Discrete exterior geometry approach to structure-preserving discretization of distributed-parameter port-Hamiltonian systems

NARCIS (Netherlands)

Seslija, Marko; van der Schaft, Arjan; Scherpen, Jacquelien M.A.

This paper addresses the issue of structure-preserving discretization of open distributed-parameter systems with Hamiltonian dynamics. Employing the formalism of discrete exterior calculus, we introduce a simplicial Dirac structure as a discrete analogue of the Stokes-Dirac structure and demonstrate

Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

Science.gov (United States)

Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

2012-06-01

We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

Random discrete Morse theory and a new library of triangulations

DEFF Research Database (Denmark)

Benedetti, Bruno; Lutz, Frank Hagen

2014-01-01

We introduce random discrete Morse theory as a computational scheme to measure the complexity of a triangulation. The idea is to try to quantify the frequency of discrete Morse matchings with few critical cells. Our measure will depend on the topology of the space, but also on how nicely the space...... is triangulated. The scheme we propose looks for optimal discrete Morse functions with an elementary random heuristic. Despite its naiveté, this approach turns out to be very successful even in the case of huge inputs. In our view, the existing libraries of examples in computational topology are “too easy......” for testing algorithms based on discrete Morse theory. We propose a new library containing more complicated (and thus more meaningful) test examples....

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points

KAUST Repository

Migliorati, Giovanni; Nobile, Fabio; Tempone, Raul

2015-01-01

We study the accuracy of the discrete least-squares approximation on a finite dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability

Random graph states, maximal flow and Fuss-Catalan distributions

International Nuclear Information System (INIS)

Collins, BenoIt; Nechita, Ion; Zyczkowski, Karol

2010-01-01

For any graph consisting of k vertices and m edges we construct an ensemble of random pure quantum states which describe a system composed of 2m subsystems. Each edge of the graph represents a bipartite, maximally entangled state. Each vertex represents a random unitary matrix generated according to the Haar measure, which describes the coupling between subsystems. Dividing all subsystems into two parts, one may study entanglement with respect to this partition. A general technique to derive an expression for the average entanglement entropy of random pure states associated with a given graph is presented. Our technique relies on Weingarten calculus and flow problems. We analyze the statistical properties of spectra of such random density matrices and show for which cases they are described by the free Poissonian (Marchenko-Pastur) distribution. We derive a discrete family of generalized, Fuss-Catalan distributions and explicitly construct graphs which lead to ensembles of random states characterized by these novel distributions of eigenvalues.

A comparison of methods for representing random taste heterogeneity in discrete choice models

DEFF Research Database (Denmark)

Fosgerau, Mogens; Hess, Stephane

2009-01-01

This paper reports the findings of a systematic study using Monte Carlo experiments and a real dataset aimed at comparing the performance of various ways of specifying random taste heterogeneity in a discrete choice model. Specifically, the analysis compares the performance of two recent advanced...... distributions. Both approaches allow the researcher to increase the number of parameters as desired. The paper provides a range of evidence on the ability of the various approaches to recover various distributions from data. The two advanced approaches are comparable in terms of the likelihoods achieved...

Decomposing a Utility Function Based on Discrete Distribution Independence

DEFF Research Database (Denmark)

He, Ying; Dyer, James; Butler, John

2014-01-01

For two-attribute decision-making problems, the multilinear utility model cannot be applied when the risk aversion on one attribute depends on the level of the other attribute. We propose a family of general preference conditions called nth-degree discrete distribution independence that can...... accommodate a variety of dependence relationships between two attributes. The special case of second-degree discrete distribution independence is equivalent to the utility independence condition. We focus on third-degree discrete distribution independence that leads to a decomposition formula that contains...

Effects of the randomly distributed magnetic field on the phase diagrams of the Ising Nanowire II: Continuous distributions

International Nuclear Information System (INIS)

Akıncı, Ümit

2012-01-01

The effect of the random magnetic field distribution on the phase diagrams and ground state magnetizations of the Ising nanowire has been investigated with effective field theory with correlations. Gaussian distribution has been chosen as a random magnetic field distribution. The variation of the phase diagrams with that distribution parameters has been obtained and some interesting results have been found such as disappearance of the reentrant behavior and first order transitions which appear in the case of discrete distributions. Also for single and double Gaussian distributions, ground state magnetizations for different distribution parameters have been determined which can be regarded as separate partially ordered phases of the system. - Highlights: ► We give the phase diagrams of the Ising nanowire under the continuous randomly distributed magnetic field. ► Ground state magnetization values obtained. ► Different partially ordered phases observed.

Discrete least squares polynomial approximation with random evaluations - application to PDEs with Random parameters

KAUST Repository

Nobile, Fabio

2015-01-01

the parameter-to-solution map u(y) from random noise-free or noisy observations in random points by discrete least squares on polynomial spaces. The noise-free case is relevant whenever the technique is used to construct metamodels, based on polynomial

Applying Multivariate Discrete Distributions to Genetically Informative Count Data.

Science.gov (United States)

Kirkpatrick, Robert M; Neale, Michael C

2016-03-01

We present a novel method of conducting biometric analysis of twin data when the phenotypes are integer-valued counts, which often show an L-shaped distribution. Monte Carlo simulation is used to compare five likelihood-based approaches to modeling: our multivariate discrete method, when its distributional assumptions are correct, when they are incorrect, and three other methods in common use. With data simulated from a skewed discrete distribution, recovery of twin correlations and proportions of additive genetic and common environment variance was generally poor for the Normal, Lognormal and Ordinal models, but good for the two discrete models. Sex-separate applications to substance-use data from twins in the Minnesota Twin Family Study showed superior performance of two discrete models. The new methods are implemented using R and OpenMx and are freely available.

A Note on the Tail Behavior of Randomly Weighted Sums with Convolution-Equivalently Distributed Random Variables

Directory of Open Access Journals (Sweden)

Yang Yang

2013-01-01

Full Text Available We investigate the tailed asymptotic behavior of the randomly weighted sums with increments with convolution-equivalent distributions. Our obtained result can be directly applied to a discrete-time insurance risk model with insurance and financial risks and derive the asymptotics for the finite-time probability of the above risk model.

Succinct Sampling from Discrete Distributions

DEFF Research Database (Denmark)

Bringmann, Karl; Larsen, Kasper Green

2013-01-01

We revisit the classic problem of sampling from a discrete distribution: Given n non-negative w-bit integers x_1,...,x_n, the task is to build a data structure that allows sampling i with probability proportional to x_i. The classic solution is Walker's alias method that takes, when implemented...

Image compression-encryption algorithms by combining hyper-chaotic system with discrete fractional random transform

Science.gov (United States)

Gong, Lihua; Deng, Chengzhi; Pan, Shumin; Zhou, Nanrun

2018-07-01

Based on hyper-chaotic system and discrete fractional random transform, an image compression-encryption algorithm is designed. The original image is first transformed into a spectrum by the discrete cosine transform and the resulting spectrum is compressed according to the method of spectrum cutting. The random matrix of the discrete fractional random transform is controlled by a chaotic sequence originated from the high dimensional hyper-chaotic system. Then the compressed spectrum is encrypted by the discrete fractional random transform. The order of DFrRT and the parameters of the hyper-chaotic system are the main keys of this image compression and encryption algorithm. The proposed algorithm can compress and encrypt image signal, especially can encrypt multiple images once. To achieve the compression of multiple images, the images are transformed into spectra by the discrete cosine transform, and then the spectra are incised and spliced into a composite spectrum by Zigzag scanning. Simulation results demonstrate that the proposed image compression and encryption algorithm is of high security and good compression performance.

Discrete population balance models of random agglomeration and cleavage in polymer pyrolysis

Directory of Open Access Journals (Sweden)

John E. J. Staggs

2017-05-01

Full Text Available The processes of random agglomeration and cleavage (both of which are important for the development of new models of polymer combustion, but are also applicable in a wide range of fields including atmospheric physics, radiation modelling and astrophysics are analysed using population balance methods. The evolution of a discrete distribution of particles is considered within this framework, resulting in a set of ordinary differential equations for the individual particle concentrations. Exact solutions for these equations are derived, together with moment generating functions. Application of the discrete Laplace transform (analogous to the Z-transform is found to be effective in these problems, providing both exact solutions for particle concentrations and moment generating functions. The combined agglomeration-cleavage problem is also considered. Unfortunately, it has been impossible to find an exact solution for the full problem, but a stable steady state has been identified and computed.

Kalman Filtering for Discrete Stochastic Systems with Multiplicative Noises and Random Two-Step Sensor Delays

Directory of Open Access Journals (Sweden)

Dongyan Chen

2015-01-01

Full Text Available This paper is concerned with the optimal Kalman filtering problem for a class of discrete stochastic systems with multiplicative noises and random two-step sensor delays. Three Bernoulli distributed random variables with known conditional probabilities are introduced to characterize the phenomena of the random two-step sensor delays which may happen during the data transmission. By using the state augmentation approach and innovation analysis technique, an optimal Kalman filter is constructed for the augmented system in the sense of the minimum mean square error (MMSE. Subsequently, the optimal Kalman filtering is derived for corresponding augmented system in initial instants. Finally, a simulation example is provided to demonstrate the feasibility and effectiveness of the proposed filtering method.

The relationship between multilevel models and non-parametric multilevel mixture models: Discrete approximation of intraclass correlation, random coefficient distributions, and residual heteroscedasticity.

Science.gov (United States)

Rights, Jason D; Sterba, Sonya K

2016-11-01

Multilevel data structures are common in the social sciences. Often, such nested data are analysed with multilevel models (MLMs) in which heterogeneity between clusters is modelled by continuously distributed random intercepts and/or slopes. Alternatively, the non-parametric multilevel regression mixture model (NPMM) can accommodate the same nested data structures through discrete latent class variation. The purpose of this article is to delineate analytic relationships between NPMM and MLM parameters that are useful for understanding the indirect interpretation of the NPMM as a non-parametric approximation of the MLM, with relaxed distributional assumptions. We define how seven standard and non-standard MLM specifications can be indirectly approximated by particular NPMM specifications. We provide formulas showing how the NPMM can serve as an approximation of the MLM in terms of intraclass correlation, random coefficient means and (co)variances, heteroscedasticity of residuals at level 1, and heteroscedasticity of residuals at level 2. Further, we discuss how these relationships can be useful in practice. The specific relationships are illustrated with simulated graphical demonstrations, and direct and indirect interpretations of NPMM classes are contrasted. We provide an R function to aid in implementing and visualizing an indirect interpretation of NPMM classes. An empirical example is presented and future directions are discussed. © 2016 The British Psychological Society.

fixedTimeEvents: An R package for the distribution of distances between discrete events in fixed time

Directory of Open Access Journals (Sweden)

Kristian Hovde Liland

2016-01-01

Full Text Available When a series of Bernoulli trials occur within a fixed time frame or limited space, it is often interesting to assess if the successful outcomes have occurred completely at random, or if they tend to group together. One example, in genetics, is detecting grouping of genes within a genome. Approximations of the distribution of successes are possible, but they become inaccurate for small sample sizes. In this article, we describe the exact distribution of time between random, non-overlapping successes in discrete time of fixed length. A complete description of the probability mass function, the cumulative distribution function, mean, variance and recurrence relation is included. We propose an associated test for the over-representation of short distances and illustrate the methodology through relevant examples. The theory is implemented in an R package including probability mass, cumulative distribution, quantile function, random number generator, simulation functions, and functions for testing.

Modelling road accident blackspots data with the discrete generalized Pareto distribution.

Science.gov (United States)

Prieto, Faustino; Gómez-Déniz, Emilio; Sarabia, José María

2014-10-01

This study shows how road traffic networks events, in particular road accidents on blackspots, can be modelled with simple probabilistic distributions. We considered the number of crashes and the number of fatalities on Spanish blackspots in the period 2003-2007, from Spanish General Directorate of Traffic (DGT). We modelled those datasets, respectively, with the discrete generalized Pareto distribution (a discrete parametric model with three parameters) and with the discrete Lomax distribution (a discrete parametric model with two parameters, and particular case of the previous model). For that, we analyzed the basic properties of both parametric models: cumulative distribution, survival, probability mass, quantile and hazard functions, genesis and rth-order moments; applied two estimation methods of their parameters: the μ and (μ+1) frequency method and the maximum likelihood method; used two goodness-of-fit tests: Chi-square test and discrete Kolmogorov-Smirnov test based on bootstrap resampling; and compared them with the classical negative binomial distribution in terms of absolute probabilities and in models including covariates. We found that those probabilistic models can be useful to describe the road accident blackspots datasets analyzed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L^2 Projection on Polynomial Spaces

KAUST Repository

Migliorati, G.

2013-05-30

In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. In the RDP technique the QOI is first computed for independent samples of the random input parameters, as in a standard Monte Carlo approach, and then the QOI is approximated by a multivariate polynomial function of the input parameters using a discrete least squares approach. We consider several examples including the Darcy equations with random permeability, the linear elasticity equations with random elastic coefficient, and the Navier--Stokes equations in random geometries and with random fluid viscosity. We show that the RDP technique is well suited to QOIs that depend smoothly on a moderate number of random parameters. Our numerical tests confirm the theoretical findings in [G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone, Analysis of the Discrete $L^2$ Projection on Polynomial Spaces with Random Evaluations, MOX report 46-2011, Politecnico di Milano, Milano, Italy, submitted], which have shown that, in the case of a single uniformly distributed random parameter, the RDP technique is stable and optimally convergent if the number of sampling points is proportional to the square of the dimension of the polynomial space. Here optimality means that the weighted $L^2$ norm of the RDP error is bounded from above by the best $L^\\\\infty$ error achievable in the given polynomial space, up to logarithmic factors. In the case of several random input parameters, the numerical evidence indicates that the condition on quadratic growth of the number of sampling points could be relaxed to a linear growth and still achieve stable and optimal convergence. This makes the RDP technique very promising for moderately high dimensional uncertainty quantification.

Modelling a reliability system governed by discrete phase-type distributions

International Nuclear Information System (INIS)

Ruiz-Castro, Juan Eloy; Perez-Ocon, Rafael; Fernandez-Villodre, Gemma

2008-01-01

We present an n-system with one online unit and the others in cold standby. There is a repairman. When the online fails it goes to repair, and instantaneously a standby unit becomes the online one. The operational and repair times follow discrete phase-type distributions. Given that any discrete distribution defined on the positive integers is a discrete phase-type distribution, the system can be considered a general one. A model with unlimited number of units is considered for approximating a system with a great number of units. We show that the process that governs the system is a quasi-birth-and-death process. For this system, performance reliability measures; the up and down periods, and the involved costs are calculated in a matrix and algorithmic form. We show that the discrete case is not a trivial case of the continuous one. The results given in this paper have been implemented computationally with Matlab

Modelling a reliability system governed by discrete phase-type distributions

Energy Technology Data Exchange (ETDEWEB)

Ruiz-Castro, Juan Eloy [Departamento de Estadistica e Investigacion Operativa, Universidad de Granada, 18071 Granada (Spain)], E-mail: jeloy@ugr.es; Perez-Ocon, Rafael [Departamento de Estadistica e Investigacion Operativa, Universidad de Granada, 18071 Granada (Spain)], E-mail: rperezo@ugr.es; Fernandez-Villodre, Gemma [Departamento de Estadistica e Investigacion Operativa, Universidad de Granada, 18071 Granada (Spain)

2008-11-15

We present an n-system with one online unit and the others in cold standby. There is a repairman. When the online fails it goes to repair, and instantaneously a standby unit becomes the online one. The operational and repair times follow discrete phase-type distributions. Given that any discrete distribution defined on the positive integers is a discrete phase-type distribution, the system can be considered a general one. A model with unlimited number of units is considered for approximating a system with a great number of units. We show that the process that governs the system is a quasi-birth-and-death process. For this system, performance reliability measures; the up and down periods, and the involved costs are calculated in a matrix and algorithmic form. We show that the discrete case is not a trivial case of the continuous one. The results given in this paper have been implemented computationally with Matlab.

The reverse effects of random perturbation on discrete systems for single and multiple population models

International Nuclear Information System (INIS)

Kang, Li; Tang, Sanyi

2016-01-01

Highlights: • The discrete single species and multiple species models with random perturbation are proposed. • The complex dynamics and interesting bifurcation behavior have been investigated. • The reverse effects of random perturbation on discrete systems have been discussed and revealed. • The main results can be applied for pest control and resources management. - Abstract: The natural species are likely to present several interesting and complex phenomena under random perturbations, which have been confirmed by simple mathematical models. The important questions are: how the random perturbations influence the dynamics of the discrete population models with multiple steady states or multiple species interactions? and is there any different effects for single species and multiple species models with random perturbation? To address those interesting questions, we have proposed the discrete single species model with two stable equilibria and the host-parasitoid model with Holling type functional response functions to address how the random perturbation affects the dynamics. The main results indicate that the random perturbation does not change the number of blurred orbits of the single species model with two stable steady states compared with results for the classical Ricker model with same random perturbation, but it can strength the stability. However, extensive numerical investigations depict that the random perturbation does not influence the complexities of the host-parasitoid models compared with the results for the models without perturbation, while it does increase the period of periodic orbits doubly. All those confirm that the random perturbation has a reverse effect on the dynamics of the discrete single and multiple population models, which could be applied in reality including pest control and resources management.

Continuous-time quantum random walks require discrete space

International Nuclear Information System (INIS)

Manouchehri, K; Wang, J B

2007-01-01

Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks

Continuous-time quantum random walks require discrete space

Science.gov (United States)

Manouchehri, K.; Wang, J. B.

2007-11-01

Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

Scattering in discrete random media with implications to propagation through rain. Ph.D. Thesis George Washingtion Univ., Washington, D.C.

Science.gov (United States)

Ippolito, L. J., Jr.

1977-01-01

The multiple scattering effects on wave propagation through a volume of discrete scatterers were investigated. The mean field and intensity for a distribution of scatterers was developed using a discrete random media formulation, and second order series expansions for the mean field and total intensity derived for one-dimensional and three-dimensional configurations. The volume distribution results were shown to proceed directly from the one-dimensional results. The multiple scattering intensity expansion was compared to the classical single scattering intensity and the classical result was found to represent only the first three terms in the total intensity expansion. The Foldy approximation to the mean field was applied to develop the coherent intensity, and was found to exactly represent all coherent terms of the total intensity.

Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables

Directory of Open Access Journals (Sweden)

Hideki Katagiri

2017-10-01

Full Text Available This paper considers linear programming problems (LPPs where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables. New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.

Discrete method for design of flow distribution in manifolds

International Nuclear Information System (INIS)

Wang, Junye; Wang, Hualin

2015-01-01

Flow in manifold systems is encountered in designs of various industrial processes, such as fuel cells, microreactors, microchannels, plate heat exchanger, and radial flow reactors. The uniformity of flow distribution in manifold is a key indicator for performance of the process equipment. In this paper, a discrete method for a U-type arrangement was developed to evaluate the uniformity of the flow distribution and the pressure drop and then was used for direct comparisons between the U-type and the Z-type. The uniformity of the U-type is generally better than that of the Z-type in most of cases for small ζ and large M. The U-type and the Z-type approach each other as ζ increases or M decreases. However, the Z-type is more sensitive to structures than the U-type and approaches uniform flow distribution faster than the U-type as M decreases or ζ increases. This provides a simple yet powerful tool for the designers to evaluate and select a flow arrangement and offers practical measures for industrial applications. - Highlights: • Discrete methodology of flow field designs in manifolds with U-type arrangements. • Quantitative comparison between U-type and Z-type arrangements. • Discrete solution of flow distribution with varying flow coefficients. • Practical measures and guideline to design of manifold systems.

Control of discrete-event systems with modular or distributed structure

Czech Academy of Sciences Publication Activity Database

Komenda, Jan; van Schuppen, J. H.

2007-01-01

Roč. 388, č. 3 (2007), s. 199-226 ISSN 0304-3975 R&D Projects: GA AV ČR(CZ) KJB100190609 Institutional research plan: CEZ:AV0Z10190503 Keywords : supervisory control * modular discrete-event system * distributed discrete-event system Subject RIV: BA - General Mathematics Impact factor: 0.735, year: 2007

Synchronization of Markovian jumping stochastic complex networks with distributed time delays and probabilistic interval discrete time-varying delays

International Nuclear Information System (INIS)

Li Hongjie; Yue Dong

2010-01-01

The paper investigates the synchronization stability problem for a class of complex dynamical networks with Markovian jumping parameters and mixed time delays. The complex networks consist of m modes and the networks switch from one mode to another according to a Markovian chain with known transition probability. The mixed time delays are composed of discrete and distributed delays, the discrete time delay is assumed to be random and its probability distribution is known a priori. In terms of the probability distribution of the delays, the new type of system model with probability-distribution-dependent parameter matrices is proposed. Based on the stochastic analysis techniques and the properties of the Kronecker product, delay-dependent synchronization stability criteria in the mean square are derived in the form of linear matrix inequalities which can be readily solved by using the LMI toolbox in MATLAB, the solvability of derived conditions depends on not only the size of the delay, but also the probability of the delay-taking values in some intervals. Finally, a numerical example is given to illustrate the feasibility and effectiveness of the proposed method.

Cryptographic analysis on the key space of optical phase encryption algorithm based on the design of discrete random phase mask

Science.gov (United States)

Lin, Chao; Shen, Xueju; Li, Zengyan

2013-07-01

The key space of phase encryption algorithm using discrete random phase mask is investigated by numerical simulation in this paper. Random phase mask with finite and discrete phase levels is considered as the core component in most practical optical encryption architectures. The key space analysis is based on the design criteria of discrete random phase mask. The role of random amplitude mask and random phase mask in optical encryption system is identified from the perspective of confusion and diffusion. The properties of discrete random phase mask in a practical double random phase encoding scheme working in both amplitude encoding (AE) and phase encoding (PE) modes are comparably analyzed. The key space of random phase encryption algorithm is evaluated considering both the encryption quality and the brute-force attack resistibility. A method for enlarging the key space of phase encryption algorithm is also proposed to enhance the security of optical phase encryption techniques.

Distribution for fermionic discrete lattice gas within the canonical ensemble

International Nuclear Information System (INIS)

Kutner, R.; Barszczak, T.

1991-01-01

The distinct deviations from the Fermi-Dirac statistics ascertained recently at low temperatures for a one-dimensional, spinless fermionic discrete lattice gas with conserved number of noninteracting particles hopping on the nondegenerated, well-separated single-particle energy levels are studied in numerical and theoretical terms. The generalized distribution is derived in the form n(h) = {Y h exp[(var-epsilon h -μ)β]+1} -1 valid even in the thermodynamic limit, when the discreteness of the energy levels is kept. This distribution demonstrates good agreement with the data obtained numerically both by the canonical partition-function technique and by Monte Carlo simulation

Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models

Directory of Open Access Journals (Sweden)

F. Serinaldi

2010-12-01

Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out

Correlation effects in a discrete quantum random walk

International Nuclear Information System (INIS)

Stang, J B; Rezakhani, A T; Sanders, B C

2009-01-01

We introduce memory-dependent discrete-time quantum random walk models by adding uncorrelated memory terms and also by modifying the Hamiltonian of the walker to include couplings with memory-keeping agents. We next study numerically the correlation effects in these models. We also propose a correlation exponent as a relevant and promising tool for investigation of correlation or memory (hence non-Markovian) effects. Our analysis can easily be applied to more realistic models in which different regimes may emerge because of competition between different underlying physical mechanisms

Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

Energy Technology Data Exchange (ETDEWEB)

Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhou, Xinyang [University of Colorado; Liu, Zhiyuan [University of Colorado; Chen, Lijun [University of Colorado

2017-10-03

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together with pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.

Global exponential stability of mixed discrete and distributively delayed cellular neural network

International Nuclear Information System (INIS)

Yao Hong-Xing; Zhou Jia-Yan

2011-01-01

This paper concernes analysis for the global exponential stability of a class of recurrent neural networks with mixed discrete and distributed delays. It first proves the existence and uniqueness of the balance point, then by employing the Lyapunov—Krasovskii functional and Young inequality, it gives the sufficient condition of global exponential stability of cellular neural network with mixed discrete and distributed delays, in addition, the example is provided to illustrate the applicability of the result. (general)

Gaussian quadrature and lattice discretization of the Fermi-Dirac distribution for graphene

OpenAIRE

Oettinger, D.; Mendoza, M.; Herrmann, H. J.

2013-01-01

We construct a lattice kinetic scheme to study electronic flow in graphene. For this purpose, we first derive a basis of orthogonal polynomials, using as weight function the ultrarelativistic Fermi-Dirac distribution at rest. Later, we use these polynomials to expand the respective distribution in a moving frame, for both cases, undoped and doped graphene. In order to discretize the Boltzmann equation and make feasible the numerical implementation, we reduce the number of discrete points in m...

Certain theories of multiple scattering in random media of discrete scatterers

International Nuclear Information System (INIS)

Olsen, R.L.; Kharadly, M.M.Z.; Corr, D.G.

1976-01-01

New information is presented on the accuracy of the heuristic approximations in two important theories of multiple scattering in random media of discrete scatterers: Twersky's ''free-space'' and ''two-space scatterer'' formalisms. Two complementary approaches, based primarily on a one-dimensional model and the one-dimensional forms of the theories, are used. For scatterer distributions of low average density, the ''heuristic'' asymptotic forms for the coherent field and the incoherent intensity are compared with asymptotic forms derived from a systematic analysis of the multiple scattering processes. For distributions of higher density, both in the average number of scatterers per wavelength and in the degree of packing of finite-size scatterers, the analysis is carried out ''experimentally'' by means of a Monte Carlo computer simulation. Approximate series expressions based on the systematic approach are numerically evaluated along with the heuristic expressions. The comparison (for both forward- and back-scattered field moments) is made for the worst-case conditions of strong multiple scattering for which the theories have not previously been evaluated. Several significant conclusions are drawn which have certain practical implications: in application of the theories to describe some of the scattering phenomena which occur in the troposphere, and in the further evaluation of the theories using experiments on physical models

Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

International Nuclear Information System (INIS)

Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.; Linares-Perez, J.; Nakamori, S.

2008-01-01

This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use, a filtering algorithm based on linear approximations of the real observations is proposed.

Calculation of large Reynolds number two-dimensional flow using discrete vortices with random walk

International Nuclear Information System (INIS)

Milinazzo, F.; Saffman, P.G.

1977-01-01

The numerical calculation of two-dimensional rotational flow at large Reynolds number is considered. The method of replacing a continuous distribution of vorticity by a finite number, N, of discrete vortices is examined, where the vortices move under their mutually induced velocities plus a random component to simulate effects of viscosity. The accuracy of the method is studied by comparison with the exact solution for the decay of a circular vortex. It is found, and analytical arguments are produced in support, that the quantitative error is significant unless N is large compared with a characteristic Reynolds number. The mutually induced velocities are calculated by both direct summation and by the ''cloud in cell'' technique. The latter method is found to produce comparable error and to be much faster

Geometric discretization of the multidimensional Dirac delta distribution - Application to the Poisson equation with singular source terms

Science.gov (United States)

Egan, Raphael; Gibou, Frédéric

2017-10-01

We present a discretization method for the multidimensional Dirac distribution. We show its applicability in the context of integration problems, and for discretizing Dirac-distributed source terms in Poisson equations with constant or variable diffusion coefficients. The discretization is cell-based and can thus be applied in a straightforward fashion to Quadtree/Octree grids. The method produces second-order accurate results for integration. Superlinear convergence is observed when it is used to model Dirac-distributed source terms in Poisson equations: the observed order of convergence is 2 or slightly smaller. The method is consistent with the discretization of Dirac delta distribution for codimension one surfaces presented in [1,2]. We present Quadtree/Octree construction procedures to preserve convergence and present various numerical examples, including multi-scale problems that are intractable with uniform grids.

Random distributed feedback fibre lasers

Energy Technology Data Exchange (ETDEWEB)

Turitsyn, Sergei K., E-mail: s.k.turitsyn@aston.ac.uk [Aston Institute of Photonic Technologies, Aston University, Birmingham B4 7ET (United Kingdom); Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Babin, Sergey A. [Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation); Churkin, Dmitry V. [Aston Institute of Photonic Technologies, Aston University, Birmingham B4 7ET (United Kingdom); Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation); Vatnik, Ilya D.; Nikulin, Maxim [Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation); Podivilov, Evgenii V. [Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation)

2014-09-10

The concept of random lasers exploiting multiple scattering of photons in an amplifying disordered medium in order to generate coherent light without a traditional laser resonator has attracted a great deal of attention in recent years. This research area lies at the interface of the fundamental theory of disordered systems and laser science. The idea was originally proposed in the context of astrophysics in the 1960s by V.S. Letokhov, who studied scattering with “negative absorption” of the interstellar molecular clouds. Research on random lasers has since developed into a mature experimental and theoretical field. A simple design of such lasers would be promising for potential applications. However, in traditional random lasers the properties of the output radiation are typically characterized by complex features in the spatial, spectral and time domains, making them less attractive than standard laser systems in terms of practical applications. Recently, an interesting and novel type of one-dimensional random laser that operates in a conventional telecommunication fibre without any pre-designed resonator mirrors–random distributed feedback fibre laser–was demonstrated. The positive feedback required for laser generation in random fibre lasers is provided by the Rayleigh scattering from the inhomogeneities of the refractive index that are naturally present in silica glass. In the proposed laser concept, the randomly backscattered light is amplified through the Raman effect, providing distributed gain over distances up to 100 km. Although an effective reflection due to the Rayleigh scattering is extremely small (∼0.1%), the lasing threshold may be exceeded when a sufficiently large distributed Raman gain is provided. Such a random distributed feedback fibre laser has a number of interesting and attractive features. The fibre waveguide geometry provides transverse confinement, and effectively one-dimensional random distributed feedback leads to the

Random distributed feedback fibre lasers

International Nuclear Information System (INIS)

Turitsyn, Sergei K.; Babin, Sergey A.; Churkin, Dmitry V.; Vatnik, Ilya D.; Nikulin, Maxim; Podivilov, Evgenii V.

2014-01-01

The concept of random lasers exploiting multiple scattering of photons in an amplifying disordered medium in order to generate coherent light without a traditional laser resonator has attracted a great deal of attention in recent years. This research area lies at the interface of the fundamental theory of disordered systems and laser science. The idea was originally proposed in the context of astrophysics in the 1960s by V.S. Letokhov, who studied scattering with “negative absorption” of the interstellar molecular clouds. Research on random lasers has since developed into a mature experimental and theoretical field. A simple design of such lasers would be promising for potential applications. However, in traditional random lasers the properties of the output radiation are typically characterized by complex features in the spatial, spectral and time domains, making them less attractive than standard laser systems in terms of practical applications. Recently, an interesting and novel type of one-dimensional random laser that operates in a conventional telecommunication fibre without any pre-designed resonator mirrors–random distributed feedback fibre laser–was demonstrated. The positive feedback required for laser generation in random fibre lasers is provided by the Rayleigh scattering from the inhomogeneities of the refractive index that are naturally present in silica glass. In the proposed laser concept, the randomly backscattered light is amplified through the Raman effect, providing distributed gain over distances up to 100 km. Although an effective reflection due to the Rayleigh scattering is extremely small (∼0.1%), the lasing threshold may be exceeded when a sufficiently large distributed Raman gain is provided. Such a random distributed feedback fibre laser has a number of interesting and attractive features. The fibre waveguide geometry provides transverse confinement, and effectively one-dimensional random distributed feedback leads to the

Time dependent and asymptotic neutron number probability distribution calculation using discrete Fourier transform

International Nuclear Information System (INIS)

Humbert, Ph.

2005-01-01

In this paper we consider the probability distribution of neutrons in a multiplying assembly. The problem is studied using a space independent one group neutron point reactor model without delayed neutrons. We recall the generating function methodology and analytical results obtained by G.I. Bell when the c 2 approximation is used and we present numerical solutions in the general case, without this approximation. The neutron source induced distribution is calculated using the single initial neutron distribution which satisfies a master (Kolmogorov backward) equation. This equation is solved using the generating function method. The generating function satisfies a differential equation and the probability distribution is derived by inversion of the generating function. Numerical results are obtained using the same methodology where the generating function is the Fourier transform of the probability distribution. Discrete Fourier transforms are used to calculate the discrete time dependent distributions and continuous Fourier transforms are used to calculate the asymptotic continuous probability distributions. Numerical applications are presented to illustrate the method. (author)

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

KAUST Repository

Migliorati, Giovanni; Nobile, Fabio; von Schwerin, Erik; Tempone, Raul

2014-01-01

We analyze the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is uncertainty quantification for computational models. We prove an optimal convergence estimate, up to a logarithmic factor, in the univariate case, when the observation points are sampled in a bounded domain from a probability density function bounded away from zero and bounded from above, provided the number of samples scales quadratically with the dimension of the polynomial space. Optimality is meant in the sense that the weighted L2 norm of the error committed by the random discrete projection is bounded with high probability from above by the best L∞ error achievable in the given polynomial space, up to logarithmic factors. Several numerical tests are presented in both the univariate and multivariate cases, confirming our theoretical estimates. The numerical tests also clarify how the convergence rate depends on the number of sampling points, on the polynomial degree, and on the smoothness of the target function. © 2014 SFoCM.

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

KAUST Repository

Migliorati, Giovanni

2014-03-05

We analyze the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is uncertainty quantification for computational models. We prove an optimal convergence estimate, up to a logarithmic factor, in the univariate case, when the observation points are sampled in a bounded domain from a probability density function bounded away from zero and bounded from above, provided the number of samples scales quadratically with the dimension of the polynomial space. Optimality is meant in the sense that the weighted L2 norm of the error committed by the random discrete projection is bounded with high probability from above by the best L∞ error achievable in the given polynomial space, up to logarithmic factors. Several numerical tests are presented in both the univariate and multivariate cases, confirming our theoretical estimates. The numerical tests also clarify how the convergence rate depends on the number of sampling points, on the polynomial degree, and on the smoothness of the target function. © 2014 SFoCM.

Gaussian quadrature and lattice discretization of the Fermi-Dirac distribution for graphene.

Science.gov (United States)

Oettinger, D; Mendoza, M; Herrmann, H J

2013-07-01

We construct a lattice kinetic scheme to study electronic flow in graphene. For this purpose, we first derive a basis of orthogonal polynomials, using as the weight function the ultrarelativistic Fermi-Dirac distribution at rest. Later, we use these polynomials to expand the respective distribution in a moving frame, for both cases, undoped and doped graphene. In order to discretize the Boltzmann equation and make feasible the numerical implementation, we reduce the number of discrete points in momentum space to 18 by applying a Gaussian quadrature, finding that the family of representative wave (2+1)-vectors, which satisfies the quadrature, reconstructs a honeycomb lattice. The procedure and discrete model are validated by solving the Riemann problem, finding excellent agreement with other numerical models. In addition, we have extended the Riemann problem to the case of different dopings, finding that by increasing the chemical potential the electronic fluid behaves as if it increases its effective viscosity.

The discrete additive Weibull distribution: A bathtub-shaped hazard for discontinuous failure data

International Nuclear Information System (INIS)

Bebbington, Mark; Lai, Chin-Diew; Wellington, Morgan; Zitikis, Ričardas

2012-01-01

Although failure data are usually treated as being continuous, they may have been collected in a discrete manner, or in fact be discrete in nature. Reliability models with bathtub-shaped hazard rate are fundamental to the concepts of burn-in and maintenance, but how well do they incorporate discrete data? We explore discrete versions of the additive Weibull distribution, which has the twin virtues of mathematical tractability and the ability to produce bathtub-shaped hazard rate functions. We derive conditions on the parameters for the hazard rate function to be increasing, decreasing, or bathtub shaped. While discrete versions may have the same shaped hazard rate for the same parameter values, we find that when fitted to data the fitted hazard rate shapes can vary between versions. Our results are illustrated using several real-life data sets, and the implications of using continuous models for discrete data discussed.

A Discrete Model for HIV Infection with Distributed Delay

Directory of Open Access Journals (Sweden)

Brahim EL Boukari

2014-01-01

Full Text Available We give a consistent discretization of a continuous model of HIV infection, with distributed time delays to express the lag between the times when the virus enters a cell and when the cell becomes infected. The global stability of the steady states of the model is determined and numerical simulations are presented to illustrate our theoretical results.

Discrete random walk models for space-time fractional diffusion

International Nuclear Information System (INIS)

Gorenflo, Rudolf; Mainardi, Francesco; Moretti, Daniele; Pagnini, Gianni; Paradisi, Paolo

2002-01-01

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order α is part of (0,2] and skewness θ (moduleθ≤{α,2-α}), and the first-order time derivative with a Caputo derivative of order β is part of (0,1]. Such evolution equation implies for the flux a fractional Fick's law which accounts for spatial and temporal non-locality. The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L^2 Projection on Polynomial Spaces

KAUST Repository

Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, Raul

2013-01-01

In this work we consider the random discrete L^2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input

Evaluating sample allocation and effort in detecting population differentiation for discrete and continuously distributed individuals

Science.gov (United States)

Erin L. Landguth; Michael K. Schwartz

2014-01-01

One of the most pressing issues in spatial genetics concerns sampling. Traditionally, substructure and gene flow are estimated for individuals sampled within discrete populations. Because many species may be continuously distributed across a landscape without discrete boundaries, understanding sampling issues becomes paramount. Given large-scale, geographically broad...

Traffic flow model at fixed control signals with discrete service time distribution

Directory of Open Access Journals (Sweden)

Lucky I. Igbinosun

2016-04-01

Full Text Available Most of the models of road traffic flow at fixed-cycle controlled intersection assume stationary distributions and provide steady state results. The assumption that a constant number of vehicles can leave the system during the green phase is unrealistic in real life situations. A discrete time queuing model was developed to describe the operation of traffic flow at a road intersection with fixed-cycle signalized control and to account for the randomness in the number of vehicles that can leave the system. The results show the expected queue size in the system when the traffic is light and for a busy period, respectively. For the light period, when the traffic intensity is less than one, it takes a shorter green cycle time for vehicles to clear up than during high traffic intensity (the road junction is saturated. Increasing the number of cars that can leave the junction at the turn of the green phase reduces the number of cycle times before the queue is cleared.

Delay-dependent exponential stability for neural networks with discrete and distributed time-varying delays

International Nuclear Information System (INIS)

Zhu Xunlin; Wang Youyi

2009-01-01

This Letter studies the exponential stability for a class of neural networks (NNs) with both discrete and distributed time-varying delays. Under weaker assumptions on the activation functions, by defining a more general type of Lyapunov functionals and developing a new convex combination technique, new less conservative and less complex stability criteria are established to guarantee the global exponential stability of the discussed NNs. The obtained conditions are dependent on both discrete and distributed delays, are expressed in terms of linear matrix inequalities (LMIs), and contain fewer decision variables. Numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed conditions.

Permanence of a predator-prey discrete system with Holling-IV functional response and distributed delays.

Science.gov (United States)

Zhang, X; Wu, Z; Zhou, T

2016-01-01

A predator-prey discrete-time model with Holling-IV functional response and distributed delays is investigated in this paper. By using the comparison theorem of the difference equation and some analysis technique, some sufficient conditions are obtained for the permanence of the discrete predator-prey system. Two examples are given to illustrate the feasibility of the obtained result.

Discrete Sparse Coding.

Science.gov (United States)

Exarchakis, Georgios; Lücke, Jörg

2017-11-01

Sparse coding algorithms with continuous latent variables have been the subject of a large number of studies. However, discrete latent spaces for sparse coding have been largely ignored. In this work, we study sparse coding with latents described by discrete instead of continuous prior distributions. We consider the general case in which the latents (while being sparse) can take on any value of a finite set of possible values and in which we learn the prior probability of any value from data. This approach can be applied to any data generated by discrete causes, and it can be applied as an approximation of continuous causes. As the prior probabilities are learned, the approach then allows for estimating the prior shape without assuming specific functional forms. To efficiently train the parameters of our probabilistic generative model, we apply a truncated expectation-maximization approach (expectation truncation) that we modify to work with a general discrete prior. We evaluate the performance of the algorithm by applying it to a variety of tasks: (1) we use artificial data to verify that the algorithm can recover the generating parameters from a random initialization, (2) use image patches of natural images and discuss the role of the prior for the extraction of image components, (3) use extracellular recordings of neurons to present a novel method of analysis for spiking neurons that includes an intuitive discretization strategy, and (4) apply the algorithm on the task of encoding audio waveforms of human speech. The diverse set of numerical experiments presented in this letter suggests that discrete sparse coding algorithms can scale efficiently to work with realistic data sets and provide novel statistical quantities to describe the structure of the data.

On minimum divergence adaptation of discrete bivariate distributions to given marginals

Czech Academy of Sciences Publication Activity Database

Vajda, Igor; van der Meulen, E. C.

2005-01-01

Roč. 51, č. 1 (2005), s. 313-320 ISSN 0018-9448 R&D Projects: GA ČR GA201/02/1391; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : approximation of contingency tables * bivariate discrete distributions * minimization of divergences Subject RIV: BD - Theory of Information Impact factor: 2.183, year: 2005

Discrete Wavelet Transform for Fault Locations in Underground Distribution System

Science.gov (United States)

Apisit, C.; Ngaopitakkul, A.

