compute the local error. In a number of numerical examples the superior efficiency of the hybrid adaptive algorithm over the standard uniform time stepping technique is verified. When a non-smooth binary payoff with either GBM or drift singularity type of SDEs is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the MLMC forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case with the same type of Itô SDEs, the hybrid adaptive MLMC forward Euler recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs. The difficulty to extend Giles\\' Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.
Numerical Simulation of the Heston Model under Stochastic Correlation
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Long Teng
2017-12-01
Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.
Directory of Open Access Journals (Sweden)
Leonardo Bottolo
Full Text Available Genome-wide association studies (GWAS yielded significant advances in defining the genetic architecture of complex traits and disease. Still, a major hurdle of GWAS is narrowing down multiple genetic associations to a few causal variants for functional studies. This becomes critical in multi-phenotype GWAS where detection and interpretability of complex SNP(s-trait(s associations are complicated by complex Linkage Disequilibrium patterns between SNPs and correlation between traits. Here we propose a computationally efficient algorithm (GUESS to explore complex genetic-association models and maximize genetic variant detection. We integrated our algorithm with a new Bayesian strategy for multi-phenotype analysis to identify the specific contribution of each SNP to different trait combinations and study genetic regulation of lipid metabolism in the Gutenberg Health Study (GHS. Despite the relatively small size of GHS (n = 3,175, when compared with the largest published meta-GWAS (n > 100,000, GUESS recovered most of the major associations and was better at refining multi-trait associations than alternative methods. Amongst the new findings provided by GUESS, we revealed a strong association of SORT1 with TG-APOB and LIPC with TG-HDL phenotypic groups, which were overlooked in the larger meta-GWAS and not revealed by competing approaches, associations that we replicated in two independent cohorts. Moreover, we demonstrated the increased power of GUESS over alternative multi-phenotype approaches, both Bayesian and non-Bayesian, in a simulation study that mimics real-case scenarios. We showed that our parallel implementation based on Graphics Processing Units outperforms alternative multi-phenotype methods. Beyond multivariate modelling of multi-phenotypes, our Bayesian model employs a flexible hierarchical prior structure for genetic effects that adapts to any correlation structure of the predictors and increases the power to identify
Indian Academy of Sciences (India)
algorithm design technique called 'divide-and-conquer'. One of ... Turtle graphics, September. 1996. 5. ... whole list named 'PO' is a pointer to the first element of the list; ..... Program for computing matrices X and Y and placing the result in C *).
Indian Academy of Sciences (India)
algorithm that it is implicitly understood that we know how to generate the next natural ..... Explicit comparisons are made in line (1) where maximum and minimum is ... It can be shown that the function T(n) = 3/2n -2 is the solution to the above ...
Directory of Open Access Journals (Sweden)
Sara Nakhjirkan
2017-09-01
in green supply chain. Vehicle routing between distribution centres and customers has been considered in the model. Establishment place of distribution centres among potential places is determined by the model. The distributors use continuous review policy (r, Q to control the inventory. The proposed model object is to find an optimal supply chain with minimum costs. To validate the proposed model and measure its compliance with real world problems, GAMS IDE/Cplex has been used. In order to measure the efficiency of the proposed model in large scale problems, a genetic algorithm has been used. The results confirm the efficiency of the proposed model as a practical tool for decision makers to solve location-inventory-routing problems in green supply chain. The proposed GA could reduce the solving time by 85% while reaching on the average 97% of optimal solution compared with exact method.
Indian Academy of Sciences (India)
will become clear in the next article when we discuss a simple logo like programming language. ... Rod B may be used as an auxiliary store. The problem is to find an algorithm which performs this task. ... No disks are moved from A to Busing C as auxiliary rod. • move _disk (A, C);. (No + l)th disk is moved from A to C directly ...
Effect of very high magnetic field on the optical properties of firefly light emitter oxyluciferin
Energy Technology Data Exchange (ETDEWEB)
Zhou, Weihang; Nakamura, Daisuke [Institute for Solid State Physics, University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8581 (Japan); Wang, Yu [Institute for Solid State Physics, University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8581 (Japan); State Key Laboratory of Molecular Developmental Biology, Institute of Genetics and Developmental Biology, Chinese Academy of Sciences (China); Mochizuki, Toshimitsu [Institute for Solid State Physics, University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8581 (Japan); Fukushima Renewable Energy Institute, National Institute of Advanced Industrial Science and Technology, 2-2-9 Machiike-dai, Koriyama, Fukushima 963-0215 (Japan); Akiyama, Hidefumi [Institute for Solid State Physics, University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8581 (Japan); Takeyama, Shojiro, E-mail: takeyama@issp.u-tokyo.ac.jp [Institute for Solid State Physics, University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8581 (Japan)
2015-09-15
Magnetic field effect on enzymatic reactions is under intensive study in the past decades. Recently, it was reported that firefly bioluminescence was suppressed and red-shifted significantly when exposed to external magnetic field. However in this work, by means of selective excitation, we confirmed that emission properties of firefly light emitter “oxyluciferin” are completely immune to external magnetic field of up to 53 T. These findings pose strong contrast to existing relevant results. Potential reasons for the discrepancies found and the underlying physics towards the understanding of firefly bioluminescence were discussed. - Highlights: • Effect of ultra-high magnetic field on the optical properties of firefly light emitter oxyluciferin was reported. • Emission properties of oxyluciferin were confirmed to be immune to external high magnetic fields up to 53 T. • .Potential reasons for the discrepancies between our results and previous reports and the underlying physics were discussed.
Ebrahimi, Mehdi; Hosseinkhani, Saman; Heydari, Akbar; Khavari-Nejad, Ramazan Ali; Akbari, Jafar
2012-10-01
Firefly luciferase catalyzes production of light from luciferin in the presence of Mg(2+)-ATP and oxygen. This enzyme has wide range of applications in biotechnology and development of biosensors. The low thermal stability of wild-type firefly luciferase is a limiting factor in most applications. Improvements in activity and stability of few enzymes in the presence of ionic liquids were shown in many reports. In this study, kinetic and thermal stability of firefly luciferase from Photinus pyralis in the presence of three tetramethylguanidine-based ionic liquids was investigated. The enzyme has shown improved activity in the presence of [1, 1, 3, 3-tetramethylguanidine][acetate], but in the presence of [TMG][trichloroacetate] and [TMG][triflouroacetate] activity, it decreased or unchanged significantly. Among these ionic liquids, only [TMG][Ac] has increased the thermal stability of luciferase. Incubation of [TMG][Ac] with firefly luciferase brought about with decrease of K(m) for ATP.
Oba, Yuichi; Ojika, Makoto; Inouye, Satoshi
2004-03-31
This is the first identification of a long-chain fatty acyl-CoA synthetase in Drosophila by enzymatic characterization. The gene product of CG6178 (CG6178) in Drosophila melanogaster genome, which has a high sequence similarity to firefly luciferase, has been expressed and characterized. CG6178 showed long-chain fatty acyl-CoA synthetic activity in the presence of ATP, CoA and Mg(2+), suggesting a fatty acyl adenylate is an intermediate. Recently, it was revealed that firefly luciferase has two catalytic functions, monooxygenase (luciferase) and AMP-mediated CoA ligase (fatty acyl-CoA synthetase). However, unlike firefly luciferase, CG6178 did not show luminescence activity in the presence of firefly luciferin, ATP, CoA and Mg(2+). The enzymatic properties of CG6178 including substrate specificity, pH dependency and optimal temperature were close to those of firefly luciferase and rat fatty acyl-CoA synthetase. Further, phylogenic analyses strongly suggest that the firefly luciferase gene may have evolved from a fatty acyl-CoA synthetase gene as a common ancestral gene.
Kanie, Shusei; Nishikawa, Toshio; Ojika, Makoto; Oba, Yuichi
2016-04-21
Firefly luciferin, the substrate for the bioluminescence reaction of luminous beetles, possesses a benzothiazole ring, which is rare in nature. Here, we demonstrate a novel one-pot reaction to give firefly luciferin in a neutral buffer from p-benzoquinone and cysteine without any synthetic reagents or enzymes. The formation of firefly luciferin was low in yield in various neutral buffers, whereas it was inhibited or completely prevented in acidic or basic buffers, in organic solvents, or under a nitrogen atmosphere. Labelling analysis of the firefly luciferin using stable isotopic cysteines showed that the benzothiazole ring was formed via the decarboxylation and carbon-sulfur bond rearrangement of cysteine. These findings imply that the biosynthesis of firefly luciferin can be developed/evolved from the non-enzymatic production of firefly luciferin using common primary biosynthetic units, p-benzoquinone and cysteine.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
FireFly: reconfigurable optical wireless networking data centers
Kavehrad, Mohsen; Deng, Peng; Gupta, H.; Longtin, J.; Das, S. R.; Sekar, V.
2017-01-01
We explore a novel, free-space optics based approach for building data center interconnects. Data centers (DCs) are a critical piece of today's networked applications in both private and public sectors. The key factors that have driven this trend are economies of scale, reduced management costs, better utilization of hardware via statistical multiplexing, and the ability to elastically scale applications in response to changing workload patterns. A robust DC network fabric is fundamental to the success of DCs and to ensure that the network does not become a bottleneck for high-performance applications. In this context, DC network design must satisfy several goals: high performance (e.g., high throughput and low latency), low equipment and management cost, robustness to dynamic traffic patterns, incremental expandability to add new servers or racks, and other practical concerns such as cabling complexity, and power and cooling costs. Current DC network architectures do not seem to provide a satisfactory solution, with respect to the above requirements. In particular, traditional static (wired) networks are either overprovisioned or oversubscribed. Recent works have tried to overcome the above limitations by augmenting a static (wired) "core" with some flexible links (RF-wireless or optical). These augmented architectures show promise, but offer only incremental improvement in performance. Specifically, RFwireless based augmented solutions also offer only limited performance improvement, due to inherent interference and range constraints of RF links. This paper explores an alternative design point—a fully flexible and all-wireless DC interrack network based on free-space optical (FSO) links. We call this FireFly as in; Free-space optical Inter-Rack nEtwork with high FLexibilitY. We will present our designs and tests using various configurations that can help the performance and reliability of the FSO links.
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Fastest Rates for Stochastic Mirror Descent Methods
Hanzely, Filip
2018-03-20
Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.
Fastest Rates for Stochastic Mirror Descent Methods
Hanzely, Filip; Richtarik, Peter
2018-01-01
Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In this work we are taking ideas from well studied field of stochastic convex optimization and using them in order to obtain faster algorithms for minimizing relatively smooth functions. We propose and analyze two new algorithms: Relative Randomized Coordinate Descent (relRCD) and Relative Stochastic Gradient Descent (relSGD), both generalizing famous algorithms in the standard smooth setting. The methods we propose can be in fact seen as a particular instances of stochastic mirror descent algorithms. One of them, relRCD corresponds to the first stochastic variant of mirror descent algorithm with linear convergence rate.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
Stanger-Hall, Kathrin F; Lloyd, James E
2015-03-01
Animal communication is an intriguing topic in evolutionary biology. In this comprehensive study of visual signal evolution, we used a phylogenetic approach to study the evolution of the flash communication system of North American fireflies. The North American firefly genus Photinus contains 35 described species with simple ON-OFF visual signals, and information on habitat types, sympatric congeners, and predators. This makes them an ideal study system to test hypotheses on the evolution of male and female visual signal traits. Our analysis of 34 Photinus species suggests two temporal pattern generators: one for flash duration and one for flash intervals. Reproductive character displacement was a main factor for signal divergence in male flash duration among sympatric Photinus species. Male flash pattern intervals (i.e., the duration of the dark periods between signals) were positively correlated with the number of sympatric Photuris fireflies, which include predators of Photinus. Females of different Photinus species differ in their response preferences to male traits. As in other communication systems, firefly male sexual signals seem to be a compromise between optimizing mating success (sexual selection) and minimizing predation risk (natural selection). An integrative model for Photinus signal evolution is proposed. © 2015 The Author(s).
