WorldWideScience

Sample records for fourth-order linear stochastic

  1. Linearization of fourth-order ordinary differential equations by point transformations

    Energy Technology Data Exchange (ETDEWEB)

    Ibragimov, Nail H [Mathematics and Science, Research Centre ALGA: Advances in Lie Group Analysis, Blekinge Institute of Technology, SE-371 79 Karlskrona (Sweden); Meleshko, Sergey V; Suksern, Supaporn [School of Mathematics, Suranaree University of Technology, Nakhon Ratchasima, 30000 (Thailand)], E-mail: supaporn@math.sut.ac.th

    2008-06-13

    The solution of the problem on linearization of fourth-order equations by means of point transformations is presented here. We show that all fourth-order equations that are linearizable by point transformations are contained in the class of equations which is linear in the third-order derivative. We provide the linearization test and describe the procedure for obtaining the linearizing transformations as well as the linearized equation. For ordinary differential equations of order greater than 4 we obtain necessary conditions, which separate all linearizable equations into two classes.

  2. Multiple Solutions for a Fourth-order Asymptotically Linear Elliptic Problem

    Institute of Scientific and Technical Information of China (English)

    Ai Xia QIAN; Shu Jie LI

    2006-01-01

    Under simple conditions, we prove the existence of three solutions for a fourth-order asymptotically linear elliptic boundary value problem. For the resonance case at infinity, we do not need to assume any more conditions to ensure the boundedness of the (PS) sequence of the corresponding functional.

  3. Lagrangian perturbations and the matter bispectrum I: fourth-order model for non-linear clustering

    Energy Technology Data Exchange (ETDEWEB)

    Rampf, Cornelius [Institut für Theoretische Teilchenphysik und Kosmologie, RWTH Aachen, Physikzentrum RWTH-Melaten, D-52056 Aachen (Germany); Buchert, Thomas, E-mail: rampf@physik.rwth-aachen.de, E-mail: buchert@obs.univ-lyon1.fr [Université de Lyon, Observatoire de Lyon, Centre de Recherche Astrophysique de Lyon, CNRS UMR 5574: Université Lyon 1 and École Normale Supérieure de Lyon, 9 avenue Charles André, F-69230 Saint-Genis-Laval (France)

    2012-06-01

    We investigate the Lagrangian perturbation theory of a homogeneous and isotropic universe in the non-relativistic limit, and derive the solutions up to the fourth order. These solutions are needed for example for the next-to-leading order correction of the (resummed) Lagrangian matter bispectrum, which we study in an accompanying paper. We focus on flat cosmologies with a vanishing cosmological constant, and provide an in-depth description of two complementary approaches used in the current literature. Both approaches are solved with two different sets of initial conditions — both appropriate for modelling the large-scale structure. Afterwards we consider only the fastest growing mode solution, which is not affected by either of these choices of initial conditions. Under the reasonable approximation that the linear density contrast is evaluated at the initial Lagrangian position of the fluid particle, we obtain the nth-order displacement field in the so-called initial position limit: the nth order displacement field consists of 3(n-1) integrals over n linear density contrasts, and obeys self-similarity. Then, we find exact relations between the series in Lagrangian and Eulerian perturbation theory, leading to identical predictions for the density contrast and the peculiar-velocity divergence up to the fourth order.

  4. Conservative fourth-order time integration of non-linear dynamic systems

    DEFF Research Database (Denmark)

    Krenk, Steen

    2015-01-01

    An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating the re...... integration of oscillatory systems with only a few integration points per period. Three numerical examples demonstrate the high accuracy of the algorithm. (C) 2015 Elsevier B.V. All rights reserved.......An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating...... is a direct fourth-order accurate representation of the original differential equations. This fourth-order form is energy conserving for systems with force potential in the form of a quartic polynomial in the displacement components. Energy conservation for a force potential of general form is obtained...

  5. Conservative fourth-order time integration of non-linear dynamic systems

    DEFF Research Database (Denmark)

    Krenk, Steen

    2015-01-01

    An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating the re...... integration of oscillatory systems with only a few integration points per period. Three numerical examples demonstrate the high accuracy of the algorithm. (C) 2015 Elsevier B.V. All rights reserved.......An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating...... the resulting time integrals of the inertia and stiffness terms via integration by parts. This process introduces the time derivatives of the state space variables, and these are then substituted from the original state-space differential equations. The resulting discrete form of the state-space equations...

  6. Fourth Order Theories Without Ghosts

    CERN Document Server

    Mannheim, P D; Mannheim, Philip D.; Davidson, Aharon

    2000-01-01

    Using the Dirac constraint method we show that the pure fourth-order Pais-Uhlenbeck oscillator model is free of observable negative norm states. Even though such ghosts do appear when the fourth order theory is coupled to a second order one, the limit in which the second order action is switched off is found to be a highly singular one in which these states move off shell. Given this result, construction of a fully unitary, renormalizable, gravitational theory based on a purely fourth order action in 4 dimensions now appears feasible.

  7. Stochastic Response of an Inclined Shallow Cable with Linear Viscous Dampers under Stochastic Excitation

    DEFF Research Database (Denmark)

    Zhou, Qiang; Nielsen, Søren R.K.; Qu, Weilian

    2010-01-01

    at the dampers location and the first sine term as shape functions, a reduced four-degree-of-freedom system of nonlinear stochastic ordinary differential equations are derived to describe dynamic response of the cable. Since only polynomial-type terms are contained, the fourth-order cumulant-neglect closure......Considering the coupling between the in-plane and out-of-plane vibration, the stochastic response of an inclined shallow cable with linear viscous dampers subjected to Gaussian white noise excitation is investigated in this paper. Selecting the static deflection shape due to a concentrated force...

  8. Fourth order difference methods for hyperbolic IBVP's

    Science.gov (United States)

    Gustafsson, Bertil; Olsson, Pelle

    1994-01-01

    Fourth order difference approximations of initial-boundary value problems for hyperbolic partial differential equations are considered. We use the method of lines approach with both explicit and compact implicit difference operators in space. The explicit operator satisfies an energy estimate leading to strict stability. For the implicit operator we develop boundary conditions and give a complete proof of strong stability using the Laplace transform technique. We also present numerical experiments for the linear advection equation and Burgers' equation with discontinuities in the solution or in its derivative. The first equation is used for modeling contact discontinuities in fluid dynamics, the second one for modeling shocks and rarefaction waves. The time discretization is done with a third order Runge-Kutta TVD method. For solutions with discontinuities in the solution itself we add a filter based on second order viscosity. In case of the non-linear Burger's equation we use a flux splitting technique that results in an energy estimate for certain different approximations, in which case also an entropy condition is fulfilled. In particular we shall demonstrate that the unsplit conservative form produces a non-physical shock instead of the physically correct rarefaction wave. In the numerical experiments we compare our fourth order methods with a standard second order one and with a third order TVD-method. The results show that the fourth order methods are the only ones that give good results for all the considered test problems.

  9. Fourth order deformed general relativity

    CERN Document Server

    Cuttell, Peter D

    2014-01-01

    Whenever the condition of anomaly freedom is imposed within the framework of effective approaches to loop quantum cosmology, one seems to conclude that a deformation of general covariance is required. Here, starting from a general deformation we regain an effective gravitational Lagrangian including terms up to fourth order in extrinsic curvature. We subsequently constrain the form of the corrections, and then investigate the conditions for the occurrence of a big bounce and the realisation of an inflationary era, in the presence of a perfect fluid or scalar field.

  10. POSITIVE SOLUTIONS TO FOURTH-ORDER NEUMANN BOUNDARY VALUE PROBLEM

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    In this paper, we study a class of fourth-order Neumann boundary value problem (NBVP for short). By virtue of fixed point index and the spectral theory of linear operators, the existence of positive solutions is obtained under the assumption that the nonlinearity satisfies sublinear or superlinear conditions, which are relevant to the first eigenvalue of the corresponding linear operator.

  11. JACOBI PSEUDOSPECTRAL METHOD FOR FOURTH ORDER PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Zheng-su Wan; Ben-yu Guo; Zhong-qing Wang

    2006-01-01

    In this paper, we investigate Jacobi pseudospectral method for fourth order problems.We establish some basic results on the Jacobi-Gauss-type interpolations in non-uniformly weighted Sobolev spaces, which serve as important tools in analysis of numerical quadratures, and numerical methods of differential and integral equations. Then we propose Jacobi pseudospectral schemes for several singular problems and multiple-dimensional problems of fourth order. Numerical results demonstrate the spectral accuracy of these schemes,and coincide well with theoretical analysis.

  12. On a fourth order superlinear elliptic problem

    Directory of Open Access Journals (Sweden)

    M. Ramos

    2001-01-01

    Full Text Available We prove the existence of a nonzero solution for the fourth order elliptic equation $$Delta^2u= mu u +a(xg(u$$ with boundary conditions $u=Delta u=0$. Here, $mu$ is a real parameter, $g$ is superlinear both at zero and infinity and $a(x$ changes sign in $Omega$. The proof uses a variational argument based on the argument by Bahri-Lions cite{BL}.

  13. Fourth-Order Difference Methods for Hyperbolic IBVPs

    Science.gov (United States)

    Gustafsson, Bertil; Olsson, Pelle

    1995-03-01

    In this paper we consider fourth-order difference approximations of initial-boundary value problems for hyperbolic partial differential equations. We use the method of lines approach with both explicit and compact implicit difference operators in space. The explicit operator satisfies an energy estimate leading to strict stability. For the implicit operator we develop boundary conditions and give a complete proof of strong stability using the Laplace transform technique. We also present numerical experiments for the linear advection equation and Burgers' equation with discontinuities in the solution or in its derivative. The first equation is used for modeling contact discontinuities in fluid dynamics; the second one is used for modeling shocks and rarefaction waves. The time discretization is done with a third-order Runge-Kutta TVD method. For solutions with discontinuities in the solution itself we add a filter based on second-order viscosity. In case of the non-linear Burgers' equation we use a flux splitting technique that results in an energy estimate for certain difference approximations, in which case also an entropy condition is fulfilled. In particular we shall demonstrate that the unsplit conservative form produces a non-physical shock instead of the physically correct rarefaction wave. In the numerical experiments we compare our fourth-order methods with a standard second-order one and with a third-order TVD method. The results show that the fourth-order methods are the only ones that give good results for all the considered test problems.

  14. Stochastic linear programming models, theory, and computation

    CERN Document Server

    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...

  15. Stochastic stability properties of jump linear systems

    Science.gov (United States)

    Feng, Xiangbo; Loparo, Kenneth A.; Ji, Yuandong; Chizeck, Howard J.

    1992-01-01

    Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.

  16. Fourth-Order Interference on Polarization Beats with Phase-Conjugation Geometry

    Institute of Scientific and Technical Information of China (English)

    ZHANG Yan-Peng; SUN Li-Qun; TANG Tian-Tong; ZHANG Lu; FU Pan-Ming

    2000-01-01

    The effect of fourth-order coherence on ultrafast modulation spectroscopy (UMS) with phase-conjugation geome try (PCUMS) in a cascade three-level system is investigated using chaotic and phase-diffusion models. It has been found that the modulation terms of the beat signal depend on the second-order coherence function, and different stochastic models of the laser field affect only the fourth-order coherence function. The difference between the PCUMS and UMS is discussed from a physical viewpoint.

  17. Fourth-order partial differential equations for effective image denoising

    Directory of Open Access Journals (Sweden)

    Seongjai Kim

    2009-04-01

    Full Text Available This article concerns mathematical image denoising methods incorporating fourth-order partial differential equations (PDEs. We introduce and analyze piecewise planarity conditions (PPCs with which unconstrained fourth-order variational models in continuum converge to a piecewise planar image. It has been observed that fourth-order variational models holding PPCs can restore better images than models without PPCs and second-order models. Numerical schemes are presented in detail and various examples in image denoising are provided to verify the claim.

  18. Approximate Solution Methods for Linear Stochastic Difference Equations. I. Moments

    NARCIS (Netherlands)

    Roerdink, J.B.T.M.

    1983-01-01

    The cumulant expansion for linear stochastic differential equations is extended to the case of linear stochastic difference equations. We consider a vector difference equation, which contains a deterministic matrix A0 and a random perturbation matrix A1(t). The expansion proceeds in powers of ατc, w

  19. Polarization modulational instability in a birefringent optical fiber with fourth order dispersion

    Indian Academy of Sciences (India)

    R Ganapathy; V C Kuriakose

    2001-10-01

    We obtain conditions for the occurrence of polarization modulational instability in the anomalous and normal dispersion regimes for the coupled nonlinear Schrödinger equation modelling fourth order dispersion effects when the linearly polarized pump is oriented at arbitrary angles with respect to the slow and fast axes of the birefringent fiber.

  20. Singularity-free static centrally symmetric solutions of some fourth order gravitational field equations

    Energy Technology Data Exchange (ETDEWEB)

    Fiedler, B.; Schimming, R.

    1983-01-01

    The fourth order field equations proposed by TREDER with a linear combination of BACH's tensor and EINSTEIN's tensor on the left-hand side admit static centrally symmetric solutions which are analytical and non-flat in some neighborhood of the centre of symmetry.

  1. Boundedness of solutions to fourth order differential equations with oscillatory restoring and forcing terms

    Directory of Open Access Journals (Sweden)

    Babatunde S. Ogundare

    2006-01-01

    Full Text Available This article concerns the fourth order differential equation $$ x^{(iv}+ax'''+bx''+g(x'+h(x=p(t. $$ Using the Cauchy formula for the particular solution of non-homogeneous linear differential equations with constant coefficients, we prove that the solution and its derivatives up to order three are bounded.

  2. NONTRIVIAL SOLUTIONS TO SINGULAR BOUNDARY VALUE PROBLEMS FOR FOURTH-ORDER DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    The singular boundary value problems for fourth-order differential equations are considered under some conditions concerning the first eigenvalues of the relevant linear operators. Sufficient conditions which guarantee the existence of nontrivial solutions are obtained. We use the topological degree to prove our main results.

  3. STABILITY OF SOLUTIONS TO CERTAIN FOURTH-ORDER DELAY DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    By the Lyapunov functional approach, some better results on the asymptotic stabiBy the Lyapunov functional approach, some better results on the asymptotic stability and global asymptotic stability of zero solution to a certain fourth-order non-linear differential equation with delay are obtained.

  4. Stochastic Stabilization of Itô Stochastic Systems with Markov Jumping and Linear Fractional Uncertainty

    Directory of Open Access Journals (Sweden)

    Fei Long

    2013-01-01

    Full Text Available For a class of Itô stochastic linear systems with the Markov jumping and linear fractional uncertainty, the stochastic stabilization problem is investigated via state feedback and dynamic output feedback, respectively. In order to guarantee the stochastic stability of such uncertain systems, state feedback and dynamic output control law are, respectively, designed by using multiple Lyapunov function technique and LMI approach. Finally, two numerical examples are presented to illustrate our results.

  5. Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

    Institute of Scientific and Technical Information of China (English)

    ZHANG DE-TAO

    2009-01-01

    In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.

  6. Successful combination of the stochastic linearization and Monte Carlo methods

    Science.gov (United States)

    Elishakoff, I.; Colombi, P.

    1993-01-01

    A combination of a stochastic linearization and Monte Carlo techniques is presented for the first time in literature. A system with separable nonlinear damping and nonlinear restoring force is considered. The proposed combination of the energy-wise linearization with the Monte Carlo method yields an error under 5 percent, which corresponds to the error reduction associated with the conventional stochastic linearization by a factor of 4.6.

  7. 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.

  8. A Smoothing SAA Method for a Stochastic Linear Complementarity Problem

    Institute of Scientific and Technical Information of China (English)

    Zhang Jie; Zhang Hong-wei; Zhang Li-wei

    2013-01-01

    Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation (SAA) method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochas-tic functions. The method is proved to be convergent and the preliminary numerical results are reported.

  9. Linear stochastic differential equations with anticipating initial conditions

    DEFF Research Database (Denmark)

    Khalifa, Narjess; Kuo, Hui-Hsiung; Ouerdiane, Habib

    In this paper we use the new stochastic integral introduced by Ayed and Kuo (2008) and the results obtained by Kuo et al. (2012b) to find a solution to a drift-free linear stochastic differential equation with anticipating initial condition. Our solution is based on well-known results from...

  10. Two New Fourth-Order Three-Stage Symplectic Integrators

    Institute of Scientific and Technical Information of China (English)

    LI Rong; WU Xin

    2011-01-01

    Two new fourth-order three-stage symplectic integrators are specifically designed for a family of Hamiltonian systems,such as the harmonic oscillator,mathematical pendulum and lattice ψ4 model.When the nonintegrable lattice ψ4 system is taken as a test model,numerical comparisons show that the new methods have a great advantage over the second-order Verlet symplectic integrators in the accuracy of energy,become explicitly better than the usual non-gradient fourth-order seven-stage symplectic integrator of Forest and Ruth,and are almost equivalent to a fourth-order seven-stage force gradient symplectic integrator of Chin.As the most important advantage,the new integrators are convenient for solving the variational equations of many Hamiltonian systems so as to save a great deal of the computational cost when scanning a lot of orbits for chaos.

  11. A curve flow evolved by a fourth order parabolic equation

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    We study a fourth order curve flow, which is the gradient flow of a functional describing the shapes of human red blood cells. We prove that for any smooth closed initial curve in R2, the flow has a smooth solution for all time and the solution subconverges to a critical point of the functional.

  12. A curve flow evolved by a fourth order parabolic equation

    Institute of Scientific and Technical Information of China (English)

    LIU YanNan; JIAN HuaiYu

    2009-01-01

    We study a fourth order curve flow,which is the gradient flow of a functional describing the shapes of human red blood cells.We prove that for any smooth closed initial curve in R2,the flow has a smooth solution for all time and the solution subconverges to a critical point of the functional.

  13. The Weak Field Limit of Fourth Order Gravity

    CERN Document Server

    Capozziello, Salvatore

    2010-01-01

    We discuss Newtonian and the post-Newtonian limits of Fourth Order Gravity Theories pointing out, in details, their resemblances and differences with respect to General Relativity. Particular emphasis is placed on the exact solutions and methods used to obtain them.

  14. Fourth-order discrete anisotropic boundary-value problems

    Directory of Open Access Journals (Sweden)

    Maciej Leszczynski

    2015-09-01

    Full Text Available In this article we consider the fourth-order discrete anisotropic boundary value problem with both advance and retardation. We apply the direct method of the calculus of variations and the mountain pass technique to prove the existence of at least one and at least two solutions. Non-existence of non-trivial solutions is also undertaken.

  15. The Weak Field Limit of Fourth Order Gravity

    OpenAIRE

    Capozziello, Salvatore; Stabile, Arturo

    2010-01-01

    We discuss Newtonian and the post-Newtonian limits of Fourth Order Gravity Theories pointing out, in details, their resemblances and differences with respect to General Relativity. Particular emphasis is placed on the exact solutions and methods used to obtain them.

  16. Fourth-order acoustic torque in intense sound fields

    Science.gov (United States)

    Wang, T. G.; Kanber, H.; Olli, E. E.

    1978-01-01

    The observation of a fourth-order acoustic torque in intense sound fields is reported. The torque was determined by measuring the acoustically induced angular deflection of a polished cylinder suspended by a torsion fiber. This torque was measured in a sound field of amplitude greater than that in which first-order acoustic torque has been observed.

  17. Solution to the ghost problem in fourth order derivative theories

    CERN Document Server

    Mannheim, P D

    2006-01-01

    We present a solution to the ghost problem in fourth order derivative theories. In particular we study the Pais-Uhlenbeck fourth order oscillator model, a model which serves as a prototype for theories which are based on second plus fourth order derivative actions. Via a Dirac constraint method quantization we construct the appropriate quantum-mechanical Hamiltonian and Hilbert space for the system. We find that while the second-quantized Fock space of the general Pais-Uhlenbeck model does indeed contain the negative norm energy eigenstates which are characteristic of higher derivative theories, in the limit in which we switch off the second order action, such ghost states are found to move off shell, with the spectrum of asymptotic in and out S-matrix states of the pure fourth order theory which results being found to be completely devoid of states with either negative energy or negative norm. We provide additional insight into the structure of the Pais-Uhlenbeck theory by quantizing it via path integration ...

  18. Null controllability for a fourth order parabolic equation

    Institute of Scientific and Technical Information of China (English)

    YU Hang

    2009-01-01

    In the paper,the null interior controllability for a fourth order parabolic equation is obtained.The method Is based on Lebeau-Rabbiano inequality which is a quantitative unique continuation property for the sum of eigenfunctions of the Laplacian.

  19. Multiway Filtering Based on Fourth-Order Cumulants

    Directory of Open Access Journals (Sweden)

    Salah Bourennane

    2005-05-01

    Full Text Available We propose a new multiway filtering based on fourth-order cumulants for the denoising of noisy data tensor with correlated Gaussian noise. The classical multiway filtering is based on the TUCKALS3 algorithm that computes a lower-rank tensor approximation. The presented method relies on the statistics of the analyzed multicomponent signal. We first recall how the well-known lower rank-(K1,…,KN tensor approximation processed by TUCKALS3 alternating least square algorithm exploits second-order statistics. Then, we propose to introduce the fourth-order statistics in the TUCKALS3-based method. Indeed, the use of fourth-order cumulants enables to remove the Gaussian components of an additive noise. In the presented method the estimation of the n-mode projector on the n-mode signal subspace are built from the eigenvectors associated with the largest eigenvalues of a fourth-order cumulant slice matrix instead of a covariance matrix. Each projector is applied by means of the n-mode product operator on the n-mode of the data tensor. The qualitative results of the improved multiway TUCKALS3-based filterings are shown for the case of noise reduction in a color image and multicomponent seismic data.

  20. Fourth-order discrete anisotropic boundary-value problems

    OpenAIRE

    2015-01-01

    In this article we consider the fourth-order discrete anisotropic boundary value problem with both advance and retardation. We apply the direct method of the calculus of variations and the mountain pass technique to prove the existence of at least one and at least two solutions. Non-existence of non-trivial solutions is also undertaken.

  1. Third- and fourth-order constants of incompressible soft solids and the acousto-elastic effect.

    Science.gov (United States)

    Destrade, Michel; Gilchrist, Michael D; Saccomandi, Giuseppe

    2010-05-01

    Acousto-elasticity is concerned with the propagation of small-amplitude waves in deformed solids. Results previously established for the incremental elastodynamics of exact non-linear elasticity are useful for the determination of third- and fourth-order elastic constants, especially in the case of incompressible isotropic soft solids, where the expressions are particularly simple. Specifically, it is simply a matter of expanding the expression for ρv(2), where ρ is the mass density and v the wave speed, in terms of the elongation e of a block subject to a uniaxial tension. The analysis shows that in the resulting expression: ρv(2) = a+be+ce(2), say, a depends linearly on μ; b on μ and A; and c on μ, A, and D, the respective second-, third, and fourth-order constants of incompressible elasticity, for bulk shear waves and for surface waves.

  2. Non-linear stochastic response of a shallow cable

    DEFF Research Database (Denmark)

    Larsen, Jesper Winther; Nielsen, Søren R.K.

    2004-01-01

    The paper considers the stochastic response of geometrical non-linear shallow cables. Large rain-wind induced cable oscillations with non-linear interactions have been observed in many large cable stayed bridges during the last decades. The response of the cable is investigated for a reduced two-degrees-of-freedom...

  3. Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

    Energy Technology Data Exchange (ETDEWEB)

    Hamadameen, Abdulqader Othman [Optimization, Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia); Zainuddin, Zaitul Marlizawati [Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia)

    2014-06-19

    This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

  4. Estimation of the fourth-order dispersion coefficient β4

    Institute of Scientific and Technical Information of China (English)

    Jing Huang; Jianquan Yao

    2012-01-01

    The fourth-order dispersion coefficient of fibers are estimated by the iterations around the third-order dispersion and the high-order nonlinear items in the nonlinear Schordinger equation solved by Green's function approach.Our theoretical evaluation demonstrates that the fourth-order dispersion coefficient slightly varies with distance.The fibers also record β4 values of about 0.002,0.003,and 0.00032 ps4/km for SMF,NZDSF and DCF,respectively.In the zero-dispersion regime,the high-order nonlinear effect (higher than self-steepening) has a strong impact on the transmitted short pulse.This red-shifts accelerates the symmetrical split of the pulse,although this effect is degraded rapidly with the increase of β2.Thus,the contributions to β4 of SMF,NZDSF,and DCF can be neglected.

  5. Nodal Solutions for a Nonlinear Fourth-Order Eigenvalue Problem

    Institute of Scientific and Technical Information of China (English)

    Ru Yun MA; Bevan THOMPSON

    2008-01-01

    We are concerned with determining the values of λ, for which there exist nodal solutions of the fourth-order boundary value problem y =λa(x)f(y),00 for all u ≠0. We give conditions on the ratio f (s)/s,at infinity and zero, that guarantee the existence of nodal solutions.The proof of our main results is based upon bifurcation techniques.

  6. New Efficient Fourth Order Method for Solving Nonlinear Equations

    Directory of Open Access Journals (Sweden)

    Farooq Ahmad

    2013-12-01

    Full Text Available In a paper [Appl. Math. Comput., 188 (2 (2007 1587--1591], authors have suggested and analyzed a method for solving nonlinear equations. In the present work, we modified this method by using the finite difference scheme, which has a quintic convergence. We have compared this modified Halley method with some other iterative of fifth-orders convergence methods, which shows that this new method having convergence of fourth order, is efficient.

  7. Fourth-order gravity gradient torque of spacecraft orbiting asteroids

    CERN Document Server

    Wang, Yue; Xu, Shijie

    2014-01-01

    The dynamical behavior of spacecraft around asteroids is a key element in design of such missions. An asteroid's irregular shape, non-spherical mass distribution and its rotational sate make the dynamics of spacecraft quite complex. This paper focuses on the gravity gradient torque of spacecraft around non-spherical asteroids. The gravity field of the asteroid is approximated as a 2nd degree and order-gravity field with harmonic coefficients C20 and C22. By introducing the spacecraft's higher-order inertia integrals, a full fourth-order gravity gradient torque model of the spacecraft is established through the gravitational potential derivatives. Our full fourth-order model is more precise than previous fourth-order model due to the consideration of higher-order inertia integrals of the spacecraft. Some interesting conclusions about the gravity gradient torque model are reached. Then a numerical simulation is carried out to verify our model. In the numerical simulation, a special spacecraft consisted of 36 po...

  8. Stochastic Lipschitz continuity for high dimensional Lasso with multiple linear covariate structures or hidden linear covariates

    CERN Document Server

    Chi, Zhiyi

    2010-01-01

    Two extensions of generalized linear models are considered. In the first one, response variables depend on multiple linear combinations of covariates. In the second one, only response variables are observed while the linear covariates are missing. We derive stochastic Lipschitz continuity results for the loss functions involved in the regression problems and apply them to get bounds on estimation error for Lasso. Multivariate comparison results on Rademacher complexity are obtained as tools to establish the stochastic Lipschitz continuity results.

  9. Solution Methods for Stochastic Dynamic Linear Programs.

    Science.gov (United States)

    1980-12-01

    Linear Programming, IIASA , Laxenburg, Austria, June 2-6, 1980. [2] Aghili, P., R.H., Cramer and H.W. Thompson, "On the applicability of two- stage...Laxenburg, Austria, May, 1978. [52] Propoi, A. and V. Krivonozhko, ’The simplex method for dynamic linear programs", RR-78-14, IIASA , Vienna, Austria

  10. A linear thermohaline oscillator driven by stochastic atmospheric forcing

    CERN Document Server

    Griffies, S M; Griffies, Stephen M.; Tziperman, Eli

    1995-01-01

    The interdecadal variability of a stochastically forced four-box model of the oceanic meridional thermohaline circulation (THC) is described and compared to the THC variability in the coupled ocean-atmosphere GCM of Delworth, Manabe, and Stouffer (1993). The box model is placed in a linearly stable thermally dominant mean state under mixed boundary conditions. A linear stability analysis of this state reveals one damped oscillatory THC mode in addition to purely damped modes. The variability of the model under a moderate amount of stochastic forcing, meant to emulate the random variability of the atmosphere affecting the coupled model's interdecadal THC variability, is studied. A linear interpretation, in which the damped oscillatory mode is of primary importance, is sufficient for understanding the mechanism accounting for the stochastically forced variability. Direct comparison of the variability in the box model and coupled GCM reveals common qualitative aspects. Such a comparison supports, although does n...

  11. A FOURTH ORDER DERIVATIVE-FREE OPERATOR MARCHING METHOD FOR HELMHOLTZ EQUATION IN WAVEGUIDES

    Institute of Scientific and Technical Information of China (English)

    Ya Yan Lu

    2007-01-01

    A fourth-order operator marching method for the Helmholtz equation in a waveguide is developed in this paper. It is derived from a new fourth-order exponential integrator for linear evolution equations. The method improves the second-order accuracy associated with the widely used step-wise coupled mode method where the waveguide is approximated by segments that are uniform in the propagation direction. The Helmholtz equation is solved using a one-way reformulation based on the Dirichlet-to-Neumann map. An alternative version closely related to the coupled mode method is also given. Numerical results clearly indicate that the method is more accurate than the coupled mode method while the required computing effort is nearly the same.

  12. COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS

    Institute of Scientific and Technical Information of China (English)

    Yiping Fu

    2008-01-01

    In this paper,two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large.The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term,namely,the O(h4) term,is independent of the wave number and the sohrtion of the Helmholtz equation.The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered.Numerical results are presented,which support our theoretical predictions.Mathematics subject classification:65M06,65N12.

  13. Identification of linear stochastic systems through projection filters

    Science.gov (United States)

    Chen, Chung-Wen; Huang, Jen-Kuang; Juang, Jer-Nan

    1992-01-01

    A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.

  14. Time-Inconsistent Stochastic Linear--Quadratic Control

    CERN Document Server

    Hu, Ying; Zhou, Xun Yu

    2011-01-01

    In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the objective functional. We define an equilibrium, instead of optimal, solution within the class of open-loop controls, and derive a sufficient condition for equilibrium controls via a flow of forward--backward stochastic differential equations. When the state is one dimensional and the coefficients in the problem are all deterministic, we find an explicit equilibrium control. As an application, we then consider a mean-variance portfolio selection model in a complete financial market where the risk-free rate is a deterministic function of time but all the other market parameters are possibly stochastic processes. Applying the general sufficient condition, we obtain explicit equilibrium strategies when the risk premium is both deterministic and stochastic.

  15. Fourth order wave equations with nonlinear strain and source terms

    Science.gov (United States)

    Liu, Yacheng; Xu, Runzhang

    2007-07-01

    In this paper we study the initial boundary value problem for fourth order wave equations with nonlinear strain and source terms. First we introduce a family of potential wells and prove the invariance of some sets and vacuum isolating of solutions. Then we obtain a threshold result of global existence and nonexistence. Finally we discuss the global existence of solutions for the problem with critical initial condition I(u0)[greater-or-equal, slanted]0, E(0)=d. So the Esquivel-Avila's results are generalized and improved.

  16. Fourth order phase-field model for local max-ent approximants applied to crack propagation

    OpenAIRE

    Amiri, Fatemeh; Millán, Daniel; Arroyo Balaguer, Marino; Silani, Mohammad; Rabczuk, Timon

    2016-01-01

    We apply a fourth order phase-field model for fracture based on local maximum entropy (LME) approximants. The higher order continuity of the meshfree LME approximants allows to directly solve the fourth order phase-field equations without splitting the fourth order differential equation into two second order differential equations. We will first show that the crack surface can be captured more accurately in the fourth order model. Furthermore, less nodes are needed for the fourth order model ...

  17. Using linear programming to analyze and optimize stochastic flow lines

    DEFF Research Database (Denmark)

    Helber, Stefan; Schimmelpfeng, Katja; Stolletz, Raik

    2011-01-01

    This paper presents a linear programming approach to analyze and optimize flow lines with limited buffer capacities and stochastic processing times. The basic idea is to solve a huge but simple linear program that models an entire simulation run of a multi-stage production process in discrete tim...... programming and hence allows us to solve buffer allocation problems. We show under which conditions our method works well by comparing its results to exact values for two-machine models and approximate simulation results for longer lines.......This paper presents a linear programming approach to analyze and optimize flow lines with limited buffer capacities and stochastic processing times. The basic idea is to solve a huge but simple linear program that models an entire simulation run of a multi-stage production process in discrete time...

  18. A trigonometric method for the linear stochastic wave equation

    CERN Document Server

    Cohen, D; Sigg, M

    2012-01-01

    A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal approximation. This explicit time integrator allows for error bounds independent of the space discretisation and thus do not have a step size restriction as in the often used St\\"ormer-Verlet-leap-frog scheme. Moreover it enjoys a trace formula as does the exact solution of our problem. These favourable properties are demonstrated with numerical experiments.

  19. STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS WITH RANDOM COEFFICIENTS

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    This paper studies a stochastic linear quadratic optimal control problem (LQ problem, for short), for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. The authors introduce the stochastic Riccati equation for the LQ problem. This is a backward SDE with a complicated nonlinearity and a singularity. The local solvability of such a backward SDE is established, which by no means is obvious. For the case of deterministic coefficients, some further discussions on the Riccati equations have been carried out. Finally, an illustrative example is presented.

  20. Stochastic Resonance in Linear Regime of a Single- Mode Laser

    Institute of Scientific and Technical Information of China (English)

    ZHANG Liang-Ying; CAO Li; WU Da-Jin; WANG Jun

    2003-01-01

    We present an analytic investigation of the signal-to-noise ratio by studying the linear model of a single-mode laser driven by coloured pump noise (TI) and coloured quantum noise (TZ) with coloured cross-correlation (TS), and obtain an exact analytic expression of the signal-to-noise ratio. We detect that the stochastic resonance occurs when the noise correlation coefficient A < 0. Furthermore, we analyse the effect of TI , T2 and Ta on the signal-to-noise ratio, and derive the condition under which the stochastic resonance occurs.

  1. An identification algorithm for linear stochastic systems with time delays

    Science.gov (United States)

    Leondes, C. T.; Wong, E. C.

    1982-01-01

    Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.

  2. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

    Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

  3. Stochastic linear multistep methods for the simulation of chemical kinetics

    Science.gov (United States)

    Barrio, Manuel; Burrage, Kevin; Burrage, Pamela

    2015-02-01

    In this paper, we introduce the Stochastic Adams-Bashforth (SAB) and Stochastic Adams-Moulton (SAM) methods as an extension of the τ-leaping framework to past information. Using the Θ-trapezoidal τ-leap method of weak order two as a starting procedure, we show that the k-step SAB method with k ≥ 3 is order three in the mean and correlation, while a predictor-corrector implementation of the SAM method is weak order three in the mean but only order one in the correlation. These convergence results have been derived analytically for linear problems and successfully tested numerically for both linear and non-linear systems. A series of additional examples have been implemented in order to demonstrate the efficacy of this approach.

  4. Microgrid Reliability Modeling and Battery Scheduling Using Stochastic Linear Programming

    Energy Technology Data Exchange (ETDEWEB)

    Cardoso, Goncalo; Stadler, Michael; Siddiqui, Afzal; Marnay, Chris; DeForest, Nicholas; Barbosa-Povoa, Ana; Ferrao, Paulo

    2013-05-23

    This paper describes the introduction of stochastic linear programming into Operations DER-CAM, a tool used to obtain optimal operating schedules for a given microgrid under local economic and environmental conditions. This application follows previous work on optimal scheduling of a lithium-iron-phosphate battery given the output uncertainty of a 1 MW molten carbonate fuel cell. Both are in the Santa Rita Jail microgrid, located in Dublin, California. This fuel cell has proven unreliable, partially justifying the consideration of storage options. Several stochastic DER-CAM runs are executed to compare different scenarios to values obtained by a deterministic approach. Results indicate that using a stochastic approach provides a conservative yet more lucrative battery schedule. Lower expected energy bills result, given fuel cell outages, in potential savings exceeding 6percent.

  5. Stochastic Response of an Inclined Shallow Cable with Linear Viscous Dampers under Stochastic Excitation

    DEFF Research Database (Denmark)

    Zhou, Qiang; Nielsen, Søren R.K.; Qu, Weilian

    2010-01-01

    Considering the coupling between the in-plane and out-of-plane vibration, the stochastic response of an inclined shallow cable with linear viscous dampers subjected to Gaussian white noise excitation is investigated in this paper. Selecting the static deflection shape due to a concentrated force ...

  6. Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems

    Directory of Open Access Journals (Sweden)

    Il Young Song

    2009-01-01

    Full Text Available This paper presents a distributed receding horizon filtering algorithm for multisensor continuous-time linear stochastic systems. Distributed fusion with a weighted sum structure is applied to local receding horizon Kalman filters having different horizon lengths. The fusion estimate of the state of a dynamic system represents the optimal linear fusion by weighting matrices under the minimum mean square error criterion. The key contribution of this paper lies in the derivation of the differential equations for determining the error cross-covariances between the local receding horizon Kalman filters. The subsequent application of the proposed distributed filter to a linear dynamic system within a multisensor environment demonstrates its effectiveness.

  7. Wormhole geometries in fourth-order conformal Weyl gravity

    CERN Document Server

    Varieschi, Gabriele U

    2015-01-01

    We present an analysis of the classic wormhole geometries based on conformal Weyl gravity, rather than standard general relativity. The main characteristics of the resulting traversable wormholes remain the same as in the seminal study by Morris and Thorne, namely, that effective super-luminal motion is a viable consequence of the metric. Improving on previous work on the subject, we show that for particular choices of the shape and redshift functions, the wormhole metric in the context of conformal gravity does not violate the main energy conditions, as was the case of the original solutions. In particular, the resulting geometry does not require the use of exotic matter at or near the wormhole throat. Therefore, if fourth-order conformal Weyl gravity is a correct extension of general relativity, traversable wormholes might become a realistic solution for interstellar travel.

  8. Wormhole geometries in fourth-order conformal Weyl gravity

    Science.gov (United States)

    Varieschi, Gabriele U.; Ault, Kellie L.

    2016-04-01

    We present an analysis of the classic wormhole geometries based on conformal Weyl gravity, rather than standard general relativity. The main characteristics of the resulting traversable wormholes remains the same as in the seminal study by Morris and Thorne, namely, that effective super-luminal motion is a viable consequence of the metric. Improving on previous work on the subject, we show that for particular choices of the shape and redshift functions the wormhole metric in the context of conformal gravity does not violate the main energy conditions at or near the wormhole throat. Some exotic matter might still be needed at the junction between our solutions and flat spacetime, but we demonstrate that the averaged null energy condition (as evaluated along radial null geodesics) is satisfied for a particular set of wormhole geometries. Therefore, if fourth-order conformal Weyl gravity is a correct extension of general relativity, traversable wormholes might become a realistic solution for interstellar travel.

  9. Weak gravitational lensing by fourth order gravity black holes

    CERN Document Server

    Horváth, Zsolt; Hobill, David; Capozziello, Salvatore; De Laurentis, Mariafelicia

    2012-01-01

    We discuss weak lensing characteristics for black holes in a fourth order f(R) gravity theory, characterized by a gravitational strength parameter $\\sigma $ and a distance scale $r_{c}$. Above $r_{c}$ gravity is strengthened and as a consequence weak lensing features are modified compared to the Schwarzschild case. We find a critical impact parameter (depending upon $r_{c}$) for which the behavior of the deflection angle changes. Using the Virbhadra-Ellis lens equation we improve the computation of the image positions, Einstein ring radii, magnification factors and the magnification ratio. We demonstrate that the magnification ratio as function of image separation has a different power-law dependence for each parameter $\\sigma $. As these are the lensing quantities most conveniently determined by direct measurements, future lensing surveys will be able to constrain the parameter $\\sigma $ based on this prediction.

  10. Wavelet-based Image Enhancement Using Fourth Order PDE

    DEFF Research Database (Denmark)

    Nadernejad, Ehsan; Forchhammer, Søren

    2011-01-01

    The presence of noise interference signal may cause problems in signal and image analysis; hence signal and image de-noising is often used as a preprocessing stage in many signal processing applications. In this paper, a new method is presented for image de-noising based on fourth order partial...... differential equations (PDEs) and wavelet transform. In the existing wavelet thresholding methods, the final noise reduced image has limited improvement. It is due to keeping the approximate coefficients of the image unchanged. These coefficients have the main information of the image. Since noise affects both...... indicate superiority of the proposed method over the existing waveletbased image de-noising, anisotropic diffusion, and wiener filtering techniques....

  11. Black hole shadows in fourth-order conformal Weyl gravity

    CERN Document Server

    Mureika, Jonas R

    2016-01-01

    We calculate the characteristics of the "black hole shadow" for a rotating, neutral black hole in fourth-order conformal Weyl gravity. It is shown that the morphology is not significantly affected by the underlying framework, except for very large masses. Conformal gravity black hole shadows would also significantly differ from their general relativistic counterparts if the values of the main conformal gravity parameters, $\\gamma$ and $\\kappa$, were increased by several orders of magnitude. Such increased values for $\\gamma$ and $\\kappa$ are currently ruled out by gravitational phenomenology. Therefore, it is unlikely that these differences in black hole shadows will be detected in future observations, carried out by the Event Horizon Telescope or others such experiments.

  12. Cosmic Acceleration in a Model of Fourth Order Gravity

    CERN Document Server

    Banerjee, Shreya; Singh, Tejinder P

    2015-01-01

    We investigate a fourth order model of gravity, having a free length parameter, and no cosmological constant or dark energy. We consider cosmological evolution of a flat Friedmann universe in this model for the case that the length parameter is of the order of present Hubble radius. By making a suitable choice for the present value of the Hubble parameter, and value of third derivative of the scale factor (the jerk) we find that the model can explain cosmic acceleration to the same degree of accuracy as the standard concordance model. If the free length parameter is assumed to be time-dependent, and of the order of the Hubble parameter of the corresponding epoch, the model can still explain cosmic acceleration, and provides a possible resolution of the cosmic coincidence problem. We also compare redshift drift in this model, with that in the standard model.

  13. A POSTERIORI ESTIMATOR OF NONCONFORMING FINITE ELEMENT METHOD FOR FOURTH ORDER ELLIPTIC PERTURBATION PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Shuo Zhang; Ming Wang

    2008-01-01

    In this paper,we consider the nonconforming finite element approximations of fourth order elliptic perturbation problems in two dimensions.We present an a posteriori error estimator under certain conditions,and give an h-version adaptive algorithm based on the error estimation.The local behavior of the estimator is analyzed as well.This estimator works for several nonconforming methods,such as the modified Morley method and the modified Zienkiewicz method,and under some assumptions,it is an optimal one.Numerical examples are reported.with a linear stationary Cahn-Hilliard-type equation as a model problem.

  14. Relation of the fourth-order statistical invariants of velocity gradient tensor in isotropic turbulence

    Science.gov (United States)

    Fang, L.; Zhang, Y. J.; Fang, J.; Zhu, Y.

    2016-08-01

    We show by direct numerical simulations (DNSs) that in different types of isotropic turbulence, the fourth-order statistical invariants have approximately a linear relation, which can be represented by a straight line in the phase plane, passing two extreme states: the Gaussian state and the restricted Euler state. Also, each DNS case corresponds to an equilibrium region that is roughly Reynolds-dependent. In addition, both the time reversal and the compressibility effect lead to nonequilibrium transition processes in this phase plane. This observation adds a new restriction on the mean-field theory.

