International Nuclear Information System (INIS)
Kunwar, Ambarish; Mogilner, Alexander
2010-01-01
Transport by processive molecular motors plays an important role in many cell biological phenomena. In many cases, motors work together to transport cargos in the cell, so it is important to understand the mechanics of the multiple motors. Based on earlier modeling efforts, here we study effects of nonlinear force–velocity relations and stochastic load sharing on multiple motor transport. We find that when two or three motors transport the cargo, then the nonlinear and stochastic effects compensate so that the mechanical properties of the transport are robust. Similarly, the transport is insensitive to compliance of the cargo-motor links. Furthermore, the rate of movement against moderate loads is not improved by increasing the small number of motors. When the motor number is greater than 4, correlations between the motors become negligible, and the earlier analytical mean-field theory of the multiple motor transport holds. We predict that the effective diffusion of the cargo driven by the multiple motors under load increases by an order of magnitude compared to that for the single motor. Finally, our simulations predict that the stochastic effects are responsible for a significant dispersion of velocities generated by the 'tug-of-war' of the multiple opposing motors
Simulation of Stochastic Loads for Fatigue Experiments
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Brincker, Rune
1989-01-01
process by a Markov process. Two different spectra from two tubular joints in an offshore structure (one narrow banded and one wide banded) are considered in an example. The results show that the simple direct method is quite efficient and results in a simulation speed of about 3000 load cycles per second......A simple direct simulation method for stochastic fatigue-load generation is described in this paper. The simulation method is based on the assumption that only the peaks of the load process significantly affect the fatigue life. The method requires the conditional distribution functions of load...... ranges given the last peak values. Analytical estimates of these distribution functions are presented in the paper and compared with estimates based on a more accurate simulation method. In the more accurate simulation method samples at equidistant times are generated by approximating the stochastic load...
Simulation of Stochastic Loads for Fatigue Experiments
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Brincker, Rune
process by a Markov process. Two different spectra from two tubular joints in an offshore structure (one narrow banded and one wide banded) are considered in an example. The results show that the simple direct method is quite efficient and is results in a simulation speed at about 3000 load cycles per......A simple direct simulation method for stochastic fatigue load generation is described in this paper. The simulation method is based on the assumption that only the peaks of the load process significantly affect the fatigue life. The method requires the conditional distribution functions of load...... ranges given the last peak values. Analytical estimates of these distribution functions are presented in the paper and compared with estimates based on a more accurate simulation method. In the more accurate simulation method samples at equidistant times are generated by approximating the stochastic load...
Predicting Footbridge Response using Stochastic Load Models
DEFF Research Database (Denmark)
Pedersen, Lars; Frier, Christian
2013-01-01
Walking parameters such as step frequency, pedestrian mass, dynamic load factor, etc. are basically stochastic, although it is quite common to adapt deterministic models for these parameters. The present paper considers a stochastic approach to modeling the action of pedestrians, but when doing so...... decisions need to be made in terms of statistical distributions of walking parameters and in terms of the parameters describing the statistical distributions. The paper explores how sensitive computations of bridge response are to some of the decisions to be made in this respect. This is useful...
Stochastic optimization of loading pattern for PWR
International Nuclear Information System (INIS)
Smuc, T.; Pevec, D.
1994-01-01
The application of stochastic optimization methods in solving in-core fuel management problems is restrained by the need for a large number of proposed solutions loading patterns, if a high quality final solution is wanted. Proposed loading patterns have to be evaluated by core neutronics simulator, which can impose unrealistic computer time requirements. A new loading pattern optimization code Monte Carlo Loading Pattern Search has been developed by coupling the simulated annealing optimization algorithm with a fast one-and-a-half dimensional core depletion simulator. The structure of the optimization method provides more efficient performance and allows the user to empty precious experience in the search process, thus reducing the search space size. Hereinafter, we discuss the characteristics of the method and illustrate them on the results obtained by solving the PWR reload problem. (authors). 7 refs., 1 tab., 1 fig
AUTOMATIC LOAD SHARING OF TRANSFORMERS USING MICROCONTROLLER
Vidhun M; Akshara Shanmughan; Liya Immanual; Sreelakshmi V G
2017-01-01
The transformer is a static device, which converts power from one level to another level. The aim of the project is to protect the transformer under overload condition by load sharing. Due to overload on transformer, the efficiency drops and windings get overheated and may get burnt. Thus by sharing load on transformer, the transformer is protected. This will be done by connecting another transformer in parallel through a micro-controller. The micro controller compares the load on the first t...
Reliability analysis of load-sharing systems with memory.
Wang, Dewei; Jiang, Chendi; Park, Chanseok
2018-02-22
The load-sharing model has been studied since the early 1940s to account for the stochastic dependence of components in a parallel system. It assumes that, as components fail one by one, the total workload applied to the system is shared by the remaining components and thus affects their performance. Such dependent systems have been studied in many engineering applications which include but are not limited to fiber composites, manufacturing, power plants, workload analysis of computing, software and hardware reliability, etc. Many statistical models have been proposed to analyze the impact of each redistribution of the workload; i.e., the changes on the hazard rate of each remaining component. However, they do not consider how long a surviving component has worked for prior to the redistribution. We name such load-sharing models as memoryless. To remedy this potential limitation, we propose a general framework for load-sharing models that account for the work history. Through simulation studies, we show that an inappropriate use of the memoryless assumption could lead to inaccurate inference on the impact of redistribution. Further, a real-data example of plasma display devices is analyzed to illustrate our methods.
Stochastic Load Models and Footbridge Response
DEFF Research Database (Denmark)
Pedersen, Lars; Frier, Christian
2015-01-01
Pedestrians may cause vibrations in footbridges and these vibrations may potentially be annoying. This calls for predictions of footbridge vibration levels and the paper considers a stochastic approach to modeling the action of pedestrians assuming walking parameters such as step frequency, pedes...
Conditional Stochastic Processes Applied to Wave Load Predictions
DEFF Research Database (Denmark)
Jensen, Jørgen Juncher
2015-01-01
The concept of conditional stochastic processes provides a powerful tool for evaluation and estimation of wave loads on ships and offshore structures. This article first considers conditional waves with a focus on critical wave episodes. Then the inherent uncertainty in the results is illustrated...
Stochastic Extreme Load Predictions for Marine Structures
DEFF Research Database (Denmark)
Jensen, Jørgen Juncher
1999-01-01
Development of rational design criteria for marine structures requires reliable estimates for the maximum wave-induced loads the structure may encounter during its operational lifetime. The paper discusses various methods for extreme value predictions taking into account the non-linearity of the ......Development of rational design criteria for marine structures requires reliable estimates for the maximum wave-induced loads the structure may encounter during its operational lifetime. The paper discusses various methods for extreme value predictions taking into account the non......-linearity of the waves and the response. As example the wave-induced bending moment in the ship hull girder is considered....
Local load-sharing fiber bundle model in higher dimensions.
Sinha, Santanu; Kjellstadli, Jonas T; Hansen, Alex
2015-08-01
We consider the local load-sharing fiber bundle model in one to five dimensions. Depending on the breaking threshold distribution of the fibers, there is a transition where the fracture process becomes localized. In the localized phase, the model behaves as the invasion percolation model. The difference between the local load-sharing fiber bundle model and the equal load-sharing fiber bundle model vanishes with increasing dimensionality with the characteristics of a power law.
Load sharing in the growth of bundled biopolymers.
Wang, Ruizhe; Carlsson, A E
2014-11-01
To elucidate the nature of load sharing in the growth of multiple biopolymers, we perform stochastic simulations of the growth of biopolymer bundles against obstacles under a broad range of conditions and varying assumptions. The obstacle motion due to thermal fluctuations is treated explicitly. We assume the "Perfect Brownian Ratchet" (PBR) model, in which the polymerization rate equals the free-filament rate as soon as the filament-obstacle distance exceeds the monomer size. Accurate closed-form formulas are obtained for the case of a rapidly moving obstacle. We find the following: (1) load sharing is usually sub-perfect in the sense that polymerization is slower than for a single filament carrying the same average force; (2) the sub-perfect behavior becomes significant at a total force proportional to the logarithm or the square root of the number of filaments, depending on the alignment of the filaments; (3) for the special case of slow barrier diffusion and low opposing force, an enhanced obstacle velocity for an increasing number of filaments is possible; (4) the obstacle velocity is very sensitive to the alignment of the filaments in the bundle, with a staggered alignment being an order of magnitude faster than an unstaggered one at forces of only 0.5 pN per filament for 20 filaments; (5) for large numbers of filaments, the power is maximized at a force well below 1 pN per filament; (6) for intermediate values of the obstacle diffusion coefficient, the shape of the force velocity relation is very similar to that for rapid obstacle diffusion.
Automatic load sharing in inverter modules
Nagano, S.
1979-01-01
Active feedback loads transistor equally with little power loss. Circuit is suitable for balancing modular inverters in spacecraft, computer power supplies, solar-electric power generators, and electric vehicles. Current-balancing circuit senses differences between collector current for power transistor and average value of load currents for all power transistors. Principle is effective not only in fixed duty-cycle inverters but also in converters operating at variable duty cycles.
Hadzi-Vaskov, M.; Kool, C.J.M.
2007-01-01
This paper presents evidence of the stochastic discount factor approach to international risk-sharing applied to fixed exchange rate regimes. We calculate risk-sharing indices for two episodes of fixed or very rigid exchange rates: the Eurozone before and after the introduction of the Euro, and
Hadzi-Vaskov, M.; Kool, C.J.M.
2007-01-01
This paper presents a robustness check of the stochastic discount factor approach to international (bilateral) risk-sharing given in Brandt, Cochrane, and Santa-Clara (2006). We demonstrate two main inherent limitations of the bilateral SDF approach to international risk-sharing. First, the discount
Generalized Load Sharing for Homogeneous Networks of Distributed Environment
Directory of Open Access Journals (Sweden)
A. Satheesh
2008-01-01
Full Text Available We propose a method for job migration policies by considering effective usage of global memory in addition to CPU load sharing in distributed systems. When a node is identified for lacking sufficient memory space to serve jobs, one or more jobs of the node will be migrated to remote nodes with low memory allocations. If the memory space is sufficiently large, the jobs will be scheduled by a CPU-based load sharing policy. Following the principle of sharing both CPU and memory resources, we present several load sharing alternatives. Our objective is to reduce the number of page faults caused by unbalanced memory allocations for jobs among distributed nodes, so that overall performance of a distributed system can be significantly improved. We have conducted trace-driven simulations to compare CPU-based load sharing policies with our policies. We show that our load sharing policies not only improve performance of memory bound jobs, but also maintain the same load sharing quality as the CPU-based policies for CPU-bound jobs. Regarding remote execution and preemptive migration strategies, our experiments indicate that a strategy selection in load sharing is dependent on the amount of memory demand of jobs, remote execution is more effective for memory-bound jobs, and preemptive migration is more effective for CPU-bound jobs. Our CPU-memory-based policy using either high performance or high throughput approach and using the remote execution strategy performs the best for both CPU-bound and memory-bound job in homogeneous networks of distributed environment.
Footbridge Response Predictions and Their Sensitivity to Stochastic Load Assumptions
DEFF Research Database (Denmark)
Pedersen, Lars; Frier, Christian
2011-01-01
Knowledge about footbridges response to actions of walking is important in assessments of vibration serviceability. In a number of design codes for footbridges, the vibration serviceability limit state is assessed using a walking load model in which the walking parameters (step frequency, pedestr......Knowledge about footbridges response to actions of walking is important in assessments of vibration serviceability. In a number of design codes for footbridges, the vibration serviceability limit state is assessed using a walking load model in which the walking parameters (step frequency...... of pedestrians for predicting footbridge response, which is meaningful, and a step forward. Modelling walking parameters stochastically, however, requires decisions to be made in terms of their statistical distribution and the parameters describing the statistical distribution. The paper investigates...... the sensitivity of results of computations of bridge response to some of the decisions to be made in this respect. This is a useful approach placing focus on which decisions (and which information) are important for sound estimation of bridge response. The studies involve estimating footbridge responses using...
Simulation of the stochastic wave loads using a physical modeling approach
DEFF Research Database (Denmark)
Liu, W.F.; Sichani, Mahdi Teimouri; Nielsen, Søren R.K.
2013-01-01
In analyzing stochastic dynamic systems, analysis of the system uncertainty due to randomness in the loads plays a crucial role. Typically time series of the stochastic loads are simulated using traditional random phase method. This approach combined with fast Fourier transform algorithm makes...... reliability or its uncertainty. Moreover applicability of the probability density evolution method on engineering problems faces critical difficulties when the system embeds too many random variables. Hence it is useful to devise a method which can make realization of the stochastic load processes with low...
International Nuclear Information System (INIS)
Nagl, Stephan; Fuersch, Michaela; Lindenberger, Dietmar
2012-01-01
Renewable energies are meant to produce a large share of the future electricity demand. However, the availability of wind and solar power depends on local weather conditions and therefore weather characteristics must be considered when optimizing the future electricity mix. In this article we analyze the impact of the stochastic availability of wind and solar energy on the cost-minimal power plant mix and the related total system costs. To determine optimal conventional, renewable and storage capacities for different shares of renewables, we apply a stochastic investment and dispatch optimization model to the European electricity market. The model considers stochastic feed-in structures and full load hours of wind and solar technologies and different correlations between regions and technologies. Key findings include the overestimation of fluctuating renewables and underestimation of total system costs compared to deterministic investment and dispatch models. Furthermore, solar technologies are - relative to wind turbines - underestimated when neglecting negative correlations between wind speeds and solar radiation.
Stochastic Procedures for Extreme Wave Load Predictions- Wave Bending Moment in Ships
DEFF Research Database (Denmark)
Jensen, Jørgen Juncher
2009-01-01
A discussion of useful stochastic procedures for stochastic wave load problems is given, covering the range from slightly linear to strongly non-linear (bifurcation) problems. The methods are: Hermite transformation, Critical wave episodes and the First Order Reliability Method (FORM). The proced......). The procedures will be illustrated by results for the extreme vertical wave bending moment in ships....
Water Quality Trading when Nonpoint Pollution Loads are Stochastic
Ghosh, Gaurav; Shortle, James
2009-01-01
We compare two tradable permit markets in their ability to meet a stated environmental target at least cost when some polluters have stochastic and non-measurable emissions. The environmental target is of the safety-first type, which requires probabilistic emissions control. One market is built around the trading ratio, which defines the substitution rate between stochastic and deterministic pollution, and is modeled on existing markets for water quality trading. The other market is built aro...
Simulation of load-sharing in standalone distributed generation system
Ajewole, Titus O.; Craven, Robert P. M.; Kayode, Olakunle; Babalola, Olufisayo S.
2018-05-01
This paper presents a study on load-sharing among the component generating units of a multi-source electric microgrid that is operated as an autonomous ac supply-mode system. Emerging trend in power system development permits deployment of microgrids for standalone or stand-by applications, thereby requiring active- and reactive power sharing among the discrete generating units contained in hybrid-source microgrids. In this study, therefore, a laboratory-scale model of a microgrid energized with three renewable energy-based sources is employed as a simulation platform to investigate power sharing among the power-generating units. Each source is represented by a source emulator that captures the real operational characteristics of the mimicked generating unit and, with implementation of real-life weather data and load profiles on the model; the sharing of the load among the generating units is investigated. There is a proportionate generation of power by the three source emulators, with their frequencies perfectly synchronized at the point of common coupling as a result of balance flow of power among them. This hybrid topology of renewable energy-based microgrid could therefore be seamlessly adapted into national energy mix by the indigenous electric utility providers in Nigeria.
Load sharing in tungsten fiber reinforced Kanthal composites
International Nuclear Information System (INIS)
Clausen, B.; Bourke, Mark A.M.; Brown, Donald W.; Ustuendag, E.
2006-01-01
The load sharing in three tungsten fiber reinforced Kanthal matrix composites (with fiber volume fractions of 10, 20 and 30%) have been determined using in situ neutron diffraction measurements. The expected iso-strain region was limited in the 20 and 30% composites due to thermal residual stresses. The experimental data have been used to validate the predictions of a unit-cell finite element model. The model was able to accurately predict the measured in situ loading data for all three composites using the same material properties for all calculations
Load sharing in tungsten fiber reinforced Kanthal composites
Energy Technology Data Exchange (ETDEWEB)
Clausen, B. [Los Alamos National Laboratory, LANSCE-12, P.O. Box 1663, MS H805, Los Alamos, NM 87545 (United States)]. E-mail: clausen@lanl.gov; Bourke, Mark A.M. [Los Alamos National Laboratory, MST-8, P.O. Box 1663, MS H805, Los Alamos, NM 87545 (United States); Brown, Donald W. [Los Alamos National Laboratory, MST-8, P.O. Box 1663, MS H805, Los Alamos, NM 87545 (United States); Ustuendag, E. [California Institute of Technology, Keck Laboratory, M/C 138-78, 1200 E. California Blvd., Pasadena, CA 91125 (United States)
2006-04-15
The load sharing in three tungsten fiber reinforced Kanthal matrix composites (with fiber volume fractions of 10, 20 and 30%) have been determined using in situ neutron diffraction measurements. The expected iso-strain region was limited in the 20 and 30% composites due to thermal residual stresses. The experimental data have been used to validate the predictions of a unit-cell finite element model. The model was able to accurately predict the measured in situ loading data for all three composites using the same material properties for all calculations.
Estimating total maximum daily loads with the Stochastic Empirical Loading and Dilution Model
Granato, Gregory; Jones, Susan Cheung
2017-01-01
The Massachusetts Department of Transportation (DOT) and the Rhode Island DOT are assessing and addressing roadway contributions to total maximum daily loads (TMDLs). Example analyses for total nitrogen, total phosphorus, suspended sediment, and total zinc in highway runoff were done by the U.S. Geological Survey in cooperation with FHWA to simulate long-term annual loads for TMDL analyses with the stochastic empirical loading and dilution model known as SELDM. Concentration statistics from 19 highway runoff monitoring sites in Massachusetts were used with precipitation statistics from 11 long-term monitoring sites to simulate long-term pavement yields (loads per unit area). Highway sites were stratified by traffic volume or surrounding land use to calculate concentration statistics for rural roads, low-volume highways, high-volume highways, and ultraurban highways. The median of the event mean concentration statistics in each traffic volume category was used to simulate annual yields from pavement for a 29- or 30-year period. Long-term average yields for total nitrogen, phosphorus, and zinc from rural roads are lower than yields from the other categories, but yields of sediment are higher than for the low-volume highways. The average yields of the selected water quality constituents from high-volume highways are 1.35 to 2.52 times the associated yields from low-volume highways. The average yields of the selected constituents from ultraurban highways are 1.52 to 3.46 times the associated yields from high-volume highways. Example simulations indicate that both concentration reduction and flow reduction by structural best management practices are crucial for reducing runoff yields.
Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?
Choustova, Olga
2007-02-01
We apply the mathematical formalism of Bohmian mechanics to describe dynamics of shares. The main distinguishing feature of the financial Bohmian model is the possibility to take into account market psychology by describing expectations of traders by the pilot wave. We also discuss some objections (coming from conventional financial mathematics of stochastic processes) against the deterministic Bohmian model. In particular, the objection that such a model contradicts to the efficient market hypothesis which is the cornerstone of the modern market ideology. Another objection is of pure mathematical nature: it is related to the quadratic variation of price trajectories. One possibility to reply to this critique is to consider the stochastic Bohm-Vigier model, instead of the deterministic one. We do this in the present note.
Optimized load sharing control by means of thermal reliability management
DEFF Research Database (Denmark)
Nesgaard, Carsten; Andersen, Michael Andreas E.
2004-01-01
time and system cost. However, due to non-ideal parts each converter unit deviates from the ideal case, which makes a power system comprised of parallel-connected converters a rather poor performing system. To account for the non-ideal parts some form of load sharing is needed, whereby it is ensured......With new applications for high-current low-output voltage power systems emerging nearly every day the need for new and cost-efficient power system designs is a matter of course. As output voltage levels continue to decrease an approach that seems more and more attractive is the implementation...... that each converter in the configuration delivers its share of the total output power. In other words parallel-operation of multiple converters is employed when specifications require a highly reliable system, designable within a very short time frame and at low costs. However, to make full use...
Circuit for automatic load sharing in parallel converter modules
Nagano, S. (Inventor)
1979-01-01
A nondissipative circuit for automatic load sharing in parallel converter modules having push-pull power transistors is presented. Each transistor has a separate current-sensing transformer and an impedance-adjusting transformer in series with its collector. The impedance-adjusting transformer functions as a current-controlled variable impedance that is responsive to the difference between the peak collector current of the transistor and the average peak current of all collector currents of power transistors in all modules, thereby to control the collector currents of all power transistors with reference to the average peak collector current.
Conditional load and store in a shared memory
Blumrich, Matthias A; Ohmacht, Martin
2015-02-03
A method, system and computer program product for implementing load-reserve and store-conditional instructions in a multi-processor computing system. The computing system includes a multitude of processor units and a shared memory cache, and each of the processor units has access to the memory cache. In one embodiment, the method comprises providing the memory cache with a series of reservation registers, and storing in these registers addresses reserved in the memory cache for the processor units as a result of issuing load-reserve requests. In this embodiment, when one of the processor units makes a request to store data in the memory cache using a store-conditional request, the reservation registers are checked to determine if an address in the memory cache is reserved for that processor unit. If an address in the memory cache is reserved for that processor, the data are stored at this address.
Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads
Directory of Open Access Journals (Sweden)
Jae Sang Moon
2017-12-01
Full Text Available Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES. Stochastic characteristics of these LES waked wind velocity field, including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study’s overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.
Prediction-based dynamic load-sharing heuristics
Goswami, Kumar K.; Devarakonda, Murthy; Iyer, Ravishankar K.
1993-01-01
The authors present dynamic load-sharing heuristics that use predicted resource requirements of processes to manage workloads in a distributed system. A previously developed statistical pattern-recognition method is employed for resource prediction. While nonprediction-based heuristics depend on a rapidly changing system status, the new heuristics depend on slowly changing program resource usage patterns. Furthermore, prediction-based heuristics can be more effective since they use future requirements rather than just the current system state. Four prediction-based heuristics, two centralized and two distributed, are presented. Using trace driven simulations, they are compared against random scheduling and two effective nonprediction based heuristics. Results show that the prediction-based centralized heuristics achieve up to 30 percent better response times than the nonprediction centralized heuristic, and that the prediction-based distributed heuristics achieve up to 50 percent improvements relative to their nonprediction counterpart.
Constant Jacobian Matrix-Based Stochastic Galerkin Method for Probabilistic Load Flow
Directory of Open Access Journals (Sweden)
Yingyun Sun
2016-03-01
Full Text Available An intrusive spectral method of probabilistic load flow (PLF is proposed in the paper, which can handle the uncertainties arising from renewable energy integration. Generalized polynomial chaos (gPC expansions of dependent random variables are utilized to build a spectral stochastic representation of PLF model. Instead of solving the coupled PLF model with a traditional, cumbersome method, a modified stochastic Galerkin (SG method is proposed based on the P-Q decoupling properties of load flow in power system. By introducing two pre-calculated constant sparse Jacobian matrices, the computational burden of the SG method is significantly reduced. Two cases, IEEE 14-bus and IEEE 118-bus systems, are used to verify the computation speed and efficiency of the proposed method.
Stochastic clustering of material surface under high-heat plasma load
Budaev, Viacheslav P.
2017-11-01
The results of a study of a surface formed by high-temperature plasma loads on various materials such as tungsten, carbon and stainless steel are presented. High-temperature plasma irradiation leads to an inhomogeneous stochastic clustering of the surface with self-similar granularity - fractality on the scale from nanoscale to macroscales. Cauliflower-like structure of tungsten and carbon materials are formed under high heat plasma load in fusion devices. The statistical characteristics of hierarchical granularity and scale invariance are estimated. They differ qualitatively from the roughness of the ordinary Brownian surface, which is possibly due to the universal mechanisms of stochastic clustering of material surface under the influence of high-temperature plasma.
PROBABILISTIC FLOW DISTRIBUTION AS A REACTION TO THE STOCHASTICITY OF THE LOAD IN THE POWER SYSTEM
Directory of Open Access Journals (Sweden)
A. M. Hashimov
2016-01-01
Full Text Available For the analysis and control of power systems deterministic approaches that are implemented in the form of well-known methods and models of calculation of steady-state and transient modes are mostly use in current practice. With the use of these methods it is possible to obtain solutions only for fixed circuit parameters of the system scheme and assuming that active and reactive powers as well as generation in nodal points of the network remain the same. In reality the stochastic character of power consumption cause the casual fluctuations of voltages at the nodes and power flows in electric power lines of the power system. Such casual fluctuations of operation can be estimated with the use of probabilistic simulation of the power flows. In the article the results of research of the influence of depth of casual fluctuations of the load power of the system on the probability distribution of voltage at nodes as well as on the flows of active and reactive power in the lines are presented. Probabilistic modeling of flow under stochastic load change is performed for different levels of fluctuations and under loading of the mode of the system up to peak load power. Test study to quantify the effect of stochastic variability of loads on the probabilistic distribution parameters of the modes was carried out on behalf of the electrical network of the real power system. The results of the simulation of the probability flow distribution for these fluctuations of the load, represented in the form of discrete sample values of the active power obtained with the use of the analytical Monte-Carlo method, and real data measurements of their values in the network under examination were compared.
