Search results for: stochastic optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2080

Search results for: stochastic optimization

2080 Non-Stationary Stochastic Optimization of an Oscillating Water Column

Authors: María L. Jalón, Feargal Brennan

Abstract:

A non-stationary stochastic optimization methodology is applied to an OWC (oscillating water column) to find the design that maximizes the wave energy extraction. Different temporal cycles are considered to represent the long-term variability of the wave climate at the site in the optimization problem. The results of the non-stationary stochastic optimization problem are compared against those obtained by a stationary stochastic optimization problem. The comparative analysis reveals that the proposed non-stationary optimization provides designs with a better fit to reality. However, the stationarity assumption can be adequate when looking at averaged system response.

Keywords: Non-stationary stochastic optimization, oscillating water column, temporal variability, wave energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1380
2079 Optimal Production and Maintenance Policy for a Partially Observable Production System with Stochastic Demand

Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 833
2078 Dynamic Slope Scaling Procedure for Stochastic Integer Programming Problem

Authors: Takayuki Shiina

Abstract:

Mathematical programming has been applied to various problems. For many actual problems, the assumption that the parameters involved are deterministic known data is often unjustified. In such cases, these data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under uncertainty involves potential risk. Stochastic programming is a commonly used method for optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. In this study, we consider a stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure for solving this problem is developed by using a property of the expected recourse function. Numerical experiments demonstrate that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

Keywords: stochastic programming problem with recourse, simple integer recourse, dynamic slope scaling procedure

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1617
2077 Constrained Particle Swarm Optimization of Supply Chains

Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2075
2076 Choosing Search Algorithms in Bayesian Optimization Algorithm

Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1700
2075 Increasing Performance of Autopilot Guided Small Unmanned Helicopter

Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

Abstract:

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: Small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1638
2074 Generation Scheduling Optimization of Multi-Hydroplants: A Case Study

Authors: Shuangquan Liu, Jinwen Wang, Dada Wang

Abstract:

A case study of the generation scheduling optimization of the multi-hydroplants on the Yuan River Basin in China is reported in this paper. Concerning the uncertainty of the inflows, the long/mid-term generation scheduling (LMTGS) problem is solved by a stochastic model in which the inflows are considered as stochastic variables. For the short-term generation scheduling (STGS) problem, a constraint violation priority is defined in case not all constraints are satisfied. Provided the stage-wise separable condition and low dimensions, the hydroplant-based operational region schedules (HBORS) problem is solved by dynamic programming (DP). The coordination of LMTGS and STGS is presented as well. The feasibility and the effectiveness of the models and solution methods are verified by the numerical results.

Keywords: generation scheduling, multi-hydroplants, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1551
2073 Transmission Lines Loading Enhancement Using ADPSO Approach

Authors: M. Mahdavi, H. Monsef, A. Bagheri

Abstract:

Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.

Keywords: ADPSO, TEP problem, Lines loading optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1619
2072 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 913
2071 Mathematical Programming Models for Portfolio Optimization Problem: A Review

Authors: M. Mokhtar, A. Shuib, D. Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6573
2070 An Engineering Approach to Forecast Volatility of Financial Indices

Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1631
2069 Optimization of Communication Protocols by stochastic Delay Mechanisms

Authors: J. Levendovszky, I. Koncz, P. Boros

Abstract:

The paper is concerned with developing stochastic delay mechanisms for efficient multicast protocols and for smooth mobile handover processes which are capable of preserving a given Quality of Service (QoS). In both applications the participating entities (receiver nodes or subscribers) sample a stochastic timer and generate load after a random delay. In this way, the load on the networking resources is evenly distributed which helps to maintain QoS communication. The optimal timer distributions have been sought in different p.d.f. families (e.g. exponential, power law and radial basis function) and the optimal parameter have been found in a recursive manner. Detailed simulations have demonstrated the improvement in performance both in the case of multicast and mobile handover applications.

Keywords: Multicast communication, stochactic delay mechanisms.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1549
2068 A Direct Probabilistic Optimization Method for Constrained Optimal Control Problem

Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad

Abstract:

A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.

Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696
2067 A Bi-Objective Stochastic Mathematical Model for Agricultural Supply Chain Network

Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

Abstract:

Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1004
2066 Calculation of Reorder Point Level under Stochastic Parameters: A Case Study in Healthcare Area

Authors: Serap Akcan, Ali Kokangul

Abstract:

We consider a single-echelon, single-item inventory system where both demand and lead-time are stochastic. Continuous review policy is used to control the inventory system. The objective is to calculate the reorder point level under stochastic parameters. A case study is presented in Neonatal Intensive Care Unit.

Keywords: Inventory control system, reorder point level, stochastic demand, stochastic lead time

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3536
2065 A Multi-Objective Model for Supply Chain Network Design under Stochastic Demand

Authors: F. Alborzi, H. Vafaei, M.H. Gholami, M.M. S. Esfahani

Abstract:

In this article, the design of a Supply Chain Network (SCN) consisting of several suppliers, production plants, distribution centers and retailers, is considered. Demands of retailers are considered stochastic parameters, so we generate amounts of data via simulation to extract a few demand scenarios. Then a mixed integer two-stage programming model is developed to optimize simultaneously two objectives: (1) minimization the fixed and variable cost, (2) maximization the service level. A weighting method is utilized to solve this two objective problem and a numerical example is made to show the performance of the model.