  15. Modeling and Simulation of the Single Phase Voltage Source UPS Inverter With Fourth Order Output Filter

    Directory of Open Access Journals (Sweden)

    Javad Faiz

    2011-01-01

    Full Text Available A UPS inverter operates in wide load impedance ranges from resistive to capacitive or inductive load. At the same time, fast transient load response, good load regulation and good switching frequency suppression is required. The variation of the load impedance changes the filter transfer characteristic and thus the output voltage value. In this paper, an analysis and simulation of the single phase voltage source uninterruptible power supply (UPS with fourth order filter (multiple-filter in output inverter, based on the state space averaging and small signal linearization technique, is proposed. The simulation results show the high quality sinusoidal output voltage at different loads, with THD less than %5.

  16. Stochastic dynamics of active swimmers in linear flows

    CERN Document Server

    Sandoval, Mario; Subramanian, Ganesh; Lauga, Eric

    2014-01-01

    Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most cells or synthetic swimmers are immersed in external flows, we consider theoretically in this paper the stochastic dynamics of a model active particle (a self-propelled sphere) in a steady general linear flow. The stochasticity arises both from translational diffusion in physical space, and from a combination of rotary diffusion and run-and-tumble dynamics in orientation space. We begin by deriving a general formulation for all components of the long-time mean square displacement tensor for a swimmer with a time-dependent swimming velocity and whose orientation decorrelates due to rotary diffusion alone. This general framework is applied to obtain the convectively enhanced mean-squared displacements of a steadily-swimming particle in three canonical linear flows (extension, s...

  17. Stability of Linear Stochastic Differential Equations with Respect to Fractional Brownian Motion

    Institute of Scientific and Technical Information of China (English)

    SHU Hui-sheng; CHEN Chun-li; WEI Guo-liang

    2009-01-01

    This paper is concerned with the stochastically stability for the m -dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H∈ (1/2, 1). On the basis of the pioneering work of Duncan and Hu, a Ito's formula is given.An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.

  18. STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH L(E)VY PROCESSES

    Institute of Scientific and Technical Information of China (English)

    Huaibin TANG; Zhen WU

    2009-01-01

    In this paper, the authors first study two kinds of stochastic differential equations (SDEs)cesses, the authors proceed to study a stochastic linear quadratic (LQ) optimal control problem with One kind of new stochastic Riccati equation that involves equality and inequality constraints is derived from the idea of square completion and its solvability is proved to be sufficient for the well-posedness and the existence of optimal control which can be of either state feedback or open-loop form of the LQ problems. Moreover, the authors obtain the existence and uniqueness of the solution to the Riccati equation for some special cases. Finally, two examples are presented to illustrate these theoretical results.

  19. Stochastic analysis of Chemical Reaction Networks using Linear Noise Approximation.

    Science.gov (United States)

    Cardelli, Luca; Kwiatkowska, Marta; Laurenti, Luca

    2016-11-01

    Stochastic evolution of Chemical Reactions Networks (CRNs) over time is usually analyzed through solving the Chemical Master Equation (CME) or performing extensive simulations. Analysing stochasticity is often needed, particularly when some molecules occur in low numbers. Unfortunately, both approaches become infeasible if the system is complex and/or it cannot be ensured that initial populations are small. We develop a probabilistic logic for CRNs that enables stochastic analysis of the evolution of populations of molecular species. We present an approximate model checking algorithm based on the Linear Noise Approximation (LNA) of the CME, whose computational complexity is independent of the population size of each species and polynomial in the number of different species. The algorithm requires the solution of first order polynomial differential equations. We prove that our approach is valid for any CRN close enough to the thermodynamical limit. However, we show on four case studies that it can still provide good approximation even for low molecule counts. Our approach enables rigorous analysis of CRNs that are not analyzable by solving the CME, but are far from the deterministic limit. Moreover, it can be used for a fast approximate stochastic characterization of a CRN.

  20. Fourth-order partial differential equations for noise removal.

    Science.gov (United States)

    You, Y L; Kaveh, M

    2000-01-01

    A class of fourth-order partial differential equations (PDEs) are proposed to optimize the trade-off between noise removal and edge preservation. The time evolution of these PDEs seeks to minimize a cost functional which is an increasing function of the absolute value of the Laplacian of the image intensity function. Since the Laplacian of an image at a pixel is zero if the image is planar in its neighborhood, these PDEs attempt to remove noise and preserve edges by approximating an observed image with a piecewise planar image. Piecewise planar images look more natural than step images which anisotropic diffusion (second order PDEs) uses to approximate an observed image. So the proposed PDEs are able to avoid the blocky effects widely seen in images processed by anisotropic diffusion, while achieving the degree of noise removal and edge preservation comparable to anisotropic diffusion. Although both approaches seem to be comparable in removing speckles in the observed images, speckles are more visible in images processed by the proposed PDEs, because piecewise planar images are less likely to mask speckles than step images and anisotropic diffusion tends to generate multiple false edges. Speckles can be easily removed by simple algorithms such as the one presented in this paper.

  1. Scale-invariant scalar spectrum from the nonminimal derivative coupling with fourth-order term

    CERN Document Server

    Myung, Yun Soo

    2015-01-01

    An exactly scale-invariant spectrum of scalar perturbation generated during de Sitter spacetime is found from the gravity model of the nonminimal derivative coupling with fourth-order term. The nonminimal derivative coupling term generates a healthy (ghost-free) fourth-order derivative term, while the fourth-order term provides an unhealthy (ghost) fourth-order derivative term. The Harrison-Zel'dovich spectrum obtained from Fourier transforming the fourth-order propagator in de Sitter space is recovered by computing the power spectrum in its momentum space directly. It shows that this model provides a truly scale-invariant spectrum, in addition to the Lee-Wick scalar theory.

  2. Discrete Mixed Petrov-Galerkin Finite Element Method for a Fourth-Order Two-Point Boundary Value Problem

    Directory of Open Access Journals (Sweden)

    L. Jones Tarcius Doss

    2012-01-01

    Full Text Available A quadrature-based mixed Petrov-Galerkin finite element method is applied to a fourth-order linear ordinary differential equation. After employing a splitting technique, a cubic spline trial space and a piecewise linear test space are considered in the method. The integrals are then replaced by the Gauss quadrature rule in the formulation itself. Optimal order a priori error estimates are obtained without any restriction on the mesh.

  3. Stochastic resonance in a parallel array of linear elements

    Institute of Scientific and Technical Information of China (English)

    Dong Xiao-Juan

    2009-01-01

    This paper studies stochastic resonance (SR) phenomenon in a parallel array of linear elements with noise. Employing the signal-to-noise ratio (SNR) theory, it obtains the output SNR, and investigates the effects on the output SNR of the system with signal-independent noise and signal-dependent noise respectively. Numerical results show: the curve of the output SNR is monotone with signal-independent noise; whereas SR appears with signal-dependent noise. Moreover, the output SNR enhances rapidly with the increase of N which is the number of elements in this parallel array linear system. This result may provide smart array of simple linear sensors which are capable of acting as noise-aided amplifiers.

  4. Economic MPC for a linear stochastic system of energy units

    DEFF Research Database (Denmark)

    Jørgensen, John Bagterp; Sokoler, Leo Emil; Standardi, Laura

    2016-01-01

    in addition to stochastic power producers such as wind turbines and solar power plants. Control of such large scale systems requires new control algorithms. In this paper, we formulate the control of such a system as an Economic Model Predictive Control (MPC) problem. When the power producers and controllable......This paper summarizes comprehensively the work in four recent PhD theses from the Technical University of Denmark related to Economic MPC of future power systems. Future power systems will consist of a large number of decentralized power producers and a large number of controllable power consumers...... power consumers have linear dynamics, the Economic MPC may be expressed as a linear program. We provide linear models for a number of energy units in an energy system, formulate an Economic MPC for coordination of such a system. We indicate how advances in computational MPC makes the solutions...

  5. Optimal policies for identification of stochastic linear systems

    Science.gov (United States)

    Lopez-Toledo, A. A.; Athans, M.

    1975-01-01

    The problem of designing closed-loop policies for identification of multiinput-multioutput linear discrete-time systems with random time-varying parameters is considered in this paper using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop laws. The computation of the optimal laws is shown to be nontrivial, an exercise in stochastic control, but open-loop, affine, and open-loop feedback optimal inputs are shown to yield tractable problems. Numerical examples are given. For time-invariant systems, the criterion considered is shown to be related to the trace of the information matrix associated with the system.

  6. Simple Planar Truss (Linear, Nonlinear and Stochastic Approach

    Directory of Open Access Journals (Sweden)

    Frydrýšek Karel

    2016-11-01

    Full Text Available This article deals with a simple planar and statically determinate pin-connected truss. It demonstrates the processes and methods of derivations and solutions according to 1st and 2nd order theories. The article applies linear and nonlinear approaches and their simplifications via a Maclaurin series. Programming connected with the stochastic Simulation-Based Reliability Method (i.e. the direct Monte Carlo approach is used to conduct a probabilistic reliability assessment (i.e. a calculation of the probability that plastic deformation will occur in members of the truss.

  7. Optimal fourth-order staggered-grid finite-difference scheme for 3D frequency-domain viscoelastic wave modeling

    Science.gov (United States)

    Li, Y.; Han, B.; Métivier, L.; Brossier, R.

    2016-09-01

    We investigate an optimal fourth-order staggered-grid finite-difference scheme for 3D frequency-domain viscoelastic wave modeling. An anti-lumped mass strategy is incorporated to minimize the numerical dispersion. The optimal finite-difference coefficients and the mass weighting coefficients are obtained by minimizing the misfit between the normalized phase velocities and the unity. An iterative damped least-squares method, the Levenberg-Marquardt algorithm, is utilized for the optimization. Dispersion analysis shows that the optimal fourth-order scheme presents less grid dispersion and anisotropy than the conventional fourth-order scheme with respect to different Poisson's ratios. Moreover, only 3.7 grid-points per minimum shear wavelength are required to keep the error of the group velocities below 1%. The memory cost is then greatly reduced due to a coarser sampling. A parallel iterative method named CARP-CG is used to solve the large ill-conditioned linear system for the frequency-domain modeling. Validations are conducted with respect to both the analytic viscoacoustic and viscoelastic solutions. Compared with the conventional fourth-order scheme, the optimal scheme generates wavefields having smaller error under the same discretization setups. Profiles of the wavefields are presented to confirm better agreement between the optimal results and the analytic solutions.

  8. Discrete Time Optimal Adaptive Control for Linear Stochastic Systems

    Institute of Scientific and Technical Information of China (English)

    JIANG Rui; LUO Guiming

    2007-01-01

    The least-squares(LS)algorithm has been used for system modeling for a long time. Without any excitation conditions, only the convergence rate of the common LS algorithm can be obtained. This paper analyzed the weighted least-squares(WLS)algorithm and described the good properties of the WLS algorithm. The WLS algorithm was then used for daptive control of linear stochastic systems to show that the linear closed-loop system was globally stable and that the system identification was consistent. Compared to the past optimal adaptive controller,this controller does not impose restricted conditions on the coefficients of the system, such as knowing the first coefficient before the controller. Without any persistent excitation conditions, the analysis shows that, with the regulation of the adaptive control, the closed-loop system was globally stable and the adaptive controller converged to the one-step-ahead optimal controller in some sense.

  9. Adiabatic Shear Localization for Steels Based on Johnson-Cook Model and Second- and Fourth-Order Gradient Plasticity Models

    Institute of Scientific and Technical Information of China (English)

    WANG Xue-bin

    2007-01-01

    To consider the effects of the interactions and interplay among microstructures, gradient-dependent models of second- and fourth-order are included in the widely used phenomenological Johnson-Cook model where the effects of strain-hardening, strain rate sensitivity, and thermal-softening are successfully described. The various parameters for 1006 steel, 4340 steel and S-7 tool steel are assigned. The distributions and evolutions of the local plastic shear strain and deformation in adiabatic shear band (ASB) are predicted. The calculated results of the second- and fourth-order gradient plasticity models are compared. S-7 tool steel possesses the steepest profile of local plastic shear strain in ASB, whereas 1006 steel has the least profile. The peak local plastic shear strain in ASB for S-7 tool steel is slightly higher than that for 4340 steel and is higher than that for 1006 steel. The extent of the nonlinear distribution of the local plastic shear deformation in ASB is more apparent for the S-7 tool steel, whereas it is the least apparent for 1006 steel. In fourth-order gradient plasticity model, the profile of the local plastic shear strain in the middle of ASB has a pronounced plateau whose width decreases with increasing average plastic shear strain, leading to a shrink of the portion of linear distribution of the profile of the local plastic shear deformation. When compared with the second-order gradient plasticity model, the fourth-order gradient plasticity model shows a lower peak local plastic shear strain in ASB and a higher magnitude of plastic shear deformation at the top or base of ASB, which is due to wider ASB. The present numerical results of the second- and fourth-order gradient plasticity models are consistent with the previous numerical and experimental results at least qualitatively.

  10. LINEAR QUADRATIC OPTIMAL CONTROL UNDER STOCHASTIC UNIFORM OBSERVABILITY AND DETECTABILITY CONDITIONS

    Directory of Open Access Journals (Sweden)

    V.M. Ungureanu

    2011-07-01

    Full Text Available In this paper we apply the results in [1] - [3] to solve some linear quadratic control problems undereither stochastic uniform observability conditions or detectability conditions.

  11. FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS,LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES

    Institute of Scientific and Technical Information of China (English)

    WU Zhen

    2005-01-01

    In this paper,we use the solutions of forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open-loop Nash equilibrium point for nonzero sum differential games problem.We also discuss the solvability of the generalized Riccati equation system and give the linear feedback regulator for the optimal control problem using the solution of this kind of Riccati equation system.

  12. Parameter identification of linear discrete stochastic systems with time delays

    Science.gov (United States)

    Wong, E. C.

    1980-01-01

    An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

  13. Hitting probabilities for non-linear systems of stochastic waves

    CERN Document Server

    Dalang, Robert C

    2012-01-01

    We consider a $d$-dimensional random field $u = \\{u(t,x)\\}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k \\in \\{1,2,3\\}$, driven by a spatially homogeneous Gaussian noise that is white in time. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent $\\beta$. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $\\IR^d$, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when $d(2-\\beta) > 2(k+1)$, points are polar for $u$. Conversely, in low dimensions $d$, points are not polar. There is however an interval in which the question of polarity of points remains open.

  14. Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

    Science.gov (United States)

    Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.

    1996-01-01

    An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

  15. A new formula for some linear stochastic equations with applications

    CERN Document Server

    Kella, Offer; 10.1214/09-AAP637

    2010-01-01

    We give a representation of the solution for a stochastic linear equation of the form $X_t=Y_t+\\int_{(0,t]}X_{s-} \\mathrm {d}{Z}_s$ where $Z$ is a c\\'adl\\'ag semimartingale and $Y$ is a c\\'adl\\'ag adapted process with bounded variation on finite intervals. As an application we study the case where $Y$ and $-Z$ are nondecreasing, jointly have stationary increments and the jumps of $-Z$ are bounded by 1. Special cases of this process are shot-noise processes, growth collapse (additive increase, multiplicative decrease) processes and clearing processes. When $Y$ and $Z$ are, in addition, independent L\\'evy processes, the resulting $X$ is called a generalized Ornstein-Uhlenbeck process.

  16. PPN-limit of Fourth Order Gravity inspired by Scalar-Tensor Gravity

    OpenAIRE

    Capozziello, S.; Troisi, A

    2005-01-01

    Based on the {\\it dynamical} equivalence between higher order gravity and scalar-tensor gravity the PPN-limit of fourth order gravity is discussed. We exploit this analogy developing a fourth order gravity version of the Eddington PPN-parameters. As a result, Solar System experiments can be reconciled with higher order gravity, if physical constraints descending from experiments are fulfilled.

  17. PPN-limit of Fourth Order Gravity inspired by Scalar-Tensor Gravity

    OpenAIRE

    Capozziello, S.; Troisi, A.

    2005-01-01

    Based on the {\\it dynamical} equivalence between higher order gravity and scalar-tensor gravity the PPN-limit of fourth order gravity is discussed. We exploit this analogy developing a fourth order gravity version of the Eddington PPN-parameters. As a result, Solar System experiments can be reconciled with higher order gravity, if physical constraints descending from experiments are fulfilled.

  18. ON THE INSTABILITY OF SOLUTIONS TO A NONLINEAR VECTOR DIFFERENTIAL EQUATION OF FOURTH ORDER

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    This paper presents a new result related to the instability of the zero solution to a nonlinear vector differential equation of fourth order.Our result includes and improves an instability result in the previous literature,which is related to the instability of the zero solution to a nonlinear scalar differential equation of fourth order.

  19. A Note on Four-Dimensional Symmetry Algebras and Fourth-Order Ordinary Differential Equations

    Directory of Open Access Journals (Sweden)

    A. Fatima

    2013-01-01

    Full Text Available We provide a supplementation of the results on the canonical forms for scalar fourth-order ordinary differential equations (ODEs which admit four-dimensional Lie algebras obtained recently. Together with these new canonical forms, a complete list of scalar fourth-order ODEs that admit four-dimensional Lie algebras is available.

  20. Robust stability of uncertain neutral linear stochastic differential delay system

    Institute of Scientific and Technical Information of China (English)

    JIANG Ming-hui; SHEN Yi; LIAO Xiao-xin

    2007-01-01

    The LaSalle-type theorem for the neutral stochastic differential equations with delay is established for the first time and then applied to propose algebraic criteria of the stochastically asymptotic stability and almost exponential stability for the uncertain neutral stochastic differential systems with delay. An example is given to verify the effectiveness of obtained results.

  1. Filtering nonlinear dynamical systems with linear stochastic models

    Science.gov (United States)

    Harlim, J.; Majda, A. J.

    2008-06-01

    An important emerging scientific issue is the real time filtering through observations of noisy signals for nonlinear dynamical systems as well as the statistical accuracy of spatio-temporal discretizations for filtering such systems. From the practical standpoint, the demand for operationally practical filtering methods escalates as the model resolution is significantly increased. For example, in numerical weather forecasting the current generation of global circulation models with resolution of 35 km has a total of billions of state variables. Numerous ensemble based Kalman filters (Evensen 2003 Ocean Dyn. 53 343-67 Bishop et al 2001 Mon. Weather Rev. 129 420-36 Anderson 2001 Mon. Weather Rev. 129 2884-903 Szunyogh et al 2005 Tellus A 57 528-45 Hunt et al 2007 Physica D 230 112-26) show promising results in addressing this issue; however, all these methods are very sensitive to model resolution, observation frequency, and the nature of the turbulent signals when a practical limited ensemble size (typically less than 100) is used. In this paper, we implement a radical filtering approach to a relatively low (40) dimensional toy model, the L-96 model (Lorenz 1996 Proc. on Predictability (ECMWF, 4-8 September 1995) pp 1-18) in various chaotic regimes in order to address the 'curse of ensemble size' for complex nonlinear systems. Practically, our approach has several desirable features such as extremely high computational efficiency, filter robustness towards variations of ensemble size (we found that the filter is reasonably stable even with a single realization) which makes it feasible for high dimensional problems, and it is independent of any tunable parameters such as the variance inflation coefficient in an ensemble Kalman filter. This radical filtering strategy decouples the problem of filtering a spatially extended nonlinear deterministic system to filtering a Fourier diagonal system of parametrized linear stochastic differential equations (Majda and Grote

  2. Ghost-free, finite, fourth-order D = 3 gravity.

    Science.gov (United States)

    Deser, S

    2009-09-04

    Canonical analysis of a recently proposed linear + quadratic curvature gravity model in D = 3 establishes its pure, irreducibly fourth derivative, quadratic curvature limit as both ghost-free and power-counting UV finite, thereby maximally violating standard folklore. This limit is representative of a generic class whose kinetic terms are conformally invariant in any dimension, but it is unique in simultaneously avoiding the transverse-traceless graviton ghosts plaguing D > 3 quadratic actions as well as double pole propagators in its other variables. While the two-term model is also unitary, its additional mode's second-derivative nature forfeits finiteness.

  3. On the Beam Functions Spectral Expansions for Fourth-Order Boundary Value Problems

    Science.gov (United States)

    Papanicolaou, N. C.; Christov, C. I.

    2007-10-01

    In this paper we develop further the Galerkin technique based on the so-called beam functions with application to nonlinear problems. We make use of the formulas expressing a product of two beam functions into a series with respect to the system. First we prove that the overall convergence rate for a fourth-order linear b.v.p is algebraic fifth order, provided that the derivatives of the sought function up to fifth order exist. It is then shown that the inclusion of a quadratic nonlinear term in the equation does not degrade the fifth-order convergence. We validate our findings on a model problem which possesses analytical solution in the linear case. The agreement between the beam-Galerkin solution and the analytical solution for the linear problem is better than 10-12 for 200 terms. We also show that the error introduced by the expansion of the nonlinear term is lesser than 10-9. The beam-Galerkin method outperforms finite differences due to its superior accuracy whilst its advantage over the Chebyshev-tau method is attributed to the smaller condition number of the matrices involved in the former.

  4. Fourth order real space solver for the time-dependent Schrödinger equation with singular Coulomb potential

    Science.gov (United States)

    Majorosi, Szilárd; Czirják, Attila

    2016-11-01

    We present a novel numerical method and algorithm for the solution of the 3D axially symmetric time-dependent Schrödinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent potential. We use fourth order finite difference real space discretization, with special formulae for the arising Neumann and Robin boundary conditions along the symmetry axis. Our propagation algorithm is based on merging the method of the split-operator approximation of the exponential operator with the implicit equations of second order cylindrical 2D Crank-Nicolson scheme. We call this method hybrid splitting scheme because it inherits both the speed of the split step finite difference schemes and the robustness of the full Crank-Nicolson scheme. Based on a thorough error analysis, we verified both the fourth order accuracy of the spatial discretization in the optimal spatial step size range, and the fourth order scaling with the time step in the case of proper high order expressions of the split-operator. We demonstrate the performance and high accuracy of our hybrid splitting scheme by simulating optical tunneling from a hydrogen atom due to a few-cycle laser pulse with linear polarization.

  5. Fourth-order master equation for a charged harmonic oscillator interacting with the electromagnetic field

    Science.gov (United States)

    Kurt, Arzu; Eryigit, Resul

    2015-12-01

    The master equation for a charged harmonic oscillator coupled to an electromagnetic reservoir is investigated up to fourth order in the interaction strength by using Krylov averaging method. The interaction is in the velocity-coupling form and includes a diamagnetic term. Exact analytical expressions for the second-, the third-, and the fourth-order contributions to mass renormalization, decay constant, normal and anomalous diffusion coefficients are obtained for the blackbody type environment. It is found that, generally, the third- and the fourth-order contributions have opposite signs when their magnitudes are comparable to that of the second-order one.

  6. STABLE FOURTH-ORDER STREAM-FUNCTION METHODS FOR INCOMPRESSIBLE FLOWS WITH BOUNDARIES

    Institute of Scientific and Technical Information of China (English)

    Thomas Y. Hou; Brian R. Wetton

    2009-01-01

    Fourth-order stream-function methods are proposed for the time dependent, incom-pressible Navier-Stokes and Bonssinesq equations. Wide difference stencils are used instead of compact ones and the boundary terms are handled by extrapolating the stream-function values inside the computational domain to grid points outside, up to fourth-order in the no-slip condition. Formal error analysis is done for a simple model problem, showing that this extrapolation introduces numerical boundary layers at fifth-order in the stream-function. The fourth-order convergence in velocity of the proposed method for the full problem is shown numerically.

  7. Trapped modes in linear quantum stochastic networks with delays

    Energy Technology Data Exchange (ETDEWEB)

    Tabak, Gil [Stanford University, Department of Applied Physics, Stanford, CA (United States); Mabuchi, Hideo

    2016-12-15

    Networks of open quantum systems with feedback have become an active area of research for applications such as quantum control, quantum communication and coherent information processing. A canonical formalism for the interconnection of open quantum systems using quantum stochastic differential equations (QSDEs) has been developed by Gough, James and co-workers and has been used to develop practical modeling approaches for complex quantum optical, microwave and optomechanical circuits/networks. In this paper we fill a significant gap in existing methodology by showing how trapped modes resulting from feedback via coupled channels with finite propagation delays can be identified systematically in a given passive linear network. Our method is based on the Blaschke-Potapov multiplicative factorization theorem for inner matrix-valued functions, which has been applied in the past to analog electronic networks. Our results provide a basis for extending the Quantum Hardware Description Language (QHDL) framework for automated quantum network model construction (Tezak et al. in Philos. Trans. R. Soc. A, Math. Phys. Eng. Sci. 370(1979):5270-5290, 2012) to efficiently treat scenarios in which each interconnection of components has an associated signal propagation time delay. (orig.)

  8. Fast Linear Algebra Applications in Stochastic Inversion and Data Assimilation

    Science.gov (United States)

    Kitanidis, P. K.; Ambikasaran, S.; Saibaba, A.; Li, J. Y.; Darve, E. F.

    2012-12-01

    Inverse problems and data assimilation problems arise frequently in earth-science applications, such as hydraulic tomography, cross-well seismic travel-time tomography, electrical resistivity tomography, contaminant source identification, assimilation of weather data, etc. A common feature amongst inverse problems is that the parameters we are interested in estimating are hard to measure directly, and a crucial component of inverse modeling is using sparse data to evaluate many model parameters. To quantify uncertainty, stochastic methods such as the geostatistical approach to inverse problems and Kalman filtering are often used. The algorithms for the implementation of these methods were originally developed for small-size problems and their cost of implementation increases quickly with the size of the problem, which is usually defined by the number of observations and the number of unknowns. From a practical standpoint, it is critical to develop computational algorithms in linear algebra for which the computational effort, both in terms of storage and computational time, increases roughly linearly with the size of the problem. This is in contrast, for example, with matrix-vector products (resp. LU factorization) that scale quadratically (resp. cubically). This objective is achieved by tailoring methods to the structure of problems. We present an overview of the challenges and general approaches available for reducing computational cost and then present applications focusing on algorithms that use the hierarchical matrix approach. The hierarchical method reduces matrix vector products involving the dense covariance matrix from O(m2) to O(m log m), where m is the number of unknowns. We illustrate the performance of our algorithm on a few applications, such as monitoring CO2 concentrations using crosswell seismic tomography.

  9. Time-Periodic Solution of a 2D Fourth-Order Nonlinear Parabolic Equation

    Indian Academy of Sciences (India)

    Xiaopeng Zhao; Changchun Liu

    2014-08-01

    By using the Galerkin method, we study the existence and uniqueness of time-periodic generalized solutions and time-periodic classical solutions to a fourth-order nonlinear parabolic equation in 2D case.

  10. Fourth-order master equation for a charged harmonic oscillator coupled to an electromagnetic field

    Science.gov (United States)

    Kurt, Arzu; Eryigit, Resul

    Using Krylov averaging method, we have derived a fourth-order master equation for a charged harmonic oscillator weakly coupled to an electromagnetic field. Interaction is assumed to be of velocity coupling type which also takes into account the diagmagnetic term. Exact analytical expressions have been obtained for the second, the third and the fourth-order corrections to the diffusion and the drift terms of the master equation. We examined the validity range of the second order master equation in terms of the coupling constant and the bath cutoff frequency and found that for the most values of those parameters, the contribution from the third and the fourth order terms have opposite signs and cancel each other. Inclusion of the third and the fourth-order terms is found to not change the structure of the master equation. Bolu, Turkey.

  11. Fourth-order master equation for a charged harmonic oscillator interacting with the electromagnetic field

    Energy Technology Data Exchange (ETDEWEB)

    Kurt, Arzu; Eryigit, Resul, E-mail: resul@ibu.edu.tr

    2015-12-18

    The master equation for a charged harmonic oscillator coupled to an electromagnetic reservoir is investigated up to fourth order in the interaction strength by using Krylov averaging method. The interaction is in the velocity-coupling form and includes a diamagnetic term. Exact analytical expressions for the second-, the third-, and the fourth-order contributions to mass renormalization, decay constant, normal and anomalous diffusion coefficients are obtained for the blackbody type environment. It is found that, generally, the third- and the fourth-order contributions have opposite signs when their magnitudes are comparable to that of the second-order one. - Highlights: • Exact analytical expressions for up to the fourth-order master equation are obtained. • High and low temperature limits of anomalous diffusion coefficients are elucidated. • Convergence range of the oscillator and the bath parameters discussed.

  12. MULTIPLE POSITIVE SOLUTIONS TO FOURTH-ORDER SINGULAR BOUNDARY VALUE PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    In this paper,using the Krasnaselskii's fixed point theory in cones and localization method,under more general conditions,the existence of n positive solutions to a class of fourth-order singular boundary value problems is considered.

  13. Agent based reasoning for the non-linear stochastic models of long-range memory

    Science.gov (United States)

    Kononovicius, A.; Gontis, V.

    2012-02-01

    We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.

  14. Block Hybrid Collocation Method with Application to Fourth Order Differential Equations

    Directory of Open Access Journals (Sweden)

    Lee Ken Yap

    2015-01-01

    Full Text Available The block hybrid collocation method with three off-step points is proposed for the direct solution of fourth order ordinary differential equations. The interpolation and collocation techniques are applied on basic polynomial to generate the main and additional methods. These methods are implemented in block form to obtain the approximation at seven points simultaneously. Numerical experiments are conducted to illustrate the efficiency of the method. The method is also applied to solve the fourth order problem from ship dynamics.

  15. Backward stochastic differential equations from linear to fully nonlinear theory

    CERN Document Server

    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.

  16. Apsara: A multi-dimensional unsplit fourth-order explicit Eulerian hydrodynamics code for arbitrary curvilinear grids

    CERN Document Server

    Wongwathanarat, Annop; Müller, Ewald

    2016-01-01

    We present a new fourth-order finite-volume hydrodynamics code named Apsara. The code employs the high-order finite-volume method for mapped coordinates developed by Colella et al. (2011) with extensions for non-linear hyperbolic conservation laws by McCorquodale & Colella (2011) and Guzik et al. (2012). Using the mapped-grid technique Apsara can handle arbitrary structured curvilinear meshes in three spatial dimensions. The code has successfully passed several hydrodynamic test problems including the advection of a Gaussian density profile and a non-linear vortex, as well as the propagation of linear acoustic waves. For these test problems Apsara produces fourth-order accurate results in case of smooth grid mappings. The order of accuracy is reduced to first-order when using the non-smooth circular grid mapping of Calhoun et al. (2008). When applying the high-order method by McCorquodale & Colella (2011) to simulations of low-Mach number flows, e.g. the Gresho vortex and the Taylor-Green vortex, we d...

  17. Finite-time H∞ filtering for non-linear stochastic systems

    Science.gov (United States)

    Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

    2016-09-01

    This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

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

    Science.gov (United States)

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

    2004-01-01

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

  19. On the stabilization of switched linear stochastic systems with unobservable switching laws

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    This paper is concerned with the stabilization problem of switched linear stochastic systems with unobservable switching laws. In this paper the system switches among a finite family of linear stochastic systems. Since there are noise perturbations, the switching laws can not be identified in any finite time horizon. We prove that if each individual subsystem is controllable and the switching duration uniformly has a strict positive lower bound, then the system can be stabilized by using a controller that uses online state estimation.

  20. Stochastic error whitening algorithm for linear filter estimation with noisy data.

    Science.gov (United States)

    Rao, Yadunandana N; Erdogmus, Deniz; Rao, Geetha Y; Principe, Jose C

    2003-01-01

    Mean squared error (MSE) has been the most widely used tool to solve the linear filter estimation or system identification problem. However, MSE gives biased results when the input signals are noisy. This paper presents a novel stochastic gradient algorithm based on the recently proposed error whitening criterion (EWC) to tackle the problem of linear filter estimation in the presence of additive white disturbances. We will briefly motivate the theory behind the new criterion and derive an online stochastic gradient algorithm. Convergence proof of the stochastic gradient algorithm is derived making mild assumptions. Further, we will propose some extensions to the stochastic gradient algorithm to ensure faster, step-size independent convergence. We will perform extensive simulations and compare the results with MSE as well as total-least squares in a parameter estimation problem. The stochastic EWC algorithm has many potential applications. We will use this in designing robust inverse controllers with noisy data.

  1. Towards Stability Analysis of Jump Linear Systems with State-Dependent and Stochastic Switching

    Science.gov (United States)

    Tejada, Arturo; Gonzalez, Oscar R.; Gray, W. Steven

    2004-01-01

    This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stochastic stability conditions for discrete-time jump linear systems are also presented.

  2. Stochastic Multi-Resonance in a Linear System Driven by Multiplicative Polynomial Dichotomous Noise

    Institute of Scientific and Technical Information of China (English)

    ZHANG Lu; ZHONG Su-Chuan; PENG Hao; LUO Mao-Kang

    2011-01-01

    We investigate stochastic resonance in a linear system subjected to multiplicative noise that is a polynomial function of colored noise. Using the stochastic averaging method, the analytical expression of the output signal-to-noise ratio (SNR) is derived. Theoretical analysis and numerical results show that the output SNR is a nonmonotonic function of both the noise intensity and the correlation rate. Moreover, the phenomoenon of stochastic multi-resonance (SMR) is found, which is not observed in conventional linear systems driven by multiplicative noise with only a linear term.%@@ We investigate stochastic resonance in a linear system subjected to multiplicative noise that is a polynomial function of colored noise.Using the stochastic averaging method,the analytical expression of the output signalto-noise ratio(SNR)is derived.Theoretical analysis and numerical results show that the output SNR is a nonmonotonic function of both the noise intensity and the correlation rate.Moreover,the phenomoenon of stochastic multi-resonance(SMR)is found,which is not observed in conventional linear systems driven by multiplicative

  3. Fourth-order partial differential equation noise removal on welding images

    Science.gov (United States)

    Halim, Suhaila Abd; Ibrahim, Arsmah; Sulong, Tuan Nurul Norazura Tuan; Manurung, Yupiter HP

    2015-10-01

    Partial differential equation (PDE) has become one of the important topics in mathematics and is widely used in various fields. It can be used for image denoising in the image analysis field. In this paper, a fourth-order PDE is discussed and implemented as a denoising method on digital images. The fourth-order PDE is solved computationally using finite difference approach and then implemented on a set of digital radiographic images with welding defects. The performance of the discretized model is evaluated using Peak Signal to Noise Ratio (PSNR). Simulation is carried out on the discretized model on different level of Gaussian noise in order to get the maximum PSNR value. The convergence criteria chosen to determine the number of iterations required is measured based on the highest PSNR value. Results obtained show that the fourth-order PDE model produced promising results as an image denoising tool compared with median filter.

  4. Fourth-order partial differential equation noise removal on welding images

    Energy Technology Data Exchange (ETDEWEB)

    Halim, Suhaila Abd; Ibrahim, Arsmah; Sulong, Tuan Nurul Norazura Tuan [Center of Mathematics Studies, Faculty of Computer and Mathematical Sciences, Universiti Teknologi MARA, 40450 Shah Alam, Selangor. Malaysia (Malaysia); Manurung, Yupiter HP [Advanced Manufacturing Technology Center, Faculty of Mechanical Engineering, Universiti TEknologi MARA, 40450 Shah Alam, Selangor. Malaysia (Malaysia)

    2015-10-22

    Partial differential equation (PDE) has become one of the important topics in mathematics and is widely used in various fields. It can be used for image denoising in the image analysis field. In this paper, a fourth-order PDE is discussed and implemented as a denoising method on digital images. The fourth-order PDE is solved computationally using finite difference approach and then implemented on a set of digital radiographic images with welding defects. The performance of the discretized model is evaluated using Peak Signal to Noise Ratio (PSNR). Simulation is carried out on the discretized model on different level of Gaussian noise in order to get the maximum PSNR value. The convergence criteria chosen to determine the number of iterations required is measured based on the highest PSNR value. Results obtained show that the fourth-order PDE model produced promising results as an image denoising tool compared with median filter.

  5. Noise reduction in electronic speckle pattern interferometry fringes by fourth-order partial differential equations

    Science.gov (United States)

    Lv, Wei; Tang, Chen; Wang, Wenping

    2007-01-01

    Noise reduction is one of the largest problems and biggest difficulties involved in electronic speckle pattern interferometry (ESPI). Although the second-order PDEs denoising method is a useful tool of noise reduction for the ESPI fringe patterns, its main drawback is that the second-order PDE model does not remove impulse noise, a 3×3 mean window filter is generally needed to improve the fringes. For overcome this main drawback, in this paper we apply the fourth-order PDE denoising model to the computer-simulated and experimentally obtained ESPI fringe, respectively. In both tests, the fourth-order PDE denoising model clearly outperforms the second-order PDE denoising model. Experimental results have confirmed that the fourth-order PDE denoising model is capable of removing noise in ESPI fringe images effectively.

  6. On the third- and fourth-order constants of incompressible isotropic elasticity.

    Science.gov (United States)

    Destrade, Michel; Ogden, Raymond W

    2010-12-01

    Consider the constitutive law for an isotropic elastic solid with the strain-energy function expanded up to the fourth order in the strain and the stress up to the third order in the strain. The stress-strain relation can then be inverted to give the strain in terms of the stress with a view to considering the incompressible limit. For this purpose, use of the logarithmic strain tensor is of particular value. It enables the limiting values of all nine fourth-order elastic constants in the incompressible limit to be evaluated precisely and rigorously. In particular, it is explained why the three constants of fourth-order incompressible elasticity μ, Ā, and D are of the same order of magnitude. Several examples of application of the results follow, including determination of the acoustoelastic coefficients in incompressible solids and the limiting values of the coefficients of nonlinearity for elastic wave propagation.

  7. Entropy Diagnostics for Fourth Order Partial Differential Equations in Conservation Form

    Directory of Open Access Journals (Sweden)

    Phil Broadbridge

    2008-09-01

    Full Text Available The entropy evolution behaviour of a partial differential equation (PDE in conservation form, may be readily discerned from the sign of the local source term of Shannon information density. This can be easily used as a diagnostic tool to predict smoothing and non-smoothing properties, as well as positivity of solutions with conserved mass. The familiar fourth order diffusion equations arising in applications do not have increasing Shannon entropy. However, we obtain a new class of nonlinear fourth order diffusion equations that do indeed have this property. These equations also exhibit smoothing properties and they maintain positivity. The counter-intuitive behaviour of fourth order diffusion, observed to occur or not occur on an apparently ad hoc basis, can be predicted from an easily calculated entropy production rate. This is uniquely defined only after a technical definition of the irreducible source term of a reaction diffusion equation.

  8. The Complex Ambiguity Function Based on Downsampled Fourth-Order Statistics

    Institute of Scientific and Technical Information of China (English)

    MAYongfeng; ZHANGWeiqiang; TAORan

    2004-01-01

    Aiming at the problem of target detection in passive radar in correlated noise surroundings, we present a new estimation of the Complex ambiguity function based on Downsampled fourth-order statistics (CAF-DFOS) to improve the performances of the traditional Complex ambiguity function based on Second-order statistics (CAF-SOS) and the existing Complex ambiguity function based on Fourth-order statistics (CAF-FOS). Both the theory and the simulations show that in the aspect of Gaussian noise suppression, its performance is better than the CAF-SOS algorithm; in the aspect of estimate variance and frequency resolution, its performance is better than the CAF-FOS algorithm.

  9. Image restoration with surface-based fourth-order partial differential equation

    Science.gov (United States)

    Lu, Bibo; Liu, Qiang

    2010-07-01

    This paper presents an edge-preserving fourth order partial differential equation (PDE) for image restoration derived from a new surface-based energy functional. The corresponding fourth order PDE can preserve edges and avoid the staircase effect. The proposed model contains a function of gradient norm as an edge detector, which controls the diffusion speed according to the local structure of the image and preserves more details. Denoising results are given and we have also compared our method with some related PDE models.

  10. Application of Fourth Order Vibrational Perturbation Theory with Analytic Hartree-Fock Force Fields

    Science.gov (United States)

    Gong, Justin Z.; Matthews, Devin A.; Stanton, John F.

    2014-06-01

    Fourth-Order Rayleigh-Schrodinger Perturbation Theory (VPT4) is applied to a series of small molecules. The quality of results have been shown to be heavily dependent on the quality of the quintic and sextic force constants used and that numerical sextic force constants converge poorly and are unreliable for VPT4. Using analytic Hartree-Fock force constants, it is shown that these analytic higher-order force constants are comparable to corresponding force constants from numerical calculations at a higher level of theory. Calculations show that analytic Hartree-Fock sextic force constants are reliable and can provide good results with Fourth-Order Rayleigh-Schrodinger Perturbation Theory.

  11. Total Field and Scattered Field Technique for Fourth-Order Symplectic Finite Difference Time Domain Method

    Institute of Scientific and Technical Information of China (English)

    SHA Wei; HUANG Zhi-Xiang; WU Xian-Liang; CHEN Ming-Sheng

    2006-01-01

    Using symplectic integrator propagator, a three-dimensional fourth-order symplectic finite difference time domain (SFDTD) method is studied, which is of the fourth order in both the time and space domains. The method is nondissipative and can save more memory compared with the traditional FDTD method. The total field and scattered field (TF-SF) technique is derived for the SFDTD method to provide the incident wave source conditions. The bistatic radar cross section (RCS) of a dielectric sphere is computed by using the SFDTD method for the first time. Numerical results suggest that the SFDTD algorithm acquires better stability and accuracy compared with the traditional FDTD method.

  12. Modified Fourth-Order Kinetic Energy Gradient Expansion with Hartree Potential-Dependent Coefficients.

    Science.gov (United States)

    Constantin, Lucian A; Fabiano, Eduardo; Della Sala, Fabio

    2017-09-12

    Using the semiclassical neutral atom theory, we developed a modified fourth-order kinetic energy (KE) gradient expansion (GE4m) that keeps unchanged all the linear-response terms of the uniform electron gas and gives a significant improvement with respect to the known semilocal functionals for both large atoms and jellium surfaces. On the other hand, GE4m is not accurate for light atoms; thus, we modified the GE4m coefficients making them dependent on a novel ingredient, the reduced Hartree potential, recently introduced in the Journal of Chemical Physics 2016, 145, 084110, in the context of exchange functionals. The resulting KE gradient expansion functional, named uGE4m, belongs to the novel class of u-meta-generalized-gradient-approximations (uMGGA) whose members depend on the conventional ingredients (i.e., the reduced gradient and Laplacian of the density) as well as on the reduced Hartree potential. To test uGE4m, we defined an appropriate benchmark (including total KE and KE differences for atoms, molecules and jellium clusters) for gradient expansion functionals, that is, including only those systems which are mainly described by a slowly varying density regime. While most of the GGA and meta-GGA KE functionals (we tested 18 of them) are accurate for some properties and inaccurate for others, uGE4m shows a consistently good performance for all the properties considered. This represents a qualitative boost in the KE functional development and highlights the importance of the reduced Hartree potential for the construction of next-generation KE functionals.

  13. Linear-scaling and parallelizable algorithms for stochastic quantum chemistry

    CERN Document Server

    Booth, George H; Alavi, Ali

    2013-01-01

    For many decades, quantum chemical method development has been dominated by algorithms which involve increasingly complex series of tensor contractions over one-electron orbital spaces. Procedures for their derivation and implementation have evolved to require the minimum amount of logic and rely heavily on computationally efficient library-based matrix algebra and optimized paging schemes. In this regard, the recent development of exact stochastic quantum chemical algorithms to reduce computational scaling and memory overhead requires a contrasting algorithmic philosophy, but one which when implemented efficiently can often achieve higher accuracy/cost ratios with small random errors. Additionally, they can exploit the continuing trend for massive parallelization which hinders the progress of deterministic high-level quantum chemical algorithms. In the Quantum Monte Carlo community, stochastic algorithms are ubiquitous but the discrete Fock space of quantum chemical methods is often unfamiliar, and the metho...