Stochastic differential equation (SDE) model of opening gold share price of bursa saham malaysia
Hussin, F. N.; Rahman, H. A.; Bahar, A.
2017-09-01
Black and Scholes option pricing model is one of the most recognized stochastic differential equation model in mathematical finance. Two parameter estimation methods have been utilized for the Geometric Brownian model (GBM); historical and discrete method. The historical method is a statistical method which uses the property of independence and normality logarithmic return, giving out the simplest parameter estimation. Meanwhile, discrete method considers the function of density of transition from the process of diffusion normal log which has been derived from maximum likelihood method. These two methods are used to find the parameter estimates samples of Malaysians Gold Share Price data such as: Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas, and Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas Shariah. Modelling of gold share price is essential since fluctuation of gold affects worldwide economy nowadays, including Malaysia. It is found that discrete method gives the best parameter estimates than historical method due to the smallest Root Mean Square Error (RMSE) value.
Hsiao, Ya-Ping; Brouns, Francis; van Bruggen, Jan; Sloep, Peter B.
2012-01-01
In Learning Networks, learners need to share knowledge with others to build knowledge. In particular, when working on complex tasks, they often need to acquire extra cognitive resources from others to process a high task load. However, without support high task load and organizing knowledge sharing themselves might easily overload learners'…
Dynamic modeling and analysis of load sharing characteristics of wind turbine gearbox
Directory of Open Access Journals (Sweden)
Pengxing Yi
2015-03-01
Full Text Available A coupled dynamic model, which contains helical gears-shafts-bearings for a wind turbine gearbox transmission system, was built considering nonlinear factors of the time-varying mesh stiffness, the external varying load, and the dynamic transmission error at first. The model is confirmed to be right after comparing the theoretical data with the experimental load sharing values, and also it is found that the static load sharing is conservative to evaluate the non-equilibrium effect of a planetary gear system. Besides, the analyzing results of the influence of average error and amplitude error on the load sharing show that the load sharing could be decreased if the error goes up a little. Then, by means of treating the static tracing point as the dynamic initial values, we analyzed the initial position’s influence on the load sharing of transmission system to provide a theoretical basis of load sharing control. Furthermore, we explored the influence of high-speed shaft position angle on the load sharing and the dynamic load factor of gears fixed on the parallel shafts. The results provide useful theoretical guidelines for the design of parallel shaft gear system in the wind turbines.
Fatigue in Welded High-Strength Steel Plate Elements under Stochastic Loading
DEFF Research Database (Denmark)
Agerskov, Henning; Petersen, R.I.; Martinez, L. Lopez
1999-01-01
The present project is a part of an investigation on fatigue in offshore structures in high-strength steel. The fatigue life of plate elements with welded attachments is studied. The material used has a yield stress of ~ 810-840 MPa, and high weldability and toughness properties. Fatigue test...... series with constant amplitude loading and with various types of stochastic loading have been carried through on test specimens in high-strength steel, and - for a comparison - on test specimens in conventional offshore structural steel with a yield stress of ~ 400-410 MPa.A comparison between constant...... amplitude and variable amplitude fatigue test results shows shorter fatigue lives in variable amplitude loading than should be expected from the linear fatigue damage accumulation formula. Furthermore, in general longer fatigue lives were obtained for the test specimens in high-strength steel than those...
Optimum Parameters of a Tuned Liquid Column Damper in a Wind Turbine Subject to Stochastic Load
Alkmim, M. H.; de Morais, M. V. G.; Fabro, A. T.
2017-12-01
Parameter optimization for tuned liquid column dampers (TLCD), a class of passive structural control, have been previously proposed in the literature for reducing vibration in wind turbines, and several other applications. However, most of the available work consider the wind excitation as either a deterministic harmonic load or random load with white noise spectra. In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of undamped primary system under white noise excitation by comparing with result from the literature. Finally, it is shown that different wind profiles can significantly affect the optimum TLCD parameters.
A stochastic framework for the grid integration of wind power using flexible load approach
International Nuclear Information System (INIS)
Heydarian-Forushani, E.; Moghaddam, M.P.; Sheikh-El-Eslami, M.K.; Shafie-khah, M.; Catalão, J.P.S.
2014-01-01
Highlights: • This paper focuses on the potential of Demand Response Programs (DRPs) to contribute to flexibility. • A stochastic network constrained unit commitment associated with DR is presented. • DR participation levels and electricity tariffs are evaluated on providing a flexible load profile. • Novel quantitative indices for evaluating flexibility are defined to assess the success of DRPs. • DR types and customer participation levels are the main factors to modify the system load profile. - Abstract: Wind power integration has always been a key research area due to the green future power system target. However, the intermittent nature of wind power may impose some technical and economic challenges to Independent System Operators (ISOs) and increase the need for additional flexibility. Motivated by this need, this paper focuses on the potential of Demand Response Programs (DRPs) as an option to contribute to the flexible operation of power systems. On this basis, in order to consider the uncertain nature of wind power and the reality of electricity market, a Stochastic Network Constrained Unit Commitment associated with DR (SNCUCDR) is presented to schedule both generation units and responsive loads in power systems with high penetration of wind power. Afterwards, the effects of both price-based and incentive-based DRPs are evaluated, as well as DR participation levels and electricity tariffs on providing a flexible load profile and facilitating grid integration of wind power. For this reason, novel quantitative indices for evaluating flexibility are defined to assess the success of DRPs in terms of wind integration. Sensitivity studies indicate that DR types and customer participation levels are the main factors to modify the system load profile to support wind power integration
Load Sharing Multiobjective Optimization Design of a Split Torque Helicopter Transmission
Directory of Open Access Journals (Sweden)
Chenxi Fu
2015-01-01
Full Text Available Split torque designs can offer significant advantages over the traditional planetary designs for helicopter transmissions. However, it has two unique properties, gap and phase differences, which result in the risk of unequal load sharing. Various methods have been proposed to eliminate the effect of gap and promote load sharing to a certain extent. In this paper, system design parameters will be optimized to change the phase difference, thereby further improving load sharing. A nonlinear dynamic model is established to measure the load sharing with dynamic mesh forces quantitatively. Afterwards, a multiobjective optimization of a reference split torque design is conducted with the promoting of load sharing property, lightweight, and safety considered as the objectives. The load sharing property, which is measured by load sharing coefficient, is evaluated under multiple operating conditions with dynamic analysis method. To solve the multiobjective model with NSGA-II, an improvement is done to overcome the problem of time consuming. Finally, a satisfied optimal solution is picked up as the final design from the Pareto optimal front, which achieves improvements in all the three objectives compared with the reference design.
Load Sharing Behavior of Star Gearing Reducer for Geared Turbofan Engine
Mo, Shuai; Zhang, Yidu; Wu, Qiong; Wang, Feiming; Matsumura, Shigeki; Houjoh, Haruo
2017-07-01
Load sharing behavior is very important for power-split gearing system, star gearing reducer as a new type and special transmission system can be used in many industry fields. However, there is few literature regarding the key multiple-split load sharing issue in main gearbox used in new type geared turbofan engine. Further mechanism analysis are made on load sharing behavior among star gears of star gearing reducer for geared turbofan engine. Comprehensive meshing error analysis are conducted on eccentricity error, gear thickness error, base pitch error, assembly error, and bearing error of star gearing reducer respectively. Floating meshing error resulting from meshing clearance variation caused by the simultaneous floating of sun gear and annular gear are taken into account. A refined mathematical model for load sharing coefficient calculation is established in consideration of different meshing stiffness and supporting stiffness for components. The regular curves of load sharing coefficient under the influence of interactions, single action and single variation of various component errors are obtained. The accurate sensitivity of load sharing coefficient toward different errors is mastered. The load sharing coefficient of star gearing reducer is 1.033 and the maximum meshing force in gear tooth is about 3010 N. This paper provides scientific theory evidences for optimal parameter design and proper tolerance distribution in advanced development and manufacturing process, so as to achieve optimal effects in economy and technology.
Robust Topology Optimization Based on Stochastic Collocation Methods under Loading Uncertainties
Directory of Open Access Journals (Sweden)
Qinghai Zhao
2015-01-01
Full Text Available A robust topology optimization (RTO approach with consideration of loading uncertainties is developed in this paper. The stochastic collocation method combined with full tensor product grid and Smolyak sparse grid transforms the robust formulation into a weighted multiple loading deterministic problem at the collocation points. The proposed approach is amenable to implementation in existing commercial topology optimization software package and thus feasible to practical engineering problems. Numerical examples of two- and three-dimensional topology optimization problems are provided to demonstrate the proposed RTO approach and its applications. The optimal topologies obtained from deterministic and robust topology optimization designs under tensor product grid and sparse grid with different levels are compared with one another to investigate the pros and cons of optimization algorithm on final topologies, and an extensive Monte Carlo simulation is also performed to verify the proposed approach.
Yan, Donghuang; Luo, Yuan; Yuan, Ming; Lu, Naiwei
2017-01-01
Bridges are vulnerable to the fatigue damage accumulation caused by traffic loading over the service period. A continuous growth in both the vehicle weight and the traffic volume may cause a safety hazard to existing bridges. This study presented a computational framework for probabilistic modeling of the fatigue damage accumulation of short to medium span bridges under actual traffic loading. Stochastic truck-load models were simulated based on site-specific weigh-in-motion measurements. A r...
A worldwide flock of Condors : load sharing among workstation clusters
Epema, D.H.J.; Livny, M.; Dantzig, van R.; Evers, X.; Pruyne, J.
1996-01-01
Condor is a distributed batch system for sharing the workload of compute-intensive jobs in a pool of unix workstations connected by a network. In such a Condor pool, idle machines are spotted by Condor and allocated to queued jobs, thus putting otherwise unutilized capacity to efficient use. When
Heat Load Sharing in a Capillary Pumped Loop with Multiple Evaporators and Multiple Condensers
Ku, Jentung
2005-01-01
This paper describes the heat load sharing function among multiple parallel evaporators in a capillary pumped loop (CPL). In the normal mode of operation, the evaporators cool the instruments by absorbing the waste heat. When an instruments is turned off, the attached evaporator can keep it warm by receiving heat from other evaporators serving the operating instruments. This is referred to as heat load sharing. A theoretical basis of heat load sharing is given first. The fact that the wicks in the powered evaporators will develop capillary pressure to force the generated vapor to flow to cold locations where the pressure is lower leads to the conclusion that heat load sharing is an inherent function of a CPL with multiple evaporators. Heat load sharing has been verified with many CPLs in ground tests. Experimental results of the Capillary Pumped Loop 3 (CAPL 3) Flight Experiment are presented in this paper. Factors that affect the amount of heat being shared are discussed. Some constraints of heat load sharing are also addressed.
Directory of Open Access Journals (Sweden)
Hao Dong
2015-01-01
Full Text Available In order to implement the uniform load distribution of the power-split transmission system, a pseudostatic model is built. Based on the loaded tooth contact analysis (LTCA technique, the actual meshing process of each gear pair is simulated and the fitting curve of time-varying mesh stiffness is obtained. And then, the torsional angle deformation compatibility conditions are proposed according to the closed-loop characteristic of power flow, which will be combined with the torque equilibrium conditions and elastic support conditions to calculate the transfer torque of each gear pair. Finally, the load-sharing coefficient of the power-split transmission system is obtained, and the influences of the installation errors are analyzed. The results show that the above-mentioned installation errors comprehensively influence the load-sharing characteristics, and the reduction of only one error could not effectively achieve perfect load-sharing characteristics. Allowing for the spline clearance floating and constrained by the radial spacing ring, the influence of the floating pinion is analyzed. It shows that the floating pinion can improve the load-sharing characteristics. Through the comparison between the theoretical and related experimental data, the reasonability and feasibility of the above-proposed method and model are verified.
Insensitivity of proportional fairness in critically loaded bandwidth sharing networks
Vlasiou, M.; Zhang, J.; Zwart, B.
2014-01-01
Proportional fairness is a popular service allocation mechanism to describe and analyze the performance of data networks at flow level. Recently, several authors have shown that the invariant distribution of such networks admits a product form distribution under critical loading. Assuming
Planetary Load Sharing in Three-Point Mounted Wind Turbine Gearboxes: A Design and Test Comparison
Energy Technology Data Exchange (ETDEWEB)
Keller, Jonathan [National Renewable Energy Lab. (NREL), Golden, CO (United States); Guo, Yi [National Renewable Energy Lab. (NREL), Golden, CO (United States); Zhang, Zhiwei [Romax InSight, Nottingham, (United Kingdom); Lucas, Doug [The Timken Company, Jackson Township, OH (United States)
2017-04-06
This work compares the planetary load-sharing characteristics of wind turbine gearboxes supported by cylindrical roller bearings (CRBs) and preloaded tapered roller bearings (TRBs) when subjected to rotor moments. Planetary bearing loads were measured in field-representative dynamometer tests and compared to loads predicted by finite-element models. Preloaded TRBs significantly improved load sharing. In pure torque conditions, the upwind planet bearing load in the gearbox with preloaded TRBs was only 14% more than the assumed load compared to 47% more for the gearbox with CRBs. Consequently, the predicted fatigue life of the complete set of planetary bearings for the gearbox with preloaded TRBs is 3.5 times greater than that of the gearbox with CRBs.
A load-sharing control scheme for a microgrid with a fixed frequency inverter
Energy Technology Data Exchange (ETDEWEB)
Zhang, Zhihao; Huang, Xinhong; Jiang, Jin [Department of Electrical and Computer Engineering, The University of Western Ontario, 1151 Richmond St., London, Ontario (Canada); Wu, Bin [Department of Electrical and Computer Engineering, Ryerson University, Toronto, Ontario (Canada)
2010-03-15
In this paper, a load-sharing control strategy is developed for a microgrid consisting of a fuel cell power module and two synchronous generators in a stand-alone environment. The fuel cell is interfaced with the synchronous generators through a DC/AC inverter to convert unregulated DC to a three-phase AC. Since the frequency of the DC/AC inverter is fixed, the conventional load-frequency control scheme cannot be used for load-sharing control. To alleviate this problem, a load-voltage control scheme is developed. The theoretical analysis and experimental validation of the proposed scheme are presented. It is shown, by theoretical analysis and experiments, that this control strategy can effectively distribute the load among the different energy sources based on their individual pre-defined load-voltage droop characteristics. (author)
Sharing of nonlinear load in parallel-connected three-phase converters
DEFF Research Database (Denmark)
Borup, Uffe; Blaabjerg, Frede; Enjeti, Prasad N.
2001-01-01
compensation are connected in parallel. Without the new solution, they are normally not able to distinguish the harmonic currents that flow to the load and harmonic currents that circulate between the converters. Analysis and experimental results on two 90-kVA 400-Hz converters in parallel are presented......In this paper, a new control method is presented which enables equal sharing of linear and nonlinear loads in three-phase power converters connected in parallel, without communication between the converters. The paper focuses on solving the problem that arises when two converters with harmonic....... The results show that both linear and nonlinear loads can be shared equally by the proposed concept....
Vehicle-to-Grid Automatic Load Sharing with Driver Preference in Micro-Grids
Energy Technology Data Exchange (ETDEWEB)
Wang, Yubo; Nazaripouya, Hamidreza; Chu, Chi-Cheng; Gadh, Rajit; Pota, Hemanshu R.
2014-10-15
Integration of Electrical Vehicles (EVs) with power grid not only brings new challenges for load management, but also opportunities for distributed storage and generation. This paper comprehensively models and analyzes distributed Vehicle-to-Grid (V2G) for automatic load sharing with driver preference. In a micro-grid with limited communications, V2G EVs need to decide load sharing based on their own power and voltage profile. A droop based controller taking into account driver preference is proposed in this paper to address the distributed control of EVs. Simulations are designed for three fundamental V2G automatic load sharing scenarios that include all system dynamics of such applications. Simulation results demonstrate that active power sharing is achieved proportionally among V2G EVs with consideration of driver preference. In additional, the results also verify the system stability and reactive power sharing analysis in system modelling, which sheds light on large scale V2G automatic load sharing in more complicated cases.
Dong, Hao; Hu, Yahui
2018-04-01
The bend-torsion coupling dynamics load-sharing model of the helicopter face gear split torque transmission system is established by using concentrated quality standard, to analyzing the dynamic load-sharing characteristic. The mathematical models include nonlinear support stiffness, time-varying meshing stiffness, damping, gear backlash. The results showed that the errors collectively influenced the load sharing characteristics, only reduce a certain error, it is never fully reached the perfect loading sharing characteristics. The system load-sharing performance can be improved through floating shaft support. The above-method will provide a theoretical basis and data support for its dynamic performance optimization design.
Directory of Open Access Journals (Sweden)
Junhai Ma
2017-01-01
Full Text Available Apart from the price fluctuation, the retailers’ service level becomes another key factor that affects the market demand. This paper depicts a modified price and demand game model based on the stochastic demand and the retailer’s service level which influences the market demand decided by customers’ preference, while the market demand is stochastic in this model. We explore how the price adjustment speed affects the stability of the supply chain system with respect to service level and stochastic demand. The dynamic behavior of the system is researched by simulation and the stability domain and the bifurcation phenomenon are shown clearly. The largest Lyapunov exponent and the chaotic attractor are also given to confirm the chaotic characteristic of the system. The simulation results indicate that relatively small price adjustment speed may maintain the system at stable state. With the price adjustment speed gradually increasing, the price system gets unstable and finally becomes chaotic. This chaotic phenomenon will perturb the product market and this phenomenon should be controlled to keep the system stay in the stable region. So the chaos control is done and the chaos can be controlled completely. The conclusion makes significant contribution to the system referring to the price fluctuation based on the service level and stochastic demand.
Self-organized dynamics in local load-sharing fiber bundle models.
Biswas, Soumyajyoti; Chakrabarti, Bikas K
2013-10-01
We study the dynamics of a local load-sharing fiber bundle model in two dimensions under an external load (which increases with time at a fixed slow rate) applied at a single point. Due to the local load-sharing nature, the redistributed load remains localized along the boundary of the broken patch. The system then goes to a self-organized state with a stationary average value of load per fiber along the (increasing) boundary of the broken patch (damaged region) and a scale-free distribution of avalanche sizes and other related quantities are observed. In particular, when the load redistribution is only among nearest surviving fiber(s), the numerical estimates of the exponent values are comparable with those of the Manna model. When the load redistribution is uniform along the patch boundary, the model shows a simple mean-field limit of this self-organizing critical behavior, for which we give analytical estimates of the saturation load per fiber values and avalanche size distribution exponent. These are in good agreement with numerical simulation results.
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.
Optimal loading and protection of multi-state systems considering performance sharing mechanism
International Nuclear Information System (INIS)
Xiao, Hui; Shi, Daimin; Ding, Yi; Peng, Rui
2016-01-01
Engineering systems are designed to carry the load. The performance of the system largely depends on how much load it carries. On the other hand, the failure rate of the system is strongly affected by its load. Besides internal failures, such as fatigue and aging process, systems may also fail due to external impacts such as nature disasters and terrorism. In this paper, we integrate the effect of loading and protection of external impacts on multi-state systems with performance sharing mechanism. The objective of this research is to determine how to balance the load and protection on system elements. An availability evaluation algorithm of the proposed system is suggested and the corresponding optimization problem is solved utilizing genetic algorithms. - Highlights: • Performance sharing of multi-state systems is considered. • The effect of load on system elements is analyzed. • Joint optimization model of element loading and protection is formulated. • Genetic Algorithms are adapted to solve the reliability optimization problem.
DEFF Research Database (Denmark)
Lorzadeh, Iman; Askarian Abyaneh, Hossein; Savaghebi, Mehdi
2017-01-01
To address inaccurate load demand sharing problems among parallel inverter-interfaced voltage-controlled distributed generation (DG) units in islanded microgrids with different DG power ratings and mismatched feeder impedances, an enhanced voltage control scheme based on actively compensation of ...
The effect of elbow angle and external moment on load sharing of elbow muscles
Praagman, M.; Chadwick, E.K.J.; van der Helm, F.C.T.; Veeger, H.E.J.
2010-01-01
To study elbow muscle load sharing we investigated the effect of external flexion-extension (FE) and pronation-supination (PS) moments and elbow angle on muscle activation and oxygen consumption (V̇O2).Two data sets were obtained. First, (n=6) electromyography (EMG) of elbow flexors (long and short
Directory of Open Access Journals (Sweden)
Muhammad Rashad
2018-01-01
Full Text Available DC microgrids look attractive in distribution systems due to their high reliability, high efficiency, and easy integration with renewable energy sources. The key objectives of the DC microgrid include proportional load sharing and precise voltage regulation. Droop controllers are based on decentralized control architectures which are not effective in achieving these objectives simultaneously due to the voltage error and load power variation. A centralized controller can achieve these objectives using a high speed communication link. However, it loses reliability due to the single point failure. Additionally, these controllers are realized through proportional integral (PI controllers which cannot ensure load sharing and stability in all operating conditions. To address limitations, a distributed architecture using sliding mode (SM controller utilizing low bandwidth communication is proposed for DC microgrids in this paper. The main advantages are high reliability, load power sharing, and precise voltage regulation. Further, the SM controller shows high robustness, fast dynamic response, and good stability for large load variations. To analyze the stability and dynamic performance, a system model is developed and its transversality, reachability, and equivalent control conditions are verified. Furthermore, the dynamic behavior of the modeled system is investigated for underdamped and critically damped responses. Detailed simulations are carried out to show the effectiveness of the proposed controller.
A GPS-Based Control Method for Load Sharing and Power Quality Improvement in Microgrids
DEFF Research Database (Denmark)
Golsorkhi, Mohammad; Lu, Dylan; Savaghebi, Mehdi
2016-01-01
This paper proposes a novel control method for accurate sharing of load current among the Distributed Energy Resources (DER) and high power quality operating in islanded ac microgrids. This control scheme is based on hierarchical structure comprising of decentralized primary controllers and a cen....... The secondary controller produces compensation signals at fundamental and dominant harmonics to improve the voltage quality at a sensitive load bus. Experimental results are presented to validate the efficacy of the proposed method.......This paper proposes a novel control method for accurate sharing of load current among the Distributed Energy Resources (DER) and high power quality operating in islanded ac microgrids. This control scheme is based on hierarchical structure comprising of decentralized primary controllers...
A methodology for stochastic analysis of share prices as Markov chains with finite states.
Mettle, Felix Okoe; Quaye, Enoch Nii Boi; Laryea, Ravenhill Adjetey
2014-01-01
Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess Markov dependency with respective state transition probabilities matrices following the identified state pace (i.e. decrease, stable or increase). We established that identified states communicate, and that the chains are aperiodic and ergodic thus possessing limiting distributions. We developed a methodology for determining expected mean return time for stock price increases and also establish criteria for improving investment decision based on highest transition probabilities, lowest mean return time and highest limiting distributions. We further developed an R algorithm for running the methodology introduced. The established methodology is applied to selected equities from Ghana Stock Exchange weekly trading data.
Directory of Open Access Journals (Sweden)
D. K. Sengupta
2013-01-01
Full Text Available Alternatives to conventional rigid fusion have been proposed for several conditions related to degenerative disc disease when nonoperative treatment has failed. Semirigid fixation, in the form of dynamic stabilization or PEEK rods, is expected to provide compression under loading as well as an intermediate level of stabilization. This study systematically examines both the load-sharing characteristics and kinematics of these two devices compared to the standard of internal rigid fixators. Load-sharing was studied by using digital pressure films inserted between an artificially machined disc and two loading fixtures. Rigid rods, PEEK rods, and the dynamic stabilization system were inserted posteriorly for stabilization. The kinematics were quantified on ten, human, cadaver lumbosacral spines (L3-S1 which were tested under a pure bending moment, in flexion-extension, lateral bending, and axial rotation. The magnitude of load transmission through the anterior column was significantly greater with the dynamic device compared to PEEK rods and rigid rods. The contact pressures were distributed more uniformly, throughout the disc with the dynamic stabilization devices, and had smaller maximum point-loading (pressures on any particular point within the disc. Kinematically, the motion was reduced by both semirigid devices similarly in all directions, with slight rigidity imparted by a lateral interbody device.
DEFF Research Database (Denmark)
Vahdatirad, Mohammadjavad; Bayat, Mehdi; Andersen, Lars Vabbersgaard
2012-01-01
In this study a stochastic approach is conducted to obtain the horizontal and rotational stiffness of an offshore monopile foundation. A nonlinear stochastic p-y curve is integrated into a finite element scheme for calculation of the monopile response in over-consolidated clay having spatial...