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Opposition-Based Adaptive Fireworks Algorithm
Directory of Open Access Journals (Sweden)
Chibing Gong
2016-07-01
Full Text Available A fireworks algorithm (FWA is a recent swarm intelligence algorithm that is inspired by observing fireworks explosions. An adaptive fireworks algorithm (AFWA proposes additional adaptive amplitudes to improve the performance of the enhanced fireworks algorithm (EFWA. The purpose of this paper is to add opposition-based learning (OBL to AFWA with the goal of further boosting performance and achieving global optimization. Twelve benchmark functions are tested in use of an opposition-based adaptive fireworks algorithm (OAFWA. The final results conclude that OAFWA significantly outperformed EFWA and AFWA in terms of solution accuracy. Additionally, OAFWA was compared with a bat algorithm (BA, differential evolution (DE, self-adapting control parameters in differential evolution (jDE, a firefly algorithm (FA, and a standard particle swarm optimization 2011 (SPSO2011 algorithm. The research results indicate that OAFWA ranks the highest of the six algorithms for both solution accuracy and runtime cost.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Modelling and application of stochastic processes
1986-01-01
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
Cheon, Sooyoung; Liang, Faming
2009-01-01
in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method
Time-ordered product expansions for computational stochastic system biology
International Nuclear Information System (INIS)
Mjolsness, Eric
2013-01-01
The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie’s stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems. (paper)
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
River flow simulation using a multilayer perceptron-firefly algorithm model
Darbandi, Sabereh; Pourhosseini, Fatemeh Akhoni
2018-06-01
River flow estimation using records of past time series is importance in water resources engineering and management and is required in hydrologic studies. In the past two decades, the approaches based on the artificial neural networks (ANN) were developed. River flow modeling is a non-linear process and highly affected by the inputs to the modeling. In this study, the best input combination of the models was identified using the Gamma test then MLP-ANN and hybrid multilayer perceptron (MLP-FFA) is used to forecast monthly river flow for a set of time intervals using observed data. The measurements from three gauge at Ajichay watershed, East Azerbaijani, were used to train and test the models approach for the period from January 2004 to July 2016. Calibration and validation were performed within the same period for MLP-ANN and MLP-FFA models after the preparation of the required data. Statistics, the root mean square error and determination coefficient, are used to verify outputs from MLP-ANN to MLP-FFA models. The results show that MLP-FFA model is satisfactory for monthly river flow simulation in study area.
Firefly: A HOT camera core for thermal imagers with enhanced functionality
Pillans, Luke; Harmer, Jack; Edwards, Tim
2015-06-01
Raising the operating temperature of mercury cadmium telluride infrared detectors from 80K to above 160K creates new applications for high performance infrared imagers by vastly reducing the size, weight and power consumption of the integrated cryogenic cooler. Realizing the benefits of Higher Operating Temperature (HOT) requires a new kind of infrared camera core with the flexibility to address emerging applications in handheld, weapon mounted and UAV markets. This paper discusses the Firefly core developed to address these needs by Selex ES in Southampton UK. Firefly represents a fundamental redesign of the infrared signal chain reducing power consumption and providing compatibility with low cost, low power Commercial Off-The-Shelf (COTS) computing technology. This paper describes key innovations in this signal chain: a ROIC purpose built to minimize power consumption in the proximity electronics, GPU based image processing of infrared video, and a software customisable infrared core which can communicate wirelessly with other Battlespace systems.
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
FIREFLY (Fitting IteRativEly For Likelihood analYsis): a full spectral fitting code
Wilkinson, David M.; Maraston, Claudia; Goddard, Daniel; Thomas, Daniel; Parikh, Taniya
2017-12-01
We present a new spectral fitting code, FIREFLY, for deriving the stellar population properties of stellar systems. FIREFLY is a chi-squared minimization fitting code that fits combinations of single-burst stellar population models to spectroscopic data, following an iterative best-fitting process controlled by the Bayesian information criterion. No priors are applied, rather all solutions within a statistical cut are retained with their weight. Moreover, no additive or multiplicative polynomials are employed to adjust the spectral shape. This fitting freedom is envisaged in order to map out the effect of intrinsic spectral energy distribution degeneracies, such as age, metallicity, dust reddening on galaxy properties, and to quantify the effect of varying input model components on such properties. Dust attenuation is included using a new procedure, which was tested on Integral Field Spectroscopic data in a previous paper. The fitting method is extensively tested with a comprehensive suite of mock galaxies, real galaxies from the Sloan Digital Sky Survey and Milky Way globular clusters. We also assess the robustness of the derived properties as a function of signal-to-noise ratio (S/N) and adopted wavelength range. We show that FIREFLY is able to recover age, metallicity, stellar mass, and even the star formation history remarkably well down to an S/N ∼ 5, for moderately dusty systems. Code and results are publicly available.1
Martin, Gavin J; Branham, Marc A; Whiting, Michael F; Bybee, Seth M
2017-02-01
Fireflies are some of the most captivating organisms on the planet. They have a rich history as subjects of scientific study, especially in relation to their bioluminescent behavior. Yet, the phylogenetic relationships of fireflies are still poorly understood. Here, we present the first total evidence approach to reconstruct lampyrid phylogeny using both a molecular matrix from six loci and an extensive morphological matrix. Using this phylogeny we test the hypothesis that adult bioluminescence evolved after the origin of the firefly clade. The ancestral state of adult bioluminescence is recovered as non-bioluminescent with one to six gains and five to ten subsequent losses. The monophyly of the family, as well as the subfamilies is also tested. Ototretinae, Cyphonocerinae, Luciolinae (incl. Pristolycus), Amydetinae, "cheguevarinae" sensu Jeng 2008, and Photurinae are highly supported as monophyletic. With the exception of four taxa, Lampyrinae is also recovered as monophyletic with high support. Based on phylogenetic and morphological data Lamprohiza, Phausis, and Lamprigera are transferred to Lampyridae incertae sedis. Copyright © 2016 Elsevier Inc. All rights reserved.
A cluster algorithm for graphs
S. van Dongen
2000-01-01
textabstractA cluster algorithm for graphs called the emph{Markov Cluster algorithm (MCL~algorithm) is introduced. The algorithm provides basically an interface to an algebraic process defined on stochastic matrices, called the MCL~process. The graphs may be both weighted (with nonnegative weight)
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Multidimensional stochastic approximation using locally contractive functions
Lawton, W. M.
1975-01-01
A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Learning from nature: Nature-inspired algorithms
DEFF Research Database (Denmark)
Albeanu, Grigore; Madsen, Henrik; Popentiu-Vladicescu, Florin
2016-01-01
.), genetic and evolutionary strategies, artificial immune systems etc. Well-known examples of applications include: aircraft wing design, wind turbine design, bionic car, bullet train, optimal decisions related to traffic, appropriate strategies to survive under a well-adapted immune system etc. Based......During last decade, the nature has inspired researchers to develop new algorithms. The largest collection of nature-inspired algorithms is biology-inspired: swarm intelligence (particle swarm optimization, ant colony optimization, cuckoo search, bees' algorithm, bat algorithm, firefly algorithm etc...... on collective social behaviour of organisms, researchers have developed optimization strategies taking into account not only the individuals, but also groups and environment. However, learning from nature, new classes of approaches can be identified, tested and compared against already available algorithms...
Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power
DEFF Research Database (Denmark)
Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte
2010-01-01
This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...
Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C.
2010-01-01
The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when
Berger, Frank; Paulmurugan, Ramasamy; Bhaumik, Srabani; Gambhir, Sanjiv Sam
2008-01-01
Purpose Firefly luciferase catalyzes the oxidative decarboxylation of D-luciferin to oxyluciferin in the presence of cofactors, producing bioluminescence. This reaction is used in optical bioluminescence-based molecular imaging approaches to detect the expression of the firefly luciferase reporter
Loizou, Nicolas
2017-12-27
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.
Loizou, Nicolas; Richtarik, Peter
2017-01-01
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Automated Flight Routing Using Stochastic Dynamic Programming
Ng, Hok K.; Morando, Alex; Grabbe, Shon
2010-01-01
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Silveira, Luiz F L da; Souto, Paula M; Mermudes, J R M
2018-04-20
Luciuranus Silveira, Khattar Mermudes, 2016 is a firefly genus whose species bear an intricate, species-specific lock-and-key mechanism of reproductive isolation. Here we propose four new species, Luciuranus magnoculus sp. nov., L. desideratus sp. nov., L. takiyae sp. nov. and L. carioca sp. nov., and provide illustrations of their diagnostic features and an updated key to species. As previously reported for their congenerics, each of the four new species have stereotypical morphology of both male and female terminalia, and are regarded as prima facie endemics of single massifs of the Serra da Mantiqueira and Serra do Mar, in the Brazilian Atlantic Rainforest.
Gross anatomy of central nervous system in firefly, Pteroptyx tener (Coleoptera: Lampyridae)
Hudawiyah, Nur; Wahida, O. Nurul; Norela, S.
2015-09-01
This paper describes for the first time the organization and fine structure of the central nervous system (CNS) in the fireflies, Pteroptyx tener (Coleoptera: Lampyridae). The morphology of the CNS was examined by using Carl Zeiss AxioScope A1 photomicroscope with iSolution Lite software. Some specific structural features such as the localization of protocerebrum, deutocerebrum and tritocerebrum in the brain region were analyzed. Other than that, the nerve cord and its peripheral structure were also analyzed. This study suggests that, there is a very obvious difference between male and female central nervous system which illustrates that they may differ in function in controlling physiological and behavioral activities.
Structural factoring approach for analyzing stochastic networks
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.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
A continuation multilevel Monte Carlo algorithm
Collier, Nathan; Haji Ali, Abdul Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raul
2014-01-01
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error
AESS: Accelerated Exact Stochastic Simulation
Jenkins, David D.; Peterson, Gregory D.
2011-12-01
The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution
Scaling Laws in the Transient Dynamics of Firefly-like Oscillators
International Nuclear Information System (INIS)
Rubido, N; Cabeza, C; Marti, A; Ramirez Avila, G M
2011-01-01
Fireflies constitute a paradigm of pulse-coupled oscillators. In order to tackle the problems related to synchronisation transients of pulse-coupled oscillators, a Light-Controlled Oscillator (LCO) model is presented. A single LCO constitutes a one-dimensional relaxation oscillator described by two distinct time-scales meant to mimic fireflies in the sense that: it is capable of emitting light in a pulse-like fashion and detect the emitted by others in order to adjust its oscillation. We present dynamical results for two interacting LCOs in the torus for all possible coupling configurations. Transient times to the synchronous limit cycle are obtained experimentally and numerically as a function of initial conditions and coupling strengths. Scaling laws are found based on dimensional analysis and critical exponents calculated, thus, global dynamic is restricted. Furthermore, an analytical orthogonal transformation that allows to calculate Floquet multipliers directly from the time series is presented. As a consequence, local dynamics is also fully characterized. This transformation can be easily extended to a system with an arbitrary number of interacting LCOs.
Kröger, Ronald H H; Gislén, Anna
2004-01-01
The camera eyes of fishes and cephalopods have come forth by convergent evolution. In a variety of vertebrates capable of color vision, longitudinal chromatic aberration (LCA) of the optical system is corrected for by the exactly tuned longitudinal spherical aberration (LSA) of the crystalline lens. The LSA leads to multiple focal lengths, such that several wavelengths can be focused on the retina. We investigated whether that is also the case in the firefly squid (Watasenia scintillans), a cephalopod species that is likely to have color vision. It was found that the lens of W. scintillans is virtually free of LSA and uncorrected for LCA. However, the eye does not suffer from LCA because of a banked retina. Photoreceptors sensitive to short and long wavelengths are located at appropriate distances from the lens, such that they receive well-focused images. Such a design is an excellent solution for the firefly squid because a large area of the retina is monochromatically organized and it allows for double use of the surface area in the dichromatically organized part of the retina. However, it is not a universal solution since compensation for LCA by a banked retina requires that eye size and/or spectral separation between photopigments is small.