  14. Algorithm Refinement for Stochastic Partial Differential Equations. I. Linear Diffusion

    Science.gov (United States)

    Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

    2002-10-01

    A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.

  15. Algorithm refinement for stochastic partial differential equations I. linear diffusion

    CERN Document Server

    Alexander, F J; Tartakovsky, D M

    2002-01-01

    A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.

  16. Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon

    Directory of Open Access Journals (Sweden)

    Jiang Wu

    2016-01-01

    Full Text Available This paper discusses the optimal preview control problem for a class of linear continuous stochastic control systems in the infinite horizon, based on the augmented error system method. Firstly, an assistant system is designed and the state equation is translated to the assistant system. Then, an integrator is introduced to construct a stochastic augmented error system. As a result, the tracking problem is converted to a regulation problem. Secondly, the optimal regulator is solved based on dynamic programming principle for the stochastic system, and the optimal preview controller of the original system is obtained. Compared with the finite horizon, we simplify the performance index. We also study the stability of the stochastic augmented error system and design the observer for the original stochastic system. Finally, the simulation example shows the effectiveness of the conclusion in this paper.

  17. APSARA: A multi-dimensional unsplit fourth-order explicit Eulerian hydrodynamics code for arbitrary curvilinear grids

    Science.gov (United States)

    Wongwathanarat, A.; Grimm-Strele, H.; Müller, E.

    2016-10-01

    We present a new fourth-order, finite-volume hydrodynamics code named Apsara. The code employs a high-order, finite-volume method for mapped coordinates with extensions for nonlinear hyperbolic conservation laws. Apsara can handle arbitrary structured curvilinear meshes in three spatial dimensions. The code has successfully passed several hydrodynamic test problems, including the advection of a Gaussian density profile and a nonlinear vortex and the propagation of linear acoustic waves. For these test problems, Apsara produces fourth-order accurate results in case of smooth grid mappings. The order of accuracy is reduced to first-order when using the nonsmooth circular grid mapping. When applying the high-order method to simulations of low-Mach number flows, for example, the Gresho vortex and the Taylor-Green vortex, we discover that Apsara delivers superior results to codes based on the dimensionally split, piecewise parabolic method (PPM) widely used in astrophysics. Hence, Apsara is a suitable tool for simulating highly subsonic flows in astrophysics. In the first astrophysical application, we perform implicit large eddy simulations (ILES) of anisotropic turbulence in the context of core collapse supernova (CCSN) and obtain results similar to those previously reported.

  18. Quarter-sweep Gauss-Seidel method with quadratic spline scheme applied to fourth order two-point boundary value problems

    Science.gov (United States)

    Mohd Fauzi, Norizyan Izzati; Sulaiman, Jumat

    2013-04-01

    The aim of this paper is to describe the application of Quarter-Sweep Gauss-Seidel (QSGS) iterative method using quadratic spline scheme for solving fourth order two-point linear boundary value problems. In the line to derive approximation equations, firstly the fourth order problems need to be reduced onto a system of second-order two-point boundary value problems. Then two linear systems have been constructed via discretization process by using the corresponding quarter-sweep quadratic spline approximation equations. The generated linear systems have been solved using the proposed QSGS iterative method to show the superiority over Full-Sweep Gauss-Seidel (FSGS) and Half-Sweep Gauss-Seidel (HSGS) methods. Computational results are provided to illustrate that the effectiveness of the proposed QSGS method is more superior in terms of computational time and number of iterations as compared to other tested methods.

  19. A STABILITY RESULT ON SOLUTIONS TO CERTAIN FOURTH ORDER NON-HOMOGENEOUS DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    A.M.A.; Abou-El-Ela; A.I.; Sadek; E.S.; Farghaly

    2009-01-01

    In this paper,we study the fourth order non-homogeneous differential equations x(4) + f1()+ f2() + f3(■) + f4(x) = p(t,x,■,,x),and obtain suffcient conditions,under which the solutions to the system tend to zero as t →∞.

  20. A STABILITY RESULT ON SOLUTIONS TO CERTAIN FOURTH ORDER NON-HOMOGENEOUS DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    A.M.A.Abou-El-Ela; A.I.Sadek; E.S.Farghaly

    2009-01-01

    In this paper,we study the fourth order non-homogeneous differential equations x(4)+f1(x)x+f2(x)+f3(x)+f4 (x)= p(t,x,x,x,x),and obtain sufficient conditions,under which the solutions to the system tend to zero as t→∞.

  1. Fourth-Order Interference in Femtosecond Spontaneous Parametric Down-Conversion

    Institute of Scientific and Technical Information of China (English)

    JIANG Yun-Kun; SHI Bao-Sen; LI Jian; FAN Xiao-Feng; GUO Guang-Can

    2000-01-01

    We report a fourth-order interference experiment in which pairs of photons are produced in spontaneous parametric down-conversion pumped by femtosecond pulses interfere in a Hong-Ou-Mandel interferometer. The visibilityof the interference is (64±4)%, exceeding the bound of 50% predicted by classical interference theory.

  2. High-resolution harmonic retrieval using the full fourth-order cumulant

    NARCIS (Netherlands)

    Vossen, S.H.J.A.; Naus, H.W.L.; Zwamborn, A.P.M.

    2010-01-01

    The harmonic retrieval (HR) problem concerns the estimation of the frequencies in a sum of real or complex harmonics. Both correlation and cumulant-based approaches are used for this purpose. Cumulant-based HR algorithms use a single 1-D slice of the fourth-order cumulant that is estimated directly

  3. HIGHLY NONCONFORMING FINITE ELEMENT APPROXIMATIONS FOR A FOURTH ORDER VARIATIONAL INEQUALITY WITH CURVATURE OBSTACLE

    Institute of Scientific and Technical Information of China (English)

    SHI Dongyang; CHEN Shaochun; Ichiro Hagiwara

    2005-01-01

    The purpose of this paper is to obtain the optimal error estimates of O(h) for the highly nonconforming elements to a fourth order variational inequality with curvature obstacle in a convex domain with simply supported boundary by using the novel function splitting method and the orthogonal properties of the nonconforming finite element spaces.Morley's element approximation is our special case.

  4. NON C0 NONCONFORMING ELEMENTS FOR ELLIPTIC FOURTH ORDER SINGULAR PERTURBATION PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Shao-chun Chen; Yong-cheng Zhao; Dong-yang Shi

    2005-01-01

    In this paper we give a convergence theorem for non C0 nonconforming finite element to solve the elliptic fourth order singular perturbation problem. Two such kind of elements, a nine parameter triangular element and a twelve parameter rectangular element both with double set parameters, are presented. The convergence and numerical results of the two elements are given.

  5. Positive Solutions of a Nonlinear Fourth-order Integral Boundary Value Problem

    Directory of Open Access Journals (Sweden)

    Benaicha Slimane

    2016-07-01

    Full Text Available In this paper, the existence of positive solutions for a nonlinear fourth-order two-point boundary value problem with integral condition is investigated. By using Krasnoselskii’s fixed point theorem on cones, sufficient conditions for the existence of at least one positive solutions are obtained.

  6. Strategic Competence as a Fourth-Order Factor Model: A Structural Equation Modeling Approach

    Science.gov (United States)

    Phakiti, Aek

    2008-01-01

    This article reports on an empirical study that tests a fourth-order factor model of strategic competence through the use of structural equation modeling (SEM). The study examines the hierarchical relationship of strategic competence to (a) strategic knowledge of cognitive and metacognitive strategy use in general (i.e., trait) and (b) strategic…

  7. Exact Controllability for the Fourth Order Schr(o)dinger Equation

    Institute of Scientific and Technical Information of China (English)

    Chuang ZHENG; Zhongcheng ZHOU

    2012-01-01

    The boundary controllability of the fourth order Schr(o)dinger equation in a bounded domain is studied.By means of an L2-Neumann boundary control,the authors prove that the solution is exactly controllable in H-2(Ω) for an arbitrarily small time.The method of proof combines both the HUM (Hilbert Uniqueness Method) and multiplier techniques.

  8. Periodic and subharmonic solutions for fourth-order p-Laplacian difference equations

    Directory of Open Access Journals (Sweden)

    Xia Liu

    2014-01-01

    Full Text Available Using critical point theory, we obtain criteria for the existence and multiplicity of periodic and subharmonic solutions to fourth-order p-Laplacian difference equations. The proof is based on the Linking Theorem in combination with variational technique. Recent results in the literature are generalized and improved.

  9. Stokes' first problem for the fourth order fluid in a porous half space

    Institute of Scientific and Technical Information of China (English)

    T.Hayat; F.Shahazad; M.Ayub

    2007-01-01

    In this study, the flow of a fourth order fluid in a porous half space is modeled. By using the modified Darcy's law, the flow over a suddenly moving flat plate is studied numerically. The influence of various param-eters of interest on the velocity profile is revealed.

  10. Existence of Infinitely Many Periodic Solutions for Perturbed Semilinear Fourth-Order Impulsive Differential Inclusions

    Directory of Open Access Journals (Sweden)

    Massimiliano Ferrara

    2016-01-01

    Full Text Available This paper discusses the existence of infinitely many periodic solutions for a semilinear fourth-order impulsive differential inclusion with a perturbed nonlinearity and two parameters. The approach is based on a critical point theorem for nonsmooth functionals.

  11. Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

    Science.gov (United States)

    Granita, Bahar, A.

    2015-03-01

    This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

  12. Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. Mathematical Education, State Islamic University of Sultan Syarif Kasim Riau, 28293 Indonesia and Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor (Malaysia); Bahar, A. [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor Malaysia and UTM Center for Industrial and Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-03-09

    This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

  13. FSILP: fuzzy-stochastic-interval linear programming for supporting municipal solid waste management.

    Science.gov (United States)

    Li, Pu; Chen, Bing

    2011-04-01

    Although many studies on municipal solid waste management (MSW management) were conducted under uncertain conditions of fuzzy, stochastic, and interval coexistence, the solution to the conventional linear programming problems of integrating fuzzy method with the other two was inefficient. In this study, a fuzzy-stochastic-interval linear programming (FSILP) method is developed by integrating Nguyen's method with conventional linear programming for supporting municipal solid waste management. The Nguyen's method was used to convert the fuzzy and fuzzy-stochastic linear programming problems into the conventional linear programs, by measuring the attainment values of fuzzy numbers and/or fuzzy random variables, as well as superiority and inferiority between triangular fuzzy numbers/triangular fuzzy-stochastic variables. The developed method can effectively tackle uncertainties described in terms of probability density functions, fuzzy membership functions, and discrete intervals. Moreover, the method can also improve upon the conventional interval fuzzy programming and two-stage stochastic programming approaches, with advantageous capabilities that are easily achieved with fewer constraints and significantly reduces consumption time. The developed model was applied to a case study of municipal solid waste management system in a city. The results indicated that reasonable solutions had been generated. The solution can help quantify the relationship between the change of system cost and the uncertainties, which could support further analysis of tradeoffs between the waste management cost and the system failure risk.

  14. Explicit fourth-order stiffness representation in non-linear dynamics

    DEFF Research Database (Denmark)

    Krenk, Steen

    2013-01-01

    global form of the effective internal force is presented, in which it is represented by its algebraic mean value plus a higher order term in the form of the product of the increment of the tangent stiffness matrix at the interval end-points and the corresponding displacement increment. This explicit...

  15. A Non-linear Stochastic Model for an Office Building with Air Infiltration

    DEFF Research Database (Denmark)

    Thavlov, Anders; Madsen, Henrik

    2015-01-01

    This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model param...... heat load reduction during peak load hours, control of indoor air temperature and for generating forecasts of power consumption from space heating....

  16. A new DOA estimation algorithm based on fourth-order cumulant%一种新的基于四阶累积量的DOA估计算法

    Institute of Scientific and Technical Information of China (English)

    朱敏; 何培宇

    2011-01-01

    A new algorithm based on fourth-order cumulant matrix is presented for uniform linear array.There are massive redundant data in the fourth-order cumulant matrix for MUSIC-like algorithm.So a new method of constructing the fourth-order cumulant matrix is created in the proposed algorithm.In the case of keeping the array extension ability, the fourth-order cumulant matrix constructed using the new method eliminates massive redundant data of the fourth-order cumulant matrix in MUSIC-like algorithm and reduces the order of the matrix.So compared with MUSIC-like algorithm, the proposed algorithm not only has the same performance of DOA estimation, but also brings the benefits of significant reduction of computational complexity.Computer simulations are carried out to illustrate the validity of the new method.%提出了一种新的用于均匀线阵的四阶累积量DOA估计算法.针对传统MUSIC-like算法中四阶累积量矩阵存在大量冗余信息的情况,本文算法提出了一种新的四阶累积量矩阵构造方法.用该方法构造的四阶累积量矩阵在保证阵列扩展性能的同时,去掉了MUSIC-like算法中四阶累积量矩阵的冗余信息,降低了矩阵的阶数.与MUSIC-like算法相比,本文算法的运算复杂度显著降低,但仍保持了同等的估计性能.实验仿真表明了提出方法的有效性.

  17. A Stochastic Restricted Principal Components Regression Estimator in the Linear Model

    Directory of Open Access Journals (Sweden)

    Daojiang He

    2014-01-01

    Full Text Available We propose a new estimator to combat the multicollinearity in the linear model when there are stochastic linear restrictions on the regression coefficients. The new estimator is constructed by combining the ordinary mixed estimator (OME and the principal components regression (PCR estimator, which is called the stochastic restricted principal components (SRPC regression estimator. Necessary and sufficient conditions for the superiority of the SRPC estimator over the OME and the PCR estimator are derived in the sense of the mean squared error matrix criterion. Finally, we give a numerical example and a Monte Carlo study to illustrate the performance of the proposed estimator.

  18. Gaussian Stochastic Linearization for Open Quantum Systems Using Quadratic Approximation of Hamiltonians

    CERN Document Server

    Vladimirov, Igor G

    2012-01-01

    This paper extends the energy-based version of the stochastic linearization method, known for classical nonlinear systems, to open quantum systems with canonically commuting dynamic variables governed by quantum stochastic differential equations with non-quadratic Hamiltonians. The linearization proceeds by approximating the actual Hamiltonian of the quantum system by a quadratic function of its observables which corresponds to the Hamiltonian of a quantum harmonic oscillator. This approximation is carried out in a mean square optimal sense with respect to a Gaussian reference quantum state and leads to a self-consistent linearization procedure where the mean vector and quantum covariance matrix of the system observables evolve in time according to the effective linear dynamics. We demonstrate the proposed Hamiltonian-based Gaussian linearization for the quantum Duffing oscillator whose Hamiltonian is a quadro-quartic polynomial of the momentum and position operators. The results of the paper are applicable t...

  19. A new family of implicit fourth order compact schemes for unsteady convection-diffusion equation with variable convection coefficient

    CERN Document Server

    Sen, Shuvam

    2012-01-01

    In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second or lower order accurate in time depending on the choice of weighted time average parameter. The proposed schemes, where transport variable and its first derivatives are carried as the unknowns, combine virtues of compact discretization and Pad\\'{e} scheme for spatial derivative. These schemes which are based on five point stencil with constant coefficients, named as \\emph{(5,5) Constant Coefficient 4th Order Compact} [(5,5)CC-4OC], give rise to a diagonally dominant system of equations and shows higher accuracy and better phase and amplitude error characteristics than some of the standard methods. These schemes are capable of using a grid aspect ratio other than unity and are unconditionally stable. They efficiently capture both transient and steady solutions of linear and ...

  20. Fourth-order derivative spectrophotometric method for simultaneous determination of pseudoephedrine and naproxen in pharmaceutical dosage forms.

    Science.gov (United States)

    Souri, Effat; Mosafer, Amir; Tehrani, Maliheh Barazandeh

    2016-01-01

    Combination dosage forms of naproxen sodium and pseudoephedrine hydrochloride are used for symptomatic treatment of cold and sinus disorders. In this study, fourth-order derivative spectrophotometric method was used for simultaneous determination of naproxen sodium and pseudoephedrine hydrochloride. The method was linear over the range of 2-28 μg/ml for pseudoephedrine hydrochloride and 4-200 μg/ml for naproxen sodium. The within-day and between-day coefficient of variation values were less than 5.8% and 2.5% for pseudoephedrine hydrochloride and naproxen sodium, respectively. The application of the proposed method for simultaneous determination of naproxen and pseudoephedrine in dosage forms was demonstrated without any special pretreatment.

  1. Fourth-order derivative spectrophotometric method for simultaneous determination of pseudoephedrine and naproxen in pharmaceutical dosage forms

    Directory of Open Access Journals (Sweden)

    Effat Souri

    2016-01-01

    Full Text Available Combination dosage forms of naproxen sodium and pseudoephedrine hydrochloride are used for symptomatic treatment of cold and sinus disorders. In this study, fourth-order derivative spectrophotometric method was used for simultaneous determination of naproxen sodium and pseudoephedrine hydrochloride. The method was linear over the range of 2-28 μg/ml for pseudoephedrine hydrochloride and 4-200 μg/ml for naproxen sodium. The within-day and between-day coefficient of variation values were less than 5.8% and 2.5% for pseudoephedrine hydrochloride and naproxen sodium, respectively. The application of the proposed method for simultaneous determination of naproxen and pseudoephedrine in dosage forms was demonstrated without any special pretreatment.

  2. SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN IRn

    Institute of Scientific and Technical Information of China (English)

    TANG SHANJIAN

    2005-01-01

    This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stochastic flow generated by an ordinary stochastic differential equation (SDE). The author develops a new approach to BSPDEs and also provides some new results. The adapted solution of BSPDEs in terms of those of SDEs and BSDEs is constructed. This brings a new insight on BSPDEs, and leads to a probabilistic approach. As a consequence, the existence, uniqueness, and regularity results are obtained for the (classical, Sobolev, and distributional) solution of BSPDEs.The dimension of the space variable x is allowed to be arbitrary n, and BSPDEs are allowed to be nonlinear in both unknown variables, which implies that the BSPDEs may be nonlinear in the gradient. Due to the limitation of space, however, this paper concerns only classical solution of BSPDEs under some more restricted assumptions.

  3. Spectrum of a class of fourth order left-definite differential operators

    Institute of Scientific and Technical Information of China (English)

    GAO Yun-lan; SUN Jiong

    2008-01-01

    The spectrum of a class of fourth order left-definite differential operators is studied. By using the theory of indefinite differential operators in Krein space and the relationship between left-definite and right-definite operators,the following conclusions are obtained: if a fourth order differential operator with a self-adjoint boundary condition that is left-definite and right-indefinite,then all its eigenvalues are real,and there exist countably infinitely many positive and negative eigenvalues which are unbounded from below and above,have no finite cluster point and can be indexed to satisfy the inequality …≤λ-2≤λ-1≤λ-0<0<λ0≤λ1≤λ2≤…

  4. On the joint distribution of surface slopes for the fourth order nonlinear random sea waves

    Institute of Scientific and Technical Information of China (English)

    张书文; 孙孚; 管长龙

    1999-01-01

    Based upon the nonlinear model of Longuet-Higgins the joint distribution of wave surface slopes is theoretically investigated. It is shown that in the fourth order approximation, the distribution is given by truncated Gram-Charlier series. The types of wave-wave coupling interactions are related to the order of approximation to nonlinearity of sea surface, which eventually defines the truncated term of the Gram-Charlier series. For each order approximation, the coefficients in the series are modified comparatively to the corresponding ones for the previous order approximation. If the nonlinear effect of the kurtosis is considered, the wave surface must be as accurate at least as to the third order approximation, and with regard to skewness, the wave surface must be as accurate at least as to the fourth order approximation.

  5. Fujita-Liouville Type Theorem for Coupled Fourth-Order Parabolic Inequalities

    Institute of Scientific and Technical Information of China (English)

    Zhaoxin JIANG; Sining ZHENG

    2012-01-01

    This paper deals with a coupled system of fourth-order parabolic inequalities |u| ≥ -△2u + |v|q,|v|t ≥ -△2v + |u|P in S =Rn × R+ with p,q > 1,n ≥ 1.A FujitaLiouville type theorem is established that the inequality system does not admit nontrivial nonnegative global solutions on S whenever n/4 ≤ max(p+1/pq-1,q+L/pq-1).Since the general maximum-comparison principle does not hold for the fourth-order problem,the authors use the test function method to get the global non-existence of nontrivial solutions.

  6. Symplectic fourth-order maps for the collisional N-body problem

    CERN Document Server

    Dehnen, Walter

    2016-01-01

    We study analytically and experimentally certain symplectic and time-reversible N-body integrators which employ a Kepler solver for each pair-wise interaction, including the method of Hernandez & Bertschinger (2015). Owing to the Kepler solver, these methods treat close two-body interactions correctly, while close three-body encounters contribute to the truncation error at second order and above. The second-order errors can be corrected to obtain a fourth-order scheme with little computational overhead. We generalise this map to an integrator which employs a Kepler solver only for selected interactions and yet retains fourth-order accuracy without backward steps. In this case, however, two-body encounters not treated via a Kepler solver contribute to the truncation error.

  7. Symplectic fourth-order maps for the collisional N -body problem

    Science.gov (United States)

    Dehnen, Walter; Hernandez, David M.

    2017-02-01

    We study analytically and experimentally certain symplectic and time-reversible N-body integrators which employ a Kepler solver for each pair-wise interaction, including the method of Hernandez & Bertschinger (2015). Owing to the Kepler solver, these methods treat close two-body interactions correctly, while close three-body encounters contribute to the truncation error at second order and above. The second-order errors can be corrected to obtain a fourth-order scheme with little computational overhead. We generalise this map to an integrator which employs a Kepler solver only for selected interactions and yet retains fourth-order accuracy without backward steps. In this case, however, two-body encounters not treated via a Kepler solver contribute to the truncation error.

  8. A Generalization of Gauge Symmetry, Fourth-Order Gauge Field Equations and Accelerated Cosmic-Expansion

    OpenAIRE

    2014-01-01

    A generalization of the usual gauge symmetry leads to fourth-order gauge field equations, which imply a new constant force independent of distances. The force associated with the new $U_1$ gauge symmetry is repulsive among baryons. Such a constant force based on baryon charge conservation gives a field-theoretic understanding of the accelerated cosmic-expansion in the observable portion of the universe dominated by baryon galaxies. In consistent with all conservation laws and known forces, a ...

  9. Joint frequency, 2D AOA and polarization estimation using fourth-order cumulants

    Institute of Scientific and Technical Information of China (English)

    王建英; 陈天琪

    2000-01-01

    Based on fourth-order cumulant and ESPRIT algorithm, a novel joint frequency, two-dimensional angle of arrival (2D AOA) and the polarization estimation method of incoming multiple independent spatial narrow-band non-Gaussian signals in arbitrary Gaussian noise environment are proposed . The array is composed of crossed dipoles parallel to the coordinate axes. The crossed dipole positions are arbitrarily distributed. Computer simulation confirms its feasibility.

  10. Joint frequency, 2D AOA and polarization estimation using fourth-order cumulants

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    Based on fourth-order cumulant and ESPRIT algorithm, a novel joint frequency, two-dimensional angle of arrival (2D AOA) and the polarization estimation method of incoming multiple independent spatial narrow-band non-Gaussian signals in arbitrary Gaussian noise environment are proposed. The array is composed of crossed dipoles parallel to the coordinate axes. The crossed dipole positions are arbitrarily distributed. Computer simulation confirms its feasibility.

  11. Split Bregman Iteration Algorithm for Image Deblurring Using Fourth-Order Total Bounded Variation Regularization Model

    Directory of Open Access Journals (Sweden)

    Yi Xu

    2013-01-01

    Full Text Available We propose a fourth-order total bounded variation regularization model which could reduce undesirable effects effectively. Based on this model, we introduce an improved split Bregman iteration algorithm to obtain the optimum solution. The convergence property of our algorithm is provided. Numerical experiments show the more excellent visual quality of the proposed model compared with the second-order total bounded variation model which is proposed by Liu and Huang (2010.

  12. Infinitely many solutions for a fourth-order boundary-value problem

    Directory of Open Access Journals (Sweden)

    Seyyed Mohsen Khalkhali

    2012-09-01

    Full Text Available In this article we consider the existence of infinitely many solutions to the fourth-order boundary-value problem $$displaylines{ u^{iv}+alpha u''+eta(x u=lambda f(x,u+h(u,quad xin]0,1[cr u(0=u(1=0,cr u''(0=u''(1=0,. }$$ Our approach is based on variational methods and critical point theory.

  13. Fourth-Order Four-Point Boundary Value Problem: A Solutions Funnel Approach

    Directory of Open Access Journals (Sweden)

    Panos K. Palamides

    2012-01-01

    Full Text Available We investigate the existence of positive or a negative solution of several classes of four-point boundary-value problems for fourth-order ordinary differential equations. Although these problems do not always admit a (positive Green's function, the obtained solution is still of definite sign. Furthermore, we prove the existence of an entire continuum of solutions. Our technique relies on the continuum property (connectedness and compactness of the solutions funnel (Kneser's Theorem, combined with the corresponding vector field.

  14. Image Denoising based on Fourth-Order Partial Differential Equations: A Survey

    Directory of Open Access Journals (Sweden)

    Anand Swaroop Khare,

    2013-04-01

    Full Text Available Reduction of noise is essential especially in the fieldof image processing. Several researchers arecontinuously working in this direction and providesome good insights, but still there are lot of scope inthis field.Noise mixed with image is harmful forimage processing. Inthis paper we survey severalaspects of image denoising and fourth-order partialdifferential equation.We also discuss severaltraditional methodology used with their advantagesand disadvantages. We also provide a deep analysisbased on the literature work from the previousresearch.

  15. Fourth-Order Deferred Correction Scheme for Solving Heat Conduction Problem

    Directory of Open Access Journals (Sweden)

    D. Yambangwai

    2013-01-01

    Full Text Available A deferred correction method is utilized to increase the order of spatial accuracy of the Crank-Nicolson scheme for the numerical solution of the one-dimensional heat equation. The fourth-order methods proposed are the easier development and can be solved by using Thomas algorithms. The stability analysis and numerical experiments have been limited to one-dimensional heat-conducting problems with Dirichlet boundary conditions and initial data.

  16. Comment on "Perturbative method to solve fourth-order gravity field equations"

    CERN Document Server

    Campanelli, M

    1995-01-01

    We reconsider the cosmic string perturbative solution to the classical fourth-order gravity field equations, obtained in Ref.\\cite{CLA94}, and we obtain that static, cylindricaly symmetric gauge cosmic strings, with constant energy density, can contain only \\beta-terms in the first order corrections to the interior gravitational field, while the exact exterior solution is a conical spacetime with deficit angle D=8\\pi\\mu.

  17. Nuclear axial current operators to fourth order in chiral effective field theory

    OpenAIRE

    Krebs, H; Epelbaum, E.; Meißner, U.-G

    2016-01-01

    We present the complete derivation of the nuclear axial charge and current operators as well as the pseudoscalar operators to fourth order in the chiral expansion relative to the dominant one-body contribution using the method of unitary transformation. We demonstrate that the unitary ambiguity in the resulting operators can be eliminated by the requirement of renormalizability and by matching of the pion-pole contributions to the nuclear forces. We give expressions for the renormalized singl...

  18. Fourth-order dispersion mediated solitonic radiations in HC-PCF cladding.

    Science.gov (United States)

    Benabid, F; Biancalana, F; Light, P S; Couny, F; Luiten, A; Roberts, P J; Peng, Jiahui; Sokolov, Alexei V

    2008-11-15

    We observe experimentally, for the first time to our knowledge, the simultaneous emission of two strong conjugate resonant dispersive waves by optical solitons. The effect is observed in a small waveguiding glass feature within the cladding of a Kagome hollow-core photonic crystal fiber. We demonstrate theoretically that the phenomenon is attributed to the unusually high fourth-order dispersion coefficient of the waveguiding feature.

  19. Initial value problem for a class of fourth-order nonlinear wave equations

    Institute of Scientific and Technical Information of China (English)

    Guo-wang CHEN; Chang-shun HOU

    2009-01-01

    In this paper, existence and uniqueness of the generalized global solution and the classical global solution to the initial value problem for a class of fourth-order nonlinear wave equations are studied in the fractional order Sobolev space using the contraction mapping principle and the extension theorem. The sufficient conditions for the blow up of the solution to the initial value problem are given.

  20. A Table of Third and Fourth Order Feynman Diagrams of the Interacting Fermion Green's Function

    CERN Document Server

    Mathar, R J

    2005-01-01

    The Feynman diagrams of the Green's function expansion of fermions interacting with a non-relativistic 2-body interaction are displayed in first, second and third order of the interaction as 2, 10 and 74 diagrams, respectively. A name convention for the diagrams is proposed and then used to tabulate the 706 diagrams of fourth order. The Hartree-Fock approximation summons up 2, 8, 40 and 224 of them, respectively.

  1. Linear kinetic theory and particle transport in stochastic mixtures

    Energy Technology Data Exchange (ETDEWEB)

    Pomraning, G.C. [Univ. of California, Los Angeles, CA (United States)

    1995-12-31

    We consider the formulation of linear transport and kinetic theory describing energy and particle flow in a random mixture of two or more immiscible materials. Following an introduction, we summarize early and fundamental work in this area, and we conclude with a brief discussion of recent results.

  2. Nonlinear system stochastic response determination via fractional equivalent linearization and Karhunen-Loève expansion

    Science.gov (United States)

    Dai, Hongzhe; Zheng, Zhibao; Wang, Wei

    2017-08-01

    In this paper, a novel fractional equivalent linearization (EL) approach is developed by incorporating a fractional derivative term into the classical linearization equation. Due to the introduction of the fractional derivative term, the accuracy of the new linearization is improved, illustrated by a Duffing oscillator that is subjected to a harmonic excitation. Furthermore, a new method for solving stochastic response of nonlinear SDOF system is developed by combining Karhunen-Loève (K-L) expansion and fractional EL. The method firstly decomposes the stochastic excitation in terms of a set of random variables and deterministic sub-excitations using K-L expansion, and then construct sub-fractional equivalent linear system according to each sub-excitation by fractional EL, the response of the original nonlinear system is finally approximated as the weighed summation of the deterministic response of each sub-system multiplied by the corresponding random variable. The random nature of the final response comes from the set of random variables that is obtained in K-L expansion. In this way, the stochastic response computation is converted to a set of deterministic response analysis problems. The effectiveness of the developed method is demonstrated by a Duffing oscillator that is subjected to stochastic excitation modeled by Winner process. The results are compared with the numerical method and Monte Carlo simulation (MCS).

  3. Interactive Fuzzy Programming for Stochastic Two-level Linear Programming Problems through Probability Maximization

    OpenAIRE

    M Sakawa; Kato, K.

    2009-01-01

    This paper considers stochastic two-level linear programming problems. Using the concept of chance constraints and probability maximization, original problems are transformed into deterministic ones. An interactive fuzzy programming method is presented for deriving a satisfactory solution efficiently with considerations of overall satisfactory balance.

  4. Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors

    Institute of Scientific and Technical Information of China (English)

    Jie Li DING; Xi Ru CHEN

    2006-01-01

    For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE)(β^)n of the parameters are studied. Under reasonable conditions, we prove the weak, strong consistency and asymptotic normality of(β^)n.

  5. A Mean-Variance Criterion for Economic Model Predictive Control of Stochastic Linear Systems

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik;

    2014-01-01

    Stochastic linear systems arise in a large number of control applications. This paper presents a mean-variance criterion for economic model predictive control (EMPC) of such systems. The system operating cost and its variance is approximated based on a Monte-Carlo approach. Using convex relaxation...

  6. A Decomposition Algorithm for Mean-Variance Economic Model Predictive Control of Stochastic Linear Systems

    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...

  7. A Tartar approach to periodic homogenization of linear hyperbolic stochastic partial differential equation

    Science.gov (United States)

    Mohammed, Mogtaba; Sango, Mamadou

    2016-07-01

    This paper deals with the homogenization of a linear hyperbolic stochastic partial differential equation (SPDE) with highly oscillating periodic coefficients. We use Tartar’s method of oscillating test functions and deep probabilistic compactness results due to Prokhorov and Skorokhod. We show that the sequence of solutions of the original problem converges in suitable topologies to the solution of a homogenized linear hyperbolic SPDE with constant coefficients. We also prove the convergence of the associated energies.

  8. Stochastic stability of linear time-delay system with Markovian jumping parameters

    Directory of Open Access Journals (Sweden)

    K. Benjelloun

    1997-01-01

    Full Text Available This paper deals with the class of linear time-delay systems with Markovian jumping parameters (LTDSMJP. We mainly extend the stability results of the deterministic class of linear systems with time-delay to this class of systems. A delay-independent necessary condition and sufficient conditions for checking the stochastic stability are established. A sufficient condition is also given. Some numerical examples are provided to show the usefulness of the proposed theoretical results.

  9. Asymptotic Parameter Estimation for a Class of Linear Stochastic Systems Using Kalman-Bucy Filtering

    Directory of Open Access Journals (Sweden)

    Xiu Kan

    2012-01-01

    Full Text Available The asymptotic parameter estimation is investigated for a class of linear stochastic systems with unknown parameter θ:dXt=(θα(t+β(tXtdt+σ(tdWt. Continuous-time Kalman-Bucy linear filtering theory is first used to estimate the unknown parameter θ based on Bayesian analysis. Then, some sufficient conditions on coefficients are given to analyze the asymptotic convergence of the estimator. Finally, the strong consistent property of the estimator is discussed by comparison theorem.

  10. Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time.

    Science.gov (United States)

    Dhar, Amrit; Minin, Vladimir N

    2017-02-08

    Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences.

  11. Symmetry Reduction and Cauchy Problems for a Class of Fourth-Order Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    LI Ji-Na; ZHANG Shun-Li

    2008-01-01

    We exploit higher-order conditional symmetry to reduce initial-value problems for evolution equations to Cauehy problems for systems of ordinary differential equations (ODEs).We classify a class of fourth-order evolution equations which admit certain higher-order generalized conditional symmetries (GCSs) and give some examples to show the main reduction procedure.These reductions cannot be derived within the framework of the standard Lie approach,which hints that the technique presented here is something essential for the dimensional reduction of evolution equations.

  12. The Dirac equation as one fourth-order equation for one function -- a general form

    CERN Document Server

    Akhmeteli, Andrey

    2015-01-01

    Previously (A. Akhmeteli, J. Math. Phys., v. 52, p. 082303 (2011)), the Dirac equation in an arbitrary electromagnetic field was shown to be generally equivalent to a fourth-order equation for just one component of the four-component Dirac spinor function. This was done for a specific (chiral) representation of gamma-matrices and for a specific component. In the current work, the result is generalized for a general representation of gamma-matrices and a general component (satisfying some conditions). The resulting equivalent of the Dirac equation is also much more symmetric than that of the previous work and should be useful in applications of the Dirac equation.

  13. A New Method of Embedded Fourth Order with Four Stages to Study Raster CNN Simulation

    Institute of Scientific and Technical Information of China (English)

    R. Ponalagusamy; S. Senthilkumar

    2009-01-01

    A new Runge-Kutta (PK) fourth order with four stages embedded method with error control is presented in this paper for raster simulation in cellular neural network (CNN) environment. Through versatile algorithm, single layer/raster CNN array is implemented by incorporating the proposed technique. Simulation results have been obtained, and comparison has also been carried out to show the efficiency of the proposed numerical integration algorithm. The analytic expressions for local truncation error and global truncation error are derived. It is seen that the RK-embedded root mean square outperforms the RK-embedded Heronian mean and RK-embedded harmonic mean.

  14. Efficient fourth order symplectic integrators for near-harmonic separable Hamiltonian systems

    CERN Document Server

    Nielsen, Kristian Mads Egeris

    2015-01-01

    Efficient fourth order symplectic integrators are proposed for numerical integration of separable Hamiltonian systems H(p,q)=T(p)+V(q). Symmetric splitting coefficients with five to nine stages are obtained by higher order decomposition of the simple harmonic oscillator. The performance of the methods is evaluated for various Hamiltonian systems: Integration errors are compared to those of acclaimed integrators composed by S. Blanes et al. (2013), W. Kahan et al. (1999) and H. Yoshida (1990). Numerical tests indicate that the integrators obtained in this paper perform significantly better than previous integrators for common Hamiltonian systems.

  15. The mass of the {delta} resonance in a finite volume: fourth-order calculations

    Energy Technology Data Exchange (ETDEWEB)

    Hoja, Dominik; Rusetsky, Akaki [Helmholtz-Institut fuer Strahlen- und Kernphysik (Theorie), Universitaet Bonn (Germany); Bethe Center for Theoretical Physics, Universitaet Bonn (Germany); Bernard, Veronique [Universite Louis Pasteur, Laboratoire de Physique Theorique (Germany); Meissner, Ulf G. [Helmholtz-Institut fuer Strahlen- und Kernphysik (Theorie), Universitaet Bonn (Germany); Bethe Center for Theoretical Physics, Universitaet Bonn (Germany); Institut fuer Kernphysik und Juelich Center for Hadron Physics, Forschungszentrum Juelich (Germany)

    2009-07-01

    The self-energy of the {delta} resonance in a finite volume is calculated by using chiral effective field theory with explicit spin-3/2 fields. The calculations are performed up-to-and-including fourth order in the small scale expansion and yield an explicit parameterization of the energy spectrum of the interacting {pi}N pair in a finite box in terms of both the quark mass and the box size L. We show that finite-volume corrections are sizable at small quark masses. The values of certain low-energy constants are extracted from fitting to the available data in lattice QCD.

  16. Image Denoising based on Fourth-Order Partial Differential Equations: A Survey

    Directory of Open Access Journals (Sweden)

    Anand Swaroop Khare

    2013-03-01

    Full Text Available Reduction of noise is essential especially in the field of image processing. Several researchers are continuously working in this direction and provide some good insights, but still there are lot of scope in this field. Noise mixed with image is harmful for image processing. In this paper we survey several aspects of image denoising and fourth-order partial differential equation. We also discuss several traditional methodology used with their advantages and disadvantages. We also provide a deep analysis based on the literature work from the previous research.

  17. ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing

    KAUST Repository

    Calatroni, Luca

    2013-08-01

    We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the H -1-gradient flow of the total variation and represents a prototype of higher-order equations of similar type which are popular in imaging for denoising, deblurring and inpainting problems. The efficient numerical solution of this equation is very challenging due to the stiffness of most numerical schemes. We show that the combination of directional splitting schemes with implicit time-stepping provides a stable and computationally cheap numerical realisation of the equation.

  18. Pion-nucleon scattering in chiral perturbation theory II: Fourth order calculation

    CERN Document Server

    Fettes, N

    2000-01-01

    We analyze elastic pion-nucleon scattering to fourth order in heavy-baryon chiral perturbation theory, extending the third-order study published in Nucl. Phys. A 640 (1998) 199. We use various partial-wave analyses to pin down the low-energy constants from data in the physical region. The S-wave scattering lengths are consistent with recent determinations from pionic hydrogen and deuterium. We find an improved description of the P-waves. We also discuss the pion-nucleon sigma term and problems related to the prediction of the subthreshold parameters.

  19. Pion-nucleon scattering in chiral perturbation theory; 2, Fourth order calculation

    CERN Document Server

    Fettes, N; Fettes, Nadia; Meissner, Ulf-G.

    2000-01-01

    We analyse elastic-pion nucleon scattering to fourth order in heavy baryonchiral perturbation theory, extending the third order study published in Nucl.Phys. A640 (1998) 199. We use various partial wave analyses to pin down thelow-energy constants from data in the physical region. The S-wave scatteringlengths are consistent with recent determinations from pionic hydrogen anddeuterium. We find an improved description of the P-waves. We also discuss thepion-nucleon sigma term and problems related to the prediction of thesubthreshold parameters.

  20. A generalization of gauge symmetry, fourth-order gauge field equations and accelerated cosmic expansion

    Science.gov (United States)

    Hsu, Jong-Ping

    2014-02-01

    A generalization of the usual gauge symmetry leads to fourth-order gauge field equations, which imply a new constant force independent of distances. The force associated with the new U1 gauge symmetry is repulsive among baryons. Such a constant force based on baryon charge conservation gives a field-theoretic understanding of the accelerated cosmic expansion in the observable portion of the universe dominated by baryon galaxies. In consistent with all conservation laws and known forces, a simple rotating "dumbbell model" of the universe is briefly discussed.

  1. Nuclear axial current operators to fourth order in chiral effective field theory

    CERN Document Server

    Krebs, H; Meißner, U -G

    2016-01-01

    We present the complete derivation of the nuclear axial charge and current operators as well as the pseudoscalar operators to fourth order in the chiral expansion relative to the dominant one-body contribution using the method of unitary transformation. We demonstrate that the unitary ambiguity in the resulting operators can be eliminated by the requirement of renormalizability and by matching of the pion-pole contributions to the nuclear forces. We give expressions for the renormalized single-, two- and three-nucleon contributions to the charge and current operators and pseudoscalar operators including the relevant relativistic corrections. We also verify explicitly the validity of the continuity equation.

  2. A Generalization of Gauge Symmetry, Fourth-Order Gauge Field Equations and Accelerated Cosmic-Expansion

    CERN Document Server

    Hsu, Jong-Ping

    2014-01-01

    A generalization of the usual gauge symmetry leads to fourth-order gauge field equations, which imply a new constant force independent of distances. The force associated with the new $U_1$ gauge symmetry is repulsive among baryons. Such a constant force based on baryon charge conservation gives a field-theoretic understanding of the accelerated cosmic-expansion in the observable portion of the universe dominated by baryon galaxies. In consistent with all conservation laws and known forces, a simple rotating `dumbbell model' of the universe is briefly discussed.

  3. EXISTENCE AND MULTIPLICITY OF POSITIVE SOLUTIONS FOR A FOURTH-ORDER P-LAPLACE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    白占兵

    2001-01-01

    The solvability of one dimensional fourth-order p-Laplace equations of the type(g(u″))″+λa(t)f(u)=0, 0<t<1,u(0)=u(1)=u″(0)=u″(1)=0,where, g(v):= |v|p-2 v, p > 1 is investigated. With cone compression/extension theorem, some existence and multiplicity results of positive solution have been required according to different growth condition of nonlinear form fat zero and at infinity.

  4. Some existence results for a fourth order equation involving critical exponent

    CERN Document Server

    Ben-Ayed, M; Hammami, M

    2003-01-01

    In this paper a fourth order equation involving critical growth is considered under the Navier boundary condition: DELTA sup 2 u = Ku sup p , u > 0 in OMEGA, u = DELTA u = 0 on partial deriv OMEGA, where K is a positive function, OMEGA is a bounded smooth domain in R sup n , n >= 5 and p + 1 2n/(n - 4) is the critical Sobolev exponent. We give some topological conditions on K to ensure the existence of solutions. Our methods involve the study of the critical points at infinity and their contribution to the topology of the level sets of the associated Euler Lagrange functional.

  5. Positive solutions with changing sign energy to a nonhomogeneous elliptic problem of fourth order

    Directory of Open Access Journals (Sweden)

    M.Talbi

    2011-01-01

    Full Text Available In this paper, we study the existence for two positive solutions toa nonhomogeneous elliptic equation of fourth order with a parameter lambda such tha 0 < lambda < lambda^. The first solution has a negative energy while the energy of the second one is positive for 0 < lambda < lambda_0 and negative for lambda_0 < lambda < lambda^. The values lambda_0 and lambda^ are given under variational form and we show that every corresponding critical point is solution of the nonlinear elliptic problem (with a suitable multiplicative term.