2010-10-01

In this paper, a technique for detecting faults in underground distribution system is presented. Discrete Wavelet Transform (DWT) based on traveling wave is employed in order to detect the high frequency components and to identify fault locations in the underground distribution system. The first peak time obtained from the faulty bus is employed for calculating the distance of fault from sending end. The validity of the proposed technique is tested with various fault inception angles, fault locations and faulty phases. The result is found that the proposed technique provides satisfactory result and will be very useful in the development of power systems protection scheme.

On the Distribution of Random Geometric Graphs

DEFF Research Database (Denmark)

Badiu, Mihai Alin; Coon, Justin P.

2018-01-01

as a measure of the graph’s topological uncertainty (or information content). Moreover, the distribution is also relevant for determining average network performance or designing protocols. However, a major impediment in deducing the graph distribution is that it requires the joint probability distribution......Random geometric graphs (RGGs) are commonly used to model networked systems that depend on the underlying spatial embedding. We concern ourselves with the probability distribution of an RGG, which is crucial for studying its random topology, properties (e.g., connectedness), or Shannon entropy...... of the n(n − 1)/2 distances between n nodes randomly distributed in a bounded domain. As no such result exists in the literature, we make progress by obtaining the joint distribution of the distances between three nodes confined in a disk in R 2. This enables the calculation of the probability distribution...

Stable Graphical Model Estimation with Random Forests for Discrete, Continuous, and Mixed Variables

OpenAIRE

Fellinghauer, Bernd; Bühlmann, Peter; Ryffel, Martin; von Rhein, Michael; Reinhardt, Jan D.

2011-01-01

A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among mixed-type, i.e. continuous and discrete, variables. The number of edges is a tuning parameter in any graphical model estimator and there is no obvious number that constitutes a good choice. Stability Selection helps choosing this parameter with respect to...

Random walk generated by random permutations of {1, 2, 3, ..., n + 1}

International Nuclear Information System (INIS)

Oshanin, G; Voituriez, R

2004-01-01

We study properties of a non-Markovian random walk X (n) l , l = 0, 1, 2, ..., n, evolving in discrete time l on a one-dimensional lattice of integers, whose moves to the right or to the left are prescribed by the rise-and-descent sequences characterizing random permutations π of [n + 1] = {1, 2, 3, ..., n + 1}. We determine exactly the probability of finding the end-point X n = X (n) n of the trajectory of such a permutation-generated random walk (PGRW) at site X, and show that in the limit n → ∞ it converges to a normal distribution with a smaller, compared to the conventional Polya random walk, diffusion coefficient. We formulate, as well, an auxiliary stochastic process whose distribution is identical to the distribution of the intermediate points X (n) l , l < n, which enables us to obtain the probability measure of different excursions and to define the asymptotic distribution of the number of 'turns' of the PGRW trajectories

Lower limits for distribution tails of randomly stopped sums

NARCIS (Netherlands)

Denisov, D.E.; Korshunov, D.A.; Foss, S.G.

2008-01-01

We study lower limits for the ratio $\\overline{F^{*\\tau}}(x)/\\,\\overline F(x)$ of tail distributions, where $F^{*\\tau}$ is a distribution of a sum of a random size $\\tau$ of independent identically distributed random variables having a common distribution $F$, and a random variable $\\tau$ does not

Distributed mean curvature on a discrete manifold for Regge calculus

International Nuclear Information System (INIS)

Conboye, Rory; Miller, Warner A; Ray, Shannon

2015-01-01

The integrated mean curvature of a simplicial manifold is well understood in both Regge Calculus and Discrete Differential Geometry. However, a well motivated pointwise definition of curvature requires a careful choice of the volume over which to uniformly distribute the local integrated curvature. We show that hybrid cells formed using both the simplicial lattice and its circumcentric dual emerge as a remarkably natural structure for the distribution of this local integrated curvature. These hybrid cells form a complete tessellation of the simplicial manifold, contain a geometric orthonormal basis, and are also shown to give a pointwise mean curvature with a natural interpretation as the fractional rate of change of the normal vector. (paper)

Distributed mean curvature on a discrete manifold for Regge calculus

Science.gov (United States)

Conboye, Rory; Miller, Warner A.; Ray, Shannon

2015-09-01

The integrated mean curvature of a simplicial manifold is well understood in both Regge Calculus and Discrete Differential Geometry. However, a well motivated pointwise definition of curvature requires a careful choice of the volume over which to uniformly distribute the local integrated curvature. We show that hybrid cells formed using both the simplicial lattice and its circumcentric dual emerge as a remarkably natural structure for the distribution of this local integrated curvature. These hybrid cells form a complete tessellation of the simplicial manifold, contain a geometric orthonormal basis, and are also shown to give a pointwise mean curvature with a natural interpretation as the fractional rate of change of the normal vector.

Asymptotic results for the semi-Markovian random walk with delay

International Nuclear Information System (INIS)

Khaniyev, T.A.; Aliyev, R.T.

2006-12-01

In this study, the semi-Markovian random walk with a discrete interference of chance (X(t) ) is considered and under some weak assumptions the ergodicity of this process is discussed. Characteristic function of the ergodic distribution of X(t) is expressed by means of the probability characteristics of the boundary functionals (N,S N ). Some exact formulas for first and second moments of ergodic distribution of the process X(t) are obtained when the random variable ζ 1 - s, which is describing a discrete interference of chance, has Gamma distribution on the interval [0, ∞) with parameter (α,λ) . Based on these results, the asymptotic expansions with three terms for the first two moments of the ergodic distribution of the process X(t) are obtained, as λ → 0. (author)

Process Modeling for Energy Usage in “Smart House” System with a Help of Markov Discrete Chain

Directory of Open Access Journals (Sweden)

Victor Kravets

2016-05-01

Full Text Available Method for evaluating economic efficiency of technical systems using discrete Markov chains modelling illustrated by the system of “Smart house”, consisting, for example, of the three independently functioning elements. Dynamic model of a random power consumption process in the form of a symmetrical state graph of heterogeneous discrete Markov chain is built. The corresponding mathematical model of a random Markov process of power consumption in the “smart house” system in recurrent matrix form is being developed. Technique of statistical determination of probability of random transition elements of the system and the corresponding to the transition probability matrix of the discrete inhomogeneous Markov chain are developed. Statistically determined random transitions of system elements power consumption and the corresponding distribution laws are introduced. The matrix of transition prices, expectations for the possible states of a system price transition and, eventually, the cost of Markov process of power consumption throughout the day.

Hopf Bifurcation Analysis for a Stochastic Discrete-Time Hyperchaotic System

Directory of Open Access Journals (Sweden)

Jie Ran

2015-01-01

Full Text Available The dynamics of a discrete-time hyperchaotic system and the amplitude control of Hopf bifurcation for a stochastic discrete-time hyperchaotic system are investigated in this paper. Numerical simulations are presented to exhibit the complex dynamical behaviors in the discrete-time hyperchaotic system. Furthermore, the stochastic discrete-time hyperchaotic system with random parameters is transformed into its equivalent deterministic system with the orthogonal polynomial theory of discrete random function. In addition, the dynamical features of the discrete-time hyperchaotic system with random disturbances are obtained through its equivalent deterministic system. By using the Hopf bifurcation conditions of the deterministic discrete-time system, the specific conditions for the existence of Hopf bifurcation in the equivalent deterministic system are derived. And the amplitude control with random intensity is discussed in detail. Finally, the feasibility of the control method is demonstrated by numerical simulations.

Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data

Science.gov (United States)

Žukovič, Milan; Hristopulos, Dionissios T.

2009-02-01

A current problem of practical significance is how to analyze large, spatially distributed, environmental data sets. The problem is more challenging for variables that follow non-Gaussian distributions. We show by means of numerical simulations that the spatial correlations between variables can be captured by interactions between 'spins'. The spins represent multilevel discretizations of environmental variables with respect to a number of pre-defined thresholds. The spatial dependence between the 'spins' is imposed by means of short-range interactions. We present two approaches, inspired by the Ising and Potts models, that generate conditional simulations of spatially distributed variables from samples with missing data. Currently, the sampling and simulation points are assumed to be at the nodes of a regular grid. The conditional simulations of the 'spin system' are forced to respect locally the sample values and the system statistics globally. The second constraint is enforced by minimizing a cost function representing the deviation between normalized correlation energies of the simulated and the sample distributions. In the approach based on the Nc-state Potts model, each point is assigned to one of Nc classes. The interactions involve all the points simultaneously. In the Ising model approach, a sequential simulation scheme is used: the discretization at each simulation level is binomial (i.e., ± 1). Information propagates from lower to higher levels as the simulation proceeds. We compare the two approaches in terms of their ability to reproduce the target statistics (e.g., the histogram and the variogram of the sample distribution), to predict data at unsampled locations, as well as in terms of their computational complexity. The comparison is based on a non-Gaussian data set (derived from a digital elevation model of the Walker Lake area, Nevada, USA). We discuss the impact of relevant simulation parameters, such as the domain size, the number of

A Bernstein-Von Mises Theorem for discrete probability distributions

OpenAIRE

Boucheron, S.; Gassiat, E.

2008-01-01

We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function θ0 on ℕ∖{0} and a sequence of truncation levels (kn)n satisfying kn3≤ninf i≤knθ0(i). Let θ̂ denote the maximum likelihood estimate of (θ0(i))i≤kn and let Δn(θ0) denote the kn-dimensional vector which i-th coordinate is defined by $\\sqrt{n}(\\hat{\\theta}_{n}(i)-\\theta_{0}(i))$ for 1≤i≤kn. We check that under mild ...

Stochastic space interval as a link between quantum randomness and macroscopic randomness?

Science.gov (United States)

Haug, Espen Gaarder; Hoff, Harald

2018-03-01

For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).

A Random Forest approach to predict the spatial distribution of sediment pollution in an estuarine system.

Directory of Open Access Journals (Sweden)

Eric S Walsh

Full Text Available Modeling the magnitude and distribution of sediment-bound pollutants in estuaries is often limited by incomplete knowledge of the site and inadequate sample density. To address these modeling limitations, a decision-support tool framework was conceived that predicts sediment contamination from the sub-estuary to broader estuary extent. For this study, a Random Forest (RF model was implemented to predict the distribution of a model contaminant, triclosan (5-chloro-2-(2,4-dichlorophenoxyphenol (TCS, in Narragansett Bay, Rhode Island, USA. TCS is an unregulated contaminant used in many personal care products. The RF explanatory variables were associated with TCS transport and fate (proxies and direct and indirect environmental entry. The continuous RF TCS concentration predictions were discretized into three levels of contamination (low, medium, and high for three different quantile thresholds. The RF model explained 63% of the variance with a minimum number of variables. Total organic carbon (TOC (transport and fate proxy was a strong predictor of TCS contamination causing a mean squared error increase of 59% when compared to permutations of randomized values of TOC. Additionally, combined sewer overflow discharge (environmental entry and sand (transport and fate proxy were strong predictors. The discretization models identified a TCS area of greatest concern in the northern reach of Narragansett Bay (Providence River sub-estuary, which was validated with independent test samples. This decision-support tool performed well at the sub-estuary extent and provided the means to identify areas of concern and prioritize bay-wide sampling.

Modelling light distributions of homogeneous versus discrete absorbers in light irradiated turbid media

NARCIS (Netherlands)

Verkruysse, W.; Lucassen, G. W.; de Boer, J. F.; Smithies, D. J.; Nelson, J. S.; van Gemert, M. J.

1997-01-01

Laser treatment of port wine stains has often been modelled assuming that blood is distributed homogeneously over the dermal volume, instead of enclosed within discrete vessels. The purpose of this paper is to analyse the consequences of this assumption. Due to strong light absorption by blood,

Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

Science.gov (United States)

Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

2016-10-01

This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

A discrete stress-strength interference model based on universal generating function

International Nuclear Information System (INIS)

An Zongwen; Huang Hongzhong; Liu Yu

2008-01-01

Continuous stress-strength interference (SSI) model regards stress and strength as continuous random variables with known probability density function. This, to some extent, results in a limitation of its application. In this paper, stress and strength are treated as discrete random variables, and a discrete SSI model is presented by using the universal generating function (UGF) method. Finally, case studies demonstrate the validity of the discrete model in a variety of circumstances, in which stress and strength can be represented by continuous random variables, discrete random variables, or two groups of experimental data

Discrete Ziggurat: A time-memory trade-off for sampling from a Gaussian distribution over the integers

NARCIS (Netherlands)

Buchmann, J.; Cabarcas, D.; Göpfert, F.; Hülsing, A.T.; Weiden, P.; Lange, T.; Lauter, K.; Lisonek, P.

2014-01-01

Several lattice-based cryptosystems require to sample from a discrete Gaussian distribution over the integers. Existing methods to sample from such a distribution either need large amounts of memory or they are very slow. In this paper we explore a different method that allows for a flexible

Supervisor Localization: A Top-Down Approach to Distributed Control of Discrete-Event Systems

International Nuclear Information System (INIS)

Cai, K.; Wonham, W. M.

2009-01-01

A purely distributed control paradigm is proposed for discrete-event systems (DES). In contrast to control by one or more external supervisors, distributed control aims to design built-in strategies for individual agents. First a distributed optimal nonblocking control problem is formulated. To solve it, a top-down localization procedure is developed which systematically decomposes an external supervisor into local controllers while preserving optimality and nonblockingness. An efficient localization algorithm is provided to carry out the computation, and an automated guided vehicles (AGV) example presented for illustration. Finally, the 'easiest' and 'hardest' boundary cases of localization are discussed.

Calibration of Discrete Random Walk (DRW) Model via G.I Taylor's Dispersion Theory

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Javaherchi, Teymour; Aliseda, Alberto

2012-11-01

Prediction of particle dispersion in turbulent flows is still an important challenge with many applications to environmental, as well as industrial, fluid mechanics. Several models of dispersion have been developed to predict particle trajectories and their relative velocities, in combination with a RANS-based simulation of the background flow. The interaction of the particles with the velocity fluctuations at different turbulent scales represents a significant difficulty in generalizing the models to the wide range of flows where they are used. We focus our attention on the Discrete Random Walk (DRW) model applied to flow in a channel, particularly to the selection of eddies lifetimes as realizations of a Poisson distribution with a mean value proportional to κ / ɛ . We present a general method to determine the constant of this proportionality by matching the DRW model dispersion predictions for fluid element and particle dispersion to G.I Taylor's classical dispersion theory. This model parameter is critical to the magnitude of predicted dispersion. A case study of its influence on sedimentation of suspended particles in a tidal channel with an array of Marine Hydrokinetic (MHK) turbines highlights the dependency of results on this time scale parameter. Support from US DOE through the Northwest National Marine Renewable Energy Center, a UW-OSU partnership.

On the Two-Moment Approximation of the Discrete-Time GI/G/1 Queue with a Single Vacation

Directory of Open Access Journals (Sweden)

Doo Ho Lee

2016-01-01

Full Text Available We consider a discrete-time GI/G/1 queue in which the server takes exactly one vacation each time the system becomes empty. The interarrival times of arriving customers, the service times, and the vacation times are all generic discrete random variables. Under our study, we derive an exact transform-free expression for the stationary system size distribution through the modified supplementary variable technique. Utilizing obtained results, we introduce a simple two-moment approximation for the system size distribution. From this, approximations for the mean system size along with the system size distribution could be obtained. Finally, some numerical examples are given to validate the proposed approximation method.

Evaluation of angular distributions and production cross-sections for discrete gamma lines in iron

International Nuclear Information System (INIS)

Savin, M.V.; Livke, A.V.; Zvenigorodskij, A.G.

2001-01-01

The experimental data were compiled and the angular distributions and production cross-sections for the E γ = 846.8, 1238.3 and 1810.8 keV discrete gamma-lines evaluated. The Legendre polynomial coefficients describing the angular distributions in the energy range up to E n = 14.0 MeV and cross-section values in the E n = 0.85-19.0 MeV range were evaluated. (author)

Distributed-observer-based cooperative control for synchronization of linear discrete-time multi-agent systems.

Science.gov (United States)

Liang, Hongjing; Zhang, Huaguang; Wang, Zhanshan

2015-11-01

This paper considers output synchronization of discrete-time multi-agent systems with directed communication topologies. The directed communication graph contains a spanning tree and the exosystem as its root. Distributed observer-based consensus protocols are proposed, based on the relative outputs of neighboring agents. A multi-step algorithm is presented to construct the observer-based protocols. In light of the discrete-time algebraic Riccati equation and internal model principle, synchronization problem is completed. At last, numerical simulation is provided to verify the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Analysis of discrete and continuous distributions of ventilatory time constants from dynamic computed tomography

International Nuclear Information System (INIS)

Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G

2005-01-01

In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs

Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data

International Nuclear Information System (INIS)

Žukovič, Milan; Hristopulos, Dionissios T

2009-01-01

A current problem of practical significance is how to analyze large, spatially distributed, environmental data sets. The problem is more challenging for variables that follow non-Gaussian distributions. We show by means of numerical simulations that the spatial correlations between variables can be captured by interactions between 'spins'. The spins represent multilevel discretizations of environmental variables with respect to a number of pre-defined thresholds. The spatial dependence between the 'spins' is imposed by means of short-range interactions. We present two approaches, inspired by the Ising and Potts models, that generate conditional simulations of spatially distributed variables from samples with missing data. Currently, the sampling and simulation points are assumed to be at the nodes of a regular grid. The conditional simulations of the 'spin system' are forced to respect locally the sample values and the system statistics globally. The second constraint is enforced by minimizing a cost function representing the deviation between normalized correlation energies of the simulated and the sample distributions. In the approach based on the N c -state Potts model, each point is assigned to one of N c classes. The interactions involve all the points simultaneously. In the Ising model approach, a sequential simulation scheme is used: the discretization at each simulation level is binomial (i.e., ± 1). Information propagates from lower to higher levels as the simulation proceeds. We compare the two approaches in terms of their ability to reproduce the target statistics (e.g., the histogram and the variogram of the sample distribution), to predict data at unsampled locations, as well as in terms of their computational complexity. The comparison is based on a non-Gaussian data set (derived from a digital elevation model of the Walker Lake area, Nevada, USA). We discuss the impact of relevant simulation parameters, such as the domain size, the number of

Discrete mechanics

International Nuclear Information System (INIS)

Lee, T.D.

1985-01-01

This paper reviews the role of time throughout all phases of mechanics: classical mechanics, non-relativistic quantum mechanics, and relativistic quantum theory. As an example of the relativistic quantum field theory, the case of a massless scalar field interacting with an arbitrary external current is discussed. The comparison between the new discrete theory and the usual continuum formalism is presented. An example is given of a two-dimensional random lattice and its duel. The author notes that there is no evidence that the discrete mechanics is more appropriate than the usual continuum mechanics

Discrete Planck spectra

International Nuclear Information System (INIS)

Vlad, Valentin I.; Ionescu-Pallas, Nicholas

2000-10-01

The Planck radiation spectrum of ideal cubic and spherical cavities, in the region of small adiabatic invariance, γ = TV 1/3 , is shown to be discrete and strongly dependent on the cavity geometry and temperature. This behavior is the consequence of the random distribution of the state weights in the cubic cavity and of the random overlapping of the successive multiplet components, for the spherical cavity. The total energy (obtained by summing up the exact contributions of the eigenvalues and their weights, for low values of the adiabatic invariance) does not obey any longer Stefan-Boltzmann law. The new law includes a corrective factor depending on γ and imposes a faster decrease of the total energy to zero, for γ → 0. We have defined the double quantized regime both for cubic and spherical cavities by the superior and inferior limits put on the principal quantum numbers or the adiabatic invariance. The total energy of the double quantized cavities shows large differences from the classical calculations over unexpected large intervals, which are measurable and put in evidence important macroscopic quantum effects. (author)

Robust DEA under discrete uncertain data: a case study of Iranian electricity distribution companies

Science.gov (United States)

Hafezalkotob, Ashkan; Haji-Sami, Elham; Omrani, Hashem

2015-06-01

Crisp input and output data are fundamentally indispensable in traditional data envelopment analysis (DEA). However, the real-world problems often deal with imprecise or ambiguous data. In this paper, we propose a novel robust data envelopment model (RDEA) to investigate the efficiencies of decision-making units (DMU) when there are discrete uncertain input and output data. The method is based upon the discrete robust optimization approaches proposed by Mulvey et al. (1995) that utilizes probable scenarios to capture the effect of ambiguous data in the case study. Our primary concern in this research is evaluating electricity distribution companies under uncertainty about input/output data. To illustrate the ability of proposed model, a numerical example of 38 Iranian electricity distribution companies is investigated. There are a large amount ambiguous data about these companies. Some electricity distribution companies may not report clear and real statistics to the government. Thus, it is needed to utilize a prominent approach to deal with this uncertainty. The results reveal that the RDEA model is suitable and reliable for target setting based on decision makers (DM's) preferences when there are uncertain input/output data.

Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

Science.gov (United States)

Naine, Tarun Bharath; Gundawar, Manoj Kumar

2017-09-01

We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

On global stability criterion for neural networks with discrete and distributed delays

International Nuclear Information System (INIS)

Park, Ju H.

2006-01-01

Based on the Lyapunov functional stability analysis for differential equations and the linear matrix inequality (LMI) optimization approach, a new delay-dependent criterion for neural networks with discrete and distributed delays is derived to guarantee global asymptotic stability. The criterion is expressed in terms of LMIs, which can be solved easily by various convex optimization algorithms. Some numerical examples are given to show the effectiveness of proposed method

Analysis of queueing system with discrete autoregressive arrivals having DML as marginal distribution

Directory of Open Access Journals (Sweden)

Bindu Abraham

2014-05-01

Full Text Available In this paper we analyze DAR(1/D/s Queue with Discrete Mittag-Leffler [DML(α] as marginal distribution. Simulation study of the sample path of the arrival process is conducted. For this queueing system, the stationary distribution of the system size and the waiting time distribution of an arbitrary packet is obtained with the help of matrix analytic methods and Markov regenerative theory. The quantitative effect of the stationary distribution on system size, waiting time and  the autocorrelation function as well as the parameters of the input traffic is illustrated empirically. The model is applied to a real data on the passenger arrivals at a subway bus terminal in Santiago de Chile and is established that the model well suits this data.

The randomly renewed general item and the randomly inspected item with exponential life distribution

International Nuclear Information System (INIS)

Schneeweiss, W.G.

1979-01-01

For a randomly renewed item the probability distributions of the time to failure and of the duration of down time and the expectations of these random variables are determined. Moreover, it is shown that the same theory applies to randomly checked items with exponential probability distribution of life such as electronic items. The case of periodic renewals is treated as an example. (orig.) [de

Non-fragile observer design for discrete-time genetic regulatory networks with randomly occurring uncertainties

International Nuclear Information System (INIS)

Banu, L Jarina; Balasubramaniam, P

2015-01-01

This paper investigates the problem of non-fragile observer design for a class of discrete-time genetic regulatory networks (DGRNs) with time-varying delays and randomly occurring uncertainties. A non-fragile observer is designed, for estimating the true concentration of mRNAs and proteins from available measurement outputs. One important feature of the results obtained that are reported here is that the parameter uncertainties are assumed to be random and their probabilities of occurrence are known a priori. On the basis of the Lyapunov–Krasovskii functional approach and using a convex combination technique, a delay-dependent estimation criterion is established for DGRNs in terms of linear matrix inequalities (LMIs) that can be efficiently solved using any available LMI solver. Finally numerical examples are provided to substantiate the theoretical results. (paper)

Optimal Portfolios in Wishart Models and Effects of Discrete Rebalancing on Portfolio Distribution and Strategy Selection

OpenAIRE

Li, Zejing

2012-01-01

This dissertation is mainly devoted to the research of two problems - the continuous-time portfolio optimization in different Wishart models and the effects of discrete rebalancing on portfolio wealth distribution and optimal portfolio strategy.

Multiple and dependent scattering by densely packed discrete spheres: Comparison of radiative transfer and Maxwell theory

International Nuclear Information System (INIS)

Ma, L.X.; Tan, J.Y.; Zhao, J.M.; Wang, F.Q.; Wang, C.A.

2017-01-01

The radiative transfer equation (RTE) has been widely used to deal with multiple scattering of light by sparsely and randomly distributed discrete particles. However, for densely packed particles, the RTE becomes questionable due to strong dependent scattering effects. This paper examines the accuracy of RTE by comparing with the exact electromagnetic theory. For an imaginary spherical volume filled with randomly distributed, densely packed spheres, the RTE is solved by the Monte Carlo method combined with the Percus–Yevick hard model to consider the dependent scattering effect, while the electromagnetic calculation is based on the multi-sphere superposition T-matrix method. The Mueller matrix elements of the system with different size parameters and volume fractions of spheres are obtained using both methods. The results verify that the RTE fails to deal with the systems with a high-volume fraction due to the dependent scattering effects. Apart from the effects of forward interference scattering and coherent backscattering, the Percus–Yevick hard sphere model shows good accuracy in accounting for the far-field interference effects for medium or smaller size parameters (up to 6.964 in this study). For densely packed discrete spheres with large size parameters (equals 13.928 in this study), the improvement of dependent scattering correction tends to deteriorate. The observations indicate that caution must be taken when using RTE in dealing with the radiative transfer in dense discrete random media even though the dependent scattering correction is applied. - Highlights: • The Muller matrix of randomly distributed, densely packed spheres are investigated. • The effects of multiple scattering and dependent scattering are analyzed. • The accuracy of radiative transfer theory for densely packed spheres is discussed. • Dependent scattering correction takes effect at medium size parameter or smaller. • Performance of dependent scattering correction

Modeling biological tissue growth: discrete to continuum representations.

Science.gov (United States)

Hywood, Jack D; Hackett-Jones, Emily J; Landman, Kerry A

2013-09-01

There is much interest in building deterministic continuum models from discrete agent-based models governed by local stochastic rules where an agent represents a biological cell. In developmental biology, cells are able to move and undergo cell division on and within growing tissues. A growing tissue is itself made up of cells which undergo cell division, thereby providing a significant transport mechanism for other cells within it. We develop a discrete agent-based model where domain agents represent tissue cells. Each agent has the ability to undergo a proliferation event whereby an additional domain agent is incorporated into the lattice. If a probability distribution describes the waiting times between proliferation events for an individual agent, then the total length of the domain is a random variable. The average behavior of these stochastically proliferating agents defining the growing lattice is determined in terms of a Fokker-Planck equation, with an advection and diffusion term. The diffusion term differs from the one obtained Landman and Binder [J. Theor. Biol. 259, 541 (2009)] when the rate of growth of the domain is specified, but the choice of agents is random. This discrepancy is reconciled by determining a discrete-time master equation for this process and an associated asymmetric nonexclusion random walk, together with consideration of synchronous and asynchronous updating schemes. All theoretical results are confirmed with numerical simulations. This study furthers our understanding of the relationship between agent-based rules, their implementation, and their associated partial differential equations. Since tissue growth is a significant cellular transport mechanism during embryonic growth, it is important to use the correct partial differential equation description when combining with other cellular functions.

Transforming between discrete and continuous angle distribution models: application to protein χ1 torsions

International Nuclear Information System (INIS)

Schmidt, Jürgen M.

2012-01-01

Two commonly employed angular-mobility models for describing amino-acid side-chain χ 1 torsion conformation, the staggered-rotamer jump and the normal probability density, are discussed and performance differences in applications to scalar-coupling data interpretation highlighted. Both models differ in their distinct statistical concepts, representing discrete and continuous angle distributions, respectively. Circular statistics, introduced for describing torsion-angle distributions by using a universal circular order parameter central to all models, suggest another distribution of the continuous class, here referred to as the elliptic model. Characteristic of the elliptic model is that order parameter and circular variance form complementary moduli. Transformations between the parameter sets that describe the probability density functions underlying the different models are provided. Numerical aspects of parameter optimization are considered. The issues are typified by using a set of χ 1 related 3 J coupling constants available for FK506-binding protein. The discrete staggered-rotamer model is found generally to produce lower order parameters, implying elevated rotatory variability in the amino-acid side chains, whereas continuous models tend to give higher order parameters that suggest comparatively less variation in angle conformations. The differences perceived regarding angular mobility are attributed to conceptually different features inherent to the models.

The relationship between randomness and power-law distributed move lengths in random walk algorithms

Science.gov (United States)

Sakiyama, Tomoko; Gunji, Yukio-Pegio

2014-05-01

Recently, we proposed a new random walk algorithm, termed the REV algorithm, in which the agent alters the directional rule that governs it using the most recent four random numbers. Here, we examined how a non-bounded number, i.e., "randomness" regarding move direction, was important for optimal searching and power-law distributed step lengths in rule change. We proposed two algorithms: the REV and REV-bounded algorithms. In the REV algorithm, one of the four random numbers used to change the rule is non-bounded. In contrast, all four random numbers in the REV-bounded algorithm are bounded. We showed that the REV algorithm exhibited more consistent power-law distributed step lengths and flexible searching behavior.

Spherically symmetric random walks. II. Dimensionally dependent critical behavior

International Nuclear Information System (INIS)

Bender, C.M.; Boettcher, S.; Meisinger, P.N.

1996-01-01

A recently developed model of random walks on a D-dimensional hyperspherical lattice, where D is not restricted to integer values, is extended to include the possibility of creating and annihilating random walkers. Steady-state distributions of random walkers are obtained for all dimensions D approx-gt 0 by solving a discrete eigenvalue problem. These distributions exhibit dimensionally dependent critical behavior as a function of the birth rate. This remarkably simple model exhibits a second-order phase transition with a universal, nontrivial critical exponent for all dimensions D approx-gt 0. copyright 1996 The American Physical Society

Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

International Nuclear Information System (INIS)

Vanderbei, Robert J.; Pınar, Mustafa Ç.; Bozkaya, Efe B.

2013-01-01

An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

Energy Technology Data Exchange (ETDEWEB)

Vanderbei, Robert J., E-mail: rvdb@princeton.edu [Princeton University, Department of Operations Research and Financial Engineering (United States); P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr [Bilkent University, Department of Industrial Engineering (Turkey); Bozkaya, Efe B. [Sabanc Latin-Small-Letter-Dotless-I University, Faculty of Administrative Sciences (Turkey)

2013-02-15

An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

Electrical Conductivity Distributions in Discrete Fluid-Filled Fractures

Science.gov (United States)

James, S. C.; Ahmmed, B.; Knox, H. A.; Johnson, T.; Dunbar, J. A.

2017-12-01

It is commonly asserted that hydraulic fracturing enhances permeability by generating new fractures in the reservoir. Furthermore, it is assumed that in the fractured system predominant flow occurs in these newly formed and pre-existing fractures. Among the phenomenology that remains enigmatic are fluid distributions inside fractures. Therefore, determining fluid distribution and their associated temporal and spatial evolution in fractures is critical for safe and efficient hydraulic fracturing. Previous studies have used both forward modeling and inversion of electrical data to show that a geologic system consisting of fluid filled fractures has a conductivity distribution, where fractures act as electrically conductive bodies when the fluids are more conductive than the host material. We will use electrical inversion for estimating electrical conductivity distribution within multiple fractures from synthetic and measured data. Specifically, we will use data and well geometries from an experiment performed at Blue Canyon Dome in Socorro, NM, which was used as a study site for subsurface technology, engineering, and research (SubTER) funded by DOE. This project used a central borehole for energetically stimulating the system and four monitoring boreholes, emplaced in the cardinal directions. The electrical data taken during this project used 16 temporary electrodes deployed in the stimulation borehole and 64 permanent electrodes in the monitoring wells (16 each). We present results derived using E4D from scenarios with two discrete fractures, thereby discovering the electric potential response of both spatially and temporarily variant fluid distribution and the resolution of fluid and fracture boundaries. These two fractures have dimensions of 3m × 0.01m × 7m and are separated by 1m. These results can be used to develop stimulation and flow tests at the meso-scale that will be important for model validation. Sandia National Laboratories is a multi

Human X-chromosome inactivation pattern distributions fit a model of genetically influenced choice better than models of completely random choice

Science.gov (United States)

Renault, Nisa K E; Pritchett, Sonja M; Howell, Robin E; Greer, Wenda L; Sapienza, Carmen; Ørstavik, Karen Helene; Hamilton, David C

2013-01-01

In eutherian mammals, one X-chromosome in every XX somatic cell is transcriptionally silenced through the process of X-chromosome inactivation (XCI). Females are thus functional mosaics, where some cells express genes from the paternal X, and the others from the maternal X. The relative abundance of the two cell populations (X-inactivation pattern, XIP) can have significant medical implications for some females. In mice, the ‘choice' of which X to inactivate, maternal or paternal, in each cell of the early embryo is genetically influenced. In humans, the timing of XCI choice and whether choice occurs completely randomly or under a genetic influence is debated. Here, we explore these questions by analysing the distribution of XIPs in large populations of normal females. Models were generated to predict XIP distributions resulting from completely random or genetically influenced choice. Each model describes the discrete primary distribution at the onset of XCI, and the continuous secondary distribution accounting for changes to the XIP as a result of development and ageing. Statistical methods are used to compare models with empirical data from Danish and Utah populations. A rigorous data treatment strategy maximises information content and allows for unbiased use of unphased XIP data. The Anderson–Darling goodness-of-fit statistics and likelihood ratio tests indicate that a model of genetically influenced XCI choice better fits the empirical data than models of completely random choice. PMID:23652377

Study of the performance of collision short time approximation for neutron scattering using discrete frequency distribution

International Nuclear Information System (INIS)

D'Oliveira, A.B.; Amorim, E.S. do; Galvao, O.B.

1981-03-01

Double differential cross sections for thermal neutrons, based on incoherent approximation, using continum distribution as discrete frequency set are theoretically estimated, regarding two models previously done. The FASTT computer program is used in order to obtain a numerical estimation. (L.C.) [pt

Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks

Directory of Open Access Journals (Sweden)

Xing-Fang Huang

2017-03-01

Full Text Available This paper considered a dependent discrete-time risk model, in which the insurance risks are represented by a sequence of independent and identically distributed real-valued random variables with a common Gamma-like tailed distribution; the financial risks are denoted by another sequence of independent and identically distributed positive random variables with a finite upper endpoint, but a general dependence structure exists between each pair of the insurance risks and the financial risks. Following the works of Yang and Yuen in 2016, we derive some asymptotic relations for the finite-time and infinite-time ruin probabilities. As a complement, we demonstrate our obtained result through a Crude Monte Carlo (CMC simulation with asymptotics.

Influence of random setup error on dose distribution

International Nuclear Information System (INIS)

Zhai Zhenyu

2008-01-01

Objective: To investigate the influence of random setup error on dose distribution in radiotherapy and determine the margin from ITV to PTV. Methods: A random sample approach was used to simulate the fields position in target coordinate system. Cumulative effect of random setup error was the sum of dose distributions of all individual treatment fractions. Study of 100 cumulative effects might get shift sizes of 90% dose point position. Margins from ITV to PTV caused by random setup error were chosen by 95% probability. Spearman's correlation was used to analyze the influence of each factor. Results: The average shift sizes of 90% dose point position was 0.62, 1.84, 3.13, 4.78, 6.34 and 8.03 mm if random setup error was 1,2,3,4,5 and 6 mm,respectively. Univariate analysis showed the size of margin was associated only by the size of random setup error. Conclusions: Margin of ITV to PTV is 1.2 times random setup error for head-and-neck cancer and 1.5 times for thoracic and abdominal cancer. Field size, energy and target depth, unlike random setup error, have no relation with the size of the margin. (authors)

Synchronization Techniques in Parallel Discrete Event Simulation

OpenAIRE

Lindén, Jonatan

2018-01-01

Discrete event simulation is an important tool for evaluating system models in many fields of science and engineering. To improve the performance of large-scale discrete event simulations, several techniques to parallelize discrete event simulation have been developed. In parallel discrete event simulation, the work of a single discrete event simulation is distributed over multiple processing elements. A key challenge in parallel discrete event simulation is to ensure that causally dependent ...

A methodology for more efficient tail area sampling with discrete probability distribution

International Nuclear Information System (INIS)

Park, Sang Ryeol; Lee, Byung Ho; Kim, Tae Woon

1988-01-01

Monte Carlo Method is commonly used to observe the overall distribution and to determine the lower or upper bound value in statistical approach when direct analytical calculation is unavailable. However, this method would not be efficient if the tail area of a distribution is concerned. A new method entitled 'Two Step Tail Area Sampling' is developed, which uses the assumption of discrete probability distribution and samples only the tail area without distorting the overall distribution. This method uses two step sampling procedure. First, sampling at points separated by large intervals is done and second, sampling at points separated by small intervals is done with some check points determined at first step sampling. Comparison with Monte Carlo Method shows that the results obtained from the new method converge to analytic value faster than Monte Carlo Method if the numbers of calculation of both methods are the same. This new method is applied to DNBR (Departure from Nucleate Boiling Ratio) prediction problem in design of the pressurized light water nuclear reactor

Random vs. Combinatorial Methods for Discrete Event Simulation of a Grid Computer Network

Science.gov (United States)

Kuhn, D. Richard; Kacker, Raghu; Lei, Yu

2010-01-01

This study compared random and t-way combinatorial inputs of a network simulator, to determine if these two approaches produce significantly different deadlock detection for varying network configurations. Modeling deadlock detection is important for analyzing configuration changes that could inadvertently degrade network operations, or to determine modifications that could be made by attackers to deliberately induce deadlock. Discrete event simulation of a network may be conducted using random generation, of inputs. In this study, we compare random with combinatorial generation of inputs. Combinatorial (or t-way) testing requires every combination of any t parameter values to be covered by at least one test. Combinatorial methods can be highly effective because empirical data suggest that nearly all failures involve the interaction of a small number of parameters (1 to 6). Thus, for example, if all deadlocks involve at most 5-way interactions between n parameters, then exhaustive testing of all n-way interactions adds no additional information that would not be obtained by testing all 5-way interactions. While the maximum degree of interaction between parameters involved in the deadlocks clearly cannot be known in advance, covering all t-way interactions may be more efficient than using random generation of inputs. In this study we tested this hypothesis for t = 2, 3, and 4 for deadlock detection in a network simulation. Achieving the same degree of coverage provided by 4-way tests would have required approximately 3.2 times as many random tests; thus combinatorial methods were more efficient for detecting deadlocks involving a higher degree of interactions. The paper reviews explanations for these results and implications for modeling and simulation.

Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals

Directory of Open Access Journals (Sweden)

Kanichukattu K. Jose

2013-05-01

Full Text Available In this paper we consider a generalization of discrete Mittag-Leffler distributions. We introduce and study the properties of a new distribution called geometric generalized discrete Mittag-Leffler distribution. Autoregressive processes with geometric generalized discrete Mittag-Leffler distributions are developed and studied. The distributions are further extended to develop a more general class of geometric generalized discrete semi-Mittag-Leffler distributions. The processes are extended to higher orders also. An application with respect to an empirical data on customer arrivals in a bank counter is also given. Various areas of potential applications like human resource development, insect growth, epidemic modeling, industrial risk modeling, insurance and actuaries, town planning etc are also discussed.

Discrete- and finite-bandwidth-frequency distributions in nonlinear stability applications

Science.gov (United States)

Kuehl, Joseph J.

2017-02-01

A new "wave packet" formulation of the parabolized stability equations method is presented. This method accounts for the influence of finite-bandwidth-frequency distributions on nonlinear stability calculations. The methodology is motivated by convolution integrals and is found to appropriately represent nonlinear energy transfer between primary modes and harmonics, in particular nonlinear feedback, via a "nonlinear coupling coefficient." It is found that traditional discrete mode formulations overestimate nonlinear feedback by approximately 70%. This results in smaller maximum disturbance amplitudes than those observed experimentally. The new formulation corrects this overestimation, accounts for the generation of side lobes responsible for spectral broadening, and results in disturbance representation more consistent with the experiment than traditional formulations. A Mach 6 flared-cone example is presented.

APPROXIMATION OF PROBABILITY DISTRIBUTIONS IN QUEUEING MODELS

Directory of Open Access Journals (Sweden)

T. I. Aliev

2013-03-01

Full Text Available For probability distributions with variation coefficient, not equal to unity, mathematical dependences for approximating distributions on the basis of first two moments are derived by making use of multi exponential distributions. It is proposed to approximate distributions with coefficient of variation less than unity by using hypoexponential distribution, which makes it possible to generate random variables with coefficient of variation, taking any value in a range (0; 1, as opposed to Erlang distribution, having only discrete values of coefficient of variation.

Supervisor localization a top-down approach to distributed control of discrete-event systems

CERN Document Server

Cai, Kai

2016-01-01

This monograph presents a systematic top-down approach to distributed control synthesis of discrete-event systems (DES). The approach is called supervisor localization; its essence is the allocation of external supervisory control action to individual component agents as their internal control strategies. The procedure is: first synthesize a monolithic supervisor, to achieve globally optimal and nonblocking controlled behavior, then decompose the monolithic supervisor into local controllers, one for each agent. The collective behavior of the resulting local controllers is identical to that achieved by the monolithic supervisor. The basic localization theory is first presented in the Ramadge–Wonham language-based supervisory control framework, then demonstrated with distributed control examples of multi-robot formations, manufacturing systems, and distributed algorithms. An architectural approach is adopted to apply localization to large-scale DES; this yields a heterarchical localization procedure, which is...