Firefly Luciferin-Inspired Biocompatible Chemistry for Protein Labeling and In Vivo Imaging.
Wang, Yuqi; An, Ruibing; Luo, Zhiliang; Ye, Deju
2018-04-17
Biocompatible reactions have emerged as versatile tools to build various molecular imaging probes that hold great promise for the detection of biological processes in vitro and/or in vivo. In this Minireview, we describe the recent advances in the development of a firefly luciferin-inspired biocompatible reaction between cyanobenzothiazole (CBT) and cysteine (Cys), and highlight its versatility to label proteins and build multimodality molecular imaging probes. The review starts from the general introduction of biocompatible reactions, which is followed by briefly describing the development of the firefly luciferin-inspired biocompatible chemistry. We then discuss its applications for the specific protein labeling and for the development of multimodality imaging probes (fluorescence, bioluminescence, MRI, PET, photoacoustic, etc.) that enable high sensitivity and spatial resolution imaging of redox environment, furin and caspase-3/7 activity in living cells and mice. Finally, we offer the conclusions and our perspective on the various and potential applications of this reaction. We hope that this review will contribute to the research of biocompatible reactions for their versatile applications in protein labeling and molecular imaging. © 2018 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Annealing evolutionary stochastic approximation Monte Carlo for global optimization
Liang, Faming
2010-01-01
outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.
National Research Council Canada - National Science Library
Frazier, John; Chusak, Yaroslav; Foy, Brent
2008-01-01
.... The software uses either exact or approximate stochastic simulation algorithms for generating Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks...
Stochastic optimization-based study of dimerization kinetics
Indian Academy of Sciences (India)
To this end, we study dimerization kinetics of protein as a model system. We follow the dimerization kinetics using a stochastic simulation algorithm and ... optimization; dimerization kinetics; sensitivity analysis; stochastic simulation ... tion in large molecules and clusters, or the design ..... An unbiased strategy of allocating.
Analysis and reconstruction of stochastic coupled map lattice models
International Nuclear Information System (INIS)
Coca, Daniel; Billings, Stephen A.
2003-01-01
The Letter introduces a general stochastic coupled lattice map model together with an algorithm to estimate the nodal equations involved based only on a small set of observable variables and in the presence of stochastic perturbations. More general forms of the Frobenius-Perron and the transfer operators, which describe the evolution of densities under the action of the CML transformation, are derived
Solving stochastic multiobjective vehicle routing problem using probabilistic metaheuristic
Directory of Open Access Journals (Sweden)
Gannouni Asmae
2017-01-01
closed form expression. This novel approach is based on combinatorial probability and can be incorporated in a multiobjective evolutionary algorithm. (iiProvide probabilistic approaches to elitism and diversification in multiobjective evolutionary algorithms. Finally, The behavior of the resulting Probabilistic Multi-objective Evolutionary Algorithms (PrMOEAs is empirically investigated on the multi-objective stochastic VRP problem.
Global sensitivity analysis in stochastic simulators of uncertain reaction networks
Navarro, Marí a; Le Maitre, Olivier; Knio, Omar
2016-01-01
sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity
Exact and Approximate Stochastic Simulation of Intracellular Calcium Dynamics
Directory of Open Access Journals (Sweden)
Nicolas Wieder
2011-01-01
pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
From stochastic completion fields to tensor voting
Almsick, van M.A.; Duits, R.; Franken, E.M.; Haar Romenij, ter B.M.; Olsen, O.F.; Florack, L.M.J.; Kuijper, A.
2005-01-01
Several image processing algorithms imitate the lateral interaction of neurons in the visual striate cortex V1 to account for the correlations along contours and lines. Here we focus on two methodologies: tensor voting by Guy and Medioni, and stochastic completion fields by Mumford, Williams and
Portfolios of quantum algorithms.
Maurer, S M; Hogg, T; Huberman, B A
2001-12-17
Quantum computation holds promise for the solution of many intractable problems. However, since many quantum algorithms are stochastic in nature they can find the solution of hard problems only probabilistically. Thus the efficiency of the algorithms has to be characterized by both the expected time to completion and the associated variance. In order to minimize both the running time and its uncertainty, we show that portfolios of quantum algorithms analogous to those of finance can outperform single algorithms when applied to the NP-complete problems such as 3-satisfiability.
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Computational singular perturbation analysis of stochastic chemical systems with stiffness
Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.
2017-04-01
Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.
Optimization algorithms and applications
Arora, Rajesh Kumar
2015-01-01
Choose the Correct Solution Method for Your Optimization ProblemOptimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs. The book covers both gradient and stochastic methods as solution techniques for unconstrained and constrained optimization problems. It discusses the conjugate gradient method, Broyden-Fletcher-Goldfarb-Shanno algorithm, Powell method, penalty function, augmented Lagrange multiplier method, sequential quadratic programming, method of feasible direc
On the use of stochastic approximation Monte Carlo for Monte Carlo integration
Liang, Faming
2009-01-01
The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration
Planning under uncertainty solving large-scale stochastic linear programs
Energy Technology Data Exchange (ETDEWEB)
Infanger, G. [Stanford Univ., CA (United States). Dept. of Operations Research]|[Technische Univ., Vienna (Austria). Inst. fuer Energiewirtschaft
1992-12-01
For many practical problems, solutions obtained from deterministic models are unsatisfactory because they fail to hedge against certain contingencies that may occur in the future. Stochastic models address this shortcoming, but up to recently seemed to be intractable due to their size. Recent advances both in solution algorithms and in computer technology now allow us to solve important and general classes of practical stochastic problems. We show how large-scale stochastic linear programs can be efficiently solved by combining classical decomposition and Monte Carlo (importance) sampling techniques. We discuss the methodology for solving two-stage stochastic linear programs with recourse, present numerical results of large problems with numerous stochastic parameters, show how to efficiently implement the methodology on a parallel multi-computer and derive the theory for solving a general class of multi-stage problems with dependency of the stochastic parameters within a stage and between different stages.
Numerical methods for stochastic partial differential equations with white noise
Zhang, Zhongqiang
2017-01-01
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...
Takada, Kenta
2012-01-01
Seasonal changes in the popularity of fireflies [usually Genji-fireflies (Luciola cruciata Motschulsky) in Japan] and Japanese rhinoceros beetles [Allomyrina dichotoma (Linne)] were investigated to examine whether contemporary Japanese are interested in visible emergence of these insects as seasonal events. The popularity of fireflies and Japanese rhinoceros beetles was assessed by the Google search volume of their Japanese names, “Hotaru” and “Kabuto-mushi” in Japanese Katakana script using Google Trends. The search volume index for fireflies and Japanese rhinoceros beetles was distributed across seasons with a clear peak in only particular times of each year from 2004 to 2011. In addition, the seasonal peak of popularity for fireflies occurred at the beginning of June, whereas that for Japanese rhinoceros beetles occurred from the middle of July to the beginning of August. Thus seasonal peak of each species coincided with the peak period of the emergence of each adult stage. These findings indicated that the Japanese are interested in these insects primarily during the time when the two species are most visibly abundant. Although untested, this could suggest that fireflies and Japanese rhinoceros beetles are perceived by the general public as indicators or symbols of summer in Japan. PMID:26466535
Memristors Empower Spiking Neurons With Stochasticity
Al-Shedivat, Maruan
2015-06-01
Recent theoretical studies have shown that probabilistic spiking can be interpreted as learning and inference in cortical microcircuits. This interpretation creates new opportunities for building neuromorphic systems driven by probabilistic learning algorithms. However, such systems must have two crucial features: 1) the neurons should follow a specific behavioral model, and 2) stochastic spiking should be implemented efficiently for it to be scalable. This paper proposes a memristor-based stochastically spiking neuron that fulfills these requirements. First, the analytical model of the memristor is enhanced so it can capture the behavioral stochasticity consistent with experimentally observed phenomena. The switching behavior of the memristor model is demonstrated to be akin to the firing of the stochastic spike response neuron model, the primary building block for probabilistic algorithms in spiking neural networks. Furthermore, the paper proposes a neural soma circuit that utilizes the intrinsic nondeterminism of memristive switching for efficient spike generation. The simulations and analysis of the behavior of a single stochastic neuron and a winner-take-all network built of such neurons and trained on handwritten digits confirm that the circuit can be used for building probabilistic sampling and pattern adaptation machinery in spiking networks. The findings constitute an important step towards scalable and efficient probabilistic neuromorphic platforms. © 2011 IEEE.
Electricity Load Forecasting Using Support Vector Regression with Memetic Algorithms
Directory of Open Access Journals (Sweden)
Zhongyi Hu
2013-01-01
Full Text Available Electricity load forecasting is an important issue that is widely explored and examined in power systems operation literature and commercial transactions in electricity markets literature as well. Among the existing forecasting models, support vector regression (SVR has gained much attention. Considering the performance of SVR highly depends on its parameters; this study proposed a firefly algorithm (FA based memetic algorithm (FA-MA to appropriately determine the parameters of SVR forecasting model. In the proposed FA-MA algorithm, the FA algorithm is applied to explore the solution space, and the pattern search is used to conduct individual learning and thus enhance the exploitation of FA. Experimental results confirm that the proposed FA-MA based SVR model can not only yield more accurate forecasting results than the other four evolutionary algorithms based SVR models and three well-known forecasting models but also outperform the hybrid algorithms in the related existing literature.
A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks
Directory of Open Access Journals (Sweden)
Shibo He
2010-01-01
Full Text Available In wireless sensor networks (WSNs, there generally exist many different objective functions to be optimized. In this paper, we propose a stochastic multiobjective optimization approach to solve such kind of problem. We first formulate a general multiobjective optimization problem. We then decompose the optimization formulation through Lagrange dual decomposition and adopt the stochastic quasigradient algorithm to solve the primal-dual problem in a distributed way. We show theoretically that our algorithm converges to the optimal solution of the primal problem by using the knowledge of stochastic programming. Furthermore, the formulation provides a general stochastic multiobjective optimization framework for WSNs. We illustrate how the general framework works by considering an example of the optimal rate allocation problem in multipath WSNs with time-varying channel. Extensive simulation results are given to demonstrate the effectiveness of our algorithm.
Sparse Learning with Stochastic Composite Optimization.
Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei
2017-06-01
In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).
Stochastic global optimization as a filtering problem
International Nuclear Information System (INIS)
Stinis, Panos
2012-01-01
We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access to noisy measurements of the functions or statistical estimates provided through Monte Carlo sampling. This makes iterative optimization algorithms behave like stochastic maps. Naive global optimization amounts to evolving a collection of realizations of this stochastic map and picking the realization with the best properties. This motivates the use of filtering techniques to allow focusing on realizations that are more promising than others. In particular, we present a filtering reformulation of global optimization in terms of a special case of sequential importance sampling methods called particle filters. The increasing popularity of particle filters is based on the simplicity of their implementation and their flexibility. We utilize the flexibility of particle filters to construct a stochastic global optimization algorithm which can converge to the optimal solution appreciably faster than naive global optimization. Several examples of parametric exponential density estimation are provided to demonstrate the efficiency of the approach.
Robustness of Populations in Stochastic Environments
DEFF Research Database (Denmark)
Gießen, Christian; Kötzing, Timo
2016-01-01
We consider stochastic versions of OneMax and LeadingOnes and analyze the performance of evolutionary algorithms with and without populations on these problems. It is known that the (1+1) EA on OneMax performs well in the presence of very small noise, but poorly for higher noise levels. We extend...... the abilities of the (1+1) EA. Larger population sizes are even more beneficial; we consider both parent and offspring populations. In this sense, populations are robust in these stochastic settings....
Dynamic and stochastic multi-project planning
Melchiors, Philipp
2015-01-01
This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments this book addresses two problems: detailed scheduling of project activities, and integrated order acceptance and capacity planning. In an extensive simulation study, the book thoroughly investigates existing scheduling policies. To obtain optimal and near optimal scheduling policies new models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming.