  6. A Non-linear Stochastic Model for an Office Building with Air Infiltration

    DEFF Research Database (Denmark)

    Thavlov, Anders; Madsen, Henrik

    2015-01-01

    This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...... parameters are estimated using a maximum likelihood technique. Based on the maximum likelihood value, the different models are statistically compared to each other using Wilk's likelihood ratio test. The model showing the best performance is finally verified in both the time domain and the frequency domain...

  7. Non-linear stochastic optimal control of acceleration parametrically excited systems

    Science.gov (United States)

    Wang, Yong; Jin, Xiaoling; Huang, Zhilong

    2016-02-01

    Acceleration parametrical excitations have not been taken into account due to the lack of physical significance in macroscopic structures. The explosive development of microtechnology and nanotechnology, however, motivates the investigation of the acceleration parametrically excited systems. The adsorption and desorption effects dramatically change the mass of nano-sized structures, which significantly reduces the precision of nanoscale sensors or can be reasonably utilised to detect molecular mass. This manuscript proposes a non-linear stochastic optimal control strategy for stochastic systems with acceleration parametric excitation based on stochastic averaging of energy envelope and stochastic dynamic programming principle. System acceleration is approximately expressed as a function of system displacement in a short time range under the conditions of light damping and weak excitations, and the acceleration parametrically excited system is shown to be equivalent to a constructed system with an additional displacement parametric excitation term. Then, the controlled system is converted into a partially averaged Itô equation with respect to the total system energy through stochastic averaging of energy envelope, and the optimal control strategy for the averaged system is derived from solving the associated dynamic programming equation. Numerical results for a controlled Duffing oscillator indicate the efficacy of the proposed control strategy.

  8. Optimal Design of Stochastic Distributed Order Linear SISO Systems Using Hybrid Spectral Method

    Directory of Open Access Journals (Sweden)

    Pham Luu Trung Duong

    2015-01-01

    Full Text Available The distributed order concept, which is a parallel connection of fractional order integrals and derivatives taken to the infinitesimal limit in delta order, has been the main focus in many engineering areas recently. On the other hand, there are few numerical methods available for analyzing distributed order systems, particularly under stochastic forcing. This paper proposes a novel numerical scheme for analyzing the behavior of a distributed order linear single input single output control system under random forcing. The method is based on the operational matrix technique to handle stochastic distributed order systems. The existing Monte Carlo, polynomial chaos, and frequency methods were first adapted to the stochastic distributed order system for comparison. Numerical examples were used to illustrate the accuracy and computational efficiency of the proposed method for the analysis of stochastic distributed order systems. The stability of the systems under stochastic perturbations can also be inferred easily from the moment of random output obtained using the proposed method. Based on the hybrid spectral framework, the optimal design was elaborated on by minimizing the suitably defined constrained-optimization problem.

  9. Stochastic non-linear oscillator models of EEG: the Alzheimer's disease case

    Science.gov (United States)

    Ghorbanian, Parham; Ramakrishnan, Subramanian; Ashrafiuon, Hashem

    2015-01-01

    In this article, the Electroencephalography (EEG) signal of the human brain is modeled as the output of stochastic non-linear coupled oscillator networks. It is shown that EEG signals recorded under different brain states in healthy as well as Alzheimer's disease (AD) patients may be understood as distinct, statistically significant realizations of the model. EEG signals recorded during resting eyes-open (EO) and eyes-closed (EC) resting conditions in a pilot study with AD patients and age-matched healthy control subjects (CTL) are employed. An optimization scheme is then utilized to match the output of the stochastic Duffing—van der Pol double oscillator network with EEG signals recorded during each condition for AD and CTL subjects by selecting the model physical parameters and noise intensity. The selected signal characteristics are power spectral densities in major brain frequency bands Shannon and sample entropies. These measures allow matching of linear time varying frequency content as well as non-linear signal information content and complexity. The main finding of the work is that statistically significant unique models represent the EC and EO conditions for both CTL and AD subjects. However, it is also shown that the inclusion of sample entropy in the optimization process, to match the complexity of the EEG signal, enhances the stochastic non-linear oscillator model performance. PMID:25964756

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

    Science.gov (United States)

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

    2004-01-01

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

  11. Fourth order wave equation in Bhabha-Madhavarao spin-$\\frac{3}{2}$ theory

    CERN Document Server

    Markov, Yu A; Bondarenko, A I

    2016-01-01

    Within the framework of the Bhabha-Madhavarao formalism, a consistent approach to the derivation of a system of the fourth order wave equations for the description of a spin-$\\frac{3}{2}$ particle is suggested. For this purpose an additional algebraic object, the so-called $q$-commutator ($q$ is a primitive fourth root of unity) and a new set of matrices $\\eta_{\\mu}$, instead of the original matrices $\\beta_{\\mu}$ of the Bhabha-Madhavarao algebra, are introduced. It is shown that in terms of the $\\eta_{\\mu}$ matrices we have succeeded in reducing a procedure of the construction of fourth root of the fourth order wave operator to a few simple algebraic transformations and to some operation of the passage to the limit $z \\rightarrow q$, where $z$ is some (complex) deformation parameter entering into the definition of the $\\eta$-matrices. In addition, a set of the matrices ${\\cal P}_{1/2}$ and ${\\cal P}_{3/2}^{(\\pm)}(q)$ possessing the properties of projectors is introduced. These operators project the matrices ...

  12. Fourth-order strain-gradient phase mixture model for nanocrystalline fcc materials

    Science.gov (United States)

    Klusemann, Benjamin; Bargmann, Swantje; Estrin, Yuri

    2016-12-01

    The proposed modeling approach for nanocrystalline materials is an extension of the local phase mixture model introduced by Kim et al (2000 Acta Mater. 48 493-504). Local models cannot account for any non-uniformities or strain patterns, i.e. such models describe the behavior correctly only as long as it is homogeneous. In order to capture heterogeneities, the phase mixture model is augmented with gradient terms of higher order, namely second and fourth order. Different deformation mechanisms are assumed to operate in grain interior and grain boundaries concurrently. The deformation mechanism in grain boundaries is associated with diffusional mass transport along the boundaries, while in the grain interior dislocation glide as well as diffusion controlled mechanisms are considered. In particular, the mechanical response of nanostructured polycrystals is investigated. The model is capable of correctly predicting the transition of flow stress from Hall-Petch behavior in conventional grain size range to an inverse Hall-Petch relation in the nanocrystalline grain size range. The consideration of second- and fourth-order strain gradients allows non-uniformities within the strain field to represent strain patterns in combination with a regularization effect. Details of the numerical implementation are provided.

  13. Patch Similarity Modulus and Difference Curvature Based Fourth-Order Partial Differential Equation for Image Denoising

    Directory of Open Access Journals (Sweden)

    Yunjiao Bai

    2015-01-01

    Full Text Available The traditional fourth-order nonlinear diffusion denoising model suffers the isolated speckles and the loss of fine details in the processed image. For this reason, a new fourth-order partial differential equation based on the patch similarity modulus and the difference curvature is proposed for image denoising. First, based on the intensity similarity of neighbor pixels, this paper presents a new edge indicator called patch similarity modulus, which is strongly robust to noise. Furthermore, the difference curvature which can effectively distinguish between edges and noise is incorporated into the denoising algorithm to determine the diffusion process by adaptively adjusting the size of the diffusion coefficient. The experimental results show that the proposed algorithm can not only preserve edges and texture details, but also avoid isolated speckles and staircase effect while filtering out noise. And the proposed algorithm has a better performance for the images with abundant details. Additionally, the subjective visual quality and objective evaluation index of the denoised image obtained by the proposed algorithm are higher than the ones from the related methods.

  14. On the Schrodinger equations with isotropic and anisotropic fourth-order dispersion

    Directory of Open Access Journals (Sweden)

    Elder J. Villamizar-Roa

    2016-01-01

    Full Text Available This article concerns the Cauchy problem associated with the nonlinear fourth-order Schrodinger equation with isotropic and anisotropic mixed dispersion. This model is given by the equation $$ i\\partial_tu+\\epsilon \\Delta u+\\delta A u+\\lambda|u|^\\alpha u=0,\\quad x\\in\\mathbb{R}^{n},\\; t\\in \\mathbb{R}, $$ where A is either the operator $\\Delta^2$ (isotropic dispersion or $\\sum_{i=1}^d\\partial_{x_ix_ix_ix_i}$, $1\\leq dfourth-order Schrodinger equation $$ i\\partial_tu+\\epsilon \\Delta u+\\delta \\Delta^2 u+\\lambda|u|^\\alpha u=0, \\quad x\\in\\mathbb{R}^{n},\\; t\\in \\mathbb{R}, $$ as $\\epsilon$ approaches zero, in the $H^2$-norm, to the solutions of the corresponding biharmonic equation $i\\partial_tu+\\delta \\Delta^2 u+\\lambda|u|^\\alpha u=0$.

  15. Empirical information on nuclear matter fourth-order symmetry energy from an extended nuclear mass formula

    Science.gov (United States)

    Wang, Rui; Chen, Lie-Wen

    2017-10-01

    We establish a relation between the equation of state of nuclear matter and the fourth-order symmetry energy asym,4 (A) of finite nuclei in a semi-empirical nuclear mass formula by self-consistently considering the bulk, surface and Coulomb contributions to the nuclear mass. Such a relation allows us to extract information on nuclear matter fourth-order symmetry energy Esym,4 (ρ0) at normal nuclear density ρ0 from analyzing nuclear mass data. Based on the recent precise extraction of asym,4 (A) via the double difference of the ;experimental; symmetry energy extracted from nuclear masses, for the first time, we estimate a value of Esym,4 (ρ0) = 20.0 ± 4.6 MeV. Such a value of Esym,4 (ρ0) is significantly larger than the predictions from mean-field models and thus suggests the importance of considering the effects of beyond the mean-field approximation in nuclear matter calculations.

  16. Stochastic linearization of turbulent dynamics of dispersive waves in equilibrium and non-equilibrium state

    Science.gov (United States)

    Jiang, Shixiao W.; Lu, Haihao; Zhou, Douglas; Cai, David

    2016-08-01

    Characterizing dispersive wave turbulence in the long time dynamics is central to understanding of many natural phenomena, e.g., in atmosphere ocean dynamics, nonlinear optics, and plasma physics. Using the β-Fermi-Pasta-Ulam nonlinear system as a prototypical example, we show that in thermal equilibrium and non-equilibrium steady state the turbulent state even in the strongly nonlinear regime possesses an effective linear stochastic structure in renormalized normal variables. In this framework, we can well characterize the spatiotemporal dynamics, which are dominated by long-wavelength renormalized waves. We further demonstrate that the energy flux is nearly saturated by the long-wavelength renormalized waves in non-equilibrium steady state. The scenario of such effective linear stochastic dynamics can be extended to study turbulent states in other nonlinear wave systems.

  17. Non-cooperative stochastic differential game theory of generalized Markov jump linear systems

    CERN Document Server

    Zhang, Cheng-ke; Zhou, Hai-ying; Bin, Ning

    2017-01-01

    This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the...

  18. Central suboptimal mean-square H ∞ controller design for linear stochastic time-varying systems

    Science.gov (United States)

    Basin, Michael V.; Elvira-Ceja, Santiago; Sanchez, Edgar N.

    2011-05-01

    This article designs the central finite-dimensional H ∞ controller for linear stochastic time-varying systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold γ with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the previously obtained results, this article reduces the original H ∞ controller problem to the corresponding optimal H 2 controller problem, using the technique proposed in Doyle et al. (Doyle, J.C., Glover, K., Khargonekar, P.P., and Francis, B.A. (1989), 'State-space Solutions to Standard H 2 and H ∞ Control Problems', IEEE Transactions on Automatic Control, 34, 831-847). Numerical simulations are conducted to verify the performance of the designed controller for a linear stochastic system against the central suboptimal H ∞ controller available for the corresponding deterministic system.

  19. Viability decision of linear discrete-time stochastic systems with probability criterion

    Institute of Scientific and Technical Information of China (English)

    Wansheng TANG; Jun ZHENG; Jianxiong ZHANG

    2009-01-01

    In this paper,the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated.Under the condition of sequence-reachable discrete-time dynamic systems,the existence theorem of optimal viability strategy is given and the solving procedure of the optimal strategy is provided based on dynamic programming.A numerical example shows the effectiveness of the proposed methods.

  20. Optimal Design of Stochastic Distributed Order Linear SISO Systems Using Hybrid Spectral Method

    OpenAIRE

    2015-01-01

    The distributed order concept, which is a parallel connection of fractional order integrals and derivatives taken to the infinitesimal limit in delta order, has been the main focus in many engineering areas recently. On the other hand, there are few numerical methods available for analyzing distributed order systems, particularly under stochastic forcing. This paper proposes a novel numerical scheme for analyzing the behavior of a distributed order linear single input single output control s...

  1. Optimal design of stochastic distributed order linear SISO systems using hybrid spectral method

    OpenAIRE

    2015-01-01

    The distributed order concept, which is a parallel connection of fractional order integrals and derivatives taken to the infinitesimal limit in delta order, has been the main focus in many engineering areas recently. On the other hand, there are few numerical methods available for analyzing distributed order systems, particularly under stochastic forcing. This paper proposes a novel numerical scheme for analyzing the behavior of a distributed order linear single input single output control sy...

  2. Model Reduction via Time-Interval Balanced Stochastic Truncation for Linear Time Invariant Systems

    DEFF Research Database (Denmark)

    Tahavori, Maryamsadat; Shaker, Hamid Reza

    2013-01-01

    In this article, a new method for model reduction of linear dynamical systems is presented. The proposed technique is from the family of gramian-based relative error model reduction methods. The method uses time-interval gramians in the reduction procedure rather than ordinary gramians and in suc...... player example. The numerical results show that the method is more accurate than ordinary balanced stochastic truncation....

  3. Experiment and application of parameter-induced stochastic resonance in an over-damped random linear system

    Institute of Scientific and Technical Information of China (English)

    Jiang Shi-Qi; Hou Min-Jie; Jia Chun-Hua; He Ji-Rong; Gu Tian-Xiang

    2009-01-01

    This paper investigates the parameter-induced stochastic resonance using experimental methods in an over-damped random linear system with asymmetric dichotomous noise. Non-monotonic dependence of signal-to-noise ratio on the system parameter is observed. Several potential applications of parameter-induced stochastic resonance are given in circuits.

  4. Stochastic Heating of Ions by Linear Polarized Alfvén Waves

    Institute of Scientific and Technical Information of China (English)

    LV Xiang; LI Yi; WANG Shui

    2007-01-01

    The ion motion in the presence of linear polarized Alfvén waves is studied. For a linearly polarized wave,nonlinear resonances can occur when the amplitude of Alfvén wave is large enough. Under certain conditions, these resonances can overlap and thus make the ion motion chaotic. In this process, the plasma can be heated without the limitation of cyclotron resonant condition. Taking into account ofa spectrum of waves, the stochastic condition can decrease largely. In addition, the preferential heating can be found in the perpendicular direction.

  5. Existence of solutions for a fourth-order boundary value problem on the half-line via critical point theory

    Directory of Open Access Journals (Sweden)

    Mabrouk Briki

    2016-05-01

    Full Text Available In this paper, a fourth-order boundary value problem on the half-line is considered and existence of solutions is proved using a minimization principle and the mountain pass theorem.

  6. A Staggered Fourth-Order Accurate Explicit Finite Difference Scheme for the Time-Domain Maxwell's Equations

    Science.gov (United States)

    Yefet, Amir; Petropoulos, Peter G.

    2001-04-01

    We consider a model explicit fourth-order staggered finite-difference method for the hyperbolic Maxwell's equations. Appropriate fourth-order accurate extrapolation and one-sided difference operators are derived in order to complete the scheme near metal boundaries and dielectric interfaces. An eigenvalue analysis of the overall scheme provides a necessary, but not sufficient, stability condition and indicates long-time stability. Numerical results verify both the stability analysis, and the scheme's fourth-order convergence rate over complex domains that include dielectric interfaces and perfectly conducting surfaces. For a fixed error level, we find the fourth-order scheme is computationally cheaper in comparison to the Yee scheme by more than an order of magnitude. Some open problems encountered in the application of such high-order schemes are also discussed.

  7. Generation of Ultrashort Light Bullets in Dispersive Kerr Media Using the Fourth-Order Dispersion-Dependent Spatiotemporal Instability

    Institute of Scientific and Technical Information of China (English)

    文双春; 钱列加; 范滇元

    2003-01-01

    A new method for generation of a train of ultrashort pulses or a sequence of ultrashort light bullets is proposed.This method is based on the fourth-order dispersion-dependent spatiotemporal instability in dispersive Kerr media. The repetition-rate of the generated bullets can be made quite large by increasing the corresponding spatial modulation frequency locating in the new instability region resulted from fourth-order dispersion.

  8. Fourth-Order Method for Numerical Integration of Age- and Size-Structured Population Models

    Energy Technology Data Exchange (ETDEWEB)

    Iannelli, M; Kostova, T; Milner, F A

    2008-01-08

    In many applications of age- and size-structured population models, there is an interest in obtaining good approximations of total population numbers rather than of their densities. Therefore, it is reasonable in such cases to solve numerically not the PDE model equations themselves, but rather their integral equivalents. For this purpose quadrature formulae are used in place of the integrals. Because quadratures can be designed with any order of accuracy, one can obtain numerical approximations of the solutions with very fast convergence. In this article, we present a general framework and a specific example of a fourth-order method based on composite Newton-Cotes quadratures for a size-structured population model.

  9. A Fourth-Order Modified Method for the Cauchy Problem of the Modified Helmholtz Equation

    Institute of Scientific and Technical Information of China (English)

    R. Shi; H. H. Qin

    2009-01-01

    This paper is concerned with the Cauchy problem for the modified Helmholtz equation in an infinite strip domain 0 < x≤ 1, y ∈ R. The Cauchy data at x = 0 is given and the solution is then sought for the interval 0 < x ≤1. This problem is highly ill-posed and the solution (if it exists) does not depend continuously on the given data. In this paper, we propose a fourth-order modified method to solve the Cauchy problem. Convergence estimates are presented under the suitable choices of regularization parameters and the a priori assumption on the bounds of the exact solution. Numerical implementation is considered and the numerical examples show that our proposed method is effective and stable.

  10. A class of the fourth order finite volume Hermite weighted essentially non-oscillatory schemes

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    In this paper,we developed a class of the fourth order accurate finite volume Hermite weighted essentially non-oscillatory(HWENO)schemes based on the work(Computers&Fluids,34:642-663(2005))by Qiu and Shu,with Total Variation Diminishing Runge-Kutta time discretization method for the two-dimensional hyperbolic conservation laws.The key idea of HWENO is to evolve both with the solution and its derivative,which allows for using Hermite interpolation in the reconstruction phase,resulting in a more compact stencil at the expense of the additional work.The main difference between this work and the formal one is the procedure to reconstruct the derivative terms.Comparing with the original HWENO schemes of Qiu and Shu,one major advantage of new HWENOschemes is its robust in computation of problem with strong shocks.Extensive numerical experiments are performed to illustrate the capability of the method.

  11. Pure perceptual-based learning of second-, third-, and fourth-order sequential probabilities.

    Science.gov (United States)

    Remillard, Gilbert

    2011-07-01

    There is evidence that sequence learning in the traditional serial reaction time task (SRTT), where target location is the response dimension, and sequence learning in the perceptual SRTT, where target location is not the response dimension, are handled by different mechanisms. The ability of the latter mechanism to learn sequential contingencies that can be learned by the former mechanism was examined. Prior research has established that people can learn second-, third-, and fourth-order probabilities in the traditional SRTT. The present study reveals that people can learn such probabilities in the perceptual SRTT. This suggests that the two mechanisms may have similar architectures. A possible neural basis of the two mechanisms is discussed.

  12. A fourth-order indirect integration method for black hole perturbations: even modes

    Energy Technology Data Exchange (ETDEWEB)

    Ritter, Patxi; Spallicci, Alessandro D A M [Universite d' Orleans, Observatoire des Sciences de l' Univers en region Centre, LPC2E Campus CNRS, 3A Av. Recherche Scientifique, 45071 Orleans (France); Aoudia, Sofiane [Max Planck Institut fuer Gravitationphysik, A Einstein, Am Muehlenberg 1, 14476 Potsdam (Germany); Cordier, Stephane, E-mail: spallicci@cnrs-orleans.fr [Universite d' Orleans, Laboratoire de Mathematiques-Analyse, Probabilites, Modelisation-Orleans, MAPMO, Rue de Chartres, 45067 Orleans (France)

    2011-07-07

    On the basis of a recently proposed strategy of finite element integration in time domain for partial differential equations with a singular source term, we present a fourth-order algorithm for non-rotating black hole perturbations in the Regge-Wheeler gauge. Herein, we address even perturbations induced by a particle plunging in. The forward time value at the upper node of the (r*, t) grid cell is obtained by an algebraic sum of (i) the preceding node values of the same cell, (ii) analytic expressions, related to the jump conditions on the wavefunction and its derivatives and (iii) the values of the wavefunction at adjacent cells. In this approach, the numerical integration does not deal with the source and potential terms directly, for cells crossed by the particle world line. This scheme has also been applied to circular and eccentric orbits and it will be the object of a forthcoming publication.

  13. Statistical distribution of surface elevation for the fourth order nonlinear random sea waves

    Institute of Scientific and Technical Information of China (English)

    管长龙; 孙孚

    1997-01-01

    Based upon the nonlinear model of random sea waves, the statistical distribution of wave surface elevation exact to the fourth order is derived as the truncated Gram-Charlier series, by calculating directly each order moment. The phenomenon found by Huang et al. that the agreement between observed data and investigated series deteriorates much more when the series is kept to λ8 is explained. The effect of the approximation order on the truncation of series and the determination of coefficients is investigated. For the mth order approximation, the derived series is truncated at H3m-3 with the absence of H3m-4, and the coefficients of H3m-3 and H3m-6 are connected by a simple algebraic relation.

  14. The feature extraction of ship radiated noise with Fourth Order Cumulant diagonal slice

    Institute of Scientific and Technical Information of China (English)

    FAN Yangyu; SUN Jincai; HAO Chongyang; LI Ya'an

    2004-01-01

    After analyzed Fourth Order Cumulant (FOC) of harmonic signals theoretically, the FOC is divided into three parts. The first is the cubic frequency (phase) coupling components.The second is the double frequency (phase) coupling components (ω1 + ω2 = ω3 + ω4). The last is the rest components. On the basis of the study, the FOC diagonal slice is used to extract the cubic frequency (phase) coupling feature, double frequency (phase) coupling feature and the "sub-band energy" feature of ship-radiated noise. In terms of the fea tures, the three type ships are classified by artificial neural network. The correct classification rates of A, B and C ships are 92.5%, 92.7%, 88.6%, respectively. The results show the method is effective and practical.

  15. Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

    Science.gov (United States)

    Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

    2010-11-01

    Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity

  16. Stability Criterion of Linear Stochastic Systems Subject to Mixed H2/Passivity Performance

    Directory of Open Access Journals (Sweden)

    Cheung-Chieh Ku

    2015-01-01

    Full Text Available The H2 control scheme and passivity theory are applied to investigate the stability criterion of continuous-time linear stochastic system subject to mixed performance. Based on the stochastic differential equation, the stochastic behaviors can be described as multiplicative noise terms. For the considered system, the H2 control scheme is applied to deal with the problem on minimizing output energy. And the asymptotical stability of the system can be guaranteed under desired initial conditions. Besides, the passivity theory is employed to constrain the effect of external disturbance on the system. Moreover, the Itô formula and Lyapunov function are used to derive the sufficient conditions which are converted into linear matrix inequality (LMI form for applying convex optimization algorithm. Via solving the sufficient conditions, the state feedback controller can be established such that the asymptotical stability and mixed performance of the system are achieved in the mean square. Finally, the synchronous generator system is used to verify the effectiveness and applicability of the proposed design method.

  17. Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

    Science.gov (United States)

    Stengel, Robert F.; Ray, Laura R.

    1991-01-01

    A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

  18. Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

    Science.gov (United States)

    Basin, M.; Maldonado, J. J.; Zendejo, O.

    2016-07-01

    This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.

  19. Stochastic resonance in linear system driven by multiplicative noise and additive quadratic noise

    Institute of Scientific and Technical Information of China (English)

    Ning Li-Juan; Xu Wei; Yao Ming-Li

    2007-01-01

    In this paper the stochastic resonance (SR) is studied in an overdamped linear system driven by multiplicative noise and additive quadratic noise. The exact expressions are obtained for the first two moments and the correlation function by using linear response and the properties of the dichotomous noise. SR phenomenon exhibits in the linear system. There are three different forms of SR: the bona fide SR, the conventional SR and SR in the broad sense.Moreover, the effect of the asymmetry of the multiplicative noise on the signal-to-noise ratio (SNR) is different from that of the additive noise and the effect of multiplicative noise and additive noise on SNR is different.

  20. Design of RLS Wiener Fixed-Lag Smoother in Linear Discrete-Time Stochastic Systems

    OpenAIRE

    2015-01-01

    This paper newly presents the recursive least-squares (RLS) fixed-lag smoother using the covariance information and then the RLS Wiener fixed-lag smoother in linear discrete-time wide-sense stationary stochastic systems. Here, the additional disturbance in the measurement of the signal is white noise. The signal is uncorrelated with observed noise. It is assumed that the signal process is fitted to the autoregressive (AR) model of order NN. For this AR model of order NN, in the proposed fixed...

  1. Constrained Optimal Stochastic Control of Non-Linear Wave Energy Point Absorbers

    DEFF Research Database (Denmark)

    Sichani, Mahdi Teimouri; Chen, Jian-Bing; Kramer, Morten

    2014-01-01

    The paper deals with the stochastic optimal control of a wave energy point absorber with strong nonlinear buoyancy forces using the reactive force from the electric generator on the absorber as control force. The considered point absorber has only one degree of freedom, heave motion, which is used...... presented in the paper. The effect of nonlinear buoyancy force – in comparison to linear buoyancy force – and constraints of the controller on the power outtake of the device have been studied in details and supported by numerical simulations....

  2. Stochastic resonance in linear systems subject to multiplicative and additive noise.

    Science.gov (United States)

    Berdichevsky, V; Gitterman, M

    1999-08-01

    Exact expressions have been found for the first two moments and the correlation function for an overdamped linear system subject to an external periodic field as well as to multiplicative and additive noise. Stochastic resonance is absent for Gaussian white noise. However, when the multiplicative noise has the form of an asymmetric dichotomous noise, the signal-to-noise ratio (SNR) becomes a nonmonotonic function of the correlation time and the asymmetry of noise. Moreover, the SNR turns out to be a nonmonotonic function of the frequency of the external field as well as strongly depending on the strength of the cross correlation between multiplicative and additive noise.

  3. Multiplicative Stochastic Resonance for a Linear System Driven by O-U Noise

    Institute of Scientific and Technical Information of China (English)

    LI Jing-Hui

    2009-01-01

    In the paper, we study a linear system driven by O-U noise and give a method which is different from the one stated in Europhys. Lett. 40 (1997) 117. We find the same phenomenon of multiplicative stochastic resonance for the response of the system to the signal as the one found in Europhys. Lett. 40 (1997) 117. The merit of our method is that it prevents the complex formulas when making sum from n = 0 to n →∞ as in Europhys. Lett. 40 (1997) 117, which leads to the approximate results of the figures.

  4. Stochastic processes with distributed delays: chemical Langevin equation and linear-noise approximation.

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2013-06-21

    We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation; instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed autoinhibition and a model of epidemic spread with delayed recovery provide evidence of the applicability of our results.

  5. H2 OPTIMAL CONTROLLERS FOR A LARGE CLASS OF LINEAR STOCHASTIC SYSTEMS WITH PERIODIC COEFFICIENTS

    Directory of Open Access Journals (Sweden)

    Adrian-Mihail Stoica

    2011-07-01

    Full Text Available In this paper the H2 type optimization problem for a class of timevarying linear stochastic systems modeled by Ito differential equations and Markovian jumping with periodic coefficients is considered. The main goal of such an optimization problem is to minimize the effect of additive white noise perturbations on a suitable output of the controlled system. It is assumed that only an output is available for measurements.The solution of the considered optimization problem is constructed via the stabilizing solutions of some suitable systems of generalized Riccati differential equations with periodic coefficients.

  6. Application of fast orthogonal search to linear and nonlinear stochastic systems

    DEFF Research Database (Denmark)

    Chon, K H; Korenberg, M J; Holstein-Rathlou, N H

    1997-01-01

    linear and nonlinear stochastic ARMA model parameters by using a method known as fast orthogonal search, with an extended model containing prediction errors as part of the model estimation process. The extended algorithm uses fast orthogonal search in a two-step procedure in which deterministic terms...... in the nonlinear difference equation model are first identified and then reestimated, this time in a model containing the prediction errors. Since the extended algorithm uses an orthogonal procedure, together with automatic model order selection criteria, the significant model terms are estimated efficiently...

  7. Exact dynamics of stochastic linear delayed systems: Application to spatiotemporal coordination of comoving agents

    Science.gov (United States)

    McKetterick, Thomas John; Giuggioli, Luca

    2014-10-01

    Delayed dynamics result from finite transmission speeds of a signal in the form of energy, mass, or information. In stochastic systems the resulting lagged dynamics challenge our understanding due to the rich behavioral repertoire encompassing monotonic, oscillatory, and unstable evolution. Despite the vast literature, quantifying this rich behavior is limited by a lack of explicit analytic studies of high-dimensional stochastic delay systems. Here we fill this gap for systems governed by a linear Langevin equation of any number of delays and spatial dimensions with additive Gaussian noise. By exploiting Laplace transforms we are able to derive an exact time-dependent analytic solution of the Langevin equation. By using characteristic functionals we are able to construct the full time dependence of the multivariate probability distribution of the stochastic process as a function of the delayed and nondelayed random variables. As an application we consider interactions in animal collective movement that go beyond the traditional assumption of instantaneous alignment. We propose models for coordinated maneuvers of comoving agents applicable to recent empirical findings in pigeons and bats whereby individuals copy the heading of their neighbors with some delay. We highlight possible strategies that individual pairs may adopt to reduce the variance in their velocity difference and/or in their spatial separation. We also show that a minimum in the variance of the spatial separation at long times can be achieved with certain ratios of measurement to reaction delay.

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

    Energy Technology Data Exchange (ETDEWEB)

    Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn [Department of Mechanics, Tianjin University, 300072, Tianjin (China); Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin (China); Zhang, W. D., E-mail: zhangwenditju@126.com; Xu, J., E-mail: xujia-ld@163.com [Department of Mechanics, Tianjin University, 300072, Tianjin (China)

    2014-03-15

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

  9. Fourth-order analysis of a diffusive lattice Boltzmann method for barrier coatings.

    Science.gov (United States)

    Strand, Kyle T; Feickert, Aaron J; Wagner, Alexander J

    2017-06-01

    We examine the applicability of diffusive lattice Boltzmann methods to simulate the fluid transport through barrier coatings, finding excellent agreement between simulations and analytical predictions for standard parameter choices. To examine more interesting non-Fickian behavior and multiple layers of different coatings, it becomes necessary to explore a wider range of parameters. However, such a range of parameters exposes deficiencies in such an implementation. To investigate these discrepancies, we examine the form of higher-order terms in the hydrodynamic limit of our lattice Boltzmann method. We identify these corrections to fourth order and validate these predictions with high accuracy. However, it is observed that the validated correction terms do not fully explain the bulk of observed error. This error was instead caused by the standard finite boundary conditions for the contact of the coating with the imposed environment. We identify a self-consistent form of these boundary conditions for which these errors are dramatically reduced. The instantaneous switching used as a boundary condition for the barrier problem proves demanding enough that any higher-order corrections meaningfully contribute for a small range of parameters. There is a large parameter space where the agreement between simulations and analytical predictions even in the second-order form are below 0.1%, making further improvements to the algorithm unnecessary for such an application.

  10. Multiple solutions for fourth order elliptic problems with p(x-biharmonic operators

    Directory of Open Access Journals (Sweden)

    Lingju Kong

    2016-01-01

    Full Text Available We study the multiplicity of weak solutions to the following fourth order nonlinear elliptic problem with a \\(p(x\\-biharmonic operator \\[\\begin{cases}\\Delta^2_{p(x}u+a(x|u|^{p(x-2}u=\\lambda f(x,u\\quad\\text{ in }\\Omega,\\\\ u=\\Delta u=0\\quad\\text{ on }\\partial\\Omega,\\end{cases}\\] where \\(\\Omega\\ is a smooth bounded domain in \\(\\mathbb{R}^N\\, \\(p\\in C(\\overline{\\Omega}\\, \\(\\Delta^2_{p(x}u=\\Delta(|\\Delta u|^{p(x-2}\\Delta u\\ is the \\(p(x\\-biharmonic operator, and \\(\\lambda\\gt 0\\ is a parameter. We establish sufficient conditions under which there exists a positive number \\(\\lambda^{*}\\ such that the above problem has at least two nontrivial weak solutions for each \\(\\lambda\\gt\\lambda^{*}\\. Our analysis mainly relies on variational arguments based on the mountain pass lemma and some recent theory on the generalized Lebesgue-Sobolev spaces \\(L^{p(x}(\\Omega\\ and \\(W^{k,p(x}(\\Omega\\.

  11. Nuclear matter fourth-order symmetry energy in relativistic mean field models

    CERN Document Server

    Cai, Bao-Jun

    2011-01-01

    Within the nonlinear relativistic mean field model, we derive the analytical expression of the nuclear matter fourth-order symmetry energy $E_{4}(\\rho)$. Our results show that the value of $E_{4}(\\rho)$ at normal nuclear matter density $\\rho_{0}$ is generally less than 1 MeV, confirming the empirical parabolic approximation to the equation of state for asymmetric nuclear matter at $\\rho_{0}$. On the other hand, we find that the $E_{4}(\\rho)$ may become nonnegligible at high densities. Furthermore, the analytical form of the $E_{4}(\\rho)$ provides the possibility to study the higher-order effects on the isobaric incompressibility of asymmetric nuclear matter, i.e., $K_{\\mathrm{sat}}(\\delta)=K_{0}+K_{\\mathrm{{sat},2}}\\delta ^{2}+K_{\\mathrm{{sat},4}}\\delta ^{4}+\\mathcal{O}(\\delta ^{6})$ where $\\delta =(\\rho_{n}-\\rho_{p})/\\rho $ is the isospin asymmetry, and we find that the value of $K_{\\mathrm{{sat},4}}$ is generally comparable with that of the $K_{\\mathrm{{sat},2}}$. In addition, we study the effects of the $E...

  12. Long-time coherence in fourth-order spin correlation functions

    Science.gov (United States)

    Fröhling, Nina; Anders, Frithjof B.

    2017-07-01

    We study the long-time decay of fourth-order electron spin correlation functions for an isolated singly charged semiconductor quantum dot. The electron spin dynamics is governed by the applied external magnetic field as well as the hyperfine interaction. While the long-time coherent oscillations in the correlation functions can be understood within a semiclassical approach treating the Overhauser field as frozen, the field dependent decay of its amplitude reported in different experiments cannot be explained by the central-spin model indicating the insufficiency of such a description. By incorporating the nuclear Zeeman splitting and the strain induced nuclear-electric quadrupolar interaction, we find the correct crossover from a fast decay in small magnetic fields to a slow exponential asymptotic in large magnetic fields. It originates from a competition between the quadrupolar interaction inducing an enhanced spin decay and the nuclear Zeeman term that suppressed the spin-flip processes. We are able to explain the magnetic field dependency of the characteristic long-time decay time T2 depending on the experimental setups. The calculated asymptotic values of T2=3 -4 μ s agree qualitatively well with the experimental data.

  13. Linearized Controller Design for the Output Probability Density Functions of Non-Gaussian Stochastic Systems

    Institute of Scientific and Technical Information of China (English)

    Pousga Kabore; Husam Baki; Hong Yue; Hong Wang

    2005-01-01

    This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.

  14. Stochastic resonance in a bias linear system with multiplicative and additive noise

    Institute of Scientific and Technical Information of China (English)

    Guo Feng; Zhou Yu-Rong; Jiang Shi-Qi; Gu Tian-Xiang

    2006-01-01

    In this paper, the stochastic resonance in a bias linear system subjected multiplicative and additive dichotomous noise is investigated. Using the linear-response theory and the properties of the dichotomous noise, this paper finds the exact expressions for the first two moments and the signal-to-noise ratio (SNR). It is shown that the SNR is a non-monotonic function of the correlation time of the multiplicative and additive noise, and it varies non-monotonously with the intensity and asymmetry of the multiplicative noise as well as the external field frequency. Moreover, the SNR depends on the system bias, the intensity of the cross noise between the multiplicative and additive noise, and the strength and asymmetry of the additive noise.

  15. An SDP Approach for Multiperiod Mixed 0–1 Linear Programming Models with Stochastic Dominance Constraints for Risk Management

    DEFF Research Database (Denmark)

    Escudero, Laureano F.; Monge, Juan Francisco; Morales, Dolores Romero

    2015-01-01

    In this paper we consider multiperiod mixed 0–1 linear programming models under uncertainty. We propose a risk averse strategy using stochastic dominance constraints (SDC) induced by mixed-integer linear recourse as the risk measure. The SDC strategy extends the existing literature to the multist...

  16. Propagation of bright femtosecond pulses in a nonlinear optical fibre with the third-and fourth-order dispersions

    Institute of Scientific and Technical Information of China (English)

    Ao Sheng-Mei; Yan Jia-Ren; Yu Hui-You

    2007-01-01

    We solve the generalized nonlinear Schrodinger equation describing the propagation of femtosecond pulses in a nonlinear optical fibre with higher-order dispersions by using the direct approach to perturbation for bright solitons, and discuss the combined effects of the third- and fourth-order dispersions on velocity, temporal intensity distribution and peak intensity of femtosecond pulses. It is noticeable that the combined effects of the third- and fourth-order dispersions on an initial propagated soliton can partially compensate each other, which seems to be significant for the stability controlling of soliton propagation features.

  17. An efficient and accurate two-stage fourth-order gas-kinetic scheme for the Euler and Navier-Stokes equations

    Science.gov (United States)

    Pan, Liang; Xu, Kun; Li, Qibing; Li, Jiequan

    2016-12-01

    For computational fluid dynamics (CFD), the generalized Riemann problem (GRP) solver and the second-order gas-kinetic scheme (GKS) provide a time-accurate flux function starting from a discontinuous piecewise linear flow distributions around a cell interface. With the adoption of time derivative of the flux function, a two-stage Lax-Wendroff-type (L-W for short) time stepping method has been recently proposed in the design of a fourth-order time accurate method for inviscid flow [21]. In this paper, based on the same time-stepping method and the second-order GKS flux function [42], a fourth-order gas-kinetic scheme is constructed for the Euler and Navier-Stokes (NS) equations. In comparison with the formal one-stage time-stepping third-order gas-kinetic solver [24], the current fourth-order method not only reduces the complexity of the flux function, but also improves the accuracy of the scheme. In terms of the computational cost, a two-dimensional third-order GKS flux function takes about six times of the computational time of a second-order GKS flux function. However, a fifth-order WENO reconstruction may take more than ten times of the computational cost of a second-order GKS flux function. Therefore, it is fully legitimate to develop a two-stage fourth order time accurate method (two reconstruction) instead of standard four stage fourth-order Runge-Kutta method (four reconstruction). Most importantly, the robustness of the fourth-order GKS is as good as the second-order one. In the current computational fluid dynamics (CFD) research, it is still a difficult problem to extend the higher-order Euler solver to the NS one due to the change of governing equations from hyperbolic to parabolic type and the initial interface discontinuity. This problem remains distinctively for the hypersonic viscous and heat conducting flow. The GKS is based on the kinetic equation with the hyperbolic transport and the relaxation source term. The time-dependent GKS flux function

  18. Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems

    OpenAIRE

    Yu, Zhiyong

    2016-01-01

    In this paper, we investigate infinite horizon jump-diffusion forward-backward stochastic differential equations under some monotonicity conditions. We establish an existence and uniqueness theorem, two stability results and a comparison theorem for solutions to such kind of equations. Then the theoretical results are applied to study a kind of infinite horizon backward stochastic linear-quadratic optimal control problems, and then differential game problems. The unique optimal controls for t...

  19. Fourth-Order Contour Mode ZnO-on-SOI Disk Resonators for Mass Sensing Applications

    Directory of Open Access Journals (Sweden)

    Ivan Rivera

    2015-04-01

    Full Text Available In this work, we have investigated the design, fabrication and testing of ZnO-on-SOI fourth-order contour mode disk resonators for mass sensing applications. This study aims to unveil the possibility for real-time practical mass sensing applications by using high-Q ZnO-on-SOI contour-mode resonators while taking into account their unique modal characteristics. Through focused ion beam (FIB direct-write metal deposition techniques, the effects of localized mass loading on the surface of three extensional mode devices have been investigated. Ten microfabricated 40 mm-radius disk resonators, which all have a 20 mm-thick silicon device layer and 1 mm-thick ZnO transducer layer but varied anchor widths and numbers, have exhibited resonant frequencies ranging from 84.9 MHz to 86.7 MHz with Q factors exceeding 6000 (in air and 10,000 (in vacuum, respectively. It has been found that the added mass at the nodal locations leads to noticeable Q-factor degradation along with lower induced frequency drift, thereby resulting in reduced mass sensitivity. All three measured devices have shown a mass sensitivity of ~1.17 Hz·fg−1 at the maximum displacement points with less than 33.3 ppm of deviation in term of fractional frequency change. This mass sensitivity is significantly higher than 0.334 Hz·fg−1 at the nodal points. Moreover, the limit of detection (LOD for this resonant mass sensor was determined to be 367 ag and 1290 ag (1 ag = 10−18 g for loaded mass at the maximum and minimum displacement points, accordingly.

  20. A non-linear stochastic model for an office building with air infiltration

    Directory of Open Access Journals (Sweden)

    Anders Thavlov

    2015-06-01

    Full Text Available This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model parameters are estimated using a maximum-likelihood technique. Based on the maximum-likelihood value, the different models are statistically compared to each other using Wilk's likelihood ratio test. The model showing the best performance is finally verified in both the time domain and the frequency domain using the auto-correlation function and cumulated periodogram. The proposed model which includes air-infiltration shows a significant improvement compared to previously proposed linear models. The model has subsequently been used in applications for provision of power system services, e.g. by providing heat load reduction during peak load hours, control of indoor air temperature and for generating forecasts of power consumption from space heating.

  1. Fourth-order accurate compact-difference discretization method for Helmholtz and incompressible Navier-Stokes equations

    NARCIS (Netherlands)

    Steijl, R.; Hoeijmakers, H.W.M.

    2004-01-01

    A fourth-order accurate solution method for the three-dimensional Helmholtz equations is described that is based on a compact finite-difference stencil for the Laplace operator. Similar discretization methods for the Poisson equation have been presented by various researchers for Dirichlet boundary

  2. On the completeness of eigen and root vector systems for fourth-order operator matrices and their applications

    Institute of Scientific and Technical Information of China (English)

    Wang Hua; Alatancang; Huang Jun-Jie

    2011-01-01

    In this paper,we consider the eigenvalue problem of a class of fourth-order operator matrices appearing in mechanics,including the geometric multiplicity,algebraic index,and algebraic multiplicity of the eigenvalue,the symplectic orthogonality,and completeness of eigen and root vector systems.The obtained results are applied to the plate bending problem.