High-power random distributed feedback fiber laser: From science to application

Energy Technology Data Exchange (ETDEWEB)

Du, Xueyuan [College of Optoelectronic Science and Engineering, National University of Defense Technology, Changsha 410073 (China); Naval Academy of Armament, Beijing 100161 (China); Zhang, Hanwei; Xiao, Hu; Ma, Pengfei; Wang, Xiaolin; Zhou, Pu; Liu, Zejin [College of Optoelectronic Science and Engineering, National University of Defense Technology, Changsha 410073 (China)

2016-10-15

A fiber laser based on random distributed feedback has attracted increasing attention in recent years, as it has become an important photonic device and has found wide applications in fiber communications or sensing. In this article, recent advances in high-power random distributed feedback fiber laser are reviewed, including the theoretical analyses, experimental approaches, discussion on the practical applications and outlook. It is found that a random distributed feedback fiber laser can not only act as an information photonics device, but also has the feasibility for high-efficiency/high-power generation, which makes it competitive with conventional high-power laser sources. In addition, high-power random distributed feedback fiber laser has been successfully applied for midinfrared lasing, frequency doubling to the visible and high-quality imaging. It is believed that the high-power random distributed feedback fiber laser could become a promising light source with simple and economic configurations. (copyright 2016 by WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points

KAUST Repository

Migliorati, Giovanni

2015-08-28

We study the accuracy of the discrete least-squares approximation on a finite dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability measure. The convergence estimates are given in mean-square sense with respect to the sampling measure. The noise may be correlated with the location of the evaluation and may have nonzero mean (offset). We consider both cases of bounded or square-integrable noise / offset. We prove conditions between the number of sampling points and the dimension of the underlying approximation space that ensure a stable and accurate approximation. Particular focus is on deriving estimates in probability within a given confidence level. We analyze how the best approximation error and the noise terms affect the convergence rate and the overall confidence level achieved by the convergence estimate. The proofs of our convergence estimates in probability use arguments from the theory of large deviations to bound the noise term. Finally we address the particular case of multivariate polynomial approximation spaces with any density in the beta family, including uniform and Chebyshev.

Digital double random amplitude image encryption method based on the symmetry property of the parametric discrete Fourier transform

Science.gov (United States)

Bekkouche, Toufik; Bouguezel, Saad

2018-03-01

We propose a real-to-real image encryption method. It is a double random amplitude encryption method based on the parametric discrete Fourier transform coupled with chaotic maps to perform the scrambling. The main idea behind this method is the introduction of a complex-to-real conversion by exploiting the inherent symmetry property of the transform in the case of real-valued sequences. This conversion allows the encrypted image to be real-valued instead of being a complex-valued image as in all existing double random phase encryption methods. The advantage is to store or transmit only one image instead of two images (real and imaginary parts). Computer simulation results and comparisons with the existing double random amplitude encryption methods are provided for peak signal-to-noise ratio, correlation coefficient, histogram analysis, and key sensitivity.

Intelligent discrete particle swarm optimization for multiprocessor task scheduling problem

Directory of Open Access Journals (Sweden)

S Sarathambekai

2017-03-01

Full Text Available Discrete particle swarm optimization is one of the most recently developed population-based meta-heuristic optimization algorithm in swarm intelligence that can be used in any discrete optimization problems. This article presents a discrete particle swarm optimization algorithm to efficiently schedule the tasks in the heterogeneous multiprocessor systems. All the optimization algorithms share a common algorithmic step, namely population initialization. It plays a significant role because it can affect the convergence speed and also the quality of the final solution. The random initialization is the most commonly used method in majority of the evolutionary algorithms to generate solutions in the initial population. The initial good quality solutions can facilitate the algorithm to locate the optimal solution or else it may prevent the algorithm from finding the optimal solution. Intelligence should be incorporated to generate the initial population in order to avoid the premature convergence. This article presents a discrete particle swarm optimization algorithm, which incorporates opposition-based technique to generate initial population and greedy algorithm to balance the load of the processors. Make span, flow time, and reliability cost are three different measures used to evaluate the efficiency of the proposed discrete particle swarm optimization algorithm for scheduling independent tasks in distributed systems. Computational simulations are done based on a set of benchmark instances to assess the performance of the proposed algorithm.

On using discrete return LIDAR distributions as a proxy for waveform LIDAR signals when modeling vegetation structure

CSIR Research Space (South Africa)

Van Aardt, JAN

2012-07-01

Full Text Available The goals of the study were to (i) determine if there is a direct relationship between waveform LiDAR intensity-by-height and discrete return frequency-by-height (do the distributions match?) and (ii) assess the impact of scale (does...

Exact Fill Rates for the (R, S Inventory Control with Discrete Distributed Demands for the Backordering Case

Directory of Open Access Journals (Sweden)

Eugenia BABILONI

2012-01-01

Full Text Available The fill rate is usually computed by using the traditional approach, which calculates it as the complement of the quotient between the expected unfulfilled demand and the expected demand per replenishment cycle, instead of directly the expected fraction of fulfilled demand. Furthermore the available methods to estimate the fill rate apply only under specific demand conditions. This paper shows the research gap regarding the estimation procedures to compute the fill rate and suggests: (i a new exact procedure to compute the traditional approximation for any discrete demand distribution; and (ii a new method to compute the fill rate directly as the fraction of fulfilled demand for any discrete demand distribution. Simulation results show that the latter methods outperform the traditional approach, which underestimates the simulated fill rate, over different demand patterns. This paper focuses on the traditional periodic review, base stock system when backlogged demands are allowed.

Exact Markov chains versus diffusion theory for haploid random mating.

Science.gov (United States)

Tyvand, Peder A; Thorvaldsen, Steinar

2010-05-01

Exact discrete Markov chains are applied to the Wright-Fisher model and the Moran model of haploid random mating. Selection and mutations are neglected. At each discrete value of time t there is a given number n of diploid monoecious organisms. The evolution of the population distribution is given in diffusion variables, to compare the two models of random mating with their common diffusion limit. Only the Moran model converges uniformly to the diffusion limit near the boundary. The Wright-Fisher model allows the population size to change with the generations. Diffusion theory tends to under-predict the loss of genetic information when a population enters a bottleneck. 2010 Elsevier Inc. All rights reserved.

A combinatorial and probabilistic study of initial and end heights of descents in samples of geometrically distributed random variables and in permutations

Directory of Open Access Journals (Sweden)

Helmut Prodinger

2007-01-01

Full Text Available In words, generated by independent geometrically distributed random variables, we study the l th descent, which is, roughly speaking, the l th occurrence of a neighbouring pair ab with a>b. The value a is called the initial height, and b the end height. We study these two random variables (and some similar ones by combinatorial and probabilistic tools. We find in all instances a generating function Ψ(v,u, where the coefficient of v j u i refers to the j th descent (ascent, and i to the initial (end height. From this, various conclusions can be drawn, in particular expected values. In the probabilistic part, a Markov chain model is used, which allows to get explicit expressions for the heights of the second descent. In principle, one could go further, but the complexity of the results forbids it. This is extended to permutations of a large number of elements. Methods from q-analysis are used to simplify the expressions. This is the reason that we confine ourselves to the geometric distribution only. For general discrete distributions, no such tools are available.

Discrete dipole approximation simulation of bead enhanced diffraction grating biosensor

International Nuclear Information System (INIS)

Arif, Khalid Mahmood

2016-01-01

We present the discrete dipole approximation simulation of light scattering from bead enhanced diffraction biosensor and report the effect of bead material, number of beads forming the grating and spatial randomness on the diffraction intensities of 1st and 0th orders. The dipole models of gratings are formed by volume slicing and image processing while the spatial locations of the beads on the substrate surface are randomly computed using discrete probability distribution. The effect of beads reduction on far-field scattering of 632.8 nm incident field, from fully occupied gratings to very coarse gratings, is studied for various bead materials. Our findings give insight into many difficult or experimentally impossible aspects of this genre of biosensors and establish that bead enhanced grating may be used for rapid and precise detection of small amounts of biomolecules. The results of simulations also show excellent qualitative similarities with experimental observations. - Highlights: • DDA was used to study the relationship between the number of beads forming gratings and ratio of first and zeroth order diffraction intensities. • A very flexible modeling program was developed to design complicated objects for DDA. • Material and spatial effects of bead distribution on surfaces were studied. • It has been shown that bead enhanced grating biosensor can be useful for fast detection of small amounts of biomolecules. • Experimental results qualitatively support the simulations and thus open a way to optimize the grating biosensors.

Research on pyrolysis behavior of Camellia sinensis branches via the Discrete Distributed Activation Energy Model.

Science.gov (United States)

Zhou, Bingliang; Zhou, Jianbin; Zhang, Qisheng

2017-10-01

This study aims at investigating the pyrolysis behavior of Camellia sinensis branches by the Discrete Distributed Activation Energy Model (DAEM) and thermogravimetric experiments. Then the Discrete DAEM method is used to describe pyrolysis process of Camellia sinensis branches dominated by 12 characterized reactions. The decomposition mechanism of Camellia sinensis branches and interaction with components are observed. And the reaction at 350.77°C is a significant boundary of the first and second reaction range. The pyrolysis process of Camellia sinensis branches at the heating rate of 10,000°C/min is predicted and provides valuable references for gasification or combustion. The relationship and function between four typical indexes and heating rates from 10 to 10,000°C/min are revealed. Copyright © 2017 Elsevier Ltd. All rights reserved.

Global Robust Stability of Switched Interval Neural Networks with Discrete and Distributed Time-Varying Delays of Neural Type

Directory of Open Access Journals (Sweden)

Huaiqin Wu

2012-01-01

Full Text Available By combing the theories of the switched systems and the interval neural networks, the mathematics model of the switched interval neural networks with discrete and distributed time-varying delays of neural type is presented. A set of the interval parameter uncertainty neural networks with discrete and distributed time-varying delays of neural type are used as the individual subsystem, and an arbitrary switching rule is assumed to coordinate the switching between these networks. By applying the augmented Lyapunov-Krasovskii functional approach and linear matrix inequality (LMI techniques, a delay-dependent criterion is achieved to ensure to such switched interval neural networks to be globally asymptotically robustly stable in terms of LMIs. The unknown gain matrix is determined by solving this delay-dependent LMIs. Finally, an illustrative example is given to demonstrate the validity of the theoretical results.

Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

Science.gov (United States)

Mahdi Alavi, S. M.; Saif, Mehrdad

2013-12-01

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Nonparametric Estimation of Distributions in Random Effects Models

KAUST Repository

Hart, Jeffrey D.

2011-01-01

We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.

On bounds in Poisson approximation for distributions of independent negative-binomial distributed random variables.

Science.gov (United States)

Hung, Tran Loc; Giang, Le Truong

2016-01-01

Using the Stein-Chen method some upper bounds in Poisson approximation for distributions of row-wise triangular arrays of independent negative-binomial distributed random variables are established in this note.

Random regret-based discrete-choice modelling: an application to healthcare.

Science.gov (United States)

de Bekker-Grob, Esther W; Chorus, Caspar G

2013-07-01

A new modelling approach for analysing data from discrete-choice experiments (DCEs) has been recently developed in transport economics based on the notion of regret minimization-driven choice behaviour. This so-called Random Regret Minimization (RRM) approach forms an alternative to the dominant Random Utility Maximization (RUM) approach. The RRM approach is able to model semi-compensatory choice behaviour and compromise effects, while being as parsimonious and formally tractable as the RUM approach. Our objectives were to introduce the RRM modelling approach to healthcare-related decisions, and to investigate its usefulness in this domain. Using data from DCEs aimed at determining valuations of attributes of osteoporosis drug treatments and human papillomavirus (HPV) vaccinations, we empirically compared RRM models, RUM models and Hybrid RUM-RRM models in terms of goodness of fit, parameter ratios and predicted choice probabilities. In terms of model fit, the RRM model did not outperform the RUM model significantly in the case of the osteoporosis DCE data (p = 0.21), whereas in the case of the HPV DCE data, the Hybrid RUM-RRM model outperformed the RUM model (p implied by the two models can vary substantially. Differences in model fit between RUM, RRM and Hybrid RUM-RRM were found to be small. Although our study did not show significant differences in parameter ratios, the RRM and Hybrid RUM-RRM models did feature considerable differences in terms of the trade-offs implied by these ratios. In combination, our results suggest that RRM and Hybrid RUM-RRM modelling approach hold the potential of offering new and policy-relevant insights for health researchers and policy makers.

Discrete Event Simulation of Distributed Team Communication

Science.gov (United States)

2012-03-22

performs, and auditory information that is provided through multiple audio devices with speech response. This paper extends previous discrete event workload...2008, pg. 1) notes that “Architecture modeling furnishes abstrac- tions for use in managing complexities, allowing engineers to visualise the proposed

A Nondominated Genetic Algorithm Procedure for Multiobjective Discrete Network Design under Demand Uncertainty

OpenAIRE

Changzhi, Bian

2015-01-01

This paper addresses the multiobjective discrete network design problem under demand uncertainty. The OD travel demands are supposed to be random variables with the given probability distribution. The problem is formulated as a bilevel stochastic optimization model where the decision maker’s objective is to minimize the construction cost, the expectation, and the standard deviation of total travel time simultaneously and the user’s route choice is described using user equilibrium model on the...

Stability results for stochastic delayed recurrent neural networks with discrete and distributed delays

Science.gov (United States)

Chen, Guiling; Li, Dingshi; Shi, Lin; van Gaans, Onno; Verduyn Lunel, Sjoerd

2018-03-01

We present new conditions for asymptotic stability and exponential stability of a class of stochastic recurrent neural networks with discrete and distributed time varying delays. Our approach is based on the method using fixed point theory, which do not resort to any Liapunov function or Liapunov functional. Our results neither require the boundedness, monotonicity and differentiability of the activation functions nor differentiability of the time varying delays. In particular, a class of neural networks without stochastic perturbations is also considered. Examples are given to illustrate our main results.

Non-uniform approximations for sums of discrete m-dependent random variables

OpenAIRE

Vellaisamy, P.; Cekanavicius, V.

2013-01-01

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow easily from our results. The results are then exemplified by the approximation of Poisson binomial distribution, 2-runs and $m$-dependent $(k_1,k_2)$-events.

Implementation of continuous-variable quantum key distribution with discrete modulation

Science.gov (United States)

Hirano, Takuya; Ichikawa, Tsubasa; Matsubara, Takuto; Ono, Motoharu; Oguri, Yusuke; Namiki, Ryo; Kasai, Kenta; Matsumoto, Ryutaroh; Tsurumaru, Toyohiro

2017-06-01

We have developed a continuous-variable quantum key distribution (CV-QKD) system that employs discrete quadrature-amplitude modulation and homodyne detection of coherent states of light. We experimentally demonstrated automated secure key generation with a rate of 50 kbps when a quantum channel is a 10 km optical fibre. The CV-QKD system utilises a four-state and post-selection protocol and generates a secure key against the entangling cloner attack. We used a pulsed light source of 1550 nm wavelength with a repetition rate of 10 MHz. A commercially available balanced receiver is used to realise shot-noise-limited pulsed homodyne detection. We used a non-binary LDPC code for error correction (reverse reconciliation) and the Toeplitz matrix multiplication for privacy amplification. A graphical processing unit card is used to accelerate the software-based post-processing.

Road maintenance optimization through a discrete-time semi-Markov decision process

International Nuclear Information System (INIS)

Zhang Xueqing; Gao Hui

2012-01-01

Optimization models are necessary for efficient and cost-effective maintenance of a road network. In this regard, road deterioration is commonly modeled as a discrete-time Markov process such that an optimal maintenance policy can be obtained based on the Markov decision process, or as a renewal process such that an optimal maintenance policy can be obtained based on the renewal theory. However, the discrete-time Markov process cannot capture the real time at which the state transits while the renewal process considers only one state and one maintenance action. In this paper, road deterioration is modeled as a semi-Markov process in which the state transition has the Markov property and the holding time in each state is assumed to follow a discrete Weibull distribution. Based on this semi-Markov process, linear programming models are formulated for both infinite and finite planning horizons in order to derive optimal maintenance policies to minimize the life-cycle cost of a road network. A hypothetical road network is used to illustrate the application of the proposed optimization models. The results indicate that these linear programming models are practical for the maintenance of a road network having a large number of road segments and that they are convenient to incorporate various constraints on the decision process, for example, performance requirements and available budgets. Although the optimal maintenance policies obtained for the road network are randomized stationary policies, the extent of this randomness in decision making is limited. The maintenance actions are deterministic for most states and the randomness in selecting actions occurs only for a few states.

Study on the security of discrete-variable quantum key distribution over non-Markovian channels

International Nuclear Information System (INIS)

Huang Peng; Zhu Jun; He Guangqiang; Zeng Guihua

2012-01-01

The dynamic of the secret key rate of the discrete-variable quantum key distribution (QKD) protocol over the non-Markovian quantum channel is investigated. In particular, we calculate the secret key rate for the six-state protocol over non-Markovian depolarizing channels with coloured noise and Markovian depolarizing channels with Gaussian white noise, respectively. We find that the secure secret key rate for the non-Markovian depolarizing channel will be larger than the Markovian one under the same conditions even when their upper bounds of tolerable quantum bit error rate are equal. This indicates that this coloured noise in the non-Markovian depolarizing channel can enhance the security of communication. Moreover, we show that the secret key rate fluctuates near the secure point when the coupling strength of the system with the environment is high. The results demonstrate that the non-Markovian effects of the transmission channel can have a positive impact on the security of discrete-variable QKD. (paper)

The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution

DEFF Research Database (Denmark)

Mikosch, Thomas Valentin; Rackauskas, Alfredas

2010-01-01

In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a long-standing problem on change point detection for epidemic alternatives. It turns out that the limit distribution...... of the maximum increment of the random walk is one of the classical extreme value distributions, the Fréchet distribution. We prove the results in the general framework of point processes and for jump sizes taking values in a separable Banach space...

On the generation of log-Levy distributions and extreme randomness

International Nuclear Information System (INIS)

Eliazar, Iddo; Klafter, Joseph

2011-01-01

The log-normal distribution is prevalent across the sciences, as it emerges from the combination of multiplicative processes and the central limit theorem (CLT). The CLT, beyond yielding the normal distribution, also yields the class of Levy distributions. The log-Levy distributions are the Levy counterparts of the log-normal distribution, they appear in the context of ultraslow diffusion processes, and they are categorized by Mandelbrot as belonging to the class of extreme randomness. In this paper, we present a natural stochastic growth model from which both the log-normal distribution and the log-Levy distributions emerge universally-the former in the case of deterministic underlying setting, and the latter in the case of stochastic underlying setting. In particular, we establish a stochastic growth model which universally generates Mandelbrot's extreme randomness. (paper)

Probabilistic Power Flow Method Considering Continuous and Discrete Variables

Directory of Open Access Journals (Sweden)

Xuexia Zhang

2017-04-01

Full Text Available This paper proposes a probabilistic power flow (PPF method considering continuous and discrete variables (continuous and discrete power flow, CDPF for power systems. The proposed method—based on the cumulant method (CM and multiple deterministic power flow (MDPF calculations—can deal with continuous variables such as wind power generation (WPG and loads, and discrete variables such as fuel cell generation (FCG. In this paper, continuous variables follow a normal distribution (loads or a non-normal distribution (WPG, and discrete variables follow a binomial distribution (FCG. Through testing on IEEE 14-bus and IEEE 118-bus power systems, the proposed method (CDPF has better accuracy compared with the CM, and higher efficiency compared with the Monte Carlo simulation method (MCSM.

Distribution of the Discretization and Algebraic Error in Numerical Solution of Partial Differential Equations

Czech Academy of Sciences Publication Activity Database

Papež, Jan; Liesen, J.; Strakoš, Z.

2014-01-01

Roč. 449, 15 May (2014), s. 89-114 ISSN 0024-3795 R&D Projects: GA AV ČR IAA100300802; GA ČR GA201/09/0917 Grant - others:GA MŠk(CZ) LL1202; GA UK(CZ) 695612 Institutional support: RVO:67985807 Keywords : numerical solution of partial differential equations * finite element method * adaptivity * a posteriori error analysis * discretization error * algebra ic error * spatial distribution of the error Subject RIV: BA - General Mathematics Impact factor: 0.939, year: 2014

Randomness determines practical security of BB84 quantum key distribution

Science.gov (United States)

Li, Hong-Wei; Yin, Zhen-Qiang; Wang, Shuang; Qian, Yong-Jun; Chen, Wei; Guo, Guang-Can; Han, Zheng-Fu

2015-11-01

Unconditional security of the BB84 quantum key distribution protocol has been proved by exploiting the fundamental laws of quantum mechanics, but the practical quantum key distribution system maybe hacked by considering the imperfect state preparation and measurement respectively. Until now, different attacking schemes have been proposed by utilizing imperfect devices, but the general security analysis model against all of the practical attacking schemes has not been proposed. Here, we demonstrate that the general practical attacking schemes can be divided into the Trojan horse attack, strong randomness attack and weak randomness attack respectively. We prove security of BB84 protocol under randomness attacking models, and these results can be applied to guarantee the security of the practical quantum key distribution system.

Decentralized Observer with a Consensus Filter for Distributed Discrete-Time Linear Systems

Science.gov (United States)

Acikmese, Behcet; Mandic, Milan

2011-01-01

This paper presents a decentralized observer with a consensus filter for the state observation of a discrete-time linear distributed systems. In this setup, each agent in the distributed system has an observer with a model of the plant that utilizes the set of locally available measurements, which may not make the full plant state detectable. This lack of detectability is overcome by utilizing a consensus filter that blends the state estimate of each agent with its neighbors' estimates. We assume that the communication graph is connected for all times as well as the sensing graph. It is proven that the state estimates of the proposed observer asymptotically converge to the actual plant states under arbitrarily changing, but connected, communication and sensing topologies. As a byproduct of this research, we also obtained a result on the location of eigenvalues, the spectrum, of the Laplacian for a family of graphs with self-loops.

Discrete Choice and Rational Inattention

DEFF Research Database (Denmark)

Fosgerau, Mogens; Melo, Emerson; de Palma, André

2017-01-01

This paper establishes a general equivalence between discrete choice and rational inattention models. Matejka and McKay (2015, AER) showed that when information costs are modelled using the Shannon entropy, the result- ing choice probabilities in the rational inattention model take the multinomial...... logit form. We show that when information costs are modelled using a class of generalized entropies, then the choice probabilities in any rational inattention model are observationally equivalent to some additive random utility discrete choice model and vice versa. This equivalence arises from convex...

Dimension Reduction and Discretization in Stochastic Problems by Regression Method

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

1996-01-01

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

Discrete choice models with multiplicative error terms

DEFF Research Database (Denmark)

Fosgerau, Mogens; Bierlaire, Michel

2009-01-01

The conditional indirect utility of many random utility maximization (RUM) discrete choice models is specified as a sum of an index V depending on observables and an independent random term ε. In general, the universe of RUM consistent models is much larger, even fixing some specification of V due...

A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

Science.gov (United States)

Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro

2018-04-01

In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

Which spatial discretization for distributed hydrological models? Proposition of a methodology and illustration for medium to large-scale catchments

Directory of Open Access Journals (Sweden)

J. Dehotin

2008-05-01

Full Text Available Distributed hydrological models are valuable tools to derive distributed estimation of water balance components or to study the impact of land-use or climate change on water resources and water quality. In these models, the choice of an appropriate spatial discretization is a crucial issue. It is obviously linked to the available data, their spatial resolution and the dominant hydrological processes. For a given catchment and a given data set, the "optimal" spatial discretization should be adapted to the modelling objectives, as the latter determine the dominant hydrological processes considered in the modelling. For small catchments, landscape heterogeneity can be represented explicitly, whereas for large catchments such fine representation is not feasible and simplification is needed. The question is thus: is it possible to design a flexible methodology to represent landscape heterogeneity efficiently, according to the problem to be solved? This methodology should allow a controlled and objective trade-off between available data, the scale of the dominant water cycle components and the modelling objectives.

In this paper, we propose a general methodology for such catchment discretization. It is based on the use of nested discretizations. The first level of discretization is composed of the sub-catchments, organised by the river network topology. The sub-catchment variability can be described using a second level of discretizations, which is called hydro-landscape units. This level of discretization is only performed if it is consistent with the modelling objectives, the active hydrological processes and data availability. The hydro-landscapes take into account different geophysical factors such as topography, land-use, pedology, but also suitable hydrological discontinuities such as ditches, hedges, dams, etc. For numerical reasons these hydro-landscapes can be further subdivided into smaller elements that will constitute the

An analysis of global robust stability of uncertain cellular neural networks with discrete and distributed delays

International Nuclear Information System (INIS)

Park, Ju H.

2007-01-01

This paper considers the robust stability analysis of cellular neural networks with discrete and distributed delays. Based on the Lyapunov stability theory and linear matrix inequality (LMI) technique, a novel stability criterion guaranteeing the global robust convergence of the equilibrium point is derived. The criterion can be solved easily by various convex optimization algorithms. An example is given to illustrate the usefulness of our results

Fully-distributed randomized cooperation in wireless sensor networks

KAUST Repository

Bader, Ahmed

2015-01-07

When marrying randomized distributed space-time coding (RDSTC) to geographical routing, new performance horizons can be created. In order to reach those horizons however, routing protocols must evolve to operate in a fully distributed fashion. In this letter, we expose a technique to construct a fully distributed geographical routing scheme in conjunction with RDSTC. We then demonstrate the performance gains of this novel scheme by comparing it to one of the prominent classical schemes.

Fully-distributed randomized cooperation in wireless sensor networks

KAUST Repository

Bader, Ahmed; Abed-Meraim, Karim; Alouini, Mohamed-Slim

2015-01-01

When marrying randomized distributed space-time coding (RDSTC) to geographical routing, new performance horizons can be created. In order to reach those horizons however, routing protocols must evolve to operate in a fully distributed fashion. In this letter, we expose a technique to construct a fully distributed geographical routing scheme in conjunction with RDSTC. We then demonstrate the performance gains of this novel scheme by comparing it to one of the prominent classical schemes.

A dynamic discretization method for reliability inference in Dynamic Bayesian Networks

International Nuclear Information System (INIS)

Zhu, Jiandao; Collette, Matthew

2015-01-01

The material and modeling parameters that drive structural reliability analysis for marine structures are subject to a significant uncertainty. This is especially true when time-dependent degradation mechanisms such as structural fatigue cracking are considered. Through inspection and monitoring, information such as crack location and size can be obtained to improve these parameters and the corresponding reliability estimates. Dynamic Bayesian Networks (DBNs) are a powerful and flexible tool to model dynamic system behavior and update reliability and uncertainty analysis with life cycle data for problems such as fatigue cracking. However, a central challenge in using DBNs is the need to discretize certain types of continuous random variables to perform network inference while still accurately tracking low-probability failure events. Most existing discretization methods focus on getting the overall shape of the distribution correct, with less emphasis on the tail region. Therefore, a novel scheme is presented specifically to estimate the likelihood of low-probability failure events. The scheme is an iterative algorithm which dynamically partitions the discretization intervals at each iteration. Through applications to two stochastic crack-growth example problems, the algorithm is shown to be robust and accurate. Comparisons are presented between the proposed approach and existing methods for the discretization problem. - Highlights: • A dynamic discretization method is developed for low-probability events in DBNs. • The method is compared to existing approaches on two crack growth problems. • The method is shown to improve on existing methods for low-probability events

Free energy distribution function of a random Ising ferromagnet

International Nuclear Information System (INIS)

Dotsenko, Victor; Klumov, Boris

2012-01-01

We study the free energy distribution function of a weakly disordered Ising ferromagnet in terms of the D-dimensional random temperature Ginzburg–Landau Hamiltonian. It is shown that besides the usual Gaussian 'body' this distribution function exhibits non-Gaussian tails both in the paramagnetic and in the ferromagnetic phases. Explicit asymptotic expressions for these tails are derived. It is demonstrated that the tails are strongly asymmetric: the left tail (for large negative values of the free energy) is much slower than the right one (for large positive values of the free energy). It is argued that at the critical point the free energy of the random Ising ferromagnet in dimensions D < 4 is described by a non-trivial universal distribution function which is non-self-averaging

Silicon photonic transceiver circuit for high-speed polarization-based discrete variable quantum key distribution.

Science.gov (United States)

Cai, Hong; Long, Christopher M; DeRose, Christopher T; Boynton, Nicholas; Urayama, Junji; Camacho, Ryan; Pomerene, Andrew; Starbuck, Andrew L; Trotter, Douglas C; Davids, Paul S; Lentine, Anthony L

2017-05-29

We demonstrate a silicon photonic transceiver circuit for high-speed discrete variable quantum key distribution that employs a common structure for transmit and receive functions. The device is intended for use in polarization-based quantum cryptographic protocols, such as BB84. Our characterization indicates that the circuit can generate the four BB84 states (TE/TM/45°/135° linear polarizations) with >30 dB polarization extinction ratios and gigabit per second modulation speed, and is capable of decoding any polarization bases differing by 90° with high extinction ratios.

Discrete stochastic analogs of Erlang epidemic models.

Science.gov (United States)

Getz, Wayne M; Dougherty, Eric R

2018-12-01

Erlang differential equation models of epidemic processes provide more realistic disease-class transition dynamics from susceptible (S) to exposed (E) to infectious (I) and removed (R) categories than the ubiquitous SEIR model. The latter is itself is at one end of the spectrum of Erlang SE[Formula: see text]I[Formula: see text]R models with [Formula: see text] concatenated E compartments and [Formula: see text] concatenated I compartments. Discrete-time models, however, are computationally much simpler to simulate and fit to epidemic outbreak data than continuous-time differential equations, and are also much more readily extended to include demographic and other types of stochasticity. Here we formulate discrete-time deterministic analogs of the Erlang models, and their stochastic extension, based on a time-to-go distributional principle. Depending on which distributions are used (e.g. discretized Erlang, Gamma, Beta, or Uniform distributions), we demonstrate that our formulation represents both a discretization of Erlang epidemic models and generalizations thereof. We consider the challenges of fitting SE[Formula: see text]I[Formula: see text]R models and our discrete-time analog to data (the recent outbreak of Ebola in Liberia). We demonstrate that the latter performs much better than the former; although confining fits to strict SEIR formulations reduces the numerical challenges, but sacrifices best-fit likelihood scores by at least 7%.

Mapping of uncertainty relations between continuous and discrete time.

Science.gov (United States)

Chiuchiù, Davide; Pigolotti, Simone

2018-03-01

Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

Global robust stability of neural networks with multiple discrete delays and distributed delays

International Nuclear Information System (INIS)

Gao Ming; Cui Baotong

2009-01-01

The problem of global robust stability is investigated for a class of uncertain neural networks with both multiple discrete time-varying delays and distributed time-varying delays. The uncertainties are assumed to be of norm-bounded form and the activation functions are supposed to be bounded and globally Lipschitz continuous. Based on the Lyapunov stability theory and linear matrix inequality technique, some robust stability conditions guaranteeing the global robust convergence of the equilibrium point are derived. The proposed LMI-based criteria are computationally efficient as they can be easily checked by using recently developed algorithms in solving LMIs. Two examples are given to show the effectiveness of the proposed results.

On lower limits and equivalences for distribution tails of randomly stopped sums

NARCIS (Netherlands)

Denisov, D.E.; Foss, S.G.; Korshunov, D.A.

2008-01-01

For a distribution F*t of a random sum St=¿1+¿+¿t of i.i.d. random variables with a common distribution F on the half-line [0, 8), we study the limits of the ratios of tails as x¿8 (here, t is a counting random variable which does not depend on {¿n}n=1). We also consider applications of the results

Distributed Detection with Collisions in a Random, Single-Hop Wireless Sensor Network

Science.gov (United States)

2013-05-26

public release; distribution is unlimited. Distributed detection with collisions in a random, single-hop wireless sensor network The views, opinions...1274 2 ABSTRACT Distributed detection with collisions in a random, single-hop wireless sensor network Report Title We consider the problem of... WIRELESS SENSOR NETWORK Gene T. Whipps?† Emre Ertin† Randolph L. Moses† ?U.S. Army Research Laboratory, Adelphi, MD 20783 †The Ohio State University

Limit distributions of random walks on stochastic matrices

Indian Academy of Sciences (India)

condition that μm(P) > 0 for some positive integer m (as opposed to just 1, instead of m, considered in [1]), where μm is the ...... Limit distributions of random walks. 611. PROPOSITION 3.2. Let f be as introduced before Proposition 3.1. The probability distribution λ is the image of π by the map b ↦→ f (b). In other words, λ = ∑.

Zero Distribution of System with Unknown Random Variables Case Study: Avoiding Collision Path

Directory of Open Access Journals (Sweden)

Parman Setyamartana

2014-07-01

Full Text Available This paper presents the stochastic analysis of finding the feasible trajectories of robotics arm motion at obstacle surrounding. Unknown variables are coefficients of polynomials joint angle so that the collision-free motion is achieved. ãk is matrix consisting of these unknown feasible polynomial coefficients. The pattern of feasible polynomial in the obstacle environment shows as random. This paper proposes to model the pattern of this randomness values using random polynomial with unknown variables as coefficients. The behavior of the system will be obtained from zero distribution as the characteristic of such random polynomial. Results show that the pattern of random polynomial of avoiding collision can be constructed from zero distribution. Zero distribution is like building block of the system with obstacles as uncertainty factor. By scale factor k, which has range, the random coefficient pattern can be predicted.

Raney Distributions and Random Matrix Theory

Science.gov (United States)

Forrester, Peter J.; Liu, Dang-Zheng

2015-03-01

Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition has its moments given by a generalization of the Fuss-Catalan numbers. Such computations begin with an algebraic equation satisfied by the Stieltjes transform, which we show can be derived from the linear differential equation satisfied by the characteristic polynomial of random matrix realizations of the Raney distribution. For the Fuss-Catalan distribution, an equilibrium problem characterizing the density is identified. The Stieltjes transform for the limiting spectral density of the singular values squared of the matrix product formed from inverse standard Gaussian matrices, and standard Gaussian matrices, is shown to satisfy a variant of the algebraic equation relating to the Raney distribution. Supported on , we show that it too permits a simple functional form upon the introduction of an appropriate choice of parameterization. As an application, the leading asymptotic form of the density as the endpoints of the support are approached is computed, and is shown to have some universal features.

Real-time definition of non-randomness in the distribution of genomic events.

Directory of Open Access Journals (Sweden)

Ulrich Abel

Full Text Available Features such as mutations or structural characteristics can be non-randomly or non-uniformly distributed within a genome. So far, computer simulations were required for statistical inferences on the distribution of sequence motifs. Here, we show that these analyses are possible using an analytical, mathematical approach. For the assessment of non-randomness, our calculations only require information including genome size, number of (sampled sequence motifs and distance parameters. We have developed computer programs evaluating our analytical formulas for the real-time determination of expected values and p-values. This approach permits a flexible cluster definition that can be applied to most effectively identify non-random or non-uniform sequence motif distribution. As an example, we show the effectivity and reliability of our mathematical approach in clinical retroviral vector integration site distribution.

Supporting scalable Bayesian networks using configurable discretizer actuators

CSIR Research Space (South Africa)

Osunmakinde, I

2009-04-01

Full Text Available The authors propose a generalized model with configurable discretizer actuators as a solution to the problem of the discretization of massive numerical datasets. Their solution is based on a concurrent distribution of the actuators and uses dynamic...

The distribution of plutonium in the mouse ovary

International Nuclear Information System (INIS)

Green, D.; Howells, G.; Vennart, J.; Watts, R.

1977-01-01

Twelve-week old female CBA mice were injected intravenously with an ultra-filtered solution of 239 Pu in 1% trisodium citrate and were killed at intervals up to 180 days. The plutonium in the ovaries was measured radiochemically and autoradiographically. The fractional content of injected activity and daily absorbed dose showed no significant variation with time after injection. At early times after injection, α-tracks from the 239 Pu were randomly distributed over all the tissues, with concentrations of tracks occurring over some atretic follicles. By 180 days, the random distribution of tracks was much reduced, and discrete clusters of tracks were in evidence. The possible risk of genetic damage is discussed. (author)

Discrete ellipsoidal statistical BGK model and Burnett equations

Science.gov (United States)

Zhang, Yu-Dong; Xu, Ai-Guo; Zhang, Guang-Cai; Chen, Zhi-Hua; Wang, Pei

2018-06-01

A new discrete Boltzmann model, the discrete ellipsoidal statistical Bhatnagar-Gross-Krook (ESBGK) model, is proposed to simulate nonequilibrium compressible flows. Compared with the original discrete BGK model, the discrete ES-BGK has a flexible Prandtl number. For the discrete ES-BGK model in the Burnett level, two kinds of discrete velocity model are introduced and the relations between nonequilibrium quantities and the viscous stress and heat flux in the Burnett level are established. The model is verified via four benchmark tests. In addition, a new idea is introduced to recover the actual distribution function through the macroscopic quantities and their space derivatives. The recovery scheme works not only for discrete Boltzmann simulation but also for hydrodynamic ones, for example, those based on the Navier-Stokes or the Burnett equations.

The remarkable discreteness of being

Indian Academy of Sciences (India)

Life is a discrete, stochastic phenomenon: for a biological organism, the time of the two most important events of its life (reproduction and death) is random and these events change the number of individuals of the species by single units. These facts can have surprising, counterintuitive consequences. I review here three ...

Discrete sensors distribution for accurate plantar pressure analyses.

Science.gov (United States)

Claverie, Laetitia; Ille, Anne; Moretto, Pierre

2016-12-01

The aim of this study was to determine the distribution of discrete sensors under the footprint for accurate plantar pressure analyses. For this purpose, two different sensor layouts have been tested and compared, to determine which was the most accurate to monitor plantar pressure with wireless devices in research and/or clinical practice. Ten healthy volunteers participated in the study (age range: 23-58 years). The barycenter of pressures (BoP) determined from the plantar pressure system (W-inshoe®) was compared to the center of pressures (CoP) determined from a force platform (AMTI) in the medial-lateral (ML) and anterior-posterior (AP) directions. Then, the vertical ground reaction force (vGRF) obtained from both W-inshoe® and force platform was compared for both layouts for each subject. The BoP and vGRF determined from the plantar pressure system data showed good correlation (SCC) with those determined from the force platform data, notably for the second sensor organization (ML SCC= 0.95; AP SCC=0.99; vGRF SCC=0.91). The study demonstrates that an adjusted placement of removable sensors is key to accurate plantar pressure analyses. These results are promising for a plantar pressure recording outside clinical or laboratory settings, for long time monitoring, real time feedback or for whatever activity requiring a low-cost system. Copyright © 2016 IPEM. Published by Elsevier Ltd. All rights reserved.

Randomly displaced phase distribution design and its advantage in page-data recording of Fourier transform holograms.

Science.gov (United States)

Emoto, Akira; Fukuda, Takashi

2013-02-20

For Fourier transform holography, an effective random phase distribution with randomly displaced phase segments is proposed for obtaining a smooth finite optical intensity distribution in the Fourier transform plane. Since unitary phase segments are randomly distributed in-plane, the blanks give various spatial frequency components to an image, and thus smooth the spectrum. Moreover, by randomly changing the phase segment size, spike generation from the unitary phase segment size in the spectrum can be reduced significantly. As a result, a smooth spectrum including sidebands can be formed at a relatively narrow extent. The proposed phase distribution sustains the primary functions of a random phase mask for holographic-data recording and reconstruction. Therefore, this distribution is expected to find applications in high-density holographic memory systems, replacing conventional random phase mask patterns.

Optical movie encryption based on a discrete multiple-parameter fractional Fourier transform

International Nuclear Information System (INIS)

Zhong, Zhi; Zhang, Yujie; Shan, Mingguang; Wang, Ying; Zhang, Yabin; Xie, Hong

2014-01-01

A movie encryption scheme is proposed using a discrete multiple-parameter fractional Fourier transform and theta modulation. After being modulated by sinusoidal amplitude grating, each frame of the movie is transformed by a filtering procedure and then multiplexed into a complex signal. The complex signal is multiplied by a pixel scrambling operation and random phase mask, and then encrypted by a discrete multiple-parameter fractional Fourier transform. The movie can be retrieved by using the correct keys, such as a random phase mask, a pixel scrambling operation, the parameters in a discrete multiple-parameter fractional Fourier transform and a time sequence. Numerical simulations have been performed to demonstrate the validity and the security of the proposed method. (paper)

An inverse method for the identification of a distributed random excitation acting on a vibrating structure. Theory

International Nuclear Information System (INIS)

Granger, S.; Perotin, L.

