Stochastic Collocation Applications in Computational Electromagnetics
Directory of Open Access Journals (Sweden)
Dragan Poljak
2018-01-01
Full Text Available The paper reviews the application of deterministic-stochastic models in some areas of computational electromagnetics. Namely, in certain problems there is an uncertainty in the input data set as some properties of a system are partly or entirely unknown. Thus, a simple stochastic collocation (SC method is used to determine relevant statistics about given responses. The SC approach also provides the assessment of related confidence intervals in the set of calculated numerical results. The expansion of statistical output in terms of mean and variance over a polynomial basis, via SC method, is shown to be robust and efficient approach providing a satisfactory convergence rate. This review paper provides certain computational examples from the previous work by the authors illustrating successful application of SC technique in the areas of ground penetrating radar (GPR, human exposure to electromagnetic fields, and buried lines and grounding systems.
Energy Technology Data Exchange (ETDEWEB)
Webster, Clayton G [ORNL; Zhang, Guannan [ORNL; Gunzburger, Max D [ORNL
2012-10-01
Accurate predictive simulations of complex real world applications require numerical approximations to first, oppose the curse of dimensionality and second, converge quickly in the presence of steep gradients, sharp transitions, bifurcations or finite discontinuities in high-dimensional parameter spaces. In this paper we present a novel multi-dimensional multi-resolution adaptive (MdMrA) sparse grid stochastic collocation method, that utilizes hierarchical multiscale piecewise Riesz basis functions constructed from interpolating wavelets. The basis for our non-intrusive method forms a stable multiscale splitting and thus, optimal adaptation is achieved. Error estimates and numerical examples will used to compare the efficiency of the method with several other techniques.
Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs
Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs
Haji Ali, Abdul Lateef
2016-01-06
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Multi-Index Stochastic Collocation for random PDEs
Haji Ali, Abdul Lateef
2016-03-28
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Multi-Index Stochastic Collocation for random PDEs
Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed differences to include in the MISC estimator: such optimization is a crucial step and allows us to build a method that, provided with sufficient solution regularity, is potentially more effective than other multi-level collocation methods already available in literature. We then provide a complexity analysis that assumes decay rates of product type for such mixed differences, showing that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one dimensional problem. We show the effectiveness of MISC with some computational tests, comparing it with other related methods available in the literature, such as the Multi-Index and Multilevel Monte Carlo, Multilevel Stochastic Collocation, Quasi Optimal Stochastic Collocation and Sparse Composite Collocation methods.
Robust Topology Optimization Based on Stochastic Collocation Methods under Loading Uncertainties
Directory of Open Access Journals (Sweden)
Qinghai Zhao
2015-01-01
Full Text Available A robust topology optimization (RTO approach with consideration of loading uncertainties is developed in this paper. The stochastic collocation method combined with full tensor product grid and Smolyak sparse grid transforms the robust formulation into a weighted multiple loading deterministic problem at the collocation points. The proposed approach is amenable to implementation in existing commercial topology optimization software package and thus feasible to practical engineering problems. Numerical examples of two- and three-dimensional topology optimization problems are provided to demonstrate the proposed RTO approach and its applications. The optimal topologies obtained from deterministic and robust topology optimization designs under tensor product grid and sparse grid with different levels are compared with one another to investigate the pros and cons of optimization algorithm on final topologies, and an extensive Monte Carlo simulation is also performed to verify the proposed approach.
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
Babuška, Ivo; Nobile, Fabio; Tempone, Raul
2010-01-01
This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables. The method consists of a Galerkin approximation in space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space, and naturally leads to the solution of uncoupled deterministic problems as in the Monte Carlo approach. It treats easily a wide range of situations, such as input data that depend nonlinearly on the random variables, diffusivity coefficients with unbounded second moments, and random variables that are correlated or even unbounded. We provide a rigorous convergence analysis and demonstrate exponential convergence of the “probability error” with respect to the number of Gauss points in each direction of the probability space, under some regularity assumptions on the random input data. Numerical examples show the effectiveness of the method. Finally, we include a section with developments posterior to the original publication of this work. There we review sparse grid stochastic collocation methods, which are effective collocation strategies for problems that depend on a moderately large number of random variables.
Energy Technology Data Exchange (ETDEWEB)
Yankov, A.; Downar, T. [University of Michigan, 2355 Bonisteel Blvd, Ann Arbor, MI 48109 (United States)
2013-07-01
Recent efforts in the application of uncertainty quantification to nuclear systems have utilized methods based on generalized perturbation theory and stochastic sampling. While these methods have proven to be effective they both have major drawbacks that may impede further progress. A relatively new approach based on spectral elements for uncertainty quantification is applied in this paper to several problems in reactor simulation. Spectral methods based on collocation attempt to couple the approximation free nature of stochastic sampling methods with the determinism of generalized perturbation theory. The specific spectral method used in this paper employs both the Smolyak algorithm and adaptivity by using Newton-Cotes collocation points along with linear hat basis functions. Using this approach, a surrogate model for the outputs of a computer code is constructed hierarchically by adaptively refining the collocation grid until the interpolant is converged to a user-defined threshold. The method inherently fits into the framework of parallel computing and allows for the extraction of meaningful statistics and data that are not within reach of stochastic sampling and generalized perturbation theory. This paper aims to demonstrate the advantages of spectral methods-especially when compared to current methods used in reactor physics for uncertainty quantification-and to illustrate their full potential. (authors)
Bä ck, Joakim; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2010-01-01
Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty quantification. An open and relevant research topic is the comparison of these two methods
Bäck, Joakim
2010-09-17
Much attention has recently been devoted to the development of Stochastic Galerkin (SG) and Stochastic Collocation (SC) methods for uncertainty quantification. An open and relevant research topic is the comparison of these two methods. By introducing a suitable generalization of the classical sparse grid SC method, we are able to compare SG and SC on the same underlying multivariate polynomial space in terms of accuracy vs. computational work. The approximation spaces considered here include isotropic and anisotropic versions of Tensor Product (TP), Total Degree (TD), Hyperbolic Cross (HC) and Smolyak (SM) polynomials. Numerical results for linear elliptic SPDEs indicate a slight computational work advantage of isotropic SC over SG, with SC-SM and SG-TD being the best choices of approximation spaces for each method. Finally, numerical results corroborate the optimality of the theoretical estimate of anisotropy ratios introduced by the authors in a previous work for the construction of anisotropic approximation spaces. © 2011 Springer.
On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods
Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo
2012-01-01
In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal polynomial basis to build a sequence of polynomial subspaces that features better convergence properties, in terms of error versus number of degrees of freedom, than standard choices such as Total Degree or Tensor Product subspaces. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids. Numerical results show the effectiveness of the newly introduced polynomial spaces and sparse grids. © 2012 World Scientific Publishing Company.
On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods
Beck, Joakim
2012-09-01
In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal polynomial basis to build a sequence of polynomial subspaces that features better convergence properties, in terms of error versus number of degrees of freedom, than standard choices such as Total Degree or Tensor Product subspaces. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids. Numerical results show the effectiveness of the newly introduced polynomial spaces and sparse grids. © 2012 World Scientific Publishing Company.
A stochastic collocation method for the second order wave equation with a discontinuous random speed
Motamed, Mohammad; Nobile, Fabio; Tempone, Raul
2012-01-01
In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical
International Nuclear Information System (INIS)
Ma Xiang; Zabaras, Nicholas
2009-01-01
A new approach to modeling inverse problems using a Bayesian inference method is introduced. The Bayesian approach considers the unknown parameters as random variables and seeks the probabilistic distribution of the unknowns. By introducing the concept of the stochastic prior state space to the Bayesian formulation, we reformulate the deterministic forward problem as a stochastic one. The adaptive hierarchical sparse grid collocation (ASGC) method is used for constructing an interpolant to the solution of the forward model in this prior space which is large enough to capture all the variability/uncertainty in the posterior distribution of the unknown parameters. This solution can be considered as a function of the random unknowns and serves as a stochastic surrogate model for the likelihood calculation. Hierarchical Bayesian formulation is used to derive the posterior probability density function (PPDF). The spatial model is represented as a convolution of a smooth kernel and a Markov random field. The state space of the PPDF is explored using Markov chain Monte Carlo algorithms to obtain statistics of the unknowns. The likelihood calculation is performed by directly sampling the approximate stochastic solution obtained through the ASGC method. The technique is assessed on two nonlinear inverse problems: source inversion and permeability estimation in flow through porous media
An h-adaptive stochastic collocation method for stochastic EMC/EMI analysis
Yücel, Abdulkadir C.
2010-07-01
The analysis of electromagnetic compatibility and interference (EMC/EMI) phenomena is often fraught by randomness in a system\\'s excitation (e.g., the amplitude, phase, and location of internal noise sources) or configuration (e.g., the routing of cables, the placement of electronic systems, component specifications, etc.). To bound the probability of system malfunction, fast and accurate techniques to quantify the uncertainty in system observables (e.g., voltages across mission-critical circuit elements) are called for. Recently proposed stochastic frameworks [1-2] combine deterministic electromagnetic (EM) simulators with stochastic collocation (SC) methods that approximate system observables using generalized polynomial chaos expansion (gPC) [3] (viz. orthogonal polynomials spanning the entire random domain) to estimate their statistical moments and probability density functions (pdfs). When constructing gPC expansions, the EM simulator is used solely to evaluate system observables at collocation points prescribed by the SC-gPC scheme. The frameworks in [1-2] therefore are non-intrusive and straightforward to implement. That said, they become inefficient and inaccurate for system observables that vary rapidly or are discontinuous in the random variables (as their representations may require very high-order polynomials). © 2010 IEEE.
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
Malenova, G.; Motamed, M.; Runborg, O.; Tempone, Raul
2016-01-01
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
Malenova, G.
2016-09-08
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase, and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. Although the wave solution, uϵ, is highly oscillatory in both physical and stochastic spaces, we provide theoretical arguments for simplified problems and numerical evidence that quantities of interest based on local averages of |uϵ|2 are smooth, with derivatives in the stochastic space uniformly bounded in ϵ, where ϵ denotes the short wavelength. This observable related regularity makes the sparse stochastic collocation approach more efficient than Monte Carlo methods. We present numerical tests that demonstrate this advantage.
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity
Haji Ali, Abdul Lateef; Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data, and naturally, the error analysis uses the joint regularity of the solution with respect to both the variables in the physical domain and parametric variables. In MISC, the number of problem solutions performed at each discretization level is not determined by balancing the spatial and stochastic components of the error, but rather by suitably extending the knapsack-problem approach employed in the construction of the quasi-optimal sparse-grids and Multi-index Monte Carlo methods, i.e., we use a greedy optimization procedure to select the most effective mixed differences to include in the MISC estimator. We apply our theoretical estimates to a linear elliptic PDE in which the log-diffusion coefficient is modeled as a random field, with a covariance similar to a Matérn model, whose realizations have spatial regularity determined by a scalar parameter. We conduct a complexity analysis based on a summability argument showing algebraic rates of convergence with respect to the overall computational work. The rate of convergence depends on the smoothness parameter, the physical dimensionality and the efficiency of the linear solver. Numerical experiments show the effectiveness of MISC in this infinite dimensional setting compared with the Multi-index Monte Carlo method and compare the convergence rate against the rates predicted in our theoretical analysis. © 2016 SFoCM
Zhang, D.; Liao, Q.
2016-12-01
The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity
Haji Ali, Abdul Lateef
2016-08-26
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data, and naturally, the error analysis uses the joint regularity of the solution with respect to both the variables in the physical domain and parametric variables. In MISC, the number of problem solutions performed at each discretization level is not determined by balancing the spatial and stochastic components of the error, but rather by suitably extending the knapsack-problem approach employed in the construction of the quasi-optimal sparse-grids and Multi-index Monte Carlo methods, i.e., we use a greedy optimization procedure to select the most effective mixed differences to include in the MISC estimator. We apply our theoretical estimates to a linear elliptic PDE in which the log-diffusion coefficient is modeled as a random field, with a covariance similar to a Matérn model, whose realizations have spatial regularity determined by a scalar parameter. We conduct a complexity analysis based on a summability argument showing algebraic rates of convergence with respect to the overall computational work. The rate of convergence depends on the smoothness parameter, the physical dimensionality and the efficiency of the linear solver. Numerical experiments show the effectiveness of MISC in this infinite dimensional setting compared with the Multi-index Monte Carlo method and compare the convergence rate against the rates predicted in our theoretical analysis. © 2016 SFoCM
Collocated electrodynamic FDTD schemes using overlapping Yee grids and higher-order Hodge duals
Deimert, C.; Potter, M. E.; Okoniewski, M.
2016-12-01
The collocated Lebedev grid has previously been proposed as an alternative to the Yee grid for electromagnetic finite-difference time-domain (FDTD) simulations. While it performs better in anisotropic media, it performs poorly in isotropic media because it is equivalent to four overlapping, uncoupled Yee grids. We propose to couple the four Yee grids and fix the Lebedev method using discrete exterior calculus (DEC) with higher-order Hodge duals. We find that higher-order Hodge duals do improve the performance of the Lebedev grid, but they also improve the Yee grid by a similar amount. The effectiveness of coupling overlapping Yee grids with a higher-order Hodge dual is thus questionable. However, the theoretical foundations developed to derive these methods may be of interest in other problems.
A stochastic collocation method for the second order wave equation with a discontinuous random speed
Motamed, Mohammad
2012-08-31
In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. This approach leads to the solution of uncoupled deterministic problems as in the Monte Carlo method. We consider both full and sparse tensor product spaces of orthogonal polynomials. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points for full and sparse tensor product spaces and under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems, the solution to hyperbolic problems is not in general analytic with respect to the random variables. Therefore, the rate of convergence may only be algebraic. An exponential/fast rate of convergence is still possible for some quantities of interest and for the wave solution with particular types of data. We present numerical examples, which confirm the analysis and show that the collocation method is a valid alternative to the more traditional Monte Carlo method for this class of problems. © 2012 Springer-Verlag.
Khan, Sami Ullah; Ali, Ishtiaq
2018-03-01
Explicit solutions to delay differential equation (DDE) and stochastic delay differential equation (SDDE) can rarely be obtained, therefore numerical methods are adopted to solve these DDE and SDDE. While on the other hand due to unstable nature of both DDE and SDDE numerical solutions are also not straight forward and required more attention. In this study, we derive an efficient numerical scheme for DDE and SDDE based on Legendre spectral-collocation method, which proved to be numerical methods that can significantly speed up the computation. The method transforms the given differential equation into a matrix equation by means of Legendre collocation points which correspond to a system of algebraic equations with unknown Legendre coefficients. The efficiency of the proposed method is confirmed by some numerical examples. We found that our numerical technique has a very good agreement with other methods with less computational effort.
International Nuclear Information System (INIS)
Sankaran, Sethuraman; Audet, Charles; Marsden, Alison L.
2010-01-01
Recent advances in coupling novel optimization methods to large-scale computing problems have opened the door to tackling a diverse set of physically realistic engineering design problems. A large computational overhead is associated with computing the cost function for most practical problems involving complex physical phenomena. Such problems are also plagued with uncertainties in a diverse set of parameters. We present a novel stochastic derivative-free optimization approach for tackling such problems. Our method extends the previously developed surrogate management framework (SMF) to allow for uncertainties in both simulation parameters and design variables. The stochastic collocation scheme is employed for stochastic variables whereas Kriging based surrogate functions are employed for the cost function. This approach is tested on four numerical optimization problems and is shown to have significant improvement in efficiency over traditional Monte-Carlo schemes. Problems with multiple probabilistic constraints are also discussed.
DEFF Research Database (Denmark)
Kolmogorov, Dmitry
turbine computations, collocated grid-based SIMPLE-like algorithms are developed for computations on block-structured grids with nonconformal interfaces. A technique to enhance both the convergence speed and the solution accuracy of the SIMPLE-like algorithms is presented. The erroneous behavior, which...... versions of the SIMPLE algorithm. The new technique is implemented in an existing conservative 2nd order finite-volume scheme flow solver (EllipSys), which is extended to cope with grids with nonconformal interfaces. The behavior of the discrete Navier-Stokes equations is discussed in detail...... Block LU relaxation scheme is shown to possess several optimal conditions, which enables to preserve high efficiency of the multigrid solver on both conformal and nonconformal grids. The developments are done using a parallel MPI algorithm, which can handle multiple numbers of interfaces with multiple...
Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl
2018-06-01
The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.
Energy Technology Data Exchange (ETDEWEB)
Alwan, Aravind; Aluru, N.R.
2013-12-15
This paper presents a data-driven framework for performing uncertainty quantification (UQ) by choosing a stochastic model that accurately describes the sources of uncertainty in a system. This model is propagated through an appropriate response surface function that approximates the behavior of this system using stochastic collocation. Given a sample of data describing the uncertainty in the inputs, our goal is to estimate a probability density function (PDF) using the kernel moment matching (KMM) method so that this PDF can be used to accurately reproduce statistics like mean and variance of the response surface function. Instead of constraining the PDF to be optimal for a particular response function, we show that we can use the properties of stochastic collocation to make the estimated PDF optimal for a wide variety of response functions. We contrast this method with other traditional procedures that rely on the Maximum Likelihood approach, like kernel density estimation (KDE) and its adaptive modification (AKDE). We argue that this modified KMM method tries to preserve what is known from the given data and is the better approach when the available data is limited in quantity. We test the performance of these methods for both univariate and multivariate density estimation by sampling random datasets from known PDFs and then measuring the accuracy of the estimated PDFs, using the known PDF as a reference. Comparing the output mean and variance estimated with the empirical moments using the raw data sample as well as the actual moments using the known PDF, we show that the KMM method performs better than KDE and AKDE in predicting these moments with greater accuracy. This improvement in accuracy is also demonstrated for the case of UQ in electrostatic and electrothermomechanical microactuators. We show how our framework results in the accurate computation of statistics in micromechanical systems.
International Nuclear Information System (INIS)
Alwan, Aravind; Aluru, N.R.
2013-01-01
This paper presents a data-driven framework for performing uncertainty quantification (UQ) by choosing a stochastic model that accurately describes the sources of uncertainty in a system. This model is propagated through an appropriate response surface function that approximates the behavior of this system using stochastic collocation. Given a sample of data describing the uncertainty in the inputs, our goal is to estimate a probability density function (PDF) using the kernel moment matching (KMM) method so that this PDF can be used to accurately reproduce statistics like mean and variance of the response surface function. Instead of constraining the PDF to be optimal for a particular response function, we show that we can use the properties of stochastic collocation to make the estimated PDF optimal for a wide variety of response functions. We contrast this method with other traditional procedures that rely on the Maximum Likelihood approach, like kernel density estimation (KDE) and its adaptive modification (AKDE). We argue that this modified KMM method tries to preserve what is known from the given data and is the better approach when the available data is limited in quantity. We test the performance of these methods for both univariate and multivariate density estimation by sampling random datasets from known PDFs and then measuring the accuracy of the estimated PDFs, using the known PDF as a reference. Comparing the output mean and variance estimated with the empirical moments using the raw data sample as well as the actual moments using the known PDF, we show that the KMM method performs better than KDE and AKDE in predicting these moments with greater accuracy. This improvement in accuracy is also demonstrated for the case of UQ in electrostatic and electrothermomechanical microactuators. We show how our framework results in the accurate computation of statistics in micromechanical systems
Comparison of multiphase mixing simulations performed on a staggered and a collocated grid
International Nuclear Information System (INIS)
Leskovar, M.
2000-01-01
During a severe reactor accident following core meltdown when the molten fuel comes into contact with the coolant water a steam explosion may occur. The premixing phase of a steam explosion covers the interaction of the melt jet or droplets with the water prior to any steam explosion occurrence. To get a better insight of the hydrodynamic processes during the premixing phase beside hot premixing experiments, where the water evaporation is significant, also cold isothermal premixing experiments are performed. To analyze the cold premixing experiments the computer code ESE has been developed. The specialty of ESE is that it uses a combined single-multiphase flow model. Because of problems with the convergence of the momentum equation written in conservative form on a staggered grid, the development of a collocated grid version of ESE was planed. But since we obtained the commercial code CFX-4.3, which uses a collocated variable arrangement, we decided first to test the capabilities of CFX-4.3. With ESE and CFX-4.3 the cold premixing experiment Q08 has been simulated. In the paper the simulation results performed with both codes are presented and commented in comparison to experimental data. (author)
Barber, Jared; Tanase, Roxana; Yotov, Ivan
2016-06-01
Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.
Directory of Open Access Journals (Sweden)
WANG Yupu
2016-06-01
Full Text Available In order to better express the characteristic of satellite clock bias (SCB and further improve its prediction precision, a new SCB prediction model is proposed, which can take the physical feature, cyclic variation and stochastic variation behaviors of the space-borne atomic clock into consideration by using a robust least square collocation (LSC method. The proposed model firstly uses a quadratic polynomial model with periodic terms to fit and abstract the trend term and cyclic terms of SCB. Then for the residual stochastic variation part and possible gross errors hidden in SCB data, the model employs a robust LSC method to process them. The covariance function of the LSC is determined by selecting an empirical function and combining SCB prediction tests. Using the final precise IGS SCB products to conduct prediction tests, the results show that the proposed model can get better prediction performance. Specifically, the results' prediction accuracy can enhance 0.457 ns and 0.948 ns respectively, and the corresponding prediction stability can improve 0.445 ns and 1.233 ns, compared with the results of quadratic polynomial model and grey model. In addition, the results also show that the proposed covariance function corresponding to the new model is reasonable.
Carpenter, Mark H.; Parsani, Matteo; Fisher, Travis C.; Nielsen, Eric J.
2015-01-01
Staggered grid, entropy stable discontinuous spectral collocation operators of any order are developed for Burgers' and the compressible Navier-Stokes equations on unstructured hexahedral elements. This generalization of previous entropy stable spectral collocation work [1, 2], extends the applicable set of points from tensor product, Legendre-Gauss-Lobatto (LGL) to a combination of tensor product Legendre-Gauss (LG) and LGL points. The new semi-discrete operators discretely conserve mass, momentum, energy and satisfy a mathematical entropy inequality for both Burgers' and the compressible Navier-Stokes equations in three spatial dimensions. They are valid for smooth as well as discontinuous flows. The staggered LG and conventional LGL point formulations are compared on several challenging test problems. The staggered LG operators are significantly more accurate, although more costly to implement. The LG and LGL operators exhibit similar robustness, as is demonstrated using test problems known to be problematic for operators that lack a nonlinearly stability proof for the compressible Navier-Stokes equations (e.g., discontinuous Galerkin, spectral difference, or flux reconstruction operators).
DEFF Research Database (Denmark)
Troldborg, Niels; Sørensen, Niels N.; Réthoré, Pierre-Elouan
2015-01-01
This paper describes a consistent algorithm for eliminating the numerical wiggles appearing when solving the finite volume discretized Navier-Stokes equations with discrete body forces in a collocated grid arrangement. The proposed method is a modification of the Rhie-Chow algorithm where the for...
Multi-Index Monte Carlo and stochastic collocation methods for random PDEs
Nobile, Fabio
2016-01-09
In this talk we consider the problem of computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a finite or countable sequence of terms in a suitable expansion. We describe and analyze a Multi-Index Monte Carlo (MIMC) and a Multi-Index Stochastic Collocation method (MISC). the former is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Instead of using firstorder differences as in MLMC, MIMC uses mixed differences to reduce the variance of the hierarchical differences dramatically. This in turn yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2). On the same vein, MISC is a deterministic combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. Provided enough mixed regularity, MISC can achieve better complexity than MIMC. Moreover, we show that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one-dimensional spatial problem. We propose optimization procedures to select the most effective mixed differences to include in MIMC and MISC. Such optimization is a crucial step that allows us to make MIMC and MISC computationally effective. We finally show the effectiveness of MIMC and MISC with some computational tests, including tests with a infinite countable number of random parameters.
Multi-Index Monte Carlo and stochastic collocation methods for random PDEs
Nobile, Fabio; Haji Ali, Abdul Lateef; Tamellini, Lorenzo; Tempone, Raul
2016-01-01
In this talk we consider the problem of computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a finite or countable sequence of terms in a suitable expansion. We describe and analyze a Multi-Index Monte Carlo (MIMC) and a Multi-Index Stochastic Collocation method (MISC). the former is both a stochastic version of the combination technique introduced by Zenger, Griebel and collaborators and an extension of the Multilevel Monte Carlo (MLMC) method first described by Heinrich and Giles. Instead of using firstorder differences as in MLMC, MIMC uses mixed differences to reduce the variance of the hierarchical differences dramatically. This in turn yields new and improved complexity results, which are natural generalizations of Giles s MLMC analysis, and which increase the domain of problem parameters for which we achieve the optimal convergence, O(TOL-2). On the same vein, MISC is a deterministic combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. Provided enough mixed regularity, MISC can achieve better complexity than MIMC. Moreover, we show that in the optimal case the convergence rate of MISC is only dictated by the convergence of the deterministic solver applied to a one-dimensional spatial problem. We propose optimization procedures to select the most effective mixed differences to include in MIMC and MISC. Such optimization is a crucial step that allows us to make MIMC and MISC computationally effective. We finally show the effectiveness of MIMC and MISC with some computational tests, including tests with a infinite countable number of random parameters.
Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi
2017-06-01
In numerical modeling of subsurface flow and transport problems, formation properties may not be deterministically characterized, which leads to uncertainty in simulation results. In this study, we propose a sparse grid collocation method, which adopts nested quadrature rules with delay and transformation to quantify the uncertainty of model solutions. We show that the nested Kronrod-Patterson-Hermite quadrature is more efficient than the unnested Gauss-Hermite quadrature. We compare the convergence rates of various quadrature rules including the domain truncation and domain mapping approaches. To further improve accuracy and efficiency, we present a delayed process in selecting quadrature nodes and a transformed process for approximating unsmooth or discontinuous solutions. The proposed method is tested by an analytical function and in one-dimensional single-phase and two-phase flow problems with different spatial variances and correlation lengths. An additional example is given to demonstrate its applicability to three-dimensional black-oil models. It is found from these examples that the proposed method provides a promising approach for obtaining satisfactory estimation of the solution statistics and is much more efficient than the Monte-Carlo simulations.
Parsani, Matteo
2016-10-04
Staggered grid, entropy stable discontinuous spectral collocation operators of any order are developed for the compressible Euler and Navier--Stokes equations on unstructured hexahedral elements. This generalization of previous entropy stable spectral collocation work [M. H. Carpenter, T. C. Fisher, E. J. Nielsen, and S. H. Frankel, SIAM J. Sci. Comput., 36 (2014), pp. B835--B867, M. Parsani, M. H. Carpenter, and E. J. Nielsen, J. Comput. Phys., 292 (2015), pp. 88--113], extends the applicable set of points from tensor product, Legendre--Gauss--Lobatto (LGL), to a combination of tensor product Legendre--Gauss (LG) and LGL points. The new semidiscrete operators discretely conserve mass, momentum, energy, and satisfy a mathematical entropy inequality for the compressible Navier--Stokes equations in three spatial dimensions. They are valid for smooth as well as discontinuous flows. The staggered LG and conventional LGL point formulations are compared on several challenging test problems. The staggered LG operators are significantly more accurate, although more costly from a theoretical point of view. The LG and LGL operators exhibit similar robustness, as is demonstrated using test problems known to be problematic for operators that lack a nonlinear stability proof for the compressible Navier--Stokes equations (e.g., discontinuous Galerkin, spectral difference, or flux reconstruction operators).
Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients
Beck, Joakim; Nobile, F.; Tamellini, L.; Tempone, Raul
2011-01-01
We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new effective class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids.
Multi-fidelity stochastic collocation method for computation of statistical moments
Energy Technology Data Exchange (ETDEWEB)
Zhu, Xueyu, E-mail: xueyu-zhu@uiowa.edu [Department of Mathematics, University of Iowa, Iowa City, IA 52242 (United States); Linebarger, Erin M., E-mail: aerinline@sci.utah.edu [Department of Mathematics, University of Utah, Salt Lake City, UT 84112 (United States); Xiu, Dongbin, E-mail: xiu.16@osu.edu [Department of Mathematics, The Ohio State University, Columbus, OH 43210 (United States)
2017-07-15
We present an efficient numerical algorithm to approximate the statistical moments of stochastic problems, in the presence of models with different fidelities. The method extends the multi-fidelity approximation method developed in . By combining the efficiency of low-fidelity models and the accuracy of high-fidelity models, our method exhibits fast convergence with a limited number of high-fidelity simulations. We establish an error bound of the method and present several numerical examples to demonstrate the efficiency and applicability of the multi-fidelity algorithm.
Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients
Beck, Joakim
2011-12-22
In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay of the coefficients of the spectral expansion of u on orthogonal polynomials to build a sequence of polynomial subspaces that features better convergence properties compared to standard polynomial subspaces such as Total Degree or Tensor Product. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new effective class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids.
SPAGETTA: a Multi-Purpose Gridded Stochastic Weather Generator
Dubrovsky, M.; Huth, R.; Rotach, M. W.; Dabhi, H.
2017-12-01
SPAGETTA is a new multisite/gridded multivariate parametric stochastic weather generator (WG). Site-specific precipitation occurrence and amount are modelled by Markov chain and Gamma distribution, the non-precipitation variables are modelled by an autoregressive (AR) model conditioned on precipitation occurrence, and the spatial coherence of all variables is modelled following the Wilks' (2009) approach. SPAGETTA may be run in two modes. Mode 1: it is run as a classical WG, which is calibrated using weather series from multiple sites, and only then it may produce arbitrarily long synthetic series mimicking the spatial and temporal structure of the calibration data. To generate the weather series representing the future climate, the WG parameters are modified according to the climate change scenario, typically derived from GCM or RCM simulations. Mode 2: the user provides only basic information (not necessarily to be realistic) on the temporal and spatial auto-correlation structure of the weather variables and their mean annual cycle; the generator itself derives the parameters of the underlying AR model, which produces the multi-site weather series. Optionally, the user may add the spatially varying trend, which is superimposed to the synthetic series. The contribution consists of following parts: (a) Model of the WG. (b) Validation of WG in terms of the spatial temperature and precipitation characteristics, including characteristics of spatial hot/cold/dry/wet spells. (c) Results of the climate change impact experiment, in which the WG parameters representing the spatial and temporal variability are modified using the climate change scenarios and the effect on the above spatial validation indices is analysed. In this experiment, the WG is calibrated using the E-OBS gridded daily weather data for several European regions, and the climate change scenarios are derived from the selected RCM simulations (CORDEX database). (d) The second mode of operation will be
International Nuclear Information System (INIS)
Jian, Linni; Zheng, Yanchong; Xiao, Xinping; Chan, C.C.
2015-01-01
Highlights: • A novel event-triggered scheduling scheme for vehicle-to-grid (V2G) operation is proposed. • New scheme can handle the uncertainty arising from stochastic connection of electric vehicles. • New scheme aims at minimizing the overall load variance of power grid by V2G operation. • Method to evaluate the performance of proposed scheme is elaborated and demonstrated. - Abstract: Vehicle-to-grid (V2G) operation of plug-in electric vehicles (PEVs) is attracting increasing attention since it can assist to improve the efficiency and reliability of power grid, as well as reduce the operating cost and greenhouse gas emission of electric vehicles. Within the scheme of V2G operation, PEVs are expected to serve as a novel distributed energy storage system (ESS) to help achieve the balance between supply and demand of power grid. One of the key difficulties concerning its practical implementation lies in that the availability of PEVs as ESS for grid remains highly uncertain due to their mobility as transportation tools. To address this issue, a novel event-triggered scheduling scheme for V2G operation based on the scenario of stochastic PEV connection to smart grid is proposed in this paper. Firstly, the mathematical model is formulated. Secondly, the preparation of input data for systematic evaluation is introduced and the case study is conducted. Finally, statistic analysis results demonstrate that our proposed V2G scheduling scheme can dramatically smooth out the fluctuation in power load profiles
DEFF Research Database (Denmark)
Vlachogiannis, Ioannis (John)
2009-01-01
grids is a major issue for system operators. Under these circumstances an online reactive power management strategy with minimum risk concerning all uncertain and stochastic parameters is proposed. Therefore, new concepts such as reactive power-weighted node-to-node linking and reactive power control......In the current released energy market, the large-scale complex transmission networks and the distribution ones with dispersed energy sources and "intelligent" components operate under uncertainties, stochastic and prior incomplete information. A safe and reliable operation of such complex power...... capability are introduced. A distributed and interconnected stochastic learning automata system is implemented to manage, in a unified and unique way, the reactive power in complex power grids with stochastic reactive power demand and detect the vulnerable part. The proposed simplified strategy can also...
DEFF Research Database (Denmark)
Revier, Robert Lee; Henriksen, Birgit
2006-01-01
Very little pedadagoy has been made available to teachers interested in teaching collocations in foreign and/or second language classroom. This paper aims to contribute to and promote efforts in developing L2-based pedagogy for the teaching of phraseology. To this end, it presents pedagogical...
Directory of Open Access Journals (Sweden)
S. Sofana Reka
2016-09-01
Full Text Available This paper proposes a cloud computing framework in smart grid environment by creating small integrated energy hub supporting real time computing for handling huge storage of data. A stochastic programming approach model is developed with cloud computing scheme for effective demand side management (DSM in smart grid. Simulation results are obtained using GUI interface and Gurobi optimizer in Matlab in order to reduce the electricity demand by creating energy networks in a smart hub approach.
Crosstalk statistics via collocation method
Diouf, F.; Canavero, Flavio
2009-01-01
A probabilistic model for the evaluation of transmission lines crosstalk is proposed. The geometrical parameters are assumed to be unknown and the exact solution is decomposed into two functions, one depending solely on the random parameters and the other on the frequency. The stochastic collocation
International Nuclear Information System (INIS)
Vlachogiannis, John G.
2009-01-01
In the current released energy market, the large-scale complex transmission networks and the distribution ones with dispersed energy sources and 'intelligent' components operate under uncertainties, stochastic and prior incomplete information. A safe and reliable operation of such complex power grids is a major issue for system operators. Under these circumstances an online reactive power management strategy with minimum risk concerning all uncertain and stochastic parameters is proposed. Therefore, new concepts such as reactive power-weighted node-to-node linking and reactive power control capability are introduced. A distributed and interconnected stochastic learning automata system is implemented to manage, in a unified and unique way, the reactive power in complex power grids with stochastic reactive power demand and detect the vulnerable part. The proposed simplified strategy can also consider more stochastic aspects such as variable grid's topology. Results of the proposed strategy obtained on the networks of IEEE 30-bus and IEEE 118-bus systems demonstrate the effectiveness of the proposed strategy.