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Stochastic beam dynamics in storage rings
International Nuclear Information System (INIS)
Pauluhn, A.
1993-12-01
In this thesis several approaches to stochastic dynamics in storage rings are investigated. In the first part the theory of stochastic differential equations and Fokker-Planck equations is used to describe the processes which have been assumed to be Markov processes. The mathematical theory of Markov processes is well known. Nevertheless, analytical solutions can be found only in special cases and numerical algorithms are required. Several numerical integration schemes for stochastic differential equations will therefore be tested in analytical solvable examples and then applied to examples from accelerator physics. In particular the stochastically perturbed synchrotron motion is treated. For the special case of a double rf system several perturbation theoretical methods for deriving the Fokker-Planck equation in the action variable are used and compared with numerical results. The second part is concerned with the dynamics of electron storage rings. Due to the synchrotron radiation the electron motion is influenced by damping and exciting forces. An algorithm for the computation of the density function in the phase space of such a dissipative stochastically excited system is introduced. The density function contains all information of a process, e.g. it determines the beam dimensions and the lifetime of a stored electron beam. The new algorithm consists in calculating a time propagator for the density function. By means of this propagator the time evolution of the density is modelled very computing time efficient. The method is applied to simple models of the beam-beam interaction (one-dimensional, round beams) and the results of the density calculations are compared with results obtained from multiparticle tracking. Furthermore some modifications of the algorithm are introduced to improve its efficiency concerning computing time and storage requirements. Finally, extensions to two-dimensional beam-beam models are described. (orig.)
International Nuclear Information System (INIS)
Shi, Junwei; Zhang, Huan; Fang, Liurong; Xi, Yongqiang; Zhou, Yanrong; Luo, Rui; Wang, Dang; Xiao, Shaobo; Chen, Huanchun
2014-01-01
Highlights: • We developed a novel firefly luciferase based biosensor to detect apoptosis. • The novel biosensor 233-DnaE-DEVDG was reliable, sensitive and convenient. • 233-DnaE-DEVDG faithfully indicated ESAT-6 family proteins of Mycobacterium tuberculosis induced apoptosis. • EsxA, esxT and esxL in ESAT-6 family proteins induced apoptosis. • Activation of nuclear factor-κB (NF-κB) participated in esxT-induced apoptosis. - Abstract: The activation of caspase-3 is a key surrogate marker for detecting apoptosis. To quantitate caspase-3 activity, we constructed a biosensor comprising a recombinant firefly luciferase containing a caspase-3 cleavage site. When apoptosis was induced, caspase-3 cleavage of the biosensor activated firefly luciferase by a factor greater than 25. The assay conveniently detected apoptosis in real time, indicating that it will facilitate drug discovery. We screened ESAT-6 family proteins of Mycobacterium tuberculosis and found that esxA, esxT and esxL induced apoptosis. Further, activation of nuclear factor-κB (NF-κB) and the NF-κB-regulated genes encoding tumor necrosis factor-α (TNF-α) and tumor necrosis factor-related apoptosis-inducing ligand (TRAIL) participated in esxT-induced apoptosis. We conclude that this assay is useful for high-throughput screening to identify and characterize proteins and drugs that regulate apoptosis
Energy Technology Data Exchange (ETDEWEB)
Shi, Junwei; Zhang, Huan; Fang, Liurong; Xi, Yongqiang; Zhou, Yanrong; Luo, Rui; Wang, Dang, E-mail: wangdang511@126.com; Xiao, Shaobo; Chen, Huanchun
2014-10-03
Highlights: • We developed a novel firefly luciferase based biosensor to detect apoptosis. • The novel biosensor 233-DnaE-DEVDG was reliable, sensitive and convenient. • 233-DnaE-DEVDG faithfully indicated ESAT-6 family proteins of Mycobacterium tuberculosis induced apoptosis. • EsxA, esxT and esxL in ESAT-6 family proteins induced apoptosis. • Activation of nuclear factor-κB (NF-κB) participated in esxT-induced apoptosis. - Abstract: The activation of caspase-3 is a key surrogate marker for detecting apoptosis. To quantitate caspase-3 activity, we constructed a biosensor comprising a recombinant firefly luciferase containing a caspase-3 cleavage site. When apoptosis was induced, caspase-3 cleavage of the biosensor activated firefly luciferase by a factor greater than 25. The assay conveniently detected apoptosis in real time, indicating that it will facilitate drug discovery. We screened ESAT-6 family proteins of Mycobacterium tuberculosis and found that esxA, esxT and esxL induced apoptosis. Further, activation of nuclear factor-κB (NF-κB) and the NF-κB-regulated genes encoding tumor necrosis factor-α (TNF-α) and tumor necrosis factor-related apoptosis-inducing ligand (TRAIL) participated in esxT-induced apoptosis. We conclude that this assay is useful for high-throughput screening to identify and characterize proteins and drugs that regulate apoptosis.
Nazari, Mahboobeh; Hosseinkhani, Saman; Hassani, Leila
2013-02-01
Multi-color bioluminescence is developed using the introduction of single/double disulfide bridges in firefly luciferase. The bioluminescence reaction, which uses luciferin, Mg(2+)-ATP and molecular oxygen to yield an electronically excited oxyluciferin, is carried out by the luciferase and emits visible light. The bioluminescence color of firefly luciferases is determined by the luciferase sequence and assay conditions. It has been proposed that the stability of a protein may increase through the introduction of a disulfide bridge that decreases the configurational entropy of unfolding. Single and double disulfide bridges are introduced into Photinus pyralis firefly luciferase to make separate mutant enzymes with a single/double bridge (C(81)-A(105)C, L(306)C-L(309)C, P(451)C-V(469)C; C(81)-A(105)C/P(451)C-V(469)C, and A(296)C-A(326)C/P(451)C-V(469)C). By introduction of disulfide bridges using site-directed mutagenesis in Photinus pyralis luciferase the color of emitted light was changed to red or kept in different extents. The bioluminescence color shift occurred with displacement of a critical loop in the luciferase structure without any change in green emitter mutants. Thermodynamic analysis revealed that among mutants, L(306)C-L(309)C shows a remarkable stability against urea denaturation and also a considerable increase in kinetic stability and a clear shift in bioluminescence spectra towards red.
Imani, Mehdi; Hosseinkhani, Saman; Ahmadian, Shahin; Nazari, Mahboobeh
2010-08-01
The thermal sensitivity and pH-sensitive spectral properties of firefly luciferase have hampered its application in a variety of fields. It is proposed that the stability of a protein can be increased by introduction of disulfide bridge that decreases the configurational entropy of unfolding. A disulfide bridge is introduced into Photinus pyralis firefly luciferase to make two separate mutant enzymes with a single bridge. Even though the A103C/S121C mutant showed remarkable thermal stability, its specific activity decreased, whereas the A296C/A326C mutant showed tremendous thermal stability, relative pH insensitivity and 7.3-fold increase of specific activity. Moreover, the bioluminescence emission spectrum of A296C/A326C was resistant against higher temperatures (37 degrees C). Far-UV CD analysis showed slight secondary structure changes for both mutants. Thermal denaturation analysis showed that conformational stabilities of A103C/S121C and A296C/A326C are more than native firefly luciferase. It is proposed that since A296 and A326 are situated in the vicinity of the enzyme active site microenvironment in comparison with A103 and S121, the formation of a disulfide bridge in this region has more impact on enzyme kinetic characteristics.
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Stochastic solution of population balance equations for reactor networks
International Nuclear Information System (INIS)
Menz, William J.; Akroyd, Jethro; Kraft, Markus
2014-01-01
This work presents a sequential modular approach to solve a generic network of reactors with a population balance model using a stochastic numerical method. Full-coupling to the gas-phase is achieved through operator-splitting. The convergence of the stochastic particle algorithm in test networks is evaluated as a function of network size, recycle fraction and numerical parameters. These test cases are used to identify methods through which systematic and statistical error may be reduced, including by use of stochastic weighted algorithms. The optimal algorithm was subsequently used to solve a one-dimensional example of silicon nanoparticle synthesis using a multivariate particle model. This example demonstrated the power of stochastic methods in resolving particle structure by investigating the transient and spatial evolution of primary polydispersity, degree of sintering and TEM-style images. Highlights: •An algorithm is presented to solve reactor networks with a population balance model. •A stochastic method is used to solve the population balance equations. •The convergence and efficiency of the reported algorithms are evaluated. •The algorithm is applied to simulate silicon nanoparticle synthesis in a 1D reactor. •Particle structure is reported as a function of reactor length and time
An Analysis of Stochastic Game Theory for Multiagent Reinforcement Learning
National Research Council Canada - National Science Library
Bowling, Michael
2000-01-01
.... In this paper we contribute a comprehensive presentation of the relevant techniques for solving stochastic games from both the game theory community and reinforcement learning communities. We examine the assumptions and limitations of these algorithms, and identify similarities between these algorithms, single agent reinforcement learners, and basic game theory techniques.
2nd International Conference on Harmony Search Algorithm
Geem, Zong
2016-01-01
The Harmony Search Algorithm (HSA) is one of the most well-known techniques in the field of soft computing, an important paradigm in the science and engineering community. This volume, the proceedings of the 2nd International Conference on Harmony Search Algorithm 2015 (ICHSA 2015), brings together contributions describing the latest developments in the field of soft computing with a special focus on HSA techniques. It includes coverage of new methods that have potentially immense application in various fields. Contributed articles cover aspects of the following topics related to the Harmony Search Algorithm: analytical studies; improved, hybrid and multi-objective variants; parameter tuning; and large-scale applications. The book also contains papers discussing recent advances on the following topics: genetic algorithms; evolutionary strategies; the firefly algorithm and cuckoo search; particle swarm optimization and ant colony optimization; simulated annealing; and local search techniques. This book ...
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Dynamic analysis of stochastic transcription cycles.
Directory of Open Access Journals (Sweden)
Claire V Harper
2011-04-01
Full Text Available In individual mammalian cells the expression of some genes such as prolactin is highly variable over time and has been suggested to occur in stochastic pulses. To investigate the origins of this behavior and to understand its functional relevance, we quantitatively analyzed this variability using new mathematical tools that allowed us to reconstruct dynamic transcription rates of different reporter genes controlled by identical promoters in the same living cell. Quantitative microscopic analysis of two reporter genes, firefly luciferase and destabilized EGFP, was used to analyze the dynamics of prolactin promoter-directed gene expression in living individual clonal and primary pituitary cells over periods of up to 25 h. We quantified the time-dependence and cyclicity of the transcription pulses and estimated the length and variation of active and inactive transcription phases. We showed an average cycle period of approximately 11 h and demonstrated that while the measured time distribution of active phases agreed with commonly accepted models of transcription, the inactive phases were differently distributed and showed strong memory, with a refractory period of transcriptional inactivation close to 3 h. Cycles in transcription occurred at two distinct prolactin-promoter controlled reporter genes in the same individual clonal or primary cells. However, the timing of the cycles was independent and out-of-phase. For the first time, we have analyzed transcription dynamics from two equivalent loci in real-time in single cells. In unstimulated conditions, cells showed independent transcription dynamics at each locus. A key result from these analyses was the evidence for a minimum refractory period in the inactive-phase of transcription. The response to acute signals and the result of manipulation of histone acetylation was consistent with the hypothesis that this refractory period corresponded to a phase of chromatin remodeling which significantly
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Podetz-Pedersen, Kelly M.; Vezys, Vaiva; Somia, Nikunj V.; Russell, Stephen J.