1997-01-01

Maintaining the PWR components under reliable operating conditions requires a complex design to prevent various damaging processes, including fatigue and wear problems due to flow-induced vibration. In many practical situations, it is difficult, if not impossible, to perform direct measurements or calculations of the external forces acting on vibrating structures. Instead, vibrational responses can often be conveniently measured. This paper presents an inverse method for estimating a distributed random excitation from the measurement of the structural response at a number of discrete points. This paper is devoted to the presentation of the theoretical development. The force identification method is based on a modal model for the structure and a spatial orthonormal decomposition of the excitation field. The estimation of the Fourier coefficients of this orthonormal expansion is presented. As this problem turns out to be ill-posed, a regularization process is introduced. The minimization problem associated to this process is then formulated and its solutions is developed. (author)

LQR-Based Optimal Distributed Cooperative Design for Linear Discrete-Time Multiagent Systems.

Science.gov (United States)

Zhang, Huaguang; Feng, Tao; Liang, Hongjing; Luo, Yanhong

2017-03-01

In this paper, a novel linear quadratic regulator (LQR)-based optimal distributed cooperative design method is developed for synchronization control of general linear discrete-time multiagent systems on a fixed, directed graph. Sufficient conditions are derived for synchronization, which restrict the graph eigenvalues into a bounded circular region in the complex plane. The synchronizing speed issue is also considered, and it turns out that the synchronizing region reduces as the synchronizing speed becomes faster. To obtain more desirable synchronizing capacity, the weighting matrices are selected by sufficiently utilizing the guaranteed gain margin of the optimal regulators. Based on the developed LQR-based cooperative design framework, an approximate dynamic programming technique is successfully introduced to overcome the (partially or completely) model-free cooperative design for linear multiagent systems. Finally, two numerical examples are given to illustrate the effectiveness of the proposed design methods.

Statistical distributions of optimal global alignment scores of random protein sequences

Directory of Open Access Journals (Sweden)

Tang Jiaowei

2005-10-01

Full Text Available Abstract Background The inference of homology from statistically significant sequence similarity is a central issue in sequence alignments. So far the statistical distribution function underlying the optimal global alignments has not been completely determined. Results In this study, random and real but unrelated sequences prepared in six different ways were selected as reference datasets to obtain their respective statistical distributions of global alignment scores. All alignments were carried out with the Needleman-Wunsch algorithm and optimal scores were fitted to the Gumbel, normal and gamma distributions respectively. The three-parameter gamma distribution performs the best as the theoretical distribution function of global alignment scores, as it agrees perfectly well with the distribution of alignment scores. The normal distribution also agrees well with the score distribution frequencies when the shape parameter of the gamma distribution is sufficiently large, for this is the scenario when the normal distribution can be viewed as an approximation of the gamma distribution. Conclusion We have shown that the optimal global alignment scores of random protein sequences fit the three-parameter gamma distribution function. This would be useful for the inference of homology between sequences whose relationship is unknown, through the evaluation of gamma distribution significance between sequences.

Random matrices and random difference equations

International Nuclear Information System (INIS)

Uppuluri, V.R.R.

1975-01-01

Mathematical models leading to products of random matrices and random difference equations are discussed. A one-compartment model with random behavior is introduced, and it is shown how the average concentration in the discrete time model converges to the exponential function. This is of relevance to understanding how radioactivity gets trapped in bone structure in blood--bone systems. The ideas are then generalized to two-compartment models and mammillary systems, where products of random matrices appear in a natural way. The appearance of products of random matrices in applications in demography and control theory is considered. Then random sequences motivated from the following problems are studied: constant pulsing and random decay models, random pulsing and constant decay models, and random pulsing and random decay models

Discrete Bose-Einstein spectra

International Nuclear Information System (INIS)

Vlad, Valentin I.; Ionescu-Pallas, Nicholas

2001-03-01

The Bose-Einstein energy spectrum of a quantum gas, confined in a rigid cubic box, is shown to become discrete and strongly dependent on the box geometry (size L), temperature, T and atomic mass number, A at , in the region of small γ=A at TV 1/3 . This behavior is the consequence of the random state degeneracy in the box. Furthermore, we demonstrate that the total energy does not obey the conventional law any longer, but a new law, which depends on γ and on the quantum gas fugacity. This energy law imposes a faster decrease to zero than it is classically expected, for γ→0. The lighter the gas atoms, the higher the temperatures or the box size, for the same effects in the discrete Bose-Einstein regime. (author)

Discrete gradients in discrete classical mechanics

International Nuclear Information System (INIS)

Renna, L.

1987-01-01

A simple model of discrete classical mechanics is given where, starting from the continuous Hamilton equations, discrete equations of motion are established together with a proper discrete gradient definition. The conservation laws of the total discrete momentum, angular momentum, and energy are demonstrated

Discrete modelling of the electrochemical performance of SOFC electrodes

International Nuclear Information System (INIS)

Schneider, L.C.R.; Martin, C.L.; Bultel, Y.; Bouvard, D.; Siebert, E.

2006-01-01

The composite anode and cathode of solid oxide fuel cells (SOFC) are modelled as sintered mixtures of electrolyte and electrocatalyst particles. A particle packing is first created numerically by the discrete element method (DEM) from a loose packing of 40 000 spherical, monosized, homogeneously mixed, and randomly positioned particles. Once the microstructure is sintered numerically, the effective electrode conductivity is determined by discretization of the particle packing into a resistance network. Each particle contact is characteristic of a bond resistance that depends on contact geometry and particle properties. The network, which typically consists of 120 000 bond resistances in total, is solved using Kirchhoff's current law. Distributions of local current densities and particle potentials are then performed. We investigate how electrode performance depends on parameters such as electrode composition, thickness, density and intrinsic material conductivities that are temperature dependent. The simulations show that the best electrode performance is obtained for compositions close to the percolation threshold of the electronic conductor. Depending on particle conductivities, the electrode performance is a function of its thickness. Additionally, DEM simulations generate useful microstructural information such as: coordination numbers, triple phase boundary length and percolation thresholds

Discrete Input Signaling for MISO Visible Light Communication Channels

KAUST Repository

Arfaoui, Mohamed Amine

2017-05-12

In this paper, we study the achievable secrecy rate of visible light communication (VLC) links for discrete input distributions. We consider single user single eavesdropper multiple-input single-output (MISO) links. In addition, both beamforming and robust beamforming are considered. In the former case, the location of the eavesdropper is assumed to be known, whereas in the latter case, the location of the eavesdropper is unknown. We compare the obtained results with those achieved by some continuous distributions including the truncated generalized normal (TGN) distribution and the uniform distribution. We numerically show that the secrecy rate achieved by the discrete input distribution with a finite support is significantly improved as compared to those achieved by the TGN and the uniform distributions.

Equilibrium Model of Discrete Dynamic Supply Chain Network with Random Demand and Advertisement Strategy

Directory of Open Access Journals (Sweden)

Guitao Zhang

2014-01-01

Full Text Available The advertisement can increase the consumers demand; therefore it is one of the most important marketing strategies in the operations management of enterprises. This paper aims to analyze the impact of advertising investment on a discrete dynamic supply chain network which consists of suppliers, manufactures, retailers, and demand markets associated at different tiers under random demand. The impact of advertising investment will last several planning periods besides the current period due to delay effect. Based on noncooperative game theory, variational inequality, and Lagrange dual theory, the optimal economic behaviors of the suppliers, the manufactures, the retailers, and the consumers in the demand markets are modeled. In turn, the supply chain network equilibrium model is proposed and computed by modified project contraction algorithm with fixed step. The effectiveness of the model is illustrated by numerical examples, and managerial insights are obtained through the analysis of advertising investment in multiple periods and advertising delay effect among different periods.

Exact analysis of discrete data

CERN Document Server

Hirji, Karim F

2005-01-01

Researchers in fields ranging from biology and medicine to the social sciences, law, and economics regularly encounter variables that are discrete or categorical in nature. While there is no dearth of books on the analysis and interpretation of such data, these generally focus on large sample methods. When sample sizes are not large or the data are otherwise sparse, exact methods--methods not based on asymptotic theory--are more accurate and therefore preferable.This book introduces the statistical theory, analysis methods, and computation techniques for exact analysis of discrete data. After reviewing the relevant discrete distributions, the author develops the exact methods from the ground up in a conceptually integrated manner. The topics covered range from univariate discrete data analysis, a single and several 2 x 2 tables, a single and several 2 x K tables, incidence density and inverse sampling designs, unmatched and matched case -control studies, paired binary and trinomial response models, and Markov...

Fermi-dirac and random carrier distributions in quantum dot lasers

OpenAIRE

Hutchings, M.; O'Driscoll, Ian; Smowton, P. M.; Blood, P.

2014-01-01

Using experimental gain and emission measurements as functions of temperature, a method is described to characterise the carrier distribution of radiative states in a quantum dot (QD) laser structure in terms of a temperature. This method is independent of the form of the inhomogeneous dot distribution. A thermal distribution at the lattice temperature is found between 200 and 300K. Below 200K the characteristic temperature exceeds the lattice temperature and the distribution becomes random b...

Multivariate Discrete First Order Stochastic Dominance

DEFF Research Database (Denmark)

Tarp, Finn; Østerdal, Lars Peter

This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution  f first order stochastic dominates distribution g if and only if  f can be obtained from g by iteratively shifting density from one outcome to another...

Generation of pseudo-random numbers with the use of inverse chaotic transformation

Directory of Open Access Journals (Sweden)

Lawnik Marcin

2018-02-01

Full Text Available In (Lawnik M., Generation of numbers with the distribution close to uniform with the use of chaotic maps, In: Obaidat M.S., Kacprzyk J., Ören T. (Ed., International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH (28-30 August 2014, Vienna, Austria, SCITEPRESS, 2014 Lawnik discussed a method of generating pseudo-random numbers from uniform distribution with the use of adequate chaotic transformation. The method enables the “flattening” of continuous distributions to uniform one. In this paper a inverse process to the above-mentioned method is presented, and, in consequence, a new manner of generating pseudo-random numbers from a given continuous distribution. The method utilizes the frequency of the occurrence of successive branches of chaotic transformation in the process of “flattening”. To generate the values from the given distribution one discrete and one continuous value of a random variable are required. The presented method does not directly involve the knowledge of the density function or the cumulative distribution function, which is, undoubtedly, a great advantage in comparison with other well-known methods. The described method was analysed on the example of the standard normal distribution.

Discrete competing risk model with application to modeling bus-motor failure data

International Nuclear Information System (INIS)

Jiang, R.

2010-01-01

Failure data are often modeled using continuous distributions. However, a discrete distribution can be appropriate for modeling interval or grouped data. When failure data come from a complex system, a simple discrete model can be inappropriate for modeling such data. This paper presents two types of discrete distributions. One is formed by exponentiating an underlying distribution, and the other is a two-fold competing risk model. The paper focuses on two special distributions: (a) exponentiated Poisson distribution and (b) competing risk model involving a geometric distribution and an exponentiated Poisson distribution. The competing risk model has a decreasing-followed-by-unimodal mass function and a bathtub-shaped failure rate. Five classical data sets on bus-motor failures can be simultaneously and appropriately fitted by a general 5-parameter competing risk model with the parameters being functions of the number of successive failures. The lifetime and aging characteristics of the fitted distribution are analyzed.

Image Retrieval Algorithm Based on Discrete Fractional Transforms

Science.gov (United States)

Jindal, Neeru; Singh, Kulbir

2013-06-01

The discrete fractional transforms is a signal processing tool which suggests computational algorithms and solutions to various sophisticated applications. In this paper, a new technique to retrieve the encrypted and scrambled image based on discrete fractional transforms has been proposed. Two-dimensional image was encrypted using discrete fractional transforms with three fractional orders and two random phase masks placed in the two intermediate planes. The significant feature of discrete fractional transforms benefits from its extra degree of freedom that is provided by its fractional orders. Security strength was enhanced (1024!)4 times by scrambling the encrypted image. In decryption process, image retrieval is sensitive for both correct fractional order keys and scrambling algorithm. The proposed approach make the brute force attack infeasible. Mean square error and relative error are the recital parameters to verify validity of proposed method.

Generating Realistic Labelled, Weighted Random Graphs

Directory of Open Access Journals (Sweden)

Michael Charles Davis

2015-12-01

Full Text Available Generative algorithms for random graphs have yielded insights into the structure and evolution of real-world networks. Most networks exhibit a well-known set of properties, such as heavy-tailed degree distributions, clustering and community formation. Usually, random graph models consider only structural information, but many real-world networks also have labelled vertices and weighted edges. In this paper, we present a generative model for random graphs with discrete vertex labels and numeric edge weights. The weights are represented as a set of Beta Mixture Models (BMMs with an arbitrary number of mixtures, which are learned from real-world networks. We propose a Bayesian Variational Inference (VI approach, which yields an accurate estimation while keeping computation times tractable. We compare our approach to state-of-the-art random labelled graph generators and an earlier approach based on Gaussian Mixture Models (GMMs. Our results allow us to draw conclusions about the contribution of vertex labels and edge weights to graph structure.

Problem of uniqueness in the renewal process generated by the uniform distribution

Directory of Open Access Journals (Sweden)

D. Ugrin-Šparac

1992-01-01

Full Text Available The renewal process generated by the uniform distribution, when interpreted as a transformation of the uniform distribution into a discrete distribution, gives rise to the question of uniqueness of the inverse image. The paper deals with a particular problem from the described domain, that arose in the construction of a complex stochastic test intended to evaluate pseudo-random number generators. The connection of the treated problem with the question of a unique integral representation of Gamma-function is also mentioned.

A random sampling procedure for anisotropic distributions

International Nuclear Information System (INIS)

Nagrajan, P.S.; Sethulakshmi, P.; Raghavendran, C.P.; Bhatia, D.P.

1975-01-01

A procedure is described for sampling the scattering angle of neutrons as per specified angular distribution data. The cosine of the scattering angle is written as a double Legendre expansion in the incident neutron energy and a random number. The coefficients of the expansion are given for C, N, O, Si, Ca, Fe and Pb and these elements are of interest in dosimetry and shielding. (author)

Control of Discrete-Event Systems Automata and Petri Net Perspectives

CERN Document Server

Silva, Manuel; Schuppen, Jan

2013-01-01

Control of Discrete-event Systems provides a survey of the most important topics in the discrete-event systems theory with particular focus on finite-state automata, Petri nets and max-plus algebra. Coverage ranges from introductory material on the basic notions and definitions of discrete-event systems to more recent results. Special attention is given to results on supervisory control, state estimation and fault diagnosis of both centralized and distributed/decentralized systems developed in the framework of the Distributed Supervisory Control of Large Plants (DISC) project. Later parts of the text are devoted to the study of congested systems though fluidization, an over approximation allowing a much more efficient study of observation and control problems of timed Petri nets. Finally, the max-plus algebraic approach to the analysis and control of choice-free systems is also considered. Control of Discrete-event Systems provides an introduction to discrete-event systems for readers that are not familiar wi...

Discrete mKdV and discrete sine-Gordon flows on discrete space curves

International Nuclear Information System (INIS)

Inoguchi, Jun-ichi; Kajiwara, Kenji; Matsuura, Nozomu; Ohta, Yasuhiro

2014-01-01

In this paper, we consider the discrete deformation of the discrete space curves with constant torsion described by the discrete mKdV or the discrete sine-Gordon equations, and show that it is formulated as the torsion-preserving equidistant deformation on the osculating plane which satisfies the isoperimetric condition. The curve is reconstructed from the deformation data by using the Sym–Tafel formula. The isoperimetric equidistant deformation of the space curves does not preserve the torsion in general. However, it is possible to construct the torsion-preserving deformation by tuning the deformation parameters. Further, it is also possible to make an arbitrary choice of the deformation described by the discrete mKdV equation or by the discrete sine-Gordon equation at each step. We finally show that the discrete deformation of discrete space curves yields the discrete K-surfaces. (paper)

Discrete Curvatures and Discrete Minimal Surfaces

KAUST Repository

Sun, Xiang

2012-06-01

This thesis presents an overview of some approaches to compute Gaussian and mean curvature on discrete surfaces and discusses discrete minimal surfaces. The variety of applications of differential geometry in visualization and shape design leads to great interest in studying discrete surfaces. With the rich smooth surface theory in hand, one would hope that this elegant theory can still be applied to the discrete counter part. Such a generalization, however, is not always successful. While discrete surfaces have the advantage of being finite dimensional, thus easier to treat, their geometric properties such as curvatures are not well defined in the classical sense. Furthermore, the powerful calculus tool can hardly be applied. The methods in this thesis, including angular defect formula, cotangent formula, parallel meshes, relative geometry etc. are approaches based on offset meshes or generalized offset meshes. As an important application, we discuss discrete minimal surfaces and discrete Koenigs meshes.

Correlated random sampling for multivariate normal and log-normal distributions

International Nuclear Information System (INIS)

Žerovnik, Gašper; Trkov, Andrej; Kodeli, Ivan A.

2012-01-01

A method for correlated random sampling is presented. Representative samples for multivariate normal or log-normal distribution can be produced. Furthermore, any combination of normally and log-normally distributed correlated variables may be sampled to any requested accuracy. Possible applications of the method include sampling of resonance parameters which are used for reactor calculations.

Distributed Synchronization in Networks of Agent Systems With Nonlinearities and Random Switchings.

Science.gov (United States)

Tang, Yang; Gao, Huijun; Zou, Wei; Kurths, Jürgen

2013-02-01

In this paper, the distributed synchronization problem of networks of agent systems with controllers and nonlinearities subject to Bernoulli switchings is investigated. Controllers and adaptive updating laws injected in each vertex of networks depend on the state information of its neighborhood. Three sets of Bernoulli stochastic variables are introduced to describe the occurrence probabilities of distributed adaptive controllers, updating laws and nonlinearities, respectively. By the Lyapunov functions method, we show that the distributed synchronization of networks composed of agent systems with multiple randomly occurring nonlinearities, multiple randomly occurring controllers, and multiple randomly occurring updating laws can be achieved in mean square under certain criteria. The conditions derived in this paper can be solved by semi-definite programming. Moreover, by mathematical analysis, we find that the coupling strength, the probabilities of the Bernoulli stochastic variables, and the form of nonlinearities have great impacts on the convergence speed and the terminal control strength. The synchronization criteria and the observed phenomena are demonstrated by several numerical simulation examples. In addition, the advantage of distributed adaptive controllers over conventional adaptive controllers is illustrated.

A study of MRI gradient echo signals from discrete magnetic particles with considerations of several parameters in simulations.

Science.gov (United States)

Kokeny, Paul; Cheng, Yu-Chung N; Xie, He

2018-05-01

Modeling MRI signal behaviors in the presence of discrete magnetic particles is important, as magnetic particles appear in nanoparticle labeled cells, contrast agents, and other biological forms of iron. Currently, many models that take into account the discrete particle nature in a system have been used to predict magnitude signal decays in the form of R2* or R2' from one single voxel. Little work has been done for predicting phase signals. In addition, most calculations of phase signals rely on the assumption that a system containing discrete particles behaves as a continuous medium. In this work, numerical simulations are used to investigate MRI magnitude and phase signals from discrete particles, without diffusion effects. Factors such as particle size, number density, susceptibility, volume fraction, particle arrangements for their randomness, and field of view have been considered in simulations. The results are compared to either a ground truth model, theoretical work based on continuous mediums, or previous literature. Suitable parameters used to model particles in several voxels that lead to acceptable magnetic field distributions around particle surfaces and accurate MR signals are identified. The phase values as a function of echo time from a central voxel filled by particles can be significantly different from those of a continuous cubic medium. However, a completely random distribution of particles can lead to an R2' value which agrees with the prediction from the static dephasing theory. A sphere with a radius of at least 4 grid points used in simulations is found to be acceptable to generate MR signals equivalent from a larger sphere. Increasing number of particles with a fixed volume fraction in simulations reduces the resulting variance in the phase behavior, and converges to almost the same phase value for different particle numbers at each echo time. The variance of phase values is also reduced when increasing the number of particles in a fixed

A Local-Realistic Model of Quantum Mechanics Based on a Discrete Spacetime

Science.gov (United States)

Sciarretta, Antonio

2018-01-01

This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on probabilities, in particular assuming a discrete spacetime under the form of a Euclidean lattice. Individual (spinless) particle trajectories are described as random walks. Transition probabilities are simple functions of a few quantities that are either randomly associated to the particles during their preparation, or stored in the lattice nodes they visit during the walk. QM predictions are retrieved as probability distributions of similarly-prepared ensembles of particles. The scenarios considered to assess the model comprise of free particle, constant external force, harmonic oscillator, particle in a box, the Delta potential, particle on a ring, particle on a sphere and include quantization of energy levels and angular momentum, as well as momentum entanglement.

Random-growth urban model with geographical fitness

Science.gov (United States)

Kii, Masanobu; Akimoto, Keigo; Doi, Kenji

2012-12-01

This paper formulates a random-growth urban model with a notion of geographical fitness. Using techniques of complex-network theory, we study our system as a type of preferential-attachment model with fitness, and we analyze its macro behavior to clarify the properties of the city-size distributions it predicts. First, restricting the geographical fitness to take positive values and using a continuum approach, we show that the city-size distributions predicted by our model asymptotically approach Pareto distributions with coefficients greater than unity. Then, allowing the geographical fitness to take negative values, we perform local coefficient analysis to show that the predicted city-size distributions can deviate from Pareto distributions, as is often observed in actual city-size distributions. As a result, the model we propose can generate a generic class of city-size distributions, including but not limited to Pareto distributions. For applications to city-population projections, our simple model requires randomness only when new cities are created, not during their subsequent growth. This property leads to smooth trajectories of city population growth, in contrast to other models using Gibrat’s law. In addition, a discrete form of our dynamical equations can be used to estimate past city populations based on present-day data; this fact allows quantitative assessment of the performance of our model. Further study is needed to determine appropriate formulas for the geographical fitness.

Statistics for Ratios of Rayleigh, Rician, Nakagami-m, and Weibull Distributed Random Variables

Directory of Open Access Journals (Sweden)

Dragana Č. Pavlović

2013-01-01

Full Text Available The distributions of ratios of random variables are of interest in many areas of the sciences. In this brief paper, we present the joint probability density function (PDF and PDF of maximum of ratios μ1=R1/r1 and μ2=R2/r2 for the cases where R1, R2, r1, and r2 are Rayleigh, Rician, Nakagami-m, and Weibull distributed random variables. Random variables R1 and R2, as well as random variables r1 and r2, are correlated. Ascertaining on the suitability of the Weibull distribution to describe fading in both indoor and outdoor environments, special attention is dedicated to the case of Weibull random variables. For this case, analytical expressions for the joint PDF, PDF of maximum, PDF of minimum, and product moments of arbitrary number of ratios μi=Ri/ri, i=1,…,L are obtained. Random variables in numerator, Ri, as well as random variables in denominator, ri, are exponentially correlated. To the best of the authors' knowledge, analytical expressions for the PDF of minimum and product moments of {μi}i=1L are novel in the open technical literature. The proposed mathematical analysis is complemented by various numerical results. An application of presented theoretical results is illustrated with respect to performance assessment of wireless systems.

Introduction to probability with Mathematica

CERN Document Server

Hastings, Kevin J

2009-01-01

Discrete ProbabilityThe Cast of Characters Properties of Probability Simulation Random SamplingConditional ProbabilityIndependenceDiscrete DistributionsDiscrete Random Variables, Distributions, and ExpectationsBernoulli and Binomial Random VariablesGeometric and Negative Binomial Random Variables Poisson DistributionJoint, Marginal, and Conditional Distributions More on ExpectationContinuous ProbabilityFrom the Finite to the (Very) Infinite Continuous Random Variables and DistributionsContinuous ExpectationContinuous DistributionsThe Normal Distribution Bivariate Normal DistributionNew Random Variables from OldOrder Statistics Gamma DistributionsChi-Square, Student's t, and F-DistributionsTransformations of Normal Random VariablesAsymptotic TheoryStrong and Weak Laws of Large Numbers Central Limit TheoremStochastic Processes and ApplicationsMarkov ChainsPoisson Processes QueuesBrownian MotionFinancial MathematicsAppendixIntroduction to Mathematica Glossary of Mathematica Commands for Probability Short Answers...

Multicomponent mass transport model: theory and numerical implementation (discrete-parcel-random-walk version)

International Nuclear Information System (INIS)

Ahlstrom, S.W.; Foote, H.P.; Arnett, R.C.; Cole, C.R.; Serne, R.J.

1977-05-01

The Multicomponent Mass Transfer (MMT) Model is a generic computer code, currently in its third generation, that was developed to predict the movement of radiocontaminants in the saturated and unsaturated sediments of the Hanford Site. This model was designed to use the water movement patterns produced by the unsaturated and saturated flow models coupled with dispersion and soil-waste reaction submodels to predict contaminant transport. This report documents the theorical foundation and the numerical solution procedure of the current (third) generation of the MMT Model. The present model simulates mass transport processes using an analog referred to as the Discrete-Parcel-Random-Walk (DPRW) algorithm. The basic concepts of this solution technique are described and the advantages and disadvantages of the DPRW scheme are discussed in relation to more conventional numerical techniques such as the finite-difference and finite-element methods. Verification of the numerical algorithm is demonstrated by comparing model results with known closed-form solutions. A brief error and sensitivity analysis of the algorithm with respect to numerical parameters is also presented. A simulation of the tritium plume beneath the Hanford Site is included to illustrate the use of the model in a typical application. 32 figs

Effects of Macroion Geometry and Charge Discretization in Charge Reversal

OpenAIRE

Mukherjee, Arup K.

2008-01-01

The effects of discrete macroion surface charge distribution and valences of these surface charges and counterions on charge reversal have been studied for macroions of three different geometries and compared with those of continuous surface charge distributions. The geometry of the macroion has been observed to play an important role in overcharging in these cases. The interplay of valences of discrete microions and counterions have noticeable effects on overcharging efficiency. For some val...

Generating log-normally distributed random numbers by using the Ziggurat algorithm

International Nuclear Information System (INIS)

Choi, Jong Soo

2016-01-01

Uncertainty analyses are usually based on the Monte Carlo method. Using an efficient random number generator(RNG) is a key element in success of Monte Carlo simulations. Log-normal distributed variates are very typical in NPP PSAs. This paper proposes an approach to generate log normally distributed variates based on the Ziggurat algorithm and evaluates the efficiency of the proposed Ziggurat RNG. The proposed RNG can be helpful to improve the uncertainty analysis of NPP PSAs. This paper focuses on evaluating the efficiency of the Ziggurat algorithm from a NPP PSA point of view. From this study, we can draw the following conclusions. - The Ziggurat algorithm is one of perfect random number generators to product normal distributed variates. - The Ziggurat algorithm is computationally much faster than the most commonly used method, Marsaglia polar method

CONVERGENCE OF THE FRACTIONAL PARTS OF THE RANDOM VARIABLES TO THE TRUNCATED EXPONENTIAL DISTRIBUTION

Directory of Open Access Journals (Sweden)

Bogdan Gheorghe Munteanu

2013-01-01

Full Text Available Using the stochastic approximations, in this paper it was studiedthe convergence in distribution of the fractional parts of the sum of random variables to the truncated exponential distribution with parameter lambda. This fact is feasible by means of the Fourier-Stieltjes sequence (FSS of the random variable.

Analysis of stochastic effects in Kaldor-type business cycle discrete model

Science.gov (United States)

Bashkirtseva, Irina; Ryashko, Lev; Sysolyatina, Anna

2016-07-01

We study nonlinear stochastic phenomena in the discrete Kaldor model of business cycles. A numerical parametric analysis of stochastically forced attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is modeled by confidence domains. The phenomenon of noise-induced transitions ;chaos-order; is discussed.

The effect of spatial discretization in LWR cell calculations with HELIOS 1.9

International Nuclear Information System (INIS)

Merk, B.; Koch, R.

2008-01-01

Cell and lattice calculations are the basis for all deterministic static and transient 3D full core calculations. The spatial discretization used for the cell and lattice calculations influences the results for these transport solutions significantly. The arising differences in the neutron flux distribution due to different spatial discretization are demonstrated. These differences in the flux distribution cause significant changes in the kinf value. An evaluation of the kinf value for the case of infinitely fine discretization is made. The influence of the discretization on the calculation of homogenized few group cross sections which are forwarded to the 3D full core calculations is investigated. Strategies for improving the discretization are developed and their influence on the calculation time is evaluated. (Authors)

Foundations of the probabilistic mechanics of discrete media

CERN Document Server

Axelrad, D R

1984-01-01

This latest volume in the Foundations & Philosophy of Science & Technology series provides an account of probabilistic functional analysis and shows its applicability in the formulation of the behaviour of discrete media with the inclusion of microstructural effects. Although quantum mechanics have long been recognized as a stochastic theory, the introduction of probabilistic concepts and principles to classical mechanics has in general not been attempted. In this study the author takes the view that the significant field quantities of a discrete medium are random variables or functions of s

Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory

Science.gov (United States)

Pato, Mauricio P.; Oshanin, Gleb

2013-03-01

We study the probability distribution function P(β)n(w) of the Schmidt-like random variable w = x21/(∑j = 1nx2j/n), where xj, (j = 1, 2, …, n), are unordered eigenvalues of a given n × n β-Gaussian random matrix, β being the Dyson symmetry index. This variable, by definition, can be considered as a measure of how any individual (randomly chosen) eigenvalue deviates from the arithmetic mean value of all eigenvalues of a given random matrix, and its distribution is calculated with respect to the ensemble of such β-Gaussian random matrices. We show that in the asymptotic limit n → ∞ and for arbitrary β the distribution P(β)n(w) converges to the Marčenko-Pastur form, i.e. is defined as P_{n}^{( \\beta )}(w) \\sim \\sqrt{(4 - w)/w} for w ∈ [0, 4] and equals zero outside of the support, despite the fact that formally w is defined on the interval [0, n]. Furthermore, for Gaussian unitary ensembles (β = 2) we present exact explicit expressions for P(β = 2)n(w) which are valid for arbitrary n and analyse their behaviour.

Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory

International Nuclear Information System (INIS)

Pato, Mauricio P; Oshanin, Gleb

2013-01-01

We study the probability distribution function P (β) n (w) of the Schmidt-like random variable w = x 2 1 /(∑ j=1 n x 2 j /n), where x j , (j = 1, 2, …, n), are unordered eigenvalues of a given n × n β-Gaussian random matrix, β being the Dyson symmetry index. This variable, by definition, can be considered as a measure of how any individual (randomly chosen) eigenvalue deviates from the arithmetic mean value of all eigenvalues of a given random matrix, and its distribution is calculated with respect to the ensemble of such β-Gaussian random matrices. We show that in the asymptotic limit n → ∞ and for arbitrary β the distribution P (β) n (w) converges to the Marčenko–Pastur form, i.e. is defined as P n (β) (w)∼√((4 - w)/w) for w ∈ [0, 4] and equals zero outside of the support, despite the fact that formally w is defined on the interval [0, n]. Furthermore, for Gaussian unitary ensembles (β = 2) we present exact explicit expressions for P (β=2) n (w) which are valid for arbitrary n and analyse their behaviour. (paper)

Distribution of copper and other elements in ryegrass roots, determined with a scanning proton microprobe

International Nuclear Information System (INIS)

Mazzolini, A.P.; Legge, G.J.F.

1982-01-01

A scanning proton microprobe has been used to determine the distribution of Cu and other elements in Wimmera ryegrass roots grown in solution cultures. Cu was found to be localized on or near the surface of the roots in randomly distributed discrete zones. The distribution of Cu was partially correlated with those of Fe, P and Ca and possibly indicates some form of association; co-precipitation in a precipitate of ferric phosphate or hydroxy-oxide is favoured

Bayesian estimation of the discrete coefficient of determination.

Science.gov (United States)

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

Discrete variable theory of triatomic photodissociation

International Nuclear Information System (INIS)

Heather, R.W.; Light, J.C.

1983-01-01

The coupled equations describing the photodissociation process are expressed in the discrete variable representation (DVR) in which the coupled equations are labeled by quadrature points rather than by internal basis functions. A large reduction in the dimensionality of the coupled equations can be realized since the spatially localized bound state nuclear wave function vanishes at most of the quadrature points, making only certain orientations of the fragments important in the region of strong interaction (small separation). The discrete variable theory of photodissociation is applied to the model dissociation of bent HCN in which the CN fragment is treated as a rigid rotor. The truncated DVR rotational distributions are compared with the exact close coupled rotational distributions, and excellent agreement with greatly reduced dimensionality of the equations is found

Fermi-dirac and random carrier distributions in quantum dot lasers

International Nuclear Information System (INIS)

Hutchings, M.; Smowton, P. M.; Blood, P.; O'Driscoll, I.

2014-01-01

Using experimental gain and emission measurements as functions of temperature, a method is described to characterise the carrier distribution of radiative states in a quantum dot (QD) laser structure in terms of a temperature. This method is independent of the form of the inhomogeneous dot distribution. A thermal distribution at the lattice temperature is found between 200 and 300 K. Below 200 K the characteristic temperature exceeds the lattice temperature and the distribution becomes random below about 60 K. This enables the temperature range for which Fermi-Dirac statistics are applicable in QD laser threshold calculations to be identified

The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes

DEFF Research Database (Denmark)

Mikosch, Thomas Valentin; Moser, Martin

2013-01-01

We investigate the maximum increment of a random walk with heavy-tailed jump size distribution. Here heavy-tailedness is understood as regular variation of the finite-dimensional distributions. The jump sizes constitute a strictly stationary sequence. Using a continuous mapping argument acting...... on the point processes of the normalized jump sizes, we prove that the maximum increment of the random walk converges in distribution to a Fréchet distributed random variable....

On stochastic differential equations with random delay

International Nuclear Information System (INIS)

Krapivsky, P L; Luck, J M; Mallick, K

2011-01-01

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

Stability analysis of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time varying delays

International Nuclear Information System (INIS)

Ali, M. Syed

2014-01-01

In this paper, the global asymptotic stability problem of Markovian jumping stochastic Cohen—Grossberg neural networks with discrete and distributed time-varying delays (MJSCGNNs) is considered. A novel LMI-based stability criterion is obtained by constructing a new Lyapunov functional to guarantee the asymptotic stability of MJSCGNNs. Our results can be easily verified and they are also less restrictive than previously known criteria and can be applied to Cohen—Grossberg neural networks, recurrent neural networks, and cellular neural networks. Finally, the proposed stability conditions are demonstrated with numerical examples

Inference for the Bivariate and Multivariate Hidden Truncated Pareto(type II) and Pareto(type IV) Distribution and Some Measures of Divergence Related to Incompatibility of Probability Distribution

Science.gov (United States)

Ghosh, Indranil

2011-01-01

Consider a discrete bivariate random variable (X, Y) with possible values x[subscript 1], x[subscript 2],..., x[subscript I] for X and y[subscript 1], y[subscript 2],..., y[subscript J] for Y. Further suppose that the corresponding families of conditional distributions, for X given values of Y and of Y for given values of X are available. We…

Multiscale Path Metrics for the Analysis of Discrete Geometric Structures

Science.gov (United States)

2017-11-30

Report: Multiscale Path Metrics for the Analysis of Discrete Geometric Structures The views, opinions and/or findings contained in this report are those...Analysis of Discrete Geometric Structures Report Term: 0-Other Email: tomasi@cs.duke.edu Distribution Statement: 1-Approved for public release

Evaluating the Use of Random Distribution Theory to Introduce Statistical Inference Concepts to Business Students

Science.gov (United States)

Larwin, Karen H.; Larwin, David A.

2011-01-01

Bootstrapping methods and random distribution methods are increasingly recommended as better approaches for teaching students about statistical inference in introductory-level statistics courses. The authors examined the effect of teaching undergraduate business statistics students using random distribution and bootstrapping simulations. It is the…

Elements of random walk and diffusion processes

CERN Document Server

Ibe, Oliver C

2013-01-01

Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic

Thermodynamic method for generating random stress distributions on an earthquake fault

Science.gov (United States)

Barall, Michael; Harris, Ruth A.

2012-01-01

This report presents a new method for generating random stress distributions on an earthquake fault, suitable for use as initial conditions in a dynamic rupture simulation. The method employs concepts from thermodynamics and statistical mechanics. A pattern of fault slip is considered to be analogous to a micro-state of a thermodynamic system. The energy of the micro-state is taken to be the elastic energy stored in the surrounding medium. Then, the Boltzmann distribution gives the probability of a given pattern of fault slip and stress. We show how to decompose the system into independent degrees of freedom, which makes it computationally feasible to select a random state. However, due to the equipartition theorem, straightforward application of the Boltzmann distribution leads to a divergence which predicts infinite stress. To avoid equipartition, we show that the finite strength of the fault acts to restrict the possible states of the system. By analyzing a set of earthquake scaling relations, we derive a new formula for the expected power spectral density of the stress distribution, which allows us to construct a computer algorithm free of infinities. We then present a new technique for controlling the extent of the rupture by generating a random stress distribution thousands of times larger than the fault surface, and selecting a portion which, by chance, has a positive stress perturbation of the desired size. Finally, we present a new two-stage nucleation method that combines a small zone of forced rupture with a larger zone of reduced fracture energy.

Normal scheme for solving the transport equation independently of spatial discretization

International Nuclear Information System (INIS)

Zamonsky, O.M.

1993-01-01

To solve the discrete ordinates neutron transport equation, a general order nodal scheme is used, where nodes are allowed to have different orders of approximation and the whole system reaches a final order distribution. Independence in the election of system discretization and order of approximation is obtained without loss of accuracy. The final equations and the iterative method to reach a converged order solution were implemented in a two-dimensional computer code to solve monoenergetic, isotropic scattering, external source problems. Two benchmark problems were solved using different automatic selection order methods. Results show accurate solutions without spatial discretization, regardless of the initial selection of distribution order. (author)

A Research and Study Course for learning the concept of discrete randomvariable using Monte Carlo methods

Directory of Open Access Journals (Sweden)

Vicente D. Estruch

2017-08-01

Full Text Available The concept of random variable is a mathematical construct that presents some theoretical complexity. However, learning  this  concept  can  be  facilitated  if  it  is  presented  as  the  end  of  a  sequential  process  of  modeling  of  a  real event. More specifically, to learn the concept of discrete random variable, the Monte Carlo simulation can provide an extremely useful tool because in the process of modeling / simulation one can approach the theoretical concept of random variable, while the random variable is observed \\in action". This paper presents a Research and Study Course  (RSC  based  on  series  of  activities  related  to  random  variables  such  as  training  and  introduction  of  simulation  elements,  then  the  construction  of  the  model  is  presented,  which  is  the  substantial  part  of  the  activity, generating a random variable and its probability function. Starting from a simple situation related to reproduction and  survival  of  the  litter  of  a  rodent,  with  random  components,  step  by  step,  the  model  that  represents  the  real raised situation is built obtaining an \\original" random variable. In the intermediate stages of the construction of the model have a fundamental role the uniform discrete and binomial distributions. The trajectory of these stages allows reinforcing the concept of random variable while exploring the possibilities offered by Monte Carlo methods to  simulate  real  cases  and  the  simplicity  of  implementing  these  methods  by  means  of  the  Matlab© programming language.

SPANDOM - source projection analytic nodal discrete ordinates method

International Nuclear Information System (INIS)

Kim, Tae Hyeong; Cho, Nam Zin

1994-01-01

We describe a new discrete ordinates nodal method for the two-dimensional transport equation. We solve the discrete ordinates equation analytically after the source term is projected and represented in polynomials. The method is applied to two fast reactor benchmark problems and compared with the TWOHEX code. The results indicate that the present method accurately predicts not only multiplication factor but also flux distribution

Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution

Directory of Open Access Journals (Sweden)

Hare Krishna

2017-01-01

Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.

Discrete-Slots Models of Visual Working-Memory Response Times

Science.gov (United States)

Donkin, Christopher; Nosofsky, Robert M.; Gold, Jason M.; Shiffrin, Richard M.

2014-01-01

Much recent research has aimed to establish whether visual working memory (WM) is better characterized by a limited number of discrete all-or-none slots or by a continuous sharing of memory resources. To date, however, researchers have not considered the response-time (RT) predictions of discrete-slots versus shared-resources models. To complement the past research in this field, we formalize a family of mixed-state, discrete-slots models for explaining choice and RTs in tasks of visual WM change detection. In the tasks under investigation, a small set of visual items is presented, followed by a test item in 1 of the studied positions for which a change judgment must be made. According to the models, if the studied item in that position is retained in 1 of the discrete slots, then a memory-based evidence-accumulation process determines the choice and the RT; if the studied item in that position is missing, then a guessing-based accumulation process operates. Observed RT distributions are therefore theorized to arise as probabilistic mixtures of the memory-based and guessing distributions. We formalize an analogous set of continuous shared-resources models. The model classes are tested on individual subjects with both qualitative contrasts and quantitative fits to RT-distribution data. The discrete-slots models provide much better qualitative and quantitative accounts of the RT and choice data than do the shared-resources models, although there is some evidence for “slots plus resources” when memory set size is very small. PMID:24015956

Cluster analysis of European Y-chromosomal STR haplotypes using the discrete Laplace method

DEFF Research Database (Denmark)

Andersen, Mikkel Meyer; Eriksen, Poul Svante; Morling, Niels

2014-01-01

The European Y-chromosomal short tandem repeat (STR) haplotype distribution has previously been analysed in various ways. Here, we introduce a new way of analysing population substructure using a new method based on clustering within the discrete Laplace exponential family that models the probabi......The European Y-chromosomal short tandem repeat (STR) haplotype distribution has previously been analysed in various ways. Here, we introduce a new way of analysing population substructure using a new method based on clustering within the discrete Laplace exponential family that models...... the probability distribution of the Y-STR haplotypes. Creating a consistent statistical model of the haplotypes enables us to perform a wide range of analyses. Previously, haplotype frequency estimation using the discrete Laplace method has been validated. In this paper we investigate how the discrete Laplace...... method can be used for cluster analysis to further validate the discrete Laplace method. A very important practical fact is that the calculations can be performed on a normal computer. We identified two sub-clusters of the Eastern and Western European Y-STR haplotypes similar to results of previous...