Modelling and Analysis of Smart Grid: A Stochastic Model Checking Case Study
DEFF Research Database (Denmark)
Yuksel, Ender; Zhu, Huibiao; Nielson, Hanne Riis
2012-01-01
that require novel methods and applications. In this context, an important issue is the verification of certain quantitative properties of the system. In this paper, we consider a specific Chinese Smart Grid implementation as a case study and address the verification problem for performance and energy......Cyber-physical systems integrate information and communication technology functions to the physical elements of a system for monitoring and controlling purposes. The conversion of traditional power grid into a smart grid, a fundamental example of a cyber-physical system, raises a number of issues...... consumption. We employ stochastic model checking approach and present our modelling and analysis study using PRISM model checker....
Quantitative modelling and analysis of a Chinese smart grid: a stochastic model checking case study
DEFF Research Database (Denmark)
Yuksel, Ender; Nielson, Hanne Riis; Nielson, Flemming
2014-01-01
Cyber-physical systems integrate information and communication technology with the physical elements of a system, mainly for monitoring and controlling purposes. The conversion of traditional power grid into a smart grid, a fundamental example of a cyber-physical system, raises a number of issues...... that require novel methods and applications. One of the important issues in this context is the verification of certain quantitative properties of the system. In this paper, we consider a specific Chinese smart grid implementation as a case study and address the verification problem for performance and energy...... consumption.We employ stochastic model checking approach and present our modelling and analysis study using PRISM model checker....
Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.
2011-12-01
Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently
International Nuclear Information System (INIS)
Tabatabaee, Sajad; Mortazavi, Seyed Saeedallah; Niknam, Taher
2016-01-01
This paper addresses the optimal stochastic scheduling of the distributed generation units in a micro-grid. In this way, it introduces a new sufficient stochastic framework to model the correlated uncertainties in the micro-grid that includes different types of RESs such as photovoltaics, wind turbines, micro-turbine, fuel cell as well as battery as the storage device. The proposed stochastic method makes use of unscented transforms to model correlated uncertain parameters. The ability of the unscented transform method to model correlated uncertain variables is particularly appealing in the context of power systems, wherein noticeable inherent correlation exists. Due to the highly complex nature of the problem, a new optimization method based on the harmony search algorithm along with an intelligent modification method is devised to solve the proposed optimization problem, efficiently. The proposed optimization algorithm is equipped with powerful search mechanisms that make it suitable for solving both discrete and continuous problems. In comparison with the original harmony search algorithm, the proposed modified optimization algorithm has few setting parameters. The new modified harmony search algorithm provides proper balance between the local and global searches. The feasibility and satisfactory performance of performance of the proposed method are examined on two typical grid-connected MGs. - Highlights: • Introducing a new artificial optimization algorithm based on HS evolutionary technique. • Introducing a new stochastic framework based on unscented transform to model the uncertainties of the problem. • Proposing a new modification method for HS to improve its total search ability.
Stochastic sampling of quadrature grids for the evaluation of vibrational expectation values
López Ríos, Pablo; Monserrat, Bartomeu; Needs, Richard J.
2018-02-01
The thermal lines method for the evaluation of vibrational expectation values of electronic observables [B. Monserrat, Phys. Rev. B 93, 014302 (2016), 10.1103/PhysRevB.93.014302] was recently proposed as a physically motivated approximation offering balance between the accuracy of direct Monte Carlo integration and the low computational cost of using local quadratic approximations. In this paper we reformulate thermal lines as a stochastic implementation of quadrature-grid integration, analyze the analytical form of its bias, and extend the method to multiple-point quadrature grids applicable to any factorizable harmonic or anharmonic nuclear wave function. The bias incurred by thermal lines is found to depend on the local form of the expectation value, and we demonstrate that the use of finer quadrature grids along selected modes can eliminate this bias, while still offering an ˜30 % lower computational cost than direct Monte Carlo integration in our tests.
Directory of Open Access Journals (Sweden)
Huiru Zhao
2016-01-01
Full Text Available As an efficient way to deal with the global climate change and energy shortage problems, a strong, self-healing, compatible, economic and integrative smart gird is under construction in China, which is supported by large amounts of investments and advanced technologies. To promote the construction, operation and sustainable development of Strong Smart Grid (SSG, a novel hybrid framework for evaluating the performance of SSG is proposed from the perspective of sustainability. Based on a literature review, experts’ opinions and the technical characteristics of SSG, the evaluation model involves four sustainability criteria defined as economy, society, environment and technology aspects associated with 12 sub-criteria. Considering the ambiguity and vagueness of the subjective judgments on sub-criteria, fuzzy TOPSIS method is employed to evaluate the performance of SSG. In addition, different from previous research, this paper adopts the stochastic Analytical Hierarchy Process (AHP method to upgrade the traditional Technique for Order Preference by Similarity to Ideal Solution (TOPSIS by addressing the fuzzy and stochastic factors within weights calculation. Finally, four regional smart grids in China are ranked by employing the proposed framework. The results show that the sub-criteria affiliated with environment obtain much more attention than that of economy from experts group. Moreover, the sensitivity analysis indicates the ranking list remains stable no matter how sub-criteria weights are changed, which verifies the robustness and effectiveness of the proposed model and evaluation results. This study provides a comprehensive and effective method for performance evaluation of SSG and also innovates the weights calculation for traditional TOPSIS.
A Framework to Analyze the Stochastic Harmonics and Resonance of Wind Energy Grid Interconnection
Directory of Open Access Journals (Sweden)
Youngho Cho
2016-08-01
Full Text Available This paper addresses a modeling and analysis methodology for investigating the stochastic harmonics and resonance concerns of wind power plants (WPPs. Wideband harmonics from modern wind turbines (WTs are observed to be stochastic, associated with real power production, and they may adversely interact with the grid impedance and cause unexpected harmonic resonance, if not comprehensively addressed in the planning and commissioning of the WPPs. These issues should become more critical as wind penetration levels increase. We thus propose a planning study framework comprising the following functional steps: First, the best fitted probability density functions (PDFs of the harmonic components of interest in the frequency domain are determined. In operations planning, maximum likelihood estimations (MLEs followed by a chi-square test are used once field measurements or manufacturers’ data are available. Second, harmonic currents from the WPP are represented by randomly-generating harmonic components based on their PDFs (frequency spectrum and then synthesized for time domain simulations via inverse Fourier transform. Finally, we conduct a comprehensive assessment by including the impacts of feeder configurations, harmonic filters and the variability of parameters. We demonstrate the efficacy of the proposed study approach for a 100-MW offshore WPP consisting of 20 units of 5-MW full converter turbines, a realistic benchmark system adapted from a WPP under development in Korea and discuss lessons learned through this research.
Proxemic Mobile Collocated Interactions
DEFF Research Database (Denmark)
Porcheron, Martin; Lucero, Andrés; Quigley, Aaron
2016-01-01
and their digital devices (i.e. the proxemic relationships). Building on the ideas of proxemic interactions, this workshop is motivated by the concept of ‘proxemic mobile collocated interactions’, to harness new or existing technologies to create engaging and interactionally relevant experiences. Such approaches......Recent research on mobile collocated interactions has been looking at situations in which collocated users engage in collaborative activities using their mobile devices. However, existing practices fail to fully account for the culturally-dependent spatial relationships between people...... in exploring proxemics and mobile collocated interactions....
The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
International Nuclear Information System (INIS)
Foo, Jasmine; Wan Xiaoliang; Karniadakis, George Em
2008-01-01
Stochastic spectral methods are numerical techniques for approximating solutions to partial differential equations with random parameters. In this work, we present and examine the multi-element probabilistic collocation method (ME-PCM), which is a generalized form of the probabilistic collocation method. In the ME-PCM, the parametric space is discretized and a collocation/cubature grid is prescribed on each element. Both full and sparse tensor product grids based on Gauss and Clenshaw-Curtis quadrature rules are considered. We prove analytically and observe in numerical tests that as the parameter space mesh is refined, the convergence rate of the solution depends on the quadrature rule of each element only through its degree of exactness. In addition, the L 2 error of the tensor product interpolant is examined and an adaptivity algorithm is provided. Numerical examples demonstrating adaptive ME-PCM are shown, including low-regularity problems and long-time integration. We test the ME-PCM on two-dimensional Navier-Stokes examples and a stochastic diffusion problem with various random input distributions and up to 50 dimensions. While the convergence rate of ME-PCM deteriorates in 50 dimensions, the error in the mean and variance is two orders of magnitude lower than the error obtained with the Monte Carlo method using only a small number of samples (e.g., 100). The computational cost of ME-PCM is found to be favorable when compared to the cost of other methods including stochastic Galerkin, Monte Carlo and quasi-random sequence methods
Copula-based modeling of stochastic wind power in Europe and implications for the Swiss power grid
International Nuclear Information System (INIS)
Hagspiel, Simeon; Papaemannouil, Antonis; Schmid, Matthias; Andersson, Göran
2012-01-01
Highlights: ► We model stochastic wind power using copula theory. ► Stochastic wind power is integrated in a European system adequacy evaluation. ► The Swiss power grid is put at risk by further integrating wind power in Europe. ► System elements located at or close to Swiss borders are affected the most. ► A criticality indicator allows prioritizing expansion plans on a probabilistic basis. -- Abstract: Large scale integration of wind energy poses new challenges to the European power system due to its stochastic nature and often remote location. In this paper a multivariate uncertainty analysis problem is formulated for the integration of stochastic wind energy in the European grid. By applying copula theory a synthetic set of data is generated from scarce wind speed reanalysis data in order to achieve the increased sample size for the subsequent Monte Carlo simulation. In the presented case study, European wind power samples are generated from the modeled stochastic process. Under the precondition of a modeled perfect market environment, wind power impacts dispatch decisions and therefore leads to alterations in power balances. Stochastic power balances are implemented in a detailed model of the European electricity network, based on the generated samples. Finally, a Monte Carlo method is used to determine power flows and contingencies in the system. An indicator is elaborated in order to analyze risk of overloading and to prioritize necessary grid reinforcements. Implications for the Swiss power grid are investigated in detail, revealing that the current system is significantly put at risk in certain areas by the further integration of wind power in Europe. It is the first time that the results of a probabilistic model for wind energy are further deployed within a power system analysis of the interconnected European grid. The method presented in this paper allows to account for stochastic wind energy in a load flow analysis and to evaluate
International Nuclear Information System (INIS)
Shaban Boloukat, Mohammad Hadi; Akbari Foroud, Asghar
2016-01-01
This paper represents a stochastic approach for long-term optimal resource expansion planning of a grid-connected microgrid (MG) containing different technologies as intermittent renewable energy resources, energy storage systems and thermal resources. Maximizing profit and reliability, along with minimizing investment and operation costs, are major objectives which have been considered in this model. Also, the impacts of intermittency and uncertainty in renewable energy resources were investigated. The interval linear programming (ILP) was applied for modelling inherent stochastic nature of the renewable energy resources. ILP presents some superiority in modelling of uncertainties in MG planning. The problem was formulated as a mixed-integer linear programming. It has been demonstrated previously that the benders decomposition (BD) served as an effective tool for solving such problems. BD divides the original problem into a master (investment) problem and operation and reliability subproblems. In this paper a multiperiod MG planning is presented, considering life time, maximum penetration limit of each technology, interest rate, capital recovery factor and investment fund. Real-time energy exchange with the utility is covered, with a consideration of variable tariffs at different load blocks. The presented approach can help MG planners to adopt best decision under various uncertainty levels based on their budgetary policies. - Highlights: • Considering uncertain nature of the renewable resources with applying ILP. • Considering the effect of intermittency of renewable in MG planning. • Multiobjective MG planning problem which covers cost, profit and reliability. • Multiperiod approach for MG planning considering life time and MPL of technologies. • Presenting real-time energy exchange with the utility considering variable tariffs.
A stochastic framework for the grid integration of wind power using flexible load approach
International Nuclear Information System (INIS)
Heydarian-Forushani, E.; Moghaddam, M.P.; Sheikh-El-Eslami, M.K.; Shafie-khah, M.; Catalão, J.P.S.
2014-01-01
Highlights: • This paper focuses on the potential of Demand Response Programs (DRPs) to contribute to flexibility. • A stochastic network constrained unit commitment associated with DR is presented. • DR participation levels and electricity tariffs are evaluated on providing a flexible load profile. • Novel quantitative indices for evaluating flexibility are defined to assess the success of DRPs. • DR types and customer participation levels are the main factors to modify the system load profile. - Abstract: Wind power integration has always been a key research area due to the green future power system target. However, the intermittent nature of wind power may impose some technical and economic challenges to Independent System Operators (ISOs) and increase the need for additional flexibility. Motivated by this need, this paper focuses on the potential of Demand Response Programs (DRPs) as an option to contribute to the flexible operation of power systems. On this basis, in order to consider the uncertain nature of wind power and the reality of electricity market, a Stochastic Network Constrained Unit Commitment associated with DR (SNCUCDR) is presented to schedule both generation units and responsive loads in power systems with high penetration of wind power. Afterwards, the effects of both price-based and incentive-based DRPs are evaluated, as well as DR participation levels and electricity tariffs on providing a flexible load profile and facilitating grid integration of wind power. For this reason, novel quantitative indices for evaluating flexibility are defined to assess the success of DRPs in terms of wind integration. Sensitivity studies indicate that DR types and customer participation levels are the main factors to modify the system load profile to support wind power integration
Fredriksen, H. B.; Løvsletten, O.; Rypdal, M.; Rypdal, K.
2014-12-01
Several research groups around the world collect instrumental temperature data and combine them in different ways to obtain global gridded temperature fields. The three most well known datasets are HadCRUT4 produced by the Climatic Research Unit and the Met Office Hadley Centre in UK, one produced by NASA GISS, and one produced by NOAA. Recently Berkeley Earth has also developed a gridded dataset. All these four will be compared in our analysis. The statistical properties we will focus on are the standard deviation and the Hurst exponent. These two parameters are sufficient to describe the temperatures as long-range memory stochastic processes; the standard deviation describes the general fluctuation level, while the Hurst exponent relates the strength of the long-term variability to the strength of the short-term variability. A higher Hurst exponent means that the slow variations are stronger compared to the fast, and that the autocovariance function will have a stronger tail. Hence the Hurst exponent gives us information about the persistence or memory of the process. We make use of these data to show that data averaged over a larger area exhibit higher Hurst exponents and lower variance than data averaged over a smaller area, which provides information about the relationship between temporal and spatial correlations of the temperature fluctuations. Interpolation in space has some similarities with averaging over space, although interpolation is more weighted towards the measurement locations. We demonstrate that the degree of spatial interpolation used can explain some differences observed between the variances and memory exponents computed from the various datasets.
International Nuclear Information System (INIS)
Najibi, Fatemeh; Niknam, Taher; Kavousi-Fard, Abdollah
2016-01-01
This paper aims to report the results of the research conducted to one thermal and electrical model for photovoltaic. Moreover, one probabilistic framework is introduced for considering all uncertainties in the optimal energy management of Micro-Grid problem. It should be noted that one typical Micro-Grid is being studied as a case, including different renewable energy sources, such as Photovoltaic, Micro Turbine, Wind Turbine, and one battery as a storage device for storing energy. The uncertainties of market price variation, photovoltaic and wind turbine output power change and load demand error are covered by the suggested probabilistic framework. The Micro-Grid problem is of nonlinear nature because of the stochastic behavior of the renewable energy sources such as Photovoltaic and Wind Turbine units, and hence there is need for a powerful tool to solve the problem. Therefore, in addition to the simulated thermal model and suggested probabilistic framework, a new algorithm is also introduced. The Backtracking Search Optimization Algorithm is described as a useful method to optimize the MG (micro-grids) problem. This algorithm has the benefit of escaping from the local optima while converging fast, too. The proposed algorithm is also tested on the typical Micro-Grid. - Highlights: • Proposing an electro-thermal model for PV. • Proposing a new stochastic formulation for optimal operation of renewable MGs. • Introduction of a new optimization method based on BSO to explore the problem search space.
Directory of Open Access Journals (Sweden)
Qinghai Zhao
2015-01-01
Full Text Available A mathematical framework is developed which integrates the reliability concept into topology optimization to solve reliability-based topology optimization (RBTO problems under uncertainty. Two typical methodologies have been presented and implemented, including the performance measure approach (PMA and the sequential optimization and reliability assessment (SORA. To enhance the computational efficiency of reliability analysis, stochastic response surface method (SRSM is applied to approximate the true limit state function with respect to the normalized random variables, combined with the reasonable design of experiments generated by sparse grid design, which was proven to be an effective and special discretization technique. The uncertainties such as material property and external loads are considered on three numerical examples: a cantilever beam, a loaded knee structure, and a heat conduction problem. Monte-Carlo simulations are also performed to verify the accuracy of the failure probabilities computed by the proposed approach. Based on the results, it is demonstrated that application of SRSM with SGD can produce an efficient reliability analysis in RBTO which enables a more reliable design than that obtained by DTO. It is also found that, under identical accuracy, SORA is superior to PMA in view of computational efficiency.
International Nuclear Information System (INIS)
Ji, L.; Niu, D.X.; Huang, G.H.
2014-01-01
In this paper a stochastic robust optimization problem of residential micro-grid energy management is presented. Combined cooling, heating and electricity technology (CCHP) is introduced to satisfy various energy demands. Two-stage programming is utilized to find the optimal installed capacity investment and operation control of CCHP (combined cooling heating and power). Moreover, interval programming and robust stochastic optimization methods are exploited to gain interval robust solutions under different robustness levels which are feasible for uncertain data. The obtained results can help micro-grid managers minimizing the investment and operation cost with lower system failure risk when facing fluctuant energy market and uncertain technology parameters. The different robustness levels reflect the risk preference of micro-grid manager. The proposed approach is applied to residential area energy management in North China. Detailed computational results under different robustness level are presented and analyzed for providing investment decision and operation strategies. - Highlights: • An inexact two-stage stochastic robust programming model for CCHP management. • The energy market and technical parameters uncertainties were considered. • Investment decision, operation cost, and system safety were analyzed. • Uncertainties expressed as discrete intervals and probability distributions
Rectangular spectral collocation
Driscoll, Tobin A.; Hale, Nicholas
2015-01-01
Boundary conditions in spectral collocation methods are typically imposed by removing some rows of the discretized differential operator and replacing them with others that enforce the required conditions at the boundary. A new approach based upon
Mobile Collocated Interactions
DEFF Research Database (Denmark)
Lucero, Andrés; Clawson, James; Lyons, Kent
2015-01-01
Mobile devices such as smartphones and tablets were originally conceived and have traditionally been utilized for individual use. Research on mobile collocated interactions has been looking at situations in which collocated users engage in collaborative activities using their mobile devices, thus...... going from personal/individual toward shared/multiuser experiences and interactions. However, computers are getting smaller, more powerful, and closer to our bodies. Therefore, mobile collocated interactions research, which originally looked at smartphones and tablets, will inevitably include ever......-smaller computers, ones that can be worn on our wrists or other parts of the body. The focus of this workshop is to bring together a community of researchers, designers and practitioners to explore the potential of extending mobile collocated interactions to the use of wearable devices....
International Nuclear Information System (INIS)
Niknam, Taher; Azizipanah-Abarghooee, Rasoul; Narimani, Mohammad Rasoul
2012-01-01
Highlights: ► Proposes a stochastic model for optimal energy management. ► Consider uncertainties related to the forecasted values for load demand. ► Consider uncertainties of forecasted values of output power of wind and photovoltaic units. ► Consider uncertainties of forecasted values of market price. ► Present an improved multi-objective teaching–learning-based optimization. -- Abstract: This paper proposes a stochastic model for optimal energy management with the goal of cost and emission minimization. In this model, the uncertainties related to the forecasted values for load demand, available output power of wind and photovoltaic units and market price are modeled by a scenario-based stochastic programming. In the presented method, scenarios are generated by a roulette wheel mechanism based on probability distribution functions of the input random variables. Through this method, the inherent stochastic nature of the proposed problem is released and the problem is decomposed into a deterministic problem. An improved multi-objective teaching–learning-based optimization is implemented to yield the best expected Pareto optimal front. In the proposed stochastic optimization method, a novel self adaptive probabilistic modification strategy is offered to improve the performance of the presented algorithm. Also, a set of non-dominated solutions are stored in a repository during the simulation process. Meanwhile, the size of the repository is controlled by usage of a fuzzy-based clustering technique. The best expected compromise solution stored in the repository is selected via the niching mechanism in a way that solutions are encouraged to seek the lesser explored regions. The proposed framework is applied in a typical grid-connected micro grid in order to verify its efficiency and feasibility.
Nobile, F.
2015-10-30
In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods” (Beck et al., Math Models Methods Appl Sci 22(09), 2012). The construction of a sparse grid is recast into a knapsack problem: a profit is assigned to each hierarchical surplus and only the most profitable ones are added to the sparse grid. The convergence rate of the sparse grid approximation error with respect to the number of points in the grid is then shown to depend on weighted summability properties of the sequence of profits. This is a very general argument that can be applied to sparse grids built with any uni-variate family of points, both nested and non-nested. As an example, we apply such quasi-optimal sparse grids to the solution of a particular elliptic PDE with stochastic diffusion coefficients, namely the “inclusions problem”: we detail the convergence estimates obtained in this case using polynomial interpolation on either nested (Clenshaw–Curtis) or non-nested (Gauss–Legendre) abscissas, verify their sharpness numerically, and compare the performance of the resulting quasi-optimal grids with a few alternative sparse-grid construction schemes recently proposed in the literature.
Nobile, F.; Tamellini, L.; Tempone, Raul
2015-01-01
In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods” (Beck et al., Math Models Methods Appl Sci 22(09), 2012). The construction of a sparse grid is recast into a knapsack problem: a profit is assigned to each hierarchical surplus and only the most profitable ones are added to the sparse grid. The convergence rate of the sparse grid approximation error with respect to the number of points in the grid is then shown to depend on weighted summability properties of the sequence of profits. This is a very general argument that can be applied to sparse grids built with any uni-variate family of points, both nested and non-nested. As an example, we apply such quasi-optimal sparse grids to the solution of a particular elliptic PDE with stochastic diffusion coefficients, namely the “inclusions problem”: we detail the convergence estimates obtained in this case using polynomial interpolation on either nested (Clenshaw–Curtis) or non-nested (Gauss–Legendre) abscissas, verify their sharpness numerically, and compare the performance of the resulting quasi-optimal grids with a few alternative sparse-grid construction schemes recently proposed in the literature.
Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M
2016-01-01
In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.
Geostationary satellites collocation
Li, Hengnian
2014-01-01
Geostationary Satellites Collocation aims to find solutions for deploying a safe and reliable collocation control. Focusing on the orbital perturbation analysis, the mathematical foundations for orbit and control of the geostationary satellite are summarized. The mathematical and physical principle of orbital maneuver and collocation strategies for multi geostationary satellites sharing with the same dead band is also stressed. Moreover, the book presents some applications using the above algorithms and mathematical models to help readers master the corrective method for planning station keeping maneuvers. Engineers and scientists in the fields of aerospace technology and space science can benefit from this book. Hengnian Li is the Deputy Director of State Key Laboratory of Astronautic Dynamics, China.
International Nuclear Information System (INIS)
Bornapour, Mosayeb; Hooshmand, Rahmat-Allah; Khodabakhshian, Amin; Parastegari, Moein
2017-01-01
Highlights: • Stochastic model is proposed for coordinated scheduling of renewable energy sources. • The effect of combined heat and power is considered. • Uncertainties of wind speed, solar radiation and electricity market price are considered. • Profit maximization, emission and AENS minimization are considered as objective functions. • Modified firefly algorithm is employed to solve the problem. - Abstract: Nowadays the operation of renewable energy sources and combined heat and power (CHP) units is increased in micro grids; therefore, to reach optimal performance, optimal scheduling of these units is required. In this regard, in this paper a micro grid consisting of proton exchange membrane fuel cell-combined heat and power (PEMFC-CHP), wind turbines (WT) and photovoltaic (PV) units, is modeled to determine the optimal scheduling state of these units by considering uncertain behavior of renewable energy resources. For this purpose, a scenario-based method is used for modeling the uncertainties of electrical market price, the wind speed, and solar irradiance. It should be noted that the hydrogen storage strategy is also applied in this study for PEMFC-CHP units. Market profit, total emission production, and average energy not supplied (AENS) are the objective functions considered in this paper simultaneously. Consideration of the above-mentioned objective functions converts the proposed problem to a mixed integer nonlinear programming. To solve this problem, a multi-objective firefly algorithm is used. The uncertainties of parameters convert the mixed integer nonlinear programming problem to a stochastic mixed integer nonlinear programming problem. Moreover, optimal coordinated scheduling of renewable energy resources and thermal units in micro-grids improve the value of the objective functions. Simulation results obtained from a modified 33-bus distributed network as a micro grid illustrates the effectiveness of the proposed method.
Zhang, Huifeng; Lei, Xiaohui; Wang, Chao; Yue, Dong; Xie, Xiangpeng
2017-01-01
Since wind power is integrated into the thermal power operation system, dynamic economic emission dispatch (DEED) has become a new challenge due to its uncertain characteristics. This paper proposes an adaptive grid based multi-objective Cauchy differential evolution (AGB-MOCDE) for solving stochastic DEED with wind power uncertainty. To properly deal with wind power uncertainty, some scenarios are generated to simulate those possible situations by dividing the uncertainty domain into different intervals, the probability of each interval can be calculated using the cumulative distribution function, and a stochastic DEED model can be formulated under different scenarios. For enhancing the optimization efficiency, Cauchy mutation operation is utilized to improve differential evolution by adjusting the population diversity during the population evolution process, and an adaptive grid is constructed for retaining diversity distribution of Pareto front. With consideration of large number of generated scenarios, the reduction mechanism is carried out to decrease the scenarios number with covariance relationships, which can greatly decrease the computational complexity. Moreover, the constraint-handling technique is also utilized to deal with the system load balance while considering transmission loss among thermal units and wind farms, all the constraint limits can be satisfied under the permitted accuracy. After the proposed method is simulated on three test systems, the obtained results reveal that in comparison with other alternatives, the proposed AGB-MOCDE can optimize the DEED problem while handling all constraint limits, and the optimal scheme of stochastic DEED can decrease the conservation of interval optimization, which can provide a more valuable optimal scheme for real-world applications.
Energy Technology Data Exchange (ETDEWEB)
Ameme, Dan Selorm Kwami [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Guttromson, Ross [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-10-01
This report characterizes communications network latency under various network topologies and qualities of service (QoS). The characterizations are probabilistic in nature, allowing deeper analysis of stability for Internet Protocol (IP) based feedback control systems used in grid applications. The work involves the use of Raspberry Pi computers as a proxy for a controlled resource, and an ns-3 network simulator on a Linux server to create an experimental platform (testbed) that can be used to model wide-area grid control network communications in smart grid. Modbus protocol is used for information transport, and Routing Information Protocol is used for dynamic route selection within the simulated network.
Collocations in Marine Engineering English
Directory of Open Access Journals (Sweden)
Mirjana Borucinsky
2016-05-01
Full Text Available Collocations are very frequent in the English language (Hill, 2000, and they are probably the most common and most representative of English multi-word expressions (Lewis, 2000. Furthermore, as a subset of formulaic sequences, collocations are considered to be a central aspect of communicative competence (Nation, 2001. Hence, the importance of teaching collocations in General English (GE as well as in English for Specific Purposes (ESP is undeniable. Understanding and determining the relevant collocations and their mastery are of “utmost importance to a ME instructor” (Cole et al., 2007, p. 137, and collocations are one of the most productive ways of enriching vocabulary and terminology in modern ME. Vişan & Georgescu (2011 have undertaken a relevant study on collocations and “collocational competence” on board ships, including mostly nautical terminology. However, no substantial work on collocations in Marine Engineering English as a sub-register of ME has been carried out. Hence, this paper tries to determine the most important collocations in Marine Engineering English, based on a small corpus of collected e-mails. After determining the most relevant collocations, we suggest how to implement these in the language classroom and how to improve the collocational competence of marine engineering students.
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
Castrillon, Julio
2016-03-02
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remapped onto a corresponding PDE with a fixed deterministic domain. We show that the solution can be analytically extended to a well defined region in CN with respect to the random variables. A sparse grid stochastic collocation method is then used to compute the mean and variance of the QoI. Finally, convergence rates for the mean and variance of the QoI are derived and compared to those obtained in numerical experiments.
Stochastic simulation of large grids using free and public domain software
Bruin, de S.; Wit, de A.J.W.
2005-01-01
This paper proposes a tiled map procedure enabling sequential indicator simulation on grids consisting of several tens of millions of cells, without putting excessive memory requirements. Spatial continuity across map tiles is handled by conditioning adjacent tiles on their shared boundaries. Tiles
Directory of Open Access Journals (Sweden)
Alfred J. Hildreth
2013-01-01
Full Text Available Smart grids enable a two-way energy demand response capability through which a utility company offers its industrial customers various call options for energy load curtailment. If a customer has the capability to accurately determine whether to accept an offer or not, then in the case of accepting an offer, the customer can earn both an option premium to participate, and a strike price for load curtailments if requested. However, today most manufacturing companies lack the capability to make the correct contract decisions for given offers. This paper proposes a novel decision model based on activity-based costing (ABC and stochastic programming, developed to accurately evaluate the impact of load curtailments and determine as to whether or not to accept an energy load curtailment offer. The proposed model specifically targets state-transition flexible and Quality-of-Service (QoS flexible energy use activities to reduce the peak energy demand rate. An illustrative example with the proposed decision model under a call-option based energy demand response scenario is presented. As shown from the example results, the proposed decision model can be used with emerging smart grid opportunities to provide a competitive advantage to the manufacturing industry.
Stochastic scheduling of renewable micro-grids considering photovoltaic source uncertainties
International Nuclear Information System (INIS)
Najibi, Fatemeh; Niknam, Taher
2015-01-01
Highlights: • Proposing a complete model for PV panels. • Suggesting a Scenario Based Method to see the uncertainties of problem. • Introduction of a new optimization algorithm for solving MG operation problem. • We propose one modification over the proposed algorithm to make it better working. - Abstract: This paper introduces a new electrical model of a PV array by simulating and tests it on one typical Micro-Grid (MG) to see its performance with regards of optimal energy management of Micro-Grids (MGS). In addition, it introduces a probabilistic framework based on a scenario-based method to overcome all the uncertainties in the optimal energy management of MGs with different renewable power sources, such as Photovoltaic (PV), Wind Turbine (WT), Micro Turbine (MT), and storage devices. Therefore, the uncertainty is considered for WT and PV output power variations, load demand forecasting error and grid bid changes at the same time. It is hard to solve MG problem with all its uncertainty for 24-h time intervals, and consider several equality and inequality at the same time. In fact, in order to resolve this issue, the problem needs one powerful technique that although it converges very fast, it escapes from the local optima. As a result, one modern Dolphin echolocation optimization algorithm (DEOA) is defined to explore all the search space globally. The DEO algorithm uses the ability of echolocation of the dolphins to find the best location. Additionally, the proposed modification method will be introduced in this paper. This method makes the algorithm work better and finds the locations faster. The proposed method is implemented on a test grid-connected MG and satisfying results can be seen after implementation
Momoh, James A.; Salkuti, Surender Reddy
2016-06-01
This paper proposes a stochastic optimization technique for solving the Voltage/VAr control problem including the load demand and Renewable Energy Resources (RERs) variation. The RERs often take along some inputs like stochastic behavior. One of the important challenges i. e., Voltage/VAr control is a prime source for handling power system complexity and reliability, hence it is the fundamental requirement for all the utility companies. There is a need for the robust and efficient Voltage/VAr optimization technique to meet the peak demand and reduction of system losses. The voltages beyond the limit may damage costly sub-station devices and equipments at consumer end as well. Especially, the RERs introduces more disturbances and some of the RERs are not even capable enough to meet the VAr demand. Therefore, there is a strong need for the Voltage/VAr control in RERs environment. This paper aims at the development of optimal scheme for Voltage/VAr control involving RERs. In this paper, Latin Hypercube Sampling (LHS) method is used to cover full range of variables by maximally satisfying the marginal distribution. Here, backward scenario reduction technique is used to reduce the number of scenarios effectively and maximally retain the fitting accuracy of samples. The developed optimization scheme is tested on IEEE 24 bus Reliability Test System (RTS) considering the load demand and RERs variation.
Collocations and collocation types in ESP textbooks: Quantitative pedagogical analysis
Directory of Open Access Journals (Sweden)
Bogdanović Vesna Ž.
2016-01-01
Full Text Available The term collocation, even though it is rather common in the English language grammar, it is not a well known or commonly used term in the textbooks and scientific papers written in the Serbian language. Collocating is usually defined as a natural appearance of two (or more words, which are usually one next to another even though they can be separated in the text, while collocations are defined as words with natural semantic and/or syntactic relations being joined together in a sentence. Collocations are naturally used in all English written texts, including scientific texts and papers. Using two textbooks for English for Specific Purposes (ESP for intermediate students' courses, this paper presents the frequency of collocations and their typology. The paper tries to investigate the relationship between lexical and grammatical collocations written in the ESP texts and the reasons for their presence. There is an overview of the most used subtypes of lexical collocations as well. Furthermore, on applying the basic corpus analysis based on the quantitative analysis, the paper presents the number of open, restricted and bound collocations in ESP texts, trying to draw conclusions on their frequency and hence the modes for their learning. There is also a section related to the number and usage of scientific collocations, both common scientific and narrow-professional ones. The conclusion is that the number of present collocations in the selected two textbooks imposes a demand for further analysis of these lexical connections, as well as new modes for their teaching and presentations to the English learning students.
International Nuclear Information System (INIS)
Bornapour, Mosayeb; Hooshmand, Rahmat-Allah; Khodabakhshian, Amin; Parastegari, Moein
2017-01-01
Highlights: •Stochastic model is proposed for coordinated scheduling of renewable energy sources. •The effect of combined heat and power is considered. •Hydrogen storage is considered for fuel cells. •Maximizing profits of micro grid is considered as objective function. •Considering the uncertainties of problem lead to profit increasing. -- Abstract: Nowadays, renewable energy sources and combined heat and power units are extremely used in micro grids, so it is necessary to schedule these units to improve the performance of the system. In this regard, a stochastic model is proposed in this paper to schedule proton exchange membrane fuel cell-combined heat and power, wind turbines, and photovoltaic units coordinately in a micro grid while considering hydrogen storage. Hydrogen storage strategy is considered for the operation of proton exchange membrane fuel cell-combined heat and power units. To consider stochastic generation of renewable energy source units in this paper, a scenario-based method is used. In this method, the uncertainties of electrical market price, the wind speed, and solar irradiance are considered. This stochastic scheduling problem is a mixed integer- nonlinear programming which considers the proposed objective function and variables of coordinated scheduling of PEMFC-CHP, wind turbines and photovoltaic units. It also considers hydrogen storage strategy and converts it to a mixed integer nonlinear problem. In this study a modified firefly algorithm is used to solve the problem. This method is examined on modified 33-bus distributed network as a MG for its performance.