Li, Ying-Jun; Yang, Cong; Wang, Gui-Cong; Zhang, Hui; Cui, Huan-Yong; Zhang, Yong-Liang
2017-09-01
This paper presents a novel integrated piezoelectric six-dimensional force sensor which can realize dynamic measurement of multi-dimensional space load. Firstly, the composition of the sensor, the spatial layout of force-sensitive components, and measurement principle are analyzed and designed. There is no interference of piezoelectric six-dimensional force sensor in theoretical analysis. Based on the principle of actual work and deformation compatibility coherence, this paper deduces the parallel load sharing principle of the piezoelectric six-dimensional force sensor. The main effect factors which affect the load sharing ratio are obtained. The finite element model of the piezoelectric six-dimensional force sensor is established. In order to verify the load sharing principle of the sensor, a load sharing test device of piezoelectric force sensor is designed and fabricated. The load sharing experimental platform is set up. The experimental results are in accordance with the theoretical analysis and simulation results. The experiments show that the multi-dimensional and heavy force measurement can be realized by the parallel arrangement of the load sharing ring and the force sensitive element in the novel integrated piezoelectric six-dimensional force sensor. The ideal load sharing effect of the sensor can be achieved by appropriate size parameters. This paper has an important guide for the design of the force measuring device according to the load sharing mode. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Optimal task partition and state-dependent loading in heterogeneous two-element work sharing system
International Nuclear Information System (INIS)
Levitin, Gregory; Xing, Liudong; Ben-Haim, Hanoch; Dai, Yuanshun
2016-01-01
Many real-world systems such as multi-channel data communication, multi-path flow transmission and multi-processor computing systems have work sharing attributes where system elements perform different portions of the same task simultaneously. Motivated by these applications, this paper models a heterogeneous work-sharing system with two non-repairable elements. When one element fails, the other element takes over the uncompleted task of the failed element upon finishing its own part; the load level of the remaining operating element can change at the time of the failure, which further affects its performance, failure behavior and operation cost. Considering these dynamics, mission success probability (MSP), expected mission completion time (EMCT) and expected cost of successful mission (ECSM) are first derived. Further, optimization problems are formulated and solved, which find optimal task partition and element load levels maximizing MSP, minimizing EMCT or minimizing ECSM. Effects of element reliability, performance, operation cost on the optimal solutions are also investigated through examples. Results of this work can facilitate a tradeoff analysis of different mission performance indices for heterogeneous work-sharing systems. - Highlights: • A heterogeneous work-sharing system with two non-repairable elements is considered. • The optimal work distribution and element loading problem is formulated and solved. • Effects of element reliability, performance, operation cost on the optimal solutions are investigated.
Reliability Analysis of Load-Sharing K-out-of-N System Considering Component Degradation
Directory of Open Access Journals (Sweden)
Chunbo Yang
2015-01-01
Full Text Available The K-out-of-N configuration is a typical form of redundancy techniques to improve system reliability, where at least K-out-of-N components must work for successful operation of system. When the components are degraded, more components are needed to meet the system requirement, which means that the value of K has to increase. The current reliability analysis methods overestimate the reliability, because using constant K ignores the degradation effect. In a load-sharing system with degrading components, the workload shared on each surviving component will increase after a random component failure, resulting in higher failure rate and increased performance degradation rate. This paper proposes a method combining a tampered failure rate model with a performance degradation model to analyze the reliability of load-sharing K-out-of-N system with degrading components. The proposed method considers the value of K as a variable which is derived by the performance degradation model. Also, the load-sharing effect is evaluated by the tampered failure rate model. Monte-Carlo simulation procedure is used to estimate the discrete probability distribution of K. The case of a solar panel is studied in this paper, and the result shows that the reliability considering component degradation is less than that ignoring component degradation.
Time-dependent fiber bundles with local load sharing. II. General Weibull fibers.
Phoenix, S Leigh; Newman, William I
2009-12-01
Fiber bundle models (FBMs) are useful tools in understanding failure processes in a variety of material systems. While the fibers and load sharing assumptions are easily described, FBM analysis is typically difficult. Monte Carlo methods are also hampered by the severe computational demands of large bundle sizes, which overwhelm just as behavior relevant to real materials starts to emerge. For large size scales, interest continues in idealized FBMs that assume either equal load sharing (ELS) or local load sharing (LLS) among fibers, rules that reflect features of real load redistribution in elastic lattices. The present work focuses on a one-dimensional bundle of N fibers under LLS where life consumption in a fiber follows a power law in its load, with exponent rho , and integrated over time. This life consumption function is further embodied in a functional form resulting in a Weibull distribution for lifetime under constant fiber stress and with Weibull exponent, beta. Thus the failure rate of a fiber depends on its past load history, except for beta=1 . We develop asymptotic results validated by Monte Carlo simulation using a computational algorithm developed in our previous work [Phys. Rev. E 63, 021507 (2001)] that greatly increases the size, N , of treatable bundles (e.g., 10(6) fibers in 10(3) realizations). In particular, our algorithm is O(N ln N) in contrast with former algorithms which were O(N2) making this investigation possible. Regimes are found for (beta,rho) pairs that yield contrasting behavior for large N. For rho>1 and large N, brittle weakest volume behavior emerges in terms of characteristic elements (groupings of fibers) derived from critical cluster formation, and the lifetime eventually goes to zero as N-->infinity , unlike ELS, which yields a finite limiting mean. For 1/21 but with 0
Investigation of Load Sharing in Hybrid (2G/3G Mobile Networks
Directory of Open Access Journals (Sweden)
Martynas Stirbys
2015-07-01
Full Text Available The main purpose of this work is to investigate load sharing methods for 2G/3G cellular networks in order to determine their impact on the network and users. One of the study aims is to analyze the performance of the methods. Moreover the paper provides an overview of the methods circumstances, limitations. Directed Retry and Load Based Handover methods were chosen. Data was obtained from real Lithuanian mobile operator’s network. The paper also discusses the changes in Key Performance Indicators.
Investigation of Load Sharing in Hybrid (2G/3G) Mobile Networks
Martynas Stirbys; Karolis Žvinys
2015-01-01
The main purpose of this work is to investigate load sharing methods for 2G/3G cellular networks in order to determine their impact on the network and users. One of the study aims is to analyze the performance of the methods. Moreover the paper provides an overview of the methods circumstances, limitations. Directed Retry and Load Based Handover methods were chosen. Data was obtained from real Lithuanian mobile operator’s network. The paper also discusses the changes in Key Performance Indica...
Comparison of the load-sharing characteristics between pedicle-based dynamic and rigid rod devices
International Nuclear Information System (INIS)
Ahn, Yoon-Ho; Chen, W-M; Lee, Kwon-Yong; Park, Kyung-Woo; Lee, Sung-Jae
2008-01-01
Recently, numerous types of posterior dynamic stabilization (PDS) devices have been introduced as an alternative to the fusion devices for the surgical treatment of degenerative lumbar spine. It is hypothesized that the use of 'compliant' materials such as Nitinol (Ni-Ti alloy, elastic modulus = 75 GPa) or polyether-etherketone (PEEK, elastic modulus = 3.2 GPa) in PDS can restore stability of the lumbar spine without adverse stress-shielding effects that have often been found with 'rigid' fusion devices made of 'rigid' Ti alloys (elastic modulus = 114 GPa). Previous studies have shown that suitably designed PDS devices made of more compliant material may be able to help retain kinematic behavior of the normal spine with optimal load sharing between the anterior and posterior spinal elements. However, only a few studies on their biomechanical efficacies are available. In this study, we conducted a finite-element (FE) study to investigate changes in load-sharing characteristics of PDS devices. The implanted models were constructed after modifying the previously validated intact model of L3-4 spine. Posterior lumbar fusion with three different types of pedicle screw systems was simulated: a conventional rigid fixation system (Ti6Al4V, Φ = 6.0 mm) and two kinds of PDS devices (one with Nitinol rod with a three-coiled turn manner, Φ = 4.0 mm; the other with PEEK rod with a uniform cylindrical shape, Φ = 6.0 mm). To simulate the load on the lumbar spine in a neutral posture, an axial compressive load (400 N) was applied. Subsequently, the changes in load-sharing characteristics and stresses were investigated. When the compressive load was applied on the implanted models (Nitinol rod, PEEK rod, Ti-alloy rod), the predicted axial compressive loads transmitted through the devices were 141.8 N, 109.8 N and 266.8 N, respectively. Axial forces across the PDS devices (Nitinol rod, PEEK rod) and rigid system (Ti-alloy rod) with facet joints were predicted to take over 41%, 33
Microcogeneration in buildings with low energy demand in load sharing application
International Nuclear Information System (INIS)
Angrisani, Giovanni; Canelli, Michele; Roselli, Carlo; Sasso, Maurizio
2015-01-01
Highlights: • The use of microcogenerator (MCHP) in buildings with low energy demand is evaluated. • The load sharing approach leads to suitable thermal and electric loads for MCHP. • Dynamic simulations are carried out considering two different climates. • A sensitivity analysis with respect to the self-consumed electricity is performed. • MCHPs with internal combustion engine perfectly match with well-insulated buildings. - Abstract: The paper investigates the introduction of a MCHP (Micro Combined Heat and Power) system in buildings with low energy demand with respect to the current building stock. A load sharing approach between a multifamily residential building and an office one is taken into account. Dynamic simulations are carried out in order to evaluate the thermo-economic performance of the analyzed system. Particular attention is given to the estimation of the electric load of the different users, as the economic profitability of a MCHP system is strongly influenced by the amount of self-consumed electricity. In order to analyze the influence of climatic conditions, two different geographical locations in Italy (Naples and Turin, having 1034 and 2617 heating degree days, respectively) are considered. The results of this study indicate that the installation of MCHP systems in buildings with low energy demand allows to increase the percentage of self-consumed electricity reducing the bidirectional electricity flow between the users and the external grid, as well as the impact on the grid itself due to the large diffusion of distributed generation systems. Moreover this study shows that the load sharing approach between users with different load profile leads to better energy, environmental and economic results with respect to a conventional system. The climatic conditions play an important role on the MCHP operational hours and hence on the thermo-economic performance of the system. The primary energy saving of the system located in Turin is
Controllable load sharing for soft adhesive interfaces on three-dimensional surfaces
Song, Sukho; Drotlef, Dirk-Michael; Majidi, Carmel; Sitti, Metin
2017-05-01
For adhering to three-dimensional (3D) surfaces or objects, current adhesion systems are limited by a fundamental trade-off between 3D surface conformability and high adhesion strength. This limitation arises from the need for a soft, mechanically compliant interface, which enables conformability to nonflat and irregularly shaped surfaces but significantly reduces the interfacial fracture strength. In this work, we overcome this trade-off with an adhesion-based soft-gripping system that exhibits enhanced fracture strength without sacrificing conformability to nonplanar 3D surfaces. Composed of a gecko-inspired elastomeric microfibrillar adhesive membrane supported by a pressure-controlled deformable gripper body, the proposed soft-gripping system controls the bonding strength by changing its internal pressure and exploiting the mechanics of interfacial equal load sharing. The soft adhesion system can use up to ˜26% of the maximum adhesion of the fibrillar membrane, which is 14× higher than the adhering membrane without load sharing. Our proposed load-sharing method suggests a paradigm for soft adhesion-based gripping and transfer-printing systems that achieves area scaling similar to that of a natural gecko footpad.
Reliability demonstration test for load-sharing systems with exponential and Weibull components.
Directory of Open Access Journals (Sweden)
Jianyu Xu
Full Text Available Conducting a Reliability Demonstration Test (RDT is a crucial step in production. Products are tested under certain schemes to demonstrate whether their reliability indices reach pre-specified thresholds. Test schemes for RDT have been studied in different situations, e.g., lifetime testing, degradation testing and accelerated testing. Systems designed with several structures are also investigated in many RDT plans. Despite the availability of a range of test plans for different systems, RDT planning for load-sharing systems hasn't yet received the attention it deserves. In this paper, we propose a demonstration method for two specific types of load-sharing systems with components subject to two distributions: exponential and Weibull. Based on the assumptions and interpretations made in several previous works on such load-sharing systems, we set the mean time to failure (MTTF of the total system as the demonstration target. We represent the MTTF as a summation of mean time between successive component failures. Next, we introduce generalized test statistics for both the underlying distributions. Finally, RDT plans for the two types of systems are established on the basis of these test statistics.
Energy Technology Data Exchange (ETDEWEB)
Keanini, R.G.; Srivastava, N.; Tkacik, P.T. [Department of Mechanical Engineering, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28078 (United States); Weggel, D.C. [Department of Civil and Environmental Engineering, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28078 (United States); Knight, P.D. [Mitchell Aerospace and Engineering, Statesville, North Carolina 28677 (United States)
2011-06-15
A long-standing, though ill-understood problem in rocket dynamics, rocket response to random, altitude-dependent nozzle side-loads, is investigated. Side loads arise during low altitude flight due to random, asymmetric, shock-induced separation of in-nozzle boundary layers. In this paper, stochastic evolution of the in-nozzle boundary layer separation line, an essential feature underlying side load generation, is connected to random, altitude-dependent rotational and translational rocket response via a set of simple analytical models. Separation line motion, extant on a fast boundary layer time scale, is modeled as an Ornstein-Uhlenbeck process. Pitch and yaw responses, taking place on a long, rocket dynamics time scale, are shown to likewise evolve as OU processes. Stochastic, altitude-dependent rocket translational motion follows from linear, asymptotic versions of the full nonlinear equations of motion; the model is valid in the practical limit where random pitch, yaw, and roll rates all remain small. Computed altitude-dependent rotational and translational velocity and displacement statistics are compared against those obtained using recently reported high fidelity simulations [Srivastava, Tkacik, and Keanini, J. Appl. Phys. 108, 044911 (2010)]; in every case, reasonable agreement is observed. As an important prelude, evidence indicating the physical consistency of the model introduced in the above article is first presented: it is shown that the study's separation line model allows direct derivation of experimentally observed side load amplitude and direction densities. Finally, it is found that the analytical models proposed in this paper allow straightforward identification of practical approaches for: (i) reducing pitch/yaw response to side loads, and (ii) enhancing pitch/yaw damping once side loads cease. (Copyright copyright 2011 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Lauterbach, S.; Fina, M.; Wagner, W.
2018-04-01
Since structural engineering requires highly developed and optimized structures, the thickness dependency is one of the most controversially debated topics. This paper deals with stability analysis of lightweight thin structures combined with arbitrary geometrical imperfections. Generally known design guidelines only consider imperfections for simple shapes and loading, whereas for complex structures the lower-bound design philosophy still holds. Herein, uncertainties are considered with an empirical knockdown factor representing a lower bound of existing measurements. To fully understand and predict expected bearable loads, numerical investigations are essential, including geometrical imperfections. These are implemented into a stand-alone program code with a stochastic approach to compute random fields as geometric imperfections that are applied to nodes of the finite element mesh of selected structural examples. The stochastic approach uses the Karhunen-Loève expansion for the random field discretization. For this approach, the so-called correlation length l_c controls the random field in a powerful way. This parameter has a major influence on the buckling shape, and also on the stability load. First, the impact of the correlation length is studied for simple structures. Second, since most structures for engineering devices are more complex and combined structures, these are intensively discussed with the focus on constrained random fields for e.g. flange-web-intersections. Specific constraints for those random fields are pointed out with regard to the finite element model. Further, geometrical imperfections vanish where the structure is supported.
Planetary Load Sharing in Three-Point- Mounted Wind Turbine Gearboxes: Preprint
Energy Technology Data Exchange (ETDEWEB)
Guo, Yi [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Keller, Jonathan A [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-09-15
Wind turbine gearboxes do not achieve their expected design life. The cost of gearbox replacements and rebuilds and the downtime associated with these failures increase the cost of wind energy. In 2007, the U.S. Department of Energy established the National Renewable Energy Laboratory (NREL) Gearbox Reliability Collaborative (GRC). Its goals are to understand the root causes of premature gearbox failures and improve their reliability. To date, the GRC has focused on a 750-kW drivetrain with a three-stage, three-point-mounted gearbox. A nonproprietary version of the gearbox containing CRBs with C3 clearances in the planetary stage was customized. Two of these gearboxes, GB1 and GB2, were manufactured and then tested in the National Wind Technology Center's 2.5-MW dynamometer and in the field. Major GRC findings include the detrimental effect of rotor moments on planetary load sharing and predicted fatigue, and the risk of bearing sliding in low-torque conditions for three-point configuration drivetrains. Based on the knowledge gained from testing and analysis of the original design, the GRC gearbox was redesigned to improve its load-sharing characteristics and predicted fatigue. This new gearbox is named GB3. As shown in Figure 1, its key improvement is the incorporation of preloaded TRBs that support the planet carrier and planets. Roller loads can be optimized and bearing life maximized with a small preload [4]. These preloaded bearings, along with interference-fitted planet pins, improve alignments and load-sharing characteristics. A semi-integrated planet bearing design also increases capacity and eliminates outer race fretting. Romax Technology, with Powertrain Engineers and the Timken Company (Timken), completed the redesign. Timken manufactured and instrumented the planet gears and bearings. Brad Foote Gearing manufactured the other gearing and assembled the gearbox.
Influence of inclination angles on intra- and inter-limb load-sharing during uphill walking.
Hong, Shih-Wun; Leu, Tsai-Hsueh; Li, Jia-Da; Wang, Ting-Ming; Ho, Wei-Ping; Lu, Tung-Wu
2014-01-01
Uphill walking is an inevitable part of daily living, placing more challenges on the locomotor system with greater risk of falls than level walking does. The current study aimed to investigate the effects of inclination angles on the inter-joint and inter-limb load-sharing during uphill walking in terms of total support moment and contributions of individual joint moments to the total support moment. Fifteen young adults walked up walkways with 0°, 5°, 10° and 15° of slope while kinematic and kinetic data were collected and analyzed. With increasing inclination angles, the first peak of the total support moment was increased with unaltered individual joint contributions, suggesting an unaltered inter-joint control pattern in the leading limb to meet the increased demands. The second peak of the total support moment remained unchanged with increasing inclination angles primarily through a compensatory redistribution of the hip and knee moments. During DLS, the leading limb shared the majority of the whole body support moments. The current results reveal basic intra- and inter-limb load-sharing patterns of uphill walking, which will be helpful for a better understanding of the control strategies adopted and for subsequent clinical applications. Copyright © 2013 Elsevier B.V. All rights reserved.
Filament wound pressure vessels with load sharing liners for space shuttle orbiter applications
International Nuclear Information System (INIS)
Ecord, G.M.
1976-01-01
Early in the development of orbiter propulsion and environmental control subsystems it was recognized that use of overwrapped pressure vessels with load sharing liners may provide significant weight savings for high pressure gas containment. A program is described which was undertaken by Rockwell International to assess the utility for orbiter applications of titanium 6Al--4V and Inconel 718 liners overwrapped with Kevlar fibers. Also briefly described are programs administered by the NASA Lewis Research Center to evaluate cryoformed steel liners overwrapped with Kevlar fibers and to establish a method that can guarantee cyclic life of the vessels
Active load sharing technique for on-line efficiency optimization in DC microgrids
DEFF Research Database (Denmark)
Sanseverino, E. Riva; Zizzo, G.; Boscaino, V.
2017-01-01
Recently, DC power distribution is gaining more and more importance over its AC counterpart achieving increased efficiency, greater flexibility, reduced volumes and capital cost. In this paper, a 24-120-325V two-level DC distribution system for home appliances, each including three parallel DC......-DC converters, is modeled. An active load sharing technique is proposed for the on-line optimization of the global efficiency of the DC distribution network. The algorithm aims at the instantaneous efficiency optimization of the whole DC network, based on the on-line load current sampling. A Look Up Table......, is created to store the real efficiencies of the converters taking into account components tolerances. A MATLAB/Simulink model of the DC distribution network has been set up and a Genetic Algorithm has been employed for the global efficiency optimization. Simulation results are shown to validate the proposed...
Load sharing in distributed real-time systems with state-change broadcasts
Shin, Kang G.; Chang, Yi-Chieh
1989-01-01
A decentralized dynamic load-sharing (LS) method based on state-change broadcasts is proposed for a distributed real-time system. Whenever the state of a node changes from underloaded to fully loaded and vice versa, the node broadcasts this change to a set of nodes, called a buddy set, in the system. The performance of the method is evaluated with both analytic modeling and simulation. It is modeled first by an embedded Markov chain for which numerical solutions are derived. The model solutions are then used to calculate the distribution of queue lengths at the nodes and the probability of meeting task deadlines. The analytical results show that buddy sets of 10 nodes outperform those of less than 10 nodes, and the incremental benefit gained from increasing the buddy set size beyond 15 nodes is insignificant. These and other analytical results are verified by simulation. The proposed LS method is shown to meet task deadlines with a very high probability.
Control of thumb force using surface functional electrical stimulation and muscle load sharing
2013-01-01
Background Stroke survivors often have difficulties in manipulating objects with their affected hand. Thumb control plays an important role in object manipulation. Surface functional electrical stimulation (FES) can assist movement. We aim to control the 2D thumb force by predicting the sum of individual muscle forces, described by a sigmoidal muscle recruitment curve and a single force direction. Methods Five able bodied subjects and five stroke subjects were strapped in a custom built setup. The forces perpendicular to the thumb in response to FES applied to three thumb muscles were measured. We evaluated the feasibility of using recruitment curve based force vector maps in predicting output forces. In addition, we developed a closed loop force controller. Load sharing between the three muscles was used to solve the redundancy problem having three actuators to control forces in two dimensions. The thumb force was controlled towards target forces of 0.5 N and 1.0 N in multiple directions within the individual’s thumb work space. Hereby, the possibilities to use these force vector maps and the load sharing approach in feed forward and feedback force control were explored. Results The force vector prediction of the obtained model had small RMS errors with respect to the actual measured force vectors (0.22±0.17 N for the healthy subjects; 0.17±0.13 N for the stroke subjects). The stroke subjects showed a limited work range due to limited force production of the individual muscles. Performance of feed forward control without feedback, was better in healthy subjects than in stroke subjects. However, when feedback control was added performances were similar between the two groups. Feedback force control lead, especially for the stroke subjects, to a reduction in stationary errors, which improved performance. Conclusions Thumb muscle responses to FES can be described by a single force direction and a sigmoidal recruitment curve. Force in desired direction can be
Energy Technology Data Exchange (ETDEWEB)
Karakulov, Valerii V., E-mail: valery@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050 (Russian Federation); Smolin, Igor Yu., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru; Skripnyak, Vladimir A., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050, Russia and Institute of Strength Physics and Materials Science SB RAS, Tomsk, 634055 (Russian Federation)
2014-11-14
Mechanical behavior of stochastic metal-ceramic composites with the aluminum matrix under high-rate deformation at shock-wave loading is numerically simulated with consideration for structural evolution. Effective values of mechanical parameters of metal-ceramic composites Al
Ancey, C.; Bohorquez, P.; Heyman, J.
2015-12-01
The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due
International Nuclear Information System (INIS)
Pany, Premananda; Singh, R.K.; Tripathi, R.K.
2016-01-01
Highlights: • Load current sharing in FC and battery fed dc drive. • Active current sharing control using LabVIEW. • Detail hardware implementation. • Controller performance is verified through MATLAB simulation and experimental results. - Abstract: In order to reduce the stress on fuel cell based hybrid source fed electric drive system the controller design is made through active current sharing (ACS) technique. The effectiveness of the proposed ACS technique is tested on a dc drive system fed from fuel cell and battery energy sources which enables both load current sharing and source power management. High efficiency and reliability of the hybrid system can be achieved by proper energy conversion and management of power to meet the load demand in terms of required voltage and current. To overcome the slow dynamics feature of FC, a battery bank of adequate power capacity has to be incorporated as FC voltage drops heavily during fast load demand. The controller allows fuel cell to operate in normal load region and draw the excess power from battery. In order to demonstrate the performance of the drive using ACS control strategy different modes of operation of the hybrid source with the static and dynamic behavior of the control system is verified through simulation and experimental results. This control scheme is implemented digitally in LabVIEW with PCI 6251 DAQ I/O interface card. The efficacy of the controller performance is demonstrated in system changing condition supplemented by experimental validation.
Stochastic model for joint wave and wind loads on offshore structures
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2002-01-01
_s,T_z)$ from the North Sea a well fitting joint distribution of $(H_s,T_z)$ is obtained as a so-called Nataf model. Since the wave field is wind driven, there is a correlation between the time averaged wind velocity pressure $Q$ and the characteristic wave height in the stationary situation. Using the Poisson...... process model to concentrate on those load events that are of importance for the evaluation of the safety of the structure, that is, events with $Q$ larger than some threshold $q_0$, available information about the wind velocity pressure distributionin high wind situations can be used to formulate a Nataf...
DEFF Research Database (Denmark)
Anand, Sandeep; G. Fernandes, Baylon; Guerrero, Josep M.
2013-01-01
DC microgrids are gaining popularity due to high efficiency, high reliability, and easy interconnection of renewable sources as compared to the ac system. Control objectives of dc microgrid are: 1) to ensure equal load sharing (in per unit) among sources; and 2) to maintain low-voltage regulation...