2014-01-01
Abstract The Sleeping Beauty (SB) transposon system has been shown to mediate new gene sequence integration resulting in long-term expression. Here the effectiveness of hyperactive SB100X transposase was tested, and we found that hydrodynamic co-delivery of a firefly luciferase transposon (pT2/CaL) along with SB100X transposase (pCMV-SB100X) resulted in remarkably sustained, high levels of luciferase expression. However, after 4 weeks there was a rapid, animal-by-animal loss of luciferase expression that was not observed in immunodeficient mice. We hypothesized that this sustained, high-level luciferase expression achieved using the SB100X transposase elicits an immune response in pT2/CaL co-administered mice, which was supported by the rapid loss of luciferase expression upon challenge of previously treated animals and in naive animals adoptively transferred with splenocytes from previously treated animals. Specificity of the immune response to luciferase was demonstrated by increased cytokine expression in splenocytes after exposure to luciferase peptide in parallel with MHC I–luciferase peptide tetramer binding. This anti-luciferase immune response observed following continuous, high-level luciferase expression in vivo clearly impacts its use as an in vivo reporter. As both an immunogen and an extremely sensitive reporter, luciferase is also a useful model system for the study of immune responses following in vivo gene transfer and expression. PMID:25093708
Picciolo, G. L.; Tuttle, S. A.; Schrock, C. G.; Deming, J. W.; Barza, M. J.; Wienstein, L.; Chappelle, E. W.
1977-01-01
The development of a rapid method for determining microbial susceptibilities to antibiotics using the firefly luciferase assay for adenosine triphosphate (ATP) is documented. The reduction of bacterial ATP by an antimicrobial agent was determined to be a valid measure of drug effect in most cases. The effect of 12 antibiotics on 8 different bacterial species gave a 94 percent correlation with the standard Kirby-Buer-Agar disc diffusion method. A 93 percent correlation was obtained when the ATP assay method was applied directly to 50 urine specimens from patients with urinary tract infections. Urine samples were centrifuged first to that bacterial pellets could be suspended in broth. No primary isolation or subculturing was required. Mixed cultures in which one species was predominant gave accurate results for the most abundant organism. Since the method is based on an increase in bacterial ATP with time, the presence of leukocytes did not interfere with the interpretation of results. Both the incubation procedure and the ATP assays are compatible with automation.
Gabriel, Gabriele V M; Viviani, Vadim R
2016-12-01
Most luminescent biosensors for heavy metals are fluorescent and rely on intensity measurements, whereas a few are ratiometric and rely on spectral changes. Bioluminescent biosensors for heavy metals are less common. Firefly luciferases have been coupled to responsive promoters for mercury and arsenium, and used as light on biosensors. Firefly luciferase bioluminescence spectrum is naturally sensitive to heavy metal cations such as zinc and mercury and to pH. Although pH sensitivity of firefly luciferases was shown to be useful for ratiometric estimation of intracellular pH, its potential use for ratiometric estimation of heavy metals was never considered. Using the yellow-emitting Macrolampis sp2 firefly luciferase and site-directed mutagenesis, we show that the residues H310 and E354 constitute two critical sites for metal sensitivity that can be engineered to increase sensitivity to zinc, nickel, and mercury. A linear relationship between cation concentration and the ratio of bioluminescence intensities at 550 and 610 nm allowed, for the first time, the ratiometric estimation of heavy metals concentrations down to 0.10 mM, demonstrating the potential applicability of firefly luciferases as enzymatic and intracellular ratiometric metal biosensors.
Scalable inference for stochastic block models
Peng, Chengbin
2017-12-08
Community detection in graphs is widely used in social and biological networks, and the stochastic block model is a powerful probabilistic tool for describing graphs with community structures. However, in the era of "big data," traditional inference algorithms for such a model are increasingly limited due to their high time complexity and poor scalability. In this paper, we propose a multi-stage maximum likelihood approach to recover the latent parameters of the stochastic block model, in time linear with respect to the number of edges. We also propose a parallel algorithm based on message passing. Our algorithm can overlap communication and computation, providing speedup without compromising accuracy as the number of processors grows. For example, to process a real-world graph with about 1.3 million nodes and 10 million edges, our algorithm requires about 6 seconds on 64 cores of a contemporary commodity Linux cluster. Experiments demonstrate that the algorithm can produce high quality results on both benchmark and real-world graphs. An example of finding more meaningful communities is illustrated consequently in comparison with a popular modularity maximization algorithm.
Stochastic linear dynamical programming in order to apply it in energy modelling
Energy Technology Data Exchange (ETDEWEB)
El Hachem, S
1995-11-01
This thesis contributes to the development of new algorithms for the computation of stochastic dynamic problem and its mini-maxi variant for the case of imperfect knowledge on random data. The proposed algorithms are scenarios aggregation type. It also contributes to integrate these algorithms in a decision support approach and to discuss the stochastic modeling of two energy problems: the refining and the portfolio gas contracts. (author). 112 refs., 5 tabs.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Stochastic Spectral Descent for Discrete Graphical Models
International Nuclear Information System (INIS)
Carlson, David; Hsieh, Ya-Ping; Collins, Edo; Carin, Lawrence; Cevher, Volkan
2015-01-01
Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted as gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.
Stochastic Simulation of Process Calculi for Biology
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Andrew Phillips
2010-10-01
Full Text Available Biological systems typically involve large numbers of components with complex, highly parallel interactions and intrinsic stochasticity. To model this complexity, numerous programming languages based on process calculi have been developed, many of which are expressive enough to generate unbounded numbers of molecular species and reactions. As a result of this expressiveness, such calculi cannot rely on standard reaction-based simulation methods, which require fixed numbers of species and reactions. Rather than implementing custom stochastic simulation algorithms for each process calculus, we propose to use a generic abstract machine that can be instantiated to a range of process calculi and a range of reaction-based simulation algorithms. The abstract machine functions as a just-in-time compiler, which dynamically updates the set of possible reactions and chooses the next reaction in an iterative cycle. In this short paper we give a brief summary of the generic abstract machine, and show how it can be instantiated with the stochastic simulation algorithm known as Gillespie's Direct Method. We also discuss the wider implications of such an abstract machine, and outline how it can be used to simulate multiple calculi simultaneously within a common framework.
Stochastic geometry in PRIZMA code
International Nuclear Information System (INIS)
Malyshkin, G. N.; Kashaeva, E. A.; Mukhamadiev, R. F.
2007-01-01
The paper describes a method used to simulate radiation transport through random media - randomly placed grains in a matrix material. The method models the medium consequently from one grain crossed by particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes. Sort and size distributions of crossed grains were obtained and an algorithm was developed for sampling grain orientations and positions. Special consideration was given to medium modeling at the boundary of the stochastic region. The method was implemented in the universal 3D Monte Carlo code PRIZMA. The paper provides calculated results for a model problem where we determine volume fractions of modeled components crossed by particle trajectories. It also demonstrates the use of biased sampling techniques implemented in PRIZMA for solving a problem of deep penetration in model random media. Described are calculations for the spectral response of a capacitor dose detector whose anode was modeled with account for its stochastic structure. (authors)
Robustness of Populations in Stochastic Environments
DEFF Research Database (Denmark)
Gießen, Christian; Kötzing, Timo
2014-01-01
these results to LeadingOnes and to many different noise models, showing how the application of drift theory can significantly simplify and generalize previous analyses. Most surprisingly, even small populations (of size _(log n)) can make evolutionary algorithms perform well for high noise levels, well outside......We consider stochastic versions of OneMax and Leading-Ones and analyze the performance of evolutionary algorithms with and without populations on these problems. It is known that the (1+1) EA on OneMax performs well in the presence of very small noise, but poorly for higher noise levels. We extend...
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Probabilistic DHP adaptive critic for nonlinear stochastic control systems.
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.
Fast vector quantization using a Bat algorithm for image compression
Directory of Open Access Journals (Sweden)
Chiranjeevi Karri
2016-06-01
Full Text Available Linde–Buzo–Gray (LBG, a traditional method of vector quantization (VQ generates a local optimal codebook which results in lower PSNR value. The performance of vector quantization (VQ depends on the appropriate codebook, so researchers proposed optimization techniques for global codebook generation. Particle swarm optimization (PSO and Firefly algorithm (FA generate an efficient codebook, but undergoes instability in convergence when particle velocity is high and non-availability of brighter fireflies in the search space respectively. In this paper, we propose a new algorithm called BA-LBG which uses Bat Algorithm on initial solution of LBG. It produces an efficient codebook with less computational time and results very good PSNR due to its automatic zooming feature using adjustable pulse emission rate and loudness of bats. From the results, we observed that BA-LBG has high PSNR compared to LBG, PSO-LBG, Quantum PSO-LBG, HBMO-LBG and FA-LBG, and its average convergence speed is 1.841 times faster than HBMO-LBG and FA-LBG but no significance difference with PSO.
Directory of Open Access Journals (Sweden)
John R Lue
2016-01-01
Full Text Available Endometriosis continues to be a major primary gynecologic etiology of chronic pelvic pain. The symptom profile, which includes cyclic pelvic pain, dysmenorrhea, and dyspareunia or dyschezia, is nonspecific and does not correlate with the extent or severity of disease. Trans-vaginal or trans-rectal ultrasound, as well as magnetic resonance imaging, can help visualize endometriomas and deeply infiltrating endometriosis. Additionally, there have been no serum marker tests available so far. However, even intraoperatively, the diagnosis may be missed, leading to under diagnosis and delayed or noninitiation of treatment. There are thought to be three distinct endometriotic lesions of the pelvis that are seen laparoscopically. The first is that which is visible on the pelvic peritoneal surface or the surface of the ovary, which is commonly termed peritoneal endometriosis. Second, endometriotic lesions that occur within the ovary and form cysts that are often lined with endometrioid mucosa are termed endometriomas. Lastly, rectovaginal endometriomas are endometriotic lesions that contain a mixture of adipose and fibrous tissue located between the rectum and vagina. All of these lesions can be singular or multiple and the pelvis may contain one or all three types of lesions. The shared histologic feature with all three lesions is the presence of endometrial epithelial cells or endometrial stroma. During a diagnostic procedure, the da-Vinci robot and its firefly mode allow for three dimensional visualization and seven degrees of instrument articulation for meticulous dissection of fibrotic areas of peritoneum that may contain deep infiltrating lesions of endometriosis. This case report describes a relatively new and innovative technique for effectively diagnosing and successfully treating endometriosis when other less invasive methods have failed.
Uric Acid Spherulites in the Reflector Layer of Firefly Light Organ
Goh, King-Siang; Sheu, Hwo-Shuenn; Hua, Tzu-En; Kang, Mei-Hua; Li, Chia-Wei
2013-01-01
Background In firefly light organs, reflector layer is a specialized tissue which is believed to play a key role for increasing the bioluminescence intensity through reflection. However, the nature of this unique tissue remains elusive. In this report, we investigated the role, fine structure and nature of the reflector layer in the light organ of adult Luciola cerata. Principal Findings Our results indicated that the reflector layer is capable of reflecting bioluminescence, and contains abundant uric acid. Electron microscopy (EM) demonstrated that the cytosol of the reflector layer's cells is filled with densely packed spherical granules, which should be the uric acid granules. These granules are highly regular in size (∼700 nm in diameter), and exhibit a radial internal structure. X-ray diffraction (XRD) analyses revealed that an intense single peak pattern with a d-spacing value of 0.320 nm is specifically detected in the light organ, and is highly similar to the diffraction peak pattern and d-spacing value of needle-formed crystals of monosodium urate monohydrate. However, the molar ratio evaluation of uric acid to various cations (K+, Na+, Ca2+ and Mg2+) in the light organ deduced that only a few uric acid molecules were in the form of urate salts. Thus, non-salt uric acid should be the source of the diffraction signal detected in the light organ. Conclusions In the light organ, the intense single peak diffraction signal might come from a unique needle-like uric acid form, which is different from other known structures of non-salt uric acid form. The finding of a radial structure in the granules of reflector layer implies that the spherical uric acid granules might be formed by the radial arrangement of needle-formed packing matter. PMID:23441187
A new hybrid metaheuristic algorithm for wind farm micrositing
International Nuclear Information System (INIS)
Massan, S.U.R.; Wagan, A.I.; Shaikh, M.M.