  3. On solutions of third and fourth-order time dependent Riccati equations and the generalized Chazy system

    Science.gov (United States)

    Guha, Partha; Ghose Choudhury, A.; Khanra, Barun

    2012-11-01

    We introduce a new transformation (nonlocal) to find the general solutions of some equations belonging to the third and fourth-order time dependent Riccati class of equations. These are in turn related to the Chazy polynomial class and the time dependent F-XVI Bureau symbol PI equations respectively.

  4. Litchi freshness rapid non-destructive evaluating method using electronic nose and non-linear dynamics stochastic resonance model.

    Science.gov (United States)

    Ying, Xiaoguo; Liu, Wei; Hui, Guohua

    2015-01-01

    In this paper, litchi freshness rapid non-destructive evaluating method using electronic nose (e-nose) and non-linear stochastic resonance (SR) was proposed. EN responses to litchi samples were continuously detected for 6 d Principal component analysis (PCA) and non-linear stochastic resonance (SR) methods were utilized to analyze EN detection data. PCA method could not totally discriminate litchi samples, while SR signal-to-noise ratio (SNR) eigen spectrum successfully discriminated all litchi samples. Litchi freshness predictive model developed using SNR eigen values shows high predictive accuracy with regression coefficients R(2) = 0 .99396.

  5. Coordinated tracking of linear multiagent systems with input saturation and stochastic disturbances.

    Science.gov (United States)

    Wang, Qingling; Sun, Changyin

    2017-07-21

    This paper addresses the coordinated tracking problem for linear multiagent systems with input saturation and stochastic disturbances. The objective is to construct a class of tracking control laws that achieve consensus tracking in the absence of disturbances, while guaranteeing a bounded variance of the state difference between the follower agent and the leader in the present of disturbances, under the assumptions that each agent is asymptotically null controllable with bounded controls (ANCBC) and the network is connected. By using the low gain feedback technique, a class of tracking control algorithms are proposed, and the coordinated tracking problem is solved through some routine manipulations. Finally, numerical examples are provided to demonstrate the theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  6. Linear stochastic Schrödinger equations in terms of quantum Bernoulli noises

    Science.gov (United States)

    Chen, Jinshu; Wang, Caishi

    2017-05-01

    Quantum Bernoulli noises (QBN) are the family of annihilation and creation operators acting on Bernoulli functionals, which satisfy a canonical anti-commutation relation. In this paper, we study linear stochastic Schrödinger equations (LSSEs) associated with QBN in the space of square integrable complex-valued Bernoulli functionals. We first rigorously prove a formula concerning the number operator N on Bernoulli functionals. And then, by using this formula as well as Mora and Rebolledo's results on a general LSSE [C. M. Mora and R. Rebolledo, Infinite. Dimens. Anal. Quantum Probab. Relat. Top. 10, 237-259 (2007)], we obtain an easily checking condition for a LSSE associated with QBN to have a unique Nr-strong solution of mean square norm conservation for given r ≥0 . Finally, as an application of this condition, we examine a special class of LSSEs associated with QBN and some further results are proven.

  7. A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

    Energy Technology Data Exchange (ETDEWEB)

    Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at [University of Innsbruck, Department of Mathematics (Austria); Tuffaha, Amjad, E-mail: atufaha@aus.edu [American University of Sharjah, Department of Mathematics (United Arab Emirates)

    2017-06-15

    We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solution of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.

  8. Analytical vs. Simulation Solution Techniques for Pulse Problems in Non-linear Stochastic Dynamics

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R. K.

    -numerical techniques suitable for Markov response problems such as moments equation, Petrov-Galerkin and cell-to-cell mapping techniques are briefly discussed. Usefulness of these techniques is limited by the fact that effectiveness of each of them depends on the mean rate of impulses. Another limitation is the size...... of the problem, i.e. the number of state variables of the dynamical systems. In contrast, the application of the simulation techniques is not limited to Markov problems, nor is it dependent on the mean rate of impulses. Moreover their use is straightforward for a large class of point processes, at least......Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically...

  9. Numerical analysis of fourth-order boundary value problems in fluid mechanics and mathematics

    DEFF Research Database (Denmark)

    Hosseinzadeh, Elham; Barari, Amin; Fouladi, Fama

    2010-01-01

    In this paper He's variational iteration method is used to solve some examples of linear and non-linear forth-order boundary value problems. The first problem compared with homotopy analysis method solution and the other ones with the exact solution. The results show the high accuracy and speed...

  10. Information transfer through stochastic transmission of a linear combination of rates.

    Science.gov (United States)

    Smyrnakis, Ioannis; Smirnakis, Stelios

    2013-09-01

    In this work, the Shannon information transfer rate due to the transmission of a linear combination of the firing rates of a number of afferent neurons is examined. The transmission of this linear combination (transfer statistic) takes place through a stochastic firing process, while a rate code is assumed. Constraints are imposed on the transmission process by the requirement that the coefficient of variation for the transfer statistic is small and by the relative variance of the individual terms in the calculation of the statistic. In the regime of no noise or signal correlations among the input neurons, simulations suggest that information transfer for fixed overall input is favored when there are few high-firing neurons, as opposed to more lower-firing neurons. Signal correlations among low-firing neurons can result in aggregates of high firing rates, improving in this way information transfer and calculational robustness. Under reasonable rate code assumptions, information transfer rates obtained are of the order 3 to 10 bit/sec.

  11. Variational path integral molecular dynamics and hybrid Monte Carlo algorithms using a fourth order propagator with applications to molecular systems

    Science.gov (United States)

    Kamibayashi, Yuki; Miura, Shinichi

    2016-08-01

    In the present study, variational path integral molecular dynamics and associated hybrid Monte Carlo (HMC) methods have been developed on the basis of a fourth order approximation of a density operator. To reveal various parameter dependence of physical quantities, we analytically solve one dimensional harmonic oscillators by the variational path integral; as a byproduct, we obtain the analytical expression of the discretized density matrix using the fourth order approximation for the oscillators. Then, we apply our methods to realistic systems like a water molecule and a para-hydrogen cluster. In the HMC, we adopt two level description to avoid the time consuming Hessian evaluation. For the systems examined in this paper, the HMC method is found to be about three times more efficient than the molecular dynamics method if appropriate HMC parameters are adopted; the advantage of the HMC method is suggested to be more evident for systems described by many body interaction.

  12. Positive Solutions for Fourth-order Delay Differential Equation of Boundary Value Problem with p-Laplacian

    Institute of Scientific and Technical Information of China (English)

    ZHANG Yu-chuan; ZHOU Zong-fu

    2014-01-01

    In this work, we investigate the following fourth-order delay differential equation of boundary value problem with p-Laplacian(Φp(u000))0(t)+a(t)f(t, u(t−τ), u0(t))=0, 0fourth-order delay differential equation of boundary value problem with p-Laplacian has at least one positive solution. Some corresponding examples are presented to illustrate the application of our main results.

  13. Linear noise approximation for oscillations in a stochastic inhibitory network with delay

    Science.gov (United States)

    Dumont, Grégory; Northoff, Georg; Longtin, André

    2014-07-01

    Understanding neural variability is currently one of the biggest challenges in neuroscience. Using theory and computational modeling, we study the behavior of a globally coupled inhibitory neural network, in which each neuron follows a purely stochastic two-state spiking process. We investigate the role of both this intrinsic randomness and the conduction delay on the emergence of fast (e.g., gamma) oscillations. Toward that end, we expand the recently proposed linear noise approximation (LNA) technique to this non-Markovian "delay" case. The analysis first leads to a nonlinear delay-differential equation (DDE) with multiplicative noise for the mean activity. The LNA then yields two coupled DDEs, one of which is driven by additive Gaussian white noise. These equations on their own provide an excellent approximation to the full network dynamics, which are much longer to integrate. They further allow us to compute a theoretical expression for the power spectrum of the population activity. Our analytical result is in good agreement with the power spectrum obtained via numerical simulations of the full network dynamics, for the large range of parameters where both the intrinsic stochasticity and the conduction delay are necessary for the occurrence of oscillations. The intrinsic noise arises from the probabilistic description of each neuron, yet it is expressed at the system activity level, and it can only be controlled by the system size. In fact, its effect on the fluctuations in system activity disappears in the infinite network size limit, but the characteristics of the oscillatory activity depend on all model parameters including the system size. Using the Hilbert transform, we further show that the intrinsic noise causes sporadic strong fluctuations in the phase of the gamma rhythm.

  14. Stochastic partial differential equations

    CERN Document Server

    Chow, Pao-Liu

    2014-01-01

    Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad

  15. Fourth order real space solver for the time-dependent Schr\\"odinger equation with singular Coulomb potential

    CERN Document Server

    Majorosi, Szilárd

    2016-01-01

    We present a novel numerical method and algorithm for the solution of the 3D axially symmetric time-dependent Schr\\"odinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent potential. We use fourth order finite difference real space discretization, with special formulae for the arising Neumann and Robin boundary conditions along the symmetry axis. Our propagation algorithm is based on merging the method of the split-operator approximation of the exponential operator with the implicit equations of second order cylindrical 2D Crank-Nicolson scheme. We call this method hybrid splitting scheme because it inherits both the speed of the split step finite difference schemes and the robustness of the full Crank-Nicolson scheme. Based on a thorough error analysis, we verified both the fourth order accuracy of the spatial discretization in the optimal spatial step size range, and the fourth order scaling with the time step in the case of proper high order e...

  16. Linear matrix inequality approach for robust stability analysis for stochastic neural networks with time-varying delay

    Institute of Scientific and Technical Information of China (English)

    S. Lakshmanan; P. Balasubramaniarn

    2011-01-01

    This paper studies the problem of linear matrix inequality(LMI)approach to robust stability analysis for stochastic neural networks with a time-varying delay. By developing a delay decomposition approach, the information of the delayed plant states can be taken into full consideration. Based on the new Lyapunov-Krasovskii functional, some inequality techniques and stochastic stability theory, new delay-dependent stability criteria are obtained in terms of LMIs. The proposed results prove the less conservatism, which are realized by choosing new Lyapunov matrices in the decomposed integral intervals. Finally, numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed LMI method.

  17. Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    In this paper, we study the regularity of solutions of nonlinear stochastic partial differential equations (SPDEs) with multiplicative noises in the framework of Hilbert scales. Then we apply our abstract result to several typical nonlinear SPDEs such as stochastic Burgers and Ginzburg-Landau equations on the real line, stochastic 2D Navier-Stokes equations (SNSEs) in the whole space and a stochastic tamed 3D Navier-Stokes equation in the whole space, and obtain the existence of their smooth solutions respectively. In particular, we also get the existence of local smooth solutions for 3D SNSEs.

  18. State estimation of stochastic non-linear hybrid dynamic system using an interacting multiple model algorithm.

    Science.gov (United States)

    Elenchezhiyan, M; Prakash, J

    2015-09-01

    In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme.

  19. New RLS Wiener Smoother for Colored Observation Noise in Linear Discrete-time Stochastic Systems

    Directory of Open Access Journals (Sweden)

    Seiichi Nakamori

    2013-12-01

    Full Text Available In the estimation problems, rather than the white observation noise, there are cases where the observation noise is modeled by the colored noise process. In the observation equation, the observed value y(k is given as a sum of the signal z(k=Hx(k and the colored observation noise v_c(k. In this paper, the observation equation is converted to the new observation equation for the white observation noise. In accordance with the observation equation for the white observation noise, this paper proposes new RLS Wiener estimation algorithms for the fixed-point smoothing and filtering estimates in linear discrete-time wide-sense stationary stochastic systems. The RLS Wiener estimators require the following information: (a the system matrix for the state vector x(k; (b the observation matrix H; (c the variance of the state vector x(k; (d the system matrix for the colored observation noise v_c(k; (e the variance of the colored observation noise.

  20. Inverse-Definiteness of the Fourth-Order Symmetric Differential Operator (Ⅰ)

    Institute of Scientific and Technical Information of China (English)

    Wei Yin YE

    2004-01-01

    We give a linear symmetric differential operator L defined by L := D4 + bD2 + aIin the 2π-periodic function space, and study the inverse-definiteness property of L. We obtain a complete result about the inverse-definiteness property of L with real constants a and b when b2 -4a > 0and a- bk2 + k4 ≠ 0 for any k ∈ {1,2,3,...}.

  1. Linearization and Decomposition Methods for Large Scale Stochastic Inventory Routing Problem with Service Level Constraints

    NARCIS (Netherlands)

    Y. Yu (Yugang); C. Chu (Chengbin); H.X. Chen (Haoxun); F. Chu (Feng)

    2010-01-01

    textabstractA stochastic inventory routing problem (SIRP) is typically the combination of stochastic inventory control problems and NP-hard vehicle routing problems, for a depot to determine delivery volumes to its customers in each period, and vehicle routes to distribute the delivery volumes. This

  2. Stochastic multi-reference perturbation theory with application to linearized coupled cluster method

    CERN Document Server

    Jeanmairet, Guillaume; Alavi, Ali

    2016-01-01

    In this article we report a stochastic evaluation of the recently proposed LCC multireference perturbation theory [Sharma S., and Alavi A., J. Chem. Phys. 143, 102815, (2015)]. In this method both the zeroth order and first order wavefunctions are sampled stochastically by propagating simultaneously two populations of signed walkers. The sampling of the zeroth order wavefunction follows a set of stochastic processes identical to the one used in the FCIQMC method. To sample the first order wavefunction, the usual FCIQMC algorithm is augmented with a source term that spawns walkers in the sampled first order wavefunction from the zeroth order wavefunction. The second order energy is also computed stochastically but requires no additional overhead outside of the added cost of sampling the first order wavefunction. This fully stochastic method opens up the possibility of simultaneously treating large active spaces to account for static correlation and recovering the dynamical correlation using perturbation theory...

  3. 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...

  4. A parallel mixed finite element implementation for approximation of eigenvalues and eigenvectors of fourth-order eigenvalue problems

    Science.gov (United States)

    Kulshreshtha, Kshitij; Nataraj, Neela

    2005-08-01

    The paper deals with a parallel implementation of a mixed finite element method of approximation of eigenvalues and eigenvectors of fourth order eigenvalue problems with variable/constant coefficients. The implementation has been done in Silicon Graphics Origin 3800, a four processor Intel Xeon Symmetric Multiprocessor and a beowulf cluster of four Intel Pentium III PCs. The generalised eigenvalue problem obtained after discretization using the mixed finite element method is solved using the package LANSO. The numerical results obtained are compared with existing results (if available). The time, speedup comparisons in different environments for some examples of practical and research interest and importance are also given.

  5. STOCHASTICITY

    Energy Technology Data Exchange (ETDEWEB)

    Laslett, L. Jackson.

    1974-05-01

    Detailed examination of computed particle trajectories has revealed a complexity and disorder that is of increasing interest to accelerator specialists. To introduce this topic, the author would like you to consider for a moment the analysis of synchrotron oscillations for a particle in a coasting beam, regarded as a problem in one degree of freedom. A simple analysis replaces the electric field of the RF-v cavity system by a traveling wave, having the speed of a synchronous reference particle, and leads to a pair of differential equations of the form dy/dn = -K sin {pi}x, (1A) where y measures the fractional departure of energy from the reference value {pi}x measures the electrical phase angle at which the particle traverses the cavity, and K is proportional to the cavity voltage; and dx/dn = {lambda}{prime}y, (1b) in which {lambda}{prime} is proportional to the change of revolution period with respect to particle energy. It will be recognized that these equations can be derived from a Hamiltonian function H = (1/2){lambda}{prime}y{sup 2}-(K/{pi})cos {pi}x. (2) Because this Hamiltonian function does not contain the independent variable explicitly, it will constitute a constant of the motion and possible trajectories in the x,y phase space will be just the curves defined by H = Constant, namely the familiar simple curves in phase space that are characteristic of a physical (non-linear) pendulum.

  6. Detectability, Observability and Lyapunov-Type Theorems of Linear Discrete Time-Varying Stochastic Systems with Multiplicative Noise

    OpenAIRE

    2015-01-01

    The objective of this paper is to study detectability, observability and related Lyapunov-type theorems of linear discrete-time time-varying stochastic systems with multiplicative noise. Some new concepts such as uniform detectability, ${\\cal K}^{\\infty}$-exact detectability (resp. ${\\cal K}^{WFT}$-exact detectability, ${\\cal K}^{FT}$-exact detectability, ${\\cal K}^{N}$-exact detectability) and ${\\cal K}^{\\infty}$-exact observability (resp. ${\\cal K}^{WFT}$-exact observability, ${\\cal K}^{FT}...

  7. Linear regulator design for stochastic systems by a multiple time scales method. [with application to F-8 aircraft longitudinal control

    Science.gov (United States)

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

    1976-01-01

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

  8. An Interval-Parameter Fuzzy Linear Programming with Stochastic Vertices Model for Water Resources Management under Uncertainty

    Directory of Open Access Journals (Sweden)

    Yan Han

    2013-01-01

    Full Text Available An interval-parameter fuzzy linear programming with stochastic vertices (IFLPSV method is developed for water resources management under uncertainty by coupling interval-parameter fuzzy linear programming (IFLP with stochastic programming (SP. As an extension of existing interval parameter fuzzy linear programming, the developed IFLPSV approach has advantages in dealing with dual uncertainty optimization problems, which uncertainty presents as interval parameter with stochastic vertices in both of the objective functions and constraints. The developed IFLPSV method improves upon the IFLP method by allowing dual uncertainty parameters to be incorporated into the optimization processes. A hybrid intelligent algorithm based on genetic algorithm and artificial neural network is used to solve the developed model. The developed method is then applied to water resources allocation in Beijing city of China in 2020, where water resources shortage is a challenging issue. The results indicate that reasonable solutions have been obtained, which are helpful and useful for decision makers. Although the amount of water supply from Guanting and Miyun reservoirs is declining with rainfall reduction, water supply from the South-to-North Water Transfer project will have important impact on water supply structure of Beijing city, particularly in dry year and extraordinary dry year.

  9. Fourth-order accurate compact-difference discretization method for Helmholtz and incompressible Navier-Stokes equations

    Science.gov (United States)

    Steijl, R.; Hoeijmakers, H. W. M.

    2004-09-01

    A fourth-order accurate solution method for the three-dimensional Helmholtz equations is described that is based on a compact finite-difference stencil for the Laplace operator. Similar discretization methods for the Poisson equation have been presented by various researchers for Dirichlet boundary conditions. Here, the complicated issue of imposing Neumann boundary conditions is described in detail. The method is then applied to model Helmholtz problems to verify the accuracy of the discretization method. The implementation of the solution method is also described. The Helmholtz solver is used as the basis for a fourth-order accurate solver for the incompressible Navier-Stokes equations. Numerical results obtained with this Navier-Stokes solver for the temporal evolution of a three-dimensional instability in a counter-rotating vortex pair are discussed. The time-accurate Navier-Stokes simulations show the resolving properties of the developed discretization method and the correct prediction of the initial growth rate of the three-dimensional instability in the vortex pair.

  10. Two Embedded Pairs of Runge-Kutta Type Methods for Direct Solution of Special Fourth-Order Ordinary Differential Equations

    Directory of Open Access Journals (Sweden)

    Kasim Hussain

    2015-01-01

    Full Text Available We present two pairs of embedded Runge-Kutta type methods for direct solution of fourth-order ordinary differential equations (ODEs of the form y(iv=f(x,y denoted as RKFD methods. The first pair, which we will call RKFD5(4, has orders 5 and 4, and the second one has orders 6 and 5 and we will call it RKFD6(5. The techniques used in the derivation of the methods are that the higher order methods are very precise and the lower order methods give the best error estimate. Based on these pairs, we have developed variable step codes and we have used them to solve a set of special fourth-order problems. Numerical results show the robustness and the efficiency of the new RKFD pairs as compared with the well-known embedded Runge-Kutta pairs in the scientific literature after reducing the problems into a system of first-order ordinary differential equations (ODEs and solving them.

  11. 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.

  12. An efficient compact fourth order FD method for simulating 3-D mantle convection at high Rayleigh number

    Science.gov (United States)

    Wright, G. B.; Barnett, G. A.; Yuen, D. A.

    2009-12-01

    We present an efficient method based on fourth order compact finite-differences for simulating three dimensional mantle convection (i.e. Rayleigh-Bénard convection in the infinite Prandtl number limit) with constant viscosity in a rectangular box. In the high Rayleigh number regime, this thermal convection model has recently been shown to exhibit many of the features of turbulent flow that are typically identified with high Reynolds number flow [1]. High order compact finite schemes are known to be particularly good for simulating turbulent flows because of their spectral like resolution [2], which ameliorates dispersion and anisotropy errors. They have also been shown to be much less susceptible than second order schemes to spurious oscillations for transient convection diffusion equations at large Péclet number (as occurs for the temperature equation in the mantle convection model at high Rayleigh number). Finally, high order schemes have been shown to be more efficient than low order methods in terms of degrees of freedom required to attain a specified error level, which is important for reducing memory requirements so simulations can be performed on emerging low-cost high performance computational platforms like graphics processing units (GPUs). We demonstrate the capabilities of our compact fourth order scheme at accurately capturing such phenomena as transient periods of double layered convection[3] (see Figure 1) and flow reversals using far fewer degrees of freedom than required for traditional second order methods. Finally, we discuss the computational cost of the scheme and its efficient implementation on GPUs. References: [1] M. Breuer and U. Hansen, Turbulent convection in the zero Reynolds number limit, EPL, 86, 24004, 2009. [2] S. K. Lele, Compact finite difference schemes with spectral-like resolution, J. Comput. Phys., 103, 16, 1992. [3] A. P. Boss and I. S. Sacks, Time-dependent models of single- and double-layer mantle convection, Nature, 308

  13. A family of fourth-order entropy stable nonoscillatory spectral collocation schemes for the 1-D Navier-Stokes equations

    Science.gov (United States)

    Yamaleev, Nail K.; Carpenter, Mark H.

    2017-02-01

    High-order numerical methods that satisfy a discrete analog of the entropy inequality are uncommon. Indeed, no proofs of nonlinear entropy stability currently exist for high-order weighted essentially nonoscillatory (WENO) finite volume or weak-form finite element methods. Herein, a new family of fourth-order WENO spectral collocation schemes is developed, that are nonlinearly entropy stable for the one-dimensional compressible Navier-Stokes equations. Individual spectral elements are coupled using penalty type interface conditions. The resulting entropy stable WENO spectral collocation scheme achieves design order accuracy, maintains the WENO stencil biasing properties across element interfaces, and satisfies the summation-by-parts (SBP) operator convention, thereby ensuring nonlinear entropy stability in a diagonal norm. Numerical results demonstrating accuracy and nonoscillatory properties of the new scheme are presented for the one-dimensional Euler and Navier-Stokes equations for both continuous and discontinuous compressible flows.

  14. Engineering applications and analysis of vibratory motion fourth order fluid film over the time dependent heated flat plate

    Science.gov (United States)

    Mohmand, Muhammad Ismail; Mamat, Mustafa Bin; Shah, Qayyum

    2017-07-01

    This article deals with the time dependent analysis of thermally conducting and Magneto-hydrodynamic (MHD) liquid film flow of a fourth order fluid past a vertical and vibratory plate. In this article have been developed for higher order complex nature fluids. The governing-equations have been modeled in the terms of nonlinear partial differential equations with the help of physical boundary circumstances. Two different analytical approaches i.e. Adomian decomposition method (ADM) and the optimal homotopy asymptotic method (OHAM), have been used for discoveryof the series clarification of the problems. Solutions obtained via two diversemethods have been compared using the graphs, tables and found an excellent contract. Variants of the embedded flow parameters in the solution have been analysed through the graphical diagrams.

  15. Proton polarisability contribution to the Lamb shift in muonic hydrogen at fourth order in chiral perturbation theory

    CERN Document Server

    Birse, Michael C

    2012-01-01

    We calculate the amplitude T_1 for forward doubly-virtual Compton scattering in heavy-baryon chiral perturbation theory, to fourth order in the chiral expansion and with the leading contribution of the gammaNDelta form factor. This provides a model-independent expression for the amplitude in the low-momentum region, which is the dominant one for its contribution to the Lamb shift. It allows us to significantly reduce the theoretical uncertainty in the proton polarisability contributions to the Lamb shift in muonic hydrogen. We also stress the importance of consistency between the definitions of the Born and structure parts of the amplitude. Our result leaves no room for any effect large enough to explain the discrepancy between proton charge radii as determined from muonic and normal hydrogen.

  16. Proton polarisability contribution to the Lamb shift in muonic hydrogen at fourth order in chiral perturbation theory

    Energy Technology Data Exchange (ETDEWEB)

    Birse, M.C.; McGovern, J.A. [University of Manchester, Theoretical Physics Division, School of Physics and Astronomy, Manchester (United Kingdom)

    2012-09-15

    We calculate the amplitude T{sub 1} for forward doubly virtual Compton scattering in heavy-baryon chiral perturbation theory, to fourth order in the chiral expansion and with the leading contribution of the {gamma}N{Delta} form factor. This provides a model-independent expression for the amplitude in the low-momentum region, which is the dominant one for its contribution to the Lamb shift. It allows us to significantly reduce the theoretical uncertainty in the proton polarisability contributions to the Lamb shift in muonic hydrogen. We also stress the importance of consistency between the definitions of the Born and structure parts of the amplitude. Our result leaves no room for any effect large enough to explain the discrepancy between proton charge radii as determined from muonic and normal hydrogen. (orig.)

  17. Multiple positive solutions for fourth-order three-point p-Laplacian boundary-value problems

    Directory of Open Access Journals (Sweden)

    Hanying Feng

    2007-02-01

    Full Text Available In this paper, we study the three-point boundary-value problem for a fourth-order one-dimensional $p$-Laplacian differential equation $$ ig(phi_p(u''(tig''+ a(tfig(u(tig=0, quad tin (0,1, $$ subject to the nonlinear boundary conditions: $$displaylines{ u(0=xi u(1,quad u'(1=eta u'(0,cr (phi _{p}(u''(0' =alpha _{1}(phi _{p}(u''(delta', quad u''(1=sqrt[p-1]{eta _{1}}u''(delta, }$$ where $phi_{p}(s=|s|^{p-2}s$, $p>1$. Using the five functional fixed point theorem due to Avery, we obtain sufficient conditions for the existence of at least three positive solutions.

  18. Temperature and isotope effects on water cluster ions with path integral molecular dynamics based on the fourth order Trotter expansion

    Science.gov (United States)

    Suzuki, Kimichi; Shiga, Motoyuki; Tachikawa, Masanori

    2008-10-01

    Path integral molecular dynamics simulation based on the fourth order Trotter expansion has been performed to elucidate the geometrical isotope effect of water dimer anions, H3O2-, D3O2-, and T3O2-, at different temperatures from 50 to 600 K. At low temperatures below 200 K the hydrogen-bonded hydrogen nucleus is near the center of two oxygen atoms with mostly O⋯X⋯O geometry (where X =H, D, or T), while at high temperatures above 400 K, hydrogen becomes more delocalized, showing the coexistence between O⋯X-O and O-X⋯O. The OO distance tends to be shorter as the isotopomer is heavier at low temperatures, while this ordering becomes opposite at high temperatures. It is concluded that the coupling between the OO stretching mode and proton transfer modes is a key to understand such a temperature dependence of a hydrogen-bonded structure.

  19. Systematic Study of Rogue Wave Probability Distributions in a Fourth-Order Nonlinear Schr\\"odinger Equation

    CERN Document Server

    Ying, L H

    2012-01-01

    Nonlinear instability and refraction by ocean currents are both important mechanisms that go beyond the Rayleigh approximation and may be responsible for the formation of freak waves. In this paper, we quantitatively study nonlinear effects on the evolution of surface gravity waves on the ocean, to explore systematically the effects of various input parameters on the probability of freak wave formation. The fourth-order current-modified nonlinear Schr\\"odinger equation (CNLS4) is employed to describe the wave evolution. By solving CNLS4 numerically, we are able to obtain quantitative predictions for the wave height distribution as a function of key environmental conditions such as average steepness, angular spread, and frequency spread of the local sea state. Additionally, we explore the spatial dependence of the wave height distribution, associated with the buildup of nonlinear development.

  20. Automatic Generation of Analytic Equations for Vibrational and Rovibrational Constants from Fourth-Order Vibrational Perturbation Theory

    Science.gov (United States)

    Matthews, Devin A.; Gong, Justin Z.; Stanton, John F.

    2014-06-01

    The derivation of analytic expressions for vibrational and rovibrational constants, for example the anharmonicity constants χij and the vibration-rotation interaction constants α^B_r, from second-order vibrational perturbation theory (VPT2) can be accomplished with pen and paper and some practice. However, the corresponding quantities from fourth-order perturbation theory (VPT4) are considerably more complex, with the only known derivations by hand extensively using many layers of complicated intermediates and for rotational quantities requiring specialization to orthorhombic cases or the form of Watson's reduced Hamiltonian. We present an automatic computer program for generating these expressions with full generality based on the adaptation of an existing numerical program based on the sum-over-states representation of the energy to a computer algebra context. The measures taken to produce well-simplified and factored expressions in an efficient manner are discussed, as well as the framework for automatically checking the correctness of the generated equations.

  1. Integrability and soliton solutions for an inhomogeneous generalized fourth-order nonlinear Schrödinger equation describing the inhomogeneous alpha helical proteins and Heisenberg ferromagnetic spin chains

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Pan [State Key Laboratory of Information Photonics and Optical Communications, Beijing University of Posts and Telecommunications, Beijing 100876 (China); School of Science, Beijing University of Posts and Telecommunications, P.O. Box 122, Beijing 100876 (China); Tian, Bo, E-mail: tian.bupt@yahoo.com.cn [State Key Laboratory of Information Photonics and Optical Communications, Beijing University of Posts and Telecommunications, Beijing 100876 (China); School of Science, Beijing University of Posts and Telecommunications, P.O. Box 122, Beijing 100876 (China); Jiang, Yan; Wang, Yu-Feng [State Key Laboratory of Information Photonics and Optical Communications, Beijing University of Posts and Telecommunications, Beijing 100876 (China); School of Science, Beijing University of Posts and Telecommunications, P.O. Box 122, Beijing 100876 (China)

    2013-02-15

    For describing the dynamics of alpha helical proteins with internal molecular excitations, nonlinear couplings between lattice vibrations and molecular excitations, and spin excitations in one-dimensional isotropic biquadratic Heisenberg ferromagnetic spin with the octupole–dipole interactions, we consider an inhomogeneous generalized fourth-order nonlinear Schrödinger equation. Based on the Ablowitz–Kaup–Newell–Segur system, infinitely many conservation laws for the equation are derived. Through the auxiliary function, bilinear forms and N-soliton solutions for the equation are obtained. Interactions of solitons are discussed by means of the asymptotic analysis. Effects of linear inhomogeneity on the interactions of solitons are also investigated graphically and analytically. Since the inhomogeneous coefficient of the equation h=α x+β, the soliton takes on the parabolic profile during the evolution. Soliton velocity is related to the parameter α, distance scale coefficient and biquadratic exchange coefficient, but has no relation with the parameter β. Soliton amplitude and width are only related to α. Soliton position is related to β.

  2. A primal-dual decomposition based interior point approach to two-stage stochastic linear programming

    NARCIS (Netherlands)

    A.B. Berkelaar (Arjan); C.L. Dert (Cees); K.P.B. Oldenkamp; S. Zhang (Shuzhong)

    1999-01-01

    textabstractDecision making under uncertainty is a challenge faced by many decision makers. Stochastic programming is a major tool developed to deal with optimization with uncertainties that has found applications in, e.g. finance, such as asset-liability and bond-portfolio management. Computationa

  3. System identication of a linearized hysteretic system using covariance driven stochastic subspace identication

    DEFF Research Database (Denmark)

    Bajric, Anela

    A single mass Bouc-Wen oscillator with linear static restoring force contribution is approximated by an equivalent linear system. The aim of the linearized model is to emulate the correct force-displacement response of the Bouc-Wenmodel with characteristic hysteretic behaviour. The linearized model...

  4. A reformulation of the Linear-Quadratic-Gaussian stochastic control problem for application to low thrust navigation analysis

    Science.gov (United States)

    Jacobson, R. A.

    1978-01-01

    The formulation of the classical Linear-Quadratic-Gaussian stochastic control problem as employed in low thrust navigation analysis is reviewed. A reformulation is then presented which eliminates a potentially unreliable matrix subtraction in the control calculations, improves the computational efficiency, and provides for a cleaner computational interface between the estimation and control processes. Lastly, the application of the U-D factorization method to the reformulated equations is examined with the objective of achieving a complete set of factored equations for the joint estimation and control problem.

  5. A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model

    Science.gov (United States)

    Xu, Jiuping; Li, Jun

    2002-09-01

    In this paper a class of stochastic multiple-objective programming problems with one quadratic, several linear objective functions and linear constraints has been introduced. The former model is transformed into a deterministic multiple-objective nonlinear programming model by means of the introduction of random variables' expectation. The reference direction approach is used to deal with linear objectives and results in a linear parametric optimization formula with a single linear objective function. This objective function is combined with the quadratic function using the weighted sums. The quadratic problem is transformed into a linear (parametric) complementary problem, the basic formula for the proposed approach. The sufficient and necessary conditions for (properly, weakly) efficient solutions and some construction characteristics of (weakly) efficient solution sets are obtained. An interactive algorithm is proposed based on reference direction and weighted sums. Varying the parameter vector on the right-hand side of the model, the DM can freely search the efficient frontier with the model. An extended portfolio selection model is formed when liquidity is considered as another objective to be optimized besides expectation and risk. The interactive approach is illustrated with a practical example.

  6. Stabilization Control for Linear Switching Stochastic Systems Against Time-Delay in Communication Channel

    Institute of Scientific and Technical Information of China (English)

    Dongfang Lv; Shen Cong

    2015-01-01

    The paper is concerned with stabilization problem for a class of stochastic switching systems with time⁃delay in the detection of switching signal. By using binomial model, Poisson process, and Wiener process to describe time⁃delay, switching signal, and exogenous disturbance, respectively, the system under investigation is entirely set in a stochastic framework. The influence of the random time⁃delay is combined into reconstructing the switching signal of overall closed⁃loop system and changes the distribution property of switching points. Therefore, based on the asymptotical behaviors of Poisson processes and Wiener processes, the almost surely exponential stability conditions are established. Furthermore, a design methodology is posed for solving the stabilization control.

  7. Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

    CERN Document Server

    Kovács, M; Lindgren, F

    2012-01-01

    We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.

  8. Non-linear interactions in a boundary layer developing over an array of cubes using stochastic estimation

    Science.gov (United States)

    Blackman, Karin; Perret, Laurent

    2016-09-01

    In the present work, a boundary layer developing over a rough-wall consisting of staggered cubes with a plan area packing density, λp = 25%, is studied within a wind tunnel using combined particle image velocimetry and hot-wire anemometry to investigate the non-linear interactions between large-scale momentum regions and small-scale structures induced by the presence of the roughness. Due to the highly turbulent nature of the roughness sub-layer and measurement equipment limitations, temporally resolved flow measurements are not feasible, making the conventional filtering methods used for triple decomposition unsuitable for the present work. Thus, multi-time delay linear stochastic estimation is used to decompose the flow into large-scales and small-scales. Analysis of the scale-decomposed skewness of the turbulent velocity (u') shows a significant contribution of the non-linear term uL ' uS ' 2 ¯ , which represents the influence of the large-scales ( uL ' ) onto the small-scales ( uS ' ). It is shown that this non-linear influence of the large-scale momentum regions occurs with all three components of velocity in a similar manner. Finally, through two-point spatio-temporal correlation analysis, it is shown quantitatively that large-scale momentum regions influence small-scale structures throughout the boundary layer through a non-linear top-down mechanism.

  9. Non-Gaussian Stochastic Equivalent Linearization Method for Inelastic Nonlinear Systems with Softening Behaviour, under Seismic Ground Motions

    Directory of Open Access Journals (Sweden)

    Francisco L. Silva-González

    2014-01-01

    Full Text Available A non-Gaussian stochastic equivalent linearization (NSEL method for estimating the non-Gaussian response of inelastic non-linear structural systems subjected to seismic ground motions represented as nonstationary random processes is presented. Based on a model that represents the time evolution of the joint probability density function (PDF of the structural response, mathematical expressions of equivalent linearization coefficients are derived. The displacement and velocity are assumed jointly Gaussian and the marginal PDF of the hysteretic component of the displacement is modeled by a mixed PDF which is Gaussian when the structural behavior is linear and turns into a bimodal PDF when the structural behavior is hysteretic. The proposed NSEL method is applied to calculate the response of hysteretic single-degree-of-freedom systems with different vibration periods and different design displacement ductility values. The results corresponding to the proposed method are compared with those calculated by means of Monte Carlo simulation, as well as by a Gaussian equivalent linearization method. It is verified that the NSEL approach proposed herein leads to maximum structural response standard deviations similar to those obtained with Monte Carlo technique. In addition, a brief discussion about the extension of the method to muti-degree-of-freedom systems is presented.

  10. On Higgs-exchange DIS, physical evolution kernels and fourth-order splitting functions at large x

    Energy Technology Data Exchange (ETDEWEB)

    Soar, G.; Vogt, A. [Liverpool Univ. (United Kingdom). Dept. of Mathematical Sciences; Moch, S. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Vermaseren, J.A.M. [NIKHEF, Amsterdam (Netherlands)

    2009-12-15

    We present the coefficient functions for deep-inelastic scattering (DIS) via the exchange of a scalar {phi} directly coupling only to gluons, such as the Higgs boson in the limit of a very heavy top quark and n{sub f} effectively massless light flavours, to the third order in perturbative QCD. The two-loop results are employed to construct the next-to-next-to-leading order physical evolution kernels for the system (F{sub 2},F{sub {phi}}) of flavour-singlet structure functions. The practical relevance of these kernels as an alternative to MS factorization is bedevilled by artificial double logarithms at small values of the scaling variable x, where the large top-mass limit ceases to be appropriate. However, they show an only single-logarithmic enhancement at large x. Conjecturing that this feature persists to the next order also in the present singlet case, the three-loop coefficient functions facilitate exact predictions (backed up by their particular colour structure) of the double-logarithmic contributions to the fourth-order singlet splitting functions, i.e., of the terms (1-x){sup a} ln{sup k}(1-x) with k=4,5,6 and k=3,4,5, respectively, for the off-diagonal and diagonal quantities to all powers a in (1-x). (orig.)

  11. Validation of reactor noise linear stability methods by means of advanced stochastic differential equation models

    Energy Technology Data Exchange (ETDEWEB)

    Munoz-Cobo, J.L., E-mail: jlcobos@iqn.upv.es [Instituto de Ingenieri' a Energetica, Universidad Politecnica de Valencia, Camino de Vera 14, Valencia 46022 (Spain); Montesinos, M.E. [Instituto de Ingenieri' a Energetica, Universidad Politecnica de Valencia, Camino de Vera 14, Valencia 46022 (Spain); Pena, J. [Departamento de Matematica Aplicada, Universidad Politecnica de Valencia, Valencia (Spain); Escriva, A.; Gonzalez, C. [Instituto de Ingenieri' a Energetica, Universidad Politecnica de Valencia, Camino de Vera 14, Valencia 46022 (Spain); Melara, J. [IBERDROLA Ingenieri' a y Construccion, Avenida Manoteras 20, Madrid 28050 (Spain)

    2011-07-15

    Highlights: > We study validation methods for stability monitoring of BWR. > We generate synthetic signals from BWR reduced order models with previously known decay ratio. > Parametric and non parametric methods are used for the prediction of the stability. > We show the optimal method for filtering in the evaluation of the decay ratio. - Abstract: The aim of this paper is to show a validation method of a stability monitor using a BWR model with multiple Wiener noise sources, of additive and multiplicative nature. This model is solved using the modern methods to integrate stochastic differential equation systems, that are based on the stochastic Ito-Taylor expansion, and developed by Kloeden and Platen (1995), Kloeden et al. (1994). The synthetic signals generated with this BWR reduced order model with multiple Wiener processes are then used to obtain what are the optimal ways of filtering the signals for the different methods to estimate the decay ration (DR) and the natural frequency ({omega}) of the system. Also, for each DR estimation method, we study what is the optimal combination of algorithms to obtain the order and coefficients of the AR model that yields the best prediction of the reactor stability parameters for a broad range of DR values.

  12. Regional-scale electric power system planning under uncertainty-A multistage interval-stochastic integer linear programming approach

    Energy Technology Data Exchange (ETDEWEB)

    Li, Y.F. [Energy and Environmental Research Center, North China Electric Power University, Beijing 102206 (China); Huang, G.H., E-mail: gordon.huang@uregina.c [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada); College of Urban and Environmental Sciences, Peking University, Beijing 100871 (China); Li, Y.P. [College of Urban and Environmental Sciences, Peking University, Beijing 100871 (China); Xu, Y.; Chen, W.T. [Energy and Environmental Research Center, North China Electric Power University, Beijing 102206 (China)

    2010-01-15

    In this study, a multistage interval-stochastic regional-scale energy model (MIS-REM) is developed for supporting electric power system (EPS) planning under uncertainty that is based on a multistage interval-stochastic integer linear programming method. The developed MIS-REM can deal with uncertainties expressed as both probability distributions and interval values existing in energy system planning problems. Moreover, it can reflect dynamic decisions for electricity generation schemes and capacity expansions through transactions at discrete points of a multiple representative scenario set over a multistage context. It can also analyze various energy-policy scenarios that are associated with economic penalties when the regulated targets are violated. A case study is provided for demonstrating the applicability of the developed model, where renewable and non-renewable energy resources, economic concerns, and environmental requirements are integrated into a systematic optimization process. The results obtained are helpful for supporting (a) adjustment or justification of allocation patterns of regional energy resources and services, (b) formulation of local policies regarding energy consumption, economic development, and energy structure, and (c) analysis of interactions among economic cost, environmental requirement, and energy-supply security.

  13. Regional-scale electric power system planning under uncertainty. A multistage interval-stochastic integer linear programming approach

    Energy Technology Data Exchange (ETDEWEB)

    Li, Y.F.; Xu, Y.; Chen, W.T. [Energy and Environmental Research Center, North China Electric Power University, Beijing 102206 (China); Huang, G.H. [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan (Canada); College of Urban and Environmental Sciences, Peking University, Beijing 100871 (China); Li, Y.P. [College of Urban and Environmental Sciences, Peking University, Beijing 100871 (China)

    2010-01-15

    In this study, a multistage interval-stochastic regional-scale energy model (MIS-REM) is developed for supporting electric power system (EPS) planning under uncertainty that is based on a multistage interval-stochastic integer linear programming method. The developed MIS-REM can deal with uncertainties expressed as both probability distributions and interval values existing in energy system planning problems. Moreover, it can reflect dynamic decisions for electricity generation schemes and capacity expansions through transactions at discrete points of a multiple representative scenario set over a multistage context. It can also analyze various energy-policy scenarios that are associated with economic penalties when the regulated targets are violated. A case study is provided for demonstrating the applicability of the developed model, where renewable and non-renewable energy resources, economic concerns, and environmental requirements are integrated into a systematic optimization process. The results obtained are helpful for supporting (a) adjustment or justification of allocation patterns of regional energy resources and services, (b) formulation of local policies regarding energy consumption, economic development, and energy structure, and (c) analysis of interactions among economic cost, environmental requirement, and energy-supply security. (author)

  14. Perturbation Solutions for Random Linear Structural Systems subject to Random Excitation using Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Köyluoglu, H.U.; Nielsen, Søren R.K.; Cakmak, A.S.