Load Frequency Control in Microgrids Based on a Stochastic Non-Integer Controller
DEFF Research Database (Denmark)
Khooban, Mohammad-Hassan; Niknam, Taher; Shasadeghi, Mokhtar
2018-01-01
of battery energy storage systems (BESS) can solve the unbalance effects between the load and supply of an isolated MG, their high cost and tendency toward degradation are restrictive factors, which call for the use of alternative power balancing options. In recent years, the concept of utilizing the BESSs...... of EVs, also known as vehicle-to-grid (V2G) concept, for frequency support of MGs has attracted a lot of attention. In order to allow the V2G controller operate optimally under a wide range of operation conditions caused by the intermittent behavior of renewable energy resources (RESs), a new multi...... hole optimization algorithm (MBHA) is utilized for the adaptive tuning of the non-integer fuzzy PID controller coefficients. The performance of the proposed LFC is evaluated by using real world wind and solar radiation data. Finally, the extensive studies and hardware-in-the-loop (HIL) simulations...
DEFF Research Database (Denmark)
Karimi, Yaser; Oraee, Hashem; Golsorkhi, Mohammad
2017-01-01
This paper proposes a new decentralized power management and load sharing method for a photovoltaic based islanded microgrid consisting of various PV units, battery units and hybrid PV/battery units. Unlike the previous methods in the literature, there is no need to communication among the units......, the operation of each unit is divided into five states and modified active power-frequency droop functions are used according to operating states. The frequency level is used as trigger for switching between the states. Efficacy of the proposed method in different load, PV generation and battery conditions...... and the proposed method is not limited to the systems with separate PV and battery units or systems with only one hybrid unit. The proposed method takes into account the available PV power and battery conditions of the units to share the load among them. To cover all possible conditions of the microgrid...
The FOSS GIS Workbench on the GFZ Load Sharing Facility compute cluster
Löwe, P.; Klump, J.; Thaler, J.
2012-04-01
Compute clusters can be used as GIS workbenches, their wealth of resources allow us to take on geocomputation tasks which exceed the limitations of smaller systems. To harness these capabilities requires a Geographic Information System (GIS), able to utilize the available cluster configuration/architecture and a sufficient degree of user friendliness to allow for wide application. In this paper we report on the first successful porting of GRASS GIS, the oldest and largest Free Open Source (FOSS) GIS project, onto a compute cluster using Platform Computing's Load Sharing Facility (LSF). In 2008, GRASS6.3 was installed on the GFZ compute cluster, which at that time comprised 32 nodes. The interaction with the GIS was limited to the command line interface, which required further development to encapsulate the GRASS GIS business layer to facilitate its use by users not familiar with GRASS GIS. During the summer of 2011, multiple versions of GRASS GIS (v 6.4, 6.5 and 7.0) were installed on the upgraded GFZ compute cluster, now consisting of 234 nodes with 480 CPUs providing 3084 cores. The GFZ compute cluster currently offers 19 different processing queues with varying hardware capabilities and priorities, allowing for fine-grained scheduling and load balancing. After successful testing of core GIS functionalities, including the graphical user interface, mechanisms were developed to deploy scripted geocomputation tasks onto dedicated processing queues. The mechanisms are based on earlier work by NETELER et al. (2008). A first application of the new GIS functionality was the generation of maps of simulated tsunamis in the Mediterranean Sea for the Tsunami Atlas of the FP-7 TRIDEC Project (www.tridec-online.eu). For this, up to 500 processing nodes were used in parallel. Further trials included the processing of geometrically complex problems, requiring significant amounts of processing time. The GIS cluster successfully completed all these tasks, with processing times
DEFF Research Database (Denmark)
Peyghami, Saeed; Mokhtari, Hossein; Blaabjerg, Frede
2017-01-01
Conventional droop methods for load sharing control in low-voltage direct current microgrids suffer from poor power sharing and voltage regulation, especially in the case when operating many dc sources with long feeders. Hence, the communication-based approaches are employed to improve the load s...
Zhou, Ruozhou; Huang, Zhiping; Liu, Xiang; Tong, Jie; Ji, Wei; Liu, Sheting; Zhu, Qingan
2016-12-01
Polyetheretherketone rod constructs provide adequate spinal stability. Kinematics and load sharing of anterior thoracolumbar reconstruction with polyetheretherketone rods under preload remains unknown. Eight human cadaveric specimens (T11-L3) were subjected to a pure moment of 5.0Nm in flexion-extension, lateral bending and axial rotation, and flexion-extension with a compressive preload of 300N. An anterior reconstruction of L1 corpectomy was conducted with a surrogate bone graft and anterior rod constructs (polyetheretherketone or titanium rods). An axial load-cell was built in the surrogate bone graft to measure the compressive force in the graft. Range of motion, neutral zone and compressive force in the graft were compared between constructs. The polyetheretherketone rod construct resulted in more motion than the titanium rod construct, particularly in extension (P=0.011) and axial rotation (P=0.001), but less motion than the intact in all directions except in axial rotation. There was no difference in range of motion or neutral zone between constructs in flexion-extension under preload. The polyetheretherketone rod construct kept the graft compressed 52N which was similar to the titanium rod construct (63N), but allowed the graft compressed more under the preload (203N vs. 123N, P=0.003). The compressive forces fluctuated in flexion-extension without preload, but increased in flexion and decreased in extension under preload. The polyetheretherketone rod construct allowed more motion compared to the titanium rod construct, but provided stability in flexion and lateral bending without preload, and flexion and extension under preload. The anterior graft shared higher load under preload, particularly for the polyetheretherketone rod construct. The results of this study suggest that rigidity of rods in the anterior reconstruction affects kinematic behavior and load sharing. Copyright Â© 2016 Elsevier Ltd. All rights reserved.
Burger, Eric M.; Moura, Scott J.
2015-01-01
A fundamental requirement of the electric power system is to maintain a continuous and instantaneous balance between generation and load. The intermittency and uncertainty introduced by renewable energy generation requires the expansion of ancillary power system services to maintain such a balance. In this paper, we examine the potential of thermostatically controlled loads (TCLs), such as refrigerators and electric water heaters, to provide generation following services in real-time energy m...
International Nuclear Information System (INIS)
Angrisani, Giovanni; Canelli, Michele; Rosato, Antonio; Roselli, Carlo; Sasso, Maurizio; Sibilio, Sergio
2014-01-01
The cogeneration is the combined production of electric and/or mechanical and thermal energy starting by a single energy source; in particular in this paper the analysis will be focused on a cogeneration system with electric power lower than 15 kW (micro-cogeneration). The paper analyzes a system consisting of a natural gas-fired micro-cogeneration unit (MCHP), a heat storage and a peak boiler. The system provides thermal and electric energy to two end-users, the former is a tertiary building (office), where the generation system is located, and the latter is a residential building connected to the former through a district heating micro-grid. In order to analyze the influence of climatic conditions, two different geographical locations in Italy (Benevento and Milano) are considered, that are also characterized by different natural gas and electricity tariffs. Particular attention is paid to the choice of the users, in order to obtain more stable and continuous electric and thermal loads (load sharing approach) and to increase the operating hours per year of the MCHP unit. The operation of the MCHP is governed by a control system, aimed to optimize a thermo-economic objective function. The models representing the components, the thermo-economic objective function and the buildings have been implemented in a widely used commercial software for building simulations. The models are calibrated and validated through data obtained from experimental tests carried out in the laboratory of the University of Sannio (Benevento). The results of the simulations highlight the potential benefits of the thermal load sharing approach. In particular, this study shows that an MCHP unit connected by means of a thermal micro-grid to different users in “load sharing mode” can obtain a high number of operating hours as well as significant energy (Primary Energy Saving) and environmental (avoided CO 2 equivalent emissions) benefits with respect to an appropriate reference system
Decentralized Coordination of Load Shedding and Plant Protection Considering High Share of RESs
DEFF Research Database (Denmark)
Hoseinzadeh, Bakhtyar; Silva, Filipe Miguel Faria da; Bak, Claus Leth
2016-01-01
variable using voltage drop data coordinated with plant protection scheme. A frequency anti stalling scheme is developed to interrupt more load feeders in case of frequency stall between consecutive set points. This time-based approach adjusts the time delay of the relay stages to disconnect the feeders...... with more voltage drop first, in order to bring the frequency back to the permissible range before the tolerable time period of plant protection relays is over. The load curtailment is stopped to avoid over LS, if the proposed algorithm recognizes that the frequency reaches the safe region in time based......This paper estimates the average Rate of Change of Frequency (ROCOF) following islanding and/or cascading event/s using inflection points of frequency profile. Moreover, a frequency collapse barrier scheme is set up by tuning the frequency set points of Load Shedding (LS) relays as a dynamic...
Burkhart, Stephen S; Denard, Patrick J; Konicek, John; Hanypsiak, Bryan T
2014-02-01
Poor-quality tendon is one of the most difficult problems the surgeon must overcome in achieving secure fixation during rotator cuff repair. A load-sharing rip-stop construct (LSRS) has recently been proposed as a method for improving fixation strength, but the biomechanical properties of this construct have not yet been examined. To compare the strength of the LSRS construct to that of single-row fixation for rotator cuff repair. Controlled laboratory study. Rotator cuff tears were created in 6 cadaveric matched-pair specimens and repaired with a single row or an LSRS. In the LSRS repair, a 2-mm suture tape was placed as an inverted mattress stitch in the rotator cuff, and sutures from 2 anchors were placed as simple stitches that passed medial to the suture tape. The suture tape limbs were secured with knotless anchors laterally before sutures were tied from the medial anchors. Displacement was observed with video tracking after cyclic loading, and specimens were loaded to failure. The mean load to failure was 371 ± 102 N in single-row repairs compared with 616 ± 185 N in LSRS repairs (P = .031). There was no difference in displacement with cyclic loading between the groups (3.3 ± 0.8 mm vs. 3.5 ± 1.1 mm; P = .561). In the single-row group, 4 of 6 failures occurred at the suture-tendon interface. In the LSRS group, only 1 failure occurred at the suture-tendon interface. The ultimate failure load of the LSRS construct for rotator cuff repair was 1.7 times that of a single-row construct in a cadaveric model. The LSRS rotator cuff repair construct may be useful in the repair of difficult tears such as massive tears, medial tears, and tears with tendon loss.
Risley, John C.; Granato, Gregory E.
2014-01-01
In 2012, the U.S. Geological Survey and the Oregon Department of Transportation began a cooperative study to demonstrate use of the Stochastic Empirical Loading and Dilution Model (SELDM) for runoff-quality analyses in Oregon. SELDM can be used to estimate stormflows, constituent concentrations, and loads from the area upstream of a stormflow discharge site, from the site of interest and in the receiving waters downstream of the discharge. SELDM also can be used to assess the potential effectiveness of best management practices (BMP) for mitigating potential effects of runoff in receiving waters. Nominally, SELDM is a highway-runoff model, but it is well suited for analysis of runoff from other land uses as well. This report provides case studies and examples to demonstrate stochastic-runoff modeling concepts and to demonstrate application of the model. Basin characteristics from six Oregon highway study sites were used to demonstrate various applications of the model. The highway catchment and upstream basin drainage areas of these study sites ranged from 3.85 to 11.83 acres and from 0.16 to 6.56 square miles, respectively. The upstream basins of two sites are urbanized, and the remaining four sites are less than 5 percent impervious. SELDM facilitates analysis by providing precipitation, pre-storm streamflow, and other variables by region or from hydrologically similar sites. In Oregon, there can be large variations in precipitation and streamflow among nearby sites. Therefore, spatially interpolated geographic information system data layers containing storm-event precipitation and pre-storm streamflow statistics specific to Oregon were created for the study using Kriging techniques. Concentrations and loads of cadmium, chloride, chromium, copper, iron, lead, nickel, phosphorus, and zinc were simulated at the six Oregon highway study sites by using statistics from sites in other areas of the country. Water‑quality datasets measured at hydrologically similar
Directory of Open Access Journals (Sweden)
Yiqi Liu
2015-04-01
Full Text Available The rational power sharing among different interface converters should be determined by the converter capacity. In order to guarantee that each converter operates at the ideal condition, considering the radial and mesh configuration, a modified strategy for load power sharing accuracy enhancement in droop-controlled DC microgrid is proposed in this paper. Two compensating terms which include averaging output power control and averaging DC voltage control of neighboring converters are employed. Since only the information of the neighboring converter is used, the complexity of the communication network can be reduced. The rational distribution of load power for different line resistance conditions is realized by using modified droop control that can be regarded as a distributed approach. Low bandwidth communication is used for exchanging sampled information between different converters. The feasibility and effectiveness of the proposed method for different network configurations and line resistances under different communication delay is analyzed in detail. Simulation results derived from a DC microgrid with three converters is implemented in MATLAB/Simulink to verify the proposed approach. Experimental results from a 3 × 10 kW prototype also show the performance of the proposed modified droop control scheme.
Optimal Adaptive Droop Control for Effective Load Sharing in AC Microgrids
DEFF Research Database (Denmark)
Anvari-Moghaddam, Amjad; Shafiee, Qobad; Quintero, Juan Carlos Vasquez
2016-01-01
During the past few years, microgrids (MGs) have been becoming more attractive as effective means to integrate different distributed energy resources (DERs). To coordinate active and reactive power sharing among DERs, conventional droop control method is widely used as a decentralized control...... control strategy is developed in two levels. The upper control level is a mixed-objective optimization algorithm that provides optimal set-points for power generations considering system’s constraints and goals, while the lower control level is responsible for tracking the reference signals coming from...
Directory of Open Access Journals (Sweden)
Shuai Mo
2017-01-01
Full Text Available This paper studies the multiple-split load sharing mechanism of gears in two-stage external meshing planetary transmission system of aeroengine. According to the eccentric error, gear tooth thickness error, pitch error, installation error, and bearing manufacturing error, we performed the meshing error analysis of equivalent angles, respectively, and we also considered the floating meshing error caused by the variation of the meshing backlash, which is from the floating of all gears at the same time. Finally, we obtained the comprehensive angle meshing error of the two-stage meshing line, established a refined mathematical computational model of 2-stage external 3-split loading sharing coefficient in consideration of displacement compatibility, got the regular curves of the load sharing coefficient and load sharing characteristic curve of full floating multiple-split and multiple-stage system, and took the variation law of the floating track and the floating quantity of the center wheel. These provide a scientific theory to determine the load sharing coefficient, reasonable load distribution, and control tolerances in aviation design and manufacturing.
Radaydeh, Redha Mahmoud
2013-06-01
This paper proposes a reduced-complexity downlink multi-channel assignment scheme when feedback links are capacity-limited. The system model treats the case when multiple access points are allocated to serve scheduled users in over-loaded (i.e. dense) pico/femtocell networks. It assumes that the deployed access points can be shared simultaneously and employ isotropic antenna arrays of arbitrary sizes. Moreover, they transmit their data on a common physical channel and can not coordinate their transmissions. On the other hand, each scheduled user can be served by single transmit channel from each active access point at a time, and it lacks coordination with concurrent active users. The scheme operates according to the occupancy of available transmit channels, wherein extensively occupied access points are avoided adaptively, while reducing the load of processing. The operation is linked to a target performance via controlling the observed aggregate interference from the projected set of serving points. Through the analysis, results for the scheduled user outage performance, and the average number of active access points are presented. Numerical and simulations studies clarify the gains of the proposed scheme for different operating conditions. © 2013 IEEE.
Radaydeh, Redha Mahmoud; Qaraqe, Khalid A.; Alouini, Mohamed-Slim
2013-01-01
This paper proposes a reduced-complexity downlink multi-channel assignment scheme when feedback links are capacity-limited. The system model treats the case when multiple access points are allocated to serve scheduled users in over-loaded (i.e. dense) pico/femtocell networks. It assumes that the deployed access points can be shared simultaneously and employ isotropic antenna arrays of arbitrary sizes. Moreover, they transmit their data on a common physical channel and can not coordinate their transmissions. On the other hand, each scheduled user can be served by single transmit channel from each active access point at a time, and it lacks coordination with concurrent active users. The scheme operates according to the occupancy of available transmit channels, wherein extensively occupied access points are avoided adaptively, while reducing the load of processing. The operation is linked to a target performance via controlling the observed aggregate interference from the projected set of serving points. Through the analysis, results for the scheduled user outage performance, and the average number of active access points are presented. Numerical and simulations studies clarify the gains of the proposed scheme for different operating conditions. © 2013 IEEE.
Peterson, Joshua M; Chlebek, Carolyn; Clough, Ashley M; Wells, Alexandra K; Batzinger, Kathleen E; Houston, John M; Kradinova, Katerina; Glennon, Joseph C; DiRisio, Darryl J; Ledet, Eric H
2018-03-19
Real time in vivo measurement of forces in the cervical spine of goats following anterior cervical discectomy and fusion (ACDF). To measure interbody forces in the cervical spine during the time course of fusion following ACDF with plates of different stiffnesses. Following ACDF, the biomechanics of the arthrodesis is largely dictated by the plate. The properties of the plate prescribe the extent of load-sharing through the disc space versus the extent of stress-shielding. Load-sharing promotes interbody bone formation and stress-shielding can inhibit maturation of bone. However, these principles have never been validated in vivo. Measuring in vivo biomechanics of the cervical spine is critical to understanding the complex relationships between implant design, interbody loading, load-sharing, and the progression of fusion. Anterior cervical plates of distinct bending stiffnesses were placed surgically following ACDF in goats. A validated custom force-sensing interbody implant was placed in the disc space to measure load-sharing in the spine. Interbody loads were measured in vivo in real time during the course of fusion for each plate. Interbody forces during flexion/extension were highly dynamic. In animals that received high stiffness plates, maximum forces were in extension whereas in animals that received lower stiffness plates, maximum forces were in flexion. As fusion progressed, interbody load magnitude decreased. The magnitude of interbody forces in the cervical spine is dynamic and correlates to activity and posture of the head and neck. The magnitude and consistency of forces in the interbody space correlates to plate stiffness with more compliant plates resulting in more consistent load-sharing. The magnitude of interbody forces decreases as fusion matures suggesting that smart interbody implants may be used as a diagnostic tool to indicate the progression of interbody fusion. N/A.
Leclercq, Catherine; Arcella, Davide; Le Donne, Cinzia; Piccinelli, Raffaela; Sette, Stefania; Soggiu, Maria Eleonora
2003-04-11
To get a more realistic view of exposure to food chemicals, risk managers are getting more interested in stochastic modelling as an alternative to deterministic approaches based on conservative assumptions. It allows to take into account all the available information in the concentration of the chemical present in foods and in food consumption patterns. Within the EC-funded "Montecarlo" project, a comprehensive set of mathematical algorithms was developed to take into account all the necessary components for stochastic modelling of a variety of food chemicals, nutrients and ingredients. An appropriate computer software is being developed. Since the concentration of food chemicals may vary among different brands of the same product, consumer behaviour with respect to brands may have an impact on exposure assessments. Numeric experiments were carried out on different ways of incorporating indicators of market share and brand loyalty in the mathematical algorithms developed within the stochastic model of exposure to intense sweeteners from sugar-free beverages. The 95th percentiles of intake were shown to vary according to the inclusion/exclusion of these indicators. The market share should be included in the model especially if the market is not equitably distributed between brands. If brand loyalty data are not available, the model may be run under theoretical scenarios.
DEFF Research Database (Denmark)
Karimi, Yaser; Oraee, Hashem; Guerrero, Josep M.
2017-01-01
This paper proposes a new decentralized power management and load sharing method for a photovoltaic based, hybrid single/three-phase islanded microgrid consisting of various PV units, battery units and hybrid PV/battery units. The proposed method is not limited to the systems with separate PV...... in different load, PV generation and battery conditions is validated experimentally in a microgrid lab prototype consisted of one three-phase unit and two single-phase units....
Akchurin, Aydar; Bosman, Rob; Lugt, Pieter Martin; van Drogen, Mark
2015-01-01
A new model was developed for the simulation of the friction coefficient in lubricated sliding line contacts. A half-space-based contact algorithm was linked with a numerical elasto-hydrodynamic lubrication solver using the load-sharing concept. The model was compared with an existing asperity-based
Fogel, Guy R; Li, Zhenyu; Liu, Weiqiang; Liao, Zhenhua; Wu, Jia; Zhou, Wenyu
2010-05-01
Anterior cervical plating has been accepted in corpectomy and fusion of the cervical spine. Constrained plates were criticized for stress shielding that may lead to subsidence and pseudarthrosis. A dynamic plate allows load sharing as the graft subsides. Ideally, the dynamic plate design should maintain adequate stiffness of the construct while providing a reasonable load sharing with the strut graft. The purpose of the study was to compare dynamic and static plate kinematics with graft subsidence. The study designed was an in vitro biomechanical study in a porcine cervical spine model. Twelve spines were initially tested in intact condition with 20-N axial load in 15 degrees of flexion and extension range of motion (ROM). Then, a two-level corpectomy was created in all specimens with spines randomized to receive either a static or dynamic plate. The spines were retested under identical conditions with optimal length and undersized graft. Range of motion and graft loading were analyzed with a one-way analysis of variance (p<.05). Both plates significantly limited ROM compared with the intact spine in both graft length conditions. In extension graft, load was significantly higher (p=.001) in the static plate with optimal length, and in flexion, there was a significant loss of graft load (p=.0004). In flexion, the dynamic plate with undersized graft demonstrated significantly more load sustained (p=.0004). Both plates reasonably limited the ROM of the corpectomy. The static plate had significantly higher graft loads in extension and significant loss of graft load in flexion, whereas the dynamic plate maintained a reasonable graft load in ROM even when graft contact was imperfect. Copyright 2010 Elsevier Inc. All rights reserved.
Stochastic Optimization Model to STudy the Operational Impacts of High Wind Penetrations in Ireland
DEFF Research Database (Denmark)
Meibom, Peter; Barth, R.; Hasche, B.
2011-01-01
A stochastic mixed integer linear optimization scheduling model minimizing system operation costs and treating load and wind power production as stochastic inputs is presented. The schedules are updated in a rolling manner as more up-to-date information becomes available. This is a fundamental...... change relative to day-ahead unit commitment approaches. The need for reserves dependent on forecast horizon and share of wind power has been estimated with a statistical model combining load and wind power forecast errors with scenarios of forced outages. The model is used to study operational impacts...
DEFF Research Database (Denmark)
Karimi, Yaser; Guerrero, Josep M.; Oraee, Hashem
2016-01-01
This paper proposes a new decentralized power management and load sharing method for a photovoltaic based, hybrid single/three-phase islanded microgrid consisting of various PV units, battery units and hybrid PV/battery units. The proposed method takes into account the available PV power...... and battery conditions of the units to share the load among them and power flow among different phases is performed automatically through three-phase units. Modified active power-frequency droop functions are used according to operating states of each unit and the frequency level is used as trigger...... for switching between the states. Efficacy of the proposed method in different load, PV generation and battery conditions is validated experimentally in a microgrid lab prototype consisted of one three-phase unit and two single-phase units....
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
High-speed Stochastic Fatigue Testing
DEFF Research Database (Denmark)
Brincker, Rune; Sørensen, John Dalsgaard
1990-01-01
Good stochastic fatigue tests are difficult to perform. One of the major reasons is that ordinary servohydraulic loading systems realize the prescribed load history accurately at very low testing speeds only. If the speeds used for constant amplitude testing are applied to stochastic fatigue...