Mobile Collocated Interactions With Wearables
DEFF Research Database (Denmark)
Lucero, Andrés; Wilde, Danielle; Robinson, Simon
2015-01-01
Research on mobile collocated interactions has been looking at situations in which collocated users engage in collaborative activities using their mobile devices, thus going from personal/individual toward shared/multiuser experiences and interactions. However, computers are getting smaller, more...
Collocation Impact on Team Effectiveness
Directory of Open Access Journals (Sweden)
M Eccles
2010-11-01
Full Text Available The collocation of software development teams is common, specially in agile software development environments. However little is known about the impact of collocation on the team’s effectiveness. This paper explores the impact of collocating agile software development teams on a number of team effectiveness factors. The study focused on South African software development teams and gathered data through the use of questionnaires and interviews. The key finding was that collocation has a positive impact on a number of team effectiveness factors which can be categorised under team composition, team support, team management and structure and team communication. Some of the negative impact collocation had on team effectiveness relate to the fact that team members perceived that less emphasis was placed on roles, that morale of the group was influenced by individuals, and that collocation was invasive, reduced level of privacy and increased frequency of interruptions. Overall through it is proposed that companies should consider collocating their agile software development teams, as collocation might leverage overall team effectiveness.
Stochastic Impact Assessment of the Heating and Transportation Systems Electrification on LV grids
DEFF Research Database (Denmark)
Mendaza, Iker Diaz de Cerio; Bak-Jensen, Birgitte; Chen, Zhe
2014-01-01
According to the new energy policy agreements, a conceptual and technological re-structuration of the Danish energy sector is expected. One of the key points for its successful implementation is the partial electrification of the heating and transportation systems. This fact, which reflects an en....... As a case study, a typical Danish low voltage grid is considered. The results obtained, using DIgSILENT PowerFactory, show that sometimes the hosting capability of these networks may be poor for the integration levels expected....
Rectangular spectral collocation
Driscoll, Tobin A.
2015-02-06
Boundary conditions in spectral collocation methods are typically imposed by removing some rows of the discretized differential operator and replacing them with others that enforce the required conditions at the boundary. A new approach based upon resampling differentiated polynomials into a lower-degree subspace makes differentiation matrices, and operators built from them, rectangular without any row deletions. Then, boundary and interface conditions can be adjoined to yield a square system. The resulting method is both flexible and robust, and avoids ambiguities that arise when applying the classical row deletion method outside of two-point scalar boundary-value problems. The new method is the basis for ordinary differential equation solutions in Chebfun software, and is demonstrated for a variety of boundary-value, eigenvalue and time-dependent problems.
Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
International Nuclear Information System (INIS)
Jakeman, John D.; Archibald, Richard; Xiu Dongbin
2011-01-01
In this paper we present a set of efficient algorithms for detection and identification of discontinuities in high dimensional space. The method is based on extension of polynomial annihilation for discontinuity detection in low dimensions. Compared to the earlier work, the present method poses significant improvements for high dimensional problems. The core of the algorithms relies on adaptive refinement of sparse grids. It is demonstrated that in the commonly encountered cases where a discontinuity resides on a small subset of the dimensions, the present method becomes 'optimal', in the sense that the total number of points required for function evaluations depends linearly on the dimensionality of the space. The details of the algorithms will be presented and various numerical examples are utilized to demonstrate the efficacy of the method.
Translating English Idioms and Collocations
Directory of Open Access Journals (Sweden)
Rochayah Machali
2004-01-01
Full Text Available Learners of English should be made aware of the nature, types, and use of English idioms. This paper disensses the nature of idioms and collocations and translation issues related to them
Directory of Open Access Journals (Sweden)
Pouria Sheikhahmadi
2018-03-01
Full Text Available The operation problem of a micro-grid (MG in grid-connected mode is an optimization one in which the main objective of the MG operator (MGO is to minimize the operation cost with optimal scheduling of resources and optimal trading energy with the main grid. The MGO can use incentive-based demand response programs (DRPs to pay an incentive to the consumers to change their demands in the peak hours. Moreover, the MGO forecasts the output power of renewable energy resources (RERs and models their uncertainties in its problem. In this paper, the operation problem of an MGO is modeled as a risk-based two-stage stochastic optimization problem. To model the uncertainties of RERs, two-stage stochastic programming is considered and conditional value at risk (CVaR index is used to manage the MGO’s risk-level. Moreover, the non-linear economic models of incentive-based DRPs are used by the MGO to change the peak load. The numerical studies are done to investigate the effect of incentive-based DRPs on the operation problem of the MGO. Moreover, to show the effect of the risk-averse parameter on MGO decisions, a sensitivity analysis is carried out.
International Nuclear Information System (INIS)
Ren Xiaoan; Wu Wenquan; Xanthis, Leonidas S.
2011-01-01
Highlights: → New approach for stochastic computations based on polynomial chaos. → Development of dynamically adaptive wavelet multiscale solver using space refinement. → Accurate capture of steep gradients and multiscale features in stochastic problems. → All scales of each random mode are captured on independent grids. → Numerical examples demonstrate the need for different space resolutions per mode. - Abstract: In stochastic computations, or uncertainty quantification methods, the spectral approach based on the polynomial chaos expansion in random space leads to a coupled system of deterministic equations for the coefficients of the expansion. The size of this system increases drastically when the number of independent random variables and/or order of polynomial chaos expansions increases. This is invariably the case for large scale simulations and/or problems involving steep gradients and other multiscale features; such features are variously reflected on each solution component or random/uncertainty mode requiring the development of adaptive methods for their accurate resolution. In this paper we propose a new approach for treating such problems based on a dynamically adaptive wavelet methodology involving space-refinement on physical space that allows all scales of each solution component to be refined independently of the rest. We exemplify this using the convection-diffusion model with random input data and present three numerical examples demonstrating the salient features of the proposed method. Thus we establish a new, elegant and flexible approach for stochastic problems with steep gradients and multiscale features based on polynomial chaos expansions.
International Nuclear Information System (INIS)
Nojavan, Sayyad; Zare, Kazem; Mohammadi-Ivatloo, Behnam
2017-01-01
Highlights: • Stochastic energy management of retailer under smart grid environment is proposed. • Optimal selling price is determined in the smart grid environment. • Fixed, time-of-use and real-time pricing are determined for selling to customers. • Charge/discharge of ESS is determined to increase the expected profit of retailer. • Demand response program is proposed to increase the expected profit of retailer. - Abstract: In this paper, bilateral contracting and selling price determination problems for an electricity retailer in the smart grid environment under uncertainties have been considered. Multiple energy procurement sources containing pool market (PM), bilateral contracts (BCs), distributed generation (DG) units, renewable energy sources (photovoltaic (PV) system and wind turbine (WT)) and energy storage system (ESS) as well as demand response program (DRP) as virtual generation unit are considered. The scenario-based stochastic framework is used for uncertainty modeling of pool market prices, client group demand and variable climate condition containing temperature, irradiation and wind speed. In the proposed model, the selling price is determined and compared by the retailer in the smart grid in three cases containing fixed pricing, time-of-use (TOU) pricing and real-time pricing (RTP). It is shown that the selling price determination based on RTP by the retailer leads to higher expected profit. Furthermore, demand response program (DRP) has been implemented to flatten the load profile to minimize the cost for end-user customers as well as increasing the retailer profit. To validate the proposed model, three case studies are used and the results are compared.
Measuring receptive collocational competence across proficiency levels
Directory of Open Access Journals (Sweden)
Déogratias Nizonkiza
2015-12-01
Full Text Available The present study investigates, (i English as Foreign Language (EFL learners’ receptive collocational knowledge growth in relation to their linguistic proficiency level; (ii how much receptive collocational knowledge is acquired as proficiency develops; and (iii the extent to which receptive knowledge of collocations of EFL learners varies across word frequency bands. A proficiency measure and a collocation test were administered to English majors at the University of Burundi. Results of the study suggest that receptive collocational competence develops alongside EFL learners’ linguistic proficiency; which lends empirical support to Gyllstad (2007, 2009 and Author (2011 among others, who reported similar findings. Furthermore, EFL learners’ collocations growth seems to be quantifiable wherein both linguistic proficiency level and word frequency occupy a crucial role. While more gains in terms of collocations that EFL learners could potentially add as a result of change in proficiency are found at lower levels of proficiency; collocations of words from more frequent word bands seem to be mastered first, and more gains are found at more frequent word bands. These results confirm earlier findings on the non-linearity nature of vocabulary growth (cf. Meara 1996 and the fundamental role played by frequency in word knowledge for vocabulary in general (Nation 1983, 1990, Nation and Beglar 2007, which are extended here to collocations knowledge.
A stochastic multiscale framework for modeling flow through random heterogeneous porous media
International Nuclear Information System (INIS)
Ganapathysubramanian, B.; Zabaras, N.
2009-01-01
Flow through porous media is ubiquitous, occurring from large geological scales down to the microscopic scales. Several critical engineering phenomena like contaminant spread, nuclear waste disposal and oil recovery rely on accurate analysis and prediction of these multiscale phenomena. Such analysis is complicated by inherent uncertainties as well as the limited information available to characterize the system. Any realistic modeling of these transport phenomena has to resolve two key issues: (i) the multi-length scale variations in permeability that these systems exhibit, and (ii) the inherently limited information available to quantify these property variations that necessitates posing these phenomena as stochastic processes. A stochastic variational multiscale formulation is developed to incorporate uncertain multiscale features. A stochastic analogue to a mixed multiscale finite element framework is used to formulate the physical stochastic multiscale process. Recent developments in linear and non-linear model reduction techniques are used to convert the limited information available about the permeability variation into a viable stochastic input model. An adaptive sparse grid collocation strategy is used to efficiently solve the resulting stochastic partial differential equations (SPDEs). The framework is applied to analyze flow through random heterogeneous media when only limited statistics about the permeability variation are given
Dar, Zamiyad
method with a multi period stochastically optimized economic dispatch of the same power system with storage device at locations proposed by our method. We observe a small gap in profit values arising due to the effect of storage device on market prices. However, we observe that the ranking of different locations in terms of profitability remains almost unchanged. This leads us to conclude that our method can successfully predict the optimum locations for installation of storage units in a complex grid using only the publicly available electricity market data.
Improving academic literacy by teaching collocations | Nizonkiza ...
African Journals Online (AJOL)
Stellenbosch Papers in Linguistics ... Abstract. This study explores the effect of teaching collocations on building academic vocabulary and hence improving academic writing abilities. ... They were presented with a completion task and an essay-writing task before and after being exposed to a collocation-based syllabus.
Supporting Collocation Learning with a Digital Library
Wu, Shaoqun; Franken, Margaret; Witten, Ian H.
2010-01-01
Extensive knowledge of collocations is a key factor that distinguishes learners from fluent native speakers. Such knowledge is difficult to acquire simply because there is so much of it. This paper describes a system that exploits the facilities offered by digital libraries to provide a rich collocation-learning environment. The design is based on…
Measuring receptive collocational competence across proficiency ...
African Journals Online (AJOL)
The present study investigates (i) English as Foreign Language (EFL) learners' receptive collocational knowledge growth in relation to their linguistic proficiency level; (ii) how much receptive collocational knowledge is acquired as linguistic proficiency develops; and (iii) the extent to which receptive knowledge of ...
"Minimum input, maximum output, indeed!" Teaching Collocations ...
African Journals Online (AJOL)
Fifty-nine EFL college students participated in the study, and they received two 75-minute instructions between pre- and post-tests: one on the definition of colloca-tion and its importance, and the other on the skill of looking up collocational information in the Naver Dictionary — an English–Korean online dictionary. During ...
GUESSING VERB-ADVERB COLLOCATIONS: ARAB EFL ...
African Journals Online (AJOL)
user
In the sections to follow, the concept and meaning of collocation is defined ... expressions (Alexander 1984); formulaic language or speech (Weinert 1995); multi- ... Two further studies reported Arab EFL learners' overall ignorance of col-.
Slovene-English Contrastive Phraseology: Lexical Collocations
Directory of Open Access Journals (Sweden)
Primož Jurko
2010-05-01
Full Text Available Phraseology is seen as one of the key elements and arguably the most productive part of any language. %e paper is focused on collocations and separates them from other phraseological units, such as idioms or compounds. Highlighting the difference between a monolingual and a bilingual (i.e. contrastive approach to collocation, the article presents two distinct classes of collocations: grammatical and lexical. %e latter, treated contrastively, represent the focal point of the paper, since they are an unending source of translation errors to both students of translation and professional translators. %e author introduces a methodology of systematic classification of lexical collocations applied on the Slovene-English language pair and based on structural (lexical congruence and semantic (translational predictability criteria.
Energy Technology Data Exchange (ETDEWEB)
Mehrotra, Sanjay [Northwestern Univ., Evanston, IL (United States)
2016-09-07
The support from this grant resulted in seven published papers and a technical report. Two papers are published in SIAM J. on Optimization [87, 88]; two papers are published in IEEE Transactions on Power Systems [77, 78]; one paper is published in Smart Grid [79]; one paper is published in Computational Optimization and Applications [44] and one in INFORMS J. on Computing [67]). The works in [44, 67, 87, 88] were funded primarily by this DOE grant. The applied papers in [77, 78, 79] were also supported through a subcontract from the Argonne National Lab. We start by presenting our main research results on the scenario generation problem in Sections 1–2. We present our algorithmic results on interior point methods for convex optimization problems in Section 3. We describe a new ‘central’ cutting surface algorithm developed for solving large scale convex programming problems (as is the case with our proposed research) with semi-infinite number of constraints in Section 4. In Sections 5–6 we present our work on two application problems of interest to DOE.
Goudarzi, Zahra; Moini, M. Raouf
2012-01-01
Collocation is one of the most problematic areas in second language learning and it seems that if one wants to improve his or her communication in another language should improve his or her collocation competence. This study attempts to determine the effect of applying three different kinds of collocation on collocation learning and retention of…
Multi-element probabilistic collocation method in high dimensions
International Nuclear Information System (INIS)
Foo, Jasmine; Karniadakis, George Em
2010-01-01
We combine multi-element polynomial chaos with analysis of variance (ANOVA) functional decomposition to enhance the convergence rate of polynomial chaos in high dimensions and in problems with low stochastic regularity. Specifically, we employ the multi-element probabilistic collocation method MEPCM and so we refer to the new method as MEPCM-A. We investigate the dependence of the convergence of MEPCM-A on two decomposition parameters, the polynomial order μ and the effective dimension ν, with ν<< N, and N the nominal dimension. Numerical tests for multi-dimensional integration and for stochastic elliptic problems suggest that ν≥μ for monotonic convergence of the method. We also employ MEPCM-A to obtain error bars for the piezometric head at the Hanford nuclear waste site under stochastic hydraulic conductivity conditions. Finally, we compare the cost of MEPCM-A against Monte Carlo in several hundred dimensions, and we find MEPCM-A to be more efficient for up to 600 dimensions for a specific multi-dimensional integration problem involving a discontinuous function.
Controlling smart grid adaptivity
Toersche, Hermen; Nykamp, Stefan; Molderink, Albert; Hurink, Johann L.; Smit, Gerardus Johannes Maria
2012-01-01
Methods are discussed for planning oriented smart grid control to cope with scenarios with limited predictability, supporting an increasing penetration of stochastic renewable resources. The performance of these methods is evaluated with simulations using measured wind generation and consumption
International Nuclear Information System (INIS)
Avila, Gustavo; Carrington, Tucker
2015-01-01
In this paper, we improve the collocation method for computing vibrational spectra that was presented in Avila and Carrington, Jr. [J. Chem. Phys. 139, 134114 (2013)]. Using an iterative eigensolver, energy levels and wavefunctions are determined from values of the potential on a Smolyak grid. The kinetic energy matrix-vector product is evaluated by transforming a vector labelled with (nondirect product) grid indices to a vector labelled by (nondirect product) basis indices. Both the transformation and application of the kinetic energy operator (KEO) scale favorably. Collocation facilitates dealing with complicated KEOs because it obviates the need to calculate integrals of coordinate dependent coefficients of differential operators. The ideas are tested by computing energy levels of HONO using a KEO in bond coordinates
Numerical methods for stochastic partial differential equations with white noise
Zhang, Zhongqiang
2017-01-01
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...
The relationship between productive knowledge of collocations and ...
African Journals Online (AJOL)
This research explores tertiary level L2 students' mastery of the collocations pertaining to the Academic Word List (AWL) and the extent to which their knowledge of collocations grows alongside their academic literacy. A collocation test modelled on Laufer and Nation (1999), with target words selected from Coxhead's (2000) ...
Testing controlled productive knowledge of adverb-verb collocations ...
African Journals Online (AJOL)
A controlled productive test of adverb-verb collocations ..... The third approach to studying collocations, corpus analysis, ..... The collocation web model is thought to match Nation's (2001) psychological .... Theory, analysis, and applications. .... Canadian Modern ... Focus on vocabulary: Mastering the Academic Word List.
Testing controlled productive knowledge of adverb-verb collocations ...
African Journals Online (AJOL)
The study also reveals that controlled productive knowledge of adverbverb collocations is less problematic. Based on these results, teaching strategies aimed at improving the use of adverb-verb collocations among EFL users are proposed. Keywords: academic writing, adverb-verb collocations, productive knowledge of ...
The structure of an Afrikaans collocation and phrase dictionary | Otto ...
African Journals Online (AJOL)
As one of the target groups is unsophisticated learners with a limited grammatical background, the ideal would be to enter lexical collocations both at their bases and at the collocators. To save space however, more information such as examples could then be provided at the bases only. Grammatical collocations should be ...
The Presentation and Treatment of Collocations as Secondary ...
African Journals Online (AJOL)
Although the discussion primarily focuses on printed dictionaries proposals are also made for the presentation of collocations in online dictionaries. Keywords: Article structure, collocation, complex collocation, cotext, example sentences, integrated microstructure, non-grouped ordering, search zone, semi-integrated ...
Measuring receptive collocational competence across proficiency ...
African Journals Online (AJOL)
Kate H
frequency bands. A proficiency measure and a collocation test were administered to English ... battery may negatively impact the test-takers' performance. ..... examples. The major finding is that raising learners' awareness constitutes the best way forward ..... Amsterdam: John Benjamins Publishing Company. Green, R.
Improving academic literacy by teaching collocations
African Journals Online (AJOL)
Kate H
version of McCarthy and O'Dell's (2005) collocation web model were the techniques adopted ... both cued recall and essay writing, supporting earlier findings (cf. ..... from a 'holistic' representation of formulaic sequences in memory” (Boers et al. ... their study indicate that non-native speakers also retain words as they appear ...
Evaluating a new test of whole English collocations
DEFF Research Database (Denmark)
Revier, Robert Lee
2009-01-01
in their own right and, as such, feature formal, semantic, and usage properties similar to those borne by single words. Third, the semantic properties of the constituent words that combine to form collocations are likely to play a role in EFL learners' ability to 'produce' English collocations. Forth, testing...... of L2 collocation knowledge needs to focus on the recognition and production of whole collocations. It is this set of assumptions that the new collocation test presented in this chapter is desined to probe. More specifically, the test is designed to assess L2 learners' productive knowledge of whole...
Lexical and Grammatical Collocations in Writing Production of EFL Learners
Directory of Open Access Journals (Sweden)
Maryam Bahardoust
2012-05-01
Full Text Available Lewis (1993 recognized significance of word combinations including collocations by presenting lexical approach. Because of the crucial role of collocation in vocabulary acquisition, this research set out to evaluate the rate of collocations in Iranian EFL learners' writing production across L1 and L2. In addition, L1 interference with L2 collocational use in the learner' writing samples was studied. To achieve this goal, 200 Persian EFL learners at BA level were selected. These participants were taking paragraph writing and essay writing courses in two successive semesters. As for the data analysis, mid-term, final exam, and also the assignments of L2 learners were evaluated. Because of the nominal nature of the data, chi-square test was utilized for data analysis. Then, the rate of lexical and grammatical collocations was calculated. Results showed that the lexical collocations outnumbered the grammatical collocations. Different categories of lexical collocations were also compared with regard to their frequencies in EFL writing production. The rate of the verb-noun and adjective-noun collocations appeared to be the highest and noun-verb collocations the lowest. The results also showed that L1 had both positive and negative effect on the occurrence of both grammatical and lexical collocations.
Schwarz and multilevel methods for quadratic spline collocation
Energy Technology Data Exchange (ETDEWEB)
Christara, C.C. [Univ. of Toronto, Ontario (Canada); Smith, B. [Univ. of California, Los Angeles, CA (United States)
1994-12-31
Smooth spline collocation methods offer an alternative to Galerkin finite element methods, as well as to Hermite spline collocation methods, for the solution of linear elliptic Partial Differential Equations (PDEs). Recently, optimal order of convergence spline collocation methods have been developed for certain degree splines. Convergence proofs for smooth spline collocation methods are generally more difficult than for Galerkin finite elements or Hermite spline collocation, and they require stronger assumptions and more restrictions. However, numerical tests indicate that spline collocation methods are applicable to a wider class of problems, than the analysis requires, and are very competitive to finite element methods, with respect to efficiency. The authors will discuss Schwarz and multilevel methods for the solution of elliptic PDEs using quadratic spline collocation, and compare these with domain decomposition methods using substructuring. Numerical tests on a variety of parallel machines will also be presented. In addition, preliminary convergence analysis using Schwarz and/or maximum principle techniques will be presented.
Relation work in collocated and distributed collaboration
DEFF Research Database (Denmark)
Christensen, Lars Rune; Jensen, Rasmus Eskild; Bjørn, Pernille
2014-01-01
Creating social ties are important for collaborative work; however, in geographically distributed organizations e.g. global software development, making social ties requires extra work: Relation work. We find that characteristics of relation work as based upon shared history and experiences......, emergent in personal and often humorous situations. Relation work is intertwined with other activities such as articulation work and it is rhythmic by following the work patterns of the participants. By comparing how relation work is conducted in collocated and geographically distributed settings we...... in this paper identify basic differences in relation work. Whereas collocated relation work is spontaneous, place-centric, and yet mobile, relation work in a distributed setting is semi-spontaneous, technology-mediated, and requires extra efforts....
Semantic Analysis of Verbal Collocations with Lexical Functions
Gelbukh, Alexander
2013-01-01
This book is written for both linguists and computer scientists working in the field of artificial intelligence as well as to anyone interested in intelligent text processing. Lexical function is a concept that formalizes semantic and syntactic relations between lexical units. Collocational relation is a type of institutionalized lexical relations which holds between the base and its partner in a collocation. Knowledge of collocation is important for natural language processing because collocation comprises the restrictions on how words can be used together. The book shows how collocations can be annotated with lexical functions in a computer readable dictionary - allowing their precise semantic analysis in texts and their effective use in natural language applications including parsers, high quality machine translation, periphrasis system and computer-aided learning of lexica. The books shows how to extract collocations from corpora and annotate them with lexical functions automatically. To train algorithms,...
On Collocations and Their Interaction with Parsing and Translation
Directory of Open Access Journals (Sweden)
Violeta Seretan
2013-10-01
Full Text Available We address the problem of automatically processing collocations—a subclass of multi-word expressions characterized by a high degree of morphosyntactic flexibility—in the context of two major applications, namely, syntactic parsing and machine translation. We show that parsing and collocation identification are processes that are interrelated and that benefit from each other, inasmuch as syntactic information is crucial for acquiring collocations from corpora and, vice versa, collocational information can be used to improve parsing performance. Similarly, we focus on the interrelation between collocations and machine translation, highlighting the use of translation information for multilingual collocation identification, as well as the use of collocational knowledge for improving translation. We give a panorama of the existing relevant work, and we parallel the literature surveys with our own experiments involving a symbolic parser and a rule-based translation system. The results show a significant improvement over approaches in which the corresponding tasks are decoupled.
An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
Nobile, Fabio; Tamellini, Lorenzo; Tesei, Francesco; Tempone, Raul
2016-01-01
In this work we build on the classical adaptive sparse grid algorithm (T. Gerstner and M. Griebel, Dimension-adaptive tensor-product quadrature), obtaining an enhanced version capable of using non-nested collocation points, and supporting quadrature
47 CFR 51.323 - Standards for physical collocation and virtual collocation.
2010-10-01
... standards or any other performance standards. An incumbent LEC that denies collocation of a competitor's equipment, citing safety standards, must provide to the competitive LEC within five business days of the... incumbent LEC contends the competitor's equipment fails to meet. This affidavit must set forth in detail...
Verb-Noun Collocation Proficiency and Academic Years
Directory of Open Access Journals (Sweden)
Fatemeh Ebrahimi-Bazzaz
2014-01-01
Full Text Available Generally vocabulary and collocations in particular have significant roles in language proficiency. A collocation includes two words that are frequently joined concurrently in the memory of native speakers. There have been many linguistic studies trying to define, to describe, and to categorise English collocations. It contains grammatical collocations and lexical collocations which include nouns, adjectives, verbs, and adverb. In the context of a foreign language environment such as Iran, collocational proficiency can be useful because it helps the students improve their language proficiency. This paper investigates the possible relationship between verb-noun collocation proficiency among students from one academic year to the next. To reach this goal, a test of verb-noun collocations was administered to Iranian learners. The participants in the study were 212 Iranian students in an Iranian university. They were selected from the second term of freshman, sophomore, junior, and senior years. The students’ age ranged from 18 to 35.The results of ANOVA showed there was variability in the verb-noun collocations proficiency within each academic year and between the four academic years. The results of a post hoc multiple comparison tests demonstrated that the means are significantly different between the first year and the third and fourth years, and between the third and the fourth academic year; however, students require at least two years to show significant development in verb-noun collocation proficiency. These findings provided a vital implication that lexical collocations are learnt and developed through four academic years of university, but requires at least two years showing significant development in the language proficiency.
COLLOCATION PHRASES IN RELATION TO OTHER LEXICAL PHRASES IN CROATIAN
Directory of Open Access Journals (Sweden)
Goranka Blagus Bartolec
2012-01-01
Full Text Available The paper analyzes the semantic and lexicological aspects of collocation phrases in Croatian with tendency to separate them from other lexical phrases in Croatian (terms, idioms, names. The collocation phrase is defined as a special lexical phrase on a syntagmatic level, based on the semantic correlation of the two individual lexical components in which their meanings are specified.
Learning and Teaching L2 Collocations: Insights from Research
Szudarski, Pawel
2017-01-01
The aim of this article is to present and summarize the main research findings in the area of learning and teaching second language (L2) collocations. Being a large part of naturally occurring language, collocations and other types of multiword units (e.g., idioms, phrasal verbs, lexical bundles) have been identified as important aspects of L2…
Teachability of collocations: The role of word frequency counts ...
African Journals Online (AJOL)
... beginner/low-intermediate students and only exceed the 2 000-word band from the upper-intermediate learning stage onwards, a suggestion in line with Nation's (2006) discussion on how to teach vocabulary. Keywords: collocation size, controlled productive knowledge, teachability of collocations, word frequency counts, ...
First-year University Students' Productive Knowledge of Collocations ...
African Journals Online (AJOL)
The present study examines productive knowledge of collocations of tertiary-level second language (L2) learners of English in an attempt to make estimates of the size of their knowledge. Participants involved first-year students at North-West University who sat a collocation test modelled on that developed by Laufer and ...
Collocations and Grammatical Patterns in a Multilingual Online Term ...
African Journals Online (AJOL)
This article considers the importance of including various types of collocations in a terminological database, with the aim of making this information available to the user via the user interface. We refer specifically to the inclusion of empirical and phraseological collocations, and information on grammatical patterning.
Collocations of High Frequency Noun Keywords in Prescribed Science Textbooks
Menon, Sujatha; Mukundan, Jayakaran
2012-01-01
This paper analyses the discourse of science through the study of collocational patterns of high frequency noun keywords in science textbooks used by upper secondary students in Malaysia. Research has shown that one of the areas of difficulty in science discourse concerns lexis, especially that of collocations. This paper describes a corpus-based…
DEFF Research Database (Denmark)
Yuksel, Ender; Nielson, Hanne Riis; Nielson, Flemming
In this document, we consider a specific Chinese Smart Grid implementation and try to address the verification problem for certain quantitative properties including performance and battery consumption. We employ stochastic model checking approach and present our modelling and analysis study using...
Controlling smart grid adaptivity
Toersche, Hermen; Nykamp, Stefan; Molderink, Albert; Hurink, Johann L.; Smit, Gerardus Johannes Maria
2012-01-01
Methods are discussed for planning oriented smart grid control to cope with scenarios with limited predictability, supporting an increasing penetration of stochastic renewable resources. The performance of these methods is evaluated with simulations using measured wind generation and consumption data. Forecast errors are shown to affect worst case behavior in particular, the severity of which depends on the chosen adaptivity strategy and error model.
Varlamova, Elena V.; Naciscione, Anita; Tulusina, Elena A.
2016-01-01
Relevance of the issue stated in the article is determined by the fact that there is a lack of research devoted to the methods of teaching English and German collocations. The aim of our work is to determine methods of teaching English and German collocations to Russian university students studying foreign languages through experimental testing.…
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...
Farrell, Patricio
2015-04-30
© 2015John Wiley & Sons, Ltd. Symmetric collocation methods with RBFs allow approximation of the solution of a partial differential equation, even if the right-hand side is only known at scattered data points, without needing to generate a grid. However, the benefit of a guaranteed symmetric positive definite block system comes at a high computational cost. This cost can be alleviated somewhat by considering compactly supported RBFs and a multiscale technique. But the condition number and sparsity will still deteriorate with the number of data points. Therefore, we study certain block diagonal and triangular preconditioners. We investigate ideal preconditioners and determine the spectra of the preconditioned matrices before proposing more practical preconditioners based on a restricted additive Schwarz method with coarse grid correction. Numerical results verify the effectiveness of the preconditioners.
International Nuclear Information System (INIS)
Majidi, Majid; Nojavan, Sayyad; Zare, Kazem
2017-01-01
Highlights: • On-grid photovoltaic/battery/fuel cell system is considered as hybrid system. • Thermal and electrical operation of hybrid energy system is studied. • Hybrid energy system is used to reduce dependency on upstream grid for load serving. • Demand response program is proposed to manage the electrical load. • Demand response program is proposed to reduce hybrid energy system’s operation cost. - Abstract: In this paper, cost-efficient operation problem of photovoltaic/battery/fuel cell hybrid energy system has been evaluated in the presence of demand response program. Each load curve has off-peak, mid and peak time periods in which the energy prices are different. Demand response program transfers some amount of load from peak periods to other periods to flatten the load curve and minimize total cost. So, the main goal is to meet the energy demand and propose a cost-efficient approach to minimize system’s total cost including system’s electrical cost and thermal cost and the revenue from exporting power to the upstream grid. A battery has been utilized as an electrical energy storage system and a heat storage tank is used as a thermal energy storage system to save energy in off-peak and mid-peak hours and then supply load in peak hours which leads to reduction of cost. The proposed cost-efficient operation problem of photovoltaic/battery/fuel cell hybrid energy system is modeled by a mixed-integer linear program and solved by General algebraic modeling system optimization software under CPLEX solver. Two case studies are investigated to show the effects of demand response program on reduction of total cost.
International Nuclear Information System (INIS)
Hemmati, Reza; Saboori, Hedayat; Saboori, Saeid
2016-01-01
In recent decades, wind power resources have been integrated in the power systems increasingly. Besides confirmed benefits, utilization of large share of this volatile source in power generation portfolio has been faced system operators with new challenges in terms of uncertainty management. It is proved that energy storage systems are capable to handle projected uncertainty concerns. Risk-neutral methods have been proposed in the previous literature to schedule storage units considering wind resources uncertainty. Ignoring risk of the cost distributions with non-desirable properties may result in experiencing high costs in some unfavorable scenarios with high probability. In order to control the risk of the operator decisions, this paper proposes a new risk-constrained two-stage stochastic programming model to make optimal decisions on energy storage and thermal units in a transmission constrained hybrid wind-thermal power system. Risk-aversion procedure is explicitly formulated using the conditional value-at-risk measure, because of possessing distinguished features compared to the other risk measures. The proposed model is a mixed integer linear programming considering transmission network, thermal unit dynamics, and storage devices constraints. The simulations results demonstrate that taking the risk of the problem into account will affect scheduling decisions considerably depend on the level of the risk-aversion. - Highlights: • Risk of the operation decisions is handled by using risk-averse programming. • Conditional value-at-risk is used as risk measure. • Optimal risk level is obtained based on the cost/benefit analysis. • The proposed model is a two-stage stochastic mixed integer linear programming. • The unit commitment is integrated with ESSs and wind power penetration.
Productive knowledge of collocations may predict academic literacy
Directory of Open Access Journals (Sweden)
Van Dyk, Tobie
2016-12-01
Full Text Available The present study examines the relationship between productive knowledge of collocations and academic literacy among first year students at North-West University. Participants were administered a collocation test, the items of which were selected from Nation’s (2006 word frequency bands, i.e. the 2000-word, 3000-word, 5000-word bands; and the Academic Word List (Coxhead, 2000. The scores from the collocation test were compared to those from the Test of Academic Literacy Levels (version administered in 2012. The results of this study indicate that, overall, knowledge of collocations is significantly correlated with academic literacy, which is also observed at each of the frequency bands from which the items were selected. These results support Nizonkiza’s (2014 findings that a significant correlation between mastery of collocations of words from the Academic Word List and academic literacy exists; which is extended here to words from other frequency bands. They also confirm previous findings that productive knowledge of collocations increases alongside overall proficiency (cf. Gitsaki, 1999; Bonk, 2001; Eyckmans et al., 2004; Boers et al., 2006; Nizonkiza, 2011; among others. This study therefore concludes that growth in productive knowledge of collocations may entail growth in academic literacy; suggesting that productive use of collocations is linked to academic literacy to a considerable extent. In light of these findings, teaching strategies aimed to assist first year students meet academic demands posed by higher education and avenues to explore for further research are discussed. Especially, we suggest adopting a productive oriented approach to teaching collocations, which we believe may prove useful.
Bessel collocation approach for approximate solutions of Hantavirus infection model
Directory of Open Access Journals (Sweden)
Suayip Yuzbasi
2017-11-01
Full Text Available In this study, a collocation method is introduced to find the approximate solutions of Hantavirus infection model which is a system of nonlinear ordinary differential equations. The method is based on the Bessel functions of the first kind, matrix operations and collocation points. This method converts Hantavirus infection model into a matrix equation in terms of the Bessel functions of first kind, matrix operations and collocation points. The matrix equation corresponds to a system of nonlinear equations with the unknown Bessel coefficients. The reliability and efficiency of the suggested scheme are demonstrated by numerical applications and all numerical calculations have been done by using a program written in Maple.