    1994-01-01

    perturbation method using stochastic differential equations. The joint statistical moments entering the perturbation solution are determined by considering an augmented dynamic system with state variables made up of the displacement and velocity vector and their first and second derivatives with respect...... to the random parameters of the problem. Equations for partial derivatives are obtained from the partial differentiation of the equations of motion. The zero time-lag joint statistical moment equations for the augmented state vector are derived from the Itô differential formula. General formulation is given...... for multi-degree-of-freedom (MDOF) systems and the method is illustrated for a single-degree-of-freedom (SDOF) oscillator. The results are compared to those of exact results for a random oscillator subject to white noise excitation with random intensity....

  15. A Generalized Linear Transport Model for Spatially-Correlated Stochastic Media

    CERN Document Server

    Davis, Anthony B

    2014-01-01

    We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance $\\tau(s)$, for fixed physical distance $s$, thus becomes $(1+\\tau(s)/a)^{-a}$, with standard exponential decay recovered when $a\\to\\infty$. Atmospheric turbulence phenomenology for fluctuating optical properties rationalizes this switch. Foundational equations for this generalized transport model are stated in integral form for $d=1,2,3$ spatial dimensions. A deterministic numerical solution is developed in $d=1$ using Markov Chain formalism, verified with Monte Carlo, and used to investigate internal radiation fields. Standard two-stream theory, where diffusion is exact, is recovered when $a=\\infty$. Differential diffusion equations are not presently known when $a<\\infty$, nor is the integro-differential form of the generalized transport equation. Monte Carlo simulations...

  16. Stochasticity of Road Traffic Dynamics: Comprehensive Linear and Nonlinear Time Series Analysis on High Resolution Freeway Traffic Records

    CERN Document Server

    Siegel, H; Siegel, Helge; Belomestnyi, Dennis

    2006-01-01

    The dynamical properties of road traffic time series from North-Rhine Westphalian motorways are investigated. The article shows that road traffic dynamics is well described as a persistent stochastic process with two fixed points representing the freeflow (non-congested) and the congested state regime. These traffic states have different statistical properties, with respect to waiting time distribution, velocity distribution and autocorrelation. Logdifferences of velocity records reveal non-normal, obviously leptocurtic distribution. Further, linear and nonlinear phase-plane based analysis methods yield no evidence for any determinism or deterministic chaos to be involved in traffic dynamics on shorter than diurnal time scales. Several Hurst-exponent estimators indicate long-range dependence for the free flow state. Finally, our results are not in accordance to the typical heuristic fingerprints of self-organized criticality. We suggest the more simplistic assumption of a non-critical phase transition between...

  17. The slow-scale linear noise approximation: an accurate, reduced stochastic description of biochemical networks under timescale separation conditions

    Directory of Open Access Journals (Sweden)

    Thomas Philipp

    2012-05-01

    Full Text Available Abstract Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption. In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA. The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA, as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions

  18. Optical Solitary Waves in Fourth-Order Dispersive Nonlinear Schr(o)dinger Equation with Self-steepening and Self-frequency Shift

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    By making use of the generalized sine-Gordon equation expansion method, we find cnoidal periodic wave solutions and fundamental bright and dark optical solitarywave solutions for the fourth-order dispersive and the quintic nonlinear Schrodinger equation with self-steepening, and self-frequency shift. Moreover, we discuss the formation conditions of the bright and dark solitary waves.

  19. Linear stochastic systems a geometric approach to modeling, estimation and identification

    CERN Document Server

    Lindquist, Anders

    2015-01-01

    This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of pas...

  20. A fourth order accuracy summation-by-parts finite difference scheme for acoustic reverse time migration in boundary-conforming grids

    Science.gov (United States)

    Wang, Ying; Zhou, Hui; Yuan, Sanyi; Ye, Yameng

    2017-01-01

    The fourth order accuracy finite difference scheme is known advantageous in reducing memory and improving efficiency. Summation-by-parts finite difference operator is a natural way for wavefield simulation in complicated domains containing surface topography and irregular interfaces. The application of summation-by-parts method guarantees the stability of numerical approximation for heterogeneous media on curvilinear grids. This paper extends the second order summation-by-parts finite difference method to the fourth order case for the discretization of acoustic wave equation and perfect matched layer in boundary-conforming grids. In particular, the implementation of the fourth order method for wavefield simulation and reverse time migration in complicated domains can significantly improve the efficiency and decrease the storage. The elliptic method is applied for boundary-conforming grid generation in complicated domains. Under such grids, the two-dimensional acoustic wave equation in second order displacement formulation is compactly reformulated for forward modeling and reverse time migration, and the symmetric and compact form of perfectly matched layers expressed in a curvilinear coordinate system are applied to suppress artificial reflections. The discretizations of the acoustic wave equation and perfectly matched layer formula are fourth and second order accuracy in space and time respectively, where the spatial discretization satisfies the principle of summation-by-parts and is stable. Numerical experiments are presented to compare the accuracy of the second with fourth order summation-by-parts finite difference methods and to evaluate the efficiency of reverse time migration by using these two methods. As well, comparisons are performed between the fourth order accuracy summation-by-parts finite difference method and central finite difference method to illustrate the stability superiority of summation-by-parts operators.

  1. Non-parametric system identification from non-linear stochastic response

    DEFF Research Database (Denmark)

    Rüdinger, Finn; Krenk, Steen

    2001-01-01

    An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable p...

  2. Continuous-Time Constrained Least-Squares Algorithms for Recursive Parameter Estimation of Stochastic Linear Systems by a Stabilized Output Error Method

    OpenAIRE

    Udink ten Cate, A.J.

    1985-01-01

    Discrete-time least-squares algorithms for recursive parameter estimation have continuous-time counterparts, which minimize a quadratic functional. The continuous-time algorithms can also include (in)equality constraints. Asymptotic convergence is demonstrated by means of Lyapunov methods. The constrained algorithms are applied in a stabilized output error configuration for parameter estimation in stochastic linear systems.

  3. Design of Non-fragile Satisfactory Estimator for Linear Continuous Perturbed Stochastic Systems

    Institute of Scientific and Technical Information of China (English)

    ZANG Wen-li; WANG Yuan-gang; GUO Zhi

    2006-01-01

    The design problem of non-fragile estimator is addressed for a class of perturbed linear continuous systems. The perturbations occur on the plant and estimator parameters. The estimator designed should force the error system to achieve the desired decay rate and force the steady error variance less than the specified upper bound irrelevancy of the admissible plant perturbations and estimator perturbations. Consistency problem of the decay rate with the variance upper bound is first considered via linear matrix inequality (LMI) approach. The solution of the estimator parameter under specifications to be consistent is then discussed. The consistency condition of specifications and estimator parameter solution are transformed to feasible or minimum problems subject to a set of LMI respectively. The method is illustrated by a numerical example.

  4. Stochastic Huge-Resonance Caused by Coupling for a Globally Coupled Linear System

    Institute of Scientific and Technical Information of China (English)

    LI Jing-Hui

    2009-01-01

    In the paper, we investigate a globally coupled linear system with finite subunits subject to temporal periodic force and with multiplicative dichotomous noise.It is shown that, the global coupling among the subunits can hugely enhance the phenomenon of SR for the amplitude of the average mean field as the functions of the transition rate of the noise and that as the function of the frequency of the signal respectively.

  5. Numerical solution of the stochastic collection equation—comparison of the Linear Discrete Method with other methods

    Science.gov (United States)

    Simmel, Martin; Trautmann, Thomas; Tetzlaff, Gerd

    The Linear Discrete Method is used to solve the Stochastic Collection Equation (SCE) numerically. Comparisons are made with the Method of Moments, the Berry-Reinhardt model and the Linear Flux Method. Simulations for all numerical methods are shown for the kernel after Golovin [Bull. Acad. Sci. USSR, Geophys. Ser. 5 (1963) 783] and are compared with the analytical solution for two different initial distributions. BRM seems to give the best results and LDM gives good results, too. LFM overestimates the drop growth for the right tail of the distribution and MOM does the same but over the entire drop spectrum. For the hydrodynamic kernel after Long [J. Atmos. Sci. 31 (1974) 1040], simulations are presented using the four numerical methods (LDM, MOM, BRM, LFM). Especially for high resolutions, the solutions of LDM and LFM approach each other very closely. In addition, LDM simulations using the hydrodynamic kernel after Böhm [Atmos. Res. 52 (1999) 167] are presented, which show good correspondence between low- and high-resolution results. Computation efficiency is especially important when numerical schemes are to be included in larger models. Therefore, the computation times of the four methods were compared for the cases with the Golovin kernel. The result is that LDM is the fastest method by far, needing less time than other methods by a factor of 2-7, depending on the case and the bin resolution. For high resolutions, MOM is the slowest. For the lowest resolution, this holds for LFM.

  6. On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form

    CERN Document Server

    Nal, P L

    2002-01-01

    We consider the asymptotic stability and the boundedness with probability one of solutions of linear lto stochastic differential equations not reduced to the Cauchy form and give some numerical examples to show that our sufficient conditions for the asymptotic stability with probability one of solutions are more general and more effective than those of Korenevskij and Mitropoloshij. Moreover, our results can also be applied to the case when the unperturbed linear deterministic system is not assumed to be stable.

  7. Stochastic system identification of skin properties: linear and wiener static nonlinear methods.

    Science.gov (United States)

    Chen, Yi; Hunter, Ian W

    2012-10-01

    Wiener static nonlinear system identification was used to study the linear dynamics and static nonlinearities in the response of skin and underlying tissue under indentation in vivo. A device capable of measuring the dynamic mechanical properties of bulk skin tissue was developed and it incorporates a custom-built Lorentz force actuator that measures the dynamic compliance between the input force (system identification technique produced a variance accounted for (VAF) of 75-81% and Wiener static nonlinear techniques increased the VAF by 5%. Localized linear techniques increased the VAF to 85-95% with longer tests. Indentation experiments were conducted on 16 test subjects to determine device sensitivity and repeatability. Using the device, the coefficient of variation of test metrics was found to be as low as 2% for a single test location. The measured tissue stiffness was 300 N/m near the surface and 4.5 kN/m for high compression. The damping ranged from 5 to 23 N s/m. The bulk skin properties were also shown to vary significantly with gender and body mass index. The device and techniques used in this research can be applied to consumer product analysis, medical diagnosis and tissue research.

  8. Dynamics of Random Boolean Networks under Fully Asynchronous Stochastic Update Based on Linear Representation

    Science.gov (United States)

    Luo, Chao; Wang, Xingyuan

    2013-01-01

    A novel algebraic approach is proposed to study dynamics of asynchronous random Boolean networks where a random number of nodes can be updated at each time step (ARBNs). In this article, the logical equations of ARBNs are converted into the discrete-time linear representation and dynamical behaviors of systems are investigated. We provide a general formula of network transition matrices of ARBNs as well as a necessary and sufficient algebraic criterion to determine whether a group of given states compose an attractor of length in ARBNs. Consequently, algorithms are achieved to find all of the attractors and basins in ARBNs. Examples are showed to demonstrate the feasibility of the proposed scheme. PMID:23785502

  9. Stochastic Finite Element Analysis of Non-Linear Structures Modelled by Plasticity Theory

    DEFF Research Database (Denmark)

    Frier, Christian; Sørensen, John Dalsgaard

    2003-01-01

    to estimate the probability of exceeding a critical event, defined by a so-called limit state function. The limit state function is obtained implicitly by non-linear FEM analysis from a realization of random material properties. As the latter can be modeled as random fields varying continuously over......, the gradient of the limit state function with respect to the random material variables is needed, or equivalently, the design sensitivities of the output to the FEM analysis with respect to the input. To this end, the Conditional Derivative Method (CDM) is used, which is a specialized Direct Differentiation...... the structure, a discretisation into random elements/variables is introduced. To this purpose, both the Midpoint (MP) and the Spatial Average (SA) approach are considered. The failure probability is obtained iteratively based on a first order Taylor series expansion of the limit state function. Thus...

  10. Time-varying sliding-coefficient-based decoupled terminal sliding-mode control for a class of fourth-order systems.

    Science.gov (United States)

    Bayramoglu, Husnu; Komurcugil, Hasan

    2014-07-01

    A time-varying sliding-coefficient-based decoupled terminal sliding mode control strategy is presented for a class of fourth-order systems. First, the fourth-order system is decoupled into two second-order subsystems. The sliding surface of each subsystem was designed by utilizing time-varying coefficients. Then, the control target of one subsystem to another subsystem was embedded. Thereafter, a terminal sliding mode control method was utilized to make both subsystems converge to their equilibrium points in finite time. The simulation results on the inverted pendulum system demonstrate that the proposed method exhibits a considerable improvement in terms of a faster dynamic response and lower IAE and ITAE values as compared with the existing decoupled control methods.

  11. Path-Integral Monte Carlo Determination of the Fourth-Order Virial Coefficient for a Unitary Two-Component Fermi Gas with Zero-Range Interactions.

    Science.gov (United States)

    Yan, Yangqian; Blume, D

    2016-06-10

    The unitary equal-mass Fermi gas with zero-range interactions constitutes a paradigmatic model system that is relevant to atomic, condensed matter, nuclear, particle, and astrophysics. This work determines the fourth-order virial coefficient b_{4} of such a strongly interacting Fermi gas using a customized ab initio path-integral Monte Carlo (PIMC) algorithm. In contrast to earlier theoretical results, which disagreed on the sign and magnitude of b_{4}, our b_{4} agrees within error bars with the experimentally determined value, thereby resolving an ongoing literature debate. Utilizing a trap regulator, our PIMC approach determines the fourth-order virial coefficient by directly sampling the partition function. An on-the-fly antisymmetrization avoids the Thomas collapse and, combined with the use of the exact two-body zero-range propagator, establishes an efficient general means to treat small Fermi systems with zero-range interactions.

  12. Some Properties and Applications of Fourth-Order Fibonacci Sequence%四阶斐波那契数列性质及应用

    Institute of Scientific and Technical Information of China (English)

    庞荣波

    2015-01-01

    Based on the Fibonacci sequence, the concept of the fourth-order Fibonacci sequence is given. In this paper , we prove some properties of the fourth-order Fibonacci sequence and point out its applications in integer par-titions. Moreover, we give a conjecture relating to this sequence.%在研究斐波那契数列的基础上,提出了四阶斐波那契数列的概念。探讨了四阶斐波那契数列的一些性质,并给出了1个猜想,指出了四阶斐波那契数列在整数分拆中的应用。

  13. Stochastic wave propagation

    CERN Document Server

    Sobczyk, K

    1985-01-01

    This is a concise, unified exposition of the existing methods of analysis of linear stochastic waves with particular reference to the most recent results. Both scalar and vector waves are considered. Principal attention is concentrated on wave propagation in stochastic media and wave scattering at stochastic surfaces. However, discussion extends also to various mathematical aspects of stochastic wave equations and problems of modelling stochastic media.

  14. Analysis of Nonlocal Fourth-Order Coincindence with Thermal Light%热光源的四阶关联成像的研究

    Institute of Scientific and Technical Information of China (English)

    吴闯; 刘英斌; 郑伟; 高岩

    2011-01-01

    Recently coherent of light field is attracting more attention by domestic and foreign scholars.First-order coherence has been mainly investigated in traditional optics.Further, the successes in HBT experiment break the limitations of traditional optics which develop the physical meanings of the coherence.In this paper, we propose a concept and experimental sheme of fourth-order correction based on the traditional optics and coherent theory.Through the analysis on fourth-order correction function carefully, we express the fourth-order correction function with its first-order form and calculate hy considering the light intensity from the four detectors.We show the background noise and the part of imaging by analysizing the results in our calculation.We obtain that it is realizable in fourth-order correction imaging theoretically.%近年来,光场的相干性理论受到国内外学者的广泛关注.传统光学研究的主要是光场的一阶相干性,HBT实验的成功打破了传统光学的局限性,开拓了相干性的物理含义.在传统光学和相干性理论研究的基础上,提出了四阶关联的概念和实验方案.通过将四阶关联函数用它的一阶形式来表示,并考虑到四个探测器处的光场强度,对计算结果中的每一项进行分析,区分出其中的背景噪声和对成像有贡献的部分,研究表明四阶关联成像在理论上是可以实现的.

  15. The mechanism of paramagnetic NMR relaxation produced by Mn(II): role of orthorhombic and fourth-order zero field splitting terms.

    Science.gov (United States)

    Sharp, Robert

    2008-10-14

    Mn(II) is a spin-5/2 paramagnetic ion that mediates a characteristically large NMR paramagnetic relaxation enhancement (NMR-PRE) of nuclear spins in solution. In the range of high magnetic field strengths (above about 0.3 T), where the electronic Zeeman interaction provides the largest term of the electron spin Hamiltonian, NMR relaxation mechanism is well understood. In the lower field range, the physical picture is more complex because of the presence in the spin Hamiltonian of zero field splitting (ZFS) terms that are comparable to or greater than the Zeeman term. This work describes a systematic study of the relaxation mechanism in the low field range, particularly aspects involving the dependence of NMR-PRE on the orthorhombic (E) and fourth-order (a(q)(4), q=0,2,4) ZFS tensor components. It is shown that the fourfold (a(4)(4)) and twofold (a(2)(4)) fourth-order components exert large orientation-dependent influences on the NMR-PRE. Thus, fourth-order terms with magnitudes equal to only a few percent of the quadratic ZFS terms (D,E) produce large changes in the shape of the magnetic field profile of the PRE. Effects arising from the orthorhombic quadratic ZFS term (E) are much smaller than those of the fourth-order terms and can in most cases be neglected. However, effects due to a(4)(4) and a(2)(4) need to be included in simulations of low field data.

  16. 四阶奇异边值问题的正解%Positive Solutions of Fourth Order Singular Boundary Value Problems

    Institute of Scientific and Technical Information of China (English)

    孙彦; 徐本龙

    2004-01-01

    Using fixedpoint index theory, we study the existence of positive solutions of the fourth order differential equation d4u/dt4 - g(t)F(t, u(t)) = 0 with some general boundary conditions, where g(t) is allowed to be singular at t = 0 and/or 1. Our results significantly extend and improve many known results even for non-singular cases. An example is given to show how to apply our theorems.

  17. 一类四阶边值问题的正解%POSITIVE SOLUTIONS OF A FOURTH ORDER BOUNDARY VALUE PROBLEM

    Institute of Scientific and Technical Information of China (English)

    任立顺

    2003-01-01

    The existence of positive solutions of the nonlinear fourth order problem u(4)(x) = λa(x)f(u(x)),u(0) = u'(0) = u'(1) = u"'(1) = 0 is studied, where a:[0,1]→R may change sign, f(0)>0,λ>0 is sufficiently smallOurapproach is based on the Leray-Schauder fixed point theorem.

  18. An Interactive Decomposition Algorithm for Two-Level Large Scale Linear Multiobjective Optimization Problems with Stochastic Parameters Using TOPSIS Method

    Directory of Open Access Journals (Sweden)

    Tarek H. M. Abou-El-Enien

    2015-04-01

    Full Text Available This paper extended TOPSIS (Technique for Order Preference by Similarity Ideal Solution method for solving Two-Level Large Scale Linear Multiobjective Optimization Problems with Stochastic Parameters in the righthand side of the constraints (TL-LSLMOP-SPrhs of block angular structure. In order to obtain a compromise ( satisfactory solution to the (TL-LSLMOP-SPrhs of block angular structure using the proposed TOPSIS method, a modified formulas for the distance function from the positive ideal solution (PIS and the distance function from the negative ideal solution (NIS are proposed and modeled to include all the objective functions of the two levels. In every level, as the measure of ―Closeness‖ dp-metric is used, a k-dimensional objective space is reduced to two –dimentional objective space by a first-order compromise procedure. The membership functions of fuzzy set theory is used to represent the satisfaction level for both criteria. A single-objective programming problem is obtained by using the max-min operator for the second –order compromise operaion. A decomposition algorithm for generating a compromise ( satisfactory solution through TOPSIS approach is provided where the first level decision maker (FLDM is asked to specify the relative importance of the objectives. Finally, an illustrative numerical example is given to clarify the main results developed in the paper.

  19. Chance-constrained/stochastic linear programming model for acid rain abatement—I. Complete colinearity and noncolinearity

    Science.gov (United States)

    Ellis, J. H.; McBean, E. A.; Farquhar, G. J.

    A Linear Programming model is presented for development of acid rain abatement strategies in eastern North America. For a system comprised of 235 large controllable point sources and 83 uncontrolled area sources, it determines the least-cost method of reducing SO 2 emissions to satisfy maximum wet sulfur deposition limits at 20 sensitive receptor locations. In this paper, the purely deterministic model is extended to a probabilistic form by incorporating the effects of meteorologic variability on the long-range pollutant transport processes. These processes are represented by source-receptor-specific transfer coefficients. Experiments for quantifying the spatial variability of transfer coefficients showed their distributions to be approximately lognormal with logarithmic standard deviations consistently about unity. Three methods of incorporating second-moment random variable uncertainty into the deterministic LP framework are described: Two-Stage Programming Under Uncertainty (LPUU), Chance-Constrained Programming (CCP) and Stochastic Linear Programming (SLP). A composite CCP-SLP model is developed which embodies the two-dimensional characteristics of transfer coefficient uncertainty. Two probabilistic formulations are described involving complete colinearity and complete noncolinearity for the transfer coefficient covariance-correlation structure. Complete colinearity assumes complete dependence between transfer coefficients. Complete noncolinearity assumes complete independence. The completely colinear and noncolinear formulations are considered extreme bounds in a meteorologic sense and yield abatement strategies of largely didactic value. Such strategies can be characterized as having excessive costs and undesirable deposition results in the completely colinear case and absence of a clearly defined system risk level (other than expected-value) in the noncolinear formulation.

  20. The Solution of Fourth Order Boundary Value Problem Arising out of the Beam-Column Theory Using Adomian Decomposition Method

    Directory of Open Access Journals (Sweden)

    Omer Kelesoglu

    2014-01-01

    Full Text Available Adomian decomposition method (ADM is applied to linear nonhomogeneous boundary value problem arising from the beam-column theory. The obtained results are expressed in tables and graphs. We obtain rapidly converging results to exact solution by using the ADM. This situation indicates that the method is appropriate and reliable for such problems.

  1. STRUCTURE IDENTIFICATION OF NON-LINEAR SYSTEM “MOVING OBJECT AND SERVO DRIVE” UNDER STOCHASTIC DISTURBANCES

    Directory of Open Access Journals (Sweden)

    Valerii Azarskov

    2015-12-01

    Full Text Available The article represents an algorithm for dynamics models identification of nonlinear system “moving object and servo drive”, taking into account that the stochastic disturbances presented in the real operating mode are acting on it.

  2. Conserving the linear momentum in stochastic dynamics: Dissipative particle dynamics as a general strategy to achieve local thermostatization in molecular dynamics simulations.

    Science.gov (United States)

    Passler, Peter P; Hofer, Thomas S

    2017-02-15

    Stochastic dynamics is a widely employed strategy to achieve local thermostatization in molecular dynamics simulation studies; however, it suffers from an inherent violation of momentum conservation. Although this short-coming has little impact on structural and short-time dynamic properties, it can be shown that dynamics in the long-time limit such as diffusion is strongly dependent on the respective thermostat setting. Application of the methodically similar dissipative particle dynamics (DPD) provides a simple, effective strategy to ensure the advantages of local, stochastic thermostatization while at the same time the linear momentum of the system remains conserved. In this work, the key parameters to employ the DPD thermostats in the framework of periodic boundary conditions are investigated, in particular the dependence of the system properties on the size of the DPD-region as well as the treatment of forces near the cutoff. Structural and dynamical data for light and heavy water as well as a Lennard-Jones fluid have been compared to simulations executed via stochastic dynamics as well as via use of the widely employed Nose-Hoover chain and Berendsen thermostats. It is demonstrated that a small size of the DPD region is sufficient to achieve local thermalization, while at the same time artifacts in the self-diffusion characteristic for stochastic dynamics are eliminated. © 2016 Wiley Periodicals, Inc.

  3. Mean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework

    Directory of Open Access Journals (Sweden)

    Charles Nkeki

    2013-11-01

    Full Text Available This paper examines a mean-variance portfolio selection problem with stochastic salary and inflation protection strategy in the accumulation phase of a defined contribution (DC pension plan. The utility function is assumed to be quadratic. It was assumed that the flow of contributions made by the PPM are invested into a market that is characterized by a cash account, an inflation-linked bond and a stock. In this paper, inflationlinked bond is traded and used to hedge inflation risks associated with the investment. The aim of this paper is to maximize the expected final wealth and minimize its variance. Efficient frontier for the three classes of assets (under quadratic utility function that will enable pension plan members (PPMs to decide their own wealth and risk in their investment profile at retirement was obtained.

  4. Stochastic tools in turbulence

    CERN Document Server

    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

  5. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    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...

  6. Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

    Science.gov (United States)

    Zimmer, Christoph

    2016-01-01

    Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

  7. Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

    Science.gov (United States)

    Zimmer, Christoph

    2016-01-01

    Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

  8. Recursive Least-Squares Wiener Fixed-Point Smoother with Uncertain Observations for Colored Observation Noise in Linear Discrete-Time Stochastic Systems

    OpenAIRE

    2016-01-01

    This paper proposes recursive least-squares (RLS) Wiener fixed-point smoothing and filtering algorithms with uncertain observations for colored observation noise in linear discrete-time stochastic systems. The observation equation is given by y(k) = γ(k)z(k) + v_c(k), z(k) = Hx(k), where {γ(k)} is a binary switching sequence with conditional probability, which satisfies (3). The estimators require the following information. (1) The system matrix φ for the state vector x(k). (2) The observatio...

  9. Effects of time delay on stochastic resonance of a periodically driven linear system with multiplicative and periodically modulated additive white noises

    Institute of Scientific and Technical Information of China (English)

    Du Lu-Chun; Mei Dong-Cheng

    2009-01-01

    Stochastic resonance (SR) of a periodically driven time-delayed linear system with multiplicative white noise and periodically modulated additive white noise is investigated. In the condition of small delay time, an approximate analytical expression of output signal-to-noise ratio (SNR) is obtained. The analytical results indicate that (1) there exists a resonance peak in the curve for SNR versus time delay; (2) the time delay will suspend the SR dramatically for SNR versus other parameters of the system, such as noise intensity, correlation intensity, and signal frequency, once a certain value is reached, the SR phenomenon disappears.

  10. Well-posedness and exact controllability of a fourth order Schrodinger equation with variable coefficients and Neumann boundary control and collocated observation

    Directory of Open Access Journals (Sweden)

    Ruili Wen

    2016-08-01

    Full Text Available We consider an open-loop system of a fourth order Schrodinger equation with variable coefficients and Neumann boundary control and collocated observation. Using the multiplier method on Riemannian manifold we show that that the system is well-posed in the sense of Salamon. This implies that the exponential stability of the closed-loop system under the direct proportional output feedback control and the exact controllability of open-loop system are equivalent. So in order to conclude feedback stabilization from well-posedness, we study the exact controllability under a uniqueness assumption by presenting the observability inequality for the dual system. In addition, we show that the system is regular in the sense of Weiss, and that the feedthrough operator is zero.

  11. Solitons and other solutions to nonlinear Schrödinger equation with fourth-order dispersion and dual power law nonlinearity using several different techniques

    Science.gov (United States)

    Zayed, Elsayed M. E.; Al-Nowehy, Abdul-Ghani; Elshater, Mona E. M.

    2017-06-01

    The (G^'/G)-expansion method, the improved Sub-ODE method, the extended auxiliary equation method, the new mapping method and the Jacobi elliptic function method are applied in this paper for finding many new exact solutions including Jacobi elliptic solutions, solitary solutions, singular solitary solutions, trigonometric function solutions and other solutions to the nonlinear Schrödinger equation with fourth-order dispersion and dual power law nonlinearity whose balance number is not positive integer. The used methods present a wider applicability for handling the nonlinear partial differential equations. A comparison of our new results with the well-known results is made. Also, we compare our results with each other yielding from these five integration tools.

  12. Effect of Capillarity on Fourth Order Nonlinear Evolution Equation for Two Stokes Wave Trains in Deep Water in the Presence of Air Flowing Over Water

    Directory of Open Access Journals (Sweden)

    Dhar A.K.

    2015-05-01

    Full Text Available Fourth order nonlinear evolution equations, which are a good starting point for the study of nonlinear water waves, are derived for deep water surface capillary gravity waves in the presence of second waves in which air is blowing over water. Here it is assumed that the space variation of the amplitude takes place only in a direction along which the group velocity projection of the two waves overlap. A stability analysis is made for a uniform wave train in the presence of a second wave train. Graphs are plotted for the maximum growth rate of instability wave number at marginal stability and wave number separation of fastest growing sideband component against wave steepness. Significant improvements are noticed from the results obtained from the two coupled third order nonlinear Schrödinger equations.

  13. Quantum stochastics

    CERN Document Server

    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...

  14. 基于四阶累积量的波束域MUSIC方法%A Better Fourth-Order Cumulant Method Using Beamspace MUSIC Algorithm

    Institute of Scientific and Technical Information of China (English)

    杜金香; 冯西安

    2009-01-01

    Aim. Refs. 4 through 7 are, in our opinion, somewhat deficient in either direction-of-arrival(DOA) statistical performance or computation load in the spatially correlated Gaussian noise environment. We propose a method that, we believe, is better. Section 2 of the full paper briefs the fourth-order cumulant methods in Refs.4 through 7 that use element space data. Section 3 explains in some detail our better fourth-order cumulant method using beamspace MUSIC algorithm. The core of section 4 is that our better method deals with the output signals of orthogonal beams and therefore leads to less computation cost. Section 5 presents the simulation results, which are given in Figs. 1 through 4, and compares the resolution and estimation precision of our method with those of previous methods. The comparison shows preliminarily that our method has better statistical performance than those methods that use element space data.%在非白噪声背景下,基于二阶统计量的高分辨方法性能较差.基于四阶累积量的高分辨方法能较好地抑制空间高斯噪声,但其运算量较大.为了解决这一矛盾,文章提出了一种基于四阶累积量的波束域MUSIC方法.仿真分析和实验结果表明,与阵元域四阶累积量MUSIC方法相比,论文所提方法降低了分辨门限,减小了估计偏差和均方根误差,同时减小了运算量.

  15. Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

    Science.gov (United States)

    Ueckermann, M. P.; Lermusiaux, P. F. J.; Sapsis, T. P.

    2013-01-01

    The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

  16. 四阶忆阻考毕兹混沌振荡器研究%Research on Fourth-Order Memristive Colpitts Chaotic Oscillator

    Institute of Scientific and Technical Information of China (English)

    徐权; 林毅; 包伯成; 王宁

    2016-01-01

    By introducing first-order generalized memristor into a third-order Colpitts chaotic oscillator,a new fourth-order memristive Colpitts chaotic oscillator is proposed.The first-order generalized memristor is realized by a full-wave rectifier cascaded with a first-order parallel RC filter.The dynamical model of the memristive Colpitts chaotic oscillator is established,upon which the equilibrium point and its stability are studied.The results indicate that the fourth-order colpitts chaotic oscillator has only one unstable saddle-foci.Furthermore,the dynamics depending on circuit element parameter is investigated.The nonlinear phenomena of chaotic oscillations and periodic limit cycle are illustrated by combining the theoretical analy-sis,numerical simulation and experimental measurement.The experimental measurement and numerical simulation are consistent well,which well verifies the theoretical analysis.%通过在三阶考毕兹混沌振荡器中引入一阶广义忆阻器,提出了一种新颖的四阶忆阻考毕兹混沌振荡器,其中一阶广义忆阻器由二极管桥级联一阶 RC滤波器构成。建立了忆阻考毕兹混沌振荡器的动力学模型,研究了它的平衡点和稳定性,结果表明:四阶忆阻考毕兹混沌振荡器具有唯一的不稳定鞍焦。进一步开展了依赖于电路元件参数的动力学特性研究。采用理论分析、数值仿真和实验验证相结合的方法,对电路展现出的混沌吸引子、周期极限环等复杂的非线性现象进行了研究,实验结果与数值仿真结果相一致,较好地验证了理论分析结果。

  17. Tenth-Order QED contribution to Lepton Anomalous Magnetic Moment - Fourth-Order Vertices Containing Sixth-Order Vacuum-Polarization Subdiagrams

    CERN Document Server

    Aoyama, T; Kinoshita, T; Nio, M

    2011-01-01

    This paper reports the tenth-order contributions to the g-2 of the electron a_e and those of the muon a_mu from the gauge-invariant Set II(c), which consists of 36 Feynman diagrams, and Set II(d), which consists of 180 Feynman diagrams. Both sets are obtained by insertion of sixth-order vacuum-polarization diagrams in the fourth-order anomalous magnetic moment. The mass-independent contributions from Set II(c) and Set II(d) are -0.116 489 (32)(alpha/pi)^5 and -0.243 00 (29)(alpha/pi)^5, respectively. The leading contributions to a_mu, which involve electron loops only, are -3.888 27 (90)(alpha/pi)^5 and 0.4972 (65)(alpha/pi)^5 for Set II(c) and Set II(d), respectively. The total contributions of the electron, muon, and tau-lepton loops to a_e are -0.116 874 (32) (alpha/pi)^5 for Set II(c) and -0.243 10 (29) (alpha/pi)^5 for Set II(d). The contributions of electron, muon, and tau-lepton loops to a_mu are -5.5594 (11) (alpha/pi)^5 for Set II(c) and 0.2465 (65) (alpha/pi)^5 for Set II(d).

  18. Tenth-order lepton g-2: Contribution of some fourth-order radiative corrections to the sixth-order g-2 containing light-by-light-scattering subdiagrams

    CERN Document Server

    Aoyama, T; Kinoshita, T; Nio, M

    2010-01-01

    This paper reports the tenth-order QED contribution to lepton g-2 from diagrams of three gauge-invariant sets VI(d), VI(g), and VI(h), which are obtained by including various fourth-order radiative corrections to the sixth-order g-2 containing light-by-light-scattering subdiagrams. In the case of electron g-2, they consist of 492, 480, and 630 vertex Feynman diagrams, respectively. The results of numerical integration, including mass-dependent terms containing muon loops, are 1.8418(95) (alpha/pi)^5 for the Set VI(d), -1.5918(65) (alpha/pi)^5 for the Set VI(g), and 0.1797(40) (alpha/pi)^5 for the Set VI(h), respectively. We also report the contributions to the muon g-2, which derive from diagrams containing an electron, muon or tau lepton loop: Their sums are -5.876(802) (alpha/pi)^5 for the Set VI(d), 5.710(490) (alpha/pi)^5 for the Set VI(g), and -8.361(232) (alpha/pi)^5 for the Set VI(h), respectively.

  19. Laplacian-level kinetic energy approximations based on the fourth-order gradient expansion: Global assessment and application to the subsystem formulation of density functional theory

    CERN Document Server

    Laricchia, S; Fabiano, E; Della Sala, F

    2014-01-01

    We test Laplacian-level meta-generalized gradient approximation (meta-GGA) non-interacting kinetic energy functionals based on the fourth-order gradient expansion (GE4). We consider several well known Laplacian-level meta-GGAs from literature (bare GE4, modified GE4, and the MGGA functional of Perdew and Constantin [Phys. Rev. B \\textbf{75},155109 (2007)]), as well as two newly designed Laplacian-level kinetic energy functionals (named L0.4 and L0.6). First, a general assessment of the different functionals is performed, testing them for model systems (one-electron densities, Hooke's atom and different jellium systems), atomic and molecular kinetic energies as well as for their behavior with respect to density-scaling transformations. Finally, we assess, for the first time, the performance of the different functionals for Subsystem Density Functional Theory (DFT) calculations on non-covalently interacting systems. We find that the different Laplacian-level meta-GGA kinetic functionals may improve the descript...

  20. Single-shot high-dynamic range laser pulse contrast measurement using Fourth-Order-Crosscorrelation via Self-Referenced-Spectral-Interferometry (FOX-SRSI)

    CERN Document Server

    Palaniyappan, Sasi; Shimada, T; Shah, R C; Jung, D; Gautier, D C; Hegelich, B M; Fernandez, J C

    2012-01-01

    High-dynamic range isolation of the interference term and the non-interference term in the inverse Fourier-transformed spectral interferogram as required in Self-Referenced-Spectral-Interferometry (SRSI) for single-shot high-dynamic range laser pulse characterization is not always practically possible due to presence of the non-interference term over the entire temporal widow. Alternatively, we propose and demonstrate that one could directly obtain the single-shot Fourth-Order-Crosscorrelation (FOX) of the laser pulse to be characterized via SRSI (FOX-SRSI) from the interference term as the high-dynamic range laser contrast measurement, avoiding the need to isolate the interference and non-interference terms. As a consequence, the undesired contribution from the non-interference term limits the valid temporal window of the measurement. The single-shot FOX-SRSI result is consistent with the laser contrast measured independently using a multi-shot scanning third-order autocorrelator.

  1. Stochastic Convection Parameterizations

    Science.gov (United States)

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

    2012-01-01

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

  2. Stochastic thermodynamics

    Science.gov (United States)

    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

  3. A fourth order PDE based fuzzy c- means approach for segmentation of microscopic biopsy images in presence of Poisson noise for cancer detection.

    Science.gov (United States)

    Kumar, Rajesh; Srivastava, Subodh; Srivastava, Rajeev

    2017-07-01

    For cancer detection from microscopic biopsy images, image segmentation step used for segmentation of cells and nuclei play an important role. Accuracy of segmentation approach dominate the final results. Also the microscopic biopsy images have intrinsic Poisson noise and if it is present in the image the segmentation results may not be accurate. The objective is to propose an efficient fuzzy c-means based segmentation approach which can also handle the noise present in the image during the segmentation process itself i.e. noise removal and segmentation is combined in one step. To address the above issues, in this paper a fourth order partial differential equation (FPDE) based nonlinear filter adapted to Poisson noise with fuzzy c-means segmentation method is proposed. This approach is capable of effectively handling the segmentation problem of blocky artifacts while achieving good tradeoff between Poisson noise removals and edge preservation of the microscopic biopsy images during segmentation process for cancer detection from cells. The proposed approach is tested on breast cancer microscopic biopsy data set with region of interest (ROI) segmented ground truth images. The microscopic biopsy data set contains 31 benign and 27 malignant images of size 896 × 768. The region of interest selected ground truth of all 58 images are also available for this data set. Finally, the result obtained from proposed approach is compared with the results of popular segmentation algorithms; fuzzy c-means, color k-means, texture based segmentation, and total variation fuzzy c-means approaches. The experimental results shows that proposed approach is providing better results in terms of various performance measures such as Jaccard coefficient, dice index, Tanimoto coefficient, area under curve, accuracy, true positive rate, true negative rate, false positive rate, false negative rate, random index, global consistency error, and variance of information as compared to other

  4. Laplacian-Level Kinetic Energy Approximations Based on the Fourth-Order Gradient Expansion: Global Assessment and Application to the Subsystem Formulation of Density Functional Theory.

    Science.gov (United States)

    Laricchia, Savio; Constantin, Lucian A; Fabiano, Eduardo; Della Sala, Fabio

    2014-01-14

    We tested Laplacian-level meta-generalized gradient approximation (meta-GGA) noninteracting kinetic energy functionals based on the fourth-order gradient expansion (GE4). We considered several well-known Laplacian-level meta-GGAs from the literature (bare GE4, modified GE4, and the MGGA functional of Perdew and Constantin (Phys. Rev. B 2007,75, 155109)), as well as two newly designed Laplacian-level kinetic energy functionals (L0.4 and L0.6). First, a general assessment of the different functionals is performed to test them for model systems (one-electron densities, Hooke's atom, and different jellium systems) and atomic and molecular kinetic energies as well as for their behavior with respect to density-scaling transformations. Finally, we assessed, for the first time, the performance of the different functionals for subsystem density functional theory (DFT) calculations on noncovalently interacting systems. We found that the different Laplacian-level meta-GGA kinetic functionals may improve the description of different properties of electronic systems, but no clear overall advantage is found over the best GGA functionals. Concerning the subsystem DFT calculations, the here-proposed L0.4 and L0.6 kinetic energy functionals are competitive with state-of-the-art GGAs, whereas all other Laplacian-level functionals fail badly. The performance of the Laplacian-level functionals is rationalized thanks to a two-dimensional reduced-gradient and reduced-Laplacian decomposition of the nonadditive kinetic energy density.

  5. Stochastic integral equations without probability

    NARCIS (Netherlands)

    Mikosch, T; Norvaisa, R

    2000-01-01

    A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes integral equations driven by certain stochastic processes are solved. Boundedness of the p-variation for some 0

    stochastic process. Typical examples of such

  6. Enzymatic circularization of a malto-octaose linear chain studied by stochastic reaction path calculations on cyclodextrin glycosyltransferase

    NARCIS (Netherlands)

    Uitdehaag, Joost C.M.; Veen, Bart A. van der; Dijkhuizen, Lubbert; Elber, Ron; Dijkstra, Bauke W.

    2001-01-01

    Cyclodextrin glycosyltransferase (CGTase) is an enzyme belonging to the ol-amylase family that forms cyclodextrins (circularly linked oligosaccharides) from starch. X-ray work has indicated that this cyclization reaction of CGTase involves a 23-Angstrom movement of the nonreducing end of a linear ma

  7. When three traits make a line: evolution of phenotypic plasticity and genetic assimilation through linear reaction norms in stochastic environments.

    Science.gov (United States)

    Ergon, T; Ergon, R

    2017-03-01

    Genetic assimilation emerges from selection on phenotypic plasticity. Yet, commonly used quantitative genetics models of linear reaction norms considering intercept and slope as traits do not mimic the full process of genetic assimilation. We argue that intercept-slope reaction norm models are insufficient representations of genetic effects on linear reaction norms and that considering reaction norm intercept as a trait is unfortunate because the definition of this trait relates to a specific environmental value (zero) and confounds genetic effects on reaction norm elevation with genetic effects on environmental perception. Instead, we suggest a model with three traits representing genetic effects that, respectively, (i) are independent of the environment, (ii) alter the sensitivity of the phenotype to the environment and (iii) determine how the organism perceives the environment. The model predicts that, given sufficient additive genetic variation in environmental perception, the environmental value at which reaction norms tend to cross will respond rapidly to selection after an abrupt environmental change, and eventually becomes equal to the new mean environment. This readjustment of the zone of canalization becomes completed without changes in genetic correlations, genetic drift or imposing any fitness costs of maintaining plasticity. The asymptotic evolutionary outcome of this three-trait linear reaction norm generally entails a lower degree of phenotypic plasticity than the two-trait model, and maximum expected fitness does not occur at the mean trait values in the population.

  8. A Characterization of Existence of Global Solutions for Some Fourth-order Wave Equations%一类非线性四阶波动方程整体解的存在性

    Institute of Scientific and Technical Information of China (English)

    陈勇明; 杨晗

    2008-01-01

    The initial boundary value problem for the fourth-order wave equation utt+△2u+u=|t|p-1u is considered.The existence and uniqueness of global weak solutions is obtained by using the Galerkin method and the concept of stable set due to Sattinger.