A distribution-free newsvendor model with balking penalty and random yield

Directory of Open Access Journals (Sweden)

Chongfeng Lan

2015-05-01

Full Text Available Purpose: The purpose of this paper is to extend the analysis of the distribution-free newsvendor problem in an environment of customer balking, which occurs when customers are reluctant to buy a product if its available inventory falls below a threshold level. Design/methodology/approach: We provide a new tradeoff tool as a replacement of the traditional one to weigh the holding cost and the goodwill costs segment: in addition to the shortage penalty, we also introduce the balking penalty. Furthermore, we extend our model to the case of random yield. Findings: A model is presented for determining both an optimal order quantity and a lower bound on the profit under the worst possible distribution of the demand. We also study the effects of shortage penalty and the balking penalty on the optimal order quantity, which have been largely bypassed in the existing distribution free single period models with balking. Numerical examples are presented to illustrate the result. Originality/value: The incorporation of balking penalty and random yield represents an important improvement in inventory policy performance for distribution-free newsvendor problem when customer balking occurs and the distributional form of demand is unknown.

Online distribution channel increases article usage on Mendeley: a randomized controlled trial.

Science.gov (United States)

Kudlow, Paul; Cockerill, Matthew; Toccalino, Danielle; Dziadyk, Devin Bissky; Rutledge, Alan; Shachak, Aviv; McIntyre, Roger S; Ravindran, Arun; Eysenbach, Gunther

2017-01-01

Prior research shows that article reader counts (i.e. saves) on the online reference manager, Mendeley, correlate to future citations. There are currently no evidenced-based distribution strategies that have been shown to increase article saves on Mendeley. We conducted a 4-week randomized controlled trial to examine how promotion of article links in a novel online cross-publisher distribution channel (TrendMD) affect article saves on Mendeley. Four hundred articles published in the Journal of Medical Internet Research were randomized to either the TrendMD arm ( n  = 200) or the control arm ( n  = 200) of the study. Our primary outcome compares the 4-week mean Mendeley saves of articles randomized to TrendMD versus control. Articles randomized to TrendMD showed a 77% increase in article saves on Mendeley relative to control. The difference in mean Mendeley saves for TrendMD articles versus control was 2.7, 95% CI (2.63, 2.77), and statistically significant ( p  < 0.01). There was a positive correlation between pageviews driven by TrendMD and article saves on Mendeley (Spearman's rho r  = 0.60). This is the first randomized controlled trial to show how an online cross-publisher distribution channel (TrendMD) enhances article saves on Mendeley. While replication and further study are needed, these data suggest that cross-publisher article recommendations via TrendMD may enhance citations of scholarly articles.

Discrete Dynamics Lab

Science.gov (United States)

Wuensche, Andrew

DDLab is interactive graphics software for creating, visualizing, and analyzing many aspects of Cellular Automata, Random Boolean Networks, and Discrete Dynamical Networks in general and studying their behavior, both from the time-series perspective — space-time patterns, and from the state-space perspective — attractor basins. DDLab is relevant to research, applications, and education in the fields of complexity, self-organization, emergent phenomena, chaos, collision-based computing, neural networks, content addressable memory, genetic regulatory networks, dynamical encryption, generative art and music, and the study of the abstract mathematical/physical/dynamical phenomena in their own right.

Modified truncated randomized singular value decomposition (MTRSVD) algorithms for large scale discrete ill-posed problems with general-form regularization

Science.gov (United States)

Jia, Zhongxiao; Yang, Yanfei

2018-05-01

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: subject to , where L is a regularization matrix. Our algorithms are inspired by the modified truncated singular value decomposition (MTSVD) method, which suits only for small to medium scale problems, and randomized SVD (RSVD) algorithms that generate good low rank approximations to A. We use rank-k truncated randomized SVD (TRSVD) approximations to A by truncating the rank- RSVD approximations to A, where q is an oversampling parameter. The resulting algorithms are called modified TRSVD (MTRSVD) methods. At every step, we use the LSQR algorithm to solve the resulting inner least squares problem, which is proved to become better conditioned as k increases so that LSQR converges faster. We present sharp bounds for the approximation accuracy of the RSVDs and TRSVDs for severely, moderately and mildly ill-posed problems, and substantially improve a known basic bound for TRSVD approximations. We prove how to choose the stopping tolerance for LSQR in order to guarantee that the computed and exact best regularized solutions have the same accuracy. Numerical experiments illustrate that the best regularized solutions by MTRSVD are as accurate as the ones by the truncated generalized singular value decomposition (TGSVD) algorithm, and at least as accurate as those by some existing truncated randomized generalized singular value decomposition (TRGSVD) algorithms. This work was supported in part by the National Science Foundation of China (Nos. 11771249 and 11371219).

Laser absorption of carbon fiber reinforced polymer with randomly distributed carbon fibers

Science.gov (United States)

Hu, Jun; Xu, Hebing; Li, Chao

2018-03-01

Laser processing of carbon fiber reinforced polymer (CFRP) is a non-traditional machining method which has many prospective applications. The laser absorption characteristics of CFRP are analyzed in this paper. A ray tracing model describing the interaction of the laser spot with CFRP is established. The material model contains randomly distributed carbon fibers which are generated using an improved carbon fiber placement method. It was found that CFRP has good laser absorption due to multiple reflections of the light rays in the material’s microstructure. The randomly distributed carbon fibers make the absorptivity of the light rays change randomly in the laser spot. Meanwhile, the average absorptivity fluctuation is obvious during movement of the laser. The experimental measurements agree well with the values predicted by the ray tracing model.

A method for generating skewed random numbers using two overlapping uniform distributions

International Nuclear Information System (INIS)

Ermak, D.L.; Nasstrom, J.S.

1995-02-01

The objective of this work was to implement and evaluate a method for generating skewed random numbers using a combination of uniform random numbers. The method provides a simple and accurate way of generating skewed random numbers from the specified first three moments without an a priori specification of the probability density function. We describe the procedure for generating skewed random numbers from unifon-n random numbers, and show that it accurately produces random numbers with the desired first three moments over a range of skewness values. We also show that in the limit of zero skewness, the distribution of random numbers is an accurate approximation to the Gaussian probability density function. Future work win use this method to provide skewed random numbers for a Langevin equation model for diffusion in skewed turbulence

Micromechanical Modeling of Fiber-Reinforced Composites with Statistically Equivalent Random Fiber Distribution

Directory of Open Access Journals (Sweden)

Wenzhi Wang

2016-07-01

Full Text Available Modeling the random fiber distribution of a fiber-reinforced composite is of great importance for studying the progressive failure behavior of the material on the micro scale. In this paper, we develop a new algorithm for generating random representative volume elements (RVEs with statistical equivalent fiber distribution against the actual material microstructure. The realistic statistical data is utilized as inputs of the new method, which is archived through implementation of the probability equations. Extensive statistical analysis is conducted to examine the capability of the proposed method and to compare it with existing methods. It is found that the proposed method presents a good match with experimental results in all aspects including the nearest neighbor distance, nearest neighbor orientation, Ripley’s K function, and the radial distribution function. Finite element analysis is presented to predict the effective elastic properties of a carbon/epoxy composite, to validate the generated random representative volume elements, and to provide insights of the effect of fiber distribution on the elastic properties. The present algorithm is shown to be highly accurate and can be used to generate statistically equivalent RVEs for not only fiber-reinforced composites but also other materials such as foam materials and particle-reinforced composites.

Model-based Quantile Regression for Discrete Data

KAUST Repository

Padellini, Tullia

2018-04-10

Quantile regression is a class of methods voted to the modelling of conditional quantiles. In a Bayesian framework quantile regression has typically been carried out exploiting the Asymmetric Laplace Distribution as a working likelihood. Despite the fact that this leads to a proper posterior for the regression coefficients, the resulting posterior variance is however affected by an unidentifiable parameter, hence any inferential procedure beside point estimation is unreliable. We propose a model-based approach for quantile regression that considers quantiles of the generating distribution directly, and thus allows for a proper uncertainty quantification. We then create a link between quantile regression and generalised linear models by mapping the quantiles to the parameter of the response variable, and we exploit it to fit the model with R-INLA. We extend it also in the case of discrete responses, where there is no 1-to-1 relationship between quantiles and distribution\\'s parameter, by introducing continuous generalisations of the most common discrete variables (Poisson, Binomial and Negative Binomial) to be exploited in the fitting.

Exclusive many-particle diffusion in disordered media and correlation functions for random vertex models

International Nuclear Information System (INIS)

Schuetz, G.; Sandow, S.

1993-05-01

We consider systems of particles hopping stochastically on d-dimensional lattices with space-dependent probabilities. We map the master equation in a Fock space where the dynamics are given by a quantum Hamiltonian (continuous time) or a transfer matrix resp. (discrete time). We show that under certain conditions the time-dependent two-point density correlation function in N-particle steady state can be computed from the probability distribution of a single particle moving in the same environment. Focussing on exclusion models where the lattice site can be occupied by at most one particle we discuss as an example for such a stochastic process a generalized Heisenberg antiferromagnet where the strength of the spin-spin coupling in space-dependent. In discrete time one obtains for one dimensional systems the diagonal-to-diagonal transfer matrix of the two dimensional six vertex model with space dependent vertex weights. For a random distribution of the vertex weights one obtains a version of the random barrier model describing diffusion of particles in disordered media. We derive exact expressions for the average two-point density correlation function in the presence of weak, correlated disorder. (authors)

On a random area variable arising in discrete-time queues and compact directed percolation

International Nuclear Information System (INIS)

Kearney, Michael J

2004-01-01

A well-known discrete-time, single-server queueing system with mean arrival rate λ and mean departure rate μ is considered from the perspective of the area, A, swept out by the queue occupation process during a busy period. We determine the exact form of the tail of the distribution, Pr(A > x); in particular, we show that Pr(A > x) ∼ Cx -1/4 exp(-Dx 1/2 ) for all ρ ≠ 1, where ρ ≡ λ/μ, and expressions for C and D are given. For the critical case ρ = 1 we show that Pr(A > x) ∼ C'x -1/3 , with C' also given. A simple mapping, used in the derivation, establishes a connection with compact directed percolation on a square lattice. As a corollary, therefore, we are also able to specify the large-area asymptotic behaviour of this model at all points in the phase diagram. This extends previous scaling results, which are only valid close to the percolation threshold

Global stability of stochastic high-order neural networks with discrete and distributed delays

International Nuclear Information System (INIS)

Wang Zidong; Fang Jianan; Liu Xiaohui

2008-01-01

High-order neural networks can be considered as an expansion of Hopfield neural networks, and have stronger approximation property, faster convergence rate, greater storage capacity, and higher fault tolerance than lower-order neural networks. In this paper, the global asymptotic stability analysis problem is considered for a class of stochastic high-order neural networks with discrete and distributed time-delays. Based on an Lyapunov-Krasovskii functional and the stochastic stability analysis theory, several sufficient conditions are derived, which guarantee the global asymptotic convergence of the equilibrium point in the mean square. It is shown that the stochastic high-order delayed neural networks under consideration are globally asymptotically stable in the mean square if two linear matrix inequalities (LMIs) are feasible, where the feasibility of LMIs can be readily checked by the Matlab LMI toolbox. It is also shown that the main results in this paper cover some recently published works. A numerical example is given to demonstrate the usefulness of the proposed global stability criteria

Effect of the surface charge discretization on electric double layers. A Monte Carlo simulation study

OpenAIRE

Madurga Díez, Sergio; Martín-Molina, Alberto; Vilaseca i Font, Eudald; Mas i Pujadas, Francesc; Quesada-Pérez, Manuel

2007-01-01

The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups,a complete equivalence with the situation of uniformly distributed charge is found if profiles are...

Hessian eigenvalue distribution in a random Gaussian landscape

Science.gov (United States)

Yamada, Masaki; Vilenkin, Alexander

2018-03-01

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential minima. In particular, the stability of vacua and the dynamics of slow-roll inflation are sensitive to the magnitude of the smallest eigenvalues. The Hessian eigenvalue distribution has been studied earlier, using the saddle point approximation, in the leading order of 1/ N expansion, where N is the dimensionality of the landscape. This approximation, however, is insufficient for the small eigenvalue end of the spectrum, where sub-leading terms play a significant role. We extend the saddle point method to account for the sub-leading contributions. We also develop a new approach, where the eigenvalue distribution is found as an equilibrium distribution at the endpoint of a stochastic process (Dyson Brownian motion). The results of the two approaches are consistent in cases where both methods are applicable. We discuss the implications of our results for vacuum stability and slow-roll inflation in the landscape.

A Bayesian random effects discrete-choice model for resource selection: Population-level selection inference

Science.gov (United States)

Thomas, D.L.; Johnson, D.; Griffith, B.

2006-01-01

Modeling the probability of use of land units characterized by discrete and continuous measures, we present a Bayesian random-effects model to assess resource selection. This model provides simultaneous estimation of both individual- and population-level selection. Deviance information criterion (DIC), a Bayesian alternative to AIC that is sample-size specific, is used for model selection. Aerial radiolocation data from 76 adult female caribou (Rangifer tarandus) and calf pairs during 1 year on an Arctic coastal plain calving ground were used to illustrate models and assess population-level selection of landscape attributes, as well as individual heterogeneity of selection. Landscape attributes included elevation, NDVI (a measure of forage greenness), and land cover-type classification. Results from the first of a 2-stage model-selection procedure indicated that there is substantial heterogeneity among cow-calf pairs with respect to selection of the landscape attributes. In the second stage, selection of models with heterogeneity included indicated that at the population-level, NDVI and land cover class were significant attributes for selection of different landscapes by pairs on the calving ground. Population-level selection coefficients indicate that the pairs generally select landscapes with higher levels of NDVI, but the relationship is quadratic. The highest rate of selection occurs at values of NDVI less than the maximum observed. Results for land cover-class selections coefficients indicate that wet sedge, moist sedge, herbaceous tussock tundra, and shrub tussock tundra are selected at approximately the same rate, while alpine and sparsely vegetated landscapes are selected at a lower rate. Furthermore, the variability in selection by individual caribou for moist sedge and sparsely vegetated landscapes is large relative to the variability in selection of other land cover types. The example analysis illustrates that, while sometimes computationally intense, a

Electroless plating apparatus for discrete microsized particles

International Nuclear Information System (INIS)

Mayer, A.

1978-01-01

Method and apparatus are disclosed for producing very uniform coatings of a desired material on discrete microsized particles by electroless techniques. Agglomeration or bridging of the particles during the deposition process is prevented by imparting a sufficiently random motion to the particles that they are not in contact with each other for a time sufficient for such to occur

An efficient method of randomly sampling the coherent angular scatter distribution

International Nuclear Information System (INIS)

Williamson, J.F.; Morin, R.L.

1983-01-01

Monte Carlo simulations of photon transport phenomena require random selection of an interaction process at each collision site along the photon track. Possible choices are usually limited to photoelectric absorption and incoherent scatter as approximated by the Klein-Nishina distribution. A technique is described for sampling the coherent angular scatter distribution, for the benefit of workers in medical physics. (U.K.)

Robust output observer-based control of neutral uncertain systems with discrete and distributed time delays: LMI optimization approach

International Nuclear Information System (INIS)

Chen, J.-D.

2007-01-01

In this paper, the robust control problem of output dynamic observer-based control for a class of uncertain neutral systems with discrete and distributed time delays is considered. Linear matrix inequality (LMI) optimization approach is used to design the new output dynamic observer-based controls. Three classes of observer-based controls are proposed and the maximal perturbed bound is given. Based on the results of this paper, the constraint of matrix equality is not necessary for designing the observer-based controls. Finally, a numerical example is given to illustrate the usefulness of the proposed method

Discrete dispersion models and their Tweedie asymptotics

DEFF Research Database (Denmark)

Jørgensen, Bent; Kokonendji, Célestin C.

2016-01-01

The paper introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The equidispersed Poisson model has a special place in this ap......The paper introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The equidispersed Poisson model has a special place...... in this approach, whereas several overdispersed discrete distributions, such as the Neyman Type A, Pólya-Aeppli, negative binomial and Poisson-inverse Gaussian, turn out to be Poisson-Tweedie factorial dispersion models with power dispersion functions, analogous to ordinary Tweedie exponential dispersion models...... with power variance functions. Using the factorial cumulant generating function as tool, we introduce a dilation operation as a discrete analogue of scaling, generalizing binomial thinning. The Poisson-Tweedie factorial dispersion models are closed under dilation, which in turn leads to a Poisson...

Discrete Mathematics

DEFF Research Database (Denmark)

Sørensen, John Aasted

2011-01-01

The objectives of Discrete Mathematics (IDISM2) are: The introduction of the mathematics needed for analysis, design and verification of discrete systems, including the application within programming languages for computer systems. Having passed the IDISM2 course, the student will be able...... to accomplish the following: -Understand and apply formal representations in discrete mathematics. -Understand and apply formal representations in problems within discrete mathematics. -Understand methods for solving problems in discrete mathematics. -Apply methods for solving problems in discrete mathematics......; construct a finite state machine for a given application. Apply these concepts to new problems. The teaching in Discrete Mathematics is a combination of sessions with lectures and students solving problems, either manually or by using Matlab. Furthermore a selection of projects must be solved and handed...

A note on identification in discrete choice models with partial observability

DEFF Research Database (Denmark)

Fosgerau, Mogens; Ranjan, Abhishek

2017-01-01

This note establishes a new identification result for additive random utility discrete choice models. A decision-maker associates a random utility Uj+ mj to each alternative in a finite set j∈ {1 , … , J} , where U= {U1, … , UJ} is unobserved by the researcher and random with an unknown joint dis...... for applications where choices are observed aggregated into groups while prices and attributes vary at the level of individual alternatives....

Baecklund transformations for discrete Painleve equations: Discrete PII-PV

International Nuclear Information System (INIS)

Sakka, A.; Mugan, U.

2006-01-01

Transformation properties of discrete Painleve equations are investigated by using an algorithmic method. This method yields explicit transformations which relates the solutions of discrete Painleve equations, discrete P II -P V , with different values of parameters. The particular solutions which are expressible in terms of the discrete analogue of the classical special functions of discrete Painleve equations can also be obtained from these transformations

Log-concave Probability Distributions: Theory and Statistical Testing

DEFF Research Database (Denmark)

An, Mark Yuing

1996-01-01

This paper studies the broad class of log-concave probability distributions that arise in economics of uncertainty and information. For univariate, continuous, and log-concave random variables we prove useful properties without imposing the differentiability of density functions. Discrete...... and multivariate distributions are also discussed. We propose simple non-parametric testing procedures for log-concavity. The test statistics are constructed to test one of the two implicati ons of log-concavity: increasing hazard rates and new-is-better-than-used (NBU) property. The test for increasing hazard...... rates are based on normalized spacing of the sample order statistics. The tests for NBU property fall into the category of Hoeffding's U-statistics...

Inferring gene networks from discrete expression data

KAUST Repository

Zhang, L.

2013-07-18

The modeling of gene networks from transcriptional expression data is an important tool in biomedical research to reveal signaling pathways and to identify treatment targets. Current gene network modeling is primarily based on the use of Gaussian graphical models applied to continuous data, which give a closedformmarginal likelihood. In this paper,we extend network modeling to discrete data, specifically data from serial analysis of gene expression, and RNA-sequencing experiments, both of which generate counts of mRNAtranscripts in cell samples.We propose a generalized linear model to fit the discrete gene expression data and assume that the log ratios of the mean expression levels follow a Gaussian distribution.We restrict the gene network structures to decomposable graphs and derive the graphs by selecting the covariance matrix of the Gaussian distribution with the hyper-inverse Wishart priors. Furthermore, we incorporate prior network models based on gene ontology information, which avails existing biological information on the genes of interest. We conduct simulation studies to examine the performance of our discrete graphical model and apply the method to two real datasets for gene network inference. © The Author 2013. Published by Oxford University Press. All rights reserved.

Critical thresholds for eventual extinction in randomly disturbed population growth models.

Science.gov (United States)

Peckham, Scott D; Waymire, Edward C; De Leenheer, Patrick

2018-02-16

This paper considers several single species growth models featuring a carrying capacity, which are subject to random disturbances that lead to instantaneous population reduction at the disturbance times. This is motivated in part by growing concerns about the impacts of climate change. Our main goal is to understand whether or not the species can persist in the long run. We consider the discrete-time stochastic process obtained by sampling the system immediately after the disturbances, and find various thresholds for several modes of convergence of this discrete process, including thresholds for the absence or existence of a positively supported invariant distribution. These thresholds are given explicitly in terms of the intensity and frequency of the disturbances on the one hand, and the population's growth characteristics on the other. We also perform a similar threshold analysis for the original continuous-time stochastic process, and obtain a formula that allows us to express the invariant distribution for this continuous-time process in terms of the invariant distribution of the discrete-time process, and vice versa. Examples illustrate that these distributions can differ, and this sends a cautionary message to practitioners who wish to parameterize these and related models using field data. Our analysis relies heavily on a particular feature shared by all the deterministic growth models considered here, namely that their solutions exhibit an exponentially weighted averaging property between a function of the initial condition, and the same function applied to the carrying capacity. This property is due to the fact that these systems can be transformed into affine systems.

Discrete Pathophysiology is Uncommon in Patients with Nonspecific Arm Pain.

Science.gov (United States)

Kortlever, Joost T P; Janssen, Stein J; Molleman, Jeroen; Hageman, Michiel G J S; Ring, David

2016-06-01

Nonspecific symptoms are common in all areas of medicine. Patients and caregivers can be frustrated when an illness cannot be reduced to a discrete pathophysiological process that corresponds with the symptoms. We therefore asked the following questions: 1) Which demographic factors and psychological comorbidities are associated with change from an initial diagnosis of nonspecific arm pain to eventual identification of discrete pathophysiology that corresponds with symptoms? 2) What is the percentage of patients eventually diagnosed with discrete pathophysiology, what are those pathologies, and do they account for the symptoms? We evaluated 634 patients with an isolated diagnosis of nonspecific upper extremity pain to see if discrete pathophysiology was diagnosed on subsequent visits to the same hand surgeon, a different hand surgeon, or any physician within our health system for the same pain. There were too few patients with discrete pathophysiology at follow-up to address the primary study question. Definite discrete pathophysiology that corresponded with the symptoms was identified in subsequent evaluations by the index surgeon in one patient (0.16% of all patients) and cured with surgery (nodular fasciitis). Subsequent doctors identified possible discrete pathophysiology in one patient and speculative pathophysiology in four patients and the index surgeon identified possible discrete pathophysiology in four patients, but the five discrete diagnoses accounted for only a fraction of the symptoms. Nonspecific diagnoses are not harmful. Prospective randomized research is merited to determine if nonspecific, descriptive diagnoses are better for patients than specific diagnoses that imply pathophysiology in the absence of discrete verifiable pathophysiology.

An analysis of infiltration with moisture content distribution in a two-dimensional discretized water content domain

KAUST Repository

Yu, Han; Douglas, Craig C.

2014-01-01

On the basis of unsaturated Darcy's law, the Talbot-Ogden method provides a fast unconditional mass conservative algorithm to simulate groundwater infiltration in various unsaturated soil textures. Unlike advanced reservoir modelling methods that compute unsaturated flow in space, it only discretizes the moisture content domain into a suitable number of bins so that the vertical water movement is estimated piecewise in each bin. The dimensionality of the moisture content domain is extended from one dimensional to two dimensional in this study, which allows us to distinguish pore shapes within the same moisture content range. The vertical movement of water in the extended model imitates the infiltration phase in the Talbot-Ogden method. However, the difference in this extension is the directional redistribution, which represents the horizontal inter-bin flow and causes the water content distribution to have an effect on infiltration. Using this extension, we mathematically analyse the general relationship between infiltration and the moisture content distribution associated with wetting front depths in different bins. We show that a more negatively skewed moisture content distribution can produce a longer ponding time, whereas a higher overall flux cannot be guaranteed in this situation. It is proven on the basis of the water content probability distribution independent of soil textures. To illustrate this analysis, we also present numerical examples for both fine and coarse soil textures.

An analysis of infiltration with moisture content distribution in a two-dimensional discretized water content domain

KAUST Repository

Yu, Han

2014-06-11

On the basis of unsaturated Darcy\\'s law, the Talbot-Ogden method provides a fast unconditional mass conservative algorithm to simulate groundwater infiltration in various unsaturated soil textures. Unlike advanced reservoir modelling methods that compute unsaturated flow in space, it only discretizes the moisture content domain into a suitable number of bins so that the vertical water movement is estimated piecewise in each bin. The dimensionality of the moisture content domain is extended from one dimensional to two dimensional in this study, which allows us to distinguish pore shapes within the same moisture content range. The vertical movement of water in the extended model imitates the infiltration phase in the Talbot-Ogden method. However, the difference in this extension is the directional redistribution, which represents the horizontal inter-bin flow and causes the water content distribution to have an effect on infiltration. Using this extension, we mathematically analyse the general relationship between infiltration and the moisture content distribution associated with wetting front depths in different bins. We show that a more negatively skewed moisture content distribution can produce a longer ponding time, whereas a higher overall flux cannot be guaranteed in this situation. It is proven on the basis of the water content probability distribution independent of soil textures. To illustrate this analysis, we also present numerical examples for both fine and coarse soil textures.

Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

OpenAIRE

Hiroyuki Kasahara; Katsumi Shimotsu

2006-01-01

In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...

Statistical distributions applications and parameter estimates

CERN Document Server

Thomopoulos, Nick T

2017-01-01

This book gives a description of the group of statistical distributions that have ample application to studies in statistics and probability.  Understanding statistical distributions is fundamental for researchers in almost all disciplines.  The informed researcher will select the statistical distribution that best fits the data in the study at hand.  Some of the distributions are well known to the general researcher and are in use in a wide variety of ways.  Other useful distributions are less understood and are not in common use.  The book describes when and how to apply each of the distributions in research studies, with a goal to identify the distribution that best applies to the study.  The distributions are for continuous, discrete, and bivariate random variables.  In most studies, the parameter values are not known a priori, and sample data is needed to estimate parameter values.  In other scenarios, no sample data is available, and the researcher seeks some insight that allows the estimate of ...

Random generation of RNA secondary structures according to native distributions

Directory of Open Access Journals (Sweden)

Nebel Markus E

2011-10-01

Full Text Available Abstract Background Random biological sequences are a topic of great interest in genome analysis since, according to a powerful paradigm, they represent the background noise from which the actual biological information must differentiate. Accordingly, the generation of random sequences has been investigated for a long time. Similarly, random object of a more complicated structure like RNA molecules or proteins are of interest. Results In this article, we present a new general framework for deriving algorithms for the non-uniform random generation of combinatorial objects according to the encoding and probability distribution implied by a stochastic context-free grammar. Briefly, the framework extends on the well-known recursive method for (uniform random generation and uses the popular framework of admissible specifications of combinatorial classes, introducing weighted combinatorial classes to allow for the non-uniform generation by means of unranking. This framework is used to derive an algorithm for the generation of RNA secondary structures of a given fixed size. We address the random generation of these structures according to a realistic distribution obtained from real-life data by using a very detailed context-free grammar (that models the class of RNA secondary structures by distinguishing between all known motifs in RNA structure. Compared to well-known sampling approaches used in several structure prediction tools (such as SFold ours has two major advantages: Firstly, after a preprocessing step in time O(n2 for the computation of all weighted class sizes needed, with our approach a set of m random secondary structures of a given structure size n can be computed in worst-case time complexity Om⋅n⋅ log(n while other algorithms typically have a runtime in O(m⋅n2. Secondly, our approach works with integer arithmetic only which is faster and saves us from all the discomforting details of using floating point arithmetic with

On H∞ Fault Estimator Design for Linear Discrete Time-Varying Systems under Unreliable Communication Link

Directory of Open Access Journals (Sweden)

Yueyang Li

2014-01-01

Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.

Random phenotypic variation of yeast (Saccharomyces cerevisiae) single-gene knockouts fits a double pareto-lognormal distribution.

Science.gov (United States)

Graham, John H; Robb, Daniel T; Poe, Amy R

2012-01-01

Distributed robustness is thought to influence the buffering of random phenotypic variation through the scale-free topology of gene regulatory, metabolic, and protein-protein interaction networks. If this hypothesis is true, then the phenotypic response to the perturbation of particular nodes in such a network should be proportional to the number of links those nodes make with neighboring nodes. This suggests a probability distribution approximating an inverse power-law of random phenotypic variation. Zero phenotypic variation, however, is impossible, because random molecular and cellular processes are essential to normal development. Consequently, a more realistic distribution should have a y-intercept close to zero in the lower tail, a mode greater than zero, and a long (fat) upper tail. The double Pareto-lognormal (DPLN) distribution is an ideal candidate distribution. It consists of a mixture of a lognormal body and upper and lower power-law tails. If our assumptions are true, the DPLN distribution should provide a better fit to random phenotypic variation in a large series of single-gene knockout lines than other skewed or symmetrical distributions. We fit a large published data set of single-gene knockout lines in Saccharomyces cerevisiae to seven different probability distributions: DPLN, right Pareto-lognormal (RPLN), left Pareto-lognormal (LPLN), normal, lognormal, exponential, and Pareto. The best model was judged by the Akaike Information Criterion (AIC). Phenotypic variation among gene knockouts in S. cerevisiae fits a double Pareto-lognormal (DPLN) distribution better than any of the alternative distributions, including the right Pareto-lognormal and lognormal distributions. A DPLN distribution is consistent with the hypothesis that developmental stability is mediated, in part, by distributed robustness, the resilience of gene regulatory, metabolic, and protein-protein interaction networks. Alternatively, multiplicative cell growth, and the mixing of

Electrolytic plating apparatus for discrete microsized particles

International Nuclear Information System (INIS)

Mayer, A.

1976-01-01

Method and apparatus are disclosed for electrolytically producing very uniform coatings of a desired material on discrete microsized particles. Agglomeration or bridging of the particles during the deposition process is prevented by imparting a sufficiently random motion to the particles that they are not in contact with a powered cathode for a time sufficient for such to occur. 4 claims, 2 figures

Strong Decomposition of Random Variables

DEFF Research Database (Denmark)

Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.

2007-01-01

A random variable X is stongly decomposable if X=Y+Z where Y=Φ(X) and Z=X-Φ(X) are independent non-degenerated random variables (called the components). It is shown that at least one of the components is singular, and we derive a necessary and sufficient condition for strong decomposability...... of a discrete random variable....

POROSIMETRY BY RANDOM NODE STRUCTURING IN VIRTUAL CONCRETE

Directory of Open Access Journals (Sweden)

Piet Stroeven

2012-05-01

Full Text Available Two different porosimetry methods are presented in two successive papers. Inspiration for the development came from the rapidly-exploring random tree (RRT approach used in robotics. The novel methods are applied to virtual cementitious materials produced by a modern concurrent algorithm-based discrete element modeling system, HADES. This would render possible realistically simulating all aspects of particulate matter that influence structure-sensitive features of the pore network structure in maturing concrete, namely size, shape and dispersion of the aggregate and cement particles. Pore space is a complex tortuous entity. Practical methods conventionally applied for assessment of pore size distribution may fail or present biased information. Among them, mercury intrusion porosimetry and 2D quantitative image analysis are popular. The mathematical morphology operator “opening” can be applied to sections and even provide 3D information on pore size distribution, provided isotropy is guaranteed. However, aggregate grain surfaces lead to anisotropy in porosity. The presented methods allow exploration of pore space in the virtual material, after which pore size distribution is derived from star volume measurements. In addition to size of pores their continuity is of crucial importance for durability estimation. Double-random multiple tree structuring (DRaMuTS, introduced earlier in IA&S (Stroeven et al., 2011b and random node structuring (RaNoS provide such information.

Discrete Curvatures and Discrete Minimal Surfaces

KAUST Repository

Sun, Xiang

2012-01-01

This thesis presents an overview of some approaches to compute Gaussian and mean curvature on discrete surfaces and discusses discrete minimal surfaces. The variety of applications of differential geometry in visualization and shape design leads

Extended q -Gaussian and q -exponential distributions from gamma random variables

Science.gov (United States)

Budini, Adrián A.

2015-05-01

The family of q -Gaussian and q -exponential probability densities fit the statistical behavior of diverse complex self-similar nonequilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained by maximizing Tsallis "nonextensive" entropy under appropriate constraints, as well as from superstatistical models. In this paper we provide an alternative and complementary scheme for deriving these objects. We show that q -Gaussian and q -exponential random variables can always be expressed as a function of two statistically independent gamma random variables with the same scale parameter. Their shape index determines the complexity q parameter. This result also allows us to define an extended family of asymmetric q -Gaussian and modified q -exponential densities, which reduce to the standard ones when the shape parameters are the same. Furthermore, we demonstrate that a simple change of variables always allows relating any of these distributions with a beta stochastic variable. The extended distributions are applied in the statistical description of different complex dynamics such as log-return signals in financial markets and motion of point defects in a fluid flow.

DOMINO, Coupling of Discrete Ordinate Program DOT with Monte-Carlo Program MORSE

International Nuclear Information System (INIS)

1974-01-01

1 - Nature of physical problem solved: DOMINO is a general purpose code for coupling discrete ordinates and Monte Carlo radiation transport calculations. 2 - Method of solution: DOMINO transforms the angular flux as a function of energy group, mesh interval and discrete angle into current and subsequently into normalized probability distributions. 3 - Restrictions on the complexity of the problem: The discrete ordinates calculation is limited to an r-z geometry

Saddlepoint approximation to the distribution of the total distance of the continuous time random walk

Science.gov (United States)

Gatto, Riccardo

2017-12-01

This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Patterns of particle distribution in multiparticle systems by random walks with memory enhancement and decay

Science.gov (United States)

Tan, Zhi-Jie; Zou, Xian-Wu; Huang, Sheng-You; Zhang, Wei; Jin, Zhun-Zhi

2002-07-01

We investigate the pattern of particle distribution and its evolution with time in multiparticle systems using the model of random walks with memory enhancement and decay. This model describes some biological intelligent walks. With decrease in the memory decay exponent α, the distribution of particles changes from a random dispersive pattern to a locally dense one, and then returns to the random one. Correspondingly, the fractal dimension Df,p characterizing the distribution of particle positions increases from a low value to a maximum and then decreases to the low one again. This is determined by the degree of overlap of regions consisting of sites with remanent information. The second moment of the density ρ(2) was introduced to investigate the inhomogeneity of the particle distribution. The dependence of ρ(2) on α is similar to that of Df,p on α. ρ(2) increases with time as a power law in the process of adjusting the particle distribution, and then ρ(2) tends to a stable equilibrium value.

A Study on The Mixture of Exponentiated-Weibull Distribution

Directory of Open Access Journals (Sweden)

Adel Tawfik Elshahat

2016-12-01

Full Text Available Mixtures of measures or distributions occur frequently in the theory and applications of probability and statistics. In the simplest case it may, for example, be reasonable to assume that one is dealing with the mixture in given proportions of a finite number of normal populations with different means or variances. The mixture parameter may also be denumerable infinite, as in the theory of sums of a random number of random variables, or continuous, as in the compound Poisson distribution. The use of finite mixture distributions, to control for unobserved heterogeneity, has become increasingly popular among those estimating dynamic discrete choice models. One of the barriers to using mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive reparability of the log likelihood function. In this thesis, the maximum likelihood estimators have been obtained for the parameters of the mixture of exponentiated Weibull distribution when sample is available from censoring scheme. The maximum likelihood estimators of the parameters and the asymptotic variance covariance matrix have been also obtained. A numerical illustration for these new results is given.

ESEARCH OF THE LAW OF DISTRIBUTION OF THE RANDOM VARIABLE OF THE COMPRESSION

Directory of Open Access Journals (Sweden)

I. Sarayeva

2011-01-01

Full Text Available At research of diagnosing the process of modern automobile engines by means of methods of mathematical statistics the experimental data of the random variable of compression are analysed and it is proved that the random variable of compression has the form of the normal law of distribution.

Electrospun dye-doped fiber networks: lasing emission from randomly distributed cavities

DEFF Research Database (Denmark)

Krammer, Sarah; Vannahme, Christoph; Smith, Cameron

2015-01-01

Dye-doped polymer fiber networks fabricated with electrospinning exhibit comb-like laser emission. We identify randomly distributed ring resonators being responsible for lasing emission by making use of spatially resolved spectroscopy. Numerical simulations confirm this result quantitatively....

On the influence of spatial discretization in LWR cell- and lattice calculations with HELIOS 1.9

International Nuclear Information System (INIS)

Merk, B.; Koch, R.

2008-01-01

Cell- and lattice calculations are the fundamental for all deterministic static and transient 3D full core calculations. The spatial discretization used for the cell- and lattice calculations influences the results for these transport solutions significantly. The arising differences in the neutron flux distribution due to different spatial discretization are demonstrated. These differences in the flux distribution cause significant changes in the k inf value. An evaluation of the k inf value for the case of infinitely fine discretization is made. The influence of the discretization on the calculation of homogenized few group cross-sections which are forwarded to the 3D full core calculations is investigated. Strategies for improving the discretization are developed and their influence on the calculation time is evaluated

Gravitational lensing by eigenvalue distributions of random matrix models

Science.gov (United States)

Martínez Alonso, Luis; Medina, Elena

2018-05-01

We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically. We prove that these models can be applied to describe lensing by systems of edge-on galaxies. We illustrate our analysis with the Gaussian and the quartic unitary matrix ensembles.

Graphene materials having randomly distributed two-dimensional structural defects

Science.gov (United States)

Kung, Harold H; Zhao, Xin; Hayner, Cary M; Kung, Mayfair C

2013-10-08

Graphene-based storage materials for high-power battery applications are provided. The storage materials are composed of vertical stacks of graphene sheets and have reduced resistance for Li ion transport. This reduced resistance is achieved by incorporating a random distribution of structural defects into the stacked graphene sheets, whereby the structural defects facilitate the diffusion of Li ions into the interior of the storage materials.

Distributed Random Process for a Large-Scale Peer-to-Peer Lottery

OpenAIRE

Grumbach, Stéphane; Riemann, Robert

2017-01-01

International audience; Most online lotteries today fail to ensure the verifiability of the random process and rely on a trusted third party. This issue has received little attention since the emergence of distributed protocols like Bitcoin that demonstrated the potential of protocols with no trusted third party. We argue that the security requirements of online lotteries are similar to those of online voting, and propose a novel distributed online lottery protocol that applies techniques dev...

Effect of the surface charge discretization on electric double layers: a Monte Carlo simulation study.

Science.gov (United States)

Madurga, Sergio; Martín-Molina, Alberto; Vilaseca, Eudald; Mas, Francesc; Quesada-Pérez, Manuel

2007-06-21

The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups, a complete equivalence with the situation of uniformly distributed charge is found if profiles are exclusively analyzed as a function of the distance to the charged surface. However, some differences are observed moving parallel to the surface. Significant discrepancies with approaches that do not account for discreteness are reported if charge sites of finite size placed on the surface are considered.

Sputtering calculations with the discrete ordinated method

International Nuclear Information System (INIS)

Hoffman, T.J.; Dodds, H.L. Jr.; Robinson, M.T.; Holmes, D.K.