Modified Chebyshev Collocation Method for Solving Differential Equations
Directory of Open Access Journals (Sweden)
M Ziaul Arif
2015-05-01
Full Text Available This paper presents derivation of alternative numerical scheme for solving differential equations, which is modified Chebyshev (Vieta-Lucas Polynomial collocation differentiation matrices. The Scheme of modified Chebyshev (Vieta-Lucas Polynomial collocation method is applied to both Ordinary Differential Equations (ODEs and Partial Differential Equations (PDEs cases. Finally, the performance of the proposed method is compared with finite difference method and the exact solution of the example. It is shown that modified Chebyshev collocation method more effective and accurate than FDM for some example given.
Developing and Evaluating a Web-Based Collocation Retrieval Tool for EFL Students and Teachers
Chen, Hao-Jan Howard
2011-01-01
The development of adequate collocational knowledge is important for foreign language learners; nonetheless, learners often have difficulties in producing proper collocations in the target language. Among the various ways of learning collocations, the DDL (data-driven learning) approach encourages independent learning of collocations and allows…
Corpus-Aided Business English Collocation Pedagogy: An Empirical Study in Chinese EFL Learners
Chen, Lidan
2017-01-01
This study reports an empirical study of an explicit instruction of corpus-aided Business English collocations and verifies its effectiveness in improving learners' collocation awareness and learner autonomy, as a result of which is significant improvement of learners' collocation competence. An eight-week instruction in keywords' collocations,…
RBF Multiscale Collocation for Second Order Elliptic Boundary Value Problems
Farrell, Patricio; Wendland, Holger
2013-01-01
In this paper, we discuss multiscale radial basis function collocation methods for solving elliptic partial differential equations on bounded domains. The approximate solution is constructed in a multilevel fashion, each level using compactly
Collocations and grammatical patterns in a Multilingual Online Term ...
African Journals Online (AJOL)
user
equivalents for key concepts in the African languages, but also additional con- ... for, inter alia, computational identification and extraction of collocations exist; .... sult' is to be followed by a prepositional phrase in which the preposition is.
Recent advances in radial basis function collocation methods
Chen, Wen; Chen, C S
2014-01-01
This book surveys the latest advances in radial basis function (RBF) meshless collocation methods which emphasis on recent novel kernel RBFs and new numerical schemes for solving partial differential equations. The RBF collocation methods are inherently free of integration and mesh, and avoid tedious mesh generation involved in standard finite element and boundary element methods. This book focuses primarily on the numerical algorithms, engineering applications, and highlights a large class of novel boundary-type RBF meshless collocation methods. These methods have shown a clear edge over the traditional numerical techniques especially for problems involving infinite domain, moving boundary, thin-walled structures, and inverse problems. Due to the rapid development in RBF meshless collocation methods, there is a need to summarize all these new materials so that they are available to scientists, engineers, and graduate students who are interest to apply these newly developed methods for solving real world’s ...
The Use of English Collocations in Reader's Digest
Sinaga, Yudita Putri Nurani; Sinaga, Lidiman Sahat Martua
2014-01-01
This descriptive qualitative study is aimed at identifying and describing the types of free collocations found in the articles of Reader's Digest. By taking a sample of ten articles from different months for each year since 2003 up to 2012, it was found all the four productive free collocations were in the data. Type 4 (Determiner + Adjective + Noun) was the dominant type (53.92 %). This was possible because the adjective in the pattern included the present participle and past participle of v...
A non-linear dimension reduction methodology for generating data-driven stochastic input models
Ganapathysubramanian, Baskar; Zabaras, Nicholas
2008-06-01
Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low
A non-linear dimension reduction methodology for generating data-driven stochastic input models
International Nuclear Information System (INIS)
Ganapathysubramanian, Baskar; Zabaras, Nicholas
2008-01-01
Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R n . An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R d (d<< n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology
Continuous Groundwater Monitoring Collocated at USGS Streamgages
Constantz, J. E.; Eddy-Miller, C.; Caldwell, R.; Wheeer, J.; Barlow, J.
2012-12-01
USGS Office of Groundwater funded a 2-year pilot study collocating groundwater wells for monitoring water level and temperature at several existing continuous streamgages in Montana and Wyoming, while U.S. Army Corps of Engineers funded enhancement to streamgages in Mississippi. To increase spatial relevance with in a given watershed, study sites were selected where near-stream groundwater was in connection with an appreciable aquifer, and where logistics and cost of well installations were considered representative. After each well installation and surveying, groundwater level and temperature were easily either radio-transmitted or hardwired to existing data acquisition system located in streamgaging shelter. Since USGS field personnel regularly visit streamgages during routine streamflow measurements and streamgage maintenance, the close proximity of observation wells resulted in minimum extra time to verify electronically transmitted measurements. After field protocol was tuned, stream and nearby groundwater information were concurrently acquired at streamgages and transmitted to satellite from seven pilot-study sites extending over nearly 2,000 miles (3,200 km) of the central US from October 2009 until October 2011, for evaluating the scientific and engineering add-on value of the enhanced streamgage design. Examination of the four-parameter transmission from the seven pilot study groundwater gaging stations reveals an internally consistent, dynamic data suite of continuous groundwater elevation and temperature in tandem with ongoing stream stage and temperature data. Qualitatively, the graphical information provides appreciation of seasonal trends in stream exchanges with shallow groundwater, as well as thermal issues of concern for topics ranging from ice hazards to suitability of fish refusia, while quantitatively this information provides a means for estimating flux exchanges through the streambed via heat-based inverse-type groundwater modeling. In June
DEFF Research Database (Denmark)
Simurda, Matej; Lassen, Benny; Duggen, Lars
2017-01-01
A numerical model for a clamp-on transit-time ultrasonic flowmeter (TTUF) under multi-phase flow conditions is presented. The method solves equations of linear elasticity for isotropic heterogeneous materials with background flow where acoustic media are modeled by setting shear modulus to zero....... Spatial derivatives are calculated by a Fourier collocation method allowing the use of the fast Fourier transform (FFT) and time derivatives are approximated by a finite difference (FD) scheme. This approach is sometimes referred to as a pseudospectral time-domain method. Perfectly matched layers (PML......) are used to avoid wave-wrapping and staggered grids are implemented to improve stability and efficiency. The method is verified against exact analytical solutions and the effect of the time-staggering and associated lowest number of points per minimum wavelengths value is discussed. The method...
International Nuclear Information System (INIS)
Choi, Dong Bae
2001-11-01
This book describes press smart grid from basics to recent trend. It is divided into ten chapters, which deals with smart grid as green revolution in energy with introduction, history, the fields, application and needed technique for smart grid, Trend of smart grid in foreign such as a model business of smart grid in foreign, policy for smart grid in U.S.A, Trend of smart grid in domestic with international standard of smart grid and strategy and rood map, smart power grid as infrastructure of smart business with EMS development, SAS, SCADA, DAS and PQMS, smart grid for smart consumer, smart renewable like Desertec project, convergence IT with network and PLC, application of an electric car, smart electro service for realtime of electrical pricing system, arrangement of smart grid.
Testing knowledge of whole English collocations available for use in written production
DEFF Research Database (Denmark)
Revier, Robert Lee
2014-01-01
Testing knowledge of whole English collocations available for use in written production: Developing tests for use with intermediate and advanced Danish learners (dansk resume nedenfor) The present foreign language acquisition research derives its impetus from four assumptions regarding knowledge...... of English collocations. These are: (a) collocation knowledge can be conceptualized as an independent knowledge construct, (b) collocations are lexical items in their own right, (c) testing of collocation knowledge should also target knowledge of whole collocations, and (d) the learning burden of a whole...... the development of Danish EFL learners’ productive knowledge of whole English collocations. Five empirical studies were designed to generate information that would shed light on the reliability and validity of the CONTRIX as a measure of collocation knowledge available for use in written production. Study 1...
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
Smart Grid Control and Communication
DEFF Research Database (Denmark)
Ciontea, Catalin-Iosif; Pedersen, Rasmus; Kristensen, Thomas le Fevre
2015-01-01
to the reliability due to the stochastic behavior found in such networks. Therefore, key concepts are presented in this paper targeting the support of proper smart grid control in these network environments and its Real-Time Hardware-In-the Loop (HIL) verification. An overview on the required Information...
Presenting collocates in a dictionary of computing and the Internet according to user needs
DEFF Research Database (Denmark)
Leroyer, Patrick; L'Homme, Marie-Claude; Jousse, Anne-Laure
2011-01-01
This paper presents a novel method for organizing and presenting collocations in a specialized dictionary of computing and the Internet. This work is undertaken in order to meet a specific user need, i.e. that of searching for a collocate (or a short list of collocates) that expresses a specific...
Examining Second Language Receptive Knowledge of Collocation and Factors That Affect Learning
Nguyen, Thi My Hang; Webb, Stuart
2017-01-01
This study investigated Vietnamese EFL learners' knowledge of verb-noun and adjective-noun collocations at the first three 1,000 word frequency levels, and the extent to which five factors (node word frequency, collocation frequency, mutual information score, congruency, and part of speech) predicted receptive knowledge of collocation. Knowledge…
Meshfree Local Radial Basis Function Collocation Method with Image Nodes
Energy Technology Data Exchange (ETDEWEB)
Baek, Seung Ki; Kim, Minjae [Pukyong National University, Busan (Korea, Republic of)
2017-07-15
We numerically solve two-dimensional heat diffusion problems by using a simple variant of the meshfree local radial-basis function (RBF) collocation method. The main idea is to include an additional set of sample nodes outside the problem domain, similarly to the method of images in electrostatics, to perform collocation on the domain boundaries. We can thereby take into account the temperature profile as well as its gradients specified by boundary conditions at the same time, which holds true even for a node where two or more boundaries meet with different boundary conditions. We argue that the image method is computationally efficient when combined with the local RBF collocation method, whereas the addition of image nodes becomes very costly in case of the global collocation. We apply our modified method to a benchmark test of a boundary value problem, and find that this simple modification reduces the maximum error from the analytic solution significantly. The reduction is small for an initial value problem with simpler boundary conditions. We observe increased numerical instability, which has to be compensated for by a sufficient number of sample nodes and/or more careful parameter choices for time integration.
A Line-Tau Collocation Method for Partial Differential Equations ...
African Journals Online (AJOL)
This paper deals with the numerical solution of second order linear partial differential equations with the use of the method of lines coupled with the tau collocation method. The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then ...
Multimodal interaction design in collocated mobile phone use
El-Ali, A.; Lucero, A.; Aaltonen, V.
2011-01-01
In the context of the Social and Spatial Interactions (SSI) platform, we explore how multimodal interaction design (input and output) can augment and improve the experience of collocated, collaborative activities using mobile phones. Based largely on our prototype evaluations, we reflect on and
Sinc-collocation method for solving the Blasius equation
International Nuclear Information System (INIS)
Parand, K.; Dehghan, Mehdi; Pirkhedri, A.
2009-01-01
Sinc-collocation method is applied for solving Blasius equation which comes from boundary layer equations. It is well known that sinc procedure converges to the solution at an exponential rate. Comparison with Howarth and Asaithambi's numerical solutions reveals that the proposed method is of high accuracy and reduces the solution of Blasius' equation to the solution of a system of algebraic equations.
Lexical richness and collocational competence in second-language writing
Vedder, I.; Benigno, V.
2016-01-01
In this article we report on an experiment set up to investigate lexical richness and collocational competence in the written production of 39 low-intermediate and intermediate learners of Italian L2. Lexical richness was assessed by means of a lexical profiling method inspired by Laufer and Nation
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Simurda, Matej; Duggen, Lars; Basse, Nils T; Lassen, Benny
2018-02-01
A numerical model for transit-time ultrasonic flowmeters operating under multiphase flow conditions previously presented by us is extended by mesh refinement and grid point redistribution. The method solves modified first-order stress-velocity equations of elastodynamics with additional terms to account for the effect of the background flow. Spatial derivatives are calculated by a Fourier collocation scheme allowing the use of the fast Fourier transform, while the time integration is realized by the explicit third-order Runge-Kutta finite-difference scheme. The method is compared against analytical solutions and experimental measurements to verify the benefit of using mapped grids. Additionally, a study of clamp-on and in-line ultrasonic flowmeters operating under multiphase flow conditions is carried out.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
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...
Zeng, X.
2015-12-01
A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.
Klotz, Wolf-Dieter
2005-01-01
Grid technology is widely emerging. Grid computing, most simply stated, is distributed computing taken to the next evolutionary level. The goal is to create the illusion of a simple, robust yet large and powerful self managing virtual computer out of a large collection of connected heterogeneous systems sharing various combinations of resources. This talk will give a short history how, out of lessons learned from the Internet, the vision of Grids was born. Then the extensible anatomy of a Grid architecture will be discussed. The talk will end by presenting a selection of major Grid projects in Europe and US and if time permits a short on-line demonstration.
RBF Multiscale Collocation for Second Order Elliptic Boundary Value Problems
Farrell, Patricio
2013-01-01
In this paper, we discuss multiscale radial basis function collocation methods for solving elliptic partial differential equations on bounded domains. The approximate solution is constructed in a multilevel fashion, each level using compactly supported radial basis functions of smaller scale on an increasingly fine mesh. On each level, standard symmetric collocation is employed. A convergence theory is given, which builds on recent theoretical advances for multiscale approximation using compactly supported radial basis functions. We are able to show that the convergence is linear in the number of levels. We also discuss the condition numbers of the arising systems and the effect of simple, diagonal preconditioners, now proving rigorously previous numerical observations. © 2013 Society for Industrial and Applied Mathematics.
A collocation finite element method with prior matrix condensation
International Nuclear Information System (INIS)
Sutcliffe, W.J.
1977-01-01
For thin shells with general loading, sixteen degrees of freedom have been used for a previous finite element solution procedure using a Collocation method instead of the usual variational based procedures. Although the number of elements required was relatively small, nevertheless the final matrix for the simultaneous solution of all unknowns could become large for a complex compound structure. The purpose of the present paper is to demonstrate a method of reducing the final matrix size, so allowing solution for large structures with comparatively small computer storage requirements while retaining the accuracy given by high order displacement functions. Collocation points, a number are equilibrium conditions which must be satisfied independently of the overall compatibility of forces and deflections for a complete structure. (Auth.)
Part 6. Internationalization and collocation of FBR fuel cycle facilities
International Nuclear Information System (INIS)
Stevenson, M.G.; Abramson, P.B.; LeSage, L.G.
1980-01-01
This report examines some of the non-proliferation, technical, and institutional aspects of internationalization and/or collocation of major facilities of the Fast Breeder Reactor (FBR) fuel cycle. The national incentives and disincentives for establishment of FBR Fuel Cycle Centers are enumerated. The technical, legal, and administrative considerations in determining the feasibility of FBR Fuel Cycle Centers are addressed by making comparisons with Light Water Reactor (LWR) centers which have been studied in detail by the IAEA and UNSRC
Numerical simulation of GEW equation using RBF collocation method
Directory of Open Access Journals (Sweden)
Hamid Panahipour
2012-08-01
Full Text Available The generalized equal width (GEW equation is solved numerically by a meshless method based on a global collocation with standard types of radial basis functions (RBFs. Test problems including propagation of single solitons, interaction of two and three solitons, development of the Maxwellian initial condition pulses, wave undulation and wave generation are used to indicate the efficiency and accuracy of the method. Comparisons are made between the results of the proposed method and some other published numerical methods.
Application of collocation meshless method to eigenvalue problem
International Nuclear Information System (INIS)
Saitoh, Ayumu; Matsui, Nobuyuki; Itoh, Taku; Kamitani, Atsushi; Nakamura, Hiroaki
2012-01-01
The numerical method for solving the nonlinear eigenvalue problem has been developed by using the collocation Element-Free Galerkin Method (EFGM) and its performance has been numerically investigated. The results of computations show that the approximate solution of the nonlinear eigenvalue problem can be obtained stably by using the developed method. Therefore, it can be concluded that the developed method is useful for solving the nonlinear eigenvalue problem. (author)
Teaching vocabulary using collocations versus using definitions in EFL classes
Altınok, Şerife İper
2000-01-01
Ankara : Institute of Economics and Social Sciences of Bilkent Univ., 2000. Thesis (Master's) -- Bilkent University, 2000. Includes bibliographical references leaves 40-43 Teaching words in collocations is a comparatively new technique and it is accepted as an effective one in vocabulary teaching. The purpose of this study was to find out whether teaching vocabulary would result in better learning and remembering vocabulary items. This study investigated the differences betw...
Let's collocate: student generated worksheets as a motivational tool
Simpson, Adam John
2006-01-01
This article discusses the process of producing collocation worksheets and the values of these worksheets as a motivational tool within a tertiary level preparatory English program. Firstly, the method by which these worksheets were produced is described, followed by an analysis of their effectiveness as a resource in terms of student motivation, personalisation, involvement in the development of the curriculum and in raising awareness of corpus linguistics and its applications.
Pseudospectral collocation methods for fourth order differential equations
Malek, Alaeddin; Phillips, Timothy N.
1994-01-01
Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.
B-spline Collocation with Domain Decomposition Method
International Nuclear Information System (INIS)
Hidayat, M I P; Parman, S; Ariwahjoedi, B
2013-01-01
A global B-spline collocation method has been previously developed and successfully implemented by the present authors for solving elliptic partial differential equations in arbitrary complex domains. However, the global B-spline approximation, which is simply reduced to Bezier approximation of any degree p with C 0 continuity, has led to the use of B-spline basis of high order in order to achieve high accuracy. The need for B-spline bases of high order in the global method would be more prominent in domains of large dimension. For the increased collocation points, it may also lead to the ill-conditioning problem. In this study, overlapping domain decomposition of multiplicative Schwarz algorithm is combined with the global method. Our objective is two-fold that improving the accuracy with the combination technique, and also investigating influence of the combination technique to the employed B-spline basis orders with respect to the obtained accuracy. It was shown that the combination method produced higher accuracy with the B-spline basis of much lower order than that needed in implementation of the initial method. Hence, the approximation stability of the B-spline collocation method was also increased.
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
An empirical understanding of triple collocation evaluation measure
Scipal, Klaus; Doubkova, Marcela; Hegyova, Alena; Dorigo, Wouter; Wagner, Wolfgang
2013-04-01
Triple collocation method is an advanced evaluation method that has been used in the soil moisture field for only about half a decade. The method requires three datasets with an independent error structure that represent an identical phenomenon. The main advantages of the method are that it a) doesn't require a reference dataset that has to be considered to represent the truth, b) limits the effect of random and systematic errors of other two datasets, and c) simultaneously assesses the error of three datasets. The objective of this presentation is to assess the triple collocation error (Tc) of the ASAR Global Mode Surface Soil Moisture (GM SSM 1) km dataset and highlight problems of the method related to its ability to cancel the effect of error of ancillary datasets. In particular, the goal is to a) investigate trends in Tc related to the change in spatial resolution from 5 to 25 km, b) to investigate trends in Tc related to the choice of a hydrological model, and c) to study the relationship between Tc and other absolute evaluation methods (namely RMSE and Error Propagation EP). The triple collocation method is implemented using ASAR GM, AMSR-E, and a model (either AWRA-L, GLDAS-NOAH, or ERA-Interim). First, the significance of the relationship between the three soil moisture datasets was tested that is a prerequisite for the triple collocation method. Second, the trends in Tc related to the choice of the third reference dataset and scale were assessed. For this purpose the triple collocation is repeated replacing AWRA-L with two different globally available model reanalysis dataset operating at different spatial resolution (ERA-Interim and GLDAS-NOAH). Finally, the retrieved results were compared to the results of the RMSE and EP evaluation measures. Our results demonstrate that the Tc method does not eliminate the random and time-variant systematic errors of the second and the third dataset used in the Tc. The possible reasons include the fact a) that the TC
Directory of Open Access Journals (Sweden)
Vasily A. Belyaev
2017-01-01
Full Text Available The new versions of the collocations and least residuals (CLR method of high-order accuracy are proposed and implemented for the numerical solution of the boundary value problems for PDE in the convex quadrangular domains. Their implementation and numerical experiments are performed by the examples of solving the biharmonic and Poisson equations. The solution of the biharmonic equation is used for simulation of the stress-strain state of an isotropic plate under the action of the transverse load. Differential problems are projected into the space of fourth-degree polynomials by the CLR method. The boundary conditions for the approximate solution are put down exactly on the boundary of the computational domain. The versions of the CLR method are implemented on the grids, which are constructed by two different ways. In the first version, a “quasiregular” grid is constructed in the domain, the extreme lines of this grid coincide with the boundaries of the domain. In the second version, the domain is initially covered by a regular grid with rectangular cells. Herewith, the collocation and matching points that are situated outside the domain are used for approximation of the differential equations in the boundary cells that had been crossed by the boundary. In addition the “small” irregular triangular cells that had been cut off by the domain boundary from rectangular cells of the initial regular grid are joined to adjacent quadrangular cells. This technique allowed to essentially reduce the conditionality of the system of linear algebraic equations of the approximate problem in comparison with the case when small irregular cells together with other cells were used as independent ones for constructing an approximate solution of the problem. It is shown that the approximate solution of problems converges with high order and matches with high accuracy with the analytical solution of the test problems in the case of the known solution in
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
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
Bergström, Kerstin
2008-01-01
The aim of this study is to examine the vocabulary and receptive collocation knowledge in English among Swedish upper secondary school students. The primary material consists of two vocabulary tests, one collocation test, and a background questionnaire. The first research question concerns whether the students who receive a major part of their education in English have a higher level of vocabulary and receptive collocation knowledge in English than those who are taught primarily in Swedish. T...
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
The treatment of lexical collocations in EFL coursebooks in the Estonian secondary school context
Directory of Open Access Journals (Sweden)
Liina Vassiljev
2015-04-01
Full Text Available The article investigates lexical collocations encountered in English as a Foreign Language (EFL instruction in Estonian upper secondary schools. This is achieved through a statistical analysis of collocations featuring in three coursebooks where the collocations found are analysed in terms of their type, frequency and usefulness index by studying them through an online language corpus (Collins Wordbanks Online. The coursebooks are systematically compared and contrasted relying upon the data gathered. The results of the study reveal that the frequency and range of lexical collocations in a language corpus have not been regarded as an essential criterion for their selection and practice by any of the coursebook authors under discussion.
Simulation of electrically driven jet using Chebyshev collocation method
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
The model of electrically driven jet is governed by a series of quasi 1D dimensionless partial differential equations(PDEs).Following the method of lines,the Chebyshev collocation method is employed to discretize the PDEs and obtain a system of differential-algebraic equations(DAEs).By differentiating constrains in DAEs twice,the system is transformed into a set of ordinary differential equations(ODEs) with invariants.Then the implicit differential equations solver "ddaskr" is used to solve the ODEs and ...
Benchmarking the Collocation Stand-Alone Library and Toolkit (CSALT)
Hughes, Steven; Knittel, Jeremy; Shoan, Wendy; Kim, Youngkwang; Conway, Claire; Conway, Darrel J.
2017-01-01
This paper describes the processes and results of Verification and Validation (VV) efforts for the Collocation Stand Alone Library and Toolkit (CSALT). We describe the test program and environments, the tools used for independent test data, and comparison results. The VV effort employs classical problems with known analytic solutions, solutions from other available software tools, and comparisons to benchmarking data available in the public literature. Presenting all test results are beyond the scope of a single paper. Here we present high-level test results for a broad range of problems, and detailed comparisons for selected problems.
Fourier analysis of finite element preconditioned collocation schemes
Deville, Michel O.; Mund, Ernest H.
1990-01-01
The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.
Directory of Open Access Journals (Sweden)
Arne Van Londersele
2017-01-01
Full Text Available Graphene-based electrical components are inherently multiscale, which poses a real challenge for finite-difference time-domain (FDTD solvers due to the stringent time step upper bound. Here, a unidirectionally collocated hybrid implicit-explicit (UCHIE FDTD method is put forward that exploits the planar structure of graphene to increase the time step by implicitizing the critical dimension. The method replaces the traditional Yee discretization by a partially collocated scheme that allows a more accurate numerical description of the material boundaries. Moreover, the UCHIE-FDTD method preserves second-order accuracy even for nonuniform discretization in the direction of collocation. The auxiliary differential equation (ADE approach is used to implement the graphene sheet as a dispersive Drude medium. The finite grid is terminated by a uniaxial perfectly matched layer (UPML to permit open-space simulations. Special care is taken to elaborate on the efficient implementation of the implicit update equations. The UCHIE-FDTD method is validated by computing the shielding effectiveness of a typical graphene sheet.
Collocation methods for uncertainty quanti cation in PDE models with random data
Nobile, Fabio
2014-01-06
In this talk we consider Partial Differential Equations (PDEs) whose input data are modeled as random fields to account for their intrinsic variability or our lack of knowledge. After parametrizing the input random fields by finitely many independent random variables, we exploit the high regularity of the solution of the PDE as a function of the input random variables and consider sparse polynomial approximations in probability (Polynomial Chaos expansion) by collocation methods. We first address interpolatory approximations where the PDE is solved on a sparse grid of Gauss points in the probability space and the solutions thus obtained interpolated by multivariate polynomials. We present recent results on optimized sparse grids in which the selection of points is based on a knapsack approach and relies on sharp estimates of the decay of the coefficients of the polynomial chaos expansion of the solution. Secondly, we consider regression approaches where the PDE is evaluated on randomly chosen points in the probability space and a polynomial approximation constructed by the least square method. We present recent theoretical results on the stability and optimality of the approximation under suitable conditions between the number of sampling points and the dimension of the polynomial space. In particular, we show that for uniform random variables, the number of sampling point has to scale quadratically with the dimension of the polynomial space to maintain the stability and optimality of the approximation. Numerical results show that such condition is sharp in the monovariate case but seems to be over-constraining in higher dimensions. The regression technique seems therefore to be attractive in higher dimensions.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
CERN. Geneva
2004-01-01
The aim of Grid computing is to enable the easy and open sharing of resources between large and highly distributed communities of scientists and institutes across many independent administrative domains. Convincing site security officers and computer centre managers to allow this to happen in view of today's ever-increasing Internet security problems is a major challenge. Convincing users and application developers to take security seriously is equally difficult. This paper will describe the main Grid security issues, both in terms of technology and policy, that have been tackled over recent years in LCG and related Grid projects. Achievements to date will be described and opportunities for future improvements will be addressed.
Pettersson, Per
2013-05-01
The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.
Pettersson, Per; Doostan, Alireza; Nordströ m, Jan
2013-01-01
The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system.It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steady-state. © 2013 Elsevier B.V.
Acoustic scattering by multiple elliptical cylinders using collocation multipole method
International Nuclear Information System (INIS)
Lee, Wei-Ming
2012-01-01
This paper presents the collocation multipole method for the acoustic scattering induced by multiple elliptical cylinders subjected to an incident plane sound wave. To satisfy the Helmholtz equation in the elliptical coordinate system, the scattered acoustic field is formulated in terms of angular and radial Mathieu functions which also satisfy the radiation condition at infinity. The sound-soft or sound-hard boundary condition is satisfied by uniformly collocating points on the boundaries. For the sound-hard or Neumann conditions, the normal derivative of the acoustic pressure is determined by using the appropriate directional derivative without requiring the addition theorem of Mathieu functions. By truncating the multipole expansion, a finite linear algebraic system is derived and the scattered field can then be determined according to the given incident acoustic wave. Once the total field is calculated as the sum of the incident field and the scattered field, the near field acoustic pressure along the scatterers and the far field scattering pattern can be determined. For the acoustic scattering of one elliptical cylinder, the proposed results match well with the analytical solutions. The proposed scattered fields induced by two and three elliptical–cylindrical scatterers are critically compared with those provided by the boundary element method to validate the present method. Finally, the effects of the convexity of an elliptical scatterer, the separation between scatterers and the incident wave number and angle on the acoustic scattering are investigated.
Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem
Man, J.; Li, W.; Zeng, L.; Wu, L.
2015-12-01
The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.
Gimme Context – towards New Domain-Specific Collocational Dictionaries
Directory of Open Access Journals (Sweden)
Sylvana Krausse
2011-04-01
Full Text Available The days of traditional drudgery-filled lexicography are long gone. Fortunately today, computers help in the enormous task of storing and analysing language in order to condense and store the found information in the form of dictionaries. In this paper, the way from a corpus to a small domain-specific collocational dictionary will be described and thus exemplified based on the example of the domain-specific language of mining reclamation, which can be duplicated for other specific languages too. So far, domain-specific dictionaries are mostly rare as their creation is very labour- and thus cost-effective and all too often they are just a collection of terms plus translation without any information on how to use them in speech. Particular small domains which do not involve a lot of users have been disregarded by lexicographers as there is also always the question of how well it sells afterwards. Following this, I will describe the creation of a small collocational dictionary on mining reclamation language which is based on the consequent use of corpus information. It is relatively quick to realize in the design phase and is thought to provide the sort of linguistic information engineering experts need when they communicate in English or read specialist texts in the specific domain.
Indian Academy of Sciences (India)
A computing grid interconnects resources such as high performancecomputers, scientific databases, and computercontrolledscientific instruments of cooperating organizationseach of which is autonomous. It precedes and is quitedifferent from cloud computing, which provides computingresources by vendors to customers ...
Indian Academy of Sciences (India)
IAS Admin
emergence of supercomputers led to the use of computer simula- tion as an .... Scientific and engineering applications (e.g., Tera grid secure gate way). Collaborative ... Encryption, privacy, protection from malicious software. Physical Layer.
English Collocation Learning through Corpus Data: On-Line Concordance and Statistical Information
Ohtake, Hiroshi; Fujita, Nobuyuki; Kawamoto, Takeshi; Morren, Brian; Ugawa, Yoshihiro; Kaneko, Shuji
2012-01-01
We developed an English Collocations On Demand system offering on-line corpus and concordance information to help Japanese researchers acquire a better command of English collocation patterns. The Life Science Dictionary Corpus consists of approximately 90,000,000 words collected from life science related research papers published in academic…
Corpora and Collocations in Chinese-English Dictionaries for Chinese Users
Xia, Lixin
2015-01-01
The paper identifies the major problems of the Chinese-English dictionary in representing collocational information after an extensive survey of nine dictionaries popular among Chinese users. It is found that the Chinese-English dictionary only provides the collocation types of "v+n" and "v+n," but completely ignores those of…
Not Just "Small Potatoes": Knowledge of the Idiomatic Meanings of Collocations
Macis, Marijana; Schmitt, Norbert
2017-01-01
This study investigated learner knowledge of the figurative meanings of 30 collocations that can be both literal and figurative. One hundred and seven Chilean Spanish-speaking university students of English were asked to complete a meaning-recall collocation test in which the target items were embedded in non-defining sentences. Results showed…
DEFF Research Database (Denmark)
Henriksen, Birgit; Westbrook, Pete
2017-01-01
and classifying collocations used by L2 speakers in advanced, domain-specific oral academic discourse. The main findings seem to suggest that to map an informant’s complete collocational use and to get an understanding of disciplinary differences, we need to not only take account of general, academic and domain...
Verb-Noun Collocations in Written Discourse of Iranian EFL Learners
Directory of Open Access Journals (Sweden)
Fatemeh Ebrahimi-Bazzaz
2015-07-01
Full Text Available When native speakers of English write, they employ both grammatical rules and collocations. Collocations are words that are present in the memory of native speakers as ready-made prefabricated chunks. Non-native speakers who wish to acquire native-like fluency should give appropriate attention to collocations in writing in order not to produce sentences that native speakers may consider odd. The present study tries to explore the use of verb-noun collocations in written discourse of English as foreign language (EFL among Iranian EFL learners from one academic year to the next in Iran. To measure the use of verb-noun collocations in written discourse, there was a 60-minute task of writing story based on a series of six pictures whereby for each picture, three verb-noun collocations were measured, and nouns were provided to limit the choice of collocations. The results of the statistical analysis of ANOVA for the research question indicated that there was a significant difference in the use of lexical verb-noun collocations in written discourse both between and within the four academic years. The results of a post hoc multiple comparison tests confirmed that the means are significantly different between the first year and the third and fourth years, between the second and the fourth, and between the third and the fourth academic year which indicate substantial development in verb-noun collocation proficiency. The vital implication is that the learners could use verb-noun collocations in productive skill of writing.
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 ...
Stochastic energy balancing in substation energy management
Directory of Open Access Journals (Sweden)
Hassan Shirzeh
2015-12-01
Full Text Available In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical task in such a network in order to achieve load levelling and/or peak shaving in order to minimise the fluctuation between off-peak and peak energy demand. An effective approach is proposed to model and administer the behaviour of source nodes in this grid through a scheduling strategy control algorithm using the historical data collected from the system. The stochastic model predicts future power consumption/injection to determine the power required for storage components. The stochastic models developed based on the Box-Jenkins method predict the most efficient state of the electrical energy flow between a distribution network and nodes and minimises the peak demand and off-peak consumption of acquiring electrical energy from the main grid. The performance of the models is validated against the autoregressive moving average (ARIMA and the Markov chain models used in previous work. The results demonstrate that the proposed method outperforms both the ARIMA and the Markov chain model in terms of forecast accuracy. Results are presented, the strengths and limitations of the approach are discussed, and possible future work is described.
Optimization of Low-Thrust Spiral Trajectories by Collocation
Falck, Robert D.; Dankanich, John W.
2012-01-01
As NASA examines potential missions in the post space shuttle era, there has been a renewed interest in low-thrust electric propulsion for both crewed and uncrewed missions. While much progress has been made in the field of software for the optimization of low-thrust trajectories, many of the tools utilize higher-fidelity methods which, while excellent, result in extremely high run-times and poor convergence when dealing with planetocentric spiraling trajectories deep within a gravity well. Conversely, faster tools like SEPSPOT provide a reasonable solution but typically fail to account for other forces such as third-body gravitation, aerodynamic drag, solar radiation pressure. SEPSPOT is further constrained by its solution method, which may require a very good guess to yield a converged optimal solution. Here the authors have developed an approach using collocation intended to provide solution times comparable to those given by SEPSPOT while allowing for greater robustness and extensible force models.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
A Comprehensive Study of Gridding Methods for GPS Horizontal Velocity Fields
Wu, Yanqiang; Jiang, Zaisen; Liu, Xiaoxia; Wei, Wenxin; Zhu, Shuang; Zhang, Long; Zou, Zhenyu; Xiong, Xiaohui; Wang, Qixin; Du, Jiliang
2017-03-01
Four gridding methods for GPS velocities are compared in terms of their precision, applicability and robustness by analyzing simulated data with uncertainties from 0.0 to ±3.0 mm/a. When the input data are 1° × 1° grid sampled and the uncertainty of the additional error is greater than ±1.0 mm/a, the gridding results show that the least-squares collocation method is highly robust while the robustness of the Kriging method is low. In contrast, the spherical harmonics and the multi-surface function are moderately robust, and the regional singular values for the multi-surface function method and the edge effects for the spherical harmonics method become more significant with increasing uncertainty of the input data. When the input data (with additional errors of ±2.0 mm/a) are decimated by 50% from the 1° × 1° grid data and then erased in three 6° × 12° regions, the gridding results in these three regions indicate that the least-squares collocation and the spherical harmonics methods have good performances, while the multi-surface function and the Kriging methods may lead to singular values. The gridding techniques are also applied to GPS horizontal velocities with an average error of ±0.8 mm/a over the Chinese mainland and the surrounding areas, and the results show that the least-squares collocation method has the best performance, followed by the Kriging and multi-surface function methods. Furthermore, the edge effects of the spherical harmonics method are significantly affected by the sparseness and geometric distribution of the input data. In general, the least-squares collocation method is superior in terms of its robustness, edge effect, error distribution and stability, while the other methods have several positive features.