  9. Stochastic Jeux

    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.

  10. Fundamentals of Stochastic Filtering

    CERN Document Server

    Crisan, Dan

    2008-01-01

    The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the well known Kalman-Bucy filter which has found widespread practical application. The purpose of this book is to provide a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient

  11. On the equivalence of stochastic completeness, Liouville and Khas'minskii condition in linear and nonlinear setting

    CERN Document Server

    Mari, Luciano

    2011-01-01

    Set in Riemannian enviroment, the aim of this paper is to present and discuss some equivalent characterizations of the Liouville property relative to special operators, in some sense modeled after the p-Laplacian with potential. In particular, we discuss the equivalence between the Lioville property and the Khas'minskii condition, i.e. the existence of an exhaustion functions which is also a supersolution for the operator outside a compact set. This generalizes a previous result obtained by one of the authors and answers to a question in "Aspects of potential theory, linear and nonlinear" by Pigola Rigoli and Setti.

  12. An introduction to probability and stochastic processes

    CERN Document Server

    Melsa, James L

    2013-01-01

    Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

  13. Dimension Reduction and Discretization in Stochastic Problems by Regression Method

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    1996-01-01

    The chapter mainly deals with dimension reduction and field discretizations based directly on the concept of linear regression. Several examples of interesting applications in stochastic mechanics are also given.Keywords: Random fields discretization, Linear regression, Stochastic interpolation, ......, Slepian models, Stochastic finite elements.......The chapter mainly deals with dimension reduction and field discretizations based directly on the concept of linear regression. Several examples of interesting applications in stochastic mechanics are also given.Keywords: Random fields discretization, Linear regression, Stochastic interpolation...

  14. Bayesian inference of cosmic density fields from non-linear, scale-dependent, and stochastic biased tracers

    CERN Document Server

    Ata, Metin; Müller, Volker

    2014-01-01

    We present a Bayesian reconstruction algorithm to generate unbiased samples of the underlying dark matter field from galaxy redshift data. Our new contribution consists of implementing a non-Poisson likelihood including a deterministic non-linear and scale-dependent bias. In particular we present the Hamiltonian equations of motions for the negative binomial (NB) probability distribution function. This permits us to efficiently sample the posterior distribution function of density fields given a sample of galaxies using the Hamiltonian Monte Carlo technique implemented in the Argo code. We have tested our algorithm with the Bolshoi N-body simulation, inferring the underlying dark matter density field from a subsample of the halo catalogue. Our method shows that we can draw closely unbiased samples (compatible within 1-$\\sigma$) from the posterior distribution up to scales of about k~1 h/Mpc in terms of power-spectra and cell-to-cell correlations. We find that a Poisson likelihood yields reconstructions with p...

  15. Investigations of a compartmental model for leucine kinetics using non-linear mixed effects models with ordinary and stochastic differential equations.

    Science.gov (United States)

    Berglund, Martin; Sunnåker, Mikael; Adiels, Martin; Jirstrand, Mats; Wennberg, Bernt

    2012-12-01

    Non-linear mixed effects (NLME) models represent a powerful tool to simultaneously analyse data from several individuals. In this study, a compartmental model of leucine kinetics is examined and extended with a stochastic differential equation to model non-steady-state concentrations of free leucine in the plasma. Data obtained from tracer/tracee experiments for a group of healthy control individuals and a group of individuals suffering from diabetes mellitus type 2 are analysed. We find that the interindividual variation of the model parameters is much smaller for the NLME models, compared to traditional estimates obtained from each individual separately. Using the mixed effects approach, the population parameters are estimated well also when only half of the data are used for each individual. For a typical individual, the amount of free leucine is predicted to vary with a standard deviation of 8.9% around a mean value during the experiment. Moreover, leucine degradation and protein uptake of leucine is smaller, proteolysis larger and the amount of free leucine in the body is much larger for the diabetic individuals than the control individuals. In conclusion, NLME models offers improved estimates for model parameters in complex models based on tracer/tracee data and may be a suitable tool to reduce data sampling in clinical studies.

  16. Reconstruction of Full-Field Wall Pressure Fluctuations on a Flat Plate in the Wake of a Step Cylinder: Applications of Linear Stochastic Estimation (LSE)

    Science.gov (United States)

    Peng, Di; Chen, Yujia; Wang, Shaofei; Liu, Yingzheng; Wang, Weizhe

    2016-11-01

    Previous studies have shown that it is possible to reconstruct the full flow field based on time-resolved measurements at discrete locations using linear stochastic estimation (LSE). The objective of this study is to develop and apply this technique to wall pressure fluctuation measurements in low speed flows. Time-resolved wall pressure fluctuations on a flat plate in the wake of a step cylinder at low speed (V PSP). The microphone arrays are arranged properly to capture the dominant features in the flow field at 10 kHz. The PSP is excited using a continuous UV-LED, and the luminescent signal is recorded by a high-speed camera at 2 kHz. The microphone data at discrete locations are used to reconstruct the full-field wall pressure fluctuations based on LSE. The PSP results serve as basis for improvement of the LSE scheme and also for validation of the reconstructed pressure field. Other data processing techniques including proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) are also used for analyzing the unsteady flow features. This LSE technique has great potential in real-time flow diagnostics and control.

  17. Two-sided bounds on the mean vector and covariance matrix in linear stochastically excited vibration systems with application of the differential calculus of norms

    Directory of Open Access Journals (Sweden)

    Ludwig Kohaupt

    2015-12-01

    Full Text Available For a linear stochastic vibration model in state-space form, $ \\dot{x}(t = A x(t+b(t, \\, x(0=x_0, $ with system matrix A and white noise excitation $ b(t $, under certain conditions, the solution $ x(t $ is a random vector that can be completely described by its mean vector, $ m_x(t:=m_{x(t} $, and its covariance matrix, $ P_x(t:=P_{x(t} $. If matrix $ A $ is asymptotically stable, then $ m_x(t \\rightarrow 0 \\, (t \\rightarrow \\infty $ and $ P_x(t \\rightarrow P \\, (t \\rightarrow \\infty $, where $ P $ is a positive (semi-definite matrix. As the main new points, in this paper, we derive two-sided bounds on $ \\Vert m_x(t\\Vert _2 $ and $ \\Vert P_x(t- P\\Vert _2 $ as well as formulas for the right norm derivatives $ D_+^k \\Vert P_x(t- P\\Vert _2, \\, k=0,1,2 $, and apply these results to the computation of the best constants in the two-sided bounds. The obtained results are of special interest to applied mathematicians and engineers.

  18. Determining Stochasticity and Causality of Vegetation Dynamics in the Southwestern Amazon: Non-linear Time Series Analysis and Dynamic Factor Analysis of EVI2 Data

    Science.gov (United States)

    Klarenberg, G.

    2015-12-01

    Infrastructure projects such as road paving have proven to bring a variety of (mainly) socio-economic advantages to countries and populations. However, many studies have also highlighted the negative socio-economic and biophysical effects that these developments have at local, regional and even larger scales. The "MAP" area (Madre de Dios in Peru, Acre in Brazil, and Pando in Bolivia) is a biodiversity hotspot in the southwestern Amazon where sections of South America's Inter-Oceanic Highway were paved between 2006 and 2010. We are interested in vegetation dynamics in the area since it plays an important role in ecosystem functions and ecosystem services in socio-ecological systems: it provides information on productivity and structure of the forest. In preparation of more complex and mechanistic simulation of vegetation, non-linear time series analysis and Dynamic Factor Analysis (DFA) was conducted on Enhanced Vegetation Index (EVI) time series - which is a remote sensing product and provides information on vegetation dynamics as it detects chlorophyll (productivity) and structural change. Time series of 30 years for EVI2 (from MODIS and AVHRR) were obtained for 100 communities in the area. Through specific time series cluster analysis of the vegetation data, communities were clustered to facilitate data analysis and pattern recognition. The clustering is spatially consistent, and appears to be driven by median road paving progress - which is different for each cluster. Non-linear time series analysis (multivariate singular spectrum analysis, MSSA) separates common signals (or low-dimensional attractors) across clusters. Despite the presence of this deterministic structure though, time series behavior is mostly stochastic. Granger causality analysis between EVI2 and possible response variables indicates which variables (and with what lags) are to be included in DFA, resulting in unique Dynamic Factor Models for each cluster.

  19. 一类四阶常微分方程边值问题的三个正解%THE EXISTENCE OF THREE POSrrIvE SOLUTIONS OF THE FOURTH-ORDER DIFFERENTIAL EQUATION AND THE BOUNDARY VALUE PROBLEM

    Institute of Scientific and Technical Information of China (English)

    王素云; 梁延堂

    2001-01-01

    在边值条件y(0)=y′(1)=y″(0)=y (1)=0下,讨论了方程 y″-f(y(x))=0三个正解的存在性。%The existence of three positive solutions of the fourth-order dffferential equation y -f(y(x))=0 is proved when y′(0)=y′(1)=y"(0)=y (1) =0.

  20. 切触变换下四阶微分方程的几何%The Geometry of the Differential Equations of the Fourth Order Under the Contact Transformations

    Institute of Scientific and Technical Information of China (English)

    陈维桓; 李海中

    1999-01-01

    用E.Cartan的等价方法,研究切触变换下四阶微分方程y(4)=f(x,y,y′,y″,y″′)的几何.%It is studied that the geometry of the differential equations of the fourth order y(4) = f(x, y,y′, y″, y′″) under contact transformations by E. Cartan's method of equivalence.

  1. Ajuste de modelos estocásticos lineares e não-lineares para a descrição do perfil longitudinal de árvores Fitting linear and nonlinear stochastic models to describe longitudinal tree profile

    Directory of Open Access Journals (Sweden)

    Leonardo Machado Pires

    2007-10-01

    Full Text Available Os modelos polinomiais são mais difundidos no meio florestal brasileiro na descrição do perfil de árvores devido à sua facilidade de ajuste e precisão. O mesmo não ocorre com os modelos não-lineares, os quais possuem maior dificuldade de ajuste. Dentre os modelos não-lineares clássicos, na descrição do perfil, podem-se citar o de Gompertz, o Logístico e o de Weibull. Portanto, este estudo visou comparar os modelos lineares e não lineares para a descrição do perfil de árvores. As medidas de comparação foram o coeficiente de determinação (R², o erro-padrão residual (s yx, o coeficiente de determinação corrigido (R²ajustado, o gráfico dos resíduos e a facilidade de ajuste. Os resultados ressaltaram que, dentre os modelos não-lineares, o que obteve melhor desempenho, de forma geral, foi o modelo Logístico, apesar de o modelo de Gompertz ser melhor em termos de erro-padrão residual. Nos modelos lineares, o polinômio proposto por Pires & Calegario foi superior aos demais. Ao comparar os modelos não-lineares com os lineares, o modelo Logístico foi melhor em razão, principalmente, do fato de o comportamento dos dados ser não-linear, à baixa correlação entre os parâmetros e à fácil interpretação deles, facilitando a convergência e o ajuste.Polynomial models are most commonly used in Brazilian forestry for taper modeling due to its straightforwardly fitting and precision. The use of nonlinear regression classic models, like Gompertz, Logistic and Weibull, is not very common in Brazil. Therefore, this study aimed to verify the best nonlinear and linear models, and among these the best model to describe the longitudinal tree profile. The comparison measures were: R², syx, R²adjusted, residual graphics and fitting convergence. The results pointed out that among the non-linear models the best behavior, in general, was given by the Logistic model, although the Gompertz model was superior compared with the Weibull

  2. GMS- stability of the composite Euler method for a linear stochastic differential delay equation%线性随机微分延迟方程复合Euler方法的均方稳定性

    Institute of Scientific and Technical Information of China (English)

    周立群; 王薇

    2007-01-01

    The general mean square (GMS) stability of the composite Euler method for a linear stochastic differential delay equation is investigated. Conditions of the general mean square stability of the composite Euler method for a linear stochastic differential delay equation is given. It is shown that the composite Euler method is GMS - stable under these conditions. The numerical examples are presented to support the theoretical analysis.%研究了复合Euler方法对线性随机微分延迟方程的全局均方稳定性,给出复合Euler方法全局稳定性的条件并证明在这些条件下复合Euler方法是GMS-稳定的,给出数值算例支持理论分析.

  3. Quantitative methods for stochastic high frequency spatio-temporal and non-linear analysis: Assessing health effects of exposure to extreme ambient temperature

    Science.gov (United States)

    Liss, Alexander

    Extreme weather events, such as heat waves and cold spells, cause substantial excess mortality and morbidity in the vulnerable elderly population, and cost billions of dollars. The accurate and reliable assessment of adverse effects of extreme weather events on human health is crucial for environmental scientists, economists, and public health officials to ensure proper protection of vulnerable populations and efficient allocation of scarce resources. However, the methodology for the analysis of large national databases is yet to be developed. The overarching objective of this dissertation is to examine the effect of extreme weather on the elderly population of the Conterminous US (ConUS) with respect to seasonality in temperature in different climatic regions by utilizing heterogeneous high frequency and spatio-temporal resolution data. To achieve these goals the author: 1) incorporated dissimilar stochastic high frequency big data streams and distinct data types into the integrated data base for use in analytical and decision support frameworks; 2) created an automated climate regionalization system based on remote sensing and machine learning to define climate regions for the Conterminous US; 3) systematically surveyed the current state of the art and identified existing gaps in the scientific knowledge; 4) assessed the dose-response relationship of exposure to temperature extremes on human health in relatively homogeneous climate regions using different statistical models, such as parametric and non-parametric, contemporaneous and asynchronous, applied to the same data; 5) assessed seasonal peak timing and synchronization delay of the exposure and the disease within the framework of contemporaneous high frequency harmonic time series analysis and modification of the effect by the regional climate; 6) modeled using hyperbolic functional form non-linear properties of the effect of exposure to extreme temperature on human health. The proposed climate

  4. Output-only cyclo-stationary linear-parameter time-varying stochastic subspace identification method for rotating machinery and spinning structures

    Science.gov (United States)

    Velazquez, Antonio; Swartz, R. Andrew

    2015-02-01

    stochastic subspace identification (SSI) and linear parameter time-varying (LPTV) techniques. Structural response is assumed to be stationary ambient excitation produced by a Gaussian (white) noise within the operative range bandwidth of the machinery or structure in study. ERA-OKID analysis is driven by correlation-function matrices from the stationary ambient response aiming to reduce noise effects. Singular value decomposition (SVD) and eigenvalue analysis are computed in a last stage to identify frequencies and complex-valued mode shapes. Proposed assumptions are carefully weighted to account for the uncertainty of the environment. A numerical example is carried out based a spinning finite element (SFE) model, and verified using ANSYS® Ver. 12. Finally, comments and observations are provided on how this subspace realization technique can be extended to the problem of modal-parameter identification using only ambient vibration data.

  5. A New Image Denoising Algorithms of Fourth-order Partial Differential Equation%一种新的四阶偏微分方程的图像降噪算法

    Institute of Scientific and Technical Information of China (English)

    杨薇; 王楠

    2012-01-01

    提出一种基于四阶偏微分方程的图像降噪算法——耦合梯度保真项的四阶偏微分方程的图像降噪算法,实验结果验证了算法的有效性.%This paper advances the fourth-order partial differential equation coupling gradient fidelity term image denoising algorithms.The experiment result shows the efficiency of the algorithm.

  6. Stochastic Shadowing and Stochastic Stability

    OpenAIRE

    Todorov, Dmitry

    2014-01-01

    The notion of stochastic shadowing property is introduced. Relations to stochastic stability and standard shadowing are studied. Using tent map as an example it is proved that, in contrast to what happens for standard shadowing, there are significantly non-uniformly hyperbolic systems that satisfy stochastic shadowing property.

  7. Symmetrized solutions for nonlinear stochastic differential equations

    Directory of Open Access Journals (Sweden)

    G. Adomian

    1981-01-01

    Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.

  8. Stochastic modelling in finance and Monte Carlo simulations with R Part C:Stochastic Log-linear model%金融领域的随机建模与基于软件R的Monte Carlo模拟(3):随机对数线性模型

    Institute of Scientific and Technical Information of China (English)

    毛学荣; 李晓月

    2015-01-01

    主要研究了随机对数线性( SLL)模型以及如何基于SLL模型计算欧式期权平均收益。此外,还演绎了资产价格的Monte Carlo模拟。%The key aim of this serial articles is to study various stochastic models in finance with emphasise on the Monte Carlo simulations with R for these models.This paper investigates the stochastic Log⁃linear (SLL) model and obtains the mean payoff of European options.Moreover,this paper discusses how to perform Monte Carlo simulations on the asset price.

  9. 基于四阶偏微分方程的并行图像去噪算法%Parallel Image Denoising Algorithm Based on Fourth-order Partial Differential Equations

    Institute of Scientific and Technical Information of China (English)

    郭茂银; 田有先

    2011-01-01

    四阶偏微分方程(PDE)图像去噪方法具有良好的去噪性能,但该类方法计算量大,耗时长.为提高算法的快速性和有效性,提出一种高效并行的四阶PDE图像去噪算法.该方法基于MPI并行环境,通过分析四阶PDE离散化后差分方程求解的并行性,对噪声图像进行条状重叠的数据划分,采用并行方式对图像去噪,极大地降低了运行时间.%Image noise removal methods based on the fourth-order Partial Differential Equations (PDE) show their good denoising performance, but they also have some problems such as the great amount of calculation and long consuming time. In order to improve the speed and efficiency of the algorithm, an efficient parallel algorithm is proposed in this paper, which can reduce the running time greatly by analyzing the parallelism of the discrete fourth-order PDE and dividing the noise image into overlapping strips in the parallel environment of MPL.

  10. 一类四阶差分方程周期解与次调和解的存在性%Existence of Periodic and Subharmonic Solutions for A Class of Fourth-order Difference Equations

    Institute of Scientific and Technical Information of China (English)

    彭刚; 石海平

    2013-01-01

    应用临界点理论中的山路引理,研究了一类四阶非线性差分方程周期解和次调和解的存在性问题.通过把方程解的存在性转化为某个泛函临界点的存在性,获得了一类四阶非线性差分方程周期解和次调和解的存在性和多重性的一些充分条件,给出周期解和次调和解的存在性和多重性准则.%By using the notable Mountain Pass Lemma of critical point theory,some sufficient conditions for the existence and multiplicity of periodic and subharmonic solutions to a class of fourth-order nonlinear difference equations are obtained.The proof is based on the Mountain Pass Lemma in combination with variational technique.A practicable method to solve the existence and multiplicity of periodic and subharmonic solutions for fourth-order nonlinear forward and backward difference equations is given.

  11. Deterministic and stochastic aspects of the stability in an inverted pendulum under a generalized parametric excitation

    CERN Document Server

    da Silva, Roberto; Peretti, Debora E

    2016-01-01

    In this paper, we explore the stability of an inverted pendulum under a generalized parametric excitation described by a superposition of $N$ cosines with different amplitudes and frequencies, based on a simple stability condition that does not require any use of Lyapunov exponent, for example. Our analysis is separated in 3 different cases: $N=1$, $N=2$, and $N$ very large. Our results were obtained via numerical simulations by fourth-order Runge Kutta integration of the non-linear equations. We also calculate the effective potential also for $N>2$. We show then that numerical integrations recover a wider region of stability that are not captured by the (approximated) analytical method. We also analyze stochastic stabilization here: firstly, we look the effects of external noise in the stability diagram by enlarging the variance, and secondly, when $N$ is large, we rescale the amplitude by showing that the diagrams for time survival of the inverted pendulum resembles the exact case for $N=1$. Finally, we fin...

  12. 线性扰动随机 SI 系统的渐近行为%Asymptotic Behavior of Stochastic SI System with Linear Perturbation

    Institute of Scientific and Technical Information of China (English)

    孙艳; 刘振文; 赵亚男; 姜志侠; 谭海军

    2014-01-01

    用 Laypunov 泛函方法研究随机 SI 系统全局正解的存在唯一性、持久性或灭绝性以及在某些条件下的随机渐近行为。结果表明:随机 SI 系统具有平稳分布,体现了遍历性。%We discussed the existence and uniqueness,persistence,extinction and asymptotic behavior of the globally nonnegative solution of the stochastic SI system under certain conditions with Lyapunov analysis method. The stochastic SI system possesses stationary distributions and is ergodicity.

  13. An Internal Observability Estimate for Stochastic Hyperbolic Equations

    OpenAIRE

    2015-01-01

    This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the $L^2$-space. Different from the deterministic case, a delicate analysis of the adaptedness for some stochastic processes is required in the stochastic setting.

  14. Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations

    OpenAIRE

    Ren, Jiagang; Zhang, Xicheng

    2008-01-01

    We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear stochastic partial differential equations, such as stochastic porous medium equations and stochastic reaction diffusion equations with polynomial growth zero order term and $p$-Laplacian second order term.

  15. CONVEF-based Fourth-order Anisotropic Diffusion for Image Denoising%基于CONVEF的四阶各向异性扩散及图像去噪

    Institute of Scientific and Technical Information of China (English)

    王元全; 任文琦

    2013-01-01

    偏微分方程在图像去噪中有广泛的应用.传统的二阶偏微分方程虽然具有较好的去噪效果,但是处理得到的结果容易产生阶梯效应,这种现象会引起后续图像处理的误判断.You和Kaveh提出了四阶偏微分方程,该模型可以有效的去除阶梯效应,但由于该算法是一个各向同性的滤波算法,因此图像的边缘保护能力有所降低,使去噪结果中边缘和纹理等细节信息丢失.针对以上缺点,提出了基于卷积虚拟电子场(CONVEF)的四阶偏微分方程.新的模型降低了图像在边缘方向的扩散,得到一个有效的各向异性扩散模型,从而在去噪的同时可以更好的保护图像的边缘、纹理等细节特征.%Partial differential equations (PDEs) have been justified as effective tools for image denoising.The second-order PDEs are effective for image noise removal but they can lead to staircase effects.These staircases can be falsely detected as edges in the successive image processing.The fourth-order PDE introduced by You and Kaveh can alleviate the staircase effect,but it is an isotropic filter and its edge and texture preserving ability is not satisfactory.In light of this,the convolutional virtual electric field (CONVEF) into the fourth-order PDE for images restoration is introduced.Since the CONVEF based fourth-order model possesses anisotropic properties over the image features,it leads to improvement on noise removal and edge and texture preserving over the original model.

  16. Research on fourth-order Hilbert fractal antenna for UHF online monitoring of partial discharge in power transformers%变压器局部放电超高频在线监测天线研究

    Institute of Scientific and Technical Information of China (English)

    沈鑫; 束洪春; 曹敏; 李剑; 翟少磊; 张林山; 林中爱

    2016-01-01

    Ultra-High-Frequency (UHF) method for detection of partial discharge (PD) has been widely appreciated and studied. It can effectively avoid the low-frequency electromagnetic interference and has the advantage of high sensitivi-ty. Mostly, the UHF antennas used for PD detection have large size, and the characters are narrow frequency pand, this paper designs a Hilbert fractal antenna with multi-frequency and small size for UHF PD online monitoring of transform-er. In the existing basic principle of fourth-order Hilbert four-order fractal antenna technology, the planar antenna is mod-eled by Ansoft Designer. Based on simulation calculation, geometric parameters of the antenna were selected and the fourth order Hilbert fractal antenna was designed. The partial discharge UHF signal of four typical defects for oil-paper insulation was measured by the optimized fourth order Hilbert fractal antenna designed in the laboratory. Experimental results show that the designed antenna is qualified for online PD UHF monitoring.%针对传统局部放电超高频检测天线频带窄、尺寸大的缺点,设计了一种用于在线监测变压器局部放电的多频带、尺寸小的超高频天线。通过研究了分形理论和天线测量原理,在现有四阶Hilbert分形曲线的技术基础上,利用Ansoft Designer电磁场仿真软件建立天线模型,并通过仿真计算,优化配置了天线的几何参数,设计制造了平板结构的四阶Hilbert分形局放超高频监测天线。利用设计的四阶Hilbert分形天线对四种典型油纸绝缘缺陷进行局部放电超高频信号监测,并采用文中设计的天线与现有技术的三阶Penao分形天线、三阶Hilbert分形天线在实验室进行局部放电对比测量,分析了天线实测效果,实验结果表明该天线能够有效应用于变压器局部放电超高频在线监测。

  17. Multistage quadratic stochastic programming

    Science.gov (United States)

    Lau, Karen K.; Womersley, Robert S.

    2001-04-01

    Quadratic stochastic programming (QSP) in which each subproblem is a convex piecewise quadratic program with stochastic data, is a natural extension of stochastic linear programming. This allows the use of quadratic or piecewise quadratic objective functions which are essential for controlling risk in financial and project planning. Two-stage QSP is a special case of extended linear-quadratic programming (ELQP). The recourse functions in QSP are piecewise quadratic convex and Lipschitz continuous. Moreover, they have Lipschitz gradients if each QP subproblem is strictly convex and differentiable. Using these properties, a generalized Newton algorithm exhibiting global and superlinear convergence has been proposed recently for the two stage case. We extend the generalized Newton algorithm to multistage QSP and show that it is globally and finitely convergent under suitable conditions. We present numerical results on randomly generated data and modified publicly available stochastic linear programming test sets. Efficiency schemes on different scenario tree structures are discussed. The large-scale deterministic equivalent of the multistage QSP is also generated and their accuracy compared.

  18. FBSDE with Poisson Process and Its Application to Linear Quadratic Stochastic Optimal Control Problem with Random Jumps%带有随机跳跃干扰的线性二次随机最优控制问题

    Institute of Scientific and Technical Information of China (English)

    吴臻; 王向荣

    2003-01-01

    给出一类布朗运动和泊松过程混合驱动的正倒向随机微分方程解的存在唯一性结果,应用这一结果研究带有随机跳跃干扰的线性二次随机最优控制问题,并得到最优控制的显式形式,可以证明最优控制是唯一的.然后,引入和研究一类推广的黎卡提方程系统,讨论该方程系统的可解性并由该方程的解得到带有随机跳跃干扰的线性二次随机最优控制问题最优的线性反馈.%One kind of existence and uniqueness result of forward-backward stochastic differential equations with Brownian motion and Poisson process is given. The result is applied to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem with random jumps. The optimal control can be proved to be unique. One kind of generalized Riccati equation system is introduced and its solvability is discussed. The linear feedback regulator for the optimal control problem with random jump is given by the solution of the generalized Riccati equation system

  19. Passive longitudinal phase space linearizer

    Directory of Open Access Journals (Sweden)

    P. Craievich

    2010-03-01

    Full Text Available We report on the possibility to passively linearize the bunch compression process in electron linacs for the next generation x-ray free electron lasers. This can be done by using the monopole wakefields in a dielectric-lined waveguide. The optimum longitudinal voltage loss over the length of the bunch is calculated in order to compensate both the second-order rf time curvature and the second-order momentum compaction terms. Thus, the longitudinal phase space after the compression process is linearized up to a fourth-order term introduced by the convolution between the bunch and the monopole wake function.

  20. Elliptic function and solitary wave solutions of the higher-order nonlinear Schrödinger dynamical equation with fourth-order dispersion and cubic-quintic nonlinearity and its stability

    Science.gov (United States)

    Arshad, M.; Seadawy, Aly R.; Lu, Dianchen

    2017-08-01

    The higher-order nonlinear Schrödinger equation (NLSE) with fourth-order dispersion, cubic-quintic terms, self-steepening and nonlinear dispersive terms describes the propagation of extremely short pulses in optical fibers. In this paper, the elliptic function, bright and dark solitons and solitary wave solutions of higher-order NLSE are constructed by employing a modified extended direct algebraic method, which has important applications in applied mathematics and physics. Furthermore, we also present the formation conditions of the bright and dark solitons for this equation. The modulation instability is utilized to discuss the stability of these solutions, which shows that all solutions are exact and stable. Many other higher-order nonlinear evolution equations arising in applied sciences can also be solved by this powerful, effective and reliable method.

  1. A Noise Removal Method Based on Fourth-order Partial Differential Equation by Improving Laplace Operator%一种改进拉氏算子的四阶偏微分方程图像去噪方法

    Institute of Scientific and Technical Information of China (English)

    周千

    2014-01-01

    建立了一种描述图像平滑度的泛函,并推导出新的四阶偏微分方程图像去噪模型,在有效去噪的同时,较好地保持了图像的特征。由于该方法得到的图像是分段线性图像,避免了二阶偏微分方程处理图像常出现的“阶梯”效应,同时,和同类的四阶偏微分方程去噪模型相比,其处理结果不会出现“斑”点,因此视觉效果更加理想。最后通过实验证明了该方法的有效性。%A new fourth-order partial differential equation (PDE )is proposed to remove noises,which can remove noises while preserving edges well.The results of the proposed PDEs processed images are piecewise planar images.Piecewise pla-nar images look more natural than step images that second order PDEs nonlinear diffusion uses to approximate an observed image.That means the proposed PDEs are able to avoid the blocky effects widely seen in images processed by second order nonlinear diffusion,achieving the degree of noise removal and edge preservation comparable to second order PDEs.Other fourth-order partial differential equations need despeckle algorithms to remove speckles after processing,while the PDEs pro-posed don’t have such problem.Finally,the validity of the proposed model is proved through the experiment.

  2. Stochastic dynamics and irreversibility

    CERN Document Server

    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 ...

  3. Gravitational Lensing by Fourth Order Gravity

    CERN Document Server

    Stabile, A

    2011-01-01

    For a general class of analytic $f(R,R_{\\alpha\\beta}R^{\\alpha\\beta},R_{\\alpha\\beta\\gamma\\delta}R^{\\alpha\\beta\\gamma\\delta})$ we discuss the gravitational lensing in the Newtonian Limit of theory. From the properties of Gauss Bonnet invariant it is successful to consider only two curvature invariants between the Ricci and Riemann tensor. Then we analyze the dynamics of photon embedded in a gravitational field of a generic $f(R,R_{\\alpha\\beta}R^{\\alpha\\beta})$-Gravity. The metric is time independent and spherically symmetric. The metric potentials are Schwarzschild-like, but there are two additional Yukawa terms linked to derivatives of $f$ with respect to two curvature invariants. Considering the case of a point-like lens, and after of a generic matter distribution of lens, we study the deflection angle and the images angular position. Though the additional Yukawa terms in the gravitational potential modifies dynamics with respect to General Relativity, the geodesic trajectory of photon is unaffected by the mo...

  4. Spectral estimates for periodic fourth order operators

    CERN Document Server

    Badanin, Andrey

    2008-01-01

    We consider the operator $H={d^4dt^4}+{ddt}p{ddt}+q$ with 1-periodic coefficients on the real line. The spectrum of $H$ is absolutely continuous and consists of intervals separated by gaps. We describe the spectrum of this operator in terms of the Lyapunov function, which is analytic on a two-sheeted Riemann surface. On each sheet the Lyapunov function has the standard properties of the Lyapunov function for the scalar case. We describe the spectrum of $H$ in terms of periodic, antiperiodic eigenvalues, and so-called resonances. We prove that 1) the spectrum of $H$ at high energy has multiplicity two, 2) the asymptotics of the periodic, antiperiodic eigenvalues and of the resonances are determined at high energy, 3) for some specific $p$ the spectrum of $H$ has an infinite number of gaps, 4) the spectrum of $H$ has small spectral band (near the beginner of the spectrum) with multiplicity 4 and its asymptotics are determined as $p\\to 0, q=0$.

  5. On a Fourth-order Eigenvalue Problem

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    @@ We consider the existence of positive solutions for the equation d4y/dx4-λf(x,y(x))=0,(1) with one of the following sets of boundary value conditions y(0)=y(1)=y"(0)=y"(1)=0,(2) y(0)=y′(1)=y"(0)=y"′(1)=0.(3)

  6. Adaptive and Optimal Control of Stochastic Dynamical Systems

    Science.gov (United States)

    2015-09-14

    games that does not require finding solutions to nonlinear partial differential equations or solv- ing backward stochastic differential equations ...for stochastic partial differential equations with fractional Brownian motions having the Hurst parameter in the interval (1/2,1), which includes the...Linear exponential-quadratic control problems for stochastic partial differential equations are explicitly solved. Discrete time linear quadratic

  7. Stochastic integrals

    CERN Document Server

    McKean, Henry P

    2005-01-01

    This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. -E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplemen

  8. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    2015-01-01

    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

  9. Stochastic optimization

    CERN Document Server

    Schneider, Johannes J

    2007-01-01

    This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.

  10. Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

    Directory of Open Access Journals (Sweden)

    Xuefeng Li

    2014-04-01

    Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

  11. Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

    Energy Technology Data Exchange (ETDEWEB)

    Li, Xuefeng, E-mail: lixfpost@163.com [School of Science, Xi' an University of Post and Telecommunications, Xi' an, 710121 (China); Cao, Guangzhan; Liu, Hongjun [Xi' an Institute of Optics and Precision Mechanics, Chinese Academy of Sciences, Xi' an, 710119 (China)

    2014-04-15

    Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

  12. Detection of ship shaft-rate electric field signal based on EMD and fourth-order mixed cumulant%基于EMD和四阶混合累积量的船舶轴频电场检测

    Institute of Scientific and Technical Information of China (English)

    程锐; 姜润翔; 龚沈光

    2015-01-01

    为实现低信噪比情况下微弱的船舶轴频电场信号的有效检测 ,提出了一种结合经验模态分解(empiri-cal mode decomposition ,EMD)和四阶混合累积量对角切片滑动功率谱的方法.首先 ,利用EMD将信号自适应地进行子带分解 ,对得到的本征模态函数(intrinsic mode functions ,IM F)采用相关系数准则进行筛选 ;然后 ,利用高阶累积量可抑制高斯色噪声的特性 ,计算各有效IM F分量的四阶混合累积量对角切片的功率谱 ,并进行了多子带中的滑动检测.实测数据处理结果表明 :该方法具有较好的应用价值.%In order to implement effective detection of weak ship shaft-rate electric field signal under low signal to noise ratio (SNR) ,a method combining empirical mode decomposition (EMD) with sli-ding power spectrum of fourth-order mixed cumulant diagonal slice is proposed .Firstly ,EMD method is employed to adaptively decompose the signal into a set of intrinsic mode functions (IMFs) ,from which the valid ones are selected according to correlation coefficient criterion .Then ,by exploiting the property of higher order cumulant which can suppress Gaussian colored noise ,power spectrum of fourth-order mixed cumulant diagonal slice of selected IM Fs is calculated ,w hich is then used for slid-ing detection in multiple sub-bands .The result of processing practical data illustrates that this method is of great value in application .

  13. 基于四阶累积量的近场源多参数联合估计%Estimation of joint multi-parameters of near-field sources based on the fourth-order cumulant

    Institute of Scientific and Technical Information of China (English)

    王鹏; 邱天爽; 李景春; 谭海峰

    2015-01-01

    A novel joint multi-parameters estimation method for near-field narrow-band sources is proposed.The frequencies,DOAs (direction of arrival,DOA)and ranges of near-field sources are directly estimated by the eigenvalues and the eigenvectors of the constructed fourth-order cumulant matrices.The proposed method does not require any peak search and can be applied to arbitrary Gaussian noise environment.Compared with several existing methods,the proposed method avoids the loss of array aperture and reduces the computational complexity.The comprehensive simulation results demonstrate the validity of this new method.%提出了一种近场窄带信源多参数联合估计新方法,通过所构造四阶累积量矩阵的特征值及其特征向量就可以直接获得近场源频率、方位及距离三维参数的联合估计,无须峰值搜索,适用于任意高斯噪声环境。与现有方法相比,所提方法有效地避免了阵列孔径损失,而且算法简单高效。仿真综合结果表明了新方法的有效性。

  14. Bilinear forms and soliton solutions for a fourth-order variable-coefficient nonlinear Schrödinger equation in an inhomogeneous Heisenberg ferromagnetic spin chain or an alpha helical protein

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Jin-Wei; Gao, Yi-Tian, E-mail: gaoyt163@163.com; Wang, Qi-Min; Su, Chuan-Qi; Feng, Yu-Jie; Yu, Xin

    2016-01-15

    In this paper, a fourth-order variable-coefficient nonlinear Schrödinger equation is studied, which might describe a one-dimensional continuum anisotropic Heisenberg ferromagnetic spin chain with the octuple–dipole interaction or an alpha helical protein with higher-order excitations and interactions under continuum approximation. With the aid of auxiliary function, we derive the bilinear forms and corresponding constraints on the variable coefficients. Via the symbolic computation, we obtain the Lax pair, infinitely many conservation laws, one-, two- and three-soliton solutions. We discuss the influence of the variable coefficients on the solitons. With different choices of the variable coefficients, we obtain the parabolic, cubic, and periodic solitons, respectively. We analyse the head-on and overtaking interactions between/among the two and three solitons. Interactions between a bound state and a single soliton are displayed with different choices of variable coefficients. We also derive the quasi-periodic formulae for the three cases of the bound states.

  15. 基于四阶PDEs和对比度增强的荧光显微图像去噪%Fluorescence Microscopic Image Denoising Based on Fourth-Order PDEs and Contrast Enhancement

    Institute of Scientific and Technical Information of China (English)

    王瑜; 张慧妍

    2012-01-01

    A new denoising diffusion model is proposed for fluorescence microscopic images, in which fourth-order partial differential equations (PDEs) and contrast enhancement are utilized to overcome the blocky effect and false edges usually caused by second-order PDEs. Compared with second-order PDEs model, the proposed model shows superior performance in terms of both objective criteria and subjective human vision via processing simulated and experimental noisy images.%提出一种用于荧光显微图像去噪扩散模型的算法,该算法针对二阶偏微分方程去噪模型易引起的“块效应”和伪边缘等问题,采用正则化方法,利用四阶偏微分方程,同时融合对比度增强技术设计去噪模型.与二阶偏微分方程扩散模型相比,该算法不仅使去噪图像看起来更加自然清晰,而且在峰值信噪比和结构相似度等客观评价方法下也取得了更加满意的结果.

  16. NMR paramagnetic relaxation due to the S=5/2 complex, Fe(III)-(tetra-p-sulfonatophenyl)porphyrin: central role of the tetragonal fourth-order zero-field splitting interaction.

    Science.gov (United States)

    Schaefle, Nathaniel; Sharp, Robert

    2005-05-08

    The metalloporphyrins, Me-TSPP [Me=Cr(III), Mn(III), Mn(II), Fe(III), and TSPP=meso-(tetra-p-sulfonatophenyl)porphyrin], which possess electron spins S=3/2, 2, 5/2, and 5/2, respectively, comprise an important series of model systems for mechanistic studies of NMR paramagnetic relaxation enhancement (NMR-PRE). For these S>1/2 spin systems, the NMR-PRE depends critically on the detailed form of the zero-field splitting (zfs) tensor. We report the results of experimental and theoretical studies of the NMR relaxation mechanism associated with Fe(III)-TSPP, a spin 5/2 complex for which the overall zfs is relatively large (D approximately = 10 cm(-1)). A comparison of experimental data with spin dynamics simulations shows that the primary determinant of the shape of the magnetic relaxation dispersion profile of the water proton R1 is the tetragonal fourth-order component of the zfs tensor. The relaxation mechanism, which has not previously been described, is a consequence of zfs-induced mixing of the spin eigenfunctions of adjacent Kramers doublets. We have also investigated the magnetic-field dependence of electron-spin relaxation for S=5/2 in the presence of a large zfs, such as occurs in Fe(III)-TSPP. Calculations show that field dependence of this kind is suppressed in the vicinity of the zfs limit, in agreement with observation.

  17. The fourth order QCD approximations for the renormalization group quantities in the V -scheme and the relation of the $\\beta^{V}(\\alpha_V)$-function with the Gell-Mann--Low function in QED

    CERN Document Server

    Kataev, A L

    2015-01-01

    The semi-analytical $O(\\alpha_s^4)$ expression for the renormalization group $\\beta$-function in the ${\\rm{V}}$-scheme is obtained in the case of the $SU(N_c)$ gauge group. In the process of calculations we use the existing information about the three-loop perturbative approximation for the QCD static potential, evaluated in the $\\rm{\\overline{MS}}$-scheme. The comparison of the numerical values of the third and fourth coefficients for the QCD RG $\\beta$- functions in the gauge-independent ${\\rm{V}}$- and $\\rm{\\overline{MS}}$-schemes and in minimal MOM scheme in the the Landau gauge is presented. The phenomenologically-oriented comparisons for the coefficients of $O(\\alpha_s^4)$ expression for the $e^+e^-$-annihilation R-ratio in these schemes are presented. It is shown, that taking into account of these QCD contributions are of vital importance and lead to the drastic decrease of the scheme-dependence ambiguities of the fourth-order perturbative QCD approximations for the $e^+e^-$ annihilation R-ratio for th...

  18. Quadratic stabilization for uncertain stochastic systems

    Institute of Scientific and Technical Information of China (English)

    Jun'e FENG; Weihai ZHANG

    2005-01-01

    This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems,where the uncertain matrix is norm bounded,and the external disturbance is a stochastic process.Two kinds of controllers are designed,which include state feedback case and output feedback case.The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities.The detailed design methods are presented.Numerical examples show the effectiveness of our results.

  19. Stochastic Constraint Programming

    OpenAIRE

    Walsh, Toby

    2009-01-01

    To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables (which follow a probability distribution). They combine together the best features of traditional constraint satisfaction, stochastic integer programming, and stochastic satisfiability. We give a semantics for stochastic constraint programs, and propose a number...

  20. Phenomenology of stochastic exponential growth

    Science.gov (United States)

    Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

    2017-06-01

    Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

  1. Stochastic cooling

    Energy Technology Data Exchange (ETDEWEB)

    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.

  2. 基于随机鲁棒设计的高超音速飞行器线性二次型控制%Linear quadratic control based on stochastic robustness design for hypersonic vehicles

    Institute of Scientific and Technical Information of China (English)

    谭毅伦; 闫杰

    2011-01-01

    针对高超音速飞行器具有高度非线性、输入输出之间强耦合以及参数不确定等特点,提出了基于随机鲁棒设计的线性二次型控制.这一控制方案基于系统控制需求,利用蒙特卡罗仿真方法建立随机鲁棒目标函数,并通过遗传算法优化控制系统设计参数.该控制方案保证了飞行的纵向稳定性,改善了其控制性能.基于某常规高超音速飞行器纵向模型进行仿真验证,结果表明该方案能够满足系统控制需求且具有强鲁棒性.%A linear quadratic control method based on stochastic robustness design was proposed according to the features that hypersonic vehicle model is highly nonlinear, input/output have strong coupling without certain parameters. This control scheme is based on system control requirements, using Monte Carlo simulation method to establish stochastic robustness cost function, and adopting genetic algorithm to optimize the control system design parameters. This formulation can ensure the longitudinal flight stability and improve the control performance of hypersonic vehicles. The controller was demonstrated in closed loop simulations based on an existing longitudinal hypersonic vehicle model. The simulation results show that the controller successfully tracks the reference trajectories, meets the system needs and has strong robustness.

  3. Essentials of stochastic processes

    CERN Document Server

    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...