风力发电高塔系统风致随机动力响应分析%Stochastic dynamic analysis of wind turbine systems under wind loads
Institute of Scientific and Technical Information of China (English)
贺广零; 李杰
2011-01-01
Wind energy development is an effective way to solve problems such as energy shortage and environmental pollution, so it is very useful to accurately compute the stochastic dynamic response of wind turbine systems under wind loads. Firstly< a new method termed as generalized probability density evolution method (GPDEM) is presented in the paper. The GPDEM has been proved to be of high accuracy and efficiency in most kinds of stochastic analysis of dynamical systems. Associated with the physical model of stochastic wind field and the integrated finite element model consisting of the rotor, the nacelle. The tower and the foundation, it is very hopeful to apply the GPDEM in stochastic dynamic analysis of wind turbine systems. Then, a 1. 25 MW wind turbine system subject to wind loads is investigated in detail, and the dynamic responses and the stochastic ones are also compared. The results demonstrate that the randomness of wind velocities places a great influence on the stochastic dynamic analysis of wind turbine systems.%介绍了一种高精度且高效的随机动力系统分析方法-广义概率密度演化方法.基于广义概率密度演化方法,结合随机脉动风场物理模型和“桨叶-机舱-塔体-基础”一体化有限元模型,分别对1.25 MW风力发电高钢塔和钢筋混凝土风力发电高塔进行了风致随机动力响应分析,并将分析结果同确定性动力响应分析结果进行比较.研究表明,随机性对风力发电高塔系统结构风致动力响应分析的影响非常显著.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Dar, Zamiyad
The prices in the electricity market change every five minutes. The prices in peak demand hours can be four or five times more than the prices in normal off peak hours. Renewable energy such as wind power has zero marginal cost and a large percentage of wind energy in a power grid can reduce the price significantly. The variability of wind power prevents it from being constantly available in peak hours. The price differentials between off-peak and on-peak hours due to wind power variations provide an opportunity for a storage device owner to buy energy at a low price and sell it in high price hours. In a large and complex power grid, there are many locations for installation of a storage device. Storage device owners prefer to install their device at locations that allow them to maximize profit. Market participants do not possess much information about the system operator's dispatch, power grid, competing generators and transmission system. The publicly available data from the system operator usually consists of Locational Marginal Prices (LMP), load, reserve prices and regulation prices. In this thesis, we develop a method to find the optimum location of a storage device without using the grid, transmission or generator data. We formulate and solve an optimization problem to find the most profitable location for a storage device using only the publicly available market pricing data such as LMPs, and reserve prices. We consider constraints arising due to storage device operation limitations in our objective function. We use binary optimization and branch and bound method to optimize the operation of a storage device at a given location to earn maximum profit. We use two different versions of our method and optimize the profitability of a storage unit at each location in a 36 bus model of north eastern United States and south eastern Canada for four representative days representing four seasons in a year. Finally, we compare our results from the two versions of our
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Energy Technology Data Exchange (ETDEWEB)
Huehnerbein, Benjamin Rudolf
2011-07-01
The load flow situation has significantly changed in electric power systems throughout the deregulation of European electricity market and the development of renewable energy sources. In the past load profiles of transmission lines and transformers were only dependent on the customers power demand. Today it is a mixture of load curves, power feed in by renewables and power transits which affect the usage of the transmission system. This leads to a fluctuating utilisation with a certain probability for each state with respect to the stochastic character of the above influences. Knowledge of the utilisation is the precondition for an efficient dimensioning of the power system. For these specific requirements the probabilistic power flow calculation is introduced and further developed. The state variables of the power system are defined as random variables and the probability of each grid state is determined. Different types of network equations and calculation techniques, resulting from various assumptions and simplifications of the well-known power flow equations are compared. The solution is found by either convolution techniques or Monte-Carlo-Simulation. The mathematic models is completed by implementation of a balanced power generation as well as by the integration of a correlation approach. This allows more or less realistic behavior for the interaction of load and generation on the one hand and the concurrence of similar nodal powers on the other hand. The result is proven by a boundary load flow on the base of the exact load flow equations. This allows a comparison of the minimum and the maximum values between the linearised and the exact solution. As long as this deviation is known, the results of the probabilistic power flow can be used in power system evaluation. At least an approach for the combination of probabilistic power flow and reliability evaluation is outlined to determine the probability for overloading components for the reason of network
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Directory of Open Access Journals (Sweden)
Wong Pius
2009-07-01
Full Text Available Abstract Background Asymptomatic local bone resorption of the tibia under the baseplate can occasionally be observed after total knee arthroplasty (TKA. Its occurrence is not well documented, and so far no explanation is available. We report the incidence of this finding in our practice, and investigate whether it can be attributed to specific mechanical factors. Methods The postoperative radiographs of 500 consecutive TKA patients were analyzed to determine the occurrence of local medial bone resorption under the baseplate. Based on these cases, a 3D FE model was developed. Cemented and cementless technique, seven positions of the baseplate and eleven load sharing conditions were considered. The average VonMises stress was evaluated in the bone-baseplate interface, and the medial and lateral periprosthetic region. Results Sixteen cases with local bone resorption were identified. In each, bone loss became apparent at 3 months post-op and did not increase after one year. None of these cases were symptomatic and infection screening was negative for all. The FE analysis demonstrated an influence of baseplate positioning, and also of load sharing, on stresses. The average stress in the medial periprosthetic region showed a non linear decrease when the prosthetic baseplate was shifted laterally. Shifting the component medially increased the stress on the medial periprosthetic region, but did not significantly unload the lateral side. The presence of a cement layer decreases the stresses. Conclusion Local bone resorption of the proximal tibia can occur after TKA and might be attributed to a stress shielding effect. This FE study shows that the medial periprosthetic region of the tibia is more sensitive than the lateral region to mediolateral positioning of the baseplate. Medial cortical support of the tibial baseplate is important for normal stress transfer to the underlying bone. The absence of medial cortical support of the tibial baseplate may lead
Kosmopoulos, Victor; Luedke, Colten; Nana, Arvind D
2015-01-01
A smaller humerus in some patients makes the use of a large fragment fixation plate difficult. Dual small fragment plate constructs have been suggested as an alternative. This study compares the biomechanical performance of three single and one dual plate construct for mid-diaphyseal humeral fracture fixation. Five humeral shaft finite element models (1 intact and 4 fixation) were loaded in torsion, compression, posterior-anterior (PA) bending, and lateral-medial (LM) bending. A comminuted fracture was simulated by a 1-cm gap. Fracture fixation was modelled by: (A) 4.5-mm 9-hole large fragment plate (wide), (B) 4.5-mm 9-hole large fragment plate (narrow), (C) 3.5-mm 9-hole small fragment plate, and (D) one 3.5-mm 9-hole small fragment plate and one 3.5-mm 7-hole small fragment plate. Model A showed the best outcomes in torsion and PA bending, whereas Model D outperformed the others in compression and LM bending. Stress concentrations were located near and around the unused screw holes for each of the single plate models and at the neck of the screws just below the plates for all the models studied. Other than in PA bending, Model D showed the best overall screw-to-screw load sharing characteristics. The results support using a dual small fragment locking plate construct as an alternative in cases where crutch weight-bearing (compression) tolerance may be important and where anatomy limits the size of the humerus bone segment available for large fragment plate fixation.
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Stochastic Fatigue Analysis of Jacket Type Offshore Structures
DEFF Research Database (Denmark)
Sigurdsson, Gudfinnur
In this paper, a stochastic reliability assessment for jacket type offshore structures subjected to wave loads in deep water environments is outlined. In the reliability assessment, structural and loading uncertainties are taken into account by means of some stochastic variables. To estimate stat...... statistical measures of structural stress variations the modal spectral analysis method is applied....
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Granato, Gregory E.; Jones, Susan C.; Dunn, Christopher N.; Van Weele, Brian
2017-01-01
The stochastic empirical loading and dilution model (SELDM) was used to demonstrate methods for estimating risks for water-quality exceedances of event-mean concentrations (EMCs) of total-copper. Monte Carlo methods were used to simulate stormflow, total-hardness, suspended-sediment, and total-copper EMCs as stochastic variables. These simulations were done for the Charles River Basin upstream of Interstate 495 in Bellingham, Massachusetts. The hydrology and water quality of this site were simulated with SELDM by using data from nearby, hydrologically similar sites. Three simulations were done to assess the potential effects of the highway on receiving-water quality with and without highway-runoff treatment by a structural best-management practice (BMP). In the low-development scenario, total copper in the receiving stream was simulated by using a sediment transport curve, sediment chemistry, and sediment-water partition coefficients. In this scenario, neither the highway runoff nor the BMP effluent caused concentration exceedances in the receiving stream that exceed the once in three-year threshold (about 0.54 percent). In the second scenario, without the highway, runoff from the large urban areas in the basin caused exceedances in the receiving stream in 2.24 percent of runoff events. In the third scenario, which included the effects of the urban runoff, neither the highway runoff nor the BMP effluent increased the percentage of exceedances in the receiving stream. Comparison of the simulated geometric mean EMCs with data collected at a downstream monitoring site indicates that these simulated values are within the 95-percent confidence interval of the geometric mean of the measured EMCs.
Noyes, Matthew P; Ladermann, Alexandre; Denard, Patrick J
2017-09-01
To prospectively review functional outcomes and healing rates of large and massive rotator cuff tears repaired with a load-sharing rip-stop (LSRS) technique. Twenty-one consecutive patients underwent arthroscopic rotator cuff repair with an LSRS construct between January and December 2014. Seventeen patients with a minimum of 2 years' follow-up were included. Four patients did not complete clinical evaluations and functional outcome scores at a minimum of 2 years' follow-up and were lost to follow-up. Ultrasound imaging was used to assess for rotator cuff healing at a minimum of 6 months postoperatively. Range of motion, strength, and functional outcome scores were evaluated at final follow-up. Mean active forward elevation improved from 109° preoperatively to 153° postoperatively, and mean supraspinatus strength improved by 1 strength grade, from 3.5 preoperatively to 4.4 postoperatively. When we compared preoperative and postoperative values, the American Shoulder and Elbow Surgeons score improved from 40.8 to 89.5, the Single Assessment Numeric Evaluation score improved from 32.8 to 83.1, the Simple Shoulder Test score improved from 3.8 to 10.3, and the pain score on a visual analog scale decreased from 4.8 to 0.8 (P rotator cuff tears. This construct may be an alternative for tears not amenable to double-row repair. Level IV, therapeutic case series. Copyright © 2017 Arthroscopy Association of North America. Published by Elsevier Inc. All rights reserved.
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power
DEFF Research Database (Denmark)
Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte
2010-01-01
This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Dynamics of a Stochastic Intraguild Predation Model
Directory of Open Access Journals (Sweden)
Zejing Xing
2016-04-01
Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.
Reliability-Based Shape Optimization using Stochastic Finite Element Methods
DEFF Research Database (Denmark)
Enevoldsen, Ib; Sørensen, John Dalsgaard; Sigurdsson, G.
1991-01-01
stochastic fields (e.g. loads and material parameters such as Young's modulus and the Poisson ratio). In this case stochastic finite element techniques combined with FORM analysis can be used to obtain measures of the reliability of the structural systems, see Der Kiureghian & Ke (6) and Liu & Der Kiureghian...
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Stochastic Wake Modelling Based on POD Analysis
Directory of Open Access Journals (Sweden)
David Bastine
2018-03-01
Full Text Available In this work, large eddy simulation data is analysed to investigate a new stochastic modeling approach for the wake of a wind turbine. The data is generated by the large eddy simulation (LES model PALM combined with an actuator disk with rotation representing the turbine. After applying a proper orthogonal decomposition (POD, three different stochastic models for the weighting coefficients of the POD modes are deduced resulting in three different wake models. Their performance is investigated mainly on the basis of aeroelastic simulations of a wind turbine in the wake. Three different load cases and their statistical characteristics are compared for the original LES, truncated PODs and the stochastic wake models including different numbers of POD modes. It is shown that approximately six POD modes are enough to capture the load dynamics on large temporal scales. Modeling the weighting coefficients as independent stochastic processes leads to similar load characteristics as in the case of the truncated POD. To complete this simplified wake description, we show evidence that the small-scale dynamics can be captured by adding to our model a homogeneous turbulent field. In this way, we present a procedure to derive stochastic wake models from costly computational fluid dynamics (CFD calculations or elaborated experimental investigations. These numerically efficient models provide the added value of possible long-term studies. Depending on the aspects of interest, different minimalized models may be obtained.
The interpolation method of stochastic functions and the stochastic variational principle
International Nuclear Information System (INIS)
Liu Xianbin; Chen Qiu
1993-01-01
Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Stochastic Modeling and Analysis of Power System with Renewable Generation
DEFF Research Database (Denmark)
Chen, Peiyuan
Unlike traditional fossil-fuel based power generation, renewable generation such as wind power relies on uncontrollable prime sources such as wind speed. Wind speed varies stochastically, which to a large extent determines the stochastic behavior of power generation from wind farms...... that such a stochastic model can be used to simulate the effect of load management on the load duration curve. As CHP units are turned on and off by regulating power, CHP generation has discrete output and thus can be modeled by a transition matrix based discrete Markov chain. As the CHP generation has a strong diurnal...
International Nuclear Information System (INIS)
Boussaha, Ali; Diatta, Christian Sina
2005-01-01
The New Partnership for Africa's Development (NEPAD) is a pledge by African leaders to eradicate poverty and to promote sustainable growth and development. NEPAD is a 'new framework of interaction with the rest of the world, including the industrialised countries and multilateral organizations.' The agenda is based on regional priorities and development plans and its implementation relies on African ownership and management. As a UN system organisation, the IAEA strongly supports the priorities identified in the Millennium Declaration and the New Partnership for Africa's Development. As a technical agency, the IAEA shares its recognized core competencies and technical expertise in support of NEPAD goals. Efforts aim at strengthening institutional capacity building in nuclear sciences and technology and promoting the sustainable application of nuclear techniques for social and economic development. The IAEA has a membership of 34 African countries. The Agency supports them under its technical cooperation programme through provision of expertise, training opportunities and equipment in priority areas identified by the countries themselves. For many African Member States, meeting basic human needs through the implementation of poverty alleviation strategies remains the top priority on the agenda for national development plans and international cooperation programmes. In the context of sustainable development, special attention is being paid to enlarging the contribution of isotopes and nuclear techniques in major areas of economic and social significance and to promoting regional cooperation in nuclear science and technology related fields. As a partner in development, the Agency has promoted and undertaken programmes to support African countries' efforts to address priority development issues particularly in the areas of health care, food and agriculture and water resources development. The IAEA technical cooperation mechanism includes support to the African Regional
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Erdal, Jørgen Sørgård
2017-01-01
This master thesis develops a stochastic optimisation software for household grid-connected batteries combined with PV-systems. The objective of the optimisation is to operate the battery system in order to minimise the costs of the consumer, and it was implemented in MATLAB using a self-written stochastic dynamic programming algorithm. Load was considered as a stochastic variable and modelled as a Markov Chain. Transition probabilities between time steps were calculated using historic load p...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
DEFF Research Database (Denmark)
Winther, Ida Wentzel
2018-01-01
to another. To a certain degree, they share their everyday lives, things, places, memories, and past/future, but as the ones who move back and forth, they belong a little less in each place. This article is about children who are shared between their parent, households and siblings. They are shared...
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
DEFF Research Database (Denmark)
This magazine offers an insight into the growing commercial innovation, civic movements, and political narratives surrounding sharing economy services, solutions and organisational types. It presents a cross-section of the manifold sharing economy services and solutions that can be found in Denmark....... Moreover, 15 thought leading experts - professionals and academic - have been invited to give their perspective on sharing economy for cities. This magazine touches upon aspects of the sharing economy as mobility, communities, sustainability, business development, mobility, and urban-rural relation....
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
van Eijk, N.
2011-01-01
‘File sharing’ has become generally accepted on the Internet. Users share files for downloading music, films, games, software etc. In this note, we have a closer look at the definition of file sharing, the legal and policy-based context as well as enforcement issues. The economic and cultural
DEFF Research Database (Denmark)
Ulhøi, John Parm; Müller, Sabine
2012-01-01
The aim of this paper is twofold. First, this paper comprehensively will review the conceptual and empirical literature to identify such critical underlying mechanisms which enable shared or collective leadership. Second, this article identifies the antecedents and outcomes of shared leadership...... according to the literature review to develop a re-conceptualised and synthesized framework for managing the organizational issues associated with shared leadership on various organizational levels. The paper rectifies this by identifying the critical factors and mechanisms which enable shared leadership...... and its antecedents and outcomes, and to develop a re-conceptualized and synthesized framework of shared leadership. The paper closes with a brief discussion of avenues for future research and implications for managers....
Stochastic energy balancing in substation energy management
Directory of Open Access Journals (Sweden)
Hassan Shirzeh
2015-12-01
Full Text Available In the current research, a smart grid is considered as a network of distributed interacting nodes represented by renewable energy sources, storage and loads. The source nodes become active or inactive in a stochastic manner due to the intermittent nature of natural resources such as wind and solar irradiance. Prediction and stochastic modelling of electrical energy flow is a critical task in such a network in order to achieve load levelling and/or peak shaving in order to minimise the fluctuation between off-peak and peak energy demand. An effective approach is proposed to model and administer the behaviour of source nodes in this grid through a scheduling strategy control algorithm using the historical data collected from the system. The stochastic model predicts future power consumption/injection to determine the power required for storage components. The stochastic models developed based on the Box-Jenkins method predict the most efficient state of the electrical energy flow between a distribution network and nodes and minimises the peak demand and off-peak consumption of acquiring electrical energy from the main grid. The performance of the models is validated against the autoregressive moving average (ARIMA and the Markov chain models used in previous work. The results demonstrate that the proposed method outperforms both the ARIMA and the Markov chain model in terms of forecast accuracy. Results are presented, the strengths and limitations of the approach are discussed, and possible future work is described.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Response of Rubble Foundation to Dynamic Loading
DEFF Research Database (Denmark)
Burcharth, H. F.; Ibsen, Lars Bo
1993-01-01
The soil beneath vertical monolithic structures is subjected to a combination of static load due to the submerged weight of the structure and stochastic non-stationary loads as a result of the wave loads on the vertical wall. The stress conditions in the soil below a foundation exposed to both...
Response of Rubble Foundation to Dynamic Loading
DEFF Research Database (Denmark)
Burcharth, H. F.; Ibsen, Lars Bo
1994-01-01
The soil beneath vertical monolithic structures is subjected to a combination of static load due to the submerged weight of the structure and stochastic non-stationary loads as a result of the wave loads on the vertical wall. The stress conditions in the soil below a foundation exposed to both...
DEFF Research Database (Denmark)
Holdt Christensen, Peter
The concept of knowledge management has, indeed, become a buzzword that every single organization is expected to practice and live by. Knowledge management is about managing the organization's knowledge for the common good of the organization -but practicing knowledge management is not as simple...... as that. This article focuses on knowledge sharing as the process seeking to reduce the resources spent on reinventing the wheel.The article introduces the concept of time sensitiveness; i.e. that knowledge is either urgently needed, or not that urgently needed. Furthermore, knowledge sharing...... is considered as either a push or pull system. Four strategies for sharing knowledge - help, post-it, manuals and meeting, and advice are introduced. Each strategy requires different channels for sharing knowledge. An empirical analysis in a production facility highlights how the strategies can be practiced....
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Reciprocal Tutoring: Design with Cognitive Load Sharing
Chou, Chih-Yueh; Chan, Tak-Wai
2016-01-01
"Reciprocal tutoring," as reported in "Exploring the design of computer supports for reciprocal tutoring" (Chan and Chou 1997), has extended the meaning and scope of "intelligent tutoring" originally implemented in stand alone computers. This research is a follow-up to our studies on a "learning companion…
Stochastic Sizing of Energy Storage Systems for Wind Integration
Directory of Open Access Journals (Sweden)
D. D. Le
2018-06-01
Full Text Available In this paper, we present an optimal capacity decision model for energy storage systems (ESSs in combined operation with wind energy in power systems. We use a two-stage stochastic programming approach to take into account both wind and load uncertainties. The planning problem is formulated as an AC optimal power flow (OPF model with the objective of minimizing ESS installation cost and system operation cost. Stochastic wind and load inputs for the model are generated from historical data using clustering technique. The model is tested on the IEEE 39-bus system.
DEFF Research Database (Denmark)
Vrettos, Evangelos; Ziras, Charalampos; Andersson, Goran
2016-01-01
in the controller to account for thermostat resolution limitations, and finally, we modify the control design to account for refrigerator door openings. Extensive simulations with actual frequency signal data and with different aggregation sizes, load characteristics, and control parameters, demonstrate......Due to increasing shares of renewable energy sources, more frequency reserves are required to maintain power system stability. In this paper, we present a decentralized control scheme that allows a large aggregation of refrigerators to provide Primary Frequency Control (PFC) reserves to the grid...... based on local frequency measurements and without communication. The control is based on stochastic switching of refrigerators depending on the frequency deviation. We develop methods to account for typical lockout constraints of compressors and increased power consumption during the startup phase...
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
A stochastic aerodynamic model for stationary blades in unsteady 3D wind fields
International Nuclear Information System (INIS)
Fluck, Manuel; Crawford, Curran
2016-01-01
Dynamic loads play an important roll in the design of wind turbines, but establishing the life-time aerodynamic loads (e.g. extreme and fatigue loads) is a computationally expensive task. Conventional (deterministic) methods to analyze long term loads, which rely on the repeated analysis of multiple different wind samples, are usually too expensive to be included in optimization routines. We present a new stochastic approach, which solves the aerodynamic system equations (Lagrangian vortex model) in the stochastic space, and thus arrive directly at a stochastic description of the coupled loads along a turbine blade. This new approach removes the requirement of analyzing multiple different realizations. Instead, long term loads can be extracted from a single stochastic solution, a procedure that is obviously significantly faster. Despite the reduced analysis time, results obtained from the stochastic approach match deterministic result well for a simple test-case (a stationary blade). In future work, the stochastic method will be extended to rotating blades, thus opening up new avenues to include long term loads into turbine optimization. (paper)
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Wind Structure and Wind Loading
DEFF Research Database (Denmark)
Brorsen, Michael
The purpose of this note is to provide a short description of wind, i.e. of the flow in the atmosphere of the Earth and the loading caused by wind on structures. The description comprises: causes to the generation of windhe interaction between wind and the surface of the Earthhe stochastic nature...
Sensitivity of Footbridge Vibrations to Stochastic Walking Parameters
DEFF Research Database (Denmark)
Pedersen, Lars; Frier, Christian
2010-01-01
of the pedestrian. A stochastic modelling approach is adopted for this paper and it facilitates quantifying the probability of exceeding various vibration levels, which is useful in a discussion of serviceability of a footbridge design. However, estimates of statistical distributions of footbridge vibration levels...... to walking loads might be influenced by the models assumed for the parameters of the load model (the walking parameters). The paper explores how sensitive estimates of the statistical distribution of vertical footbridge response are to various stochastic assumptions for the walking parameters. The basis...... for the study is a literature review identifying different suggestions as to how the stochastic nature of these parameters may be modelled, and a parameter study examines how the different models influence estimates of the statistical distribution of footbridge vibrations. By neglecting scatter in some...
International Nuclear Information System (INIS)
Partovi, Farzad; Nikzad, Mehdi; Mozafari, Babak; Ranjbar, Ali Mohamad
2011-01-01
In this paper a new algorithm for allocating energy and determining the optimum amount of network active power reserve capacity and the share of generating units and demand side contribution in providing reserve capacity requirements for day-ahead market is presented. In the proposed method, the optimum amount of reserve requirement is determined based on network security set by operator. In this regard, Expected Load Not Supplied (ELNS) is used to evaluate system security in each hour. The proposed method has been implemented over the IEEE 24-bus test system and the results are compared with a deterministic security approach, which considers certain and fixed amount of reserve capacity in each hour. This comparison is done from economic and technical points of view. The promising results show the effectiveness of the proposed model which is formulated as mixed integer linear programming (MILP) and solved by GAMS software. -- Highlights: → Determination of optimal spinning reserve capacity requirement in order to satisfy desired security level set by system operator based on stochastic approach. → Scheduling energy and spinning reserve markets simultaneously. → Comparing the stochastic approach with deterministic approach to determine the advantages and disadvantages of each. → Examine the effect of demand response participation in reserve market to provide spinning reserve.
Stochastic petri nets for wireless networks
Lei, Lei; Zhong, Zhangdui
2015-01-01
This SpringerBrief presents research in the application of Stochastic Petri Nets (SPN) to the performance evaluation of wireless networks under bursty traffic. It covers typical Quality-of-Service performance metrics such as mean throughput, average delay and packet dropping probability. Along with an introduction of SPN basics, the authors introduce the key motivation and challenges of using SPN to analyze the resource sharing performance in wireless networks. The authors explain two powerful modeling techniques that treat the well-known state space explosion problem: model decomposition and
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Stochastic Predictive Control of Multi-Microgrid Systems
DEFF Research Database (Denmark)
Bazmohammadi, Najmeh; Tahsiri, Ahmadreza; Anvari-Moghaddam, Amjad
2018-01-01
This paper presents a stochastic predictive control algorithm for a number of microgrids connected to the same distribution system. Each microgrid includes a variety of distributed resources such as wind turbine, photo voltaic units, energy storage devices and loads. Considering the uncertainty...
Energy Technology Data Exchange (ETDEWEB)
2009-07-01
The workshop on Climate Change Impacts and Adaptation Strategies for Arctic Indigenous Communities is one stage in developing positions and providing input from the perspectives of Arctic Peoples in preparation for the Indigenous Peoples' Global Summit on Climate Change that will take place in April, 2009, in Anchorage, Alaska. The Summit, organized by the Inuit Circumpolar Council with oversight of an International Steering Committee, will bring together hundreds of indigenous Peoples around the world. This Workshop intended to bring together Arctic Indigenous Peoples to deliver and to share information, academic research, case studies based on traditional knowledge and researchers knowledgeable in traditional knowledge and/or policy issues drawn from traditional knowledge. The following themes were discussed: 1) Traditional knowledge research and education; 2) Laws and lawmaking; 3) Food and health; 4) Organisation; 5) Communications and advocacy. (ln)
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Constructive role of Brownian motion: Brownian motors and Stochastic Resonance
Hänggi, Peter
2005-03-01
Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic simulation of off-shore oil terminal systems
International Nuclear Information System (INIS)
Frankel, E.G.; Oberle, J.