International Nuclear Information System (INIS)
Viterbo, J.
2012-01-01
The implementation of renewable energies represents new challenges for electrical systems. The objective: making power grids smarter so they can handle intermittent production. The advent of smart grids will allow flexible operations like distributing energy in a multidirectional manner instead of just one way and it will make electrical systems capable of integrating actions by different users, consumers and producers in order to maintain efficient, sustainable, economical and secure power supplies. Practically speaking, they associate sensors, instrumentation and controls with information processing and communication systems in order to create massively automated networks. Smart grids require huge investments: for example more than 7 billion dollars have been invested in China and in the Usa in 2010 and France is ranked 9. worldwide with 265 million dollars invested. It is expected that smart grids will promote the development of new business models and a change in the value chain for energy. Decentralized production combined with the probable introduction of more or less flexible rates for sales or purchases and of new supplier-customer relationships will open the way to the creation of new businesses. (A.C.)
Analysis of an upstream weighted collocation approximation to the transport equation
International Nuclear Information System (INIS)
Shapiro, A.; Pinder, G.F.
1981-01-01
The numerical behavior of a modified orthogonal collocation method, as applied to the transport equations, can be examined through the use of a Fourier series analysis. The necessity of such a study becomes apparent in the analysis of several techniques which emulate classical upstream weighting schemes. These techniques are employed in orthogonal collocation and other numerical methods as a means of handling parabolic partial differential equations with significant first-order terms. Divergent behavior can be shown to exist in one upstream weighting method applied to orthogonal collocation
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Collocation mismatch uncertainties in satellite aerosol retrieval validation
Virtanen, Timo H.; Kolmonen, Pekka; Sogacheva, Larisa; Rodríguez, Edith; Saponaro, Giulia; de Leeuw, Gerrit
2018-02-01
Satellite-based aerosol products are routinely validated against ground-based reference data, usually obtained from sun photometer networks such as AERONET (AEROsol RObotic NETwork). In a typical validation exercise a spatial sample of the instantaneous satellite data is compared against a temporal sample of the point-like ground-based data. The observations do not correspond to exactly the same column of the atmosphere at the same time, and the representativeness of the reference data depends on the spatiotemporal variability of the aerosol properties in the samples. The associated uncertainty is known as the collocation mismatch uncertainty (CMU). The validation results depend on the sampling parameters. While small samples involve less variability, they are more sensitive to the inevitable noise in the measurement data. In this paper we study systematically the effect of the sampling parameters in the validation of AATSR (Advanced Along-Track Scanning Radiometer) aerosol optical depth (AOD) product against AERONET data and the associated collocation mismatch uncertainty. To this end, we study the spatial AOD variability in the satellite data, compare it against the corresponding values obtained from densely located AERONET sites, and assess the possible reasons for observed differences. We find that the spatial AOD variability in the satellite data is approximately 2 times larger than in the ground-based data, and the spatial variability correlates only weakly with that of AERONET for short distances. We interpreted that only half of the variability in the satellite data is due to the natural variability in the AOD, and the rest is noise due to retrieval errors. However, for larger distances (˜ 0.5°) the correlation is improved as the noise is averaged out, and the day-to-day changes in regional AOD variability are well captured. Furthermore, we assess the usefulness of the spatial variability of the satellite AOD data as an estimate of CMU by comparing the
International Nuclear Information System (INIS)
Maschek, W.
1976-07-01
A modified collocation method is used for solving the one group criticality problem for a uniform multiplying slab. The critical parameters and the angular fluxes for a number of slabs are displayed and compared with previously published values. (orig.) [de
An adaptive multi-element probabilistic collocation method for statistical EMC/EMI characterization
Yü cel, Abdulkadir C.; Bagci, Hakan; Michielssen, Eric
2013-01-01
polynomial chaos expansion of the observables. While constructing local polynomial expansions on each subdomain, a fast integral-equation-based deterministic field-cable-circuit simulator is used to compute the observable values at the collocation
High-frequency collocations of nouns in research articles across eight disciplines
Directory of Open Access Journals (Sweden)
Matthew Peacock
2012-04-01
Full Text Available This paper describes a corpus-based analysis of the distribution of the high-frequency collocates of abstract nouns in 320 research articles across eight disciplines: Chemistry, Computer Science, Materials Science, Neuroscience, Economics, Language and Linguistics, Management, and Psychology. Disciplinary variation was also examined – very little previous research seems to have investigated this. The corpus was analysed using WordSmith Tools. The 16 highest-frequency nouns across all eight disciplines were identified, followed by the highest-frequency collocates for each noun. Five disciplines showed over 50% variance from the overall results. Conclusions are that the differing patterns revealed are disciplinary norms and represent standard terminology within the disciplines arising from the topics discussed, research methods, and content of discussions. It is also concluded that the collocations are an important part of the meanings and functions of the nouns, and that this evidence of sharp discipline differences underlines the importance of discipline-specific collocation research.
Directory of Open Access Journals (Sweden)
Irena SRDANOVIĆ
2011-05-01
Full Text Available In this paper, we explore presence of collocational relations in the computer-assisted language learning systems and other language resources for the Japanese language, on one side, and, in the Japanese language learning textbooks and wordlists, on the other side. After introducing how important it is to learn collocational relations in a foreign language, we examine their coverage in the various learners’ resources for the Japanese language. We particularly concentrate on a few collocations at the beginner’s level, where we demonstrate their treatment across various resources. A special attention is paid to what is referred to as unpredictable collocations, which have a bigger foreign language learning-burden than the predictable ones.
International Nuclear Information System (INIS)
Jansweijer, P.P.M.; Es, J.T. van.
1990-01-01
This report describes a fast pulse generator. This generator delivers a high-voltage pulse of at most 6000 V with a rise time being smaller than 50 nS. this results in a slew rate of more than 120.000 volts per μS. The pulse generator is used to control the grid of the injector of the electron accelerator MEA. The capacity of this grid is about 60 pF. In order to charge this capacity up to 6000 volts in 50 nS a current of 8 ampere is needed. The maximal pulse length is 50 μS with a repeat frequency of 500 Hz. During this 50 μS the stability of the pulse amplitude is better than 0.1%. (author). 20 figs
Morrad, Annie; McArthur, Ian
2018-01-01
Project Anywhere Project title: The Grid Artists: Annie Morrad: Artist/Senior Lecturer, University of Lincoln, School of Film and Media, Lincoln, UK Dr Ian McArthur: Hybrid Practitioner/Senior Lecturer, UNSW Art & Design, UNSW Australia, Sydney, Australia Annie Morrad is a London-based artist and musician and senior lecturer at the University of Lincoln, UK. Dr Ian McArthur is a Sydney-based hybrid practitione...
Communication Collocations of the Lexeme Geld in General and Business German
Directory of Open Access Journals (Sweden)
Mirna Hocenski-Dreiseidl
2010-07-01
Full Text Available The authors aim to analyse and compare the lexeme Geld and its collocations on the grammatical and semantic levels in general and in business German. A special emphasis will be put on the importance of the communicative function that this lexeme and its collocations have in the language of banking. The paper also has a practical purpose. Its applicability in teaching is envisaged to improve the communicative competence of students of economics.
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.
Carpenter, Mark H.; Fisher, Travis C.; Nielsen, Eric J.; Frankel, Steven H.
2013-01-01
Nonlinear entropy stability and a summation-by-parts framework are used to derive provably stable, polynomial-based spectral collocation methods of arbitrary order. The new methods are closely related to discontinuous Galerkin spectral collocation methods commonly known as DGFEM, but exhibit a more general entropy stability property. Although the new schemes are applicable to a broad class of linear and nonlinear conservation laws, emphasis herein is placed on the entropy stability of the compressible Navier-Stokes equations.
Software Tools for Stochastic Simulations of Turbulence
2015-08-28
40] R. D. Richtmyer. Taylor instability in shock acceleration of compressible fluids. Comm. pure Appl. Math , 13(297-319), 1960. 76 [41] R. Samulyak, J...Research Triangle Park, NC 27709-2211 Pure sciences, Applied sciences, Front tracking, Large eddy simulations, Mesh convergence, Stochastic convergence, Weak...Illustration of a component grid with a front crossing solution stencil. Cells in the pure yellow and pure blue regions are assigned different components
Chow, Edward T.; Stewart, Helen; Korsmeyer, David (Technical Monitor)
2003-01-01
The biggest users of GRID technologies came from the science and technology communities. These consist of government, industry and academia (national and international). The NASA GRID is moving into a higher technology readiness level (TRL) today; and as a joint effort among these leaders within government, academia, and industry, the NASA GRID plans to extend availability to enable scientists and engineers across these geographical boundaries collaborate to solve important problems facing the world in the 21 st century. In order to enable NASA programs and missions to use IPG resources for program and mission design, the IPG capabilities needs to be accessible from inside the NASA center networks. However, because different NASA centers maintain different security domains, the GRID penetration across different firewalls is a concern for center security people. This is the reason why some IPG resources are been separated from the NASA center network. Also, because of the center network security and ITAR concerns, the NASA IPG resource owner may not have full control over who can access remotely from outside the NASA center. In order to obtain organizational approval for secured remote access, the IPG infrastructure needs to be adapted to work with the NASA business process. Improvements need to be made before the IPG can be used for NASA program and mission development. The Secured Advanced Federated Environment (SAFE) technology is designed to provide federated security across NASA center and NASA partner's security domains. Instead of one giant center firewall which can be difficult to modify for different GRID applications, the SAFE "micro security domain" provide large number of professionally managed "micro firewalls" that can allow NASA centers to accept remote IPG access without the worry of damaging other center resources. The SAFE policy-driven capability-based federated security mechanism can enable joint organizational and resource owner approved remote
Translating Legal Collocations in Contract Agreements by Iraqi EFL Students-Translators
Directory of Open Access Journals (Sweden)
Muntaha A. Abdulwahid
2017-01-01
Full Text Available Legal translation of contract agreements is a challenge to translators as it involves combining the literary translation with the technical terminological precision. In translating legal contract agreements, a legal translator must utilize the lexical or syntactic precision and, more importantly, the pragmatic awareness of the context. This will guarantee an overall communicative process and avoid inconsistency in legal translation. However, the inability of the translator to meet these two functions in translating the contract item not only affects the contractors’ comprehension of the contract item but also affects the parties’ contractual obligations. In light of this, the purpose of this study was to find out how legal collocations used in contract agreements are translated from Arabic into English by student-translators in terms of (1 purely technical, (2 semi-technical, and (3 everyday vocabulary collocations. For the data collection, a multiple-choice collocation test was used to be answered by 35 EFL Iraqi undergraduate translator-students to decide on the aspects of weaknesses and strengths of their translation, thus decide on the aspects of correction. The findings showed that these students had serious problems in translating legal collocations as they lack the linguistic knowledge and pragmatic awareness needed to achieve the legal meaning and effect. They were also unable to make a difference among the three categories of legal collocations, purely technical, semi-technical, and everyday vocabulary collocations. These students should be exposed to more legal translation practices to obtain the required experience needed for their future career.
Age of Acquisition Effects in Chinese EFL learners’ Delexicalized Verb and Collocation Acquisition
Directory of Open Access Journals (Sweden)
Miao Haiyan
2015-05-01
Full Text Available This paper investigates age of acquisition (AoA effects and the acquisition of delexicalized verbs and collocations in Chinese EFL learners, and explores the underlying reasons from the connectionist model for these learners’ acquisition characteristics. The data were collected through a translation test consisted of delexialized verb information section and English-Chinese and Chinese-English collocation parts, aiming to focus on Chinese EFL learners’ receptive and productive abilities respectively. As Chinese EFL is a nationally classroom-based practice beginning from early primary school, the pedagogical value and different phases of acquisition are thus taken into consideration in designing the translation test. Research results show that the effects of AoA are significant not only in the learners’ acquisition of individual delexicalized verbs but also in delexicalized collocations. Although learners have long begun to learn delexicalized verbs, their production indicates that early learning does not guarantee total acquisition, because their grasp of delexicalized verbs still stay at the senior middle school level. AoA effects significantly affect the recognition but not the production of collocations. Furthermore, a plateau effect occurs in learners’ acquisition of college-level delexicalized collocations, as their recognition and production have no processing advantages over earlier learned collocations.
Evaluating the performance of collocated optical disdrometers: LPM and PARSIVEL
Angulo-Martinez, Marta; Begueria, Santiago; Latorre, Borja
2017-04-01
Optical disdrometers are present weather sensors with the ability of providing integrate information of precipitation like intensity and reflectivity together with discrete information of drop sizes and velocities distribution (DSVD) of the hydrometeors crossing the laser beam sampling area. These sensors constitute a step forward in comparison with pluviometers towards a more complete characterisation of precipitation. Their use is spreading in many research fields for several applications. Understanding the differences from one another helps in the election of the sensor and point out limitations to be fixed in future versions. Four collocated optical disdrometers, two Laser Precipitation Monitors (LPM-Thies Clima) and two PARSIVEL, 1-minute measurements of 800 natural rainfall events were compared. Results showed a general agreement in integrated variables, like intensity or liquid water content. Nevertheless, comparing raw data, as the number of particles and DSVD, great differences were found. LPM generally measures more and smaller drops than PARSIVEL and this difference increases with rainfall intensity. These results may affect especially the reflectivity value every disdrometer provide. A complete description of the measurements obtained, quantifiying the differences is provided, indicating their possible sources.
Transport survey calculations using the spectral collocation method
International Nuclear Information System (INIS)
Painter, S.L.; Lyon, J.F.
1989-01-01
A novel transport survey code has been developed and is being used to study the sensitivity of stellarator reactor performance to various transport assumptions. Instead of following one of the usual approaches, the steady-state transport equation are solved in integral form using the spectral collocation method. This approach effectively combine the computational efficiency of global models with the general nature of 1-D solutions. A compact torsatron reactor test case was used to study the convergence properties and flexibility of the new method. The heat transport model combined Shaing's model for ripple-induced neoclassical transport, the Chang-Hinton model for axisymmetric neoclassical transport, and neoalcator scaling for anomalous electron heat flux. Alpha particle heating, radiation losses, classical electron-ion heat flow, and external heating were included. For the test problem, the method exhibited some remarkable convergence properties. As the number of basis functions was increased, the maximum, pointwise error in the integrated power balance decayed exponentially until the numerical noise level as reached. Better than 10% accuracy in the globally-averaged quantities was achieved with only 5 basis functions; better than 1% accuracy was achieved with 10 basis functions. The numerical method was also found to be very general. Extreme temperature gradients at the plasma edge which sometimes arise from the neoclassical models and are difficult to resolve with finite-difference methods were easily resolved. 8 refs., 6 figs
Collocated Dataglyphs for large-message storage and retrieval
Motwani, Rakhi C.; Breidenbach, Jeff A.; Black, John R.
2004-06-01
In contrast to the security and integrity of electronic files, printed documents are vulnerable to damage and forgery due to their physical nature. Researchers at Palo Alto Research Center utilize DataGlyph technology to render digital characteristics to printed documents, which provides them with the facility of tamper-proof authentication and damage resistance. This DataGlyph document is known as GlyphSeal. Limited DataGlyph carrying capacity per printed page restricted the application of this technology to a domain of graphically simple and small-sized single-paged documents. In this paper the authors design a protocol motivated by techniques from the networking domain and back-up strategies, which extends the GlyphSeal technology to larger-sized, graphically complex, multi-page documents. This protocol provides fragmentation, sequencing and data loss recovery. The Collocated DataGlyph Protocol renders large glyph messages onto multiple printed pages and recovers the glyph data from rescanned versions of the multi-page documents, even when pages are missing, reordered or damaged. The novelty of this protocol is the application of ideas from RAID to the domain of DataGlyphs. The current revision of this protocol is capable of generating at most 255 pages, if page recovery is desired and does not provide enough data density to store highly detailed images in a reasonable amount of page space.
Grid interoperability: joining grid information systems
International Nuclear Information System (INIS)
Flechl, M; Field, L
2008-01-01
A grid is defined as being 'coordinated resource sharing and problem solving in dynamic, multi-institutional virtual organizations'. Over recent years a number of grid projects, many of which have a strong regional presence, have emerged to help coordinate institutions and enable grids. Today, we face a situation where a number of grid projects exist, most of which are using slightly different middleware. Grid interoperation is trying to bridge these differences and enable Virtual Organizations to access resources at the institutions independent of their grid project affiliation. Grid interoperation is usually a bilateral activity between two grid infrastructures. Recently within the Open Grid Forum, the Grid Interoperability Now (GIN) Community Group is trying to build upon these bilateral activities. The GIN group is a focal point where all the infrastructures can come together to share ideas and experiences on grid interoperation. It is hoped that each bilateral activity will bring us one step closer to the overall goal of a uniform grid landscape. A fundamental aspect of a grid is the information system, which is used to find available grid services. As different grids use different information systems, interoperation between these systems is crucial for grid interoperability. This paper describes the work carried out to overcome these differences between a number of grid projects and the experiences gained. It focuses on the different techniques used and highlights the important areas for future standardization
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
European electricity grid. Status and perspective
International Nuclear Information System (INIS)
Maillard, Dominique
2010-01-01
There is no doubt about the need to expand and modernize the European electricity grid, especially in order to allow renewable energies to be fed stochastically into existing systems. As it is hardly possible at the present time and also in the near future to store electricity on a major scale and at adequate prices, electricity must be transmitted from the point of generation to the point of consumption directly and in real time. The development of grid systems, including cross-border transmission systems, is still behind expectations. This is not due to a shortage of projects or a lack of interest on the part of grid operators; the necessary political support is available as well, and investments at present are covered by the feed tariffs. The problem is the lack of acceptance. It is difficult to obtain new permits or commission new grids. This problem of the licensing authorities often results in considerable delays. Consequently, it is up to the grid operators to handle this situation and promote new, intelligent grid systems in an effort to achieve acceptance of a technical-scale infrastructure. This includes transparency in grid expansion, exchange with the public in order to reach mutual understanding and trust and also find compromises as well as the willingness to discuss various approaches to solutions (underground routing, upgrading of existing grid systems, smart systems, and intelligent designs) so as to optimize the use of the existing infrastructure. (orig.)
Directory of Open Access Journals (Sweden)
Saudin Saudin
2017-05-01
Full Text Available The important role of collocation in learners’ language proficiency has been acknowledged widely. In Systemic Functional Linguistics (SFL, collocation is known as one prominent member of the super-ordinate lexical cohesion, which contributes significantly to the textual coherence, together with grammatical cohesion and structural cohesion (Halliday & Hasan, 1985. Collocation is also viewed as the hallmark of truly advanced English learners since the higher the learners’ proficiency is, the more they tend to use collocation (Bazzaz & Samad, 2011; Hsu, 2007; Zhang, 1993. Further, knowledge of collocation is regarded as part of the native speakers’ communicative competence (Bazzaz & Samad, 2011; and lack of the knowledge is the most important sign of foreignness among foreign language learners (McArthur, 1992; McCarthy, 1990. Taking the importance of collocation into account, this study is aimed to shed light on Indonesian EFL learners’ levels of collocational competence. In the study, the collocational competence is restricted to v+n and adj+n of collocation but broken down into productive and receptive competence, about which little work has been done (Henriksen, 2013. For this purpose, 49 second-year students of an English department in a state polytechnic were chosen as the subjects. Two sets of tests (filling in the blanks and multiple-choice were administered to obtain the data of the subjects’ levels of productive and receptive competence and to gain information of which type was more problematic for the learners. The test instruments were designed by referring to Brashi’s (2006 test model, and Koya’s (2003. In the analysis of the data, interpretive-qualitative method was used primarily to obtain broad explanatory information. The data analysis showed that the scores of productive competence were lower than those of receptive competence in both v+n and adj+n collocation. The analysis also revealed that the scores of productive
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 ...
Erdal, Jørgen Sørgård
2017-01-01
This master thesis develops a stochastic optimisation software for household grid-connected batteries combined with PV-systems. The objective of the optimisation is to operate the battery system in order to minimise the costs of the consumer, and it was implemented in MATLAB using a self-written stochastic dynamic programming algorithm. Load was considered as a stochastic variable and modelled as a Markov Chain. Transition probabilities between time steps were calculated using historic load p...
Impact of WhatsApp on Learning and Retention of Collocation Knowledge among Iranian EFL Learners
Directory of Open Access Journals (Sweden)
Zahra Ashiyan
2016-10-01
Full Text Available During the recent technological years, language learning has been attempted to transform its path from the conventional methods to instrumental applications. Mobile phone provides people to reach and exchange information through chats (WhatsApp. It is a tool or mode that means the facilities are used for main purposes. The unique features of the application are its compatibility to exchange information, enhance communication and relationship. A mobile phone provides to download, upload and store learning materials and information files. The purpose of the current study was to investigate the use and effect of mobile applications such as WhatsApp on school work and out of school work. In this way, Oxford Placement Test (OPT was conducted among 80 learners in order to select intermediate EFL learners. In total, 60 participants whose scores were 70 or higher were elected as the intermediate level and were divided into experimental and control groups. In order to control the reliability of the collocation pretest, the test was pilot studied on 15 learners. Then, the pretest was conducted to measure the learner’s collocation knowledge in both of the groups. The experimental group frequently installed WhatsApp application in order to learning and practicing new collocations in order to learning and practicing new collocations, while the control group did not use any tool for learning them. An immediate posttest after the treatment was administered. The results in each group were statistically evaluated and the findings manifested that the experimental group who used WhatsApp application in learning collocation significantly outperformed the control group in posttest. Thus usage of WhatsApp application to acquire collocations can reinforce and enhance the process of collocations acquisition and it can guarantee retention of collocations. This study also prepares pedagogical implications for utilizing mobile application as an influential instrument
English collocations: A novel approach to teaching the language's last bastion
Directory of Open Access Journals (Sweden)
Rafe S. Zaabalawi
2017-01-01
Full Text Available Collocations are a class of idiomatic expressions comprised of a sequence of words which, for mostly arbitrary reasons, occur together in a prescribed order. Collocations are not necessarily grammatical and/or cannot be generated through knowledge of rules or formulae. Therefore, they are often not easily mastered by EFL learners and typically only dealt with during the latter phase of second language apprenticeship. Literature has mostly examined the phenomenon of collocations from one of two perspectives. First, there are studies focusing on error analysis and contingent pedagogical advice. Second, there is research concerned with theory development; a genre associated with a specific methodological limitations. This study reports on data pertaining to a novel approach to learning collocations; one based on a learner's incidental discovery of such structures in written texts. Our research question is: will students who have been introduced to and practiced specific collocations in reading texts be inclined to naturally use such exemplars appropriately in novel/unfamiliar subsequent contexts? Findings have implications for EFL teachers and those concerned with curriculum development.
Liu, L. H.; Tan, J. Y.
2007-02-01
A least-squares collocation meshless method is employed for solving the radiative heat transfer in absorbing, emitting and scattering media. The least-squares collocation meshless method for radiative transfer is based on the discrete ordinates equation. A moving least-squares approximation is applied to construct the trial functions. Except for the collocation points which are used to construct the trial functions, a number of auxiliary points are also adopted to form the total residuals of the problem. The least-squares technique is used to obtain the solution of the problem by minimizing the summation of residuals of all collocation and auxiliary points. Three numerical examples are studied to illustrate the performance of this new solution method. The numerical results are compared with the other benchmark approximate solutions. By comparison, the results show that the least-squares collocation meshless method is efficient, accurate and stable, and can be used for solving the radiative heat transfer in absorbing, emitting and scattering media.
International Nuclear Information System (INIS)
Liu, L.H.; Tan, J.Y.
2007-01-01
A least-squares collocation meshless method is employed for solving the radiative heat transfer in absorbing, emitting and scattering media. The least-squares collocation meshless method for radiative transfer is based on the discrete ordinates equation. A moving least-squares approximation is applied to construct the trial functions. Except for the collocation points which are used to construct the trial functions, a number of auxiliary points are also adopted to form the total residuals of the problem. The least-squares technique is used to obtain the solution of the problem by minimizing the summation of residuals of all collocation and auxiliary points. Three numerical examples are studied to illustrate the performance of this new solution method. The numerical results are compared with the other benchmark approximate solutions. By comparison, the results show that the least-squares collocation meshless method is efficient, accurate and stable, and can be used for solving the radiative heat transfer in absorbing, emitting and scattering media
The MammoGrid Project Grids Architecture
McClatchey, Richard; Hauer, Tamas; Estrella, Florida; Saiz, Pablo; Rogulin, Dmitri; Buncic, Predrag; Clatchey, Richard Mc; Buncic, Predrag; Manset, David; Hauer, Tamas; Estrella, Florida; Saiz, Pablo; Rogulin, Dmitri
2003-01-01
The aim of the recently EU-funded MammoGrid project is, in the light of emerging Grid technology, to develop a European-wide database of mammograms that will be used to develop a set of important healthcare applications and investigate the potential of this Grid to support effective co-working between healthcare professionals throughout the EU. The MammoGrid consortium intends to use a Grid model to enable distributed computing that spans national borders. This Grid infrastructure will be used for deploying novel algorithms as software directly developed or enhanced within the project. Using the MammoGrid clinicians will be able to harness the use of massive amounts of medical image data to perform epidemiological studies, advanced image processing, radiographic education and ultimately, tele-diagnosis over communities of medical "virtual organisations". This is achieved through the use of Grid-compliant services [1] for managing (versions of) massively distributed files of mammograms, for handling the distri...
Extending Binary Collocations: (Lexicographical Implications of Going beyond the Prototypical a – b
Directory of Open Access Journals (Sweden)
Dušan Gabrovšek
2014-05-01
Full Text Available The paper focuses primarily on the Sinclairian concept of extended units of meaning in general and on extended collocations in particular, investigating their nature and types. Such extended units are extremely varied and diverse; they are regarded as instances of the functioning of the coselection principle. Some extended forms are used far more commonly that the corresponding prototypical (binary sequences. The final section delves into the ABCs of extended collocations in the context of lexicography, suggesting that dictionaries should make an effort to include a selection of such strings, especially for encoding tasks that are to be shown as examples of use. Most dictionaries incorporate very few such “loose” units, probably because of a powerful tradition to include as examples of use chiefly binary collocations and full sentences.
THE CASE FOR VERB-ADJECTIVE COLLOCATIONS: CORPUS-BASED ANALYSIS AND LEXICOGRAPHICAL TREATMENT
Directory of Open Access Journals (Sweden)
Moisés Almela
2011-10-01
Full Text Available This article explores a type of co-occurrence pattern which cannot be adequately described by existing models of collocation, and for which combinatory dictionaries have yet failed to provide sufficient information. The phenomenon of “oblique inter-collocation”, as I propose to call it, is characterised by a concatenation of syntagmatic preferences which partially contravenes the habitual grammatical order of semantic selection. In particular, I will examine some of the effects which the verb cause exerts on the distribution of attributive adjectives in the context of specific noun classes. The procedure for detecting and describing patterns of oblique inter-collocation is illustrated by means of SketchEngine corpus query tools. Based on the data extracted from a large-scale corpus, this paper carries out a critical analysis of the micro-structure in Oxford Collocations Dictionary.
Energy Technology Data Exchange (ETDEWEB)
Saha Ray, S., E-mail: santanusaharay@yahoo.com; Patra, A.
2014-10-15
Highlights: • A stationary transport equation has been solved using the technique of Haar wavelet collocation method. • This paper intends to provide the great utility of Haar wavelets to nuclear science problem. • In the present paper, two-dimensional Haar wavelets are applied. • The proposed method is mathematically very simple, easy and fast. - Abstract: In this paper the numerical solution for the fractional order stationary neutron transport equation is presented using Haar wavelet Collocation Method (HWCM). Haar wavelet collocation method is efficient and powerful in solving wide class of linear and nonlinear differential equations. This paper intends to provide an application of Haar wavelets to nuclear science problems. This paper describes the application of Haar wavelets for the numerical solution of fractional order stationary neutron transport equation in homogeneous medium with isotropic scattering. The proposed method is mathematically very simple, easy and fast. To demonstrate about the efficiency and applicability of the method, two test problems are discussed.
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Solutions of First-Order Volterra Type Linear Integrodifferential Equations by Collocation Method
Directory of Open Access Journals (Sweden)
Olumuyiwa A. Agbolade
2017-01-01
Full Text Available The numerical solutions of linear integrodifferential equations of Volterra type have been considered. Power series is used as the basis polynomial to approximate the solution of the problem. Furthermore, standard and Chebyshev-Gauss-Lobatto collocation points were, respectively, chosen to collocate the approximate solution. Numerical experiments are performed on some sample problems already solved by homotopy analysis method and finite difference methods. Comparison of the absolute error is obtained from the present method and those from aforementioned methods. It is also observed that the absolute errors obtained are very low establishing convergence and computational efficiency.
Adaptive wavelet collocation methods for initial value boundary problems of nonlinear PDE's
Cai, Wei; Wang, Jian-Zhong
1993-01-01
We have designed a cubic spline wavelet decomposition for the Sobolev space H(sup 2)(sub 0)(I) where I is a bounded interval. Based on a special 'point-wise orthogonality' of the wavelet basis functions, a fast Discrete Wavelet Transform (DWT) is constructed. This DWT transform will map discrete samples of a function to its wavelet expansion coefficients in O(N log N) operations. Using this transform, we propose a collocation method for the initial value boundary problem of nonlinear PDE's. Then, we test the efficiency of the DWT transform and apply the collocation method to solve linear and nonlinear PDE's.
Agarwal, P.; El-Sayed, A. A.
2018-06-01
In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.
Directory of Open Access Journals (Sweden)
Winfried Auzinger
2006-01-01
Full Text Available We demonstrate that eigenvalue problems for ordinary differential equations can be recast in a formulation suitable for the solution by polynomial collocation. It is shown that the well-posedness of the two formulations is equivalent in the regular as well as in the singular case. Thus, a collocation code equipped with asymptotically correct error estimation and adaptive mesh selection can be successfully applied to compute the eigenvalues and eigenfunctions efficiently and with reliable control of the accuracy. Numerical examples illustrate this claim.
Preconditioning cubic spline collocation method by FEM and FDM for elliptic equations
Energy Technology Data Exchange (ETDEWEB)
Kim, Sang Dong [KyungPook National Univ., Taegu (Korea, Republic of)
1996-12-31
In this talk we discuss the finite element and finite difference technique for the cubic spline collocation method. For this purpose, we consider the uniformly elliptic operator A defined by Au := -{Delta}u + a{sub 1}u{sub x} + a{sub 2}u{sub y} + a{sub 0}u in {Omega} (the unit square) with Dirichlet or Neumann boundary conditions and its discretization based on Hermite cubic spline spaces and collocation at the Gauss points. Using an interpolatory basis with support on the Gauss points one obtains the matrix A{sub N} (h = 1/N).
Ying, Yang
2015-01-01
This study aimed to seek an in-depth understanding about English collocation learning and the development of learner autonomy through investigating a group of English as a Second Language (ESL) learners' perspectives and practices in their learning of English collocations using an AWARE approach. A group of 20 PRC students learning English in…
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Grid Integration Research | Wind | NREL
Grid Integration Research Grid Integration Research Researchers study grid integration of wind three wind turbines with transmission lines in the background. Capabilities NREL's grid integration electric power system operators to more efficiently manage wind grid system integration. A photo of
A Real-Time Open Access Platform Towards Proof of Concept for Smart Grid Applications
DEFF Research Database (Denmark)
Kemal, Mohammed Seifu; Petersen, Lennart; Iov, Florin
2018-01-01
: electrical grid layer, ICT & network emulation layer and control layer. DiSC-OPAL, a toolbox built for OPAL-RT real time grid simulation; comprising of models for wide variety of controllable flexible assets, stochastic power sources for wind and solar power plants, real consumption data’s and electrical...
The Application of the Probabilistic Collocation Method to a Transonic Axial Flow Compressor
Loeven, G.J.A.; Bijl, H.
2010-01-01
In this paper the Probabilistic Collocation method is used for uncertainty quantification of operational uncertainties in a transonic axial flow compressor (i.e. NASA Rotor 37). Compressor rotors are components of a gas turbine that are highly sensitive to operational and geometrical uncertainties.
If not properly account for, auto-correlated errors in observations can lead to inaccurate results in soil moisture data analysis and reanalysis. Here, we propose a more generalized form of the triple collocation algorithm (GTC) capable of decomposing the total error variance of remotely-sensed surf...
Strategies in Translating Collocations in Religious Texts from Arabic into English
Dweik, Bader S.; Shakra, Mariam M. Abu
2010-01-01
The present study investigated the strategies adopted by students in translating specific lexical and semantic collocations in three religious texts namely, the Holy Quran, the Hadith and the Bible. For this purpose, the researchers selected a purposive sample of 35 MA translation students enrolled in three different public and private Jordanian…
Parallel algorithm of trigonometric collocation method in nonlinear dynamics of rotors
Czech Academy of Sciences Publication Activity Database
Musil, Tomáš; Jakl, Ondřej
2007-01-01
Roč. 1, č. 2 (2007), s. 555-564 ISSN 1802-680X. [Výpočtová mechanika 2007. Hrad Nečtiny, 05.11.2007-07.11.2007] Institutional research plan: CEZ:AV0Z20760514; CEZ:AV0Z30860518 Keywords : rotor system * trigonometric collocation * parallel computation Subject RIV: JR - Other Machinery
Babakhani, B.; de Vries, Theodorus J.A.; van Amerongen, J.
2012-01-01
In this paper, both collocated and noncollocated active vibration control (AVC) of a the vibrations in a motion system are considered. Pole-zero plots of both the AVC loop and the motion-control (MC) loop are used to analyze the effect of the applied active damping on the system dynamics. Using
Information access for event-driven smart grid controllers
DEFF Research Database (Denmark)
Kristensen, Thomas Le Fevre; Olsen, Rasmus Løvenstein; Rasmussen, Jakob Gulddahl
2018-01-01
grids, which targets a reduction of over- and under voltage level situations by adjusting reactive power production of selected low voltage grid assets. The paper models different information access schemes between remote assets and controller, which is activated only when certain voltage thresholds...... stochastic models. We investigate in this paper the suitability for using these two metrics for optimization in a voltage grid control scenario. We conclude that, while the mismatch probability is very useful compared to the simpler information age metric from a network designers and operators point of view...