  4. Applying oriented fourth-order partial-differential equations to fluorescence microscopic image denoising%基于方向四阶偏微分方程的荧光显微图像去噪

    Institute of Scientific and Technical Information of China (English)

    王瑜; 薛红

    2012-01-01

    荧光显微图像由于光学成像系统的自身物理缺陷,光电转换,样本组织结构以及人为误差等因素的影响,噪声无法避免,为此,一种基于方向四阶偏微分方程的荧光显微图像去噪方法被提出,主要考虑两个方面,一是基于变分方法,二是控制滤波模型的扩散方向.在人工合成和真实荧光显微图像上进行的实验结果表明,同传统二阶偏微分方程扩散模型相比,应用所提出的方法进行去噪,不管是主观视觉,还是客观评价,均表现出了更好的性能.%Noise in the fluorescence microscopic images can' t be avoided because of imperfect optical imaging system, photoelectric conversion, specimen tissue structure and human errors etc during the course of optical imaging. Therefore, a new denoising method is proposed based on oriented fourth-order partial-differential equations (PDEs) for fluorescence microscopic images, in which two aspects are considered. One is based on variational method, the other is based on controlling diffusion directioa Experimental results show that the proposed method not only makes the denoised images subjectively more natural and clearer, but also achieves better performance in terms of objective criterion such as peak signal to noise ratio (PSNR) and the structural similarity (SSIM) compared with the related second-order PDEs diffusion models.

  5. Stochastic disks that roll

    Science.gov (United States)

    Holmes-Cerfon, Miranda

    2016-11-01

    We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or microscale particles where rolling is an approximation for strong static friction. We consider the simplest possible nontrivial system: a linear polymer of three disks constrained to remain in contact and immersed in an equilibrium heat bath so the internal angle of the polymer changes due to stochastic fluctuations. We compare two cases: one where the disks can slide relative to each other and the other where they are constrained to roll, like gears. Starting from the Langevin equations with arbitrary linear velocity constraints, we use formal homogenization theory to derive the overdamped equations that describe the process in configuration space only. The resulting dynamics have the formal structure of a Brownian motion on a Riemannian or sub-Riemannian manifold, depending on if the velocity constraints are holonomic or nonholonomic. We use this to compute the trimer's equilibrium distribution with and without the rolling constraints. Surprisingly, the two distributions are different. We suggest two possible interpretations of this result: either (i) dry friction (or other dissipative, nonequilibrium forces) changes basic thermodynamic quantities like the free energy of a system, a statement that could be tested experimentally, or (ii) as a lesson in modeling rolling or friction more generally as a velocity constraint when stochastic fluctuations are present. In the latter case, we speculate there could be a "roughness" entropy whose inclusion as an effective force could compensate the constraint and preserve classical Boltzmann statistics. Regardless of the interpretation, our calculation shows the word "rolling" must be used with care when stochastic fluctuations are present.

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

    Science.gov (United States)

    2014-10-09

    motions and other stochastic processes. For the control of both continuous time and discrete time finite dimensional linear systems with quadratic...problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...2010 30-Jun-2014 Approved for Public Release; Distribution Unlimited Final Report: Optimal Control of Stochastic Systems Driven by Fractional Brownian

  7. Stochastic Analysis 2010

    CERN Document Server

    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

  8. Discretizing a backward stochastic differential equation

    OpenAIRE

    Yinnan Zhang; Weian Zheng

    2002-01-01

    We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.

  9. Testing for Stochastic Dominance with Diversification Possibilities

    NARCIS (Netherlands)

    G.T. Post (Thierry)

    2001-01-01

    textabstractWe derive empirical tests for stochastic dominance that allow for diversification between choice alternatives. The tests can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic distribution theory can approximate the sampling properties of the te

  10. Testing for Stochastic Dominance with Diversification Possibilities

    NARCIS (Netherlands)

    G.T. Post (Thierry)

    2001-01-01

    textabstractWe derive empirical tests for stochastic dominance that allow for diversification between choice alternatives. The tests can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic distribution theory can approximate the sampling properties of the

  11. Stochastic partial differential equations in turbulence related problems

    Science.gov (United States)

    Chow, P.-L.

    1978-01-01

    The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.

  12. The de Sitter limit of inflation and non-linear perturbation theory

    Energy Technology Data Exchange (ETDEWEB)

    Jarnhus, Philip R; Sloth, Martin S, E-mail: pjarn@phys.au.dk, E-mail: sloth@phys.au.dk [Department of Physics and Astronomy, University of Aarhus, DK-8000 Aarhus C (Denmark)

    2008-02-15

    We study the fourth-order action of the comoving curvature perturbation in an inflationary universe in order to understand more systematically the de Sitter limit in non-linear cosmological perturbation theory. We derive the action of the curvature perturbation to fourth order in the comoving gauge, and show that it vanishes sufficiently fast in the de Sitter limit. By studying the de Sitter limit, we then extrapolate to the nth-order action of the comoving curvature perturbation and discuss the slow-roll order of the n-point correlation function.

  13. Modelling and application of stochastic processes

    CERN Document Server

    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,...

  14. Identifying effective connectivity parameters in simulated fMRI: a direct comparison of switching linear dynamic system, stochastic dynamic causal, and multivariate autoregressive models

    Science.gov (United States)

    Smith, Jason F.; Chen, Kewei; Pillai, Ajay S.; Horwitz, Barry

    2013-01-01

    The number and variety of connectivity estimation methods is likely to continue to grow over the coming decade. Comparisons between methods are necessary to prune this growth to only the most accurate and robust methods. However, the nature of connectivity is elusive with different methods potentially attempting to identify different aspects of connectivity. Commonalities of connectivity definitions across methods upon which base direct comparisons can be difficult to derive. Here, we explicitly define “effective connectivity” using a common set of observation and state equations that are appropriate for three connectivity methods: dynamic causal modeling (DCM), multivariate autoregressive modeling (MAR), and switching linear dynamic systems for fMRI (sLDSf). In addition while deriving this set, we show how many other popular functional and effective connectivity methods are actually simplifications of these equations. We discuss implications of these connections for the practice of using one method to simulate data for another method. After mathematically connecting the three effective connectivity methods, simulated fMRI data with varying numbers of regions and task conditions is generated from the common equation. This simulated data explicitly contains the type of the connectivity that the three models were intended to identify. Each method is applied to the simulated data sets and the accuracy of parameter identification is analyzed. All methods perform above chance levels at identifying correct connectivity parameters. The sLDSf method was superior in parameter estimation accuracy to both DCM and MAR for all types of comparisons. PMID:23717258

  15. Identifying effective connectivity parameters in simulated fMRI: a direct comparison of switching linear dynamic system, stochastic dynamic causal, and multivariate autoregressive models.

    Science.gov (United States)

    Smith, Jason F; Chen, Kewei; Pillai, Ajay S; Horwitz, Barry

    2013-01-01

    The number and variety of connectivity estimation methods is likely to continue to grow over the coming decade. Comparisons between methods are necessary to prune this growth to only the most accurate and robust methods. However, the nature of connectivity is elusive with different methods potentially attempting to identify different aspects of connectivity. Commonalities of connectivity definitions across methods upon which base direct comparisons can be difficult to derive. Here, we explicitly define "effective connectivity" using a common set of observation and state equations that are appropriate for three connectivity methods: dynamic causal modeling (DCM), multivariate autoregressive modeling (MAR), and switching linear dynamic systems for fMRI (sLDSf). In addition while deriving this set, we show how many other popular functional and effective connectivity methods are actually simplifications of these equations. We discuss implications of these connections for the practice of using one method to simulate data for another method. After mathematically connecting the three effective connectivity methods, simulated fMRI data with varying numbers of regions and task conditions is generated from the common equation. This simulated data explicitly contains the type of the connectivity that the three models were intended to identify. Each method is applied to the simulated data sets and the accuracy of parameter identification is analyzed. All methods perform above chance levels at identifying correct connectivity parameters. The sLDSf method was superior in parameter estimation accuracy to both DCM and MAR for all types of comparisons.

  16. Identifying effective connectivity parameters in simulated fMRI: a direct comparison of switching linear dynamic system, stochastic dynamic causal, and multivariate autoregressive models

    Directory of Open Access Journals (Sweden)

    Jason Fitzgerald Smith

    2013-05-01

    Full Text Available The number and variety of connectivity estimation methods is likely to continue to grow over the coming decade. Comparisons between methods are necessary to prune this growth to only the most accurate and robust methods. However, the nature of connectivity is elusive with different methods potentially attempting to identify different aspects of connectivity. Commonalities of connectivity definitions across methods upon which base direct comparisons can be difficult to derive. Here we explicitly define effective connectivity using a common set of observation and state equations that are appropriate for three connectivity methods: Dynamic Causal Modeling (DCM, Multivariate Autoregressive Modeling (MAR, and Switching Linear Dynamic Systems for fMRI (sLDSf. In addition while deriving this set, we show how many other popular functional and effective connectivity methods are actually simplifications of these equations. We discuss implications of these connections for the practice of using one method to simulate data for another method. After mathematically connecting the three effective connectivity methods, simulated fMRI data with varying numbers of regions and task conditions is generated from the common equation. This simulated data explicitly contains the type of the connectivity that the three models were intended to identify. Each method is applied to the simulated data sets and the accuracy of parameter identification is analyzed. All methods perform above chance levels at identifying correct connectivity parameters. The sLDSf method was superior in parameter estimation accuracy to both DCM and MAR for all types of comparisons.

  17. Robust stabilization of stochastic systems based on the LQ controller

    Institute of Scientific and Technical Information of China (English)

    Jundong BAO; Feiqi DENG; Qi LUO

    2005-01-01

    The robust exponential stability in mean square for a class of linear stochastic uncertain control systems is dealt with.For the uncertain stochastic systems,we have designed an optimal controller which guarantees the exponential stability of the system.Actually,we employed Lyapunov function approach and the stochastic algebraic Riccati equation (SARE) to have shown the robustness of the linear quadratic(LQ) optimal control law.And the algebraic criteria for the exponential stability on the linear stochastic uncertain closed-loop systems are given.

  18. Algebraic and stochastic coding theory

    CERN Document Server

    Kythe, Dave K

    2012-01-01

    Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.

  19. 基于四阶累积量的共形阵列波达方向估计算法%DOA estimation algorithm for conformal array based on fourth-order cumulants

    Institute of Scientific and Technical Information of China (English)

    齐子森; 郭英; 王布宏; 王永良

    2011-01-01

    The estimation of the source polarization always accompanied with the direction-of-arrival (DOA) estimation because of the polarization diversity of conformal array manifold. A blind DOA estimation method with polarization diversity is proposed in this paper taking account of the characteristic of conformal array antenna DOA estimation when the incident signals are assumed to be statistically independent non-Gaussian narrowband random processes. It is shown how the extended-array due to fourth-order cumulants of the array outputs and estimation of signal parameters via rotational invariance techniques (ESPRIT) algorithm to decouple the DOA and signal polarization parameters. The proposed method achieves high-resolution 2D DOA estimation without no source polarization and the element pattern. The new method has widely applications in a variety of conformal carriers such as cylindrical, conical and spherical carriers. The procedure is given and the mechanism is derived by taking cylindrical conformal array antenna as an example. Finally, Monte Carlo simulations are provided to illustrate the effectiveness of the proposed algorithm.%由于共形天线阵列流形的多极化特性(PolarizationDiversity),共形阵列天线的信源方位估计需要与信源的极化状态联合进行。分析总结共形阵列天线波达方向(DOA)估计特点的基础上,针对窄带远场非高斯独立信源,提出了一种共形阵列天线盲极化DOA估计算法。该算法利用四阶累积量对阵列口径的扩展性,结合旋转不变子空间(ESPRIT)算法,在信源极化状态未知条件下实现了共形阵列天线的高分辨DOA估计。所提算法的方位估计不需要天线单元方向图以及信源极化状态的任何信息,适用于多种常用共形载体(锥面、柱面以及球面共形载体),具有较为广泛的应用环境。以柱面共形阵列天线DoA估计为例,详细推导了算法机理,给出了算

  20. Stochastic modeling

    CERN Document Server

    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 ...

  1. Stochastic Cooling

    Energy Technology Data Exchange (ETDEWEB)

    Blaskiewicz, M.

    2011-01-01

    Stochastic Cooling was invented by Simon van der Meer and was demonstrated at the CERN ISR and ICE (Initial Cooling Experiment). Operational systems were developed at Fermilab and CERN. A complete theory of cooling of unbunched beams was developed, and was applied at CERN and Fermilab. Several new and existing rings employ coasting beam cooling. Bunched beam cooling was demonstrated in ICE and has been observed in several rings designed for coasting beam cooling. High energy bunched beams have proven more difficult. Signal suppression was achieved in the Tevatron, though operational cooling was not pursued at Fermilab. Longitudinal cooling was achieved in the RHIC collider. More recently a vertical cooling system in RHIC cooled both transverse dimensions via betatron coupling.

  2. 具有未知阶数和系数的线性随机系统的自适应控制%Adaptive Control for Linear Stochastic Systems with Unknown Orders and Coefficients

    Institute of Scientific and Technical Information of China (English)

    杨昌利; 阮荣耀; 龚妙昆

    2004-01-01

    该文考虑具有未知阶数和系数的离散时间线性随机控制系统(ARMAX模型),提出一种便于在线实施的自适应控制新算法.在一定的条件下,该算法能保证所建立的闭环系统全局稳定和输出跟踪渐进最优,而且阶数和系数的估计都具有强一致性,同时还给出系数估计的收敛速度.仿真结果表明所提出的自适应控制的新算法是有效的和可行的,且控制量在容许控制的范围之内.%This paper considers single-input single-output linear discrete-time stochastic feedback control systems(ARMAX model) with unknown orders and coefficients, and propose a new adaptive control algorithm, which is easily implemented on-line. The algorithm can guarantee the global stability of the resulting closed-loop system and the asymptotic optimality of the adaptive tracking. And the estimates of the orders and coefficients are all strongly consistent in the closed-loop identification. Simultaneously, the convergent rate of coefficient estimates to their true values is also given. The simulation results given in this paper show that the new algorithm of the adaptive control we developed here are effective and feasible, besides the control quantities are in the range of the admissible control.

  3. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    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.

  4. Processing in (linear) systems with stochastic input

    Science.gov (United States)

    Nutu, Catalin Silviu; Axinte, Tiberiu

    2016-12-01

    The paper is providing a different approach to real-world systems, such as micro and macro systems of our real life, where the man has little or no influence on the system, either not knowing the rules of the respective system or not knowing the input of the system, being thus mainly only spectator of the system's output. In such a system, the input of the system and the laws ruling the system could be only "guessed", based on intuition or previous knowledge of the analyzer of the respective system. But, as we will see in the paper, it exists also another, more theoretical and hence scientific way to approach the matter of the real-world systems, and this approach is mostly based on the theory related to Schrödinger's equation and the wave function associated with it and quantum mechanics as well. The main results of the paper are regarding the utilization of the Schrödinger's equation and related theory but also of the Quantum mechanics, in modeling real-life and real-world systems.

  5. Latent variables in linear stochastic models

    NARCIS (Netherlands)

    Dijkstra, Taeke Klaas

    1981-01-01

    Deel 1 van dit proefschrift bevat drie hoofdstukken. In het eerste hoofdstuk zijn diverse aspecten van Lisrel besproken. In het volgende hoofdstuk is getracht de logica van PLS te verklaren door ondermeer asymptomische eigenschappen van die methode te achterhalen: convergentie van de algorithmes, wa

  6. Stochastic homothetically revealed preference for tight stochastic demand functions

    OpenAIRE

    Jan Heufer

    2009-01-01

    This paper strengthens the framework of stochastic revealed preferences introduced by Bandyopadhyay et al. (1999, 2004) for stochastic homothetically revealed preferences for tight stochastic demand functions.

  7. Quantum Fields, Stochastic PDE, and Reflection Positivity

    CERN Document Server

    Jaffe, Arthur

    2014-01-01

    We outline some known relations between classical random fields and quantum fields. In the scalar case, the existence of a quantum field is equivalent to the existence of a Euclidean-invariant, reflection-positive (RP) measure on the Schwartz space tempered distributions. Martin Hairer recently investigated random fields in a series of interesting papers, by studying non-linear stochastic partial differential equations, with a white noise driving term. To understand such stochastic quantization, we consider a linear example. We ask: does the measure on the solution induced by the stochastic driving term yield a quantum field? The RP property yields a general method to implement quantization. We show that the RP property fails for finite stochastic parameter $\\lambda$, although it holds in the limiting case $\\lambda=\\infty$.

  8. Output feedback stabilization for a class of multi-variable bilinear stochastic systems with stochastic coupling attenuation

    Energy Technology Data Exchange (ETDEWEB)

    Zhang, Qichun; Zhou, Jinglin; Wang, Hong; Chai, Tianyou

    2016-08-31

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

  9. Stochastic processes and filtering theory

    CERN Document Server

    Jazwinski, Andrew H

    2007-01-01

    This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab

  10. Decentralised stabilising controllers for a class of large-scale linear systems

    Indian Academy of Sciences (India)

    B C Jha; K Patralekh; R Singh

    2000-12-01

    A simple method for computing decentralised stabilising controllers for a class of large-scale (interconnected) linear systems has been developed. Decentralised controls are optimal controls at subsystem level and are generated from the solution of algebraic Riccati equations for decoupled subsystems resulting from a new aggregation-decomposition technique. The method has been illustrated through a numerical example of a large-scale linear system consisting of three subsystems each of the fourth order.

  11. Consensus Problem Over High-Order Multiagent Systems With Uncertain Nonlinearities Under Deterministic and Stochastic Topologies.

    Science.gov (United States)

    Rezaee, Hamed; Abdollahi, Farzaneh

    2016-12-06

    The leaderless consensus problem over a class of high-order nonlinear multiagent systems (MASs) is studied. A robust protocol is proposed which guarantees achieving consensus in the network in the presences of uncertainties in agents models. Achieving consensus in the case of stochastic links failure is studied as well. Based on the concept super-martingales, it is shown that if the probability of the network connectivity is not zero, under some conditions, achieving almost sure consensus in the network can be guaranteed. Despite existing consensus protocols for high-order stochastic networks, the proposed consensus protocol in this paper is robust to uncertain nonlinearities in the agents models, and it can be designed independent of knowledge on the set of feasible topologies (topologies with nonzero probabilities). Numerical examples for a team of single-link flexible joint manipulators with fourth-order models verify the accuracy of the proposed strategy for consensus control of high-order MASs with uncertain nonlinearities.

  12. PC analysis of stochastic differential equations driven by Wiener noise

    KAUST Repository

    Le Maitre, Olivier

    2015-03-01

    A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

  13. Quantum stochastic calculus associated with quadratic quantum noises

    Energy Technology Data Exchange (ETDEWEB)

    Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

    2016-02-15

    We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

  14. The stochastic integrable AKNS hierarchy

    OpenAIRE

    Arnaudon, Alexis

    2015-01-01

    We derive a stochastic AKNS hierarchy using geometrical methods. The integrability is shown via a stochastic zero curvature relation associated with a stochastic isospectral problem. We expose some of the stochastic integrable partial differential equations which extend the stochastic KdV equation discovered by M. Wadati in 1983 for all the AKNS flows. We also show how to find stochastic solitons from the stochastic evolution of the scattering data of the stochastic IST. We finally expose som...

  15. New stochastic calculus

    OpenAIRE

    Moawia Alghalith

    2012-01-01

    We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.

  16. Stochastic processes - quantum physics

    Energy Technology Data Exchange (ETDEWEB)

    Streit, L. (Bielefeld Univ. (Germany, F.R.))

    1984-01-01

    The author presents an elementary introduction to stochastic processes. He starts from simple quantum mechanics and considers problems in probability, finally presenting quantum dynamics in terms of stochastic processes.

  17. Stochastic resonance enhanced by dichotomic noise in a bistable system

    Energy Technology Data Exchange (ETDEWEB)

    Rozenfeld, Robert [Institute for Physics, Humboldt University at Berlin, D-10115, Berlin, (Germany); Neiman, Alexander [Center for Neurodynamics, University of Missouri at St. Louis, St. Louis, Missouri 63121 (United States); Schimansky-Geier, Lutz [Institute for Physics, Humboldt University at Berlin, D-10115, Berlin, (Germany)

    2000-09-01

    We study linear responses of a stochastic bistable system driven by dichotomic noise to a weak periodic signal. We show that the effect of stochastic resonance can be greatly enhanced in comparison with the conventional case when dichotomic forcing is absent, that is, both the signal-to-noise ratio and the spectral power amplification reach much greater values than in the standard stochastic resonance setup. (c) 2000 The American Physical Society.

  18. QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION

    Directory of Open Access Journals (Sweden)

    A.E.Kobryn

    2003-01-01

    Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.

  19. Filtering for linear systems with noise correlation and its application to singular systems

    Institute of Scientific and Technical Information of China (English)

    Wu Jian-Rong; Song Shi-Ji

    2004-01-01

    In this paper, an optimal filter for a stochastic linear system with previous stage noise correlation is designed.Based on this result, together with the decomposition techniques of the stochastic singular linear system, the design of an optimal filter for a stochastic singular linear system is given.

  20. Application of linear programming techniques for controlling linear dynamic plants in real time

    Science.gov (United States)

    Gabasov, R.; Kirillova, F. M.; Ha, Vo Thi Thanh

    2016-03-01

    The problem of controlling a linear dynamic plant in real time given its nondeterministic model and imperfect measurements of the inputs and outputs is considered. The concepts of current distributions of the initial state and disturbance parameters are introduced. The method for the implementation of disclosable loop using the separation principle is described. The optimal control problem under uncertainty conditions is reduced to the problems of optimal observation, optimal identification, and optimal control of the deterministic system. To extend the domain where a solution to the optimal control problem under uncertainty exists, a two-stage optimal control method is proposed. Results are illustrated using a dynamic plant of the fourth order.

  1. Nonstationary weak signal detection based on normalization stochastic resonance with varying parameters

    Indian Academy of Sciences (India)

    HAIBIN ZHANG; WEI XIONG; SHANGBIN ZHANG; QINGBO HE; FANRANG KONG

    2016-06-01

    The nonlinear stochastic resonance system possesses the ability of taking advantage of background noise to enhance the weak signal. It provides a new approach to detect the weak signal embedded with heavy noise. This study proposes a new varying parameter stochastic resonance employing the fourth-order Runge–Kutta numerical method as well as the normalized transformation of a bistable stochastic resonance system. The model performs well in the detection of a time-varying signal with background noise for denoising and signal recovery. We take the fitness coefficient and cross-correlation coefficient as the criteria and analyze the influence of different parameters. The simulating results indicate its availability, validity and that it generates a betterperformance than the traditional stochastic resonance. The method develops the area of time-varying signal detection with stochastic resonance and presents new strategy for detection and denoising of a time-varying signal. It can be expected to be widely used in the areas of aperiodic signal processing, radar communication,etc

  2. Stochastic cooling in RHIC

    Energy Technology Data Exchange (ETDEWEB)

    Brennan,J.M.; Blaskiewicz, M. M.; Severino, F.

    2009-05-04

    After the success of longitudinal stochastic cooling of bunched heavy ion beam in RHIC, transverse stochastic cooling in the vertical plane of Yellow ring was installed and is being commissioned with proton beam. This report presents the status of the effort and gives an estimate, based on simulation, of the RHIC luminosity with stochastic cooling in all planes.

  3. Non-Linear Unit Root Properties of Crude Oil Production

    OpenAIRE

    Svetlana Maslyuk; Russell Smyth

    2007-01-01

    While there is good reason to expect crude oil production to be non-linear, previous studies that have examined the stochastic properties of crude oil production have assumed that crude oil production follows a linear process. If crude oil production is a non-linear process, conventional unit root tests, which assume linear and systematic adjustment, could interpret departure from linearity as permanent stochastic disturbances. The objective of this paper is to test for non-linearities and un...

  4. Nonlinear and Stochastic Morphological Segregation

    CERN Document Server

    Blanton, M R

    1999-01-01

    I perform a joint counts-in-cells analysis of galaxies of different spectral types using the Las Campanas Redshift Survey (LCRS). Using a maximum-likelihood technique to fit for the relationship between the density fields of early- and late-type galaxies, I find a relative linear bias of $b=0.76\\pm 0.02$. This technique can probe the nonlinearity and stochasticity of the relationship as well. However, the degree to which nonlinear and stochastic fits improve upon the linear fit turns out to depend on the redshift range in question. In particular, there seems to be a systematic difference between the high- and low-redshift halves of the data (respectively, further than and closer than $cz\\approx 36,000$ km/s); all of the signal of stochasticity and nonlinearity comes from the low-redshift portion. Analysis of mock catalogs shows that the peculiar geometry and variable flux limits of the LCRS do not cause this effect. I speculate that the central surface brightness selection criteria of the LCRS may be responsi...

  5. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  6. Stochastic differential equation model to Prendiville processes

    Science.gov (United States)

    Granita, Bahar, Arifah

    2015-10-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  7. Approximate controllability of neutral stochastic integrodifferential systems in Hilbert spaces

    Directory of Open Access Journals (Sweden)

    Krishnan Balachandran

    2008-12-01

    Full Text Available In this paper sufficient conditions are established for the controllability of a class of neutral stochastic integrodifferential equations with nonlocal conditions in abstract space. The Nussbaum fixed point theorem is used to obtain the controllability results, which extends the linear system to the stochastic settings with the help of compact semigroup. An example is provided to illustrate the theory.

  8. A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES

    Institute of Scientific and Technical Information of China (English)

    Qi-Ming HE; Eldon GUNN

    2003-01-01

    In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of 2×2 stochastic matrices are found explicitly. A method based on characteristic polynomial of matrix is developed to find all real root matrices that are functions of the original 3×3 matrix, including all possible (function) stochastic root matrices. In addition, we comment on some numerical methods for computing stochastic root matrices of stochastic matrices.

  9. Self-Organising Stochastic Encoders

    CERN Document Server

    Luttrell, Stephen

    2010-01-01

    The processing of mega-dimensional data, such as images, scales linearly with image size only if fixed size processing windows are used. It would be very useful to be able to automate the process of sizing and interconnecting the processing windows. A stochastic encoder that is an extension of the standard Linde-Buzo-Gray vector quantiser, called a stochastic vector quantiser (SVQ), includes this required behaviour amongst its emergent properties, because it automatically splits the input space into statistically independent subspaces, which it then separately encodes. Various optimal SVQs have been obtained, both analytically and numerically. Analytic solutions which demonstrate how the input space is split into independent subspaces may be obtained when an SVQ is used to encode data that lives on a 2-torus (e.g. the superposition of a pair of uncorrelated sinusoids). Many numerical solutions have also been obtained, using both SVQs and chains of linked SVQs: (1) images of multiple independent targets (encod...

  10. Noncausal stochastic calculus

    CERN Document Server

    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 ...

  11. Stochastic Lie group integrators

    CERN Document Server

    Malham, Simon J A

    2007-01-01

    We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull back the flow to the corresponding Lie algebra via the exponential map. We construct an approximation to the stochastic flow in the Lie algebra via closed operations and then push back to the Lie group and then to the manifold, thus ensuring our approximation lies in the manifold. We call such schemes stochastic Munthe-Kaas methods after their deterministic counterparts. We also present stochastic Lie group integration schemes based on Castell--Gaines methods. These involve using an underlying ordinary differential integrator to approximate the flow generated by a truncated stochastic exponential Lie series. They become stochastic Lie group integrator schemes if...

  12. RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

    Institute of Scientific and Technical Information of China (English)

    Wu Fuke; Hu Shigeng; Mao Xuerong

    2011-01-01

    This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay.To overcome difficulties from unbounded delay,we develop several different techniques to investigate stability.To show our idea clearly,we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.

  13. Stochastic description for open quantum systems

    CERN Document Server

    Calzetta, E A; Verdaguer, E; Calzetta, Esteban; Roura, Albert; Verdaguer, Enric

    2000-01-01

    A linear open quantum system consisting of a harmonic oscillator coupled linearly to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in thermal equilibrium. Using the influence functional formalism a formal Langevin equation can be introduced to describe the system's fully quantum properties even beyond the semiclassical regime. It is shown that the reduced Wigner function for the system is exactly the formal distribution function resulting from averaging both over the initial conditions and the stochastic source of the formal Langevin equation. The master equation for the reduced density matrix is then obtained in the same way a Fokker-Planck equation can always be derived from a Langevin equation characterizing a stochastic process. We also show that the quantum correlation functions for the system can be deduced within the stochastic description provided by the Langevin equation. It is emphasized that when the s...

  14. Faster Simulation Methods for the Non-Stationary Random Vibrations of Non-Linear MDOF Systems

    DEFF Research Database (Denmark)

    Askar, A.; Köylüoglu, H. U.; Nielsen, Søren R. K.;

    In this paper semi-analytical forward-difference Monte Carlo simulation procedures are proposed for the determination of the lower order statistics and the Joint Probability Density Function (JPDF) of the stochastic response of geometrically nonlinear multi-degree-of-freedom structural systems....... Such a treatment offers higher rates of convergence, faster speed and higher accuracy. These procedures are compared to the direct Monte Carlo simulation procedure, which uses a fourth order Runge-Kutta scheme with the white noise process approximated by a broad band Ruiz-Penzien broken line process...

  15. Numerical methods for stochastic partial differential equations with white noise

    CERN Document Server

    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...

  16. EXPONENTIAL ESTIMATES FOR STOCHASTIC DELAY HYBRID SYSTEMS WITH MARKOVIAN SWITCHING

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    This paper deals with the problem of norm bounds for the solutions of stochastic hybrid systems with Markovian switching and time delay. Based on Lyapunov-Krasovskii theory for functional differential equations and the linear matrix inequality (LMI) approach, mean square exponential estimates for the solutions of this class of linear stochastic hybrid systems are derived. Finally, An example is illustrated to show the applicability and effectiveness of our method.

  17. Stochastic Evolution Equations with Adapted Drift

    NARCIS (Netherlands)

    Pronk, M.

    2013-01-01

    In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to the two following cases. First, we consider equations in which the drift is a closed linear operator that depends on time and is random. Such equations occur as mathematical models in for instance

  18. Filtering and control of stochastic jump hybrid systems

    CERN Document Server

    Yao, Xiuming; Zheng, Wei Xing

    2016-01-01

    This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analy...

  19. Fundamentals of Stochastic Networks

    CERN Document Server

    Ibe, Oliver C

    2011-01-01

    An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in various areas where they have not regularly been used. Combining techniques from stochastic processes and graph theory to analyze the behavior of networks, Fundamentals of Stochastic Networks provides an interdisciplinary approach by including practical applications of these stochastic networks in various fields of study, from engineering and operations management to communications and the physi

  20. Probability, Statistics, and Stochastic Processes

    CERN Document Server

    Olofsson, Peter

    2012-01-01

    This book provides a unique and balanced approach to probability, statistics, and stochastic processes.   Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area.  The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and

  1. Stochastic gravity: beyond semiclassical gravity

    Energy Technology Data Exchange (ETDEWEB)

    Verdaguer, E [Departament de Fisica Fonamental and CER en Astrofisica, Fisica de Particules i Cosmologia, Universitat de Barcelona, Av. Diagonal 647, 08028 Barcelona (Spain)

    2007-05-15

    The back-reaction of a classical gravitational field interacting with quantum matter fields is described by the semiclassical Einstein equation, which has the expectation value of the quantum matter fields stress tensor as a source. The semiclassical theory may be obtained from the quantum field theory of gravity interacting with N matter fields in the large N limit. This theory breaks down when the fields quantum fluctuations are important. Stochastic gravity goes beyond the semiclassical limit and allows for a systematic and self-consistent description of the metric fluctuations induced by these quantum fluctuations. The correlation functions of the metric fluctuations obtained in stochastic gravity reproduce the correlation functions in the quantum theory to leading order in an 1/N expansion. Two main applications of stochastic gravity are discussed. The first, in cosmology, to obtain the spectrum of primordial metric perturbations induced by the inflaton fluctuations, even beyond the linear approximation. The second, in black hole physics, to study the fluctuations of the horizon of an evaporating black hole.

  2. Information Anatomy of Stochastic Equilibria

    Directory of Open Access Journals (Sweden)

    Sarah Marzen

    2014-08-01

    Full Text Available A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some—the ephemeral information—is dissipated and some—the bound information—is actively stored and so affects future behavior. We derive analytic expressions for the ephemeral and bound information in the limit of infinitesimal time discretization for two classical systems that exhibit dynamical equilibria: first-order Langevin equations (i where the drift is the gradient of an analytic potential function and the diffusion matrix is invertible and (ii with a linear drift term (Ornstein–Uhlenbeck, but a noninvertible diffusion matrix. In both cases, the bound information is sensitive to the drift and diffusion, while the ephemeral information is sensitive only to the diffusion matrix and not to the drift. Notably, this information anatomy changes discontinuously as any of the diffusion coefficients vanishes, indicating that it is very sensitive to the noise structure. We then calculate the information anatomy of the stochastic cusp catastrophe and of particles diffusing in a heat bath in the overdamped limit, both examples of stochastic gradient descent on a potential landscape. Finally, we use our methods to calculate and compare approximations for the time-local predictive information for adaptive agents.

  3. Approximate Controllability of Fractional Neutral Stochastic System with Infinite Delay

    Science.gov (United States)

    Sakthivel, R.; Ganesh, R.; Suganya, S.

    2012-12-01

    The concept of controllability plays an important role in analysis and design of linear and nonlinear control systems. Further, fractional differential equations have wide applications in engineering and science. In this paper, the approximate controllability of neutral stochastic fractional integro-differential equation with infinite delay in a Hilbert space is studied. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of nonlinear fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided to illustrate the obtained theory.

  4. Fluctuations as stochastic deformation

    Science.gov (United States)

    Kazinski, P. O.

    2008-04-01

    A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.

  5. Singular stochastic differential equations

    CERN Document Server

    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.

  6. Stochastic longshore current dynamics

    Science.gov (United States)

    Restrepo, Juan M.; Venkataramani, Shankar

    2016-12-01

    We develop a stochastic parametrization, based on a 'simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike deterministic models, stochastic parameterization incorporates randomness and hence can only match the observations in a statistical sense. Unlike statistical emulators, in which the model is tuned to the statistical structure of the observation, stochastic parametrization are not directly tuned to match the statistics of the observations. Rather, stochastic parameterization combines deterministic, i.e physics based models with stochastic models for the "missing physics" to create hybrid models, that are stochastic, but yet can be used for making predictions, especially in the context of data assimilation. We introduce a novel measure of the utility of stochastic models of complex processes, that we call consistency of sensitivity. A model with poor consistency of sensitivity requires a great deal of tuning of parameters and has a very narrow range of realistic parameters leading to outcomes consistent with a reasonable spectrum of physical outcomes. We apply this metric to our stochastic parametrization and show that, the loss of certainty inherent in model due to its stochastic nature is offset by the model's resulting consistency of sensitivity. In particular, the stochastic model still retains the forward sensitivity of the deterministic model and hence respects important structural/physical constraints, yet has a broader range of parameters capable of producing outcomes consistent with the field data used in evaluating the model. This leads to an expanded range of model applicability. We show, in the context of data assimilation, the stochastic parametrization of longshore currents achieves good results in capturing the statistics of observation that were not used in tuning the model.

  7. Stochastic description of quantum Brownian dynamics

    Science.gov (United States)

    Yan, Yun-An; Shao, Jiushu

    2016-08-01

    Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems

  8. Identification methods for nonlinear stochastic systems.

    Science.gov (United States)

    Fullana, Jose-Maria; Rossi, Maurice

    2002-03-01

    Model identifications based on orbit tracking methods are here extended to stochastic differential equations. In the present approach, deterministic and statistical features are introduced via the time evolution of ensemble averages and variances. The aforementioned quantities are shown to follow deterministic equations, which are explicitly written within a linear as well as a weakly nonlinear approximation. Based on such equations and the observed time series, a cost function is defined. Its minimization by simulated annealing or backpropagation algorithms then yields a set of best-fit parameters. This procedure is successfully applied for various sampling time intervals, on a stochastic Lorenz system.

  9. A Stochastic Employment Problem

    Science.gov (United States)

    Wu, Teng

    2013-01-01

    The Stochastic Employment Problem(SEP) is a variation of the Stochastic Assignment Problem which analyzes the scenario that one assigns balls into boxes. Balls arrive sequentially with each one having a binary vector X = (X[subscript 1], X[subscript 2],...,X[subscript n]) attached, with the interpretation being that if X[subscript i] = 1 the ball…

  10. Instantaneous stochastic perturbation theory

    CERN Document Server

    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.

  11. Stochastic Flutter Analysis

    NARCIS (Netherlands)

    Verhoosel, C.V.; Gutiérrez, M.A.; Hulshoff, S.J.

    2006-01-01

    The field of fluid-structure interaction is combined with the field of stochastics to perform a stochastic flutter analysis. Various methods to directly incorporate the effects of uncertainties in the flutter analysis are investigated. The panel problem with a supersonic fluid flowing over it is con

  12. Parallel high-order methods for deterministic and stochastic CFD and MHD problems

    Science.gov (United States)

    Lin, Guang

    In computational fluid dynamics (CFD) and magneto-hydro-dynamics (MHD) applications there exist many sources of uncertainty, arising from imprecise material properties, random geometric roughness, noise in boundary/initial condition, transport coefficients, or external forcing. In this dissertation, stochastic perturbation analysis and stochastic simulations based on multi-element generalized polynomial chaos (ME-gPC) are employed synergistically, to solve large-scale stochastic CFD and MHD problems with many random inputs. Stochastic analytical solutions are obtained to serve in verifying the accuracy of the numerical results for small random inputs, but also in shedding light into the physical mechanisms and scaling laws associated with the structural changes of flow field due to random inputs. First, the Karhuen-Loeve (K-L) decomposition is presented; it is an efficient technique for modeling the random inputs. How to represent the covariance kernel for different boundary constrains is an important issue. A new covariance matrix for an one-dimensional fourth-order random process with four boundary constraints is derived analytically, and it is used to model random rough wedge surfaces subjected to supersonic flow. The algorithm of ME-gPC is presented next. ME-gPC is based on the decomposition of random space and spectral expansions. To efficiently solve complex stochastic fluid dynamical systems, e.g., stochastic compressible flows, the ME-gPC method is extended to multi-element probabilistic collocation method on sparse grids (ME-PCM) by coupling it with the probabilistic collocation projection. By using the sparse grid points, ME-PCM can handle random process with large number of random dimensions, with relative lower computational cost, compared to full tensor products. Several prototype problems in compressible and MHD flows are investigated by employing the aforementioned high-order stochastic numerical methods in conjunction with the stochastic

  13. Stochastic neuron models

    CERN Document Server

    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...

  14. Stochastic volatility selected readings

    CERN Document Server

    Shephard, Neil

    2005-01-01

    Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction N. Shephard. Part I: Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P. K. Clark). 2. Financial Returns Modelled by the Product of Two Stochastic Processes: A Study of Daily Sugar Prices, 1961-7, S. J. Taylor. 3. The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices, B. Rosenberg. 4. The Pricing of Options on Assets with Stochastic Volatilities, J. Hull and A. White. 5. The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor ARCH Model, F. X. Diebold and M. Nerlove. 6. Multivariate Stochastic Variance Models. 7. Stochastic Autoregressive...

  15. Existence and uniqueness of solutions of nonlinear two-point boundary value problems for fourth order differential equations%四阶微分方程非线性两点边值问题解的存在唯一性

    Institute of Scientific and Technical Information of China (English)

    高永馨; 谢燕华

    2012-01-01

    利用上下解方法,讨论了四阶微分方程非线性两点边值问题y(4) =f(x,y,y′,y″,y(′″)),y(b) =b0,y′(b) =b1,y″(b) =h(y″(a)),g(y(a),y(b),y′(a),y′(b),y″(a),y″(b),y(′″)(a),y(′″)(b)) =0解的存在唯一性.%By using the method of upper - lower solution,the existence and uniquenss of solutions of nonlinear two -point boundary value problems for fourth order differential equation y(4) =f(x,y,y′,y″,y(′″)),y(b) =b0,y′(b) =b1,y″(b) =h(y″(a)),g(y(a),y(b),y′(a),y′(b),y″(a),y″(b),y(′″)(a),y(′″)(b)) =0 are investigated.

  16. Stochastic Analysis of Advection-diffusion-Reactive Systems with Applications to Reactive Transport in Porous Media

    Energy Technology Data Exchange (ETDEWEB)

    Tartakovsky, Daniel

    2013-08-30

    We developed new CDF and PDF methods for solving non-linear stochastic hyperbolic equations that does not rely on linearization approximations and allows for rigorous formulation of the boundary conditions.

  17. COMPUTATIONAL COMPLEXITY IN WORST, STOCHASTIC AND AVERAGE CASE SETTING ON FUNCTIONAL APPROXIMATION PROBLEM OF MULTIVARIATE

    Institute of Scientific and Technical Information of China (English)

    Fang Gensun; Ye Peixin

    2005-01-01

    The order of computational complexity of all bounded linear functional approximation problem is determined for the generalized Sobolev class Wp∧(Id), Nikolskii class Hk∞(Id) in the worst (deterministic), stochastic and average case setting, from which it is concluded that the bounded linear functional approximation problem for the classes stochastic and average case setting.

  18. Stochastic Dominance under the Nonlinear Expected Utilities

    Directory of Open Access Journals (Sweden)

    Xinling Xiao

    2014-01-01

    Full Text Available In 1947, von Neumann and Morgenstern introduced the well-known expected utility and the related axiomatic system (see von Neumann and Morgenstern (1953. It is widely used in economics, for example, financial economics. But the well-known Allais paradox (see Allais (1979 shows that the linear expected utility has some limitations sometimes. Because of this, Peng proposed a concept of nonlinear expected utility (see Peng (2005. In this paper we propose a concept of stochastic dominance under the nonlinear expected utilities. We give sufficient conditions on which a random choice X stochastically dominates a random choice Y under the nonlinear expected utilities. We also provide sufficient conditions on which a random choice X strictly stochastically dominates a random choice Y under the sublinear expected utilities.

  19. Fourth order accurate compact scheme with group velocity control (GVC)

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    For solving complex flow field with multi-scale structure higher order accurate schemes are preferred. Among high order schemes the compact schemes have higher resolving efficiency. When the compact and upwind compact schemes are used to solve aerodynamic problems there are numerical oscillations near the shocks. The reason of oscillation production is because of non-uniform group velocity of wave packets in numerical solutions. For improvement of resolution of the shock a parameter function is introduced in compact scheme to control the group velocity. The newly developed method is simple. It has higher accuracy and less stencil of grid points.

  20. Fourth-Order Vibrational Transition State Theory and Chemical Kinetics

    Science.gov (United States)

    Stanton, John F.; Matthews, Devin A.; Gong, Justin Z.

    2015-06-01

    Second-order vibrational perturbation theory (VPT2) is an enormously successful and well-established theory for treating anharmonic effects on the vibrational levels of semi-rigid molecules. Partially as a consequence of the fact that the theory is exact for the Morse potential (which provides an appropriate qualitative model for stretching anharmonicity), VPT2 calculations for such systems with appropriate ab initio potential functions tend to give fundamental and overtone levels that fall within a handful of wavenumbers of experimentally measured positions. As a consequence, the next non-vanishing level of perturbation theory -- VPT4 -- offers only slight improvements over VPT2 and is not practical for most calculations since it requires information about force constants up through sextic. However, VPT4 (as well as VPT2) can be used for other applications such as the next vibrational correction to rotational constants (the ``gammas'') and other spectroscopic parameters. In addition, the marriage of VPT with the semi-classical transition state theory of Miller (SCTST) has recently proven to be a powerful and accurate treatment for chemical kinetics. In this talk, VPT4-based SCTST tunneling probabilities and cumulative reaction probabilities are give for the first time for selected low-dimensional model systems. The prospects for VPT4, both practical and intrinsic, will also be discussed.