1991-01-01
To cope with the problem of uncertainty and conditionality in the planning, design, and operation of offshore oil transshipment terminal systems, a conditional stochastic simulation approach is presented. Examples are shown, using SLAM II, a computer simulation language based on GERT, a conditional stochastic network analysis methodology in which use of resources such as time and money are expressed by the moment generating function of the statistics of the resource requirements. Similarly each activity has an associated conditional probability of being performed and/or of requiring some of the resources. The terminal system is realistically represented by modelling the statistics of arrivals, loading and unloading times, uncertainties in costs and availabilities, etc
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
... this page: //medlineplus.gov/ency/article/003615.htm Acid loading test (pH) To use the sharing features on this page, please enable JavaScript. The acid loading test (pH) measures the ability of the ...
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Outlier robustness for wind turbine extrapolated extreme loads
DEFF Research Database (Denmark)
Natarajan, Anand; Verelst, David Robert
2012-01-01
. Stochastic identification of numerical artifacts in simulated loads is demonstrated using the method of principal component analysis. The extrapolation methodology is made robust to outliers through a weighted loads approach, whereby the eigenvalues of the correlation matrix obtained using the loads with its...
An Approach to Stochastic Peridynamic Theory.
Energy Technology Data Exchange (ETDEWEB)
Demmie, Paul N.
2018-04-01
In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochastic peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
... page: //medlineplus.gov/ency/patientinstructions/000877.htm Shared decision making To use the sharing features on this page, ... treatment you both support. When to use Shared Decision Making Shared decision making is often used when you ...
Reliability estimation of structures under stochastic loading—A case study on nuclear piping
International Nuclear Information System (INIS)
Hari Prasad, M.; Rami Reddy, G.; Dubey, P.N.; Srividya, A.; Verma, A.K.
2013-01-01
Highlights: ► Structures are generally subjected to different types of loadings. ► One such type of loading is random sequence and has been treated as a stochastic fatigue loading. ► In this methodology both stress amplitude and number of cycles to failure have been considered as random variables. ► The methodology has been demonstrated with a case study on nuclear piping. ► The failure probability of piping has been estimated as a function of time. - Abstract: Generally structures are subjected to different types of loadings throughout their life time. These loads can be either discrete in nature or continuous in nature and also these can be either stationary or non stationary processes. This means that the structural reliability analysis not only considers random variables but also considers random variables which are functions of time, referred to as stochastic processes. A stochastic process can be viewed as a family of random variables. When a structure is subjected to a random loading, based on the stresses developed in the structure and failure criteria the failure probability can be estimated. In practice the structures are designed with higher factor of safety to take care of such random loads. In such cases the structure will fail only when the random loads are cyclic in nature. In traditional reliability analysis, the variation in the load is treated as a random variable and to account for the number of occurrences of the loading the concept of extreme value theory is used. But with this method one is neglecting the damage accumulation that will take place from one loading to another loading. Hence, in this paper, a new way of dealing with these types of problems has been discussed by using the concept of stochastic fatigue loading. The random loading has been considered as earthquake loading. The methodology has been demonstrated with a case study on nuclear power plant piping.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
A Stochastic Operational Planning Model for Smart Power Systems
Directory of Open Access Journals (Sweden)
Sh. Jadid
2014-12-01
Full Text Available Smart Grids are result of utilizing novel technologies such as distributed energy resources, and communication technologies in power system to compensate some of its defects. Various power resources provide some benefits for operation domain however, power system operator should use a powerful methodology to manage them. Renewable resources and load add uncertainty to the problem. So, independent system operator should use a stochastic method to manage them. A Stochastic unit commitment is presented in this paper to schedule various power resources such as distributed generation units, conventional thermal generation units, wind and PV farms, and demand response resources. Demand response resources, interruptible loads, distributed generation units, and conventional thermal generation units are used to provide required reserve for compensating stochastic nature of various resources and loads. In the presented model, resources connected to distribution network can participate in wholesale market through aggregators. Moreover, a novel three-program model which can be used by aggregators is presented in this article. Loads and distributed generation can contract with aggregators by these programs. A three-bus test system and the IEEE RTS are used to illustrate usefulness of the presented model. The results show that ISO can manage the system effectively by using this model
HIV Viral Load: MedlinePlus Lab Test Information
... this page: https://medlineplus.gov/labtests/hivviralload.html HIV Viral Load To use the sharing features on this page, please enable JavaScript. What is an HIV Viral Load? An HIV viral load is a ...
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Dispersion of Bed Load Particles
SAWAI, Kenji
1987-01-01
The motion of bed load particles is so irregular that they disperse remarkably with time.In this study, some flume tests using painted tracer particles were carried out, in which thedispersive property of tracers changed variously with sediment feed rate.In analysing this process, a stochastic simulation model is proposed where it is discussedabout the degree of exposure of individual particle near the bed surface and about the variationof its pick up rate. The exponential distribution of ste...
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
A Shared Scratchpad Memory with Synchronization Support
DEFF Research Database (Denmark)
Hansen, Henrik Enggaard; Maroun, Emad Jacob; Kristensen, Andreas Toftegaard
2017-01-01
Multicore processors usually communicate via shared memory, which is backed up by a shared level 2 cache and a cache coherence protocol. However, this solution is not a good fit for real-time systems, where we need to provide tight guarantees on execution and memory access times. In this paper, we...... propose a shared scratchpad memory as a time-predictable communication and synchronization structure, instead of the level 2 cache. The shared on-chip memory is accessed via a time division multiplexing arbiter, isolating the execution time of load and store instructions between processing cores....... Furthermore, the arbiter supports an extended time slot where an atomic load and store instruction can be executed to implement synchronization primitives. In the evaluation we show that a shared scratchpad memory is an efficient communication structure for a small number of processors; in our setup, 9 cores...
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Stochastic Stability in Internet Router Congestion Games
Chung, Christine; Pyrga, Evangelia
Congestion control at bottleneck routers on the internet is a long standing problem. Many policies have been proposed for effective ways to drop packets from the queues of these routers so that network endpoints will be inclined to share router capacity fairly and minimize the overflow of packets trying to enter the queues. We study just how effective some of these queuing policies are when each network endpoint is a self-interested player with no information about the other players’ actions or preferences. By employing the adaptive learning model of evolutionary game theory, we study policies such as Droptail, RED, and the greedy-flow-punishing policy proposed by Gao et al. [10] to find the stochastically stable states: the states of the system that will be reached in the long run.
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Directory of Open Access Journals (Sweden)
Jie Yu
2015-01-01
Full Text Available Virtual power plant (VPP is an aggregation of multiple distributed generations, energy storage, and controllable loads. Affected by natural conditions, the uncontrollable distributed generations within VPP, such as wind and photovoltaic generations, are extremely random and relative. Considering the randomness and its correlation of uncontrollable distributed generations, this paper constructs the chance constraints stochastic optimal dispatch of VPP including stochastic variables and its random correlation. The probability distributions of independent wind and photovoltaic generations are described by empirical distribution functions, and their joint probability density model is established by Frank-copula function. And then, sample average approximation (SAA is applied to convert the chance constrained stochastic optimization model into a deterministic optimization model. Simulation cases are calculated based on the AIMMS. Simulation results of this paper mathematic model are compared with the results of deterministic optimization model without stochastic variables and stochastic optimization considering stochastic variables but not random correlation. Furthermore, this paper analyzes how SAA sampling frequency and the confidence level influence the results of stochastic optimization. The numerical example results show the effectiveness of the stochastic optimal dispatch of VPP considering the randomness and its correlations of distributed generations.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Lifetime distribution in thermal fatigue - a stochastic geometry approach
International Nuclear Information System (INIS)
Kullig, E.; Michel, B.
1996-02-01
The present report describes the interpretation approach for crack patterns which are generated on the smooth surface of austenitic specimens under thermal fatigue loading. A framework for the fracture mechanics characterization of equibiaxially loaded branched surface cracks is developed which accounts also for crack interaction effects. Advanced methods for the statistical evaluation of crack patterns using suitable characteristic quantities are developed. An efficient simulation procedure allows to identify the impact of different variables of the stochastic crack growth model with respect to the generated crack patterns. (orig.) [de
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Stochastic first passage time accelerated with CUDA
Pierro, Vincenzo; Troiano, Luigi; Mejuto, Elena; Filatrella, Giovanni
2018-05-01
The numerical integration of stochastic trajectories to estimate the time to pass a threshold is an interesting physical quantity, for instance in Josephson junctions and atomic force microscopy, where the full trajectory is not accessible. We propose an algorithm suitable for efficient implementation on graphical processing unit in CUDA environment. The proposed approach for well balanced loads achieves almost perfect scaling with the number of available threads and processors, and allows an acceleration of about 400× with a GPU GTX980 respect to standard multicore CPU. This method allows with off the shell GPU to challenge problems that are otherwise prohibitive, as thermal activation in slowly tilted potentials. In particular, we demonstrate that it is possible to simulate the switching currents distributions of Josephson junctions in the timescale of actual experiments.
Committee VI.1. Extreme Hull Girder Loading
DEFF Research Database (Denmark)
Jensen, Jørgen Juncher
2000-01-01
Committee Mandate. Evaluate and develop direct calculation procedures for extreme wawe loads on ship hull girders. Due consideration shall be given to stochastic and non-linear effects. The procedures shall be assessed by comparison with in-service experiences, model tests and more refined...
Directory of Open Access Journals (Sweden)
Antonio Piacentino
2016-12-01
Full Text Available Cogeneration and trigeneration plants are widely recognized as promising technologies for increasing energy efficiency in buildings. However, their overall potential is scarcely exploited, due to the difficulties in achieving economic viability and the risk of investment related to uncertainties in future energy loads and prices. Several stochastic optimization models have been proposed in the literature to account for uncertainties, but these instruments share in a common reliance on user-defined probability functions for each stochastic parameter. Being such functions hard to predict, in this paper an analysis of the influence of erroneous estimation of the uncertain energy loads and prices on the optimal plant design and operation is proposed. With reference to a hotel building, a number of realistic scenarios is developed, exploring all the most frequent errors occurring in the estimation of energy loads and prices. Then, profit-oriented optimizations are performed for the examined scenarios, by means of a deterministic mixed integer linear programming algorithm. From a comparison between the achieved results, it emerges that: (i the plant profitability is prevalently influenced by the average “spark-spread” (i.e., ratio between electricity and fuel price and, secondarily, from the shape of the daily price profiles; (ii the “optimal sizes” of the main components are scarcely influenced by the daily load profiles, while they are more strictly related with the average “power to heat” and “power to cooling” ratios of the building.
Forced oscillations of cracked beam under the stochastic cyclic loading
Matsko, I.; Javors'kyj, I.; Yuzefovych, R.; Zakrzewski, Z.
2018-05-01
An analysis of forced oscillations of cracked beam using statistical methods for periodically correlated random processes is presented. The oscillation realizations are obtained on the basis of numerical solutions of differential equations of the second order, for the case when applied force is described by a sum of harmonic and stationary random process. It is established that due to crack appearance forced oscillations acquire properties of second-order periodical non-stationarity. It is shown that in a super-resonance regime covariance and spectral characteristics, which describe non-stationary structure of forced oscillations, are more sensitive to crack growth than the characteristics of the oscillation's deterministic part. Using diagnostic indicators formed on their basis allows the detection of small cracks.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs
Energy Technology Data Exchange (ETDEWEB)
Infanger, G.
1993-11-01
The difficulty of solving large-scale multi-stage stochastic linear programs arises from the sheer number of scenarios associated with numerous stochastic parameters. The number of scenarios grows exponentially with the number of stages and problems get easily out of hand even for very moderate numbers of stochastic parameters per stage. Our method combines dual (Benders) decomposition with Monte Carlo sampling techniques. We employ importance sampling to efficiently obtain accurate estimates of both expected future costs and gradients and right-hand sides of cuts. The method enables us to solve practical large-scale problems with many stages and numerous stochastic parameters per stage. We discuss the theory of sharing and adjusting cuts between different scenarios in a stage. We derive probabilistic lower and upper bounds, where we use importance path sampling for the upper bound estimation. Initial numerical results turned out to be promising.
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Basic aspects of stochastic reliability analysis for redundancy systems
International Nuclear Information System (INIS)
Doerre, P.
1989-01-01
Much confusion has been created by trying to establish common cause failure (CCF) as an extra phenomenon which has to be treated with extra methods in reliability and data analysis. This paper takes another approach which can be roughly described by the statement that dependent failure is the basic phenomenon, while 'independent failure' refers to a special limiting case, namely the perfectly homogeneous population. This approach is motivated by examples demonstrating that common causes do not lead to dependent failure, so far as physical dependencies like shared components are excluded, and that stochastic dependencies are not related to common causes. The possibility to select more than one failure behaviour from an inhomogeneous population is identified as an additional random process which creates stochastic dependence. However, this source of randomness is usually treated in the deterministic limit, which destroys dependence and hence yields incorrect multiple failure frequencies for redundancy structures, thus creating the need for applying corrective CCF models. (author)
HSimulator: Hybrid Stochastic/Deterministic Simulation of Biochemical Reaction Networks
Directory of Open Access Journals (Sweden)
Luca Marchetti
2017-01-01
Full Text Available HSimulator is a multithread simulator for mass-action biochemical reaction systems placed in a well-mixed environment. HSimulator provides optimized implementation of a set of widespread state-of-the-art stochastic, deterministic, and hybrid simulation strategies including the first publicly available implementation of the Hybrid Rejection-based Stochastic Simulation Algorithm (HRSSA. HRSSA, the fastest hybrid algorithm to date, allows for an efficient simulation of the models while ensuring the exact simulation of a subset of the reaction network modeling slow reactions. Benchmarks show that HSimulator is often considerably faster than the other considered simulators. The software, running on Java v6.0 or higher, offers a simulation GUI for modeling and visually exploring biological processes and a Javadoc-documented Java library to support the development of custom applications. HSimulator is released under the COSBI Shared Source license agreement (COSBI-SSLA.
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
Rethinking the Sharing Economy
DEFF Research Database (Denmark)
Kornberger, Martin; Leixnering, Stephan; Meyer, Renate
2017-01-01
Our paper focuses on a non-standard sharing example that harbors the potential to disrupt received wisdom on the sharing economy. While originally entering the field to analyze, broadly from a governance perspective, how the 2015 refugee crisis was handled in Vienna, Austria, we found that the no...... of sharing: economic and moral. Our paper contributes to this Special Issue of the Academy of Management Discoveries by highlighting and explaining the two-fold economic and moral nature of sharing and the organization of sharing between movement and platform....... sharing of resources (i.e., the economic dimension): the sharing of a distinct concern (i.e., the moral dimension of sharing). Our discovery exemplifies such a moral dimension that is rather different from the status quo materialistic treatments focusing on economic transactions and property rights...
Davidson, Wilma; Kline, Susan
1979-01-01
The author presents the advantages of job sharing for all school personnel, saying that education is particularly adaptable to this new form of employment. Current job sharing programs in Massachusetts, California, and New Jersey schools are briefly discussed. (SJL)
International Nuclear Information System (INIS)
1994-01-01
This paper, which was presented at the Production Sharing Agreement seminar, discusses economic rent, negotiations, trends in fiscal system development, and concessionary systems. Production sharing contracts, risk service contracts, joint ventures and the global market are examined. (UK)
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
Stochastic modeling of reinforced concrete structures exposed to chloride attack
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Frier, Christian
2004-01-01
For many reinforced concrete structures corrosion of reinforcement is an important problem since it can result in expensive maintenance and repair actions. Further, a significant reduction of the load-bearing capacity can occur. One mode of corrosion initiation is that the chloride content around...... concentration and reinforcement cover depth are modeled by stochastic fields. The paper contains a description of the parameters to be included in a stochastic model and a proposal for the information needed to obtain values for the parameters in order to be able to perform reliability investigations....... The distribution of the time to initiation of corrosion is estimated by simulation. As an example a bridge pier in a marine environment is considered....
Stochastic Modeling of Reinforced Concrete Structures Exposed to Chloride Attack
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Frier, Christian
2003-01-01
For many reinforced concrete structures corrosion of reinforcement is an important problem since it can result in expensive maintenance and repair actions. Further, a significant reduction of the load-bearing capacity can occur. One mode of corrosion initiation is that the chloride content around...... concentration and reinforcement cover depth are modeled by stochastic fields. The paper contains a description of the parameters to be included in a stochastic model and a proposal for the information needed to obtain values for the parameters in order to be ab le to perform reliability investigations....... The distribution of the time to initiation of corrosion is estimated by simulation. As an example a bridge pier in a marine environment is considered....
International Nuclear Information System (INIS)
Mak, H.
1995-01-01
Slides used in a presentation at The Power of Change Conference in Vancouver, BC in April 1995 about the changing needs for load forecasting were presented. Technological innovations and population increase were said to be the prime driving forces behind the changing needs in load forecasting. Structural changes, market place changes, electricity supply planning changes, and changes in planning objectives were other factors discussed. It was concluded that load forecasting was a form of information gathering, that provided important market intelligence
Kay, Jeanne
1982-01-01
Job sharing is an employment alternative in which two qualified individuals manage the responsibilities of a single position. Discusses the barriers to and the potential, advantages, disadvantages, pitfalls, and challenges of job sharing. Focuses on job sharing in the geography profession. (Author/JN)
Reinhold, Stephan; Dolnicar, Sara
2017-01-01
Peer-to-peer accommodation networks in general, and Airbnb in specific, are frequently referred to as part of the sharing economy. This chapter provides an overview of key characteristics of the sharing economy, discusses how these characteristics relate to peer-to-peer accommodation, and positions peer-to-peer accommodation networks within the sharing economy.
Satisfaction and 'comparison sharing'
DEFF Research Database (Denmark)
Amilon, Anna
2009-01-01
the probability of satisfaction. Results show that comparison sharing impacts satisfaction for women, and that those women who share more equally than their peers are more likely to be satisfied, whereas comparison sharing has no influence on satisfaction for men. Also, parents are less likely to be satisfied...
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
2015-09-17
rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility
Stochastic cooling system in COSY
International Nuclear Information System (INIS)
Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.
1994-01-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic cooling system in COSY
Energy Technology Data Exchange (ETDEWEB)
Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)
1994-09-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic-field cavitation model
International Nuclear Information System (INIS)
Dumond, J.; Magagnato, F.; Class, A.
2013-01-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
STAVREV, A.; STEFANOV, D.; SCHILLINGER, D.; RANK, E.
2013-01-01
The uncertainty of geometric imperfections in a series of nominally equal I-beams leads to a variability of corresponding buckling loads. Its analysis requires a stochastic imperfection model, which can be derived either by the simple variation
Letter to the Editor: Electric Vehicle Demand Model for Load Flow Studies
DEFF Research Database (Denmark)
Garcia-Valle, Rodrigo; Vlachogiannis, Ioannis (John)
2009-01-01
This paper introduces specific and simple model for electric vehicles suitable for load flow studies. The electric vehicles demand system is modelled as PQ bus with stochastic characteristics based on the concept of queuing theory. All appropriate variables of stochastic PQ buses are given...... with closed formulae as a function of charging time. Specific manufacturer model of electric vehicles is used as study case....
Potential for shared log transport services
Tim McDonald; Steve Taylor; Jorge Valenzuela
2001-01-01
A simulation model of a log transport logistics network was developed. The model could be structured to either share truck capacity among a group of loggers, or to assign a fixed number of trucks to individual loggers. Another variation of the model allowed the use of a staging yard to set out loaded trailers and deliver them to destinations using dedicated shuttle...
Stochastic modeling of total suspended solids (TSS) in urban areas during rain events.
Rossi, Luca; Krejci, Vladimir; Rauch, Wolfgang; Kreikenbaum, Simon; Fankhauser, Rolf; Gujer, Willi
2005-10-01
The load of total suspended solids (TSS) is one of the most important parameters for evaluating wet-weather pollution in urban sanitation systems. In fact, pollutants such as heavy metals, polycyclic aromatic hydrocarbons (PAHs), phosphorous and organic compounds are adsorbed onto these particles so that a high TSS load indicates the potential impact on the receiving waters. In this paper, a stochastic model is proposed to estimate the TSS load and its dynamics during rain events. Information on the various simulated processes was extracted from different studies of TSS in urban areas. The model thus predicts the probability of TSS loads arising from combined sewer overflows (CSOs) in combined sewer systems as well as from stormwater in separate sewer systems in addition to the amount of TSS retained in treatment devices in both sewer systems. The results of this TSS model illustrate the potential of the stochastic modeling approach for assessing environmental problems.
Research on nonlinear stochastic dynamical price model
International Nuclear Information System (INIS)
Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng
2008-01-01
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
DEFF Research Database (Denmark)
Zhou, Qiang; Nielsen, Søren R.K.; Qu, Weilian
2010-01-01
Considering the coupling between the in-plane and out-of-plane vibration, the stochastic response of an inclined shallow cable with linear viscous dampers subjected to Gaussian white noise excitation is investigated in this paper. Selecting the static deflection shape due to a concentrated force...... together with the C-type Gram-Charlier expansion with a fourth-order closure are applied to obtain statistical moments, power spectral density and probabilistic density function of the cable response, whose availability is verified by Monte Carlo method. Taking a typical cable as an example, the influence...... of several factors, which include excitation level and direction as well as damper size, on the dynamic response of the cable is extensively investigated. It is found that the sum of mean square in-plane and out-of-plane displacement is primarily independent of the load direction when the excitation level...
DEFF Research Database (Denmark)
Winther, Ida Wentzel
Keynote: Family relationships are normatively assumed to be characterized by ‘sharing’, such as living together in the same home, occupying the same place, sharing stuff, blood and biology, spending special and ordinary time together, and consequently creating shared biographical experiences....... In that way, families are thrown into togetherness. At the same time, we see families in varying forms where 'sharing' is lived and contested differently. In Denmark, many children live in nuclear families, and many live in different variations of more than one household. For those who share household...... and family, 'sharing' will be a basic condition. No matter what, they should share life circumstances, more stories, more places and spaces, more households families with both kin and non-kin. This keynote addresses the particular of children’s experiences of living apart and/or living together in sharing...
Knowledge-Based System to Support Plug Load Management
National Aeronautics and Space Administration — Electrical plug loads comprise an increasingly larger share of building energy consumption as improvements have been made to Heating, Ventilation, and Air...
Stochastic Reachability Analysis of Hybrid Systems
Bujorianu, Luminita Manuela
2012-01-01
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Stochastic Optimal Control of a Heave Point Wave Energy Converter Based on a Modified LQG Approach
DEFF Research Database (Denmark)
Sun, Tao; Nielsen, Søren R. K.
2018-01-01
and actuator force are approximately considered by counteracting the absorbed power in the objective quadratic functional. Based on rational approximations to the radiation force and the wave load, the integrated dynamic system can be reformulated as a linear stochastic differential equation which is driven...
Load-aware modeling for uplink cellular networks in a multi-channel environment
Alammouri, Ahmad; Elsawy, Hesham; Alouini, Mohamed-Slim
2014-01-01
We exploit tools from stochastic geometry to develop a tractable analytical approach for modeling uplink cellular networks. The developed model is load aware and accounts for per-user power control as well as the limited transmit power constraint
Stochastic Analysis of Offshore Steel Structures An Analytical Appraisal
Karadeniz, Halil
2013-01-01
Stochastic Analysis of Offshore Steel Structures provides a clear and detailed guide to advanced analysis methods of fixed offshore steel structures using 3D beam finite elements under random wave and earthquake loadings. Advanced and up-to-date research results are coupled with modern analysis methods and essential theoretical information to consider optimal solutions to structural issues. As these methods require and use knowledge of different subject matters, a general introduction to the key areas is provided. This is followed by in-depth explanations supported by design examples, relevant calculations and supplementary material containing related computer programmers. By combining this theoretical and practical approach Stochastic Analysis of Offshore Steel Structures cover a range of key concepts in detail including: · The basic principles of standard 3D beam finite elements and special connections, · Wave loading - from hydrodynamics to the calculation of wave load...
Dynamic quantum secret sharing
International Nuclear Information System (INIS)
Jia, Heng-Yue; Wen, Qiao-Yan; Gao, Fei; Qin, Su-Juan; Guo, Fen-Zhuo
2012-01-01
In this Letter we consider quantum secret sharing (QSS) between a sender and a dynamic agent group, called dynamic quantum secret sharing (DQSS). In the DQSS, the change of the agent group is allowable during the procedure of sharing classical and quantum information. Two DQSS schemes are proposed based on a special kind of entangled state, starlike cluster states. Without redistributing all the shares, the changed agent group can reconstruct the sender's secret by their cooperation. Compared with the previous quantum secret sharing scheme, our schemes are more flexible and suitable for practical applications. -- Highlights: ► We consider quantum secret sharing between a sender and a dynamic agent group, called dynamic quantum secret sharing (DQSS). ► In the DQSS, the change of the agent group is allowable during the procedure of sharing classical and quantum information. ► Two DQSS schemes are proposed based on a special kind of entangled state, starlike cluster states. ► Without redistributing all the shares, the changed agent group can reconstruct the sender's secret by their cooperation. ► Compared with the previous quantum secret sharing scheme, our schemes are more flexible and suitable for practical applications.