2017-01-01
This work focuses on proposing a new algorithm, referred as HMA (Hybrid Metaheuristic Algorithm) for the solution of the WTO (Wind Turbine Optimization) problem. It is well documented that turbines located behind one another face a power loss due to the obstruction of the wind due to wake loss. It is required to reduce this wake loss by the effective placement of turbines using a new HMA. This HMA is derived from the two basic algorithms i.e. DEA (Differential Evolution Algorithm) and the FA (Firefly Algorithm). The function of optimization is undertaken on the N.O. Jensen model. The blending of DEA and FA into HMA are discussed and the new algorithm HMA is implemented maximize power and minimize the cost in a WTO problem. The results by HMA have been compared with GA (Genetic Algorithm) used in some previous studies. The successfully calculated total power produced and cost per unit turbine for a wind farm by using HMA and its comparison with past approaches using single algorithms have shown that there is a significant advantage of using the HMA as compared to the use of single algorithms. The first time implementation of a new algorithm by blending two single algorithms is a significant step towards learning the behavior of algorithms and their added advantages by using them together. (author)
A New Hybrid Metaheuristic Algorithm for Wind Farm Micrositing
Directory of Open Access Journals (Sweden)
SHAFIQ-UR-REHMAN MASSAN
2017-07-01
Full Text Available This work focuses on proposing a new algorithm, referred as HMA (Hybrid Metaheuristic Algorithm for the solution of the WTO (Wind Turbine Optimization problem. It is well documented that turbines located behind one another face a power loss due to the obstruction of the wind due to wake loss. It is required to reduce this wake loss by the effective placement of turbines using a new HMA. This HMA is derived from the two basic algorithms i.e. DEA (Differential Evolution Algorithm and the FA (Firefly Algorithm. The function of optimization is undertaken on the N.O. Jensen model. The blending of DEA and FA into HMA are discussed and the new algorithm HMA is implemented maximize power and minimize the cost in a WTO problem. The results by HMA have been compared with GA (Genetic Algorithm used in some previous studies. The successfully calculated total power produced and cost per unit turbine for a wind farm by using HMA and its comparison with past approaches using single algorithms have shown that there is a significant advantage of using the HMA as compared to the use of single algorithms. The first time implementation of a new algorithm by blending two single algorithms is a significant step towards learning the behavior of algorithms and their added advantages by using them together.
Stochastic local search foundations and applications
Hoos, Holger H; Stutzle, Thomas
2004-01-01
Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint satisfaction, routing, and scheduling. SLS algorithms have also become increasingly popular for solving challenging combinatorial problems in many application areas, such as e-commerce and bioinformatics. Hoos and Stützle offer the first systematic and unified treatment of SLS algorithms. In this groundbreaking new book, they examine the general concepts and specific instances of SLS algorithms and carefully consider their development, analysis and application. The discussion focuses on the most successful SLS methods and explores their underlying principles, properties, and features. This book gives hands-on experience with some of the most widely used search techniques, and provides readers with the necessary understanding and skills to use this powerful too...
Bounded-Degree Approximations of Stochastic Networks
Energy Technology Data Exchange (ETDEWEB)
Quinn, Christopher J.; Pinar, Ali; Kiyavash, Negar
2017-06-01
We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with speci ed in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identify the r-best approximations among these classes, enabling robust decision making.
Directory of Open Access Journals (Sweden)
Mangal Singh
2017-12-01
Full Text Available This paper considers the use of the Partial Transmit Sequence (PTS technique to reduce the Peak‐to‐Average Power Ratio (PAPR of an Orthogonal Frequency Division Multiplexing signal in wireless communication systems. Search complexity is very high in the traditional PTS scheme because it involves an extensive random search over all combinations of allowed phase vectors, and it increases exponentially with the number of phase vectors. In this paper, a suboptimal metaheuristic algorithm for phase optimization based on an improved harmony search (IHS is applied to explore the optimal combination of phase vectors that provides improved performance compared with existing evolutionary algorithms such as the harmony search algorithm and firefly algorithm. IHS enhances the accuracy and convergence rate of the conventional algorithms with very few parameters to adjust. Simulation results show that an improved harmony search‐based PTS algorithm can achieve a significant reduction in PAPR using a simple network structure compared with conventional algorithms.
Active Noise Control Using Modified FsLMS and Hybrid PSOFF Algorithm
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Ranjan Walia
2018-04-01
Full Text Available Active noise control is an efficient technique for noise cancellation of the system, which has been defined in this paper with the aid of Modified Filtered-s Least Mean Square (MFsLMS algorithm. The Hybrid Particle Swarm Optimization and Firefly (HPSOFF algorithm are used to identify the stability factor of the MFsLMS algorithm. The computational difficulty of the modified algorithm is reduced when compared with the original Filtered-s Least Mean Square (FsLMS algorithm. The noise sources are removed from the signal and it is compared with the existing FsLMS algorithm. The performance of the system is established with the normalized mean square error for two different types of noises. The proposed method has also been compared with the existing algorithms for the same purposes.
Erdal, Jørgen Sørgård
2017-01-01
This master thesis develops a stochastic optimisation software for household grid-connected batteries combined with PV-systems. The objective of the optimisation is to operate the battery system in order to minimise the costs of the consumer, and it was implemented in MATLAB using a self-written stochastic dynamic programming algorithm. Load was considered as a stochastic variable and modelled as a Markov Chain. Transition probabilities between time steps were calculated using historic load p...
Stochastic energy balancing in substation energy management
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Hassan Shirzeh
2015-12-01
Full Text Available In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical task in such a network in order to achieve load levelling and/or peak shaving in order to minimise the fluctuation between off-peak and peak energy demand. An effective approach is proposed to model and administer the behaviour of source nodes in this grid through a scheduling strategy control algorithm using the historical data collected from the system. The stochastic model predicts future power consumption/injection to determine the power required for storage components. The stochastic models developed based on the Box-Jenkins method predict the most efficient state of the electrical energy flow between a distribution network and nodes and minimises the peak demand and off-peak consumption of acquiring electrical energy from the main grid. The performance of the models is validated against the autoregressive moving average (ARIMA and the Markov chain models used in previous work. The results demonstrate that the proposed method outperforms both the ARIMA and the Markov chain model in terms of forecast accuracy. Results are presented, the strengths and limitations of the approach are discussed, and possible future work is described.
Stochastic linear programming models, theory, and computation
Kall, Peter
2011-01-01
This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...
Li, Jian-Feng; Bush, Jenifer; Xiong, Yan; Li, Lei; McCormack, Matthew
2011-01-01
Protein-protein interactions (PPIs) constitute the regulatory network that coordinates diverse cellular functions. There are growing needs in plant research for creating protein interaction maps behind complex cellular processes and at a systems biology level. However, only a few approaches have been successfully used for large-scale surveys of PPIs in plants, each having advantages and disadvantages. Here we present split firefly luciferase complementation (SFLC) as a highly sensitive and noninvasive technique for in planta PPI investigation. In this assay, the separate halves of a firefly luciferase can come into close proximity and transiently restore its catalytic activity only when their fusion partners, namely the two proteins of interest, interact with each other. This assay was conferred with quantitativeness and high throughput potential when the Arabidopsis mesophyll protoplast system and a microplate luminometer were employed for protein expression and luciferase measurement, respectively. Using the SFLC assay, we could monitor the dynamics of rapamycin-induced and ascomycin-disrupted interaction between Arabidopsis FRB and human FKBP proteins in a near real-time manner. As a proof of concept for large-scale PPI survey, we further applied the SFLC assay to testing 132 binary PPIs among 8 auxin response factors (ARFs) and 12 Aux/IAA proteins from Arabidopsis. Our results demonstrated that the SFLC assay is ideal for in vivo quantitative PPI analysis in plant cells and is particularly powerful for large-scale binary PPI screens.
Directory of Open Access Journals (Sweden)
Jian-Feng Li
Full Text Available Protein-protein interactions (PPIs constitute the regulatory network that coordinates diverse cellular functions. There are growing needs in plant research for creating protein interaction maps behind complex cellular processes and at a systems biology level. However, only a few approaches have been successfully used for large-scale surveys of PPIs in plants, each having advantages and disadvantages. Here we present split firefly luciferase complementation (SFLC as a highly sensitive and noninvasive technique for in planta PPI investigation. In this assay, the separate halves of a firefly luciferase can come into close proximity and transiently restore its catalytic activity only when their fusion partners, namely the two proteins of interest, interact with each other. This assay was conferred with quantitativeness and high throughput potential when the Arabidopsis mesophyll protoplast system and a microplate luminometer were employed for protein expression and luciferase measurement, respectively. Using the SFLC assay, we could monitor the dynamics of rapamycin-induced and ascomycin-disrupted interaction between Arabidopsis FRB and human FKBP proteins in a near real-time manner. As a proof of concept for large-scale PPI survey, we further applied the SFLC assay to testing 132 binary PPIs among 8 auxin response factors (ARFs and 12 Aux/IAA proteins from Arabidopsis. Our results demonstrated that the SFLC assay is ideal for in vivo quantitative PPI analysis in plant cells and is particularly powerful for large-scale binary PPI screens.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
3rd International Conference on Harmony Search Algorithm
2017-01-01
This book presents state-of-the-art technical contributions based around one of the most successful evolutionary optimization algorithms published to date: Harmony Search. Contributions span from novel technical derivations of this algorithm to applications in the broad fields of civil engineering, energy, transportation & mobility and health, among many others and focus not only on its cross-domain applicability, but also on its core evolutionary operators, including elements inspired from other meta-heuristics. The global scientific community is witnessing an upsurge in groundbreaking, new advances in all areas of computational intelligence, with a particular flurry of research focusing on evolutionary computation and bio-inspired optimization. Observed processes in nature and sociology have provided the basis for innovative algorithmic developments aimed at leveraging the inherent capability to adapt characterized by various animals, including ants, fireflies, wolves and humans. However, it is the beha...
Bessho-Uehara, Manabu; Oba, Yuichi
2017-09-01
Nocturnal Japanese fireflies, Luciola parvula, emit from their lanterns a yellow light, one of the most red-shifted colors found among fireflies. Previously, we isolated and characterized two different types of luciferase gene, Luc1 and Luc2, from the fireflies Luciola cruciata and Luciola lateralis; Luc1 is responsible for the green-yellow luminescence of larval and adult lanterns, whereas Luc2 is responsible for the dim greenish glow of eggs and pupal bodies. The biological role of firefly lanterns in adults is related to sexual communication, but why the eggs and pupae glow remains uncertain. In this study, we isolated the gene Luc2 from L. parvula, and compared its expression profiles and enzymatic characteristics with those of Luc1. A semi-quantitative reverse transcription polymerase chain reaction showed that Luc1 was predominantly expressed in larvae, prepupae, pupae and adults, whereas Luc2 was expressed in eggs, prepupae, pupae and adult females. Enzymatic analyses showed that the luminescent color of Luc1 matches the visual sensitivity of L. parvula eyes, whereas that of Luc2 is very different from it. These results suggest that the biological role of Luc2 expressed in immobile stages is not intraspecific communication. Copyright © 2017 John Wiley & Sons, Ltd.
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
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.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Backward stochastic differential equations from linear to fully nonlinear theory
Zhang, Jianfeng
2017-01-01
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
International Conference Modern Stochastics: Theory and Applications III
Limnios, Nikolaos; Mishura, Yuliya; Sakhno, Lyudmyla; Shevchenko, Georgiy; Modern Stochastics and Applications
2014-01-01
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, st...
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Sparse learning of stochastic dynamical equations
Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia
2018-06-01
With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.
Advances in stochastic and deterministic global optimization
Zhigljavsky, Anatoly; Žilinskas, Julius
2016-01-01
Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book. This volume is dedicated to the 70th birthday of Antanas Žilinskas who is a leading world expert in global optimization. Professor Žilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and mu...