1977-01-01

The purpose of this work is to investigate the applicability of the discrete ordinates (S/sub N/) method to light ion sputtering problems. In particular, the neutral particle discrete ordinates computer code, ANISN, was used to calculate sputtering yields. No modifications to this code were necessary to treat charged particle transport. However, a cross section processing code was written for the generation of multigroup cross sections; these cross sections include a modification to the total macroscopic cross section to account for electronic interactions and small-scattering-angle elastic interactions. The discrete ordinates approach enables calculation of the sputtering yield as functions of incident energy and angle and of many related quantities such as ion reflection coefficients, angular and energy distributions of sputtering particles, the behavior of beams penetrating thin foils, etc. The results of several sputtering problems as calculated with ANISN are presented

Generation, combination and extension of random set approximations to coherent lower and upper probabilities

International Nuclear Information System (INIS)

Hall, Jim W.; Lawry, Jonathan

2004-01-01

Random set theory provides a convenient mechanism for representing uncertain knowledge including probabilistic and set-based information, and extending it through a function. This paper focuses upon the situation when the available information is in terms of coherent lower and upper probabilities, which are encountered, for example, when a probability distribution is specified by interval parameters. We propose an Iterative Rescaling Method (IRM) for constructing a random set with corresponding belief and plausibility measures that are a close outer approximation to the lower and upper probabilities. The approach is compared with the discrete approximation method of Williamson and Downs (sometimes referred to as the p-box), which generates a closer approximation to lower and upper cumulative probability distributions but in most cases a less accurate approximation to the lower and upper probabilities on the remainder of the power set. Four combination methods are compared by application to example random sets generated using the IRM

Spectra of sparse random matrices

International Nuclear Information System (INIS)

Kuehn, Reimer

2008-01-01

We compute the spectral density for ensembles of sparse symmetric random matrices using replica. Our formulation of the replica-symmetric ansatz shares the symmetries of that suggested in a seminal paper by Rodgers and Bray (symmetry with respect to permutation of replica and rotation symmetry in the space of replica), but uses a different representation in terms of superpositions of Gaussians. It gives rise to a pair of integral equations which can be solved by a stochastic population-dynamics algorithm. Remarkably our representation allows us to identify pure-point contributions to the spectral density related to the existence of normalizable eigenstates. Our approach is not restricted to matrices defined on graphs with Poissonian degree distribution. Matrices defined on regular random graphs or on scale-free graphs, are easily handled. We also look at matrices with row constraints such as discrete graph Laplacians. Our approach naturally allows us to unfold the total density of states into contributions coming from vertices of different local coordinations and an example of such an unfolding is presented. Our results are well corroborated by numerical diagonalization studies of large finite random matrices

Reproductive Health Services Discrete-Event Simulation

OpenAIRE

Lee, Sungjoo; Giles, Denise F.; Goldsman, David; Cook, Douglas A.; Mishra, Ninad; McCarthy, Brian

2006-01-01

Low resource healthcare environments are often characteristic of patient flow patterns with varying patient risks, extensive patient waiting times, uneven workload distributions, and inefficient service delivery. Models from industrial and systems engineering allow for a greater examination of processes by applying discrete-event computer simulation techniques to evaluate and optimize hospital performance.

Probability distribution for the Gaussian curvature of the zero level surface of a random function

Science.gov (United States)

Hannay, J. H.

2018-04-01

A rather natural construction for a smooth random surface in space is the level surface of value zero, or ‘nodal’ surface f(x,y,z)  =  0, of a (real) random function f; the interface between positive and negative regions of the function. A physically significant local attribute at a point of a curved surface is its Gaussian curvature (the product of its principal curvatures) because, when integrated over the surface it gives the Euler characteristic. Here the probability distribution for the Gaussian curvature at a random point on the nodal surface f  =  0 is calculated for a statistically homogeneous (‘stationary’) and isotropic zero mean Gaussian random function f. Capitalizing on the isotropy, a ‘fixer’ device for axes supplies the probability distribution directly as a multiple integral. Its evaluation yields an explicit algebraic function with a simple average. Indeed, this average Gaussian curvature has long been known. For a non-zero level surface instead of the nodal one, the probability distribution is not fully tractable, but is supplied as an integral expression.

Mimetic discretization methods

CERN Document Server

Castillo, Jose E

2013-01-01

To help solve physical and engineering problems, mimetic or compatible algebraic discretization methods employ discrete constructs to mimic the continuous identities and theorems found in vector calculus. Mimetic Discretization Methods focuses on the recent mimetic discretization method co-developed by the first author. Based on the Castillo-Grone operators, this simple mimetic discretization method is invariably valid for spatial dimensions no greater than three. The book also presents a numerical method for obtaining corresponding discrete operators that mimic the continuum differential and

Robustness of discrete flows and caustics in cold dark matter cosmology

International Nuclear Information System (INIS)

Natarajan, Aravind; Sikivie, Pierre

2005-01-01

Although a simple argument implies that the distribution of dark matter in galactic halos is characterized by discrete flows and caustics, their presence is often ignored in discussions of galactic dynamics and of dark matter detection strategies. Discrete flows and caustics can in fact be irrelevant if the number of flows is very large. We estimate the number of dark matter flows as a function of galactocentric distance and consider the various ways in which that number can be increased, in particular, by the presence of structure on small scales (dark matter clumps) and the scattering of the flows by inhomogeneities in the matter distribution. We find that, when all complicating factors are taken into account, discrete flows and caustics in galactic halos remain a robust prediction of cold dark matter cosmology with extensive implications for observation and experiment

Pseudo-random number generator based on asymptotic deterministic randomness

Science.gov (United States)

Wang, Kai; Pei, Wenjiang; Xia, Haishan; Cheung, Yiu-ming

2008-06-01

A novel approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness constructed by the piecewise linear map and the noninvertible nonlinearity transform, and then give the discretized systems in the finite digitized state space. The statistic characteristics of the asymptotic deterministic randomness are investigated numerically, such as stationary probability density function and random-like behavior. Furthermore, we analyze the dynamics of the symbolic sequence. Both theoretical and experimental results show that the symbolic sequence of the asymptotic deterministic randomness possesses very good cryptographic properties, which improve the security of chaos based PRBGs and increase the resistance against entropy attacks and symbolic dynamics attacks.

Pseudo-random number generator based on asymptotic deterministic randomness

International Nuclear Information System (INIS)

Wang Kai; Pei Wenjiang; Xia Haishan; Cheung Yiuming

2008-01-01

A novel approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness constructed by the piecewise linear map and the noninvertible nonlinearity transform, and then give the discretized systems in the finite digitized state space. The statistic characteristics of the asymptotic deterministic randomness are investigated numerically, such as stationary probability density function and random-like behavior. Furthermore, we analyze the dynamics of the symbolic sequence. Both theoretical and experimental results show that the symbolic sequence of the asymptotic deterministic randomness possesses very good cryptographic properties, which improve the security of chaos based PRBGs and increase the resistance against entropy attacks and symbolic dynamics attacks

An innovative discrete multilevel sampler design

International Nuclear Information System (INIS)

Marvin, B.K.; De Clercq, P.J.; Taylor, B.B.; Mauro, D.M.

1995-01-01

An innovative, small-diameter PVC discrete multilevel sampler (DMLS) was designed for the Electric Power Research Institute (EPRI) to provide low-cost, discrete groundwater samples from shallow aquifers. When combined with appropriately-sized direct push soil sampling technologies, high resolution aquifer characterization can be achieved during initial site assessment or remediation monitoring activities. The sampler is constructed from 1-inch diameter PVC well materials, containing polyethylene tubing threaded through PVC disks. Self-expanding annular and internal bentonite seals were developed which isolate discrete sampling zones. The DMLS design allows customization of sampling and isolation zone lengths to suit site-specific goals. Installation of the DMLS is achieved using a temporary, expendable-tipped casting driven by direct push methods. This technique minimizes mobilization costs, site and soil column disturbances, and allows rapid installation in areas of limited overhead clearance. Successful pilot installations of the DMLS prototype have been made at a former manufactured gas plant (MGP) site and a diesel fuel spill site. Analysis of groundwater samples from these sites, using relative compound distributions and contaminant concentration profiling, confirmed that representative discrete samples were collected. This design provides both economical and versatile groundwater monitoring during all phases of site assessment and remediation

Genome-wide prediction of discrete traits using bayesian regressions and machine learning

Directory of Open Access Journals (Sweden)

Forni Selma

2011-02-01

Full Text Available Abstract Background Genomic selection has gained much attention and the main goal is to increase the predictive accuracy and the genetic gain in livestock using dense marker information. Most methods dealing with the large p (number of covariates small n (number of observations problem have dealt only with continuous traits, but there are many important traits in livestock that are recorded in a discrete fashion (e.g. pregnancy outcome, disease resistance. It is necessary to evaluate alternatives to analyze discrete traits in a genome-wide prediction context. Methods This study shows two threshold versions of Bayesian regressions (Bayes A and Bayesian LASSO and two machine learning algorithms (boosting and random forest to analyze discrete traits in a genome-wide prediction context. These methods were evaluated using simulated and field data to predict yet-to-be observed records. Performances were compared based on the models' predictive ability. Results The simulation showed that machine learning had some advantages over Bayesian regressions when a small number of QTL regulated the trait under pure additivity. However, differences were small and disappeared with a large number of QTL. Bayesian threshold LASSO and boosting achieved the highest accuracies, whereas Random Forest presented the highest classification performance. Random Forest was the most consistent method in detecting resistant and susceptible animals, phi correlation was up to 81% greater than Bayesian regressions. Random Forest outperformed other methods in correctly classifying resistant and susceptible animals in the two pure swine lines evaluated. Boosting and Bayes A were more accurate with crossbred data. Conclusions The results of this study suggest that the best method for genome-wide prediction may depend on the genetic basis of the population analyzed. All methods were less accurate at correctly classifying intermediate animals than extreme animals. Among the different

Chord length distributions between hard disks and spheres in regular, semi-regular, and quasi-random structures

International Nuclear Information System (INIS)

Olson, Gordon L.

2008-01-01

In binary stochastic media in two- and three-dimensions consisting of randomly placed impenetrable disks or spheres, the chord lengths in the background material between disks and spheres closely follow exponential distributions if the disks and spheres occupy less than 10% of the medium. This work demonstrates that for regular spatial structures of disks and spheres, the tails of the chord length distributions (CLDs) follow power laws rather than exponentials. In dilute media, when the disks and spheres are widely spaced, the slope of the power law seems to be independent of the details of the structure. When approaching a close-packed arrangement, the exact placement of the spheres can make a significant difference. When regular structures are perturbed by small random displacements, the CLDs become power laws with steeper slopes. An example CLD from a quasi-random distribution of spheres in clusters shows a modified exponential distribution

Chord length distributions between hard disks and spheres in regular, semi-regular, and quasi-random structures

Energy Technology Data Exchange (ETDEWEB)

Olson, Gordon L. [Computer and Computational Sciences Division (CCS-2), Los Alamos National Laboratory, 5 Foxglove Circle, Madison, WI 53717 (United States)], E-mail: olson99@tds.net

2008-11-15

In binary stochastic media in two- and three-dimensions consisting of randomly placed impenetrable disks or spheres, the chord lengths in the background material between disks and spheres closely follow exponential distributions if the disks and spheres occupy less than 10% of the medium. This work demonstrates that for regular spatial structures of disks and spheres, the tails of the chord length distributions (CLDs) follow power laws rather than exponentials. In dilute media, when the disks and spheres are widely spaced, the slope of the power law seems to be independent of the details of the structure. When approaching a close-packed arrangement, the exact placement of the spheres can make a significant difference. When regular structures are perturbed by small random displacements, the CLDs become power laws with steeper slopes. An example CLD from a quasi-random distribution of spheres in clusters shows a modified exponential distribution.

Stochastic processes an introduction

CERN Document Server

Jones, Peter Watts

2009-01-01

Some Background on ProbabilityIntroduction Probability Conditional probability and independence Discrete random variables Continuous random variables Mean and variance Some standard discrete probability distributions Some standard continuous probability distributions Generating functions Conditional expectationSome Gambling ProblemsGambler's ruin Probability of ruin Some numerical simulations Duration of the game Some variations of gambler's ruinRandom WalksIntroduction Unrestricted random walks The probability distribution after n steps First returns of the symmetric random walkMarkov ChainsS

Distribution of sizes of erased loops for loop-erased random walks

OpenAIRE

Dhar, Deepak; Dhar, Abhishek

1997-01-01

We study the distribution of sizes of erased loops for loop-erased random walks on regular and fractal lattices. We show that for arbitrary graphs the probability $P(l)$ of generating a loop of perimeter $l$ is expressible in terms of the probability $P_{st}(l)$ of forming a loop of perimeter $l$ when a bond is added to a random spanning tree on the same graph by the simple relation $P(l)=P_{st}(l)/l$. On $d$-dimensional hypercubical lattices, $P(l)$ varies as $l^{-\\sigma}$ for large $l$, whe...

A variational synthesis nodal discrete ordinates method

International Nuclear Information System (INIS)

Favorite, J.A.; Stacey, W.M.

1999-01-01

A self-consistent nodal approximation method for computing discrete ordinates neutron flux distributions has been developed from a variational functional for neutron transport theory. The advantage of the new nodal method formulation is that it is self-consistent in its definition of the homogenized nodal parameters, the construction of the global nodal equations, and the reconstruction of the detailed flux distribution. The efficacy of the method is demonstrated by two-dimensional test problems

Three dimensional multi perspective imaging with randomly distributed sensors

International Nuclear Information System (INIS)

DaneshPanah, Mehdi; Javidi, Bahrain

2008-01-01

In this paper, we review a three dimensional (3D) passive imaging system that exploits the visual information captured from the scene from multiple perspectives to reconstruct the scene voxel by voxel in 3D space. The primary contribution of this work is to provide a computational reconstruction scheme based on randomly distributed sensor locations in space. In virtually all of multi perspective techniques (e.g. integral imaging, synthetic aperture integral imaging, etc), there is an implicit assumption that the sensors lie on a simple, regular pickup grid. Here, we relax this assumption and suggest a computational reconstruction framework that unifies the available methods as its special cases. The importance of this work is that it enables three dimensional imaging technology to be implemented in a multitude of novel application domains such as 3D aerial imaging, collaborative imaging, long range 3D imaging and etc, where sustaining a regular pickup grid is not possible and/or the parallax requirements call for a irregular or sparse synthetic aperture mode. Although the sensors can be distributed in any random arrangement, we assume that the pickup position is measured at the time of capture of each elemental image. We demonstrate the feasibility of the methods proposed here by experimental results.

Quasi-stationary distributions for reducible absorbing Markov chains in discrete time

NARCIS (Netherlands)

van Doorn, Erik A.; Pollett, P.K.

2009-01-01

We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient states, and are interested in the limiting behaviour of such a chain as time $n \\to \\infty,$ conditional on survival up to $n$. It is known that, when $S$ is irreducible, the limiting conditional

Alternative to dead reckoning for model state quantisation when migrating to a quantised discrete

CSIR Research Space (South Africa)

Duvenhage, A

2008-06-01

Full Text Available Some progress has recently been made on migrating an existing distributed parallel discrete time simulator to a quantised discrete event architecture. The migration is done to increase the scale of the real-time simulations supported...

Heuristic Optimization for the Discrete Virtual Power Plant Dispatch Problem

DEFF Research Database (Denmark)

Petersen, Mette Kirschmeyer; Hansen, Lars Henrik; Bendtsen, Jan Dimon

2014-01-01

We consider a Virtual Power Plant, which is given the task of dispatching a fluctuating power supply to a portfolio of flexible consumers. The flexible consumers are modeled as discrete batch processes, and the associated optimization problem is denoted the Discrete Virtual Power Plant Dispatch...... Problem. First NP-completeness of the Discrete Virtual Power Plant Dispatch Problem is proved formally. We then proceed to develop tailored versions of the meta-heuristic algorithms Hill Climber and Greedy Randomized Adaptive Search Procedure (GRASP). The algorithms are tuned and tested on portfolios...... of varying sizes. We find that all the tailored algorithms perform satisfactorily in the sense that they are able to find sub-optimal, but usable, solutions to very large problems (on the order of 10 5 units) at computation times on the scale of just 10 seconds, which is far beyond the capabilities...

Continuous versus discrete structures II -- Discrete Hamiltonian systems and Helmholtz conditions

OpenAIRE

Cresson, Jacky; Pierret, Frédéric

2015-01-01

We define discrete Hamiltonian systems in the framework of discrete embeddings. An explicit comparison with previous attempts is given. We then solve the discrete Helmholtz's inverse problem for the discrete calculus of variation in the Hamiltonian setting. Several applications are discussed.

Symmetric discrete coherent states for n-qubits

International Nuclear Information System (INIS)

Muñoz, C; Klimov, A B; Sánchez-Soto, L L

2012-01-01

We put forward a method of constructing discrete coherent states for n qubits. After establishing appropriate displacement operators, the coherent states appear as displaced versions of a fiducial vector that is fixed by imposing a number of natural symmetry requirements on its Q-function. Using these coherent states, we establish a partial order in the discrete phase space, which allows us to picture some n-qubit states as apparent distributions. We also analyze correlations in terms of sums of squared Q-functions. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Coherent states: mathematical and physical aspects’. (paper)

Discrete Mathematics

DEFF Research Database (Denmark)

Sørensen, John Aasted

2011-01-01

; construct a finite state machine for a given application. Apply these concepts to new problems. The teaching in Discrete Mathematics is a combination of sessions with lectures and students solving problems, either manually or by using Matlab. Furthermore a selection of projects must be solved and handed...... to accomplish the following: -Understand and apply formal representations in discrete mathematics. -Understand and apply formal representations in problems within discrete mathematics. -Understand methods for solving problems in discrete mathematics. -Apply methods for solving problems in discrete mathematics...... to new problems. Relations and functions: Define a product set; define and apply equivalence relations; construct and apply functions. Apply these concepts to new problems. Natural numbers and induction: Define the natural numbers; apply the principle of induction to verify a selection of properties...

Digital Discretion

DEFF Research Database (Denmark)

Busch, Peter Andre; Zinner Henriksen, Helle

2018-01-01

discretion is suggested to reduce this footprint by influencing or replacing their discretionary practices using ICT. What is less researched is whether digital discretion can cause changes in public policy outcomes, and under what conditions such changes can occur. Using the concept of public service values......This study reviews 44 peer-reviewed articles on digital discretion published in the period from 1998 to January 2017. Street-level bureaucrats have traditionally had a wide ability to exercise discretion stirring debate since they can add their personal footprint on public policies. Digital......, we suggest that digital discretion can strengthen ethical and democratic values but weaken professional and relational values. Furthermore, we conclude that contextual factors such as considerations made by policy makers on the macro-level and the degree of professionalization of street...

A data based random number generator for a multivariate distribution (using stochastic interpolation)

Science.gov (United States)

Thompson, J. R.; Taylor, M. S.

1982-01-01

Let X be a K-dimensional random variable serving as input for a system with output Y (not necessarily of dimension k). given X, an outcome Y or a distribution of outcomes G(Y/X) may be obtained either explicitly or implicity. The situation is considered in which there is a real world data set X sub j sub = 1 (n) and a means of simulating an outcome Y. A method for empirical random number generation based on the sample of observations of the random variable X without estimating the underlying density is discussed.

New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is α-stable

OpenAIRE

Nagaev, Alexander; Zaigraev, Alexander

2005-01-01

A class of absolutely continuous distributions in Rd is considered. Each distribution belongs to the domain of normal attraction of an α-stable law. The limit law is characterized by a spectral measure which is absolutely continuous with respect to the spherical Lebesgue measure. The large-deviation problem for sums of independent and identically distributed random vectors when the underlying distribution belongs to that class is studied. At the focus of attention are the deviations in the di...

Discrete time analysis of a repairable machine

OpenAIRE

Alfa, Attahiru Sule; Castro, I. T.

2002-01-01

We consider, in discrete time, a single machine system that operates for a period of time represented by a general distribution. This machine is subject to failures during operations and the occurrence of these failures depends on how many times the machine has previously failed. Some failures are repairable and the repair times may or may not depend on the number of times the machine was previously repaired. Repair times also have a general distribution. The operating times...

About SIC POVMs and discrete Wigner distributions

International Nuclear Information System (INIS)

Colin, Samuel; Corbett, John; Durt, Thomas; Gross, David

2005-01-01

A set of d 2 vectors in a Hilbert space of dimension d is called equiangular if each pair of vectors encloses the same angle. The projection operators onto these vectors define a POVM which is distinguished by its high degree of symmetry. Measures of this kind are called symmetric informationally complete, or SIC POVMs for short, and could be applied for quantum state tomography. Despite its simple geometrical description, the problem of constructing SIC POVMs or even proving their existence seems to be very hard. It is our purpose to introduce two applications of discrete Wigner functions to the analysis of the problem at hand. First, we will present a method for identifying symmetries of SIC POVMs under Clifford operations. This constitutes an alternative approach to a structure described before by Zauner and Appleby. Further, a simple and geometrically motivated construction for an SIC POVM in dimensions two and three is given (which, unfortunately, allows no generalization). Even though no new structures are found, we hope that the re-formulation of the problem may prove useful for future inquiries

Is neutron evaporation from highly excited nuclei a poisson random process

International Nuclear Information System (INIS)

Simbel, M.H.

1982-01-01

It is suggested that neutron emission from highly excited nuclei follows a Poisson random process. The continuous variable of the process is the excitation energy excess over the binding energy of the emitted neutrons and the discrete variable is the number of emitted neutrons. Cross sections for (HI,xn) reactions are analyzed using a formula containing a Poisson distribution function. The post- and pre-equilibrium components of the cross section are treated separately. The agreement between the predictions of this formula and the experimental results is very good. (orig.)

Rank distributions: A panoramic macroscopic outlook

Science.gov (United States)

Eliazar, Iddo I.; Cohen, Morrel H.

2014-01-01

This paper presents a panoramic macroscopic outlook of rank distributions. We establish a general framework for the analysis of rank distributions, which classifies them into five macroscopic "socioeconomic" states: monarchy, oligarchy-feudalism, criticality, socialism-capitalism, and communism. Oligarchy-feudalism is shown to be characterized by discrete macroscopic rank distributions, and socialism-capitalism is shown to be characterized by continuous macroscopic size distributions. Criticality is a transition state between oligarchy-feudalism and socialism-capitalism, which can manifest allometric scaling with multifractal spectra. Monarchy and communism are extreme forms of oligarchy-feudalism and socialism-capitalism, respectively, in which the intrinsic randomness vanishes. The general framework is applied to three different models of rank distributions—top-down, bottom-up, and global—and unveils each model's macroscopic universality and versatility. The global model yields a macroscopic classification of the generalized Zipf law, an omnipresent form of rank distributions observed across the sciences. An amalgamation of the three models establishes a universal rank-distribution explanation for the macroscopic emergence of a prevalent class of continuous size distributions, ones governed by unimodal densities with both Pareto and inverse-Pareto power-law tails.

Does mass azithromycin distribution impact child growth and nutrition in Niger? A cluster-randomized trial.

Directory of Open Access Journals (Sweden)

Abdou Amza

2014-09-01

Full Text Available Antibiotic use on animals demonstrates improved growth regardless of whether or not there is clinical evidence of infectious disease. Antibiotics used for trachoma control may play an unintended benefit of improving child growth.In this sub-study of a larger randomized controlled trial, we assess anthropometry of pre-school children in a community-randomized trial of mass oral azithromycin distributions for trachoma in Niger. We measured height, weight, and mid-upper arm circumference (MUAC in 12 communities randomized to receive annual mass azithromycin treatment of everyone versus 12 communities randomized to receive biannual mass azithromycin treatments for children, 3 years after the initial mass treatment. We collected measurements in 1,034 children aged 6-60 months of age.We found no difference in the prevalence of wasting among children in the 12 annually treated communities that received three mass azithromycin distributions compared to the 12 biannually treated communities that received six mass azithromycin distributions (odds ratio = 0.88, 95% confidence interval = 0.53 to 1.49.We were unable to demonstrate a statistically significant difference in stunting, underweight, and low MUAC of pre-school children in communities randomized to annual mass azithromycin treatment or biannual mass azithromycin treatment. The role of antibiotics on child growth and nutrition remains unclear, but larger studies and longitudinal trials may help determine any association.

Analysis of the stability and accuracy of the discrete least-squares approximation on multivariate polynomial spaces

KAUST Repository

Migliorati, Giovanni

2016-01-05

We review the main results achieved in the analysis of the stability and accuracy of the discrete leastsquares approximation on multivariate polynomial spaces, with noiseless evaluations at random points, noiseless evaluations at low-discrepancy point sets, and noisy evaluations at random points.

New formulation of the discrete element method

Science.gov (United States)

Rojek, Jerzy; Zubelewicz, Aleksander; Madan, Nikhil; Nosewicz, Szymon

2018-01-01

A new original formulation of the discrete element method based on the soft contact approach is presented in this work. The standard DEM has heen enhanced by the introduction of the additional (global) deformation mode caused by the stresses in the particles induced by the contact forces. Uniform stresses and strains are assumed for each particle. The stresses are calculated from the contact forces. The strains are obtained using an inverse constitutive relationship. The strains allow us to obtain deformed particle shapes. The deformed shapes (ellipses) are taken into account in contact detection and evaluation of the contact forces. A simple example of a uniaxial compression of a rectangular specimen, discreti.zed with equal sized particles is simulated to verify the DDEM algorithm. The numerical example shows that a particle deformation changes the particle interaction and the distribution of forces in the discrete element assembly. A quantitative study of micro-macro elastic properties proves the enhanced capabilities of the DDEM as compared to standard DEM.

Correspondence between sound propagation in discrete and continuous random media with application to forest acoustics.

Science.gov (United States)

Ostashev, Vladimir E; Wilson, D Keith; Muhlestein, Michael B; Attenborough, Keith

2018-02-01

Although sound propagation in a forest is important in several applications, there are currently no rigorous yet computationally tractable prediction methods. Due to the complexity of sound scattering in a forest, it is natural to formulate the problem stochastically. In this paper, it is demonstrated that the equations for the statistical moments of the sound field propagating in a forest have the same form as those for sound propagation in a turbulent atmosphere if the scattering properties of the two media are expressed in terms of the differential scattering and total cross sections. Using the existing theories for sound propagation in a turbulent atmosphere, this analogy enables the derivation of several results for predicting forest acoustics. In particular, the second-moment parabolic equation is formulated for the spatial correlation function of the sound field propagating above an impedance ground in a forest with micrometeorology. Effective numerical techniques for solving this equation have been developed in atmospheric acoustics. In another example, formulas are obtained that describe the effect of a forest on the interference between the direct and ground-reflected waves. The formulated correspondence between wave propagation in discrete and continuous random media can also be used in other fields of physics.

Discrete Exterior Calculus Discretization of Incompressible Navier-Stokes Equations

KAUST Repository

Mohamed, Mamdouh S.

2017-05-23

A conservative discretization of incompressible Navier-Stokes equations over surface simplicial meshes is developed using discrete exterior calculus (DEC). Numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured-triangular meshes, and first order accuracy otherwise. The mimetic character of many of the DEC operators provides exact conservation of both mass and vorticity, in addition to superior kinetic energy conservation. The employment of barycentric Hodge star allows the discretization to admit arbitrary simplicial meshes. The discretization scheme is presented along with various numerical test cases demonstrating its main characteristics.

Discrete Input Signaling for MISO Visible Light Communication Channels

KAUST Repository

Arfaoui, Mohamed Amine; Rezki, Zouheir; Ghrayeb, Ali; Alouini, Mohamed-Slim

2017-01-01

In this paper, we study the achievable secrecy rate of visible light communication (VLC) links for discrete input distributions. We consider single user single eavesdropper multiple-input single-output (MISO) links. In addition, both beamforming

Flux-probability distributions from the master equation for radiation transport in stochastic media

International Nuclear Information System (INIS)

Franke, Brian C.; Prinja, Anil K.

2011-01-01

We present numerical investigations into the accuracy of approximations in the master equation for radiation transport in discrete binary random media. Our solutions of the master equation yield probability distributions of particle flux at each element of phase space. We employ the Levermore-Pomraning interface closure and evaluate the effectiveness of closures for the joint conditional flux distribution for estimating scattering integrals. We propose a parameterized model for this joint-pdf closure, varying between correlation neglect and a full-correlation model. The closure is evaluated for a variety of parameter settings. Comparisons are made with benchmark results obtained through suites of fixed-geometry realizations of random media in rod problems. All calculations are performed using Monte Carlo techniques. Accuracy of the approximations in the master equation is assessed by examining the probability distributions for reflection and transmission and by evaluating the moments of the pdfs. The results suggest the correlation-neglect setting in our model performs best and shows improved agreement in the atomic-mix limit. (author)

Random walk loop soups and conformal loop ensembles

NARCIS (Netherlands)

van de Brug, T.; Camia, F.; Lis, M.

2016-01-01

The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete version of the Brownian loop soup of Lawler and Werner, a

Quantum tunneling recombination in a system of randomly distributed trapped electrons and positive ions.

Science.gov (United States)

Pagonis, Vasilis; Kulp, Christopher; Chaney, Charity-Grace; Tachiya, M

2017-09-13

During the past 10 years, quantum tunneling has been established as one of the dominant mechanisms for recombination in random distributions of electrons and positive ions, and in many dosimetric materials. Specifically quantum tunneling has been shown to be closely associated with two important effects in luminescence materials, namely long term afterglow luminescence and anomalous fading. Two of the common assumptions of quantum tunneling models based on random distributions of electrons and positive ions are: (a) An electron tunnels from a donor to the nearest acceptor, and (b) the concentration of electrons is much lower than that of positive ions at all times during the tunneling process. This paper presents theoretical studies for arbitrary relative concentrations of electrons and positive ions in the solid. Two new differential equations are derived which describe the loss of charge in the solid by tunneling, and they are solved analytically. The analytical solution compares well with the results of Monte Carlo simulations carried out in a random distribution of electrons and positive ions. Possible experimental implications of the model are discussed for tunneling phenomena in long term afterglow signals, and also for anomalous fading studies in feldspars and apatite samples.

Reinforcing Sampling Distributions through a Randomization-Based Activity for Introducing ANOVA

Science.gov (United States)

Taylor, Laura; Doehler, Kirsten

2015-01-01

This paper examines the use of a randomization-based activity to introduce the ANOVA F-test to students. The two main goals of this activity are to successfully teach students to comprehend ANOVA F-tests and to increase student comprehension of sampling distributions. Four sections of students in an advanced introductory statistics course…

Chemical Continuous Time Random Walks

Science.gov (United States)

Aquino, T.; Dentz, M.

2017-12-01

Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

ERROR DISTRIBUTION EVALUATION OF THE THIRD VANISHING POINT BASED ON RANDOM STATISTICAL SIMULATION

Directory of Open Access Journals (Sweden)

C. Li

2012-07-01

Full Text Available POS, integrated by GPS / INS (Inertial Navigation Systems, has allowed rapid and accurate determination of position and attitude of remote sensing equipment for MMS (Mobile Mapping Systems. However, not only does INS have system error, but also it is very expensive. Therefore, in this paper error distributions of vanishing points are studied and tested in order to substitute INS for MMS in some special land-based scene, such as ground façade where usually only two vanishing points can be detected. Thus, the traditional calibration approach based on three orthogonal vanishing points is being challenged. In this article, firstly, the line clusters, which parallel to each others in object space and correspond to the vanishing points, are detected based on RANSAC (Random Sample Consensus and parallelism geometric constraint. Secondly, condition adjustment with parameters is utilized to estimate nonlinear error equations of two vanishing points (VX, VY. How to set initial weights for the adjustment solution of single image vanishing points is presented. Solving vanishing points and estimating their error distributions base on iteration method with variable weights, co-factor matrix and error ellipse theory. Thirdly, under the condition of known error ellipses of two vanishing points (VX, VY and on the basis of the triangle geometric relationship of three vanishing points, the error distribution of the third vanishing point (VZ is calculated and evaluated by random statistical simulation with ignoring camera distortion. Moreover, Monte Carlo methods utilized for random statistical estimation are presented. Finally, experimental results of vanishing points coordinate and their error distributions are shown and analyzed.

Error Distribution Evaluation of the Third Vanishing Point Based on Random Statistical Simulation

Science.gov (United States)

Li, C.

2012-07-01

POS, integrated by GPS / INS (Inertial Navigation Systems), has allowed rapid and accurate determination of position and attitude of remote sensing equipment for MMS (Mobile Mapping Systems). However, not only does INS have system error, but also it is very expensive. Therefore, in this paper error distributions of vanishing points are studied and tested in order to substitute INS for MMS in some special land-based scene, such as ground façade where usually only two vanishing points can be detected. Thus, the traditional calibration approach based on three orthogonal vanishing points is being challenged. In this article, firstly, the line clusters, which parallel to each others in object space and correspond to the vanishing points, are detected based on RANSAC (Random Sample Consensus) and parallelism geometric constraint. Secondly, condition adjustment with parameters is utilized to estimate nonlinear error equations of two vanishing points (VX, VY). How to set initial weights for the adjustment solution of single image vanishing points is presented. Solving vanishing points and estimating their error distributions base on iteration method with variable weights, co-factor matrix and error ellipse theory. Thirdly, under the condition of known error ellipses of two vanishing points (VX, VY) and on the basis of the triangle geometric relationship of three vanishing points, the error distribution of the third vanishing point (VZ) is calculated and evaluated by random statistical simulation with ignoring camera distortion. Moreover, Monte Carlo methods utilized for random statistical estimation are presented. Finally, experimental results of vanishing points coordinate and their error distributions are shown and analyzed.

An efficient algorithm for generating random number pairs drawn from a bivariate normal distribution

Science.gov (United States)

Campbell, C. W.

1983-01-01

An efficient algorithm for generating random number pairs from a bivariate normal distribution was developed. Any desired value of the two means, two standard deviations, and correlation coefficient can be selected. Theoretically the technique is exact and in practice its accuracy is limited only by the quality of the uniform distribution random number generator, inaccuracies in computer function evaluation, and arithmetic. A FORTRAN routine was written to check the algorithm and good accuracy was obtained. Some small errors in the correlation coefficient were observed to vary in a surprisingly regular manner. A simple model was developed which explained the qualities aspects of the errors.

Piecewise linearisation of the first order loss function for families of arbitrarily distributed random variables

NARCIS (Netherlands)

Rossi, R.; Hendrix, E.M.T.

2014-01-01

We discuss the problem of computing optimal linearisation parameters for the first order loss function of a family of arbitrarily distributed random variable. We demonstrate that, in contrast to the problem in which parameters must be determined for the loss function of a single random variable,

On Origin of Power-Law Distributions in Self-Organized Criticality from Random Walk Treatment

International Nuclear Information System (INIS)

Cao Xiaofeng; Deng Zongwei; Yang Chunbin

2008-01-01

The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk process in a one-dimensional lattice. We assume that the variation of the number of active sites has three possibilities in each update: to increase by 1 with probability f 1 , to decrease by 1 with probability f 2 , or remain unchanged with probability 1-f 1 -f 2 . This mimics the dynamics in the system. Power-law distributions of the lifetime are found when the random walk is unbiased with equal probability to move in opposite directions. This shows that power-law distributions in self-organized criticality may be caused by the balance of competitive interactions.

Unfolding and effective bandstructure calculations as discrete real- and reciprocal-space operations

Energy Technology Data Exchange (ETDEWEB)

Boykin, Timothy B., E-mail: boykin@ece.uah.edu [Department of Electrical and Computer Engineering, The University of Alabama in Huntsville, Huntsville, AL 35899 (United States); Ajoy, Arvind [School of Electrical and Computer Engineering, Cornell University, Ithaca, NY 14853 (United States); Ilatikhameneh, Hesameddin; Povolotskyi, Michael; Klimeck, Gerhard [Network for Computational Nanotechnology, School of Electrical and Computer Engineering, Purdue University, West Lafayette, IN 47907 (United States)

2016-06-15

In recent years, alloy electronic structure calculations based on supercell Brillouin zone unfolding have become popular. There are a number of formulations of the method which on the surface might appear different. Here we show that a discrete real-space description, based on discrete Fourier transforms, is fully general. Furthermore, such an approach can more easily show the effects of alloy scattering. We present such a method for treating the random alloy problem. This treatment features straightforward mathematics and a transparent physical interpretation of the calculated effective (i.e., approximate) energy bands.

Non-random distribution of instability-associated chromosomal rearrangement breakpoints in human lymphoblastoid cells

International Nuclear Information System (INIS)

Moore, Stephen R.; Papworth, David; Grosovsky, Andrew J.

2006-01-01

Genomic instability is observed in tumors and in a large fraction of the progeny surviving irradiation. One of the best-characterized phenotypic manifestations of genomic instability is delayed chromosome aberrations. Our working hypothesis for the current study was that if genomic instability is in part attributable to cis mechanisms, we should observe a non-random distribution of chromosomes or sites involved in instability-associated rearrangements, regardless of radiation quality, dose, or trans factor expression. We report here the karyotypic examination of 296 instability-associated chromosomal rearrangement breaksites (IACRB) from 118 unstable TK6 human B lymphoblast, and isogenic derivative, clones. When we tested whether IACRB were distributed across the chromosomes based on target size, a significant non-random distribution was evident (p < 0.00001), and three IACRB hotspots (chromosomes 11, 12, and 22) and one IACRB coldspot (chromosome 2) were identified. Statistical analysis at the chromosomal band-level identified four IACRB hotspots accounting for 20% of all instability-associated breaks, two of which account for over 14% of all IACRB. Further, analysis of independent clones provided evidence within 14 individual clones of IACRB clustering at the chromosomal band level, suggesting a predisposition for further breaks after an initial break at some chromosomal bands. All of these events, independently, or when taken together, were highly unlikely to have occurred by chance (p < 0.000001). These IACRB band-level cluster hotspots were observed independent of radiation quality, dose, or cellular p53 status. The non-random distribution of instability-associated chromosomal rearrangements described here significantly differs from the distribution that was observed in a first-division post-irradiation metaphase analysis (p = 0.0004). Taken together, these results suggest that genomic instability may be in part driven by chromosomal cis mechanisms

Empirical null estimation using zero-inflated discrete mixture distributions and its application to protein domain data.

Science.gov (United States)

Gauran, Iris Ivy M; Park, Junyong; Lim, Johan; Park, DoHwan; Zylstra, John; Peterson, Thomas; Kann, Maricel; Spouge, John L

2017-09-22

In recent mutation studies, analyses based on protein domain positions are gaining popularity over gene-centric approaches since the latter have limitations in considering the functional context that the position of the mutation provides. This presents a large-scale simultaneous inference problem, with hundreds of hypothesis tests to consider at the same time. This article aims to select significant mutation counts while controlling a given level of Type I error via False Discovery Rate (FDR) procedures. One main assumption is that the mutation counts follow a zero-inflated model in order to account for the true zeros in the count model and the excess zeros. The class of models considered is the Zero-inflated Generalized Poisson (ZIGP) distribution. Furthermore, we assumed that there exists a cut-off value such that smaller counts than this value are generated from the null distribution. We present several data-dependent methods to determine the cut-off value. We also consider a two-stage procedure based on screening process so that the number of mutations exceeding a certain value should be considered as significant mutations. Simulated and protein domain data sets are used to illustrate this procedure in estimation of the empirical null using a mixture of discrete distributions. Overall, while maintaining control of the FDR, the proposed two-stage testing procedure has superior empirical power. 2017 The Authors. Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.

Aggregation patterns from nonlocal interactions: Discrete stochastic and continuum modeling

KAUST Repository

Hackett-Jones, Emily J.

2012-04-17

Conservation equations governed by a nonlocal interaction potential generate aggregates from an initial uniform distribution of particles. We address the evolution and formation of these aggregating steady states when the interaction potential has both attractive and repulsive singularities. Currently, no existence theory for such potentials is available. We develop and compare two complementary solution methods, a continuous pseudoinverse method and a discrete stochastic lattice approach, and formally show a connection between the two. Interesting aggregation patterns involving multiple peaks for a simple doubly singular attractive-repulsive potential are determined. For a swarming Morse potential, characteristic slow-fast dynamics in the scaled inverse energy is observed in the evolution to steady state in both the continuous and discrete approaches. The discrete approach is found to be remarkably robust to modifications in movement rules, related to the potential function. The comparable evolution dynamics and steady states of the discrete model with the continuum model suggest that the discrete stochastic approach is a promising way of probing aggregation patterns arising from two- and three-dimensional nonlocal interaction conservation equations. © 2012 American Physical Society.

Snake representation of a superprocess in random environment

OpenAIRE

Mytnik, Leonid; Xiong, Jie; Zeitouni, Ofer

2011-01-01

We consider (discrete time) branching particles in a random environment which is i.i.d. in time and possibly spatially correlated. We prove a representation of the limit process by means of a Brownian snake in random environment.

A Review of Discrete Element Method (DEM) Particle Shapes and Size Distributions for Lunar Soil

Science.gov (United States)

Lane, John E.; Metzger, Philip T.; Wilkinson, R. Allen

2010-01-01

As part of ongoing efforts to develop models of lunar soil mechanics, this report reviews two topics that are important to discrete element method (DEM) modeling the behavior of soils (such as lunar soils): (1) methods of modeling particle shapes and (2) analytical representations of particle size distribution. The choice of particle shape complexity is driven primarily by opposing tradeoffs with total number of particles, computer memory, and total simulation computer processing time. The choice is also dependent on available DEM software capabilities. For example, PFC2D/PFC3D and EDEM support clustering of spheres; MIMES incorporates superquadric particle shapes; and BLOKS3D provides polyhedra shapes. Most commercial and custom DEM software supports some type of complex particle shape beyond the standard sphere. Convex polyhedra, clusters of spheres and single parametric particle shapes such as the ellipsoid, polyellipsoid, and superquadric, are all motivated by the desire to introduce asymmetry into the particle shape, as well as edges and corners, in order to better simulate actual granular particle shapes and behavior. An empirical particle size distribution (PSD) formula is shown to fit desert sand data from Bagnold. Particle size data of JSC-1a obtained from a fine particle analyzer at the NASA Kennedy Space Center is also fitted to a similar empirical PSD function.