Attention and Visuospatial Working Memory Share the Same Processing Resources
Directory of Open Access Journals (Sweden)
Jing eFeng
2012-04-01
Full Text Available Attention and visuospatial working memory (VWM share very similar characteristics; both have the same upper bound of about four items in capacity and they recruit overlapping brain regions. We examined whether both attention and visuospatial working memory share the same processing resources using a novel dual-task-costs approach based on a load-varying dual-task technique. With sufficiently large loads on attention and VWM, considerable interference between the two processes was observed. A further load increase on either process produced reciprocal increases in interference on both processes, indicating that attention and VWM share common resources. More critically, comparison among four experiments on the reciprocal interference effects, as measured by the dual-task costs, demonstrates no significant contribution from additional processing other than the shared processes. These results support the notion that attention and VWM share the same processing resources.
Review: Optimising cognitive load and usability to improve the ...
African Journals Online (AJOL)
Cognitive load theory views learning as involving active processing of information by working memory via separate visual and auditory channels. This system is of ... The fields of cognitive load theory and human-computer interaction share a common goal in striving to reduce extraneous cognitive load. The load induced by ...
Feedback, competition and stochasticity in a day ahead electricity market
International Nuclear Information System (INIS)
Giabardo, Paolo; Zugno, Marco; Pinson, Pierre; Madsen, Henrik
2010-01-01
Major recent changes in electricity markets relate to the process for their deregulation, along with increasing participation of renewable (stochastic) generation e.g. wind power. Our general objective is to model how feedback, competition and stochasticity (on the production side) interact in electricity markets, and eventually assess what their effects are on both the participants and the society. For this, day ahead electricity markets are modeled as dynamic closed loop systems, in which the feedback signal is the market price. In parallel, the Cournot competition model is considered. Mixed portfolios with significant share of renewable energy are based on stochastic threshold cost functions. Regarding trading strategies, it is assumed that generators are looking at optimizing their individual profits. The point of view of the society is addressed by analyzing market behavior and stability. The performed simulations show the beneficial effects of employing long term bidding strategies for both generators and society. Sensitivity analyses are performed in order to evaluate the effects of demand elasticity. It is shown that increase in demand elasticity reduces the possibility for the generators to exploit their market power. Furthermore, the results suggest that introduction of wind power generation in the market is beneficial both for the generators and the society.
Feedback, competition and stochasticity in a day ahead electricity market
Energy Technology Data Exchange (ETDEWEB)
Giabardo, Paolo; Zugno, Marco; Pinson, Pierre; Madsen, Henrik [DTU Informatics, Technical University of Denmark, Richard Petersens Plads 305, DK-2800 Kgs. Lyngby (Denmark)
2010-03-15
Major recent changes in electricity markets relate to the process for their deregulation, along with increasing participation of renewable (stochastic) generation e.g. wind power. Our general objective is to model how feedback, competition and stochasticity (on the production side) interact in electricity markets, and eventually assess what their effects are on both the participants and the society. For this, day ahead electricity markets are modeled as dynamic closed loop systems, in which the feedback signal is the market price. In parallel, the Cournot competition model is considered. Mixed portfolios with significant share of renewable energy are based on stochastic threshold cost functions. Regarding trading strategies, it is assumed that generators are looking at optimizing their individual profits. The point of view of the society is addressed by analyzing market behavior and stability. The performed simulations show the beneficial effects of employing long term bidding strategies for both generators and society. Sensitivity analyses are performed in order to evaluate the effects of demand elasticity. It is shown that increase in demand elasticity reduces the possibility for the generators to exploit their market power. Furthermore, the results suggest that introduction of wind power generation in the market is beneficial both for the generators and the society. (author)
Anderson, K; Forbes, R
1989-01-01
This article is the first of a three part series discussing the impact of nurses job sharing at University Hospital, London, Ontario. This first article explores the advantages and disadvantages of job sharing for staff nurses and their supervising nurse manager, as discussed in the literature. The results of a survey conducted on a unit with a large number of job sharing positions, concur with literature findings. The second article will present the evaluation of a pilot project in which two nurses job share a first line managerial position in the Operating Room. The third article will relate the effects of job sharing on women's perceived general well being. Job sharing in all areas, is regarded as a positive experience by both nurse and administrators.
DEFF Research Database (Denmark)
Avital, Michel; Carroll, John M.; Hjalmarsson, Anders
2015-01-01
The sharing economy is spreading rapidly worldwide in a number of industries and markets. The disruptive nature of this phenomenon has drawn mixed responses ranging from active conflict to adoption and assimilation. Yet, in spite of the growing attention to the sharing economy, we still do not know...... much about it. With the abundant enthusiasm about the benefits that the sharing economy can unleash and the weekly reminders about its dark side, further examination is required to determine the potential of the sharing economy while mitigating its undesirable side effects. The panel will join...... the ongoing debate about the sharing economy and contribute to the discourse with insights about how digital technologies are critical in shaping this turbulent ecosystem. Furthermore, we will define an agenda for future research on the sharing economy as it becomes part of the mainstream society as well...
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...
Fourier analysis and stochastic processes
Brémaud, Pierre
2014-01-01
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
Modular invariance and stochastic quantization
International Nuclear Information System (INIS)
Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.
1989-01-01
In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed
Stochastic models for atmospheric dispersion
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2003-01-01
Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic problems in population genetics
Maruyama, Takeo
1977-01-01
These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Limits for Stochastic Reaction Networks
DEFF Research Database (Denmark)
Cappelletti, Daniele
Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...
Stochastic analysis of residential micro combined heat and power system
DEFF Research Database (Denmark)
Karami, H.; Sanjari, M. J.; Gooi, H. B.
2017-01-01
In this paper the combined heat and power functionality of a fuel-cell in a residential hybrid energy system, including a battery, is studied. The demand uncertainties are modeled by investigating the stochastic load behavior by applying Monte Carlo simulation. The colonial competitive algorithm...... algorithm. The optimized scheduling of different energy resources is listed in an efficient look-up table for all time intervals. The effects of time of use and the battery efficiency and its size are investigated on the operating cost of the hybrid energy system. The results of this paper are expected...
Probabilistic Infinite Secret Sharing
Csirmaz, László
2013-01-01
The study of probabilistic secret sharing schemes using arbitrary probability spaces and possibly infinite number of participants lets us investigate abstract properties of such schemes. It highlights important properties, explains why certain definitions work better than others, connects this topic to other branches of mathematics, and might yield new design paradigms. A probabilistic secret sharing scheme is a joint probability distribution of the shares and the secret together with a colle...
Amanda Collis; David McAllister; Michael Ball
2011-01-01
BBSRC recognizes the importance of contributing to the growing international efforts in data sharing. BBSRC is committed to getting the best value for the funds we invest and believes that making research data more readily available will reinforce open scientific inquiry and stimulate new investigations and analyses. BBSRC supports the view that data sharing should be led by the scientific community and driven by scientific need. It should also be cost effective and the data shared should be ...
Factors Impacting Knowledge Sharing
DEFF Research Database (Denmark)
Schulzmann, David; Slepniov, Dmitrij
The purpose of this paper is to examine various factors affecting knowledge sharing at the R&D center of a Western MNE in China. The paper employs qualitative methodology and is based on the action research and case study research techniques. The findings of the paper advance our understanding...... about factors that affect knowledge sharing. The main emphasis is given to the discussion on how to improve knowledge sharing in global R&D organizations....
Regulating the sharing economy
Erickson, Kristofer; Sorensen, Inge
2016-01-01
In this introductory essay, we explore definitions of the ‘sharing economy’, a concept indicating both social (relational, communitarian) and economic (allocative, profit-seeking) aspects which appear to be in tension. We suggest combining the social and economic logics of the sharing economy to focus on the central features of network enabled, aggregated membership in a pool of offers and demands (for goods, services, creative expressions). This definition of the sharing economy distinguishe...
Some Topics in Stochastic Control
2010-10-14
assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja
Stochastic background of atmospheric cascades
International Nuclear Information System (INIS)
Wilk, G.; Wlodarczyk, Z.
1993-01-01
Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions
Foundations of infinitesimal stochastic analysis
Stroyan, KD
2011-01-01
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Optimal Advertising with Stochastic Demand
George E. Monahan
1983-01-01
A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...
Stochastic cooling technology at Fermilab
Energy Technology Data Exchange (ETDEWEB)
Pasquinelli, R.J. E-mail: pasquin@fnal.gov
2004-10-11
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
Pasquinelli, Ralph J.
2004-10-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
International Nuclear Information System (INIS)
Pasquinelli, R.J.
2004-01-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Phenomenology of experiential sharing
DEFF Research Database (Denmark)
León, Felipe; Zahavi, Dan
2016-01-01
The chapter explores the topic of experiential sharing by drawing on the early contributions of the phenomenologists Alfred Schutz and Gerda Walther. It is argued that both Schutz and Walther support, from complementary perspectives, an approach to experiential sharing that has tended to be overl......The chapter explores the topic of experiential sharing by drawing on the early contributions of the phenomenologists Alfred Schutz and Gerda Walther. It is argued that both Schutz and Walther support, from complementary perspectives, an approach to experiential sharing that has tended...
Directory of Open Access Journals (Sweden)
Mercè Crosas
2012-01-01
Full Text Available From the early days of modern science through this century of Big Data, data sharing has enabled some of the greatest advances in science. In the digital age, technology can facilitate more effective and efficient data sharing and preservation practices, and provide incentives for making data easily accessible among researchers. At the Institute for Quantitative Social Science at Harvard University, we have developed an open-source software to share, cite, preserve, discover and analyze data, named the Dataverse Network. We share here the project’s motivation, its growth and successes, and likely evolution.
DEFF Research Database (Denmark)
Byrnit, Jill; Høgh-Olesen, Henrik; Makransky, Guido
2015-01-01
study to examine the sharing behavior of groups of captive chimpanzees and bonobos when introducing the same type of food (branches) manipulated to be of two different degrees of desirability (with or without syrup). Results showed that, the large majority of food transfers in both species came about...... as sharing in which group members were allowed to co-feed or remove food from the stock of the food possessor, and the introduction of high-value food resulted in more sharing, not less. Food sharing behavior differed between species in that chimpanzees displayed significantly more begging behavior than...
Multiple fields in stochastic inflation
Energy Technology Data Exchange (ETDEWEB)
Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)
2016-06-24
Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic analysis of biochemical systems
Anderson, David F
2015-01-01
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supplement for courses in probability and stochastic processes. While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest. David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...
Stochastic inflation and nonlinear gravity
International Nuclear Information System (INIS)
Salopek, D.S.; Bond, J.R.
1991-01-01
We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background
Boussard, Daniel
1987-01-01
We begin by giving a description of the radio-frequency generator-cavity-beam coupled system in terms of basic quantities. Taking beam loading and cavity detuning into account, expressions for the cavity impedance as seen by the generator and as seen by the beam are derived. Subsequently methods of beam-loading compensation by cavity detuning, radio-frequency feedback and feedforward are described. Examples of digital radio-frequency phase and amplitude control for the special case of superco...
Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K.
2012-01-01
We explore two different threading approaches on a graphics processing unit (GPU) exploiting two different characteristics of the current GPU architecture. The fat thread approach tries to minimize data access time by relying on shared memory and registers potentially sacrificing parallelism. The thin thread approach maximizes parallelism and tries to hide access latencies. We apply these two approaches to the parallel stochastic simulation of chemical reaction systems using the stochastic simulation algorithm (SSA) by Gillespie [14]. In these cases, the proposed thin thread approach shows comparable performance while eliminating the limitation of the reaction system's size. © 2006 IEEE.
Klingbeil, Guido
2012-02-01
We explore two different threading approaches on a graphics processing unit (GPU) exploiting two different characteristics of the current GPU architecture. The fat thread approach tries to minimize data access time by relying on shared memory and registers potentially sacrificing parallelism. The thin thread approach maximizes parallelism and tries to hide access latencies. We apply these two approaches to the parallel stochastic simulation of chemical reaction systems using the stochastic simulation algorithm (SSA) by Gillespie [14]. In these cases, the proposed thin thread approach shows comparable performance while eliminating the limitation of the reaction system\\'s size. © 2006 IEEE.
Load forecasting method considering temperature effect for distribution network
Directory of Open Access Journals (Sweden)
Meng Xiao Fang
2016-01-01
Full Text Available To improve the accuracy of load forecasting, the temperature factor was introduced into the load forecasting in this paper. This paper analyzed the characteristics of power load variation, and researched the rule of the load with the temperature change. Based on the linear regression analysis, the mathematical model of load forecasting was presented with considering the temperature effect, and the steps of load forecasting were given. Used MATLAB, the temperature regression coefficient was calculated. Using the load forecasting model, the full-day load forecasting and time-sharing load forecasting were carried out. By comparing and analyzing the forecast error, the results showed that the error of time-sharing load forecasting method was small in this paper. The forecasting method is an effective method to improve the accuracy of load forecasting.
Distributed EMPC of multiple microgrids for coordinated stochastic energy management
International Nuclear Information System (INIS)
Kou, Peng; Liang, Deliang; Gao, Lin
2017-01-01
Highlights: • Reducing the system wide operating cost compared to the no-cooperation energy management strategy. • Maintaining the supply and demand balance within each microgrid. • Handling the uncertainties in both supply and demand. • Converting the stochastic optimization problems to standard quadratic and linear programming problems. • Achieving a good balance between control performance and computationally feasibility. - Abstract: The concept of multi-microgrids has the potential to improve the reliability and economic performance of a distribution system. To realize this potential, a coordination among multiple microgrids is needed. In this context, this paper presents a new distributed economic model predictive control scheme for the coordinated stochastic energy management of multi-microgrids. By optimally coordinating the operation of individual microgrids, this scheme maintains the system-wide supply and demand balance in an economical manner. Based on the probabilistic forecasts of renewable power generation and microgrid load, this scheme effectively handles the uncertainties in both supply and demand. Using the Chebyshev inequality and the Delta method, the corresponding stochastic optimization problems have been converted to quadratic and linear programs. The proposed scheme is evaluated on a large-scale case that includes ten interconnected microgrids. The results indicated that the proposed scheme successfully reduces the system wide operating cost, achieves the supply-demand balance in each microgrid, and brings the energy exchange between DNO and main grid to a predefined trajectory.
AESS: Accelerated Exact Stochastic Simulation
Jenkins, David D.; Peterson, Gregory D.
2011-12-01
The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution
Measures of thermodynamic irreversibility in deterministic and stochastic dynamics
International Nuclear Information System (INIS)
Ford, Ian J
2015-01-01
It is generally observed that if a dynamical system is sufficiently complex, then as time progresses it will share out energy and other properties amongst its component parts to eliminate any initial imbalances, retaining only fluctuations. This is known as energy dissipation and it is closely associated with the concept of thermodynamic irreversibility, measured by the increase in entropy according to the second law. It is of interest to quantify such behaviour from a dynamical rather than a thermodynamic perspective and to this end stochastic entropy production and the time-integrated dissipation function have been introduced as analogous measures of irreversibility, principally for stochastic and deterministic dynamics, respectively. We seek to compare these measures. First we modify the dissipation function to allow it to measure irreversibility in situations where the initial probability density function (pdf) of the system is asymmetric as well as symmetric in velocity. We propose that it tests for failure of what we call the obversibility of the system, to be contrasted with reversibility, the failure of which is assessed by stochastic entropy production. We note that the essential difference between stochastic entropy production and the time-integrated modified dissipation function lies in the sequence of procedures undertaken in the associated tests of irreversibility. We argue that an assumed symmetry of the initial pdf with respect to velocity inversion (within a framework of deterministic dynamics) can be incompatible with the Past Hypothesis, according to which there should be a statistical distinction between the behaviour of certain properties of an isolated system as it evolves into the far future and the remote past. Imposing symmetry on a velocity distribution is acceptable for many applications of statistical physics, but can introduce difficulties when discussing irreversible behaviour. (paper)
DEFF Research Database (Denmark)
Bloomquist, Kira; Oturai, Peter; Steele, Megan L
2018-01-01
of the Creative Commons Attribution-Non Commercial-No Derivatives License 4.0 (CCBY-NC-ND), where it is permissible to download and share the work provided it is properly cited. The work cannot be changed in any way or used commercially without permission from the journal....... repetition maximum (RM), two sets of 15-20 repetitions) and heavy-load (85-90% 1RM, three sets of 5-8 repetition) upper-extremity resistance exercise separated by a one-week wash-out period. Swelling was determined by bioimpedance spectroscopy and dual energy x-ray absorptiometry, with breast cancer......-related lymphedema symptoms (heaviness, swelling, pain, tightness) reported using a numeric rating scale (0-10). Order of low- versus heavy-load was randomized. All outcomes were assessed pre-, immediately post-, and 24- and 72-hours post-exercise. Generalized estimating equations were used to evaluate changes over...
Urn model for products’ shares in international trade
Barbier, Matthieu; Lee, D.-S.
2017-12-01
International trade fluxes evolve as countries revise their portfolios of trade products towards economic development. Accordingly products’ shares in international trade vary with time, reflecting the transfer of capital between distinct industrial sectors. Here we analyze the share of hundreds of product categories in world trade for four decades and find a scaling law obeyed by the annual variation of product share, which informs us of how capital flows and interacts over the product space. A model of stochastic transfer of capital between products based on the observed scaling relation is proposed and shown to reproduce exactly the empirical share distribution. The model allows analytic solutions as well as numerical simulations, which predict a pseudo-condensation of capital onto few product categories and when it will occur. At the individual level, our model finds certain products unpredictable, the excess or deficient growth of which with respect to the model prediction is shown to be correlated with the nature of goods.
Millennials and the Sharing Economy
DEFF Research Database (Denmark)
Ranzini, Giulia; Newlands, Gemma; Anselmi, Guido
Report from the EU H2020 Research Project Ps2Share: Participation, Privacy, and Power in the Sharing Economy......Report from the EU H2020 Research Project Ps2Share: Participation, Privacy, and Power in the Sharing Economy...
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.
2016-01-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
DEFF Research Database (Denmark)
Worgan, Paul; Knibbe, Jarrod; Plasencia, Diego Martinez
2016-01-01
We foresee a future where energy in our mobile devices can be shared and redistributed to suit our current task needs. Many of us are beginning to carry multiple mobile devices and we seek to re-evaluate the traditional view of a mobile device as only accepting energy. In our vision, we can...... sharing futures....
Nekovee, Maziar; Rudd, Richard
2017-01-01
In this paper an overview is given of the current status of 5G industry standards, spectrum allocation and use cases, followed by initial investigations of new opportunities for spectrum sharing in 5G using cognitive radio techniques, considering both licensed and unlicensed scenarios. A particular attention is given to sharing millimeter-wave frequencies, which are of prominent importance for 5G.
International Nuclear Information System (INIS)
Perez, P.B.
1993-01-01
The Nuclear Reactor Program at North Carolina State University provides the PULSTAR Research Reactor and associated facilities to eligible institutions with support, in part, from the Department of Energy Reactor Sharing Program. Participation in the NCSU Reactor Sharing Program continues to increase steadily with visitors ranging from advance high school physics and chemistry students to Ph.D. level research from neighboring universities
DEFF Research Database (Denmark)
la Cour, Karen; Ledderer, Loni; Hansen, Helle Ploug
2015-01-01
relatives). In-depth interviews were conducted in the participants' homes 1 month after the rehabilitation course. Data were analyzed by a constant comparative method. Results: Residential rehabilitation course was identified to serve as an "arena for sharing," underpinned by 3 dimensions of sharing...
DEFF Research Database (Denmark)
Netter, Sarah
Despite the growing interest on the part of proponents and opponents - ranging from business, civil society, media, to policy-makers alike - there is still limited knowledge about the working mechanisms of the sharing economy. The thesis is dedicated to explore this understudied phenomenon...... and to provide a more nuanced understanding of the micro- and macro-level tensions that characterize the sharing economy. This thesis consists of four research papers, each using different literature, methodology, and data sets. The first paper investigates how the sharing economy is diffused and is ‘talked......-level tensions experience by sharing platforms by looking at the case of mobile fashion reselling and swapping markets. The final paper combines the perspectives of different sharing economy stakeholders and outlines some of the micro and macro tensions arising in and influencing the organization of these multi...
Sharing Rare Attitudes Attracts.
Alves, Hans
2018-04-01
People like others who share their attitudes. Online dating platforms as well as other social media platforms regularly rely on the social bonding power of their users' shared attitudes. However, little is known about moderating variables. In the present work, I argue that sharing rare compared with sharing common attitudes should evoke stronger interpersonal attraction among people. In five studies, I tested this prediction for the case of shared interests from different domains. I found converging evidence that people's rare compared with their common interests are especially potent to elicit interpersonal attraction. I discuss the current framework's theoretical implications for impression formation and impression management as well as its practical implications for improving online dating services.
SATA II - Stochastic Algebraic Topology and Applications
2017-01-30
AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications... Topology and Applications Continuation of, and associated with SATA: Stochastic Algebraic Topology and Applications FA8655-11-1-3039, 09/1/2011–08/31/2014
Stochastic deformation of a thermodynamic symplectic structure
Kazinski, P. O.
2008-01-01
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
On Lipschitzian quantum stochastic differential inclusions
International Nuclear Information System (INIS)
Ekhaguere, G.O.S.
1990-12-01
Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
The Robustness of Stochastic Switching Networks
Loh, Po-Ling; Zhou, Hongchao; Bruck, Jehoshua
2009-01-01
Many natural systems, including chemical and biological systems, can be modeled using stochastic switching circuits. These circuits consist of stochastic switches, called pswitches, which operate with a fixed probability of being open or closed. We study the effect caused by introducing an error of size ∈ to each pswitch in a stochastic circuit. We analyze two constructions – simple series-parallel and general series-parallel circuits – and prove that simple series-parallel circuits are robus...
Sequential neural models with stochastic layers
DEFF Research Database (Denmark)
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Stochastic Model Checking of the Stochastic Quality Calculus
DEFF Research Database (Denmark)
Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin
2015-01-01
The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...
Stochastic quantization of gravity and string fields
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)
Direct access inter-process shared memory
Brightwell, Ronald B; Pedretti, Kevin; Hudson, Trammell B
2013-10-22
A technique for directly sharing physical memory between processes executing on processor cores is described. The technique includes loading a plurality of processes into the physical memory for execution on a corresponding plurality of processor cores sharing the physical memory. An address space is mapped to each of the processes by populating a first entry in a top level virtual address table for each of the processes. The address space of each of the processes is cross-mapped into each of the processes by populating one or more subsequent entries of the top level virtual address table with the first entry in the top level virtual address table from other processes.
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.
2009-01-01
We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...
Universal algorithm of time sharing
International Nuclear Information System (INIS)
Silin, I.N.; Fedyun'kin, E.D.
1979-01-01
Timesharing system algorithm is proposed for the wide class of one- and multiprocessor computer configurations. Dynamical priority is the piece constant function of the channel characteristic and system time quantum. The interactive job quantum has variable length. Characteristic recurrent formula is received. The concept of the background job is introduced. Background job loads processor if high priority jobs are inactive. Background quality function is given on the base of the statistical data received in the timesharing process. Algorithm includes optimal trashing off procedure for the jobs replacements in the memory. Sharing of the system time in proportion to the external priorities is guaranteed for the all active enough computing channels (back-ground too). The fast answer is guaranteed for the interactive jobs, which use small time and memory. The external priority control is saved for the high level scheduler. The experience of the algorithm realization on the BESM-6 computer in JINR is discussed
Chimpanzees share forbidden fruit.
Directory of Open Access Journals (Sweden)
Kimberley J Hockings
2007-09-01
Full Text Available The sharing of wild plant foods is infrequent in chimpanzees, but in chimpanzee communities that engage in hunting, meat is frequently used as a 'social tool' for nurturing alliances and social bonds. Here we report the only recorded example of regular sharing of plant foods by unrelated, non-provisioned wild chimpanzees, and the contexts in which these sharing behaviours occur. From direct observations, adult chimpanzees at Bossou (Republic of Guinea, West Africa very rarely transferred wild plant foods. In contrast, they shared cultivated plant foods much more frequently (58 out of 59 food sharing events. Sharing primarily consists of adult males allowing reproductively cycling females to take food that they possess. We propose that hypotheses focussing on 'food-for-sex and -grooming' and 'showing-off' strategies plausibly account for observed sharing behaviours. A changing human-dominated landscape presents chimpanzees with fresh challenges, and our observations suggest that crop-raiding provides adult male chimpanzees at Bossou with highly desirable food commodities that may be traded for other currencies.
Gamp, Alexander
2013-01-01
We begin by giving a description of the radio-frequency generator-cavity-beam coupled system in terms of basic quantities. Taking beam loading and cavity detuning into account, expressions for the cavity impedance as seen by the generator and as seen by the beam are derived. Subsequently methods of beam-loading compensation by cavity detuning, radio-frequency feedback and feedforward are described. Examples of digital radio-frequency phase and amplitude control for the special case of superconducting cavities are also given. Finally, a dedicated phase loop for damping synchrotron oscillations is discussed.