Controller design and stability analysis of grid connected DC microgrid
DEFF Research Database (Denmark)
Chauhan, Rajeev Kumar; Chauhan, Kalpana; Guerrero, Josep M.
2018-01-01
DC microgrids are desired to provide the electricity for the remote areas which are far from the main grid. The microgrid gets popularity because DC power sources such as photovoltaics (PVs), battery banks, and fuel cells can be interconnected without AC/DC converters. The stochastic nature of PV...
Directory of Open Access Journals (Sweden)
Mustapha Hajebi
2017-12-01
Full Text Available The present study investigates the correlation between language proficiency, collocations and the role of L1 transfer with collocations. This is a quantitative research. The research places more emphases on collecting data in the form of numbers. It is also experimental research in the sense that it tests participants to measure their variables. The participants of the study were 57 Persian B.A students, both male and female from Islamic Azad University of Bandar Abbas, Iran. The results showed that there is a significant relationship between Iranian subjects’ language proficiency, as measured by the Michigan proficiency test and their knowledge of collocations, as measured by their performance on a collocation test designed for the current study. The results obtained from the research indicate that Iranian EFL learners are more likely to use the right collocation in cases of L1 transfer. This suggests that positive transfer plays a major role when it comes to EFL learners’ ability to produce the right collocations in their L2. The findings of this study have some implications for language teaching. Teachers can put emphasis on the inclusion of selected grammatical and lexical collocations in reading comprehension passages.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Wald, Ingo; Ize, Santiago
2015-07-28
Parallel population of a grid with a plurality of objects using a plurality of processors. One example embodiment is a method for parallel population of a grid with a plurality of objects using a plurality of processors. The method includes a first act of dividing a grid into n distinct grid portions, where n is the number of processors available for populating the grid. The method also includes acts of dividing a plurality of objects into n distinct sets of objects, assigning a distinct set of objects to each processor such that each processor determines by which distinct grid portion(s) each object in its distinct set of objects is at least partially bounded, and assigning a distinct grid portion to each processor such that each processor populates its distinct grid portion with any objects that were previously determined to be at least partially bounded by its distinct grid portion.
Identification of grid model parameters using synchrophasor measurements
Energy Technology Data Exchange (ETDEWEB)
Boicea, Valentin; Albu, Mihaela [Politehnica University of Bucharest (Romania)
2012-07-01
Presently a critical element of the energy networks is represented by the active distribution grids, where generation intermittency and controllable loads contribute to a stochastic varability of the quantities characterizing the grid operation. The capability of controlling the electrical energy transfer is also limited by the incomplete knowledge of the detailed electrical model of each of the grid components. Asset management in distribution grids has to consider dynamic loads, while high loading of network sections might already have degraded some of the assets. Moreover, in case of functional microgrids, all elements need to be modelled accurately and an appropriate measurement layer enabling online control needs to be deployed. In this paper a method for online identification of the actual parameter values in grid electrical models is proposed. Laboratory results validating the proposed method are presented. (orig.)
Parsani, Matteo; Carpenter, Mark H.; Fisher, Travis C.; Nielsen, Eric J.
2016-01-01
set of points from tensor product, Legendre--Gauss--Lobatto (LGL), to a combination of tensor product Legendre--Gauss (LG) and LGL points. The new semidiscrete operators discretely conserve mass, momentum, energy, and satisfy a mathematical entropy
Goel, Sanjay; Papakonstantinou, Vagelis; Kloza, Dariusz
2015-01-01
This book on smart grid security is meant for a broad audience from managers to technical experts. It highlights security challenges that are faced in the smart grid as we widely deploy it across the landscape. It starts with a brief overview of the smart grid and then discusses some of the reported attacks on the grid. It covers network threats, cyber physical threats, smart metering threats, as well as privacy issues in the smart grid. Along with the threats the book discusses the means to improve smart grid security and the standards that are emerging in the field. The second part of the b
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Liseikin, Vladimir D
2010-01-01
This book is an introduction to structured and unstructured grid methods in scientific computing, addressing graduate students, scientists as well as practitioners. Basic local and integral grid quality measures are formulated and new approaches to mesh generation are reviewed. In addition to the content of the successful first edition, a more detailed and practice oriented description of monitor metrics in Beltrami and diffusion equations is given for generating adaptive numerical grids. Also, new techniques developed by the author are presented, in particular a technique based on the inverted form of Beltrami’s partial differential equations with respect to control metrics. This technique allows the generation of adaptive grids for a wide variety of computational physics problems, including grid clustering to given function values and gradients, grid alignment with given vector fields, and combinations thereof. Applications of geometric methods to the analysis of numerical grid behavior as well as grid ge...
Efficient stochastic EMC/EMI analysis using HDMR-generated surrogate models
Yücel, Abdulkadir C.
2011-08-01
Stochastic methods have been used extensively to quantify effects due to uncertainty in system parameters (e.g. material, geometrical, and electrical constants) and/or excitation on observables pertinent to electromagnetic compatibility and interference (EMC/EMI) analysis (e.g. voltages across mission-critical circuit elements) [1]. In recent years, stochastic collocation (SC) methods, especially those leveraging generalized polynomial chaos (gPC) expansions, have received significant attention [2, 3]. SC-gPC methods probe surrogate models (i.e. compact polynomial input-output representations) to statistically characterize observables. They are nonintrusive, that is they use existing deterministic simulators, and often cost only a fraction of direct Monte-Carlo (MC) methods. Unfortunately, SC-gPC-generated surrogate models often lack accuracy (i) when the number of uncertain/random system variables is large and/or (ii) when the observables exhibit rapid variations. © 2011 IEEE.
Chan, William M.; Rogers, Stuart E.; Nash, Steven M.; Buning, Pieter G.; Meakin, Robert
2005-01-01
Chimera Grid Tools (CGT) is a software package for performing computational fluid dynamics (CFD) analysis utilizing the Chimera-overset-grid method. For modeling flows with viscosity about geometrically complex bodies in relative motion, the Chimera-overset-grid method is among the most computationally cost-effective methods for obtaining accurate aerodynamic results. CGT contains a large collection of tools for generating overset grids, preparing inputs for computer programs that solve equations of flow on the grids, and post-processing of flow-solution data. The tools in CGT include grid editing tools, surface-grid-generation tools, volume-grid-generation tools, utility scripts, configuration scripts, and tools for post-processing (including generation of animated images of flows and calculating forces and moments exerted on affected bodies). One of the tools, denoted OVERGRID, is a graphical user interface (GUI) that serves to visualize the grids and flow solutions and provides central access to many other tools. The GUI facilitates the generation of grids for a new flow-field configuration. Scripts that follow the grid generation process can then be constructed to mostly automate grid generation for similar configurations. CGT is designed for use in conjunction with a computer-aided-design program that provides the geometry description of the bodies, and a flow-solver program.
DEFF Research Database (Denmark)
Hartelius, Karsten; Carstensen, Jens Michael
2003-01-01
A method for locating distorted grid structures in images is presented. The method is based on the theories of template matching and Bayesian image restoration. The grid is modeled as a deformable template. Prior knowledge of the grid is described through a Markov random field (MRF) model which r...
DEFF Research Database (Denmark)
Sommer, Simon; Ma, Zheng; Jørgensen, Bo Nørregaard
2015-01-01
China is planning to transform its traditional power grid in favour of a smart grid, since it allows a more economically efficient and a more environmentally friendly transmission and distribution of electricity. Thus, a nationwide smart grid is likely to save tremendous amounts of resources...
Approximate solutions of the hyperchaotic Rössler system by using the Bessel collocation scheme
Directory of Open Access Journals (Sweden)
Şuayip Yüzbaşı
2015-02-01
Full Text Available The purpose of this study is to give a Bessel polynomial approximation for the solutions of the hyperchaotic Rössler system. For this purpose, the Bessel collocation method applied to different problems is developed for the mentioned system. This method is based on taking the truncated Bessel expansions of the functions in the hyperchaotic Rössler systems. The suggested secheme converts the problem into a system of nonlinear algebraic equations by means of the matrix operations and collocation points, The accuracy and efficiency of the proposed approach are demonstrated by numerical applications and performed with the help of a computer code written in Maple. Also, comparison between our method and the differential transformation method is made with the accuracy of solutions.
On the hybrid stability of the collocated virtual holonomic constraints basedwalking design
Czech Academy of Sciences Publication Activity Database
Anderle, Milan; Čelikovský, Sergej
2017-01-01
Roč. 6, č. 2 (2017), s. 47-56 ISSN 2223-7038 R&D Projects: GA ČR(CZ) GA17-04682S Institutional support: RVO:67985556 Keywords : Underactuated walking * Virtual holonomic constraints * Poincaré section method * collocated constraints Subject RIV: BC - Control Systems Theory OBOR OECD: Automation and control systems http://lib.physcon.ru/doc?id=60655c1961ed
International Nuclear Information System (INIS)
Verdu, G.; Capilla, M.; Talavera, C. F.; Ginestar, D.
2012-01-01
PL equations are classical high order approximations to the transport equations which are based on the expansion of the angular dependence of the angular neutron flux and the nuclear cross sections in terms of spherical harmonics. A nodal collocation method is used to discretize the PL equations associated with a neutron source transport problem. The performance of the method is tested solving two 1D problems with analytical solution for the transport equation and a classical 2D problem. (authors)
Big Data and HPC collocation: Using HPC idle resources for Big Data Analytics
MERCIER , Michael; Glesser , David; Georgiou , Yiannis; Richard , Olivier
2017-01-01
International audience; Executing Big Data workloads upon High Performance Computing (HPC) infrastractures has become an attractive way to improve their performances. However, the collocation of HPC and Big Data workloads is not an easy task, mainly because of their core concepts' differences. This paper focuses on the challenges related to the scheduling of both Big Data and HPC workloads on the same computing platform. In classic HPC workloads, the rigidity of jobs tends to create holes in ...
Energy Technology Data Exchange (ETDEWEB)
Verdu, G. [Departamento de Ingenieria Quimica Y Nuclear, Universitat Politecnica de Valencia, Cami de Vera, 14, 46022. Valencia (Spain); Capilla, M.; Talavera, C. F.; Ginestar, D. [Dept. of Nuclear Engineering, Departamento de Matematica Aplicada, Universitat Politecnica de Valencia, Cami de Vera, 14, 46022. Valencia (Spain)
2012-07-01
PL equations are classical high order approximations to the transport equations which are based on the expansion of the angular dependence of the angular neutron flux and the nuclear cross sections in terms of spherical harmonics. A nodal collocation method is used to discretize the PL equations associated with a neutron source transport problem. The performance of the method is tested solving two 1D problems with analytical solution for the transport equation and a classical 2D problem. (authors)
Directory of Open Access Journals (Sweden)
Salih Yalcinbas
2016-01-01
Full Text Available In this paper, a new collocation method based on the Fibonacci polynomials is introduced to solve the high-order linear Volterra integro-differential equations under the conditions. Numerical examples are included to demonstrate the applicability and validity of the proposed method and comparisons are made with the existing results. In addition, an error estimation based on the residual functions is presented for this method. The approximate solutions are improved by using this error estimation.
A fourth order spline collocation approach for a business cycle model
Sayfy, A.; Khoury, S.; Ibdah, H.
2013-10-01
A collocation approach, based on a fourth order cubic B-splines is presented for the numerical solution of a Kaleckian business cycle model formulated by a nonlinear delay differential equation. The equation is approximated and the nonlinearity is handled by employing an iterative scheme arising from Newton's method. It is shown that the model exhibits a conditionally dynamical stable cycle. The fourth-order rate of convergence of the scheme is verified numerically for different special cases.
A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems
Directory of Open Access Journals (Sweden)
A. Karimi Dizicheh
2013-01-01
wavelet suitable for large intervals, and then the Legendre-Guass collocation points of the Legendre wavelet are derived. Using this strategy, the iterative spectral method converts the differential equation to a set of algebraic equations. Solving these algebraic equations yields an approximate solution for the differential equation. The proposed method is illustrated by some numerical examples, and the result is compared with the exponentially fitted Runge-Kutta method. Our proposed method is simple and highly accurate.
A Numerical Method for Lane-Emden Equations Using Hybrid Functions and the Collocation Method
Directory of Open Access Journals (Sweden)
Changqing Yang
2012-01-01
Full Text Available A numerical method to solve Lane-Emden equations as singular initial value problems is presented in this work. This method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The collocation method transforms the differential equation into a system of algebraic equations. It also has application in a wide area of differential equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.
Spline Collocation Method for Nonlinear Multi-Term Fractional Differential Equation
Choe, Hui-Chol; Kang, Yong-Suk
2013-01-01
We study an approximation method to solve nonlinear multi-term fractional differential equations with initial conditions or boundary conditions. First, we transform the nonlinear multi-term fractional differential equations with initial conditions and boundary conditions to nonlinear fractional integral equations and consider the relations between them. We present a Spline Collocation Method and prove the existence, uniqueness and convergence of approximate solution as well as error estimatio...
Directory of Open Access Journals (Sweden)
Salih Yalcinbas
2016-01-01
Full Text Available In this study, a numerical approach is proposed to obtain approximate solutions of nonlinear system of second order boundary value problem. This technique is essentially based on the truncated Fermat series and its matrix representations with collocation points. Using the matrix method, we reduce the problem system of nonlinear algebraic equations. Numerical examples are also given to demonstrate the validity and applicability of the presented technique. The method is easy to implement and produces accurate results.
A collocation--Galerkin finite element model of cardiac action potential propagation.
Rogers, J M; McCulloch, A D
1994-08-01
A new computational method was developed for modeling the effects of the geometric complexity, nonuniform muscle fiber orientation, and material inhomogeneity of the ventricular wall on cardiac impulse propagation. The method was used to solve a modification to the FitzHugh-Nagumo system of equations. The geometry, local muscle fiber orientation, and material parameters of the domain were defined using linear Lagrange or cubic Hermite finite element interpolation. Spatial variations of time-dependent excitation and recovery variables were approximated using cubic Hermite finite element interpolation, and the governing finite element equations were assembled using the collocation method. To overcome the deficiencies of conventional collocation methods on irregular domains, Galerkin equations for the no-flux boundary conditions were used instead of collocation equations for the boundary degrees-of-freedom. The resulting system was evolved using an adaptive Runge-Kutta method. Converged two-dimensional simulations of normal propagation showed that this method requires less CPU time than a traditional finite difference discretization. The model also reproduced several other physiologic phenomena known to be important in arrhythmogenesis including: Wenckebach periodicity, slowed propagation and unidirectional block due to wavefront curvature, reentry around a fixed obstacle, and spiral wave reentry. In a new result, we observed wavespeed variations and block due to nonuniform muscle fiber orientation. The findings suggest that the finite element method is suitable for studying normal and pathological cardiac activation and has significant advantages over existing techniques.
An adaptive multi-element probabilistic collocation method for statistical EMC/EMI characterization
Yücel, Abdulkadir C.
2013-12-01
An adaptive multi-element probabilistic collocation (ME-PC) method for quantifying uncertainties in electromagnetic compatibility and interference phenomena involving electrically large, multi-scale, and complex platforms is presented. The method permits the efficient and accurate statistical characterization of observables (i.e., quantities of interest such as coupled voltages) that potentially vary rapidly and/or are discontinuous in the random variables (i.e., parameters that characterize uncertainty in a system\\'s geometry, configuration, or excitation). The method achieves its efficiency and accuracy by recursively and adaptively dividing the domain of the random variables into subdomains using as a guide the decay rate of relative error in a polynomial chaos expansion of the observables. While constructing local polynomial expansions on each subdomain, a fast integral-equation-based deterministic field-cable-circuit simulator is used to compute the observable values at the collocation/integration points determined by the adaptive ME-PC scheme. The adaptive ME-PC scheme requires far fewer (computationally costly) deterministic simulations than traditional polynomial chaos collocation and Monte Carlo methods for computing averages, standard deviations, and probability density functions of rapidly varying observables. The efficiency and accuracy of the method are demonstrated via its applications to the statistical characterization of voltages in shielded/unshielded microwave amplifiers and magnetic fields induced on car tire pressure sensors. © 2013 IEEE.
Directory of Open Access Journals (Sweden)
Postolea Sorina
2016-12-01
Full Text Available The research devoted to special languages as well as the activities carried out in specialized translation classes tend to focus primarily on one-word or multi-word terminological units. However, a very important part in the making of specialist registers and texts is played by specialised collocations, i.e. relatively stable word combinations that do not designate concepts but are nevertheless of frequent use in a given field of activity. This is why helping students acquire competences relative to the identification and processing of collocations should become an important objective in specialised translation classes. An easily accessible and dependable resource that may be successfully used to this purpose is represented by corpora and corpus analysis tools, whose usefulness in translator training has been highlighted by numerous studies. This article proposes a series of practical, task-based activities-developed with the help of a small-size parallel corpus of specialised texts-that aim to raise the translation trainees′ awareness of the collocations present in specialised texts and to provide suggestions about their processing in translation.
Energy Technology Data Exchange (ETDEWEB)
Taft, Jeffrey D. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
2016-01-01
The report describes work done on Grid Architecture under the auspices of the Department of Electricity Office of Electricity Delivery and Reliability in 2015. As described in the first Grid Architecture report, the primary purpose of this work is to provide stakeholder insight about grid issues so as to enable superior decision making on their part. Doing this requires the creation of various work products, including oft-times complex diagrams, analyses, and explanations. This report provides architectural insights into several important grid topics and also describes work done to advance the science of Grid Architecture as well.
Directory of Open Access Journals (Sweden)
Elaheh Hamed Mahvelati
2012-11-01
Full Text Available Many researchers stress the importance of lexical coherence and emphasize the need for teaching collocations at all levels of language proficiency. Thus, this study was conducted to measure the relative effectiveness of explicit (consciousness-raising approach versus implicit (input flood collocation instruction with regard to learners’ knowledge of both lexical and grammatical collocations. Ninety-five upper-intermediate learners, who were randomly assigned to the control and experimental groups, served as the participants of this study. While one of the experimental groups was provided with input flood treatment, the other group received explicit collocation instruction. In contrast, the participants in the control group did not receive any instruction on learning collocations. The results of the study, which were collected through pre-test, immediate post-test and delayed post-test, revealed that although both methods of teaching collocations proved effective, the explicit method of consciousness-raising approach was significantly superior to the implicit method of input flood treatment.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Smart grid technologies in local electric grids
Lezhniuk, Petro D.; Pijarski, Paweł; Buslavets, Olga A.
2017-08-01
The research is devoted to the creation of favorable conditions for the integration of renewable sources of energy into electric grids, which were designed to be supplied from centralized generation at large electric power stations. Development of distributed generation in electric grids influences the conditions of their operation - conflict of interests arises. The possibility of optimal functioning of electric grids and renewable sources of energy, when complex criterion of the optimality is balance reliability of electric energy in local electric system and minimum losses of electric energy in it. Multilevel automated system for power flows control in electric grids by means of change of distributed generation of power is developed. Optimization of power flows is performed by local systems of automatic control of small hydropower stations and, if possible, solar power plants.
Mapping of grid faults and grid codes
DEFF Research Database (Denmark)
Iov, Florin; Hansen, A.D.; Sørensen, P.
loads of wind turbines. The goal is also to clarify and define possible new directions in the certification process of power plant wind turbines, namely wind turbines, which participate actively in the stabilisation of power systems. Practical experience shows that there is a need...... challenges for the design of both the electrical system and the mechanical structure of wind turbines. An overview over the frequency of grid faults and the grid connection requirements in different relevant countries is done in this report. The most relevant study cases for the quantification of the loads......The present report is a part of the research project "Grid fault and design basis for wind turbine" supported by Energinet.dk through the grant PSO F&U 6319. The objective of this project is to investigate into the consequences of the new grid connection requirements for the fatigue and extreme...
Mapping of grid faults and grid codes
DEFF Research Database (Denmark)
Iov, F.; Hansen, Anca Daniela; Sørensen, Poul Ejnar
loads of wind turbines. The goal is also to clarify and define possible new directions in the certification process of power plant wind turbines, namely wind turbines, which participate actively in the stabilisation of power systems. Practical experience shows that there is a need...... challenges for the design of both the electrical system and the mechanical structure of wind turbines. An overview over the frequency of grid faults and the grid connection requirements in different relevant countries is done in this report. The most relevant study cases for the quantification of the loads......The present report is a part of the research project ''Grid fault and designbasis for wind turbine'' supported by Energinet.dk through the grant PSO F&U 6319. The objective of this project is to investigate into the consequences of the new grid connection requirements for the fatigue and extreme...
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Energy Technology Data Exchange (ETDEWEB)
Cuellar, Jorge (ed.) [Siemens AG, Muenchen (Germany). Corporate Technology
2013-11-01
The engineering, deployment and security of the future smart grid will be an enormous project requiring the consensus of many stakeholders with different views on the security and privacy requirements, not to mention methods and solutions. The fragmentation of research agendas and proposed approaches or solutions for securing the future smart grid becomes apparent observing the results from different projects, standards, committees, etc, in different countries. The different approaches and views of the papers in this collection also witness this fragmentation. This book contains the following papers: 1. IT Security Architecture Approaches for Smart Metering and Smart Grid. 2. Smart Grid Information Exchange - Securing the Smart Grid from the Ground. 3. A Tool Set for the Evaluation of Security and Reliability in Smart Grids. 4. A Holistic View of Security and Privacy Issues in Smart Grids. 5. Hardware Security for Device Authentication in the Smart Grid. 6. Maintaining Privacy in Data Rich Demand Response Applications. 7. Data Protection in a Cloud-Enabled Smart Grid. 8. Formal Analysis of a Privacy-Preserving Billing Protocol. 9. Privacy in Smart Metering Ecosystems. 10. Energy rate at home Leveraging ZigBee to Enable Smart Grid in Residential Environment.
Dynamic electricity pricing for electric vehicles using stochastic programming
International Nuclear Information System (INIS)
Soares, João; Ghazvini, Mohammad Ali Fotouhi; Borges, Nuno; Vale, Zita
2017-01-01
Electric Vehicles (EVs) are an important source of uncertainty, due to their variable demand, departure time and location. In smart grids, the electricity demand can be controlled via Demand Response (DR) programs. Smart charging and vehicle-to-grid seem highly promising methods for EVs control. However, high capital costs remain a barrier to implementation. Meanwhile, incentive and price-based schemes that do not require high level of control can be implemented to influence the EVs' demand. Having effective tools to deal with the increasing level of uncertainty is increasingly important for players, such as energy aggregators. This paper formulates a stochastic model for day-ahead energy resource scheduling, integrated with the dynamic electricity pricing for EVs, to address the challenges brought by the demand and renewable sources uncertainty. The two-stage stochastic programming approach is used to obtain the optimal electricity pricing for EVs. A realistic case study projected for 2030 is presented based on Zaragoza network. The results demonstrate that it is more effective than the deterministic model and that the optimal pricing is preferable. This study indicates that adequate DR schemes like the proposed one are promising to increase the customers' satisfaction in addition to improve the profitability of the energy aggregation business. - Highlights: • A stochastic model for energy scheduling tackling several uncertainty sources. • A two-stage stochastic programming is used to tackle the developed model. • Optimal EV electricity pricing seems to improve the profits. • The propose results suggest to increase the customers' satisfaction.
An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
Nobile, Fabio
2016-03-18
In this work we build on the classical adaptive sparse grid algorithm (T. Gerstner and M. Griebel, Dimension-adaptive tensor-product quadrature), obtaining an enhanced version capable of using non-nested collocation points, and supporting quadrature and interpolation on unbounded sets. We also consider several profit indicators that are suitable to drive the adaptation process. We then use such algorithm to solve an important test case in Uncertainty Quantification problem, namely the Darcy equation with lognormal permeability random field, and compare the results with those obtained with the quasi-optimal sparse grids based on profit estimates, which we have proposed in our previous works (cf. e.g. Convergence of quasi-optimal sparse grids approximation of Hilbert-valued functions: application to random elliptic PDEs). To treat the case of rough permeability fields, in which a sparse grid approach may not be suitable, we propose to use the adaptive sparse grid quadrature as a control variate in a Monte Carlo simulation. Numerical results show that the adaptive sparse grids have performances similar to those of the quasi-optimal sparse grids and are very effective in the case of smooth permeability fields. Moreover, their use as control variate in a Monte Carlo simulation allows to tackle efficiently also problems with rough coefficients, significantly improving the performances of a standard Monte Carlo scheme.
Tamellini, Lorenzo
2016-01-05
In this talk we discuss possible strategies to minimize the impact of the curse of dimensionality effect when building sparse-grid approximations of a multivariate function u = u(y1, ..., yN ). More precisely, we present a knapsack approach , in which we estimate the cost and the error reduction contribution of each possible component of the sparse grid, and then we choose the components with the highest error reduction /cost ratio. The estimates of the error reduction are obtained by either a mixed a-priori / a-posteriori approach, in which we first derive a theoretical bound and then tune it with some inexpensive auxiliary computations (resulting in the so-called quasi-optimal sparse grids ), or by a fully a-posteriori approach (obtaining the so-called adaptive sparse grids ). This framework is very general and can be used to build quasi-optimal/adaptive sparse grids on bounded and unbounded domains (e.g. u depending on uniform and normal random distributions for yn), using both nested and non-nested families of univariate collocation points. We present some theoretical convergence results as well as numerical results showing the efficiency of the proposed approach for the approximation of the solution of elliptic PDEs with random diffusion coefficients. In this context, to treat the case of rough permeability fields in which a sparse grid approach may not be suitable, we propose to use the sparse grids as a control variate in a Monte Carlo simulation.
Systematic parameter inference in stochastic mesoscopic modeling
Energy Technology Data Exchange (ETDEWEB)
Lei, Huan; Yang, Xiu [Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Li, Zhen [Division of Applied Mathematics, Brown University, Providence, RI 02912 (United States); Karniadakis, George Em, E-mail: george_karniadakis@brown.edu [Division of Applied Mathematics, Brown University, Providence, RI 02912 (United States)
2017-02-01
We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are “sparse”. The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Collocation methods for uncertainty quanti cation in PDE models with random data
Nobile, Fabio
2014-01-01
address interpolatory approximations where the PDE is solved on a sparse grid of Gauss points in the probability space and the solutions thus obtained interpolated by multivariate polynomials. We present recent results on optimized sparse grids in which
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble
Jankov, I.
2017-12-01
It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using
Stochastic dynamic modeling of regular and slow earthquakes
Aso, N.; Ando, R.; Ide, S.
2017-12-01
Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal
International Nuclear Information System (INIS)
Novaes, Sergio
2011-01-01
Full text: We give an overview of the grid computing initiatives in the Americas. High-Energy Physics has played a very important role in the development of grid computing in the world and in Latin America it has not been different. Lately, the grid concept has expanded its reach across all branches of e-Science, and we have witnessed the birth of the first nationwide infrastructures and its use in the private sector. (author)
International Nuclear Information System (INIS)
Faure, Maeva; Salmon, Martin; El Fadili, Safae; Payen, Luc; Kerlero, Guillaume; Banner, Arnaud; Ehinger, Andreas; Illouz, Sebastien; Picot, Roland; Jolivet, Veronique; Michon Savarit, Jeanne; Strang, Karl Axel
2017-02-01
ENEA Consulting published the results of a study on urban micro-grids conducted in partnership with the Group ADP, the Group Caisse des Depots, ENEDIS, Omexom, Total and the Tuck Foundation. This study offers a vision of the definition of an urban micro-grid, the value brought by a micro-grid in different contexts based on real case studies, and the upcoming challenges that micro-grid stakeholders will face (regulation, business models, technology). The electric production and distribution system, as the backbone of an increasingly urbanized and energy dependent society, is urged to shift towards a more resilient, efficient and environment-friendly infrastructure. Decentralisation of electricity production into densely populated areas is a promising opportunity to achieve this transition. A micro-grid enhances local production through clustering electricity producers and consumers within a delimited electricity network; it has the ability to disconnect from the main grid for a limited period of time, offering an energy security service to its customers during grid outages for example. However: The islanding capability is an inherent feature of the micro-grid concept that leads to a significant premium on electricity cost, especially in a system highly reliant on intermittent electricity production. In this case, a smart grid, with local energy production and no islanding capability, can be customized to meet relevant sustainability and cost savings goals at lower costs For industrials, urban micro-grids can be economically profitable in presence of high share of reliable energy production and thermal energy demand micro-grids face strong regulatory challenges that should be overcome for further development Whether islanding is or is not implemented into the system, end-user demand for a greener, more local, cheaper and more reliable energy, as well as additional services to the grid, are strong drivers for local production and consumption. In some specific cases
Energy Technology Data Exchange (ETDEWEB)
Cohen, Aina E.; Baxter, Elizabeth L.
2018-01-16
An X-ray data collection grid device is provided that includes a magnetic base that is compatible with robotic sample mounting systems used at synchrotron beamlines, a grid element fixedly attached to the magnetic base, where the grid element includes at least one sealable sample window disposed through a planar synchrotron-compatible material, where the planar synchrotron-compatible material includes at least one automated X-ray positioning and fluid handling robot fiducial mark.
Micro grids toward the smart grid
International Nuclear Information System (INIS)
Guerrero, J.
2011-01-01
Worldwide electrical grids are expecting to become smarter in the near future, with interest in Microgrids likely to grow. A microgrid can be defined as a part of the grid with elements of prime energy movers, power electronics converters, distributed energy storage systems and local loads, that can operate autonomously but also interacting with main grid. Thus, the ability of intelligent Microgrids to operate in island mode or connected to the grid will be a keypoint to cope with new functionalities and the integration of renewable energy resources. The functionalities expected for these small grids are: black start operation, frequency and voltage stability, active and reactive power flow control, active power filter capabilities, and storage energy management. In this presentation, a review of the main concepts related to flexible Microgrids will be introduced, with examples of real Microgrids. AC and DC Microgrids to integrate renewable and distributed energy resources will also be presented, as well as distributed energy storage systems, and standardization issues of these Microgrids. Finally, Microgrid hierarchical control will be analyzed looking at three different levels: i) a primary control based on the droop method, including an output impedance virtual loop; ii) a secondary control, which enables restoring any deviations produced by the primary control; and iii) a tertiary control to manage the power flow between the microgrid and the external electrical distribution system.
Challenges facing production grids
Energy Technology Data Exchange (ETDEWEB)
Pordes, Ruth; /Fermilab
2007-06-01
Today's global communities of users expect quality of service from distributed Grid systems equivalent to that their local data centers. This must be coupled to ubiquitous access to the ensemble of processing and storage resources across multiple Grid infrastructures. We are still facing significant challenges in meeting these expectations, especially in the underlying security, a sustainable and successful economic model, and smoothing the boundaries between administrative and technical domains. Using the Open Science Grid as an example, I examine the status and challenges of Grids operating in production today.
Waqas, Abi; Melati, Daniele; Manfredi, Paolo; Grassi, Flavia; Melloni, Andrea
2018-02-01
The Building Block (BB) approach has recently emerged in photonic as a suitable strategy for the analysis and design of complex circuits. Each BB can be foundry related and contains a mathematical macro-model of its functionality. As well known, statistical variations in fabrication processes can have a strong effect on their functionality and ultimately affect the yield. In order to predict the statistical behavior of the circuit, proper analysis of the uncertainties effects is crucial. This paper presents a method to build a novel class of Stochastic Process Design Kits for the analysis of photonic circuits. The proposed design kits directly store the information on the stochastic behavior of each building block in the form of a generalized-polynomial-chaos-based augmented macro-model obtained by properly exploiting stochastic collocation and Galerkin methods. Using this approach, we demonstrate that the augmented macro-models of the BBs can be calculated once and stored in a BB (foundry dependent) library and then used for the analysis of any desired circuit. The main advantage of this approach, shown here for the first time in photonics, is that the stochastic moments of an arbitrary photonic circuit can be evaluated by a single simulation only, without the need for repeated simulations. The accuracy and the significant speed-up with respect to the classical Monte Carlo analysis are verified by means of classical photonic circuit example with multiple uncertain variables.
Optimized Dispatch Schedule for Autonomous Grids in Isolated Islands
Directory of Open Access Journals (Sweden)
Fan Liuyang
2016-01-01
Full Text Available The rapid development of wind power provides a new solution for power supply of isolated island. However, due to the intermittent and stochastic nature of renewable energy resources (RES, the energy storage unit (ESU is required for power grid reliability. This paper proposed an automatic programming method for autonomous grid in isolated islands. The sea water pumped storage plant serves as ESU to counter-balance the fluctuations of RESs. The penetration level of RES and the profit of the Island system operator (ISO increase significantly. With the geographical and historical data of an island in China, the effectiveness of the proposed method is testified.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Directory of Open Access Journals (Sweden)
Mohsen Shahrokhi
2014-05-01
Full Text Available The present study investigates the extent to which lexical and grammatical collocations are used in Iranian high school English textbooks, compared with the American English File books. To achieve the purposes of this study, this study had to be carried out in two phases. In the first phase, the content of the instructional textbooks, that is, American English File book series, Book 2 and Iranian high school English Book 3, were analyzed to find the frequencies and proportions of the collocations used in the textbooks. Since the instructional textbooks used in the two teaching environments (i.e., Iranian high schools and language institutes were not equal with regard to the density of texts, from each textbook just the first 6000 words, content words as well as function words, were considered. Then, the frequencies of the collocations among the first 6000 words in high school English Book 3 and American English File Book 2 were determined.The results of the statistical analyses revealed that the two text book series differ marginally in terms of frequency and type of collocations. Major difference existed between them when it came to lexical collocations in American English File book 2.
A fractional spline collocation-Galerkin method for the time-fractional diffusion equation
Directory of Open Access Journals (Sweden)
Pezza L.
2018-03-01
Full Text Available The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The main advantage is in that the derivatives of integer and fractional order of the fractional splines can be expressed in a closed form that involves just the generalized finite difference operator. This allows us to construct an accurate and efficient numerical method. Several numerical tests showing the effectiveness of the proposed method are presented.
Metaphors in terminological collocations in English language and their equivalents in Serbian
Directory of Open Access Journals (Sweden)
Orčić Lidija S.