Model predictive control classical, robust and stochastic
Kouvaritakis, Basil
2016-01-01
For the first time, a textbook that brings together classical predictive control with treatment of up-to-date robust and stochastic techniques. Model Predictive Control describes the development of tractable algorithms for uncertain, stochastic, constrained systems. The starting point is classical predictive control and the appropriate formulation of performance objectives and constraints to provide guarantees of closed-loop stability and performance. Moving on to robust predictive control, the text explains how similar guarantees may be obtained for cases in which the model describing the system dynamics is subject to additive disturbances and parametric uncertainties. Open- and closed-loop optimization are considered and the state of the art in computationally tractable methods based on uncertainty tubes presented for systems with additive model uncertainty. Finally, the tube framework is also applied to model predictive control problems involving hard or probabilistic constraints for the cases of multiplic...
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Error analysis of stochastic gradient descent ranking.
Chen, Hong; Tang, Yi; Li, Luoqing; Yuan, Yuan; Li, Xuelong; Tang, Yuanyan
2013-06-01
Ranking is always an important task in machine learning and information retrieval, e.g., collaborative filtering, recommender systems, drug discovery, etc. A kernel-based stochastic gradient descent algorithm with the least squares loss is proposed for ranking in this paper. The implementation of this algorithm is simple, and an expression of the solution is derived via a sampling operator and an integral operator. An explicit convergence rate for leaning a ranking function is given in terms of the suitable choices of the step size and the regularization parameter. The analysis technique used here is capacity independent and is novel in error analysis of ranking learning. Experimental results on real-world data have shown the effectiveness of the proposed algorithm in ranking tasks, which verifies the theoretical analysis in ranking error.
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
GillesPy: A Python Package for Stochastic Model Building and Simulation
Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.
2016-01-01
GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we descr...
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
The Gribov problem in the frame of stochastic quantization
Energy Technology Data Exchange (ETDEWEB)
Parrinello, C. (Rome-1 Univ. (Italy). Dipt. di Fisica)
1990-09-01
We review the Gribov problem in the Landau gauge, from the point of view of stochastic quantization, and briefly sketch a numerical investigation based on a minimization algorithm, with the purpose of collecting wide information about Gribov copies within the first Gribov horizon. (orig.).
Stochastic Online Learning in Dynamic Networks under Unknown Models
2016-08-02
The key is to develop online learning strategies at each individual node. Specifically, through local information exchange with its neighbors, each...infinitely repeated game with incomplete information and developed a dynamic pricing strategy referred to as Competitive and Cooperative Demand Learning...Stochastic Online Learning in Dynamic Networks under Unknown Models This research aims to develop fundamental theories and practical algorithms for
Bayesian posterior sampling via stochastic gradient Fisher scoring
Ahn, S.; Korattikara, A.; Welling, M.; Langford, J.; Pineau, J.
2012-01-01
In this paper we address the following question: "Can we approximately sample from a Bayesian posterior distribution if we are only allowed to touch a small mini-batch of data-items for every sample we generate?". An algorithm based on the Langevin equation with stochastic gradients (SGLD) was
Approximation in two-stage stochastic integer programming
W. Romeijnders; L. Stougie (Leen); M. van der Vlerk
2014-01-01
htmlabstractApproximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value.
Approximation in two-stage stochastic integer programming
Romeijnders, W.; Stougie, L.; van der Vlerk, M.H.
2014-01-01
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value. However,
Optimal adaptive control for a class of stochastic systems
Bagchi, Arunabha; Chen, Han-Fu
1995-01-01
We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law
Stochastic search techniques for post-fault restoration of electrical ...
Indian Academy of Sciences (India)
Three stochastic search techniques have been used to find the optimal sequence of operations required to restore supply in an electrical distribution system on the occurrence of a fault. The three techniques are the genetic algorithm,simulated annealing and the tabu search. The performance of these techniques has been ...
Stochastic Predictive Control of Multi-Microgrid Systems
DEFF Research Database (Denmark)
Bazmohammadi, Najmeh; Tahsiri, Ahmadreza; Anvari-Moghaddam, Amjad
2018-01-01
This paper presents a stochastic predictive control algorithm for a number of microgrids connected to the same distribution system. Each microgrid includes a variety of distributed resources such as wind turbine, photo voltaic units, energy storage devices and loads. Considering the uncertainty...
Stochastic Robust Mathematical Programming Model for Power System Optimization
Energy Technology Data Exchange (ETDEWEB)
Liu, Cong; Changhyeok, Lee; Haoyong, Chen; Mehrotra, Sanjay
2016-01-01
This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.
Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan
2010-01-01
For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.
An Enhanced Jaya Algorithm with a Two Group Adaption
Directory of Open Access Journals (Sweden)
Chibing Gong
2017-01-01
Full Text Available This paper proposes a novel performance enhanced Jaya algorithm with a two group adaption (E-Jaya. Two improvements are presented in E-Jaya. First, instead of using the best and the worst values in Jaya algorithm, EJaya separates all candidates into two groups: the better and the worse groups based on their fitness values, then the mean of the better group and the mean of the worse group are used. Second, in order to add non algorithm-specific parameters in E-Jaya, a novel adaptive method of dividing the two groups has been developed. Finally, twelve benchmark functions with different dimensionality, such as 40, 60, and 100, were evaluated using the proposed EJaya algorithm. The results show that E-Jaya significantly outperformed Jaya algorithm in terms of the solution accuracy. Additionally, E-Jaya was also compared with a differential evolution (DE, a self-adapting control parameters in differential evolution (jDE, a firefly algorithm (FA, and a standard particle swarm optimization 2011 (SPSO2011 algorithm. E-Jaya algorithm outperforms all the algorithms.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Hybrid stochastic simplifications for multiscale gene networks
Directory of Open Access Journals (Sweden)
Debussche Arnaud
2009-09-01
Full Text Available Abstract Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion 123 which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.
Directory of Open Access Journals (Sweden)
Nader Ghaffari-Nasab
2010-07-01
Full Text Available During the past two decades, there have been increasing interests on permutation flow shop with different types of objective functions such as minimizing the makespan, the weighted mean flow-time etc. The permutation flow shop is formulated as a mixed integer programming and it is classified as NP-Hard problem. Therefore, a direct solution is not available and meta-heuristic approaches need to be used to find the near-optimal solutions. In this paper, we present a new discrete firefly meta-heuristic to minimize the makespan for the permutation flow shop scheduling problem. The results of implementation of the proposed method are compared with other existing ant colony optimization technique. The preliminary results indicate that the new proposed method performs better than the ant colony for some well known benchmark problems.
Multiobjective Optimization of Irreversible Thermal Engine Using Mutable Smart Bee Algorithm
Directory of Open Access Journals (Sweden)
M. Gorji-Bandpy
2012-01-01
Full Text Available A new method called mutable smart bee (MSB algorithm proposed for cooperative optimizing of the maximum power output (MPO and minimum entropy generation (MEG of an Atkinson cycle as a multiobjective, multi-modal mechanical problem. This method utilizes mutable smart bee instead of classical bees. The results have been checked with some of the most common optimizing algorithms like Karaboga’s original artificial bee colony, bees algorithm (BA, improved particle swarm optimization (IPSO, Lukasik firefly algorithm (LFFA, and self-adaptive penalty function genetic algorithm (SAPF-GA. According to obtained results, it can be concluded that Mutable Smart Bee (MSB is capable to maintain its historical memory for the location and quality of food sources and also a little chance of mutation is considered for this bee. These features were found as strong elements for mining data in constraint areas and the results will prove this claim.
Surface roughness optimization in machining of AZ31 magnesium alloy using ABC algorithm
Directory of Open Access Journals (Sweden)
Abhijith
2018-01-01
Full Text Available Magnesium alloys serve as excellent substitutes for materials traditionally used for engine block heads in automobiles and gear housings in aircraft industries. AZ31 is a magnesium alloy finds its applications in orthopedic implants and cardiovascular stents. Surface roughness is an important parameter in the present manufacturing sector. In this work optimization techniques namely firefly algorithm (FA, particle swarm optimization (PSO and artificial bee colony algorithm (ABC which are based on swarm intelligence techniques, have been implemented to optimize the machining parameters namely cutting speed, feed rate and depth of cut in order to achieve minimum surface roughness. The parameter Ra has been considered for evaluating the surface roughness. Comparing the performance of ABC algorithm with FA and PSO algorithm, which is a widely used optimization algorithm in machining studies, the results conclude that ABC produces better optimization when compared to FA and PSO for optimizing surface roughness of AZ 31.
Coherence and extensions of stochastic matrices
Directory of Open Access Journals (Sweden)
Angelo Gilio
1995-11-01
Full Text Available In this paper a review of some general results on coherence of conditional probability assessments is given. Then, a necessary and sufficient condition on coherence of two finite families of discrete conditianal probability distributions, represented by two stochastic matrices P and Q, is obtained. Moreover, the possible extensions of the assessment (P,Q to the marginal distributions are examined and explicit formulas for them are given in some special case. Finally, a general algorithm to check coherence of (P,Q and to derive its extensions is proposed.
Particle algorithms for population dynamics in flows
International Nuclear Information System (INIS)
Perlekar, Prasad; Toschi, Federico; Benzi, Roberto; Pigolotti, Simone
2011-01-01
We present and discuss particle based algorithms to numerically study the dynamics of population subjected to an advecting flow condition. We discuss few possible variants of the algorithms and compare them in a model compressible flow. A comparison against appropriate versions of the continuum stochastic Fisher equation (sFKPP) is also presented and discussed. The algorithms can be used to study populations genetics in fluid environments.
Biased Monte Carlo algorithms on unitary groups
International Nuclear Information System (INIS)
Creutz, M.; Gausterer, H.; Sanielevici, S.
1989-01-01
We introduce a general updating scheme for the simulation of physical systems defined on unitary groups, which eliminates the systematic errors due to inexact exponentiation of algebra elements. The essence is to work directly with group elements for the stochastic noise. Particular cases of the scheme include the algorithm of Metropolis et al., overrelaxation algorithms, and globally corrected Langevin and hybrid algorithms. The latter are studied numerically for the case of SU(3) theory
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Forecasting financial asset processes: stochastic dynamics via learning neural networks.
Giebel, S; Rainer, M
2010-01-01
Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.
Modeling stochasticity and robustness in gene regulatory networks.
Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis
2009-06-15
Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.
Energy-Efficient Train Operation Using Nature-Inspired Algorithms
Directory of Open Access Journals (Sweden)
Kemal Keskin
2017-01-01
Full Text Available A train operation optimization by minimizing its traction energy subject to various constraints is carried out using nature-inspired evolutionary algorithms. The optimization process results in switching points that initiate cruising and coasting phases of the driving. Due to nonlinear optimization formulation of the problem, nature-inspired evolutionary search methods, Genetic Simulated Annealing, Firefly, and Big Bang-Big Crunch algorithms were employed in this study. As a case study a real-like train and test track from a part of Eskisehir light rail network were modeled. Speed limitations, various track alignments, maximum allowable trip time, and changes in train mass were considered, and punctuality was put into objective function as a penalty factor. Results have shown that all three evolutionary methods generated effective and consistent solutions. However, it has also been shown that each one has different accuracy and convergence characteristics.
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Brain-inspired Stochastic Models and Implementations
Al-Shedivat, Maruan
2015-05-12
One of the approaches to building artificial intelligence (AI) is to decipher the princi- ples of the brain function and to employ similar mechanisms for solving cognitive tasks, such as visual perception or natural language understanding, using machines. The recent breakthrough, named deep learning, demonstrated that large multi-layer networks of arti- ficial neural-like computing units attain remarkable performance on some of these tasks. Nevertheless, such artificial networks remain to be very loosely inspired by the brain, which rich structures and mechanisms may further suggest new algorithms or even new paradigms of computation. In this thesis, we explore brain-inspired probabilistic mechanisms, such as neural and synaptic stochasticity, in the context of generative models. The two questions we ask here are: (i) what kind of models can describe a neural learning system built of stochastic components? and (ii) how can we implement such systems e ̆ciently? To give specific answers, we consider two well known models and the corresponding neural architectures: the Naive Bayes model implemented with a winner-take-all spiking neural network and the Boltzmann machine implemented in a spiking or non-spiking fashion. We propose and analyze an e ̆cient neuromorphic implementation of the stochastic neu- ral firing mechanism and study the e ̄ects of synaptic unreliability on learning generative energy-based models implemented with neural networks.