Discussion of discrete D shape toroidal coil

International Nuclear Information System (INIS)

Kaiho, Katsuyuki; Ohara, Takeshi; Agatsuma, Ko; Onishi, Toshitada

1988-01-01

A novel design for a toroidal coil, called the D shape coil, was reported by J. File. The coil conductors are in pure tension and then subject to no bending moment. This leads to a smaller number of emf supports in a simpler configuration than that with the conventional toroidal coil of circular cross-section. The contours of the D shape are given as solutions of a differential equation. This equation includes the function of the magnetic field distribution in the conductor region which is inversely proportional to the winding radius. It is therefore important to use the exact magnetic field distribution. However the magnetic field distribution becomes complicated when the D shape toroidal coil is comprised of discrete coils and also depends on the D shape configuration. A theory and a computer program for designing the practical pure-tension toroidal coil are developed. Using this computer code, D shape conductors are calculated for various numbers of discrete coils and the results are compared. Electromagnetic forces in the coils are also calculated. It is shown that the hoop stress in the conductors depends only on the total ampere-turns of the coil when the contours of the D shape are similar. (author)

Critical current of the nonuniform Josephson transition at intergranular boundary with random dislocation distribution

International Nuclear Information System (INIS)

Mejlikhov, E.Z.; Farzetdinova, R.M.

1997-01-01

Critical current of inhomogeneous intergranular Josephson transition is calculated in the assumption concerning superconductivity suppression by local strains of boundary dislocations with random distribution

Topology determines force distributions in one-dimensional random spring networks

Science.gov (United States)

Heidemann, Knut M.; Sageman-Furnas, Andrew O.; Sharma, Abhinav; Rehfeldt, Florian; Schmidt, Christoph F.; Wardetzky, Max

2018-02-01

Networks of elastic fibers are ubiquitous in biological systems and often provide mechanical stability to cells and tissues. Fiber-reinforced materials are also common in technology. An important characteristic of such materials is their resistance to failure under load. Rupture occurs when fibers break under excessive force and when that failure propagates. Therefore, it is crucial to understand force distributions. Force distributions within such networks are typically highly inhomogeneous and are not well understood. Here we construct a simple one-dimensional model system with periodic boundary conditions by randomly placing linear springs on a circle. We consider ensembles of such networks that consist of N nodes and have an average degree of connectivity z but vary in topology. Using a graph-theoretical approach that accounts for the full topology of each network in the ensemble, we show that, surprisingly, the force distributions can be fully characterized in terms of the parameters (N ,z ) . Despite the universal properties of such (N ,z ) ensembles, our analysis further reveals that a classical mean-field approach fails to capture force distributions correctly. We demonstrate that network topology is a crucial determinant of force distributions in elastic spring networks.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise.

Science.gov (United States)

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ-stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α. We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ-stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise

Science.gov (United States)

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ -stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α . We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ -stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

On the busy period of discretized GI/GI/infinity queue

International Nuclear Information System (INIS)

Dvurecenskij, A.; Ososkov, G.A.

1982-01-01

The problem of determining the distribution of the busy period, i. e., of the time when at least one customer is served, of the discretized queueing system with infinitely many servers is investigated. Moreover, the idle period and the cycle of a queue are studied. The recurrent formulae are determined and in particular case of a queue with the geometric input the simpler recurrent formulae are given. Those problems arise in the discrete blob length determination in track chambers in high energy physics

User interface to an ICAI system that teaches discrete math

OpenAIRE

Calcote, Roy Keith.; Howard, Richard Anthony

1990-01-01

Approved for public release; distribution is unlimited. The main thrust of this thesis is the design of a usable Intelligent Computer Aided Instruction (ICAI) user interface that does not use a natural language processor and runs on a personal computer. Discrete Mathematics is the knowledge domain for this project and the Discrete Math Tutor (DMT) is the name of the tutoring system. The DMT will allow the average student to benefit from a tutoring system now and not have to wait until the ...

Infinite Random Graphs as Statistical Mechanical Models

DEFF Research Database (Denmark)

Durhuus, Bergfinnur Jøgvan; Napolitano, George Maria

2011-01-01

We discuss two examples of infinite random graphs obtained as limits of finite statistical mechanical systems: a model of two-dimensional dis-cretized quantum gravity defined in terms of causal triangulated surfaces, and the Ising model on generic random trees. For the former model we describe a ...

Discrete Event Simulation Model of the Polaris 2.1 Gamma Ray Imaging Radiation Detection Device

Science.gov (United States)

2016-06-01

release; distribution is unlimited DISCRETE EVENT SIMULATION MODEL OF THE POLARIS 2.1 GAMMA RAY IMAGING RADIATION DETECTION DEVICE by Andres T...ONLY (Leave blank) 2. REPORT DATE June 2016 3. REPORT TYPE AND DATES COVERED Master’s thesis 4. TITLE AND SUBTITLE DISCRETE EVENT SIMULATION MODEL...modeled. The platform, Simkit, was utilized to create a discrete event simulation (DES) model of the Polaris. After carefully constructing the DES

Aggregated recommendation through random forests.

Science.gov (United States)

Zhang, Heng-Ru; Min, Fan; He, Xu

2014-01-01

Aggregated recommendation refers to the process of suggesting one kind of items to a group of users. Compared to user-oriented or item-oriented approaches, it is more general and, therefore, more appropriate for cold-start recommendation. In this paper, we propose a random forest approach to create aggregated recommender systems. The approach is used to predict the rating of a group of users to a kind of items. In the preprocessing stage, we merge user, item, and rating information to construct an aggregated decision table, where rating information serves as the decision attribute. We also model the data conversion process corresponding to the new user, new item, and both new problems. In the training stage, a forest is built for the aggregated training set, where each leaf is assigned a distribution of discrete rating. In the testing stage, we present four predicting approaches to compute evaluation values based on the distribution of each tree. Experiments results on the well-known MovieLens dataset show that the aggregated approach maintains an acceptable level of accuracy.

ON THE ESTIMATION OF DISTANCE DISTRIBUTION FUNCTIONS FOR POINT PROCESSES AND RANDOM SETS

Directory of Open Access Journals (Sweden)

Dietrich Stoyan

2011-05-01

Full Text Available This paper discusses various estimators for the nearest neighbour distance distribution function D of a stationary point process and for the quadratic contact distribution function Hq of a stationary random closed set. It recommends the use of Hanisch's estimator of D, which is of Horvitz-Thompson type, and the minussampling estimator of Hq. This recommendation is based on simulations for Poisson processes and Boolean models.

Multivariable controller for discrete stochastic amplitude-constrained systems

Directory of Open Access Journals (Sweden)

Hannu T. Toivonen

1983-04-01

Full Text Available A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stationary probability distribution of the state by a gaussian distribution. An algorithm for minimizing a quadratic loss function is given, and examples are presented to illustrate the performance of the sub-optimal controller.

Discrete Exterior Calculus Discretization of Incompressible Navier-Stokes Equations

KAUST Repository

Mohamed, Mamdouh S.; Hirani, Anil N.; Samtaney, Ravi

2017-01-01

A conservative discretization of incompressible Navier-Stokes equations over surface simplicial meshes is developed using discrete exterior calculus (DEC). Numerical experiments for flows over surfaces reveal a second order accuracy

Discrete element modeling approach to porosimetry for durability risk estimation of concrete

NARCIS (Netherlands)

Stroeven, P.; Le, N.L.B.; Stroeven, M.; Sluys, L.J.

2011-01-01

The paper introduces a novel approach to porosimetry in virtual concrete, denoted as random node structuring (RNS). The fresh state of this particulate material is produced by the DEM system HADES. Hydration simulation is a hybrid approach making use of wellknown discretization and vector methods.

Delineating Facies Spatial Distribution by Integrating Ensemble Data Assimilation and Indicator Geostatistics with Level Set Transformation.

Energy Technology Data Exchange (ETDEWEB)

Hammond, Glenn Edward; Song, Xuehang; Ye, Ming; Dai, Zhenxue; Zachara, John; Chen, Xingyuan

2017-03-01

A new approach is developed to delineate the spatial distribution of discrete facies (geological units that have unique distributions of hydraulic, physical, and/or chemical properties) conditioned not only on direct data (measurements directly related to facies properties, e.g., grain size distribution obtained from borehole samples) but also on indirect data (observations indirectly related to facies distribution, e.g., hydraulic head and tracer concentration). Our method integrates for the first time ensemble data assimilation with traditional transition probability-based geostatistics. The concept of level set is introduced to build shape parameterization that allows transformation between discrete facies indicators and continuous random variables. The spatial structure of different facies is simulated by indicator models using conditioning points selected adaptively during the iterative process of data assimilation. To evaluate the new method, a two-dimensional semi-synthetic example is designed to estimate the spatial distribution and permeability of two distinct facies from transient head data induced by pumping tests. The example demonstrates that our new method adequately captures the spatial pattern of facies distribution by imposing spatial continuity through conditioning points. The new method also reproduces the overall response in hydraulic head field with better accuracy compared to data assimilation with no constraints on spatial continuity on facies.

A Fast Reactive Power Optimization in Distribution Network Based on Large Random Matrix Theory and Data Analysis

Directory of Open Access Journals (Sweden)

Wanxing Sheng

2016-05-01

Full Text Available In this paper, a reactive power optimization method based on historical data is investigated to solve the dynamic reactive power optimization problem in distribution network. In order to reflect the variation of loads, network loads are represented in a form of random matrix. Load similarity (LS is defined to measure the degree of similarity between the loads in different days and the calculation method of the load similarity of load random matrix (LRM is presented. By calculating the load similarity between the forecasting random matrix and the random matrix of historical load, the historical reactive power optimization dispatching scheme that most matches the forecasting load can be found for reactive power control usage. The differences of daily load curves between working days and weekends in different seasons are considered in the proposed method. The proposed method is tested on a standard 14 nodes distribution network with three different types of load. The computational result demonstrates that the proposed method for reactive power optimization is fast, feasible and effective in distribution network.

DISCRETE MATHEMATICS/NUMBER THEORY

OpenAIRE

Mrs. Manju Devi*

2017-01-01

Discrete mathematics is the study of mathematical structures that are fundamentally discrete rather than continuous. In contrast to real numbers that have the property of varying "smoothly", the objects studied in discrete mathematics such as integers, graphs, and statements do not vary smoothly in this way, but have distinct, separated values. Discrete mathematics therefore excludes topics in "continuous mathematics" such as calculus and analysis. Discrete objects can often be enumerated by ...

Improving the pseudo-randomness properties of chaotic maps using deep-zoom

Science.gov (United States)

Machicao, Jeaneth; Bruno, Odemir M.

2017-05-01

A generalized method is proposed to compose new orbits from a given chaotic map. The method provides an approach to examine discrete-time chaotic maps in a "deep-zoom" manner by using k-digits to the right from the decimal separator of a given point from the underlying chaotic map. Interesting phenomena have been identified. Rapid randomization was observed, i.e., chaotic patterns tend to become indistinguishable when compared to the original orbits of the underlying chaotic map. Our results were presented using different graphical analyses (i.e., time-evolution, bifurcation diagram, Lyapunov exponent, Poincaré diagram, and frequency distribution). Moreover, taking advantage of this randomization improvement, we propose a Pseudo-Random Number Generator (PRNG) based on the k-logistic map. The pseudo-random qualities of the proposed PRNG passed both tests successfully, i.e., DIEHARD and NIST, and were comparable with other traditional PRNGs such as the Mersenne Twister. The results suggest that simple maps such as the logistic map can be considered as good PRNG methods.

Relativity and the question of discretization in astronomy

CERN Document Server

Edelen, Dominic G B

1970-01-01

Theoretical researches in general relativity and observational data from galactic astronomy combine in this volume in contributions to one of the oldest questions of natural philosophy: Is the structure of the physical world more adequately described by a continuous or a discrete mode of representation? Since the days of the Pythagoreans, this question has surfaced from time to time in various guises in science as well as in philosophy. One of the most bitterly contested and illuminating controversies between the continuous and the discrete viewpoints is to be found in the wave versus corpuscular description of optical phenom­ enae. This controversy was not resolved to the satisfaction of most of its protaganists until the development of the quantum theory. However, several obscurities that still becloud the question suggest that some deeper formulation may be necessary before more satisfactory answers can be given 1. The firm establishment of the validity of quantized structure and discrete energy distribut...

A New Distribution-Random Limit Normal Distribution

OpenAIRE

Gong, Xiaolin; Yang, Shuzhen

2013-01-01

This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then, we use market data to verify our model.

Resonance and web structure in discrete soliton systems: the two-dimensional Toda lattice and its fully discrete and ultra-discrete analogues

International Nuclear Information System (INIS)

Maruno, Ken-ichi; Biondini, Gino

2004-01-01

We present a class of solutions of the two-dimensional Toda lattice equation, its fully discrete analogue and its ultra-discrete limit. These solutions demonstrate the existence of soliton resonance and web-like structure in discrete integrable systems such as differential-difference equations, difference equations and cellular automata (ultra-discrete equations)

Optimization and quantization in gradient symbol systems: a framework for integrating the continuous and the discrete in cognition.

Science.gov (United States)

Smolensky, Paul; Goldrick, Matthew; Mathis, Donald

2014-08-01

Mental representations have continuous as well as discrete, combinatorial properties. For example, while predominantly discrete, phonological representations also vary continuously; this is reflected by gradient effects in instrumental studies of speech production. Can an integrated theoretical framework address both aspects of structure? The framework we introduce here, Gradient Symbol Processing, characterizes the emergence of grammatical macrostructure from the Parallel Distributed Processing microstructure (McClelland, Rumelhart, & The PDP Research Group, 1986) of language processing. The mental representations that emerge, Distributed Symbol Systems, have both combinatorial and gradient structure. They are processed through Subsymbolic Optimization-Quantization, in which an optimization process favoring representations that satisfy well-formedness constraints operates in parallel with a distributed quantization process favoring discrete symbolic structures. We apply a particular instantiation of this framework, λ-Diffusion Theory, to phonological production. Simulations of the resulting model suggest that Gradient Symbol Processing offers a way to unify accounts of grammatical competence with both discrete and continuous patterns in language performance. Copyright © 2013 Cognitive Science Society, Inc.

A class of conservative Hamiltonians with exactly integrable discrete two-dimensional parametric maps

International Nuclear Information System (INIS)

Dikande, Alain M; Njumbe, E Epie

2010-01-01

A class of discrete conservative Hamiltonians with completely integrable two-dimensional (2D) mappings is constructed whose generic models are three families of non-integrable discrete Hamiltonians with on-site potentials whose double-well shapes vary. Unlike the discrete 2D mappings associated with the generic models, which all display pitchfork bifurcations towards randomly pinned states with chaotic features, for the derived models the pitchfork bifurcation leads to fixed points always surrounded by periodic trajectories. A nonlinear stability analysis reveals a finite crossover on the bifurcation line at which the pitchfork transition takes the maps from regular real periodic trajectories towards a regime dominated by a cluster of periodic point trajectories representing the allowed real solutions. The rich variety of structures displayed by the new class of discrete maps, combined with their complete integrability, offer rich perspectives for theoretical modelling of a wide class of systems undergoing structural instabilities without noticeable chaotic precursors.

Randomness in preference orderings, outcomes and attribute tastes: An application to journey time risk

DEFF Research Database (Denmark)

Batley, Richard; Ibáñez Rivas, Juan Nicolás

2012-01-01

estimate a mean ‘reliability ratio’ (ratio of the value of standard deviation of journey time to the value of scheduled journey time) of 2.07, against a median of 0.85. The properties of the distribution of the reliability ratio suggest a predominant behaviour of aversion to journey time risk.......Within the broad area of probabilistic modelling of individual discrete choice, we develop three strands of discussion. First, we outline a theoretical framework for the modelling of individual discrete choice under risk, distinguishing between three specific sources of randomness; in preference...... orderings, in outcomes, and in attribute tastes. Second, we apply this theoretical modelling framework to the domain of journey time risk (or ‘reliability’), a subject which has acquired prominence in the transportation policies of many countries. Third, we apply the modelling framework empirically, based...

The area distribution of two-dimensional random walks and non-Hermitian Hofstadter quantum mechanics

International Nuclear Information System (INIS)

Matveenko, Sergey; Ouvry, Stéphane

2014-01-01

When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be obtained exactly (Mashkevich and Ouvry 2009 J. Stat. Phys. 137 71). We explicitly map this biased classical random system onto a non-Hermitian Hofstadter-like quantum model where a charged particle on a square lattice coupled to a perpendicular magnetic field hops only to the right. For the commensurate case, when the magnetic flux per unit cell is rational, an exact solution of the quantum model is obtained. The periodicity of the lattice allows one to relate traces of the Nth power of the Hamiltonian to probability distribution generating functions of biased walks of length N. (paper)

Distributed Secure Coordinated Control for Multiagent Systems Under Strategic Attacks.

Science.gov (United States)

Feng, Zhi; Wen, Guanghui; Hu, Guoqiang

2017-05-01

This paper studies a distributed secure consensus tracking control problem for multiagent systems subject to strategic cyber attacks modeled by a random Markov process. A hybrid stochastic secure control framework is established for designing a distributed secure control law such that mean-square exponential consensus tracking is achieved. A connectivity restoration mechanism is considered and the properties on attack frequency and attack length rate are investigated, respectively. Based on the solutions of an algebraic Riccati equation and an algebraic Riccati inequality, a procedure to select the control gains is provided and stability analysis is studied by using Lyapunov's method.. The effect of strategic attacks on discrete-time systems is also investigated. Finally, numerical examples are provided to illustrate the effectiveness of theoretical analysis.

Stable grid refinement and singular source discretization for seismic wave simulations

Energy Technology Data Exchange (ETDEWEB)

Petersson, N A; Sjogreen, B

2009-10-30

An energy conserving discretization of the elastic wave equation in second order formulation is developed for a composite grid, consisting of a set of structured rectangular component grids with hanging nodes on the grid refinement interface. Previously developed summation-by-parts properties are generalized to devise a stable second order accurate coupling of the solution across mesh refinement interfaces. The discretization of singular source terms of point force and point moment tensor type are also studied. Based on enforcing discrete moment conditions that mimic properties of the Dirac distribution and its gradient, previous single grid formulas are generalized to work in the vicinity of grid refinement interfaces. These source discretization formulas are shown to give second order accuracy in the solution, with the error being essentially independent of the distance between the source and the grid refinement boundary. Several numerical examples are given to illustrate the properties of the proposed method.

Time distributions of solar energetic particle events: Are SEPEs really random?

Science.gov (United States)

Jiggens, P. T. A.; Gabriel, S. B.

2009-10-01

Solar energetic particle events (SEPEs) can exhibit flux increases of several orders of magnitude over background levels and have always been considered to be random in nature in statistical models with no dependence of any one event on the occurrence of previous events. We examine whether this assumption of randomness in time is correct. Engineering modeling of SEPEs is important to enable reliable and efficient design of both Earth-orbiting and interplanetary spacecraft and future manned missions to Mars and the Moon. All existing engineering models assume that the frequency of SEPEs follows a Poisson process. We present analysis of the event waiting times using alternative distributions described by Lévy and time-dependent Poisson processes and compared these with the usual Poisson distribution. The results show significant deviation from a Poisson process and indicate that the underlying physical processes might be more closely related to a Lévy-type process, suggesting that there is some inherent “memory” in the system. Inherent Poisson assumptions of stationarity and event independence are investigated, and it appears that they do not hold and can be dependent upon the event definition used. SEPEs appear to have some memory indicating that events are not completely random with activity levels varying even during solar active periods and are characterized by clusters of events. This could have significant ramifications for engineering models of the SEP environment, and it is recommended that current statistical engineering models of the SEP environment should be modified to incorporate long-term event dependency and short-term system memory.

Discrete control systems

CERN Document Server

Okuyama, Yoshifumi

2014-01-01

Discrete Control Systems establishes a basis for the analysis and design of discretized/quantized control systemsfor continuous physical systems. Beginning with the necessary mathematical foundations and system-model descriptions, the text moves on to derive a robust stability condition. To keep a practical perspective on the uncertain physical systems considered, most of the methods treated are carried out in the frequency domain. As part of the design procedure, modified Nyquist–Hall and Nichols diagrams are presented and discretized proportional–integral–derivative control schemes are reconsidered. Schemes for model-reference feedback and discrete-type observers are proposed. Although single-loop feedback systems form the core of the text, some consideration is given to multiple loops and nonlinearities. The robust control performance and stability of interval systems (with multiple uncertainties) are outlined. Finally, the monograph describes the relationship between feedback-control and discrete ev...

Accelerating distributed average consensus by exploring the information of second-order neighbors

Energy Technology Data Exchange (ETDEWEB)

Yuan Deming [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Xu Shengyuan, E-mail: syxu02@yahoo.com.c [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Zhao Huanyu [School of Automation, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu (China); Chu Yuming [Department of Mathematics, Huzhou Teacher' s College, Huzhou 313000, Zhejiang (China)

2010-05-17

The problem of accelerating distributed average consensus by using the information of second-order neighbors in both the discrete- and continuous-time cases is addressed in this Letter. In both two cases, when the information of second-order neighbors is used in each iteration, the network will converge with a speed faster than the algorithm only using the information of first-order neighbors. Moreover, the problem of using partial information of second-order neighbors is considered, and the edges are not chosen randomly from second-order neighbors. In the continuous-time case, the edges are chosen by solving a convex optimization problem which is formed by using the convex relaxation method. In the discrete-time case, for small network the edges are chosen optimally via the brute force method. Finally, simulation examples are provided to demonstrate the effectiveness of the proposed algorithm.

Lectures on random interfaces

CERN Document Server

Funaki, Tadahisa

2016-01-01

Interfaces are created to separate two distinct phases in a situation in which phase coexistence occurs. This book discusses randomly fluctuating interfaces in several different settings and from several points of view: discrete/continuum, microscopic/macroscopic, and static/dynamic theories. The following four topics in particular are dealt with in the book. Assuming that the interface is represented as a height function measured from a fixed-reference discretized hyperplane, the system is governed by the Hamiltonian of gradient of the height functions. This is a kind of effective interface model called ∇φ-interface model. The scaling limits are studied for Gaussian (or non-Gaussian) random fields with a pinning effect under a situation in which the rate functional of the corresponding large deviation principle has non-unique minimizers. Young diagrams determine decreasing interfaces, and their dynamics are introduced. The large-scale behavior of such dynamics is studied from the points of view of the hyd...

Finite discrete field theory

International Nuclear Information System (INIS)

Souza, Manoelito M. de

1997-01-01

We discuss the physical meaning and the geometric interpretation of implementation in classical field theories. The origin of infinities and other inconsistencies in field theories is traced to fields defined with support on the light cone; a finite and consistent field theory requires a light-cone generator as the field support. Then, we introduce a classical field theory with support on the light cone generators. It results on a description of discrete (point-like) interactions in terms of localized particle-like fields. We find the propagators of these particle-like fields and discuss their physical meaning, properties and consequences. They are conformally invariant, singularity-free, and describing a manifestly covariant (1 + 1)-dimensional dynamics in a (3 = 1) spacetime. Remarkably this conformal symmetry remains even for the propagation of a massive field in four spacetime dimensions. We apply this formalism to Classical electrodynamics and to the General Relativity Theory. The standard formalism with its distributed fields is retrieved in terms of spacetime average of the discrete field. Singularities are the by-products of the averaging process. This new formalism enlighten the meaning and the problem of field theory, and may allow a softer transition to a quantum theory. (author)

Mechanics of a crushable pebble assembly using discrete element method

International Nuclear Information System (INIS)

Annabattula, R.K.; Gan, Y.; Zhao, S.; Kamlah, M.

2012-01-01

The influence of crushing of individual pebbles on the overall strength of a pebble assembly is investigated using discrete element method. An assembly comprising of 5000 spherical pebbles is assigned with random critical failure energies with a Weibull distribution in accordance with the experimental observation. Then, the pebble assembly is subjected to uni-axial compression (ε 33 =1.5%) with periodic boundary conditions. The crushable pebble assembly shows a significant difference in stress–strain response in comparison to a non-crushable pebble assembly. The analysis shows that a ideal plasticity like behaviour (constant stress with increase in strain) is the characteristic of a crushable pebble assembly with sudden damage. The damage accumulation law plays a critical role in determining the critical stress while the critical number of completely failed pebbles at the onset of critical stress is independent of such a damage law. Furthermore, a loosely packed pebble assembly shows a higher crush resistance while the critical stress is insensitive to the packing factor (η) of the assembly.

Record statistics of a strongly correlated time series: random walks and Lévy flights

Science.gov (United States)

Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory

2017-08-01

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.

BWIP-RANDOM-SAMPLING, Random Sample Generation for Nuclear Waste Disposal

International Nuclear Information System (INIS)

Sagar, B.

1989-01-01

1 - Description of program or function: Random samples for different distribution types are generated. Distribution types as required for performance assessment modeling of geologic nuclear waste disposal are provided. These are: - Uniform, - Log-uniform (base 10 or natural), - Normal, - Lognormal (base 10 or natural), - Exponential, - Bernoulli, - User defined continuous distribution. 2 - Method of solution: A linear congruential generator is used for uniform random numbers. A set of functions is used to transform the uniform distribution to the other distributions. Stratified, rather than random, sampling can be chosen. Truncated limits can be specified on many distributions, whose usual definition has an infinite support. 3 - Restrictions on the complexity of the problem: Generation of correlated random variables is not included

The biennial life strategy in a random environment

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1988-01-01

A discrete-time population model with two age classes is studied which describes the growth of biennial plants in a randomly varying environment. A fraction of the oldest age class delays its flowering each year. The solution of the model involves products of random matrices. We calculate the exact

Discrete Element Modeling

Energy Technology Data Exchange (ETDEWEB)

Morris, J; Johnson, S

2007-12-03

The Distinct Element Method (also frequently referred to as the Discrete Element Method) (DEM) is a Lagrangian numerical technique where the computational domain consists of discrete solid elements which interact via compliant contacts. This can be contrasted with Finite Element Methods where the computational domain is assumed to represent a continuum (although many modern implementations of the FEM can accommodate some Distinct Element capabilities). Often the terms Discrete Element Method and Distinct Element Method are used interchangeably in the literature, although Cundall and Hart (1992) suggested that Discrete Element Methods should be a more inclusive term covering Distinct Element Methods, Displacement Discontinuity Analysis and Modal Methods. In this work, DEM specifically refers to the Distinct Element Method, where the discrete elements interact via compliant contacts, in contrast with Displacement Discontinuity Analysis where the contacts are rigid and all compliance is taken up by the adjacent intact material.

A highly efficient SDRAM controller supporting variable-length burst access and batch process for discrete reads

Science.gov (United States)

Li, Nan; Wang, Junzheng

2016-03-01

A highly efficient Synchronous Dynamic Random Access Memory (SDRAM) controller supporting variable-length burst access and batch process for discrete reads is proposed in this paper. Based on the Principle of Locality, command First In First Out (FIFO) and address range detector are designed within this controller to accelerate its responses to discrete read requests, which dramatically improves the average Effective Bus Utilization Ratio (EBUR) of SDRAM. Our controller is finally verified by driving the Micron 256-Mb SDRAM MT48LC16M16A2. Successful simulation and verification results show that our controller exhibits much higher EBUR than do most existing designs in case of discrete reads.

Discrete linear canonical transforms based on dilated Hermite functions.

Science.gov (United States)

Pei, Soo-Chang; Lai, Yun-Chiu

2011-08-01

Linear canonical transform (LCT) is very useful and powerful in signal processing and optics. In this paper, discrete LCT (DLCT) is proposed to approximate LCT by utilizing the discrete dilated Hermite functions. The Wigner distribution function is also used to investigate DLCT performances in the time-frequency domain. Compared with the existing digital computation of LCT, our proposed DLCT possess additivity and reversibility properties with no oversampling involved. In addition, the length of input/output signals will not be changed before and after the DLCT transformations, which is consistent with the time-frequency area-preserving nature of LCT; meanwhile, the proposed DLCT has very good approximation of continuous LCT.

Potential fluctuations due to randomly distributed charges at the semiconductor-insulator interface in MIS-structures

International Nuclear Information System (INIS)

Yanchev, I.

2003-01-01

A new expression for the Fourier transform of the binary correlation function of the random potential near the semiconductor-insulator interface is derived. The screening from the metal electrode in MIS-structure is taken into account introducing an effective insulator thickness. An essential advantage of this correlation function is the finite dispersion of the random potential to which it leads in distinction with the so far known correlation functions leading to a divergent dispersion. The dispersion, an important characteristic of the random potential distribution, determining the amplitude of the potential fluctuations is calculated

Potential fluctuations due to randomly distributed charges at the semiconductor-insulator interface in MIS-structures

CERN Document Server

Yanchev, I

2003-01-01

A new expression for the Fourier transform of the binary correlation function of the random potential near the semiconductor-insulator interface is derived. The screening from the metal electrode in MIS-structure is taken into account introducing an effective insulator thickness. An essential advantage of this correlation function is the finite dispersion of the random potential to which it leads in distinction with the so far known correlation functions leading to a divergent dispersion. The dispersion, an important characteristic of the random potential distribution, determining the amplitude of the potential fluctuations is calculated.

Potential fluctuations due to randomly distributed charges at the semiconductor-insulator interface in MIS-structures

Energy Technology Data Exchange (ETDEWEB)

Yanchev, I

2003-07-01

A new expression for the Fourier transform of the binary correlation function of the random potential near the semiconductor-insulator interface is derived. The screening from the metal electrode in MIS-structure is taken into account introducing an effective insulator thickness. An essential advantage of this correlation function is the finite dispersion of the random potential to which it leads in distinction with the so far known correlation functions leading to a divergent dispersion. The dispersion, an important characteristic of the random potential distribution, determining the amplitude of the potential fluctuations is calculated.

A discrete spherical X-ray transform of orientation distribution functions using bounding cubes

DEFF Research Database (Denmark)

Kazantsev, Ivan G; Schmidt, Søren; Poulsen, Henning Friis

2009-01-01

We investigate a cubed sphere parametrization of orientation space with the aim of constructing a discrete voxelized version of the spherical x-ray transform. For tracing the propagation of a unit great circle through the partition subsets, the frustums of the cubed sphere, a fast procedure...

Design of distributed feedback fibre lasers

DEFF Research Database (Denmark)

Lauridsen, Vibeke Claudia; Søndergaard, Thomas; Varming, Poul

1997-01-01

A numerical model for erbium fibre lasers with Bragg gratings is presented. The model is used to optimize the location of a discrete phase-shift and the phase-shift magnitude for a distributed phase-shift.......A numerical model for erbium fibre lasers with Bragg gratings is presented. The model is used to optimize the location of a discrete phase-shift and the phase-shift magnitude for a distributed phase-shift....

Mutual trust method for forwarding information in wireless sensor networks using random secret pre-distribution

Directory of Open Access Journals (Sweden)

Chih-Hsueh Lin

2016-04-01

Full Text Available In wireless sensor networks, sensing information must be transmitted from sensor nodes to the base station by multiple hopping. Every sensor node is a sender and a relay node that forwards the sensing information that is sent by other nodes. Under an attack, the sensing information may be intercepted, modified, interrupted, or fabricated during transmission. Accordingly, the development of mutual trust to enable a secure path to be established for forwarding information is an important issue. Random key pre-distribution has been proposed to establish mutual trust among sensor nodes. This article modifies the random key pre-distribution to a random secret pre-distribution and incorporates identity-based cryptography to establish an effective method of establishing mutual trust for a wireless sensor network. In the proposed method, base station assigns an identity and embeds n secrets into the private secret keys for every sensor node. Based on the identity and private secret keys, the mutual trust method is utilized to explore the types of trust among neighboring sensor nodes. The novel method can resist malicious attacks and satisfy the requirements of wireless sensor network, which are resistance to compromising attacks, masquerading attacks, forger attacks, replying attacks, authentication of forwarding messages, and security of sensing information.

Discrete element method modeling of the triboelectric charging of polyethylene particles: Can particle size distribution and segregation reduce the charging?

International Nuclear Information System (INIS)

Konopka, Ladislav; Kosek, Juraj

2015-01-01

Polyethylene particles of various sizes are present in industrial gas-dispersion reactors and downstream processing units. The contact of the particles with a device wall as well as the mutual particle collisions cause electrons on the particle surface to redistribute in the system. The undesirable triboelectric charging results in several operational problems and safety risks in industrial systems, for example in the fluidized-bed polymerization reactor. We studied the charging of polyethylene particles caused by the particle-particle interactions in gas. Our model employs the Discrete Element Method (DEM) describing the particle dynamics and incorporates the ‘Trapped Electron Approach’ as the physical basis for the considered charging mechanism. The model predicts the particle charge distribution for systems with various particle size distributions and various level of segregation. Simulation results are in a qualitative agreement with experimental observations of similar particulate systems specifically in two aspects: 1) Big particles tend to gain positive charge and small particles the negative one. 2) The wider the particle size distribution is, the more pronounced is the charging process. Our results suggest that not only the size distribution, but also the effect of the spatial segregation of the polyethylene particles significantly influence the resulting charge distribution ‘generated’ in the system. The level of particle segregation as well as the particle size distribution of polyethylene particles can be in practice adjusted by the choice of supported catalysts, by the conditions in the fluidized-bed polymerization reactor and by the fluid dynamics. We also attempt to predict how the reactor temperature affects the triboelectric charging of particles. (paper)

A non-linear discrete transform for pattern recognition of discrete chaotic systems

International Nuclear Information System (INIS)

Karanikas, C.; Proios, G.

2003-01-01

It is shown, by an invertible non-linear discrete transform that any finite sequence or any collection of strings of any length can be presented as a random walk on trees. These transforms create the mathematical background for coding any information, for exploring its local variability and diversity. With the underlying computational algorithms, with several examples and applications we propose that these transforms can be used for pattern recognition of immune type. In other words we propose a mathematical platform for detecting self and non-self strings of any alphabet, based on a negative selection algorithms, for scouting data's periodicity and self-similarity and for measuring the diversity of chaotic strings with fractal dimension methods. In particular we estimate successfully the entropy and the ratio of chaotic data with self similarity. Moreover we give some applications of a non-linear denoising filter

A non-linear discrete transform for pattern recognition of discrete chaotic systems

CERN Document Server

Karanikas, C

2003-01-01

It is shown, by an invertible non-linear discrete transform that any finite sequence or any collection of strings of any length can be presented as a random walk on trees. These transforms create the mathematical background for coding any information, for exploring its local variability and diversity. With the underlying computational algorithms, with several examples and applications we propose that these transforms can be used for pattern recognition of immune type. In other words we propose a mathematical platform for detecting self and non-self strings of any alphabet, based on a negative selection algorithms, for scouting data's periodicity and self-similarity and for measuring the diversity of chaotic strings with fractal dimension methods. In particular we estimate successfully the entropy and the ratio of chaotic data with self similarity. Moreover we give some applications of a non-linear denoising filter.

On the Distribution of Indefinite Quadratic Forms in Gaussian Random Variables

KAUST Repository

Al-Naffouri, Tareq Y.

2015-10-30

© 2015 IEEE. In this work, we propose a unified approach to evaluating the CDF and PDF of indefinite quadratic forms in Gaussian random variables. Such a quantity appears in many applications in communications, signal processing, information theory, and adaptive filtering. For example, this quantity appears in the mean-square-error (MSE) analysis of the normalized least-meansquare (NLMS) adaptive algorithm, and SINR associated with each beam in beam forming applications. The trick of the proposed approach is to replace inequalities that appear in the CDF calculation with unit step functions and to use complex integral representation of the the unit step function. Complex integration allows us then to evaluate the CDF in closed form for the zero mean case and as a single dimensional integral for the non-zero mean case. Utilizing the saddle point technique allows us to closely approximate such integrals in non zero mean case. We demonstrate how our approach can be extended to other scenarios such as the joint distribution of quadratic forms and ratios of such forms, and to characterize quadratic forms in isotropic distributed random variables.We also evaluate the outage probability in multiuser beamforming using our approach to provide an application of indefinite forms in communications.

The discrete-dipole-approximation code ADDA: capabilities and known limitations

NARCIS (Netherlands)

Yurkin, M.A.; Hoekstra, A.G.

2011-01-01

The open-source code ADDA is described, which implements the discrete dipole approximation (DDA), a method to simulate light scattering by finite 3D objects of arbitrary shape and composition. Besides standard sequential execution, ADDA can run on a multiprocessor distributed-memory system,

Speciation dynamics of metals in dispersion of nanoparticles with discrete distribution of charged binding sites.

Science.gov (United States)

Polyakov, Pavel D; Duval, Jérôme F L

2014-02-07

We report a comprehensive theory to evaluate the kinetics of complex formation between metal ions and charged spherical nanoparticles. The latter consist of an ion-impermeable core surrounded by a soft shell layer characterized by a discrete axisymmetric 2D distribution of charged sites that bind metal ions. The theory explicitly integrates the conductive diffusion of metal ions from bulk solution toward the respective locations of the reactive sites within the particle shell volume. The kinetic constant k for outer-sphere nanoparticle-metal association is obtained from the sum of the contributions stemming from all reactive sites, each evaluated from the corresponding incoming flux of metal ions derived from steady-state Poisson-Nernst-Planck equations. Illustrations are provided to capture the basic intertwined impacts of particle size, overall particle charge, spatial heterogeneity in site distribution, type of particle (hard, core-shell or porous) and concentration of the background electrolyte on k. As a limit, k converges with predictions from previously reported analytical expressions derived for porous particles with low and high charge density, cases that correspond to coulombic and mean-field (smeared-out) electrostatic treatments, respectively. The conditions underlying the applicability of these latter approaches are rigorously identified in terms of (i) the extent of overlap between electric double layers around charged neighbouring sites, and (ii) the magnitude of the intraparticulate metal concentration gradient. For the first time, the proposed theory integrates the differentiated impact of the local potential around the charged binding sites amidst the overall particle field, together with that of the so-far discarded intraparticulate flux of metal ions.

A Discrete Spectral Problem and Related Hierarchy of Discrete Hamiltonian Lattice Equations

International Nuclear Information System (INIS)

Xu Xixiang; Cao Weili

2007-01-01

Staring from a discrete matrix spectral problem, a hierarchy of lattice soliton equations is presented though discrete zero curvature representation. The resulting lattice soliton equations possess non-local Lax pairs. The Hamiltonian structures are established for the resulting hierarchy by the discrete trace identity. Liouville integrability of resulting hierarchy is demonstrated.

Discrete exterior calculus discretization of incompressible Navier–Stokes equations over surface simplicial meshes

KAUST Repository

Mohamed, Mamdouh S.; Hirani, Anil N.; Samtaney, Ravi

2016-01-01

A conservative discretization of incompressible Navier–Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a

Analysis of the stability and accuracy of the discrete least-squares approximation on multivariate polynomial spaces

KAUST Repository

Migliorati, Giovanni

2016-01-01

We review the main results achieved in the analysis of the stability and accuracy of the discrete leastsquares approximation on multivariate polynomial spaces, with noiseless evaluations at random points, noiseless evaluations at low

Nuclear data preparation and discrete ordinates calculation

International Nuclear Information System (INIS)

Carmignani, B.

1980-01-01

These lectures deal with the use of the GAM-GATHER and GAM-THERMOS chains for the calculation of lattice cross sections and within use of the discrete ordinates one dimensional ANISN code for the calculation of criticality and flux distribution of the cell and of the whole reactor. As an example the codes are applied to the calculation of a PWR. Results of different approximations are compared. (author)

Asymptotic behavior of discrete holomorphic maps z^c, log(z) and discrete Painleve transcedents

OpenAIRE

Agafonov, S. I.

2005-01-01

It is shown that discrete analogs of z^c and log(z) have the same asymptotic behavior as their smooth counterparts. These discrete maps are described in terms of special solutions of discrete Painleve-II equations, asymptotics of these solutions providing the behaviour of discrete z^c and log(z) at infinity.

Probability distribution relationships

Directory of Open Access Journals (Sweden)

Yousry Abdelkader

2013-05-01

Full Text Available In this paper, we are interesting to show the most famous distributions and their relations to the other distributions in collected diagrams. Four diagrams are sketched as networks. The first one is concerned to the continuous distributions and their relations. The second one presents the discrete distributions. The third diagram is depicted the famous limiting distributions. Finally, the Balakrishnan skew-normal density and its relationship with the other distributions are shown in the fourth diagram.

Generation of pseudo-random numbers from given probabilistic distribution with the use of chaotic maps

Science.gov (United States)

Lawnik, Marcin

2018-01-01

The scope of the paper is the presentation of a new method of generating numbers from a given distribution. The method uses the inverse cumulative distribution function and a method of flattening of probabilistic distributions. On the grounds of these methods, a new construction of chaotic maps was derived, which generates values from a given distribution. The analysis of the new method was conducted on the example of a newly constructed chaotic recurrences, based on the Box-Muller transformation and the quantile function of the exponential distribution. The obtained results certify that the proposed method may be successively applicable for the construction of generators of pseudo-random numbers.