2017-01-01
Full Text Available The framework of this paper is the theory of conceptual metaphor where metaphor is the transfer of a more concrete source domain into a more abstract target domain. Metaphor is a fundamental human ability to speak about abstract concepts using specific terms where the meaning of a term is transferred to another, thus achieving semantic extensions. Although it was thought that in terminology polysemantic expressions are not desirable, in recent decades this traditional view has been abandoned. Metaphor is used not only as a linguistic decoration in language, but as a means of argumentation. It may be noted that the metaphor, as a universal phenomenon, is also common in business English discourse. The subject of our interest is to investigate collocations made up of those nouns and adjectives, which, according to the Oxford Business English Dictionary for Learners of English, are most frequently used in this field. The main objective of this work is to identify and analyze the source and target domains in metaphors in English collocations that contain these nouns and adjectives, and detect mechanisms applied in translating into Serbian. We categorised metaphors in collocations into four groups. The first group consists of metaphors in which the source domain is expressed with the living beings: inanimate entities are described as if they were alive. In these examples, the personification is used to explain abstract concepts, forces and processes in order to present them in a more understandable way. The second group consists of metaphors in which animals are the source domain and their behavior and characteristics serve as a starting point. In business discourse people and institutions are described with such metaphors. In the third group we included the metaphors based on objects that users are familiar with in everyday life. The fourth group consists of metaphors in which the source domain are natural phenomena. When translating a metaphor we
Directory of Open Access Journals (Sweden)
Pentti Järvi
2004-10-01
Full Text Available This study addresses analysing quarterly reports from a brandtheoretical viewpoint. The study addresses the issue through a method which introduces both a quantitative tool based on linguistic theory and qualitative decisions of the researchers. The research objects of this study are two quarterly reports each of three telecommunications companies: Ericsson, Motorola and Nokia. The method used is a collocational network. The analyses show that there are differences in communication and message strategies among investigated companies and also changes during a quite short period in each company
Numerical solution of sixth-order boundary-value problems using Legendre wavelet collocation method
Sohaib, Muhammad; Haq, Sirajul; Mukhtar, Safyan; Khan, Imad
2018-03-01
An efficient method is proposed to approximate sixth order boundary value problems. The proposed method is based on Legendre wavelet in which Legendre polynomial is used. The mechanism of the method is to use collocation points that converts the differential equation into a system of algebraic equations. For validation two test problems are discussed. The results obtained from proposed method are quite accurate, also close to exact solution, and other different methods. The proposed method is computationally more effective and leads to more accurate results as compared to other methods from literature.
A nodal collocation method for the calculation of the lambda modes of the P L equations
International Nuclear Information System (INIS)
Capilla, M.; Talavera, C.F.; Ginestar, D.; Verdu, G.
2005-01-01
P L equations are classical approximations to the neutron transport equation admitting a diffusive form. Using this property, a nodal collocation method is developed for the P L approximations, which is based on the expansion of the flux in terms of orthonormal Legendre polynomials. This method approximates the differential lambda modes problem by an algebraic eigenvalue problem from which the fundamental and the subcritical modes of the system can be calculated. To test the performance of this method, two problems have been considered, a homogeneous slab, which admits an analytical solution, and a seven-region slab corresponding to a more realistic problem
Modelling and Simulation of a Packed Bed of Pulp Fibers Using Mixed Collocation Method
Directory of Open Access Journals (Sweden)
Ishfaq Ahmad Ganaie
2013-01-01
Full Text Available A convenient computational approach for solving mathematical model related to diffusion dispersion during flow through packed bed is presented. The algorithm is based on the mixed collocation method. The method is particularly useful for solving stiff system arising in chemical and process engineering. The convergence of the method is found to be of order 2 using the roots of shifted Chebyshev polynomial. Model is verified using the literature data. This method has provided a convenient check on the accuracy of the results for wide range of parameters, namely, Peclet numbers. Breakthrough curves are plotted to check the effect of Peclet number on average and exit solute concentrations.
A Survey of Symplectic and Collocation Integration Methods for Orbit Propagation
Jones, Brandon A.; Anderson, Rodney L.
2012-01-01
Demands on numerical integration algorithms for astrodynamics applications continue to increase. Common methods, like explicit Runge-Kutta, meet the orbit propagation needs of most scenarios, but more specialized scenarios require new techniques to meet both computational efficiency and accuracy needs. This paper provides an extensive survey on the application of symplectic and collocation methods to astrodynamics. Both of these methods benefit from relatively recent theoretical developments, which improve their applicability to artificial satellite orbit propagation. This paper also details their implementation, with several tests demonstrating their advantages and disadvantages.
DEFF Research Database (Denmark)
Ramos, Juan David Hincapie; Tabard, Aurélien; Bardram, Jakob
2010-01-01
We introduce GridOrbit, a public awareness display that visualizes the activity of a community grid used in a biology laboratory. This community grid executes bioin-formatics algorithms and relies on users to donate CPU cycles to the grid. The goal of GridOrbit is to create a shared awareness about...
Energy Technology Data Exchange (ETDEWEB)
Humphrey, Marty; Thompson, Mary R.; Jackson, Keith R.
2005-08-14
Securing a Grid environment presents a distinctive set of challenges. This paper groups the activities that need to be secured into four categories: naming and authentication; secure communication; trust, policy, and authorization; and enforcement of access control. It examines the current state of the art in securing these processes and introduces new technologies that promise to meet the security requirements of Grids more completely.
Baranov, Alexander
2016-01-01
The LHCb Grid access if based on the LHCbDirac system. It provides access to data and computational resources to researchers with different geographical locations. The Grid has a hierarchical topology with multiple sites distributed over the world. The sites differ from each other by their number of CPUs, amount of disk storage and connection bandwidth. These parameters are essential for the Grid work. Moreover, job scheduling and data distribution strategy have a great impact on the grid performance. However, it is hard to choose an appropriate algorithm and strategies as they need a lot of time to be tested on the real grid. In this study, we describe the LHCb Grid simulator. The simulator reproduces the LHCb Grid structure with its sites and their number of CPUs, amount of disk storage and bandwidth connection. We demonstrate how well the simulator reproduces the grid work, show its advantages and limitations. We show how well the simulator reproduces job scheduling and network anomalies, consider methods ...
DEFF Research Database (Denmark)
Fogh, Rune; Johansen, Asger
2013-01-01
In this paper we propose The Play Grid, a model for systemizing different play types. The approach is psychological by nature and the actual Play Grid is based, therefore, on two pairs of fundamental and widely acknowledged distinguishing characteristics of the ego, namely: extraversion vs. intro...
Bosman, M.G.C.
2012-01-01
The electricity supply chain is changing, due to increasing awareness for sustainability and an improved energy efficiency. The traditional infrastructure where demand is supplied by centralized generation is subject to a transition towards a Smart Grid. In this Smart Grid, sustainable generation
Gridded Species Distribution, Version 1: Global Amphibians Presence Grids
National Aeronautics and Space Administration — The Global Amphibians Presence Grids of the Gridded Species Distribution, Version 1 is a reclassified version of the original grids of amphibian species distribution...
A generalized endogenous grid method for discrete-continuous choice
John Rust; Bertel Schjerning; Fedor Iskhakov
2012-01-01
This paper extends Carroll's endogenous grid method (2006 "The method of endogenous gridpoints for solving dynamic stochastic optimization problems", Economic Letters) for models with sequential discrete and continuous choice. Unlike existing generalizations, we propose solution algorithm that inherits both advantages of the original method, namely it avoids all root finding operations, and also efficiently deals with restrictions on the continuous decision variable. To further speed up the s...
Net load forecasting for high renewable energy penetration grids
International Nuclear Information System (INIS)
Kaur, Amanpreet; Nonnenmacher, Lukas; Coimbra, Carlos F.M.
2016-01-01
We discuss methods for net load forecasting and their significance for operation and management of power grids with high renewable energy penetration. Net load forecasting is an enabling technology for the integration of microgrid fleets with the macrogrid. Net load represents the load that is traded between the grids (microgrid and utility grid). It is important for resource allocation and electricity market participation at the point of common coupling between the interconnected grids. We compare two inherently different approaches: additive and integrated net load forecast models. The proposed methodologies are validated on a microgrid with 33% annual renewable energy (solar) penetration. A heuristics based solar forecasting technique is proposed, achieving skill of 24.20%. The integrated solar and load forecasting model outperforms the additive model by 10.69% and the uncertainty range for the additive model is larger than the integrated model by 2.2%. Thus, for grid applications an integrated forecast model is recommended. We find that the net load forecast errors and the solar forecasting errors are cointegrated with a common stochastic drift. This is useful for future planning and modeling because the solar energy time-series allows to infer important features of the net load time-series, such as expected variability and uncertainty. - Highlights: • Net load forecasting methods for grids with renewable energy generation are discussed. • Integrated solar and load forecasting outperforms the additive model by 10.69%. • Net load forecasting reduces the uncertainty between the interconnected grids.
Liseikin, Vladimir D
2017-01-01
This new edition provides a description of current developments relating to grid methods, grid codes, and their applications to actual problems. Grid generation methods are indispensable for the numerical solution of differential equations. Adaptive grid-mapping techniques, in particular, are the main focus and represent a promising tool to deal with systems with singularities. This 3rd edition includes three new chapters on numerical implementations (10), control of grid properties (11), and applications to mechanical, fluid, and plasma related problems (13). Also the other chapters have been updated including new topics, such as curvatures of discrete surfaces (3). Concise descriptions of hybrid mesh generation, drag and sweeping methods, parallel algorithms for mesh generation have been included too. This new edition addresses a broad range of readers: students, researchers, and practitioners in applied mathematics, mechanics, engineering, physics and other areas of applications.
CERN. Geneva HR-RFA
2006-01-01
The Grid infrastructure is a key part of the computing environment for the simulation, processing and analysis of the data of the LHC experiments. These experiments depend on the availability of a worldwide Grid infrastructure in several aspects of their computing model. The Grid middleware will hide much of the complexity of this environment to the user, organizing all the resources in a coherent virtual computer center. The general description of the elements of the Grid, their interconnections and their use by the experiments will be exposed in this talk. The computational and storage capability of the Grid is attracting other research communities beyond the high energy physics. Examples of these applications will be also exposed during the presentation.
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
DEFF Research Database (Denmark)
E. Fischer, Joel; Porcheron, Martin; Lucero, Andrés
2016-01-01
interactions. Yet, new challenges abound as people wear and carry more devices than ever, creating fragmented device ecologies at work, and changing the ways we socialise with each other. In this workshop we seek to start a dialogue to look back as well as forward, review best practices, discuss and design......In the 25 years since Ellis, Gibbs, and Rein proposed the time-space taxonomy, research in the ‘same time, same place’ quadrant has diversified, perhaps even fragmented. This one-day workshop will bring together researchers with diverse, yet convergent interests in tabletop, surface, mobile...
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Directory of Open Access Journals (Sweden)
Zhao-Qing Wang
2014-01-01
Full Text Available Embedding the irregular doubly connected domain into an annular regular region, the unknown functions can be approximated by the barycentric Lagrange interpolation in the regular region. A highly accurate regular domain collocation method is proposed for solving potential problems on the irregular doubly connected domain in polar coordinate system. The formulations of regular domain collocation method are constructed by using barycentric Lagrange interpolation collocation method on the regular domain in polar coordinate system. The boundary conditions are discretized by barycentric Lagrange interpolation within the regular domain. An additional method is used to impose the boundary conditions. The least square method can be used to solve the overconstrained equations. The function values of points in the irregular doubly connected domain can be calculated by barycentric Lagrange interpolation within the regular domain. Some numerical examples demonstrate the effectiveness and accuracy of the presented method.
ANALYSIS OF SPECIALISED COLLOCATIONS IN THE AREA OF REMOTE SENSING IN THE PERSPECTIVE OF PHRASEOLOGY
Directory of Open Access Journals (Sweden)
Diva Cardoso de CAMARGO
2013-12-01
Full Text Available The aim of this research is to build and analyze a parallel corpus in the field of remote sensing in order to identify, according to its frequency, specialized collocations in English and then search for their equivalents in Portuguese. The research is based on the interdisciplinary approach of Corpus-Based Translation Studies (BAKER, 1995; CAMARGO, 2007, Corpus Linguistics (BERBER SARDINHA, 2004; TOGNINI-BONELLI, 2001, Phraseology (ORENHA-OTTAIANO, 2009; PAVEL, 1993, and some principles of Terminology (BARROS, 2004. For manipulating the corpora, the program WordSmith Tools (SCOTT, 2012 version 6.0 is used. To support this study, two comparable corpora in English and Portuguese were also built from articles published in both national and international journals in remote sensing. The results show that the collocations in Portuguese seem to be still in the process of conventionalization, as the translators made use of greater variation in their translational options, which can be a way to make the text clearer for the reader.
Corpus-Based Websites to Promote Learner Autonomy in Correcting Writing Collocation Errors
Directory of Open Access Journals (Sweden)
Pham Thuy Dung
2016-12-01
Full Text Available The recent yet powerful emergence of E-learning and using online resources in learning EFL (English as a Foreign Language has helped promote learner autonomy in language acquisition including self-correcting their mistakes. This pilot study despite conducted on a modest sample of 25 second year students majoring in Business English at Hanoi Foreign Trade University is an initial attempt to investigate the feasibility of using corpus-based websites to promote learner autonomy in correcting collocation errors in EFL writing. The data is collected using a pre-questionnaire and a post-interview aiming to find out the participants’ change in belief and attitude toward learner autonomy in collocation errors in writing, the extent of their success in using the corpus-based websites to self-correct the errors and the change in their confidence in self-correcting the errors using the websites. The findings show that a significant majority of students have shifted their belief and attitude toward a more autonomous mode of learning, enjoyed a fair success of using the websites to self-correct the errors and become more confident. The study also yields an implication that a face-to-face training of how to use these online tools is vital to the later confidence and success of the learners
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
Schäfer, Benjamin; Matthiae, Moritz; Timme, Marc; Witthaut, Dirk
2015-01-01
Stable operation of complex flow and transportation networks requires balanced supply and demand. For the operation of electric power grids—due to their increasing fraction of renewable energy sources—a pressing challenge is to fit the fluctuations in decentralized supply to the distributed and temporally varying demands. To achieve this goal, common smart grid concepts suggest to collect consumer demand data, centrally evaluate them given current supply and send price information back to customers for them to decide about usage. Besides restrictions regarding cyber security, privacy protection and large required investments, it remains unclear how such central smart grid options guarantee overall stability. Here we propose a Decentral Smart Grid Control, where the price is directly linked to the local grid frequency at each customer. The grid frequency provides all necessary information about the current power balance such that it is sufficient to match supply and demand without the need for a centralized IT infrastructure. We analyze the performance and the dynamical stability of the power grid with such a control system. Our results suggest that the proposed Decentral Smart Grid Control is feasible independent of effective measurement delays, if frequencies are averaged over sufficiently large time intervals.
International Nuclear Information System (INIS)
Schäfer, Benjamin; Matthiae, Moritz; Timme, Marc; Witthaut, Dirk
2015-01-01
Stable operation of complex flow and transportation networks requires balanced supply and demand. For the operation of electric power grids—due to their increasing fraction of renewable energy sources—a pressing challenge is to fit the fluctuations in decentralized supply to the distributed and temporally varying demands. To achieve this goal, common smart grid concepts suggest to collect consumer demand data, centrally evaluate them given current supply and send price information back to customers for them to decide about usage. Besides restrictions regarding cyber security, privacy protection and large required investments, it remains unclear how such central smart grid options guarantee overall stability. Here we propose a Decentral Smart Grid Control, where the price is directly linked to the local grid frequency at each customer. The grid frequency provides all necessary information about the current power balance such that it is sufficient to match supply and demand without the need for a centralized IT infrastructure. We analyze the performance and the dynamical stability of the power grid with such a control system. Our results suggest that the proposed Decentral Smart Grid Control is feasible independent of effective measurement delays, if frequencies are averaged over sufficiently large time intervals. (paper)
Directory of Open Access Journals (Sweden)
Ali H. Bhrawy
2014-01-01
Full Text Available The modified generalized Laguerre-Gauss collocation (MGLC method is applied to obtain an approximate solution of fractional neutral functional-differential equations with proportional delays on the half-line. The proposed technique is based on modified generalized Laguerre polynomials and Gauss quadrature integration of such polynomials. The main advantage of the present method is to reduce the solution of fractional neutral functional-differential equations into a system of algebraic equations. Reasonable numerical results are achieved by choosing few modified generalized Laguerre-Gauss collocation points. Numerical results demonstrate the accuracy, efficiency, and versatility of the proposed method on the half-line.
International Nuclear Information System (INIS)
Pordes, R.
2004-01-01
The U.S. LHC Tier-1 and Tier-2 laboratories and universities are developing production Grids to support LHC applications running across a worldwide Grid computing system. Together with partners in computer science, physics grid projects and active experiments, we will build a common national production grid infrastructure which is open in its architecture, implementation and use. The Open Science Grid (OSG) model builds upon the successful approach of last year's joint Grid2003 project. The Grid3 shared infrastructure has for over eight months provided significant computational resources and throughput to a range of applications, including ATLAS and CMS data challenges, SDSS, LIGO, and biology analyses, and computer science demonstrators and experiments. To move towards LHC-scale data management, access and analysis capabilities, we must increase the scale, services, and sustainability of the current infrastructure by an order of magnitude or more. Thus, we must achieve a significant upgrade in its functionalities and technologies. The initial OSG partners will build upon a fully usable, sustainable and robust grid. Initial partners include the US LHC collaborations, DOE and NSF Laboratories and Universities and Trillium Grid projects. The approach is to federate with other application communities in the U.S. to build a shared infrastructure open to other sciences and capable of being modified and improved to respond to needs of other applications, including CDF, D0, BaBar, and RHIC experiments. We describe the application-driven, engineered services of the OSG, short term plans and status, and the roadmap for a consortium, its partnerships and national focus
Cerin, Christophe
2012-01-01
Desktop Grid Computing presents common techniques used in numerous models, algorithms, and tools developed during the last decade to implement desktop grid computing. These techniques enable the solution of many important sub-problems for middleware design, including scheduling, data management, security, load balancing, result certification, and fault tolerance. The book's first part covers the initial ideas and basic concepts of desktop grid computing. The second part explores challenging current and future problems. Each chapter presents the sub-problems, discusses theoretical and practical
Haarla, Liisa; Hirvonen, Ritva; Labeau, Pierre-Etienne
2011-01-01
In response to the growing importance of power system security and reliability, ""Transmission Grid Security"" proposes a systematic and probabilistic approach for transmission grid security analysis. The analysis presented uses probabilistic safety assessment (PSA) and takes into account the power system dynamics after severe faults. In the method shown in this book the power system states (stable, not stable, system breakdown, etc.) are connected with the substation reliability model. In this way it is possible to: estimate the system-wide consequences of grid faults; identify a chain of eve
Trends in life science grid: from computing grid to knowledge grid
Directory of Open Access Journals (Sweden)
Konagaya Akihiko
2006-12-01
Full Text Available Abstract Background Grid computing has great potential to become a standard cyberinfrastructure for life sciences which often require high-performance computing and large data handling which exceeds the computing capacity of a single institution. Results This survey reviews the latest grid technologies from the viewpoints of computing grid, data grid and knowledge grid. Computing grid technologies have been matured enough to solve high-throughput real-world life scientific problems. Data grid technologies are strong candidates for realizing "resourceome" for bioinformatics. Knowledge grids should be designed not only from sharing explicit knowledge on computers but also from community formulation for sharing tacit knowledge among a community. Conclusion Extending the concept of grid from computing grid to knowledge grid, it is possible to make use of a grid as not only sharable computing resources, but also as time and place in which people work together, create knowledge, and share knowledge and experiences in a community.
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Federal Laboratory Consortium — The Lincoln Laboratory Grid (LLGrid) is an interactive, on-demand parallel computing system that uses a large computing cluster to enable Laboratory researchers to...
International Nuclear Information System (INIS)
Guan Wen; Sun Gongxing
2007-01-01
CMS has adopted a distributed system of services which implement CMS application view on top of Grid services. An overview of CMS services will be covered. Emphasis is on CMS data management and workload Management. (authors)
Technology Roadmaps: Smart Grids
Energy Technology Data Exchange (ETDEWEB)
NONE
2011-07-01
The development of Technology Roadmaps: Smart Grids -- which the IEA defines as an electricity network that uses digital and other advanced technologies to monitor and manage the transport of electricity from all generation sources to meet the varying electricity demands of end users -- is essential if the global community is to achieve shared goals for energy security, economic development and climate change mitigation. Unfortunately, existing misunderstandings of exactly what smart grids are and the physical and institutional complexity of electricity systems make it difficult to implement smart grids on the scale that is needed. This roadmap sets out specific steps needed over the coming years to achieve milestones that will allow smart grids to deliver a clean energy future.
Yurkewicz, Katie
2005-01-01
Today's cutting-edge scientific projects are larger, more complex, and more expensive than ever. Grid computing provides the resources that allow researchers to share knowledge, data, and computer processing power across boundaries
Grätzel von Grätz, Philipp
2007-01-01
Whether for genetic risk analysis or 3D-rekonstruktion of the cerebral vessels: the modern medicine requires more computing power. With a grid infrastructure, this one can be if necessary called by the network. (4 pages)
International Nuclear Information System (INIS)
Larson, J.G.
1984-01-01
There is provided a spacer grid for a bundle of longitudinally extending rods in spaced generally parallel relationship comprising spacing means for holding the rods in spaced generally parallel relationship; the spacing means includes at least one exterior grid strip circumscribing the bundle of rods along the periphery thereof; with at least one exterior grid strip having a first edge defining the boundary of the strip in one longitudinal direction and a second edge defining the boundary of the strip in the other longitudinal direction; with at least one exterior grid strip having at least one band formed therein parallel to the longitudinal direction; a plurality of corner gussets truncating each of a plurality of corners formed by at least one band and the first edge and the second edge
Smart grids - French Expertise
International Nuclear Information System (INIS)
2015-11-01
The adaptation of electrical systems is the focus of major work worldwide. Bringing electricity to new territories, modernizing existing electricity grids, implementing energy efficiency policies and deploying renewable energies, developing new uses for electricity, introducing electric vehicles - these are the challenges facing a multitude of regions and countries. Smart Grids are the result of the convergence of electrical systems technologies with information and communications technologies. They play a key role in addressing the above challenges. Smart Grid development is a major priority for both public and private-sector actors in France. The experience of French companies has grown with the current French electricity system, a system that already shows extensive levels of 'intelligence', efficiency and competitiveness. French expertise also leverages substantial competence in terms of 'systems engineering', and can provide a tailored response to meet all sorts of needs. French products and services span all the technical and commercial building blocks that make up the Smart Grid value chain. They address the following issues: Improving the use and valuation of renewable energies and decentralized means of production, by optimizing the balance between generation and consumption. Strengthening the intelligence of the transmission and distribution grids: developing 'Supergrid', digitizing substations in transmission networks, and automating the distribution grids are the focus of a great many projects designed to reinforce the 'self-healing' capacity of the grid. Improving the valuation of decentralized flexibilities: this involves, among others, deploying smart meters, reinforcing active energy efficiency measures, and boosting consumers' contribution to grid balancing, via practices such as demand response which implies the aggregation of flexibility among residential, business, and/or industrial sites. Addressing current technological challenges, in
Kansas Data Access and Support Center — This is a polygon feature data layer of United States National Grid (1000m x 1000m polygons ) constructed by the Center for Interdisciplinary Geospatial Information...
Grid Computing Education Support
Energy Technology Data Exchange (ETDEWEB)
Steven Crumb
2008-01-15
The GGF Student Scholar program enabled GGF the opportunity to bring over sixty qualified graduate and under-graduate students with interests in grid technologies to its three annual events over the three-year program.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
International Nuclear Information System (INIS)
Hoeft, B; Epting, U; Koenig, T
2008-01-01
While many fields relevant to Grid security are already covered by existing working groups, their remit rarely goes beyond the scope of the Grid infrastructure itself. However, security issues pertaining to the internal set-up of compute centres have at least as much impact on Grid security. Thus, this talk will present briefly the EU ISSeG project (Integrated Site Security for Grids). In contrast to groups such as OSCT (Operational Security Coordination Team) and JSPG (Joint Security Policy Group), the purpose of ISSeG is to provide a holistic approach to security for Grid computer centres, from strategic considerations to an implementation plan and its deployment. The generalised methodology of Integrated Site Security (ISS) is based on the knowledge gained during its implementation at several sites as well as through security audits, and this will be briefly discussed. Several examples of ISS implementation tasks at the Forschungszentrum Karlsruhe will be presented, including segregation of the network for administration and maintenance and the implementation of Application Gateways. Furthermore, the web-based ISSeG training material will be introduced. This aims to offer ISS implementation guidance to other Grid installations in order to help avoid common pitfalls
Near-Body Grid Adaption for Overset Grids
Buning, Pieter G.; Pulliam, Thomas H.
2016-01-01
A solution adaption capability for curvilinear near-body grids has been implemented in the OVERFLOW overset grid computational fluid dynamics code. The approach follows closely that used for the Cartesian off-body grids, but inserts refined grids in the computational space of original near-body grids. Refined curvilinear grids are generated using parametric cubic interpolation, with one-sided biasing based on curvature and stretching ratio of the original grid. Sensor functions, grid marking, and solution interpolation tasks are implemented in the same fashion as for off-body grids. A goal-oriented procedure, based on largest error first, is included for controlling growth rate and maximum size of the adapted grid system. The adaption process is almost entirely parallelized using MPI, resulting in a capability suitable for viscous, moving body simulations. Two- and three-dimensional examples are presented.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Stochastic Modeling and Optimization in a Microgrid: A Survey
Directory of Open Access Journals (Sweden)
Hao Liang
2014-03-01
Full Text Available The future smart grid is expected to be an interconnected network of small-scale and self-contained microgrids, in addition to a large-scale electric power backbone. By utilizing microsources, such as renewable energy sources and combined heat and power plants, microgrids can supply electrical and heat loads in local areas in an economic and environment friendly way. To better adopt the intermittent and weather-dependent renewable power generation, energy storage devices, such as batteries, heat buffers and plug-in electric vehicles (PEVs with vehicle-to-grid systems can be integrated in microgrids. However, significant technical challenges arise in the planning, operation and control of microgrids, due to the randomness in renewable power generation, the buffering effect of energy storage devices and the high mobility of PEVs. The two-way communication functionalities of the future smart grid provide an opportunity to address these challenges, by offering the communication links for microgrid status information collection. However, how to utilize stochastic modeling and optimization tools for efficient, reliable and economic planning, operation and control of microgrids remains an open issue. In this paper, we investigate the key features of microgrids and provide a comprehensive literature survey on the stochastic modeling and optimization tools for a microgrid. Future research directions are also identified.
Tennant, Roy
2005-01-01
In the article, the author talks about the benefits of grid networks. In speaking of grid networks the author is referring to both networks of computers and networks of humans connected together in a grid topology. Examples are provided of how grid networks are beneficial today and the ways in which they have been used.
Smart Grid Integration Laboratory
Energy Technology Data Exchange (ETDEWEB)
Troxell, Wade [Colorado State Univ., Fort Collins, CO (United States)
2011-12-22
The initial federal funding for the Colorado State University Smart Grid Integration Laboratory is through a Congressionally Directed Project (CDP), DE-OE0000070 Smart Grid Integration Laboratory. The original program requested in three one-year increments for staff acquisition, curriculum development, and instrumentation all which will benefit the Laboratory. This report focuses on the initial phase of staff acquisition which was directed and administered by DOE NETL/ West Virginia under Project Officer Tom George. Using this CDP funding, we have developed the leadership and intellectual capacity for the SGIC. This was accomplished by investing (hiring) a core team of Smart Grid Systems engineering faculty focused on education, research, and innovation of a secure and smart grid infrastructure. The Smart Grid Integration Laboratory will be housed with the separately funded Integrid Laboratory as part of CSU's overall Smart Grid Integration Center (SGIC). The period of performance of this grant was 10/1/2009 to 9/30/2011 which included one no cost extension due to time delays in faculty hiring. The Smart Grid Integration Laboratory's focus is to build foundations to help graduate and undergraduates acquire systems engineering knowledge; conduct innovative research; and team externally with grid smart organizations. Using the results of the separately funded Smart Grid Workforce Education Workshop (May 2009) sponsored by the City of Fort Collins, Northern Colorado Clean Energy Cluster, Colorado State University Continuing Education, Spirae, and Siemens has been used to guide the hiring of faculty, program curriculum and education plan. This project develops faculty leaders with the intellectual capacity to inspire its students to become leaders that substantially contribute to the development and maintenance of Smart Grid infrastructure through topics such as: (1) Distributed energy systems modeling and control; (2) Energy and power conversion; (3
Improvement of neutron kinetics module in TRAC-BF1code: one-dimensional nodal collocation method
Energy Technology Data Exchange (ETDEWEB)
Jambrina, Ana; Barrachina, Teresa; Miro, Rafael; Verdu, Gumersindo, E-mail: ajambrina@iqn.upv.es, E-mail: tbarrachina@iqn.upv.es, E-mail: rmiro@iqn.upv.es, E-mail: gverdu@iqn.upv.es [Universidade Politecnica de Valencia (UPV), Valencia (Spain); Soler, Amparo, E-mail: asoler@iberdrola.es [SEA Propulsion S.L., Madrid (Spain); Concejal, Alberto, E-mail: acbe@iberdrola.es [Iberdrola Ingenieria y Construcion S.A.U., Madrid (Spain)
2013-07-01
The TRAC-BF1 one-dimensional kinetic model is a formulation of the neutron diffusion equation in the two energy groups' approximation, based on the analytical nodal method (ANM). The advantage compared with a zero-dimensional kinetic model is that the axial power profile may vary with time due to thermal-hydraulic parameter changes and/or actions of the control systems but at has the disadvantages that in unusual situations it fails to converge. The nodal collocation method developed for the neutron diffusion equation and applied to the kinetics resolution of TRAC-BF1 thermal-hydraulics, is an adaptation of the traditional collocation methods for the discretization of partial differential equations, based on the development of the solution as a linear combination of analytical functions. It has chosen to use a nodal collocation method based on a development of Legendre polynomials of neutron fluxes in each cell. The qualification is carried out by the analysis of the turbine trip transient from the NEA benchmark in Peach Bottom NPP using both the original 1D kinetics implemented in TRAC-BF1 and the 1D nodal collocation method. (author)
International Nuclear Information System (INIS)
Capilla, M.; Talavera, C.F.; Ginestar, D.; Verdú, G.
2012-01-01
Highlights: ► The multidimensional P L approximation to the nuclear transport equation is reviewed. ► A nodal collocation method is developed for the spatial discretization of P L equations. ► Advantages of the method are lower dimension and good characterists of the associated algebraic eigenvalue problem. ► The P L nodal collocation method is implemented into the computer code SHNC. ► The SHNC code is verified with 2D and 3D benchmark eigenvalue problems from Takeda and Ikeda, giving satisfactory results. - Abstract: P L equations are classical approximations to the neutron transport equations, which are obtained expanding the angular neutron flux in terms of spherical harmonics. These approximations are useful to study the behavior of reactor cores with complex fuel assemblies, for the homogenization of nuclear cross-sections, etc., and most of these applications are in three-dimensional (3D) geometries. In this work, we review the multi-dimensional P L equations and describe a nodal collocation method for the spatial discretization of these equations for arbitrary odd order L, which is based on the expansion of the spatial dependence of the fields in terms of orthonormal Legendre polynomials. The performance of the nodal collocation method is studied by means of obtaining the k eff and the stationary power distribution of several 3D benchmark problems. The solutions are obtained are compared with a finite element method and a Monte Carlo method.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Grid computing and collaboration technology in support of fusion energy sciences
International Nuclear Information System (INIS)
Schissel, D.P.
2005-01-01
Science research in general and magnetic fusion research in particular continue to grow in size and complexity resulting in a concurrent growth in collaborations between experimental sites and laboratories worldwide. The simultaneous increase in wide area network speeds has made it practical to envision distributed working environments that are as productive as traditionally collocated work. In computing power, it has become reasonable to decouple production and consumption resulting in the ability to construct computing grids in a similar manner as the electrical power grid. Grid computing, the secure integration of computer systems over high speed networks to provide on-demand access to data analysis capabilities and related functions, is being deployed as an alternative to traditional resource sharing among institutions. For human interaction, advanced collaborative environments are being researched and deployed to have distributed group work that is as productive as traditional meetings. The DOE Scientific Discovery through Advanced Computing Program initiative has sponsored several collaboratory projects, including the National Fusion Collaboratory Project, to utilize recent advances in grid computing and advanced collaborative environments to further research in several specific scientific domains. For fusion, the collaborative technology being deployed is being used in present day research and is also scalable to future research, in particular, to the International Thermonuclear Experimental Reactor experiment that will require extensive collaboration capability worldwide. This paper briefly reviews the concepts of grid computing and advanced collaborative environments and gives specific examples of how these technologies are being used in fusion research today
Directory of Open Access Journals (Sweden)
Timothy J. Dickey
2008-03-01
Full Text Available The Functional Requirements for Bibliographic Records (FRBR’s hierarchical system defines families of bibliographic relationship between records and collocates them better than most extant bibliographic systems. Certain library materials (especially audio-visual formats pose notable challenges to search and retrieval; the first benefits of a FRBRized system would be felt in music libraries, but research already has proven its advantages for fine arts, theology, and literature—the bulk of the non-science, technology, and mathematics collections. This report will summarize the benefits of FRBR to nextgeneration library catalogs and OPACs, and will review the handful of ILS and catalog systems currently operating with its theoretical structure.
Dabiri, Arman; Butcher, Eric A.; Nazari, Morad
2017-02-01
Compliant impacts can be modeled using linear viscoelastic constitutive models. While such impact models for realistic viscoelastic materials using integer order derivatives of force and displacement usually require a large number of parameters, compliant impact models obtained using fractional calculus, however, can be advantageous since such models use fewer parameters and successfully capture the hereditary property. In this paper, we introduce the fractional Chebyshev collocation (FCC) method as an approximation tool for numerical simulation of several linear fractional viscoelastic compliant impact models in which the overall coefficient of restitution for the impact is studied as a function of the fractional model parameters for the first time. Other relevant impact characteristics such as hysteresis curves, impact force gradient, penetration and separation depths are also studied.
An embedded formula of the Chebyshev collocation method for stiff problems
Piao, Xiangfan; Bu, Sunyoung; Kim, Dojin; Kim, Philsu
2017-12-01
In this study, we have developed an embedded formula of the Chebyshev collocation method for stiff problems, based on the zeros of the generalized Chebyshev polynomials. A new strategy for the embedded formula, using a pair of methods to estimate the local truncation error, as performed in traditional embedded Runge-Kutta schemes, is proposed. The method is performed in such a way that not only the stability region of the embedded formula can be widened, but by allowing the usage of larger time step sizes, the total computational costs can also be reduced. In terms of concrete convergence and stability analysis, the constructed algorithm turns out to have an 8th order convergence and it exhibits A-stability. Through several numerical experimental results, we have demonstrated that the proposed method is numerically more efficient, compared to several existing implicit methods.
Directory of Open Access Journals (Sweden)
S. S. Motsa
2014-01-01
Full Text Available This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs. The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.
Motsa, S S; Magagula, V M; Sibanda, P
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.