A note on "Multicriteria adaptive paths in stochastic, time-varying networks"
DEFF Research Database (Denmark)
Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan
In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....
Stochastic approach for radionuclides quantification
Clement, A.; Saurel, N.; Perrin, G.
2018-01-01
Gamma spectrometry is a passive non-destructive assay used to quantify radionuclides present in more or less complex objects. Basic methods using empirical calibration with a standard in order to quantify the activity of nuclear materials by determining the calibration coefficient are useless on non-reproducible, complex and single nuclear objects such as waste packages. Package specifications as composition or geometry change from one package to another and involve a high variability of objects. Current quantification process uses numerical modelling of the measured scene with few available data such as geometry or composition. These data are density, material, screen, geometric shape, matrix composition, matrix and source distribution. Some of them are strongly dependent on package data knowledge and operator backgrounds. The French Commissariat à l'Energie Atomique (CEA) is developing a new methodology to quantify nuclear materials in waste packages and waste drums without operator adjustment and internal package configuration knowledge. This method suggests combining a global stochastic approach which uses, among others, surrogate models available to simulate the gamma attenuation behaviour, a Bayesian approach which considers conditional probability densities of problem inputs, and Markov Chains Monte Carlo algorithms (MCMC) which solve inverse problems, with gamma ray emission radionuclide spectrum, and outside dimensions of interest objects. The methodology is testing to quantify actinide activity in different kind of matrix, composition, and configuration of sources standard in terms of actinide masses, locations and distributions. Activity uncertainties are taken into account by this adjustment methodology.
Solving simple stochastic games with few coin toss positions
DEFF Research Database (Denmark)
Ibsen-Jensen, Rasmus; Miltersen, Peter Bro
2011-01-01
Gimbert and Horn gave an algorithm for solving simple stochastic games with running time O(r! n) where n is the number of positions of the simple stochastic game and r is the number of its coin toss positions. Chatterjee et al. pointed out that a variant of strategy iteration can be implemented...... to solve this problem in time 4^r r^{O(1)} n^{O(1)}. In this paper, we show that an algorithm combining value iteration with retrograde analysis achieves a time bound of O(r 2^r (r log r + n)), thus improving both time bounds. While the algorithm is simple, the analysis leading to this time bound...
Solving Simple Stochastic Games with Few Coin Toss Positions
DEFF Research Database (Denmark)
Ibsen-Jensen, Rasmus; Miltersen, Peter Bro
2012-01-01
Gimbert and Horn gave an algorithm for solving simple stochastic games with running time O(r! n) where n is the number of positions of the simple stochastic game and r is the number of its coin toss positions. Chatterjee et al. pointed out that a variant of strategy iteration can be implemented...... to solve this problem in time 4 r n O(1). In this paper, we show that an algorithm combining value iteration with retrograde analysis achieves a time bound of O(r 2 r (r logr + n)), thus improving both time bounds. We also improve the analysis of Chatterjee et al. and show that their algorithm in fact has...
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
DEFF Research Database (Denmark)
Mahnke, Martina; Uprichard, Emma
2014-01-01
Imagine sailing across the ocean. The sun is shining, vastness all around you. And suddenly [BOOM] you’ve hit an invisible wall. Welcome to the Truman Show! Ever since Eli Pariser published his thoughts on a potential filter bubble, this movie scenario seems to have become reality, just with slight...... changes: it’s not the ocean, it’s the internet we’re talking about, and it’s not a TV show producer, but algorithms that constitute a sort of invisible wall. Building on this assumption, most research is trying to ‘tame the algorithmic tiger’. While this is a valuable and often inspiring approach, we...
International Nuclear Information System (INIS)
Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang; Kraft, Markus
2015-01-01
Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.
Energy Technology Data Exchange (ETDEWEB)
Lee, Kok Foong [Department of Chemical Engineering and Biotechnology, University of Cambridge, New Museums Site, Pembroke Street, Cambridge CB2 3RA (United Kingdom); Patterson, Robert I.A.; Wagner, Wolfgang [Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstraße 39, 10117 Berlin (Germany); Kraft, Markus, E-mail: mk306@cam.ac.uk [Department of Chemical Engineering and Biotechnology, University of Cambridge, New Museums Site, Pembroke Street, Cambridge CB2 3RA (United Kingdom); School of Chemical and Biomedical Engineering, Nanyang Technological University, 62 Nanyang Drive, Singapore, 637459 (Singapore)
2015-12-15
Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. The weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.
Stochastic Local Search for Core Membership Checking in Hedonic Games
Keinänen, Helena
Hedonic games have emerged as an important tool in economics and show promise as a useful formalism to model multi-agent coalition formation in AI as well as group formation in social networks. We consider a coNP-complete problem of core membership checking in hedonic coalition formation games. No previous algorithms to tackle the problem have been presented. In this work, we overcome this by developing two stochastic local search algorithms for core membership checking in hedonic games. We demonstrate the usefulness of the algorithms by showing experimentally that they find solutions efficiently, particularly for large agent societies.
Hybrid Differential Dynamic Programming with Stochastic Search
Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob
2016-01-01
Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.
SMD-based numerical stochastic perturbation theory
Energy Technology Data Exchange (ETDEWEB)
Dalla Brida, Mattia [Universita di Milano-Bicocca, Dipartimento di Fisica, Milan (Italy); INFN, Sezione di Milano-Bicocca (Italy); Luescher, Martin [CERN, Theoretical Physics Department, Geneva (Switzerland); AEC, Institute for Theoretical Physics, University of Bern (Switzerland)
2017-05-15
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)
SMD-based numerical stochastic perturbation theory
International Nuclear Information System (INIS)
Dalla Brida, Mattia; Luescher, Martin
2017-01-01
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schroedinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit. (orig.)
SMD-based numerical stochastic perturbation theory
Dalla Brida, Mattia; Lüscher, Martin
2017-05-01
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Directory of Open Access Journals (Sweden)
Elston Timothy C
2004-03-01
Full Text Available Abstract Background Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. Results We have developed the software package Biochemical Network Stochastic Simulator (BioNetS for efficientlyand accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solvesthe appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. Conclusions We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Stochastic weighted particle methods for population balance equations
International Nuclear Information System (INIS)
Patterson, Robert I.A.; Wagner, Wolfgang; Kraft, Markus
2011-01-01
Highlights: → Weight transfer functions for Monte Carlo simulation of coagulation. → Efficient support for single-particle growth processes. → Comparisons to analytic solutions and soot formation problems. → Better numerical accuracy for less common particles. - Abstract: A class of coagulation weight transfer functions is constructed, each member of which leads to a stochastic particle algorithm for the numerical treatment of population balance equations. These algorithms are based on systems of weighted computational particles and the weight transfer functions are constructed such that the number of computational particles does not change during coagulation events. The algorithms also facilitate the simulation of physical processes that change single particles, such as growth, or other surface reactions. Four members of the algorithm family have been numerically validated by comparison to analytic solutions to simple problems. Numerical experiments have been performed for complex laminar premixed flame systems in which members of the class of stochastic weighted particle methods were compared to each other and to a direct simulation algorithm. Two of the weighted algorithms have been shown to offer performance advantages over the direct simulation algorithm in situations where interest is focused on the larger particles in a system. The extent of this advantage depends on the particular system and on the quantities of interest.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Application of Stochastic Sensitivity Analysis to Integrated Force Method
Directory of Open Access Journals (Sweden)
X. F. Wei
2012-01-01
Full Text Available As a new formulation in structural analysis, Integrated Force Method has been successfully applied to many structures for civil, mechanical, and aerospace engineering due to the accurate estimate of forces in computation. Right now, it is being further extended to the probabilistic domain. For the assessment of uncertainty effect in system optimization and identification, the probabilistic sensitivity analysis of IFM was further investigated in this study. A set of stochastic sensitivity analysis formulation of Integrated Force Method was developed using the perturbation method. Numerical examples are presented to illustrate its application. Its efficiency and accuracy were also substantiated with direct Monte Carlo simulations and the reliability-based sensitivity method. The numerical algorithm was shown to be readily adaptable to the existing program since the models of stochastic finite element and stochastic design sensitivity are almost identical.
Stochastic sensitivity analysis and Langevin simulation for neural network learning
International Nuclear Information System (INIS)
Koda, Masato
1997-01-01
A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method
Lot Sizing Based on Stochastic Demand and Service Level Constraint
Directory of Open Access Journals (Sweden)
hajar shirneshan
2012-06-01
Full Text Available Considering its application, stochastic lot sizing is a significant subject in production planning. Also the concept of service level is more applicable than shortage cost from managers' viewpoint. In this paper, the stochastic multi period multi item capacitated lot sizing problem has been investigated considering service level constraint. First, the single item model has been developed considering service level and with no capacity constraint and then, it has been solved using dynamic programming algorithm and the optimal solution has been derived. Then the model has been generalized to multi item problem with capacity constraint. The stochastic multi period multi item capacitated lot sizing problem is NP-Hard, hence the model could not be solved by exact optimization approaches. Therefore, simulated annealing method has been applied for solving the problem. Finally, in order to evaluate the efficiency of the model, low level criterion has been used .
Inherently stochastic spiking neurons for probabilistic neural computation
Al-Shedivat, Maruan
2015-04-01
Neuromorphic engineering aims to design hardware that efficiently mimics neural circuitry and provides the means for emulating and studying neural systems. In this paper, we propose a new memristor-based neuron circuit that uniquely complements the scope of neuron implementations and follows the stochastic spike response model (SRM), which plays a cornerstone role in spike-based probabilistic algorithms. We demonstrate that the switching of the memristor is akin to the stochastic firing of the SRM. Our analysis and simulations show that the proposed neuron circuit satisfies a neural computability condition that enables probabilistic neural sampling and spike-based Bayesian learning and inference. Our findings constitute an important step towards memristive, scalable and efficient stochastic neuromorphic platforms. © 2015 IEEE.
International Nuclear Information System (INIS)
Fu, Jin; Wu, Sheng; Li, Hong; Petzold, Linda R.
2014-01-01
The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy
Simulation of quantum dynamics based on the quantum stochastic differential equation.
Li, Ming
2013-01-01
The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.
International Nuclear Information System (INIS)
Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong
2016-01-01
This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.
Energy Technology Data Exchange (ETDEWEB)
Marchetti, Luca, E-mail: marchetti@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); Priami, Corrado, E-mail: priami@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy); University of Trento, Department of Mathematics (Italy); Thanh, Vo Hong, E-mail: vo@cosbi.eu [The Microsoft Research – University of Trento Centre for Computational and Systems Biology (COSBI), Piazza Manifattura, 1, 38068 Rovereto (Italy)
2016-07-15
This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
De Götzen , Amalia; Mion , Luca; Tache , Olivier
2007-01-01
International audience; We call sound algorithms the categories of algorithms that deal with digital sound signal. Sound algorithms appeared in the very infancy of computer. Sound algorithms present strong specificities that are the consequence of two dual considerations: the properties of the digital sound signal itself and its uses, and the properties of auditory perception.
Wang, Lui; Bayer, Steven E.
1991-01-01
Genetic algorithms are mathematical, highly parallel, adaptive search procedures (i.e., problem solving methods) based loosely on the processes of natural genetics and Darwinian survival of the fittest. Basic genetic algorithms concepts are introduced, genetic algorithm applications are introduced, and results are presented from a project to develop a software tool that will enable the widespread use of genetic algorithm technology.
The ISI distribution of the stochastic Hodgkin-Huxley neuron.
Rowat, Peter F; Greenwood, Priscilla E
2014-01-01
The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.
Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.
Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M
2016-12-01
Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.