Performance Analysis of 5G Transmission over Fading Channels with Random IG Distributed LOS Components

Directory of Open Access Journals (Sweden)

Dejan Jaksic

2017-01-01

Full Text Available Mathematical modelling of the behavior of the radio propagation at mmWave bands is crucial to the development of transmission and reception algorithms of new 5G systems. In this study we will model 5G propagation in nondeterministic line-of-sight (LOS conditions, when the random nature of LOS component ratio will be observed as Inverse Gamma (IG distributed process. Closed-form expressions will be presented for the probability density function (PDF and cumulative distribution function (CDF of such random process. Further, closed-form expressions will be provided for important performance measures such as level crossing rate (LCR and average fade duration (AFD. Capitalizing on proposed expressions, LCR and AFD will be discussed in the function of transmission parameters.

Potential fluctuations due to randomly distributed charges at the semiconductor-insulator interface in mis-structures

International Nuclear Information System (INIS)

Yanchev, I; Slavcheva, G.

1993-01-01

A new expression for the Fourier transform of the binary correlation function of the random potential near the semiconductor-insulator interface is derived. The screening from the metal electrode in MIS-structure is taken into account introducing an effective insulator thickness. An essential advantage of this correlation function is the finite dispersion of the random potential Γ 2 to which it leads in distinction with the so far known correlation functions leading to divergent dispersion. The important characteristic of the random potential distribution Γ 2 determining the amplitude of the potential fluctuations is calculated. 7 refs. (orig.)

ADAM: analysis of discrete models of biological systems using computer algebra.

Science.gov (United States)

Hinkelmann, Franziska; Brandon, Madison; Guang, Bonny; McNeill, Rustin; Blekherman, Grigoriy; Veliz-Cuba, Alan; Laubenbacher, Reinhard

2011-07-20

Many biological systems are modeled qualitatively with discrete models, such as probabilistic Boolean networks, logical models, Petri nets, and agent-based models, to gain a better understanding of them. The computational complexity to analyze the complete dynamics of these models grows exponentially in the number of variables, which impedes working with complex models. There exist software tools to analyze discrete models, but they either lack the algorithmic functionality to analyze complex models deterministically or they are inaccessible to many users as they require understanding the underlying algorithm and implementation, do not have a graphical user interface, or are hard to install. Efficient analysis methods that are accessible to modelers and easy to use are needed. We propose a method for efficiently identifying attractors and introduce the web-based tool Analysis of Dynamic Algebraic Models (ADAM), which provides this and other analysis methods for discrete models. ADAM converts several discrete model types automatically into polynomial dynamical systems and analyzes their dynamics using tools from computer algebra. Specifically, we propose a method to identify attractors of a discrete model that is equivalent to solving a system of polynomial equations, a long-studied problem in computer algebra. Based on extensive experimentation with both discrete models arising in systems biology and randomly generated networks, we found that the algebraic algorithms presented in this manuscript are fast for systems with the structure maintained by most biological systems, namely sparseness and robustness. For a large set of published complex discrete models, ADAM identified the attractors in less than one second. Discrete modeling techniques are a useful tool for analyzing complex biological systems and there is a need in the biological community for accessible efficient analysis tools. ADAM provides analysis methods based on mathematical algorithms as a web

Parallel discrete event simulation using shared memory

Science.gov (United States)

Reed, Daniel A.; Malony, Allen D.; Mccredie, Bradley D.

1988-01-01

With traditional event-list techniques, evaluating a detailed discrete-event simulation-model can often require hours or even days of computation time. By eliminating the event list and maintaining only sufficient synchronization to ensure causality, parallel simulation can potentially provide speedups that are linear in the numbers of processors. A set of shared-memory experiments, using the Chandy-Misra distributed-simulation algorithm, to simulate networks of queues is presented. Parameters of the study include queueing network topology and routing probabilities, number of processors, and assignment of network nodes to processors. These experiments show that Chandy-Misra distributed simulation is a questionable alternative to sequential-simulation of most queueing network models.

Random walks, random fields, and disordered systems

CERN Document Server

Černý, Jiří; Kotecký, Roman

2015-01-01

Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a mod...

Discrete port-Hamiltonian systems

NARCIS (Netherlands)

Talasila, V.; Clemente-Gallardo, J.; Schaft, A.J. van der

2006-01-01

Either from a control theoretic viewpoint or from an analysis viewpoint it is necessary to convert smooth systems to discrete systems, which can then be implemented on computers for numerical simulations. Discrete models can be obtained either by discretizing a smooth model, or by directly modeling

Automatic gender determination from 3D digital maxillary tooth plaster models based on the random forest algorithm and discrete cosine transform.

Science.gov (United States)

Akkoç, Betül; Arslan, Ahmet; Kök, Hatice

2017-05-01

One of the first stages in the identification of an individual is gender determination. Through gender determination, the search spectrum can be reduced. In disasters such as accidents or fires, which can render identification somewhat difficult, durable teeth are an important source for identification. This study proposes a smart system that can automatically determine gender using 3D digital maxillary tooth plaster models. The study group was composed of 40 Turkish individuals (20 female, 20 male) between the ages of 21 and 24. Using the iterative closest point (ICP) algorithm, tooth models were aligned, and after the segmentation process, models were transformed into depth images. The local discrete cosine transform (DCT) was used in the process of feature extraction, and the random forest (RF) algorithm was used for the process of classification. Classification was performed using 30 different seeds for random generator values and 10-fold cross-validation. A value of 85.166% was obtained for average classification accuracy (CA) and a value of 91.75% for the area under the ROC curve (AUC). A multi-disciplinary study is performed here that includes computer sciences, medicine and dentistry. A smart system is proposed for the determination of gender from 3D digital models of maxillary tooth plaster models. This study has the capacity to extend the field of gender determination from teeth. Copyright © 2017 Elsevier B.V. All rights reserved.

Applied discrete-time queues

CERN Document Server

Alfa, Attahiru S

2016-01-01

This book introduces the theoretical fundamentals for modeling queues in discrete-time, and the basic procedures for developing queuing models in discrete-time. There is a focus on applications in modern telecommunication systems. It presents how most queueing models in discrete-time can be set up as discrete-time Markov chains. Techniques such as matrix-analytic methods (MAM) that can used to analyze the resulting Markov chains are included. This book covers single node systems, tandem system and queueing networks. It shows how queues with time-varying parameters can be analyzed, and illustrates numerical issues associated with computations for the discrete-time queueing systems. Optimal control of queues is also covered. Applied Discrete-Time Queues targets researchers, advanced-level students and analysts in the field of telecommunication networks. It is suitable as a reference book and can also be used as a secondary text book in computer engineering and computer science. Examples and exercises are includ...

Robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays

International Nuclear Information System (INIS)

Balasubramaniam, P.; Lakshmanan, S.; Manivannan, A.

2012-01-01

Highlights: ► Robust stability analysis for Markovian jumping interval neural networks is considered. ► Both linear fractional and interval uncertainties are considered. ► A new LKF is constructed with triple integral terms. ► MATLAB LMI control toolbox is used to validate theoretical results. ► Numerical examples are given to illustrate the effectiveness of the proposed method. - Abstract: This paper investigates robust stability analysis for Markovian jumping interval neural networks with discrete and distributed time-varying delays. The parameter uncertainties are assumed to be bounded in given compact sets. The delay is assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. Based on the new Lyapunov–Krasovskii functional (LKF), some inequality techniques and stochastic stability theory, new delay-dependent stability criteria have been obtained in terms of linear matrix inequalities (LMIs). Finally, two numerical examples are given to illustrate the less conservative and effectiveness of our theoretical results.

Time Discretization Techniques

KAUST Repository

Gottlieb, S.; Ketcheson, David I.

2016-01-01

The time discretization of hyperbolic partial differential equations is typically the evolution of a system of ordinary differential equations obtained by spatial discretization of the original problem. Methods for this time evolution include

Estimation of rates-across-sites distributions in phylogenetic substitution models.

Science.gov (United States)

Susko, Edward; Field, Chris; Blouin, Christian; Roger, Andrew J

2003-10-01

Previous work has shown that it is often essential to account for the variation in rates at different sites in phylogenetic models in order to avoid phylogenetic artifacts such as long branch attraction. In most current models, the gamma distribution is used for the rates-across-sites distributions and is implemented as an equal-probability discrete gamma. In this article, we introduce discrete distribution estimates with large numbers of equally spaced rate categories allowing us to investigate the appropriateness of the gamma model. With large numbers of rate categories, these discrete estimates are flexible enough to approximate the shape of almost any distribution. Likelihood ratio statistical tests and a nonparametric bootstrap confidence-bound estimation procedure based on the discrete estimates are presented that can be used to test the fit of a parametric family. We applied the methodology to several different protein data sets, and found that although the gamma model often provides a good parametric model for this type of data, rate estimates from an equal-probability discrete gamma model with a small number of categories will tend to underestimate the largest rates. In cases when the gamma model assumption is in doubt, rate estimates coming from the discrete rate distribution estimate with a large number of rate categories provide a robust alternative to gamma estimates. An alternative implementation of the gamma distribution is proposed that, for equal numbers of rate categories, is computationally more efficient during optimization than the standard gamma implementation and can provide more accurate estimates of site rates.

A Nondominated Genetic Algorithm Procedure for Multiobjective Discrete Network Design under Demand Uncertainty

Directory of Open Access Journals (Sweden)

Bian Changzhi

2015-01-01

Full Text Available This paper addresses the multiobjective discrete network design problem under demand uncertainty. The OD travel demands are supposed to be random variables with the given probability distribution. The problem is formulated as a bilevel stochastic optimization model where the decision maker’s objective is to minimize the construction cost, the expectation, and the standard deviation of total travel time simultaneously and the user’s route choice is described using user equilibrium model on the improved network under all scenarios of uncertain demand. The proposed model generates globally near-optimal Pareto solutions for network configurations based on the Monte Carlo simulation and nondominated sorting genetic algorithms II. Numerical experiments implemented on Nguyen-Dupuis test network show trade-offs among construction cost, the expectation, and standard deviation of total travel time under uncertainty are obvious. Investment on transportation facilities is an efficient method to improve the network performance and reduce risk under demand uncertainty, but it has an obvious marginal decreasing effect.

An Analysis of Spherical Particles Distribution Randomly Packed in a Medium for the Monte Carlo Implicit Modeling

Energy Technology Data Exchange (ETDEWEB)

Lee, Jae Yong; Kim, Song Hyun; Shin, Chang Ho; Kim, Jong Kyung [Hanyang Univ., Seoul (Korea, Republic of)

2014-05-15

In this study, as a preliminary study to develop an implicit method having high accuracy, the distribution characteristics of spherical particles were evaluated by using explicit modeling techniques in various volume packing fractions. This study was performed to evaluate implicitly simulated distribution of randomly packed spheres in a medium. At first, an explicit modeling method to simulate random packed spheres in a hexahedron medium was proposed. The distributed characteristics of l{sub p} and r{sub p}, which are used in the particle position sampling, was estimated. It is analyzed that the use of the direct exponential distribution, which is generally used in the implicit modeling, can cause the distribution bias of the spheres. It is expected that the findings in this study can be utilized for improving the accuracy in using the implicit method. Spherical particles, which are randomly distributed in medium, are utilized for the radiation shields, fusion reactor blanket, fuels of VHTR reactors. Due to the difficulty on the simulation of the stochastic distribution, Monte Carlo (MC) method has been mainly considered as the tool for the analysis of the particle transport. For the MC modeling of the spherical particles, three methods are known; repeated structure, explicit modeling, and implicit modeling. Implicit method (called as the track length sampling method) is a modeling method that is the sampling based modeling technique of each spherical geometry (or track length of the sphere) during the MC simulation. Implicit modeling method has advantages in high computational efficiency and user convenience. However, it is noted that the implicit method has lower modeling accuracy in various finite mediums.

Distributed Pseudo-Random Number Generation and Its Application to Cloud Database

OpenAIRE

Chen, Jiageng; Miyaji, Atsuko; Su, Chunhua

2014-01-01

Cloud database is now a rapidly growing trend in cloud computing market recently. It enables the clients run their computation on out-sourcing databases or access to some distributed database service on the cloud. At the same time, the security and privacy concerns is major challenge for cloud database to continue growing. To enhance the security and privacy of the cloud database technology, the pseudo-random number generation (PRNG) plays an important roles in data encryptions and privacy-pr...

Discrete repulsive oscillator wavefunctions

International Nuclear Information System (INIS)

Munoz, Carlos A; Rueda-Paz, Juvenal; Wolf, Kurt Bernardo

2009-01-01

For the study of infinite discrete systems on phase space, the three-dimensional Lorentz algebra and group, so(2,1) and SO(2,1), provide a discrete model of the repulsive oscillator. Its eigenfunctions are found in the principal irreducible representation series, where the compact generator-that we identify with the position operator-has the infinite discrete spectrum of the integers Z, while the spectrum of energies is a double continuum. The right- and left-moving wavefunctions are given by hypergeometric functions that form a Dirac basis for l 2 (Z). Under contraction, the discrete system limits to the well-known quantum repulsive oscillator. Numerical computations of finite approximations raise further questions on the use of Dirac bases for infinite discrete systems.

Basal friction evolution and crevasse distribution during the surge of Basin 3, Austfonna ice-cap - offline coupling between a continuum ice dynamic model and a discrete element model

Science.gov (United States)

Gong, Yongmei; Zwinger, Thomas; Åström, Jan; Gladstone, Rupert; Schellenberger, Thomas; Altena, Bas; Moore, John

2017-04-01

The outlet glacier at Basin 3, Austfonna ice-cap entered its active surge phase in autumn 2012. We assess the evolution of the basal friction during the surge through inverse modelling of basal friction coefficients using recent velocity observation from 2012 to 2014 in a continuum ice dynamic model Elmer/ice. The obtained basal friction coefficient distributions at different time instances are further used as a boundary condition in a discrete element model (HiDEM) that is capable of computing fracturing of ice. The inverted basal friction coefficient evolution shows a gradual 'unplugging' of the stagnant frontal area and northwards and inland expansion of the fast flowing region in the southern basin. The validation between the modeled crevasses distribution and the satellite observation in August 2013 shows a good agreement in shear zones inland and at the frontal area. Crevasse distributions of the summer before and after the glacier reached its maximum velocity in January 2013 (August 2012 and August 2014, respectively) are also evaluated. Previous studies suggest the triggering and development of the surge are linked to surface melt water penetrating through ice to form an efficient basal hydrology system thereby triggering a hydro- thermodynamic feedback. This preliminary offline coupling between a continuum ice dynamic model and a discrete element model will give a hint on future model development of linking supra-glacial to sub-glacial hydrology system.

Navigability of Random Geometric Graphs in the Universe and Other Spacetimes.

Science.gov (United States)

Cunningham, William; Zuev, Konstantin; Krioukov, Dmitri

2017-08-18

Random geometric graphs in hyperbolic spaces explain many common structural and dynamical properties of real networks, yet they fail to predict the correct values of the exponents of power-law degree distributions observed in real networks. In that respect, random geometric graphs in asymptotically de Sitter spacetimes, such as the Lorentzian spacetime of our accelerating universe, are more attractive as their predictions are more consistent with observations in real networks. Yet another important property of hyperbolic graphs is their navigability, and it remains unclear if de Sitter graphs are as navigable as hyperbolic ones. Here we study the navigability of random geometric graphs in three Lorentzian manifolds corresponding to universes filled only with dark energy (de Sitter spacetime), only with matter, and with a mixture of dark energy and matter. We find these graphs are navigable only in the manifolds with dark energy. This result implies that, in terms of navigability, random geometric graphs in asymptotically de Sitter spacetimes are as good as random hyperbolic graphs. It also establishes a connection between the presence of dark energy and navigability of the discretized causal structure of spacetime, which provides a basis for a different approach to the dark energy problem in cosmology.

Characterization of geometrical random uncertainty distribution for a group of patients in radiotherapy

International Nuclear Information System (INIS)

Munoz Montplet, C.; Jurado Bruggeman, D.

2010-01-01

Geometrical random uncertainty in radiotherapy is usually characterized by a unique value in each group of patients. We propose a novel approach based on a statistically accurate characterization of the uncertainty distribution, thus reducing the risk of obtaining potentially unsafe results in CTV-PTV margins or in the selection of correction protocols.

Frequency response testing at Experimental Breeder Reactor II using discrete-level periodic signals

International Nuclear Information System (INIS)

Rhodes, W.D.; Larson, H.A.

1990-01-01

The Experimental Breeder Reactor 2 (EBR-2) reactivity-to-power frequency-response function was measured with pseudo-random, discrete-level, periodic signals. The reactor power deviation was small with insignificant perturbation of normal operation and in-place irradiation experiments. Comparison of results with measured rod oscillator data and with theoretical predictions show good agreement. Moreover, measures of input signal quality (autocorrelation function and energy spectra) confirm the ability to enable this type of frequency response determination at EBR-2. Measurements were made with the pseudo-random binary sequence, quadratic residue binary sequence, pseudo-random ternary sequence, and the multifrequency binary sequence. 10 refs., 7 figs., 3 tabs

Discrete Hamiltonian evolution and quantum gravity

International Nuclear Information System (INIS)

Husain, Viqar; Winkler, Oliver

2004-01-01

We study constrained Hamiltonian systems by utilizing general forms of time discretization. We show that for explicit discretizations, the requirement of preserving the canonical Poisson bracket under discrete evolution imposes strong conditions on both allowable discretizations and Hamiltonians. These conditions permit time discretizations for a limited class of Hamiltonians, which does not include homogeneous cosmological models. We also present two general classes of implicit discretizations which preserve Poisson brackets for any Hamiltonian. Both types of discretizations generically do not preserve first class constraint algebras. Using this observation, we show that time discretization provides a complicated time gauge fixing for quantum gravity models, which may be compared with the alternative procedure of gauge fixing before discretization

Shear elastic modulus of magnetic gels with random distribution of magnetizable particles

Science.gov (United States)

Iskakova, L. Yu; Zubarev, A. Yu

2017-04-01

Magnetic gels present new type of composite materials with rich set of uniquie physical properties, which find active applications in many industrial and bio-medical technologies. We present results of mathematically strict theoretical study of elastic modulus of these systems with randomly distributed magnetizable particles in an elastic medium. The results show that an external magnetic field can pronouncedly increase the shear modulus of these composites.

Discrete exterior calculus discretization of incompressible Navier–Stokes equations over surface simplicial meshes

KAUST Repository

Mohamed, Mamdouh S.

2016-02-11

A conservative discretization of incompressible Navier–Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. The discretization is then carried out by substituting with the corresponding discrete operators based on the DEC framework. Numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured-triangular meshes, and first order accuracy for otherwise unstructured meshes. By construction, the method is conservative in that both mass and vorticity are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step.

Discrete exterior calculus discretization of incompressible Navier-Stokes equations over surface simplicial meshes

Science.gov (United States)

Mohamed, Mamdouh S.; Hirani, Anil N.; Samtaney, Ravi

2016-05-01

A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. The discretization is then carried out by substituting with the corresponding discrete operators based on the DEC framework. Numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured-triangular meshes, and first order accuracy for otherwise unstructured meshes. By construction, the method is conservative in that both mass and vorticity are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step.

Explicit solutions to the semi-discrete modified KdV equation and motion of discrete plane curves

International Nuclear Information System (INIS)

Inoguchi, Jun-ichi; Kajiwara, Kenji; Matsuura, Nozomu; Ohta, Yasuhiro

2012-01-01

We construct explicit solutions to continuous motion of discrete plane curves described by a semi-discrete potential modified KdV equation. Explicit formulas in terms of the τ function are presented. Bäcklund transformations of the discrete curves are also discussed. We finally consider the continuous limit of discrete motion of discrete plane curves described by the discrete potential modified KdV equation to motion of smooth plane curves characterized by the potential modified KdV equation. (paper)

Three-dimensional direct laser written graphitic electrical contacts to randomly distributed components

Science.gov (United States)

Dorin, Bryce; Parkinson, Patrick; Scully, Patricia

2018-04-01

The development of cost-effective electrical packaging for randomly distributed micro/nano-scale devices is a widely recognized challenge for fabrication technologies. Three-dimensional direct laser writing (DLW) has been proposed as a solution to this challenge, and has enabled the creation of rapid and low resistance graphitic wires within commercial polyimide substrates. In this work, we utilize the DLW technique to electrically contact three fully encapsulated and randomly positioned light-emitting diodes (LEDs) in a one-step process. The resolution of the contacts is in the order of 20 μ m, with an average circuit resistance of 29 ± 18 kΩ per LED contacted. The speed and simplicity of this technique is promising to meet the needs of future microelectronics and device packaging.

Understanding advanced statistical methods

CERN Document Server

Westfall, Peter

2013-01-01

Introduction: Probability, Statistics, and ScienceReality, Nature, Science, and ModelsStatistical Processes: Nature, Design and Measurement, and DataModelsDeterministic ModelsVariabilityParametersPurely Probabilistic Statistical ModelsStatistical Models with Both Deterministic and Probabilistic ComponentsStatistical InferenceGood and Bad ModelsUses of Probability ModelsRandom Variables and Their Probability DistributionsIntroductionTypes of Random Variables: Nominal, Ordinal, and ContinuousDiscrete Probability Distribution FunctionsContinuous Probability Distribution FunctionsSome Calculus-Derivatives and Least SquaresMore Calculus-Integrals and Cumulative Distribution FunctionsProbability Calculation and SimulationIntroductionAnalytic Calculations, Discrete and Continuous CasesSimulation-Based ApproximationGenerating Random NumbersIdentifying DistributionsIntroductionIdentifying Distributions from Theory AloneUsing Data: Estimating Distributions via the HistogramQuantiles: Theoretical and Data-Based Estimate...

Flow time analysis of load management late arrival discrete time queueing system with dual service rate using hypo geometrical distribution

International Nuclear Information System (INIS)

Shah, S.A.; Shah, W.; Shaikh, F.K.

2012-01-01

Flow time analysis is a powerful concept to analyze the flow time of any arriving customer in any system at any instant. A load management mechanism can be employed very effectively in any queueing system by utilizing a system which provides probability of dual service rate. In this paper, we develop and demonstrate the flow and service processes transition diagram to determine the flow time of a customer in a load management late arrival state dependent finite discrete time queueing system with dual service rate where customers are hypo geometrically distributed. We compute the probability mass function of each starting state and total probability mass function. The obtained analytical results are validated with simulation results for varying values of arrival and service probabilities. (author)

Capillary condensation, invasion percolation, hysteresis, and discrete memory

International Nuclear Information System (INIS)

Guyer, R.A.; McCall, K.R.

1996-01-01

A model of the capillary condensation process, i.e., of adsorption-desorption isotherms, having only pore-pore interactions is constructed. The model yields (1) hysteretic isotherms, (2) invasion percolation on desorption, and (3) hysteresis with discrete memory for interior chemical potential loops. All of these features are seen in experiment. The model is compared to a model with no pore-pore interactions (the Preisach model) and to a related model of interacting pore systems (the random field Ising model). The capillary condensation model differs from both. copyright 1996 The American Physical Society

Flow, transport and diffusion in random geometries I: a MLMC algorithm

KAUST Repository

Canuto, Claudio; Hoel, Haakon; Icardi, Matteo; Quadrio, Nathan; Tempone, Raul

2015-01-01

-purpose algorithm and computational code for the solution of Partial Differential Equations (PDEs) on random geoemtry and with random parameters. We make use of the key idea of MLMC, based on different discretization levels, extending it in a more general context

Scattering of elastic waves on fractures randomly distributed in a three-dimensional medium

Science.gov (United States)

Strizhkov, S. A.; Ponyatovskaya, V. I.

1985-02-01

The purpose of this work is to determine the variation in basic characteristics of the wave field formed in a jointed medium, such as the intensity of fluctuations of amplitude, correlation radius, scattering coefficient and frequency composition of waves, as functions of jointing parameters. Fractures are simulated by flat plates randomly distributed and chaotically oriented in a three-dimensional medium. Experiments were performed using an alabaster model, a rectangular block measuring 50 x 50 x 120 mm. The plates were introduced into liquid alabaster which was then agitated. Models made in this way contain randomly distributed and chaotically oriented fractures. The influence of these fractures appears as fluctuations in the wave field formed in the medium. The data obtained in experimental studies showed that the dimensions of heterogeneities determined by waves in the jointed medium and the dimensions of the fractures themselves coincide only if the distance between fractures is rather great. If the distance between fractures is less than the wavelength, the dimensions of the heterogeneities located by the wave depend on wavelength.

Modelling the impact of blood flow on the temperature distribution in the human eye and the orbit: fixed heat transfer coefficients versus the Pennes bioheat model versus discrete blood vessels

Energy Technology Data Exchange (ETDEWEB)

Flyckt, V M M; Raaymakers, B W; Lagendijk, J J W [Department of Radiotherapy, University Medical Center Utrecht, Heidelberglaan 100, 3584 CX Utrecht (Netherlands)

2006-10-07

Prediction of the temperature distribution in the eye depends on how the impact of the blood flow is taken into account. Three methods will be compared: a simplified eye anatomy that applies a single heat transfer coefficient to describe all heat transport mechanisms between the sclera and the body core, a detailed eye anatomy in which the blood flow is accounted for either by the bioheat approach, or by including the discrete vasculature in the eye and the orbit. The comparison is done both for rabbit and human anatomies, normo-thermally and when exposed to homogeneous power densities. The first simplified model predicts much higher temperatures than the latter two. It was shown that the eye is very hard to heat when taking physiological perfusion correctly into account. It was concluded that the heat transfer coefficient describing the heat transport from the sclera to the body core reported in the literature for the first simplified model is too low. The bioheat approach is appropriate for a first-order approximation of the temperature distribution in the eye when exposed to a homogeneous power density, but the discrete vasculature down to 0.2 mm in diameter needs to be taken into account when the heterogeneity of the temperature distribution at a mm scale is of interest.

Modelling the impact of blood flow on the temperature distribution in the human eye and the orbit: fixed heat transfer coefficients versus the Pennes bioheat model versus discrete blood vessels

International Nuclear Information System (INIS)

Flyckt, V M M; Raaymakers, B W; Lagendijk, J J W

2006-01-01

Prediction of the temperature distribution in the eye depends on how the impact of the blood flow is taken into account. Three methods will be compared: a simplified eye anatomy that applies a single heat transfer coefficient to describe all heat transport mechanisms between the sclera and the body core, a detailed eye anatomy in which the blood flow is accounted for either by the bioheat approach, or by including the discrete vasculature in the eye and the orbit. The comparison is done both for rabbit and human anatomies, normo-thermally and when exposed to homogeneous power densities. The first simplified model predicts much higher temperatures than the latter two. It was shown that the eye is very hard to heat when taking physiological perfusion correctly into account. It was concluded that the heat transfer coefficient describing the heat transport from the sclera to the body core reported in the literature for the first simplified model is too low. The bioheat approach is appropriate for a first-order approximation of the temperature distribution in the eye when exposed to a homogeneous power density, but the discrete vasculature down to 0.2 mm in diameter needs to be taken into account when the heterogeneity of the temperature distribution at a mm scale is of interest

A geometric renormalization group in discrete quantum space-time

International Nuclear Information System (INIS)

Requardt, Manfred

2003-01-01

We model quantum space-time on the Planck scale as dynamical networks of elementary relations or time dependent random graphs, the time dependence being an effect of the underlying dynamical network laws. We formulate a kind of geometric renormalization group on these (random) networks leading to a hierarchy of increasingly coarse-grained networks of overlapping lumps. We provide arguments that this process may generate a fixed limit phase, representing our continuous space-time on a mesoscopic or macroscopic scale, provided that the underlying discrete geometry is critical in a specific sense (geometric long range order). Our point of view is corroborated by a series of analytic and numerical results, which allow us to keep track of the geometric changes, taking place on the various scales of the resolution of space-time. Of particular conceptual importance are the notions of dimension of such random systems on the various scales and the notion of geometric criticality

Chaos Enhanced Differential Evolution in the Task of Evolutionary Control of Discrete Chaotic LOZI Map

Directory of Open Access Journals (Sweden)

Roman Senkerik

2016-01-01

Full Text Available In this paper, evolutionary technique Differential Evolution (DE is used for the evolutionary tuning of controller parameters for the stabilization of selected discrete chaotic system, which is the two-dimensional Lozi map. The novelty of the approach is that the selected controlled discrete dissipative chaotic system is used within Chaos enhanced heuristic concept as the chaotic pseudo-random number generator to drive the mutation and crossover process in the DE. The idea was to utilize the hidden chaotic dynamics in pseudo-random sequences given by chaotic map to help Differential evolution algorithm in searching for the best controller settings for the same chaotic system. The optimizations were performed for three different required final behavior of the chaotic system, and two types of developed cost function. To confirm the robustness of presented approach, comparisons with canonical DE strategy and PSO algorithm have been performed.

Random magnetism

International Nuclear Information System (INIS)

Tahir-Kheli, R.A.

1975-01-01

A few simple problems relating to random magnetic systems are presented. Translational symmetry, only on the macroscopic scale, is assumed for these systems. A random set of parameters, on the microscopic scale, for the various regions of these systems is also assumed. A probability distribution for randomness is obeyed. Knowledge of the form of these probability distributions, is assumed in all cases [pt

Discrete integrable couplings associated with Toda-type lattice and two hierarchies of discrete soliton equations

International Nuclear Information System (INIS)

Zhang Yufeng; Fan Engui; Zhang Yongqing

2006-01-01

With the help of two semi-direct sum Lie algebras, an efficient way to construct discrete integrable couplings is proposed. As its applications, the discrete integrable couplings of the Toda-type lattice equations are obtained. The approach can be devoted to establishing other discrete integrable couplings of the discrete lattice integrable hierarchies of evolution equations

Computational modelling of fibre-reinforced cementitious composites : An analysis of discrete and mesh-independent techniques

NARCIS (Netherlands)

Radtke, F.K.F.

2012-01-01

Failure patterns and mechanical behaviour of high performance fibre-reinforced cementitious composites depend to a large extent on the distribution of fibres within a specimen. A discrete treatment of fibres enables us to study the influence of various fibre distributions on the mechanical

Porous structure analysis of large-scale randomly packed pebble bed in high temperature gas-cooled reactor

Energy Technology Data Exchange (ETDEWEB)

Ren, Cheng; Yang, Xingtuan; Liu, Zhiyong; Sun, Yanfei; Jiang, Shengyao [Tsinghua Univ., Beijing (China). Key Laboratory of Advanced Reactor Engineering and Safety; Li, Congxin [Ministry of Environmental Protection of the People' s Republic of China, Beijing (China). Nuclear and Radiation Safety Center

2015-02-15

A three-dimensional pebble bed corresponding to the randomly packed bed in the heat transfer test facility built for the High Temperature Reactor Pebble bed Modules (HTR-PM) in Shandong Shidaowan is simulated via discrete element method. Based on the simulation, we make a detailed analysis on the packing structure of the pebble bed from several aspects, such as transverse section image, longitudinal section image, radial and axial porosity distributions, two-dimensional porosity distribution and coordination number distribution. The calculation results show that radial distribution of porosity is uniform in the center and oscillates near the wall; axial distribution of porosity oscillates near the bottom and linearly varies along height due to effect of gravity; the average coordination number is about seven and equals to the maximum coordination number frequency. The fully established three-dimensional packing structure analysis of the pebble bed in this work is of fundamental significance to understand the flow and heat transfer characteristics throughout the pebble-bed type structure.

Discrete fracture modelling for the Stripa tracer validation experiment predictions

International Nuclear Information System (INIS)

Dershowitz, W.; Wallmann, P.

1992-02-01

Groundwater flow and transport through three-dimensional networks of discrete fractures was modeled to predict the recovery of tracer from tracer injection experiments conducted during phase 3 of the Stripa site characterization and validation protect. Predictions were made on the basis of an updated version of the site scale discrete fracture conceptual model used for flow predictions and preliminary transport modelling. In this model, individual fractures were treated as stochastic features described by probability distributions of geometric and hydrologic properties. Fractures were divided into three populations: Fractures in fracture zones near the drift, non-fracture zone fractures within 31 m of the drift, and fractures in fracture zones over 31 meters from the drift axis. Fractures outside fracture zones are not modelled beyond 31 meters from the drift axis. Transport predictions were produced using the FracMan discrete fracture modelling package for each of five tracer experiments. Output was produced in the seven formats specified by the Stripa task force on fracture flow modelling. (au)

Modifications of the Weibull distribution: A review

International Nuclear Information System (INIS)

Almalki, Saad J.; Nadarajah, Saralees

2014-01-01

It is well known that the Weibull distribution is the most popular and the most widely used distribution in reliability and in analysis of lifetime data. Unfortunately, its hazard function cannot exhibit non-monotonic shapes like the bathtub shape or the unimodal shape. Since 1958, the Weibull distribution has been modified by many researchers to allow for non-monotonic hazard functions. This paper gives an extensive review of some discrete and continuous versions of the modifications of the Weibull distribution. - Highlights: • A comprehensive review of known discrete modifications and generalizations of the Weibull distribution. • A comprehensive review of known continuous modifications and generalizations of the Weibull distribution. • Over 110 references on modifications/generalizations of the Weibull distribution. • More than 55% of the cited references appeared in the last 5 years

Matrix albedo for discrete ordinates infinite-medium boundary condition

International Nuclear Information System (INIS)

Mathews, K.; Dishaw, J.

2007-01-01

Discrete ordinates problems with an infinite exterior medium (reflector) can be more efficiently computed by eliminating grid cells in the exterior medium and applying a matrix albedo boundary condition. The albedo matrix is a discretized bidirectional reflection distribution function (BRDF) that accounts for the angular quadrature set, spatial quadrature method, and spatial grid that would have been used to model a portion of the exterior medium. The method is exact in slab geometry, and could be used as an approximation in multiple dimensions or curvilinear coordinates. We present an adequate method for computing albedo matrices and demonstrate their use in verifying a discrete ordinates code in slab geometry by comparison with Ganapol's infinite medium semi-analytic TIEL benchmark. With sufficient resolution in the spatial and angular grids and iteration tolerance to yield solutions converged to 6 digits, the conventional (scalar) albedo boundary condition yielded 2-digit accuracy at the boundary, but the matrix albedo solution reproduced the benchmark scalar flux at the boundary to all 6 digits. (authors)

Discrete element simulation of internal stress in SiCp/aluminum ...

African Journals Online (AJOL)

SiCp / Al-Mg-Si matrix composite was prepared by pressureless Infiltration Process. By discrete element method, microcosmic two-dimensional numerical model of SiCp / Al matrix composites was established and the simulation of the size and distribution of micro-contact pressure and tension was performed from small load ...

Continuous energy Monte Carlo calculations for randomly distributed spherical fuels based on statistical geometry model

Energy Technology Data Exchange (ETDEWEB)

Murata, Isao [Osaka Univ., Suita (Japan); Mori, Takamasa; Nakagawa, Masayuki; Itakura, Hirofumi

1996-03-01

The method to calculate neutronics parameters of a core composed of randomly distributed spherical fuels has been developed based on a statistical geometry model with a continuous energy Monte Carlo method. This method was implemented in a general purpose Monte Carlo code MCNP, and a new code MCNP-CFP had been developed. This paper describes the model and method how to use it and the validation results. In the Monte Carlo calculation, the location of a spherical fuel is sampled probabilistically along the particle flight path from the spatial probability distribution of spherical fuels, called nearest neighbor distribution (NND). This sampling method was validated through the following two comparisons: (1) Calculations of inventory of coated fuel particles (CFPs) in a fuel compact by both track length estimator and direct evaluation method, and (2) Criticality calculations for ordered packed geometries. This method was also confined by applying to an analysis of the critical assembly experiment at VHTRC. The method established in the present study is quite unique so as to a probabilistic model of the geometry with a great number of spherical fuels distributed randomly. Realizing the speed-up by vector or parallel computations in future, it is expected to be widely used in calculation of a nuclear reactor core, especially HTGR cores. (author).

Regularization of the big bang singularity with random perturbations

Science.gov (United States)

Belbruno, Edward; Xue, BingKan

2018-03-01

We show how to regularize the big bang singularity in the presence of random perturbations modeled by Brownian motion using stochastic methods. We prove that the physical variables in a contracting universe dominated by a scalar field can be continuously and uniquely extended through the big bang as a function of time to an expanding universe only for a discrete set of values of the equation of state satisfying special co-prime number conditions. This result significantly generalizes a previous result (Xue and Belbruno 2014 Class. Quantum Grav. 31 165002) that did not model random perturbations. This result implies that the extension from a contracting to an expanding universe for the discrete set of co-prime equation of state is robust, which is a surprising result. Implications for a purely expanding universe are discussed, such as a non-smooth, randomly varying scale factor near the big bang.

Discrete-time retrial queue with Bernoulli vacation, preemptive resume and feedback customers

Directory of Open Access Journals (Sweden)

Peishu Chen

2015-09-01

Full Text Available Purpose: We consider a discrete-time Geo/G/1 retrial queue where the retrial time follows a general distribution, the server subject to Bernoulli vacation policy and the customer has preemptive resume priority, Bernoulli feedback strategy. The main purpose of this paper is to derive the generating functions of the stationary distribution of the system state, the orbit size and some important performance measures. Design/methodology: Using probability generating function technique, some valuable and interesting performance measures of the system are obtained. We also investigate two stochastic decomposition laws and present some numerical results. Findings: We obtain the probability generating functions of the system state distribution as well as those of the orbit size and the system size distributions. We also obtain some analytical expressions for various performance measures such as idle and busy probabilities, mean orbit and system sizes. Originality/value: The analysis of discrete-time retrial queues with Bernoulli vacation, preemptive resume and feedback customers is interesting and to the best of our knowledge, no other scientific journal paper has dealt with this question. This fact gives the reason why efforts should be taken to plug this gap.

Unsupervised Learning for Efficient Texture Estimation From Limited Discrete Orientation Data

Science.gov (United States)

Niezgoda, Stephen R.; Glover, Jared

2013-11-01

The estimation of orientation distribution functions (ODFs) from discrete orientation data, as produced by electron backscatter diffraction or crystal plasticity micromechanical simulations, is typically achieved via techniques such as the Williams-Imhof-Matthies-Vinel (WIMV) algorithm or generalized spherical harmonic expansions, which were originally developed for computing an ODF from pole figures measured by X-ray or neutron diffraction. These techniques rely on ad-hoc methods for choosing parameters, such as smoothing half-width and bandwidth, and for enforcing positivity constraints and appropriate normalization. In general, such approaches provide little or no information-theoretic guarantees as to their optimality in describing the given dataset. In the current study, an unsupervised learning algorithm is proposed which uses a finite mixture of Bingham distributions for the estimation of ODFs from discrete orientation data. The Bingham distribution is an antipodally-symmetric, max-entropy distribution on the unit quaternion hypersphere. The proposed algorithm also introduces a minimum message length criterion, a common tool in information theory for balancing data likelihood with model complexity, to determine the number of components in the Bingham mixture. This criterion leads to ODFs which are less likely to overfit (or underfit) the data, eliminating the need for a priori parameter choices.

Discrete Mathematics

DEFF Research Database (Denmark)

Sørensen, John Aasted

2010-01-01

The introduction of the mathematics needed for analysis, design and verification of discrete systems, including applications within programming languages for computer systems. Course sessions and project work. Semester: Spring 2010 Ectent: 5 ects Class size: 18......The introduction of the mathematics needed for analysis, design and verification of discrete systems, including applications within programming languages for computer systems. Course sessions and project work. Semester: Spring 2010 Ectent: 5 ects Class size: 18...

Discrete Mathematics

DEFF Research Database (Denmark)

Sørensen, John Aasted

2010-01-01

The introduction of the mathematics needed for analysis, design and verification of discrete systems, including applications within programming languages for computer systems. Course sessions and project work. Semester: Autumn 2010 Ectent: 5 ects Class size: 15......The introduction of the mathematics needed for analysis, design and verification of discrete systems, including applications within programming languages for computer systems. Course sessions and project work. Semester: Autumn 2010 Ectent: 5 ects Class size: 15...

Two new discrete integrable systems

International Nuclear Information System (INIS)

Chen Xiao-Hong; Zhang Hong-Qing

2013-01-01

In this paper, we focus on the construction of new (1+1)-dimensional discrete integrable systems according to a subalgebra of loop algebra à 1 . By designing two new (1+1)-dimensional discrete spectral problems, two new discrete integrable systems are obtained, namely, a 2-field lattice hierarchy and a 3-field lattice hierarchy. When deriving the two new discrete integrable systems, we find the generalized relativistic Toda lattice hierarchy and the generalized modified Toda lattice hierarchy. Moreover, we also obtain the Hamiltonian structures of the two lattice hierarchies by means of the discrete trace identity

Space-Time Discrete KPZ Equation

Science.gov (United States)

Cannizzaro, G.; Matetski, K.

2018-03-01

We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures (Hairer in Invent Math 198(2):269-504, 2014) as well as its discrete counterpart (Hairer and Matetski in Discretizations of rough stochastic PDEs, 2015. arXiv:1511.06937). Since the discretization is in both space and time and we allow non-standard discretization for the product, the methods mentioned above have to be suitably modified in order to accommodate the structure of the models under study.

Discrete density of states

International Nuclear Information System (INIS)

Aydin, Alhun; Sisman, Altug

2016-01-01