International Nuclear Information System (INIS)
Gamp, Alexander
2013-01-01
We begin by giving a description of the radio-frequency generator-cavity-beam coupled system in terms of basic quantities. Taking beam loading and cavity detuning into account, expressions for the cavity impedance as seen by the generator and as seen by the beam are derived. Subsequently methods of beam-loading compensation by cavity detuning, radio-frequency feedback and feedforward are described. Examples of digital radio-frequency phase and amplitude control for the special case of superconducting cavities are also given. Finally, a dedicated phase loop for damping synchrotron oscillations is discussed. (author)
DEFF Research Database (Denmark)
He, Jing; Ravn, Susanne
2018-01-01
In his recent works on daily face-to-face encounters, Zahavi claims that the phenomenon of sharing involves reciprocity. Following Zahavi’s line of thought, we wonder what exactly reciprocity amounts to and how the shared experience emerges from the dynamic process of interaction. By turning...... to the highly specialized field of elite sports dance, we aim at exploring the way in which reciprocity unfolds in intensive deliberate practices of movement. In our analysis, we specifically argue that the ongoing dynamics of two separate flows of movement constitute a shared experience of dancing together...
Frederiksen, Linda; Nance, Heidi
2011-01-01
Written from a global perspective, this book reviews sharing of library resources on a global scale. With expanded discovery tools and massive digitization projects, the rich and extensive holdings of the world's libraries are more visible now than at any time in the past. Advanced communication and transmission technologies, along with improved international standards, present a means for the sharing of library resources around the globe. Despite these significant improvements, a number of challenges remain. Global Resource Sharing provides librarians and library managers with a comprehensive
The potential benefits of sharing data so outweigh its costs that investigators should be required to include plans for sharing data as part of their grant proposals, according to recommendations issued recently by the Committee on National Statistics (CNSTAT) of the National Research Council (NRC).In their report Sharing Research Data, CNSTAT also recommended that “Journals should give more emphasis to reports of secondary analyses and to replications,” provided that the original collections of data receive full credit. In addition, “Journal editors should require authors to provide access to data during the peer review process.”
Spectral representation in stochastic quantization
International Nuclear Information System (INIS)
Nakazato, Hiromichi.
1988-10-01
A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)
Stochastic modeling analysis and simulation
Nelson, Barry L
1995-01-01
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2012-01-01
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and
Excited states in stochastic electrodynamics
International Nuclear Information System (INIS)
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Stochastic mechanics of mixed states
International Nuclear Information System (INIS)
Jaekel, M.T.; Pignon, D.
1984-01-01
Nelson's stochastic interpretation of quantum mechanics is extended from the case of pure states to that of mixed states. It is shown that a pure probabilistic formalism, which applies the Newton-Nelson Law to the initial position and velocity distributions, does not reproduce the time evolution predicted by quantum mechanics. In order to recover the latter, a new notion must be introduced, that of pure quantum states, over which the mixture has to be decomposed, and which then satisfy the Newton-Nelson Law independently. (author)
Mathematical statistics and stochastic processes
Bosq, Denis
2013-01-01
Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2004-01-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction
Stochastic resonance for exploration geophysics
Omerbashich, Mensur
2008-01-01
Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines as well. The same as it is observed in natural systems, SR is used also for allowable SN enhancements at will. Here I report a proof of principle that SR can be useful in exploration geophysics. For this I perform high frequency GaussVanicek variance spectr...
Control of open end plasma flow utilizing orbital stochasticity
International Nuclear Information System (INIS)
Hojo, Hitoshi
1995-01-01
It has been known that the control of plasma outside the confinement region of diverter plasma and others in a magnetic field confinement device is very important for improveing the confinement of bulk plasma. The control of plasma outside a confinement region bears two roles, one is the reduction of the thermal load on a diverter plate and others due to the plasma particles lost from the confinement region, and another is the restriction of the back flow of cold plasma and impurities generated outside the confinement region to a bulk plasma region. In this study, the new method of controlling plasma outside a confinement region called magnetic diverter is considered. To the plasma particles advancing along magnetic force lines, the reflection and capture of the plasma particles occur in the region of orbital stochasticity, and the thermal load on an end plate and the reverse flow to a bulk plasma region are restricted. The numerical computation model used regarding the particle control utilizing the orbital stochasticity and the results of calculating the orbit of plasma particles in a magnetic field are reported. (K.I.)
MCdevelop - a universal framework for Stochastic Simulations
Slawinska, M.; Jadach, S.
2011-03-01
We present MCdevelop, a universal computer framework for developing and exploiting the wide class of Stochastic Simulations (SS) software. This powerful universal SS software development tool has been derived from a series of scientific projects for precision calculations in high energy physics (HEP), which feature a wide range of functionality in the SS software needed for advanced precision Quantum Field Theory calculations for the past LEP experiments and for the ongoing LHC experiments at CERN, Geneva. MCdevelop is a "spin-off" product of HEP to be exploited in other areas, while it will still serve to develop new SS software for HEP experiments. Typically SS involve independent generation of large sets of random "events", often requiring considerable CPU power. Since SS jobs usually do not share memory it makes them easy to parallelize. The efficient development, testing and running in parallel SS software requires a convenient framework to develop software source code, deploy and monitor batch jobs, merge and analyse results from multiple parallel jobs, even before the production runs are terminated. Throughout the years of development of stochastic simulations for HEP, a sophisticated framework featuring all the above mentioned functionality has been implemented. MCdevelop represents its latest version, written mostly in C++ (GNU compiler gcc). It uses Autotools to build binaries (optionally managed within the KDevelop 3.5.3 Integrated Development Environment (IDE)). It uses the open-source ROOT package for histogramming, graphics and the mechanism of persistency for the C++ objects. MCdevelop helps to run multiple parallel jobs on any computer cluster with NQS-type batch system. Program summaryProgram title:MCdevelop Catalogue identifier: AEHW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http
Van den Ende, D.; Almeida, P.M.R.; Dingemans, T.J.; Van der Zwaag, S.
2007-01-01
The invention relates to a load sensor comprising a polymer matrix and a piezo-ceramic material such as PZT, em not bedded in the polymer matrix, which together form a compos not ite, wherein the polymer matrix is a liquid crystalline resin, and wherein the piezo-ceramic material is a PZT powder
Csernus, Marilyn
Carbohydrate loading is a frequently used technique to improve performance by altering an athlete's diet. The objective is to increase glycogen stored in muscles for use in prolonged strenuous exercise. For two to three days, the athlete consumes a diet that is low in carbohydrates and high in fat and protein while continuing to exercise and…
Facilitating Knowledge Sharing
DEFF Research Database (Denmark)
Holdt Christensen, Peter
knowledge sharing is to ensure that the exchange is seen as equitable for the parties involved, and by viewing the problems of knowledge sharing as motivational problems situated in different organizational settings, the paper explores how knowledge exchange can be conceptualized as going on in four...... distinct situations of exchange denominated organizational exchange yielding extrinsic rewards, organizational exchange yielding intrinsic rewards, financial exchange, and social exchange. The paper argues that each situation of exchange has distinct assumptions about individual behaviour...... and the intermediaries regulating the exchange, and facilitating knowledge sharing should therefore be viewed as a continuum of practices under the influence of opportunistic behaviour, obedience or organizational citizenship behaviour. Keywords: Knowledge sharing, motivation, organizational settings, situations...
Sturgeon, Julie
2002-01-01
Describes how the University of Vermont and St. Michael's College in Burlington, Vermont cooperated to share a single card access system. Discusses the planning, financial, and marketplace advantages of the cooperation. (EV)
Ramayah, T; Yeap, Jasmine A L; Ignatius, Joshua
2014-04-01
There is a belief that academics tend to hold on tightly to their knowledge and intellectual resources. However, not much effort has been put into the creation of a valid and reliable instrument to measure knowledge sharing behavior among the academics. To apply and validate the Knowledge Sharing Behavior Scale (KSBS) as a measure of knowledge sharing behavior within the academic community. Respondents (N = 447) were academics from arts and science streams in 10 local, public universities in Malaysia. Data were collected using the 28-item KSBS that assessed four dimensions of knowledge sharing behavior namely written contributions, organizational communications, personal interactions, and communities of practice. The exploratory factor analysis showed that the items loaded on the dimension constructs that they were supposed to represent, thus proving construct validity. A within-factor analysis revealed that each set of items representing their intended dimension loaded on only one construct, therefore establishing convergent validity. All four dimensions were not perfectly correlated with each other or organizational citizenship behavior, thereby proving discriminant validity. However, all four dimensions correlated with organizational commitment, thus confirming predictive validity. Furthermore, all four factors correlated with both tacit and explicit sharing, which confirmed their concurrent validity. All measures also possessed sufficient reliability (α > .70). The KSBS is a valid and reliable instrument that can be used to formally assess the types of knowledge artifacts residing among academics and the degree of knowledge sharing in relation to those artifacts. © The Author(s) 2014.
Pricing Shared Appreciation Mortgages
Zhong, Yina
2006-01-01
This paper develops a model for the valuation of shared appreciation mortgage (SAM) and examines the effect of reduction in interest rate on the mortgage duration and share of property appreciation lender charges. The recent rise in SAM availability, as a result of some secondary market financial support and prerequisite standardization, motivates a more careful consideration of the underlying SAM value. The primary difference between the SAM model and the model for general traditional mor...
Maximilien Brice
2002-01-01
The library is launching a 'sharing resources@CERN' campaign, aiming to increase the library's utility by including the thousands of books bought by individual groups at CERN. This will improve sharing of information among CERN staff and users. Photo 01: L. to r. Eduardo Aldaz, from the PS division, Corrado Pettenati, Head Librarian, and Isabel Bejar, from the ST division, read their divisional copies of the same book.
Ali, Mudassar
2013-01-01
Masteroppgave i informasjons- og kommunikasjonsteknologi IKT590 2013 – Universitetet i Agder, Grimstad SharePoint is a web-based business collaboration platform from Microsoft which is very robust and dynamic in nature. The platform has been in the market for more than a decade and has been adapted by large number of organisations in the world. The platform has become larger in scale, richer in features and is improving consistently with every new version. However, SharePoint ...
Information partnerships--shared data, shared scale.
Konsynski, B R; McFarlan, F W
1990-01-01
How can one company gain access to another's resources or customers without merging ownership, management, or plotting a takeover? The answer is found in new information partnerships, enabling diverse companies to develop strategic coalitions through the sharing of data. The key to cooperation is a quantum improvement in the hardware and software supporting relational databases: new computer speeds, cheaper mass-storage devices, the proliferation of fiber-optic networks, and networking architectures. Information partnerships mean that companies can distribute the technological and financial exposure that comes with huge investments. For the customer's part, partnerships inevitably lead to greater simplification on the desktop and more common standards around which vendors have to compete. The most common types of partnership are: joint marketing partnerships, such as American Airline's award of frequent flyer miles to customers who use Citibank's credit card; intraindustry partnerships, such as the insurance value-added network service (which links insurance and casualty companies to independent agents); customer-supplier partnerships, such as Baxter Healthcare's electronic channel to hospitals for medical and other equipment; and IT vendor-driven partnerships, exemplified by ESAB (a European welding supplies and equipment company), whose expansion strategy was premised on a technology platform offered by an IT vendor. Partnerships that succeed have shared vision at the top, reciprocal skills in information technology, concrete plans for an early success, persistence in the development of usable information for all partners, coordination on business policy, and a new and imaginative business architecture.
Regulating the sharing economy
Directory of Open Access Journals (Sweden)
Kristofer Erickson
2016-06-01
Full Text Available In this introductory essay, we explore definitions of the ‘sharing economy’, a concept indicating both social (relational, communitarian and economic (allocative, profit-seeking aspects which appear to be in tension. We suggest combining the social and economic logics of the sharing economy to focus on the central features of network enabled, aggregated membership in a pool of offers and demands (for goods, services, creative expressions. This definition of the sharing economy distinguishes it from other related peer-to-peer and collaborative forms of production. Understanding the social and economic motivations for and implications of participating in the sharing economy is important to its regulation. Each of the papers in this special issue contributes to knowledge by linking the social and economic aspects of sharing economy practices to regulatory norms and mechanisms. We conclude this essay by suggesting future research to further clarify and render intelligible the sharing economy, not as a contradiction in terms but as an empirically observable realm of socio-economic activity.
Sensory optimization by stochastic tuning.
Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees
2013-10-01
Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.
Quantum noise and stochastic reduction
International Nuclear Information System (INIS)
Brody, Dorje C; Hughston, Lane P
2006-01-01
In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems
Stochastic geometry in PRIZMA code
International Nuclear Information System (INIS)
Malyshkin, G. N.; Kashaeva, E. A.; Mukhamadiev, R. F.
2007-01-01
The paper describes a method used to simulate radiation transport through random media - randomly placed grains in a matrix material. The method models the medium consequently from one grain crossed by particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes. Sort and size distributions of crossed grains were obtained and an algorithm was developed for sampling grain orientations and positions. Special consideration was given to medium modeling at the boundary of the stochastic region. The method was implemented in the universal 3D Monte Carlo code PRIZMA. The paper provides calculated results for a model problem where we determine volume fractions of modeled components crossed by particle trajectories. It also demonstrates the use of biased sampling techniques implemented in PRIZMA for solving a problem of deep penetration in model random media. Described are calculations for the spectral response of a capacitor dose detector whose anode was modeled with account for its stochastic structure. (authors)
Single-Molecule Stochastic Resonance
Directory of Open Access Journals (Sweden)
K. Hayashi
2012-08-01
Full Text Available Stochastic resonance (SR is a well-known phenomenon in dynamical systems. It consists of the amplification and optimization of the response of a system assisted by stochastic (random or probabilistic noise. Here we carry out the first experimental study of SR in single DNA hairpins which exhibit cooperatively transitions from folded to unfolded configurations under the action of an oscillating mechanical force applied with optical tweezers. By varying the frequency of the force oscillation, we investigate the folding and unfolding kinetics of DNA hairpins in a periodically driven bistable free-energy potential. We measure several SR quantifiers under varied conditions of the experimental setup such as trap stiffness and length of the molecular handles used for single-molecule manipulation. We find that a good quantifier of the SR is the signal-to-noise ratio (SNR of the spectral density of measured fluctuations in molecular extension of the DNA hairpins. The frequency dependence of the SNR exhibits a peak at a frequency value given by the resonance-matching condition. Finally, we carry out experiments on short hairpins that show how SR might be useful for enhancing the detection of conformational molecular transitions of low SNR.
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-05
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
The Owen Value of Stochastic Cooperative Game
Directory of Open Access Journals (Sweden)
Cheng-Guo E
2014-01-01
Full Text Available We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence and uniqueness.
Safety Analysis of Stochastic Dynamical Systems
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2015-01-01
This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...... that shows how the p-safe initial set is computed numerically....
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...
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-01
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
History-dependent stochastic Petri nets
Schonenberg, H.; Sidorova, N.; Aalst, van der W.M.P.; Hee, van K.M.; Pnueli, A.; Virbitskaite, I.; Voronkov, A.
2010-01-01
Stochastic Petri Nets are a useful and well-known tool for performance analysis. However, an implicit assumption in the different types of Stochastic Petri Nets is the Markov property. It is assumed that a choice in the Petri net only depends on the current state and not on earlier choices. For many
Stochasticity and transport in Hamiltonian systems
International Nuclear Information System (INIS)
MacKay, R.S.; Meiss, J.D.; Percival, I.C.
1983-08-01
The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime
Analytic stochastic regularization and gange invariance
International Nuclear Information System (INIS)
Abdalla, E.; Gomes, M.; Lima-Santos, A.
1986-05-01
A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt
Stochastic properties of the Friedman dynamical system
International Nuclear Information System (INIS)
Szydlowski, M.; Heller, M.; Golda, Z.
1985-01-01
Some mathematical aspects of the stochastic cosmology are discussed in the corresponding ordinary Friedman world models. In particulare, it is shown that if the strong and Lorentz energy conditions are known, or the potential function is given, or a stochastic measure is suitably defined then the structure of the phase plane of the Friedman dynamical system is determined. 11 refs., 2 figs. (author)
Optimal Control for Stochastic Delay Evolution Equations
Energy Technology Data Exchange (ETDEWEB)
Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)
2016-08-15
In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.
Stochastic quantization for the axial model
International Nuclear Information System (INIS)
Farina, C.; Montani, H.; Albuquerque, L.C.
1991-01-01
We use bosonization ideas to solve the axial model in the stochastic quantization framework. We obtain the fermion propagator of the theory decoupling directly the Langevin equation, instead of the Fokker-Planck equation. In the Appendix we calculate explicitly the anomalous divergence of the axial-vector current by using a regularization that does not break the Markovian character of the stochastic process
Consistent Stochastic Modelling of Meteocean Design Parameters
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Sterndorff, M. J.
2000-01-01
Consistent stochastic models of metocean design parameters and their directional dependencies are essential for reliability assessment of offshore structures. In this paper a stochastic model for the annual maximum values of the significant wave height, and the associated wind velocity, current...
On the stochastic stability of MHD equilibria
International Nuclear Information System (INIS)
Teichmann, J.
1979-07-01
The stochastic stability in the large of stationary equilibria of ideal and dissipative magnetohydrodynamics under the influence of stationary random fluctuations is studied using the direct Liapunov method. Sufficient and necessary conditions for stability of the linearized Euler-Lagrangian systems are given. The destabilizing effect of stochastic fluctuations is demonstrated. (orig.)
Numerical Simulation of the Heston Model under Stochastic Correlation
Directory of Open Access Journals (Sweden)
Long Teng
2017-12-01
Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.
International Nuclear Information System (INIS)
Rougé, Charles; Mathias, Jean-Denis; Deffuant, Guillaume
2014-01-01
The goal of this paper is twofold: (1) to show that time-variant reliability and a branch of control theory called stochastic viability address similar problems with different points of view, and (2) to demonstrate the relevance of concepts and methods from stochastic viability in reliability problems. On the one hand, reliability aims at evaluating the probability of failure of a system subjected to uncertainty and stochasticity. On the other hand, viability aims at maintaining a controlled dynamical system within a survival set. When the dynamical system is stochastic, this work shows that a viability problem belongs to a specific class of design and maintenance problems in time-variant reliability. Dynamic programming, which is used for solving Markovian stochastic viability problems, then yields the set of design states for which there exists a maintenance strategy which guarantees reliability with a confidence level β for a given period of time T. Besides, it leads to a straightforward computation of the date of the first outcrossing, informing on when the system is most likely to fail. We illustrate this approach with a simple example of population dynamics, including a case where load increases with time. - Highlights: • Time-variant reliability tools cannot devise complex maintenance strategies. • Stochastic viability is a control theory that computes a probability of failure. • Some design and maintenance problems are stochastic viability problems. • Used in viability, dynamic programming can find reliable maintenance actions. • Confronting reliability and control theories such as viability is promising
Modelling and application of stochastic processes
1986-01-01
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...
Stochastic spin-one massive field
International Nuclear Information System (INIS)
Lim, S.C.
1984-01-01
Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)
Turbulent response in a stochastic regime
International Nuclear Information System (INIS)
Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.
1981-06-01
The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations
Uncertain Buckling Load and Reliability of Columns with Uncertain Properties
DEFF Research Database (Denmark)
Köylüoglu, H. U.; Nielsen, Søren R. K.; Cakmak, A. S.
Continuous and finite element methods are utilized to determine the buckling load of columns with material and geometrical uncertainties considering deterministic, stochastic and interval models for the bending rigidity of columns. When the bending rigidity field is assumed to be deterministic, t....... for structural design, the lower bound is of crucial interest. The buckling load of fixed-free, simple-supported, pinned-fixed, fixed-fixed columns and a sample frame are calculated....
Calibration of Load Duration Factor k_{mod }
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Stang, Birgitte Friis Dela; Svensson, Staffan
and the stochastic models are formulated in accordance with the load models in the Danish structural codes, DS 409, and DS 410. three damage accumulation models are considered, namely Gerhards model, Barret & Foschi's model, and Foschi & Yao's model. The parameters in these moels are fitted using data relevant...
Sojourn time asymptotics in Processor Sharing queues with varying service rate
Egorova, R.; Mandjes, M.R.H.; Zwart, B.
2007-01-01
Abstract This paper addresses the sojourn time asymptotics for a GI/GI/⋅ queue operating under the Processor Sharing (PS) discipline with stochastically varying service rate. Our focus is on the logarithmic estimates of the tail of sojourn-time distribution, under the assumption that the job-size
Van den Ende, D.; Almeida, P.M.R.; Dingemans, T.J.; Van der Zwaag, S.
2007-01-01
The invention relates to a load sensor comprising a polymer matrix and a piezo-ceramic material such as PZT, em not bedded in the polymer matrix, which together form a compos not ite, wherein the polymer matrix is a liquid crystalline resin, and wherein the piezo-ceramic material is a PZT powder forming 30-60% by volume of the composite, and wherein the PZT powder forms 40-50% by volume of the composite.
Directory of Open Access Journals (Sweden)
Hanjing Lee
2017-01-01
Full Text Available Defects involving specialised areas with characteristic anatomical features, such as the nipple, upper eyelid, and lip, benefit greatly from the use of sharing procedures. The vulva, a complex 3-dimensional structure, can also be reconstructed through a sharing procedure drawing upon the contralateral vulva. In this report, we present the interesting case of a patient with chronic, massive, localised lymphedema of her left labia majora that was resected in 2011. Five years later, she presented with squamous cell carcinoma over the left vulva region, which is rarely associated with chronic lymphedema. To the best of our knowledge, our management of the radical vulvectomy defect with a labia majora sharing procedure is novel and has not been previously described. The labia major flap presented in this report is a shared flap; that is, a transposition flap based on the dorsal clitoral artery, which has consistent vascular anatomy, making this flap durable and reliable. This procedure epitomises the principle of replacing like with like, does not interfere with leg movement or patient positioning, has minimal donor site morbidity, and preserves other locoregional flap options for future reconstruction. One limitation is the need for a lax contralateral vulva. This labia majora sharing procedure is a viable option in carefully selected patients.
International Nuclear Information System (INIS)
Nikzad, Mehdi; Mozafari, Babak; Bashirvand, Mahdi; Solaymani, Soodabeh; Ranjbar, Ali Mohamad
2012-01-01
Recently in electricity markets, a massive focus has been made on setting up opportunities for participating demand side. Such opportunities, also known as demand response (DR) options, are triggered by either a grid reliability problem or high electricity prices. Two important challenges that market operators are facing are appropriate designing and reasonable pricing of DR options. In this paper, time-of-use program (TOU) as a prevalent time-varying program is modeled linearly based on own and cross elasticity definition. In order to decide on TOU rates, a stochastic model is proposed in which the optimum TOU rates are determined based on grid reliability index set by the operator. Expected Load Not Supplied (ELNS) is used to evaluate reliability of the power system in each hour. The proposed stochastic model is formulated as a two-stage stochastic mixed-integer linear programming (SMILP) problem and solved using CPLEX solver. The validity of the method is tested over the IEEE 24-bus test system. In this regard, the impact of the proposed pricing method on system load profile; operational costs and required capacity of up- and down-spinning reserve as well as improvement of load factor is demonstrated. Also the sensitivity of the results to elasticity coefficients is investigated. -- Highlights: ► Time-of-use demand response program is linearly modeled. ► A stochastic model is proposed to determine the optimum TOU rates based on ELNS index set by the operator. ► The model is formulated as a short-term two-stage stochastic mixed-integer linear programming problem.
Stochastic effects in hybrid inflation
Martin, Jérôme; Vennin, Vincent
2012-02-01
Hybrid inflation is a two-field model where inflation ends due to an instability. In the neighborhood of the instability point, the potential is very flat and the quantum fluctuations dominate over the classical motion of the inflaton and waterfall fields. In this article, we study this regime in the framework of stochastic inflation. We numerically solve the two coupled Langevin equations controlling the evolution of the fields and compute the probability distributions of the total number of e-folds and of the inflation exit point. Then, we discuss the physical consequences of our results, in particular, the question of how the quantum diffusion can affect the observable predictions of hybrid inflation.
Stochastic incompleteness of quantum mechanics
International Nuclear Information System (INIS)
Suppes, P.; Zanotti, M.
1976-01-01
This article brings out in as conceptually clear terms as possible what seems to be a major incompleteness in the probability theory of particles offered by classical quantum mechanics. The exact nature of this incompleteness is illustrated by consideration of some simple quantum-mechanical examples. In addition, these examples are contrasted with the fundamental assumptions of Brownian motion in classical physics on the one hand, and with a controversey of a deecade ago in mathematical physchology. The central claim is that clasical quantum mechanics is radically incomplete in its probabilistic account of the motion of particles. In the last part of the article the time-dependent joint distribution of position and momentum of the linear harmonic oscillator is derived, and it is shown how the apparently physically paradoxical statistical independence of position and momentum has a natural explanation. The explanation is given within the framework of the non-quantum-mechanical stochastic theory constructed for such oscillators. (Auth.)