Between initial familiarity and future use – a case of Collocated Collaborative Writing
DEFF Research Database (Denmark)
Bødker, Susanne; Polli, Anna Maria
2014-01-01
these with the three above forms of practice. The initial familiarity leads to two different early practices that get in the way of each other, and the collaborative writing idea. They point instead towards a discursive sharing of individual feelings, a different kind of past experiences than anticipated in design.......This paper reports on a design experiment in an art gallery, where we explored visitor practices of commenting on art, and how they were shaped in interaction with a newly designed collocated, collaborative writing technology. In particular we investigate what potentials previous practices carry...... with them that may affect early use and further development of use. We base our analyses on interviews in the art gallery and on socio-cultural theories of artefactmediated learning and collaboration. The analyses help identify three forms of collaborative writing, which are placed in the space between...
A nodal collocation approximation for the multi-dimensional PL equations - 2D applications
International Nuclear Information System (INIS)
Capilla, M.; Talavera, C.F.; Ginestar, D.; Verdu, G.
2008-01-01
A classical approach to solve the neutron transport equation is to apply the spherical harmonics method obtaining a finite approximation known as the P L equations. In this work, the derivation of the P L equations for multi-dimensional geometries is reviewed and a nodal collocation method is developed to discretize these equations on a rectangular mesh based on the expansion of the neutronic fluxes in terms of orthogonal Legendre polynomials. The performance of the method and the dominant transport Lambda Modes are obtained for a homogeneous 2D problem, a heterogeneous 2D anisotropic scattering problem, a heterogeneous 2D problem and a benchmark problem corresponding to a MOX fuel reactor core
Adaptive collocation method for simultaneous heat and mass diffusion with phase change
International Nuclear Information System (INIS)
Chawla, T.C.; Leaf, G.; Minkowycz, W.J.; Pedersen, D.R.; Shouman, A.R.
1983-01-01
The present study is carried out to determine melting rates of a lead slab of various thicknesses by contact with sodium coolant and to evaluate the extent of penetration and the mixing rates of molten lead into liquid sodium by molecular diffusion alone. The study shows that these two calculations cannot be performed simultaneously without the use of adaptive coordinates which cause considerable stretching of the physical coordinates for mass diffusion. Because of the large difference in densities of these two liquid metals, the traditional constant density approximation for the calculation of mass diffusion cannot be used for studying their interdiffusion. The use of orthogonal collocation method along with adaptive coordinates produces extremely accurate results which are ascertained by comparing with the existing analytical solutions for concentration distribution for the case of constant density approximation and for melting rates for the case of infinite lead slab
International Nuclear Information System (INIS)
Fortini, Maria A.; Stamoulis, Michel N.; Ferreira, Angela F.M.; Pereira, Claubia; Costa, Antonella L.; Silva, Clarysson A.M.
2008-01-01
In this work, an analytical model for the determination of the temperature distribution in cylindrical heater components with characteristics of nuclear fuel rods, is presented. The heat conductor is characterized by an arbitrary number of solid walls and different types of materials, whose thermal properties are taken as function of temperature. The heat conduction fundamental equation is solved numerically with the method of weighted residuals (MWR) using a technique of orthogonal collocation. The results obtained with the proposed method are compared with the experimental data from tests performed in the TRIGA IPR-R1 research reactor localized at the CDTN/CNEN (Centro de Desenvolvimento da Tecnologia Nuclear/Comissao Nacional de Energia Nuclear) at Belo Horizonte in Brazil
International Nuclear Information System (INIS)
Kim, Sang-Myeong; Kim, Heungseob; Boo, Kwangsuck; Brennan, Michael J
2013-01-01
This paper describes an experimental study into the vibration control of a servo system comprising a servo motor and a flexible manipulator. Two modes of the system are controlled by using the servo motor and an accelerometer attached to the tip of the flexible manipulator. The control system is thus non-collocated. It consists of two electrical dynamic absorbers, each of which consists of a modal filter and, in case of an out-of-phase mode, a phase inverter. The experimental results show that each absorber acts as a mechanical dynamic vibration absorber attached to each mode and significantly reduces the settling time for the system response to a step input. (technical note)
A fast collocation method for a variable-coefficient nonlocal diffusion model
Wang, Che; Wang, Hong
2017-02-01
We develop a fast collocation scheme for a variable-coefficient nonlocal diffusion model, for which a numerical discretization would yield a dense stiffness matrix. The development of the fast method is achieved by carefully handling the variable coefficients appearing inside the singular integral operator and exploiting the structure of the dense stiffness matrix. The resulting fast method reduces the computational work from O (N3) required by a commonly used direct solver to O (Nlog N) per iteration and the memory requirement from O (N2) to O (N). Furthermore, the fast method reduces the computational work of assembling the stiffness matrix from O (N2) to O (N). Numerical results are presented to show the utility of the fast method.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Mocanu, E.; Nguyen, P.H.; Kling, W.L.; Gibescu, M.
2016-01-01
In a future Smart Grid context, increasing challenges in managing the stochastic local energy supply and demand are expected. This increased the need of more accurate energy prediction methods in order to support further complex decision-making processes. Although many methods aiming to predict the
Importance of Grid Center Arrangement
Pasaogullari, O.; Usul, N.
2012-12-01
In Digital Elevation Modeling, grid size is accepted to be the most important parameter. Despite the point density and/or scale of the source data, it is freely decided by the user. Most of the time, arrangement of the grid centers are ignored, even most GIS packages omit the choice of grid center coordinate selection. In our study; importance of the arrangement of grid centers is investigated. Using the analogy between "Raster Grid DEM" and "Bitmap Image", importance of placement of grid centers in DEMs are measured. The study has been conducted on four different grid DEMs obtained from a half ellipsoid. These grid DEMs are obtained in such a way that they are half grid size apart from each other. Resulting grid DEMs are investigated through similarity measures. Image processing scientists use different measures to investigate the dis/similarity between the images and the amount of different information they carry. Grid DEMs are projected to a finer grid in order to co-center. Similarity measures are then applied to each grid DEM pairs. These similarity measures are adapted to DEM with band reduction and real number operation. One of the measures gives function graph and the others give measure matrices. Application of similarity measures to six grid DEM pairs shows interesting results. These four different grid DEMs are created with the same method for the same area, surprisingly; thirteen out of 14 measures state that, the half grid size apart grid DEMs are different from each other. The results indicated that although grid DEMs carry mutual information, they have also additional individual information. In other words, half grid size apart constructed grid DEMs have non-redundant information.; Joint Probability Distributions Function Graphs
GridCom, Grid Commander: graphical interface for Grid jobs and data management
International Nuclear Information System (INIS)
Galaktionov, V.V.
2011-01-01
GridCom - the software package for maintenance of automation of access to means of distributed system Grid (jobs and data). The client part, executed in the form of Java-applets, realises the Web-interface access to Grid through standard browsers. The executive part Lexor (LCG Executor) is started by the user in UI (User Interface) machine providing performance of Grid operations
Grid and Entrepreneurship Workshop
2006-01-01
The CERN openlab is organising a special workshop about Grid opportunities for entrepreneurship. This one-day event will provide an overview of what is involved in spin-off technology, with a special reference to the context of computing and data Grids. Lectures by experienced entrepreneurs will introduce the key concepts of entrepreneurship and review, in particular, the industrial potential of EGEE (the EU co-funded Enabling Grids for E-sciencE project, led by CERN). Case studies will be given by CEOs of European start-ups already active in the Grid and computing cluster area, and regional experts will provide an overview of efforts in several European regions to stimulate entrepreneurship. This workshop is designed to encourage students and researchers involved or interested in Grid technology to consider the entrepreneurial opportunities that this technology may create in the coming years. This workshop is organized as part of the CERN openlab student programme, which is co-sponsored by CERN, HP, ...
International Nuclear Information System (INIS)
Tran Thiet, Jean-Paul; Leger, Sebastien; Bressand, Florian; Perez, Yannick; Bacha, Seddik; Laurent, Daniel; Perrin, Marion
2012-01-01
The authors identify and discuss the main challenges faced by the French electric grid: the management of electricity demand and the needed improvement of energy efficiency, the evolution of consumer's state of mind, and the integration of new production capacities. They notably outline that France have been living until recently with an electricity abundance, but now faces the highest consumption peaks in Europe, and is therefore facing higher risks of power cuts. They also notice that the French energy mix is slowly evolving, and outline the problems raised by the fact that renewable energies which are to be developed, are decentralised and intermittent. They propose an overview of present developments of smart grids, and outline their innovative characteristics, challenges raised by their development and compare international examples. They show that smart grids enable a better adapted supply and decentralisation. A set of proposals is formulated about how to finance and to organise the reconfiguration of electric grids, how to increase consumer's responsibility for peak management and demand management, how to create the conditions of emergence of a European market of smart grids, and how to support self-consumption and the building-up of an energy storage sector
Future electrical distribution grids: Smart Grids
International Nuclear Information System (INIS)
Hadjsaid, N.; Sabonnadiere, J.C.; Angelier, J.P.
2010-01-01
The new energy paradigm faced by distribution network represents a real scientific challenge. Thus, national and EU objectives in terms of environment and energy efficiency with resulted regulatory incentives for renewable energies, the deployment of smart meters and the need to respond to changing needs including new uses related to electric and plug-in hybrid vehicles introduce more complexity and favour the evolution towards a smarter grid. The economic interest group in Grenoble IDEA in connection with the power laboratory G2ELab at Grenoble Institute of technology, EDF and Schneider Electric are conducting research on the electrical distribution of the future in presence of distributed generation for ten years.Thus, several innovations emerged in terms of flexibility and intelligence of the distribution network. One can notice the intelligence solutions for voltage control, the tools of network optimization, the self-healing techniques, the innovative strategies for connecting distributed and intermittent generation or load control possibilities for the distributor. All these innovations are firmly in the context of intelligent networks of tomorrow 'Smart Grids'. (authors)
Stochastic programming and market equilibrium analysis of microgrids energy management systems
International Nuclear Information System (INIS)
Hu, Ming-Che; Lu, Su-Ying; Chen, Yen-Haw
2016-01-01
Microgrids facilitate optimum utilization of distributed renewable energy, provides better local energy supply, and reduces transmission loss and greenhouse gas emission. Because the uncertainty in energy demand affects the energy demand and supply system, the aim of this research is to develop a stochastic optimization and its market equilibrium for microgrids in the electricity market. Therefore, a two-stage stochastic programming model for microgrids and the market competition model are derived in this paper. In the stochastic model, energy demand and supply uncertainties are considered. Furthermore, a case study of the stochastic model is conducted to simulate the uncertainties on the INER microgrids in Taiwanese market. The optimal investment of the generators and batteries installation and operating strategies are determined under energy demand and supply uncertainties for the INER microgrids. The results show optimal investment and operating strategies for the current INER microgrids are also determined by the proposed two-stage stochastic model in the market. In addition, trade-off between the battery capacity and microgrids performance is investigated. Battery usage and power trading between the microgrids and main grid systems are the functions of battery capacity. - Highlights: • A two-stage stochastic programming model is developed for microgrids. • Market equilibrium analysis of microgrids is conducted. • A case study of the stochastic model is conducted for INER microgrids.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
International Nuclear Information System (INIS)
Phillips, W.D.; Vaill, R.E.
1980-01-01
An improved grid sleeve bulge tool is designed for securing control rod guide tubes to sleeves brazed in a fuel assembly grid. The tool includes a cylinder having an outer diameter less than the internal diameter of the control rod guide tubes. The walls of the cylinder are cut in an axial direction along its length to provide several flexible tines or ligaments. These tines are similar to a fork except they are spaced in a circumferential direction. The end of each alternate tine is equipped with a semispherical projection which extends radially outwardly from the tine surface. A ram or plunger of generally cylindrical configuration and about the same length as the cylinder is designed to fit in and move axially of the cylinder and thereby force the tined projections outwardly when the ram is pulled into the cylinder. The ram surface includes axially extending grooves and plane surfaces which are complimentary to the inner surfaces formed on the tines on the cylinder. As the cylinder is inserted into a control rod guide tube, and the projections on the cylinder placed in a position just below or above a grid strap, the ram is pulled into the cylinder, thus moving the tines and the projections thereon outwardly into contact with the sleeve, to plastically deform both the sleeve and the control rod guide tube, and thereby form four bulges which extend outwardly from the sleeve surface and beyond the outer periphery of the grid peripheral strap. This process is then repeated at the points above the grid to also provide for outwardly projecting surfaces, the result being that the grid is accurately positioned on and mechanically secured to the control rod guide tubes which extend the length of a fuel assembly
Grids, Clouds and Virtualization
Cafaro, Massimo
2011-01-01
Research into grid computing has been driven by the need to solve large-scale, increasingly complex problems for scientific applications. Yet the applications of grid computing for business and casual users did not begin to emerge until the development of the concept of cloud computing, fueled by advances in virtualization techniques, coupled with the increased availability of ever-greater Internet bandwidth. The appeal of this new paradigm is mainly based on its simplicity, and the affordable price for seamless access to both computational and storage resources. This timely text/reference int
DEFF Research Database (Denmark)
Dondossola, Giovanna; Terruggia, Roberta; Bessler, Sandford
2014-01-01
The scope of this paper is to address the evolution of distribution grid architectures following the widespread introduction of renewable energy sources. The increasing connection of distributed resources has a strong impact on the topology and the control functionality of the current distribution...... grids requiring the development of new Information and Communication Technology (ICT) solutions with various degrees of adaptation of the monitoring, communication and control technologies. The costs of ICT based solutions need however to be taken into account, hence it is desirable to work...
Manricks, Gabriel
2013-01-01
Get to grips with a new technology, understand what it is and what it can do for you, and then get to work with the most important features and tasks. A step-by-step, practical Starter book, Instant jqGrid embraces you while you take your first steps, and introduces you to the content in an easy-to-follow order.This book is aimed at people who have some knowledge of HTML and JavaScript. Knowledge of PHP and SQL would also prove to be beneficial. No prior knowledge of jqGrid is expected.
VITIELLO SILVIA; FULLI Gianluca; MENGOLINI Anna Maria
2013-01-01
Le smart grid, o reti elettriche intelligenti, aprono la strada a nuove applicazioni con conseguenze di vasta portata per l’intero sistema elettrico, tra le quali la principale è la capacità di integrare nella rete esistente più fonti di energia rinnovabili (FER), veicoli elettrici e fonti di generazione distribuita. Le smart grid inoltre garantiscono una più efficiente ed affidabile risposta alla domanda di energia, sia da un punto di vista tecnico, permettendo un monitoraggio e un controll...
Distributed photovoltaic grid transformers
Shertukde, Hemchandra Madhusudan
2014-01-01
The demand for alternative energy sources fuels the need for electric power and controls engineers to possess a practical understanding of transformers suitable for solar energy. Meeting that need, Distributed Photovoltaic Grid Transformers begins by explaining the basic theory behind transformers in the solar power arena, and then progresses to describe the development, manufacture, and sale of distributed photovoltaic (PV) grid transformers, which help boost the electric DC voltage (generally at 30 volts) harnessed by a PV panel to a higher level (generally at 115 volts or higher) once it is
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Optimal operation of stationary and mobile batteries in distribution grids
International Nuclear Information System (INIS)
Wang, Yubo; Shi, Wenbo; Wang, Bin; Chu, Chi-Cheng; Gadh, Rajit
2017-01-01
Highlights: • A DSM minimizes both nodal operational cost and network power losses is proposed. • Uncertainties in distribution grids are captured with stochastic programming. • An ADMM based distributed method is applied for scalability and privacy preserving. - Abstract: The trending integrations of Battery Energy Storage System (BESS, stationary battery) and Electric Vehicles (EV, mobile battery) to distribution grids call for advanced Demand Side Management (DSM) technique that addresses the scalability concerns of the system and stochastic availabilities of EVs. Towards this goal, a stochastic DSM is proposed to capture the uncertainties in EVs. Numerical approximation is then used to make the problem tractable. To accelerate the computational speed, the proposed DSM is tightly relaxed to a convex form using second-order cone programming. Furthermore, in light of the continuous increasing problem size, a distributed method with a guaranteed convergence is applied to shift the centralized computational burden to distributed controllers. To verify the proposed DSM, real-life EV data collected on UCLA campus is used to test the proposed DSM in an IEEE benchmark test system. Numerical results demonstrate the correctness and merits of the proposed approach.
DEFF Research Database (Denmark)
Olsen, Rasmus Løvenstein; Hägerling, Christian; Kurtz, Fabian M.
2014-01-01
The expected growth in distributed generation will significantly affect the operation and control of today’s distribution grids. Being confronted with short time power variations of distributed generations, the assurance of a reliable service (grid stability, avoidance of energy losses) and the q......The expected growth in distributed generation will significantly affect the operation and control of today’s distribution grids. Being confronted with short time power variations of distributed generations, the assurance of a reliable service (grid stability, avoidance of energy losses...... to the reliability due to the stochastic behaviour found in such networks. Therefore, key concepts are presented in this paper targeting the support of proper smart grid control in these network environments. An overview on the required Information and Communication Technology (ICT) architecture and its...
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Grid computing the European Data Grid Project
Segal, B; Gagliardi, F; Carminati, F
2000-01-01
The goal of this project is the development of a novel environment to support globally distributed scientific exploration involving multi- PetaByte datasets. The project will devise and develop middleware solutions and testbeds capable of scaling to handle many PetaBytes of distributed data, tens of thousands of resources (processors, disks, etc.), and thousands of simultaneous users. The scale of the problem and the distribution of the resources and user community preclude straightforward replication of the data at different sites, while the aim of providing a general purpose application environment precludes distributing the data using static policies. We will construct this environment by combining and extending newly emerging "Grid" technologies to manage large distributed datasets in addition to computational elements. A consequence of this project will be the emergence of fundamental new modes of scientific exploration, as access to fundamental scientific data is no longer constrained to the producer of...
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
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.
Enabling Campus Grids with Open Science Grid Technology
International Nuclear Information System (INIS)
Weitzel, Derek; Fraser, Dan; Pordes, Ruth; Bockelman, Brian; Swanson, David
2011-01-01
The Open Science Grid is a recognized key component of the US national cyber-infrastructure enabling scientific discovery through advanced high throughput computing. The principles and techniques that underlie the Open Science Grid can also be applied to Campus Grids since many of the requirements are the same, even if the implementation technologies differ. We find five requirements for a campus grid: trust relationships, job submission, resource independence, accounting, and data management. The Holland Computing Center's campus grid at the University of Nebraska-Lincoln was designed to fulfill the requirements of a campus grid. A bridging daemon was designed to bring non-Condor clusters into a grid managed by Condor. Condor features which make it possible to bridge Condor sites into a multi-campus grid have been exploited at the Holland Computing Center as well.
Enabling campus grids with open science grid technology
Energy Technology Data Exchange (ETDEWEB)
Weitzel, Derek [Nebraska U.; Bockelman, Brian [Nebraska U.; Swanson, David [Nebraska U.; Fraser, Dan [Argonne; Pordes, Ruth [Fermilab
2011-01-01
The Open Science Grid is a recognized key component of the US national cyber-infrastructure enabling scientific discovery through advanced high throughput computing. The principles and techniques that underlie the Open Science Grid can also be applied to Campus Grids since many of the requirements are the same, even if the implementation technologies differ. We find five requirements for a campus grid: trust relationships, job submission, resource independence, accounting, and data management. The Holland Computing Center's campus grid at the University of Nebraska-Lincoln was designed to fulfill the requirements of a campus grid. A bridging daemon was designed to bring non-Condor clusters into a grid managed by Condor. Condor features which make it possible to bridge Condor sites into a multi-campus grid have been exploited at the Holland Computing Center as well.
DEFF Research Database (Denmark)
Jin, Lin; Yuan-zhang, Sun; Sørensen, Poul Ejnar
2012-01-01
published studies are based entirely on deterministic methodology. This paper presents a novel assessment method based on Time-Frequency Transformation to overcome shortcomings of existing methods. The main contribution of the paper is to propose a stochastic process simulation model which is a better...... alternative of the existing dynamic frequency deviation simulation model. In this way, the method takes the stochastic wind power fluctuation into full account so as to give a quantitative risk assessment of grid frequency deviation to grid operators, even without using any dynamic simulation tool. The case...
Böing, F.; Murmann, A.; Pellinger, C.; Bruckmeier, A.; Kern, T.; Mongin, T.
2018-02-01
The expansion of capacities in the German transmission grid is a necessity for further integration of renewable energy sources into the electricity sector. In this paper, the grid optimisation measures ‘Overhead Line Monitoring’, ‘Power-to-Heat’ and ‘Demand Response in the Industry’ are evaluated and compared against conventional grid expansion for the year 2030. Initially, the methodical approach of the simulation model is presented and detailed descriptions of the grid model and the used grid data, which partly originates from open-source platforms, are provided. Further, this paper explains how ‘Curtailment’ and ‘Redispatch’ can be reduced by implementing grid optimisation measures and how the depreciation of economic costs can be determined considering construction costs. The developed simulations show that the conventional grid expansion is more efficient and implies more grid relieving effects than the evaluated grid optimisation measures.
Quantifiably secure power grid operation, management, and evolution :
Energy Technology Data Exchange (ETDEWEB)
Gray, Genetha Anne.; Watson, Jean-Paul; Silva Monroy, Cesar Augusto; Gramacy, Robert B.
2013-09-01
This report summarizes findings and results of the Quantifiably Secure Power Grid Operation, Management, and Evolution LDRD. The focus of the LDRD was to develop decisionsupport technologies to enable rational and quantifiable risk management for two key grid operational timescales: scheduling (day-ahead) and planning (month-to-year-ahead). Risk or resiliency metrics are foundational in this effort. The 2003 Northeast Blackout investigative report stressed the criticality of enforceable metrics for system resiliency the grids ability to satisfy demands subject to perturbation. However, we neither have well-defined risk metrics for addressing the pervasive uncertainties in a renewable energy era, nor decision-support tools for their enforcement, which severely impacts efforts to rationally improve grid security. For day-ahead unit commitment, decision-support tools must account for topological security constraints, loss-of-load (economic) costs, and supply and demand variability especially given high renewables penetration. For long-term planning, transmission and generation expansion must ensure realized demand is satisfied for various projected technological, climate, and growth scenarios. The decision-support tools investigated in this project paid particular attention to tailoriented risk metrics for explicitly addressing high-consequence events. Historically, decisionsupport tools for the grid consider expected cost minimization, largely ignoring risk and instead penalizing loss-of-load through artificial parameters. The technical focus of this work was the development of scalable solvers for enforcing risk metrics. Advanced stochastic programming solvers were developed to address generation and transmission expansion and unit commitment, minimizing cost subject to pre-specified risk thresholds. Particular attention was paid to renewables where security critically depends on production and demand prediction accuracy. To address this
National Oceanic and Atmospheric Administration, Department of Commerce — A 2.5 kilometer Bouguer anomaly grid for the state of Utah. Number of columns is 196 and number of rows is 245. The order of the data is from the lower left to the...
2006-01-01
During April, a collaboration of Asian and European laboratories analysed 300,000 possible drug components against the avian flu virus H5N1 using the EGEE Grid infrastructure. Schematic presentation of the avian flu virus.The distribution of the EGEE sites in the world on which the avian flu scan was performed. The goal was to find potential compounds that can inhibit the activities of an enzyme on the surface of the influenza virus, the so-called neuraminidase, subtype N1. Using the Grid to identify the most promising leads for biological tests could speed up the development process for drugs against the influenza virus. Co-ordinated by CERN and funded by the European Commission, the EGEE project (Enabling Grids for E-sciencE) aims to set up a worldwide grid infrastructure for science. The challenge of the in silico drug discovery application is to identify those molecules which can dock on the active sites of the virus in order to inhibit its action. To study the impact of small scale mutations on drug r...
Clark, M. A.; Jung, Chulwoo; Lehner, Christoph
2018-03-01
We present a Lanczos algorithm utilizing multiple grids that reduces the memory requirements both on disk and in working memory by one order of magnitude for RBC/UKQCD's 48I and 64I ensembles at the physical pion mass. The precision of the resulting eigenvectors is on par with exact deflation.
Directory of Open Access Journals (Sweden)
Clark M. A.
2018-01-01
Full Text Available We present a Lanczos algorithm utilizing multiple grids that reduces the memory requirements both on disk and in working memory by one order of magnitude for RBC/UKQCD’s 48I and 64I ensembles at the physical pion mass. The precision of the resulting eigenvectors is on par with exact deflation.
National Oceanic and Atmospheric Administration, Department of Commerce — A 2 kilometer Isostatic anomaly grid for the state of Nevada. Number of columns is 269 and number of rows is 394. The order of the data is from the lower left to the...
Molderink, Albert; Bakker, Vincent; Bosman, M.G.C.; Hurink, Johann L.; Smit, Gerardus Johannes Maria
2010-01-01
Increasing energy prices and the greenhouse effect lead to more awareness of energy efficiency of electricity supply. During the last years, a lot of technologies and optimization methodologies were developed to increase the efficiency, maintain the grid stability and support large scale
International Nuclear Information System (INIS)
Meulmeester, P.; De Laat, J.
2006-01-01
The Netherlands Competition Authority (NMa), in which the Office of Energy Regulation (DTe) is included plan to decrease the capital cost compensation (or weighted average cost of capital or WACC) for grid operators. In this article it is explained how the compensation is calculated, why this measure will be taken and what the effects of this cutback are [nl
Autonomous Energy Grids: Preprint
Energy Technology Data Exchange (ETDEWEB)
Kroposki, Benjamin D [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Bernstein, Andrey [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhang, Yingchen [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Hodge, Brian S [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-10-04
With much higher levels of distributed energy resources - variable generation, energy storage, and controllable loads just to mention a few - being deployed into power systems, the data deluge from pervasive metering of energy grids, and the shaping of multi-level ancillary-service markets, current frameworks to monitoring, controlling, and optimizing large-scale energy systems are becoming increasingly inadequate. This position paper outlines the concept of 'Autonomous Energy Grids' (AEGs) - systems that are supported by a scalable, reconfigurable, and self-organizing information and control infrastructure, can be extremely secure and resilient (self-healing), and self-optimize themselves in real-time for economic and reliable performance while systematically integrating energy in all forms. AEGs rely on scalable, self-configuring cellular building blocks that ensure that each 'cell' can self-optimize when isolated from a larger grid as well as partaking in the optimal operation of a larger grid when interconnected. To realize this vision, this paper describes the concepts and key research directions in the broad domains of optimization theory, control theory, big-data analytics, and complex system modeling that will be necessary to realize the AEG vision.
National Oceanic and Atmospheric Administration, Department of Commerce — A 1 kilometer Bouguer anomaly grid for the country of Bolivia.Number of columns is 550 and number of rows is 900. The order of the data is from the lower left to the...
Zeiler, W.; Vissers, D.R.; Maaijen, H.N.; Kling, W.L.; Velden, van der J.A.J.; Larsen, J.P.
2012-01-01
Er vindt onderzoek plaats naar een nieuwe regelstrategie gebaseerd op de toepassing van een draadloos sensor netwerk dat is gekoppeld aan het smart grid. Doel van deze regelstrategie is om op gebruikersniveau energie te kunnen besparen met behoud of zelfs verbetering van het individueel comfort. Er
2007-01-01
I want to come back and work here when I'm older,' was the spontaneous reaction of one of the children invited to CERN by the Enabling Grids for E-sciencE project for a 'Grids for Kids' day at the end of January. The EGEE project is led by CERN, and the EGEE gender action team organized the day to introduce children to grid technology at an early age. The school group included both boys and girls, aged 9 to 11. All of the presenters were women. 'In general, before this visit, the children thought that scientists always wore white coats and were usually male, with wild Einstein-like hair,' said Jackie Beaver, the class's teacher at the Institut International de Lancy, a school near Geneva. 'They were surprised and pleased to see that women became scientists, and that scientists were quite 'normal'.' The half-day event included presentations about why Grids are needed, a visit of the computer centre, some online games, and plenty of time for questions. In the end, everyone agreed that it was a big success a...
Reconsidering solar grid parity
International Nuclear Information System (INIS)
Yang, C.-J.
2010-01-01
Grid parity-reducing the cost of solar energy to be competitive with conventional grid-supplied electricity-has long been hailed as the tipping point for solar dominance in the energy mix. Such expectations are likely to be overly optimistic. A realistic examination of grid parity suggests that the cost-effectiveness of distributed photovoltaic (PV) systems may be further away than many are hoping for. Furthermore, cost-effectiveness may not guarantee commercial competitiveness. Solar hot water technology is currently far more cost-effective than photovoltaic technology and has already reached grid parity in many places. Nevertheless, the market penetration of solar water heaters remains limited for reasons including unfamiliarity with the technologies and high upfront costs. These same barriers will likely hinder the adoption of distributed solar photovoltaic systems as well. The rapid growth in PV deployment in recent years is largely policy-driven and such rapid growth would not be sustainable unless governments continue to expand financial incentives and policy mandates, as well as address regulatory and market barriers.
National Oceanic and Atmospheric Administration, Department of Commerce — A 2 kilometer Bouguer anomaly grid for the state of Maine. Number of columns is 197 and number of rows is 292. The order of the data is from the lower left to the...
Minnesota Bouguer Anomaly Grid
National Oceanic and Atmospheric Administration, Department of Commerce — A 1.5 kilometer Bouguer anomaly grid for the state of Minnesota. Number of columns is 404 and number of rows is 463. The order of the data is from the lower left to...
National Research Council Canada - National Science Library
Michl, Josef; Magnera, Thomas
2008-01-01
...) porphyrin triply linked in the meso-meso, and both beta-beta positions four times by carbon-carbon bonds to each of its neighbors to form porphite sheets a grid-type material that would be an analog of graphene...
Lundquest, E
2003-01-01
At a customer panel discussion during OracleWorld in San Franciso, grid computing was being pushed as the next big thing - even if panellists couldsn't quite agree on what it is, what it will cost or when it will appear (1 page).
Energy Technology Data Exchange (ETDEWEB)
Rabari, Anil [NSTAR Electric, Manchester, NH (United States); Fadipe, Oloruntomi [NSTAR Electric, Manchester, NH (United States)
2014-03-31
NSTAR Electric & Gas Corporation (“the Company”, or “NSTAR”) developed and implemented a Smart Grid pilot program beginning in 2010 to demonstrate the viability of leveraging existing automated meter reading (“AMR”) deployments to provide much of the Smart Grid functionality of advanced metering infrastructure (“AMI”), but without the large capital investment that AMI rollouts typically entail. In particular, a central objective of the Smart Energy Pilot was to enable residential dynamic pricing (time-of-use “TOU” and critical peak rates and rebates) and two-way direct load control (“DLC”) by continually capturing AMR meter data transmissions and communicating through customer-sited broadband connections in conjunction with a standardsbased home area network (“HAN”). The pilot was supported by the U.S. Department of Energy’s (“DOE”) through the Smart Grid Demonstration program. NSTAR was very pleased to not only receive the funding support from DOE, but the guidance and support of the DOE throughout the pilot. NSTAR is also pleased to report to the DOE that it was able to execute and deliver a successful pilot on time and on budget. NSTAR looks for future opportunities to work with the DOE and others in future smart grid projects.
Klonoff, David C; Lias, Courtney; Vigersky, Robert; Clarke, William; Parkes, Joan Lee; Sacks, David B; Kirkman, M Sue; Kovatchev, Boris
2014-07-01
Currently used error grids for assessing clinical accuracy of blood glucose monitors are based on out-of-date medical practices. Error grids have not been widely embraced by regulatory agencies for clearance of monitors, but this type of tool could be useful for surveillance of the performance of cleared products. Diabetes Technology Society together with representatives from the Food and Drug Administration, the American Diabetes Association, the Endocrine Society, and the Association for the Advancement of Medical Instrumentation, and representatives of academia, industry, and government, have developed a new error grid, called the surveillance error grid (SEG) as a tool to assess the degree of clinical risk from inaccurate blood glucose (BG) monitors. A total of 206 diabetes clinicians were surveyed about the clinical risk of errors of measured BG levels by a monitor. The impact of such errors on 4 patient scenarios was surveyed. Each monitor/reference data pair was scored and color-coded on a graph per its average risk rating. Using modeled data representative of the accuracy of contemporary meters, the relationships between clinical risk and monitor error were calculated for the Clarke error grid (CEG), Parkes error grid (PEG), and SEG. SEG action boundaries were consistent across scenarios, regardless of whether the patient was type 1 or type 2 or using insulin or not. No significant differences were noted between responses of adult/pediatric or 4 types of clinicians. Although small specific differences in risk boundaries between US and non-US clinicians were noted, the panel felt they did not justify separate grids for these 2 types of clinicians. The data points of the SEG were classified in 15 zones according to their assigned level of risk, which allowed for comparisons with the classic CEG and PEG. Modeled glucose monitor data with realistic self-monitoring of blood glucose errors derived from meter testing experiments plotted on the SEG when compared to
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
International Nuclear Information System (INIS)
Kupka, F.
1997-11-01
This thesis deals with the extension of sparse grid techniques to spectral methods for the solution of partial differential equations with periodic boundary conditions. A review on boundary and initial-boundary value problems and a discussion on numerical resolution is used to motivate this research. Spectral methods are introduced by projection techniques, and by three model problems: the stationary and the transient Helmholtz equations, and the linear advection equation. The approximation theory on the hyperbolic cross is reviewed and its close relation to sparse grids is demonstrated. This approach extends to non-periodic problems. Various Sobolev spaces with dominant mixed derivative are introduced to provide error estimates for Fourier approximation and interpolation on the hyperbolic cross and on sparse grids by means of Sobolev norms. The theorems are immediately applicable to the stability and convergence analysis of sparse grid spectral methods. This is explicitly demonstrated for the three model problems. A variant of the von Neumann condition is introduced to simplify the stability analysis of the time-dependent model problems. The discrete Fourier transformation on sparse grids is discussed together with its software implementation. Results on numerical experiments are used to illustrate the performance of the new method with respect to the smoothness properties of each example. The potential of the method in mathematical modelling is estimated and generalizations to other sparse grid methods are suggested. The appendix includes a complete Fortran90 program to solve the linear advection equation by the sparse grid Fourier collocation method and a third-order Runge-Kutta routine for integration in time. (author)
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Grid interoperability: the interoperations cookbook
Energy Technology Data Exchange (ETDEWEB)
Field, L; Schulz, M [CERN (Switzerland)], E-mail: Laurence.Field@cern.ch, E-mail: Markus.Schulz@cern.ch
2008-07-01
Over recent years a number of grid projects have emerged which have built grid infrastructures that are now the computing backbones for various user communities. A significant number of these communities are limited to one grid infrastructure due to the different middleware and procedures used in each grid. Grid interoperation is trying to bridge these differences and enable virtual organizations to access resources independent of the grid project affiliation. This paper gives an overview of grid interoperation and describes the current methods used to bridge the differences between grids. Actual use cases encountered during the last three years are discussed and the most important interfaces required for interoperability are highlighted. A summary of the standardisation efforts in these areas is given and we argue for moving more aggressively towards standards.