Keywords: Mixed Integer Programming, Multi-objective Optimization, Stochastic Demand, Supply Chain Design, Two Stage Programming

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2322
2064 A Robust Optimization Model for the Single-Depot Capacitated Location-Routing Problem

Authors: Abdolsalam Ghaderi

Abstract:

In this paper, the single-depot capacitated location-routing problem under uncertainty is presented. The problem aims to find the optimal location of a single depot and the routing of vehicles to serve the customers when the parameters may change under different circumstances. This problem has many applications, especially in the area of supply chain management and distribution systems. To get closer to real-world situations, travel time of vehicles, the fixed cost of vehicles usage and customers’ demand are considered as a source of uncertainty. A combined approach including robust optimization and stochastic programming was presented to deal with the uncertainty in the problem at hand. For this purpose, a mixed integer programming model is developed and a heuristic algorithm based on Variable Neighborhood Search(VNS) is presented to solve the model. Finally, the computational results are presented and future research directions are discussed.

Keywords: Location-routing problem, robust optimization, Stochastic Programming, variable neighborhood search.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 756
2063 Comparative Study of Ant Colony and Genetic Algorithms for VLSI Circuit Partitioning

Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

Abstract:

This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2249
2062 Stochastic Learning Algorithms for Modeling Human Category Learning

Authors: Toshihiko Matsuka, James E. Corter

Abstract:

Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.

Keywords: category learning, cognitive modeling, radial basis function, stochastic optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1629
2061 Stochastic Estimation of Cavity Flowfield

Authors: Yin Yin Pey, Leok Poh Chua, Wei Long Siauw

Abstract:

Linear stochastic estimation and quadratic stochastic estimation techniques were applied to estimate the entire velocity flow-field of an open cavity with a length to depth ratio of 2. The estimations were done through the use of instantaneous velocity magnitude as estimators. These measurements were obtained by Particle Image Velocimetry. The predicted flow was compared against the original flow-field in terms of the Reynolds stresses and turbulent kinetic energy. Quadratic stochastic estimation proved to be more superior than linear stochastic estimation in resolving the shear layer flow. When the velocity fluctuations were scaled up in the quadratic estimate, both the time-averaged quantities and the instantaneous cavity flow can be predicted to a rather accurate extent.

Keywords: Open cavity, Particle Image Velocimetry, Stochastic estimation, Turbulent kinetic energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1716
2060 Stochastic Programming Model for Power Generation

Authors: Takayuki Shiina

Abstract:

We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. The L-shaped algorithm to solve the problem is proposed.

Keywords: electric power capacity expansion problem, integerprogramming, L-shaped method, stochastic programming

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1826
2059 An Evaluation of Algorithms for Single-Echo Biosonar Target Classification

Authors: Turgay Temel, John Hallam

Abstract:

A recent neurospiking coding scheme for feature extraction from biosonar echoes of various plants is examined with avariety of stochastic classifiers. Feature vectors derived are employedin well-known stochastic classifiers, including nearest-neighborhood,single Gaussian and a Gaussian mixture with EM optimization.Classifiers' performances are evaluated by using cross-validation and bootstrapping techniques. It is shown that the various classifers perform equivalently and that the modified preprocessing configuration yields considerably improved results.

Keywords: Classification, neuro-spike coding, non-parametricmodel, parametric model, Gaussian mixture, EM algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1671
2058 Stochastic Scheduling to Minimize Expected Lateness in Multiple Identical Machines

Authors: Ghulam Zakria, Zailin Guan , Yasser Riaz Awan, Wan Lizhi

Abstract:

There are many real world problems in which parameters like the arrival time of new jobs, failure of resources, and completion time of jobs change continuously. This paper tackles the problem of scheduling jobs with random due dates on multiple identical machines in a stochastic environment. First to assign jobs to different machine centers LPT scheduling methods have been used, after that the particular sequence of jobs to be processed on the machine have been found using simple stochastic techniques. The performance parameter under consideration has been the maximum lateness concerning the stochastic due dates which are independent and exponentially distributed. At the end a relevant problem has been solved using the techniques in the paper..

Keywords: Quantity Production Flow Shop, LPT Scheduling, Stochastic Scheduling, Maximum Lateness, Random Due Dates

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1394
2057 Profit Optimization for Solar Plant Electricity Production

Authors: Fl. Loury, P. Sablonière

Abstract:

In this paper a stochastic scenario-based model predictive control applied to molten salt storage systems in concentrated solar tower power plant is presented. The main goal of this study is to build up a tool to analyze current and expected future resources for evaluating the weekly power to be advertised on electricity secondary market. This tool will allow plant operator to maximize profits while hedging the impact on the system of stochastic variables such as resources or sunlight shortage.

Solving the problem first requires a mixed logic dynamic modeling of the plant. The two stochastic variables, respectively the sunlight incoming energy and electricity demands from secondary market, are modeled by least square regression. Robustness is achieved by drawing a certain number of random variables realizations and applying the most restrictive one to the system. This scenario approach control technique provides the plant operator a confidence interval containing a given percentage of possible stochastic variable realizations in such a way that robust control is always achieved within its bounds. The results obtained from many trajectory simulations show the existence of a ‘’reliable’’ interval, which experimentally confirms the algorithm robustness.

Keywords: Molten Salt Storage System, Concentrated Solar Tower Power Plant, Robust Stochastic Model Predictive Control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1926
2056 Comparison of Reliability Systems Based Uncertainty

Authors: A. Aissani, H. Benaoudia

Abstract:

Stochastic comparison has been an important direction of research in various area. This can be done by the use of the notion of stochastic ordering which gives qualitatitive rather than purely quantitative estimation of the system under study. In this paper we present applications of comparison based uncertainty related to entropy in Reliability analysis, for example to design better systems. These results can be used as a priori information in simulation studies.

Keywords: Uncertainty, Stochastic comparison, Reliability, serie's system, imperfect repair.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1255
2055 On Diffusion Approximation of Discrete Markov Dynamical Systems

Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1579
2054 The Strict Stability of Impulsive Stochastic Functional Differential Equations with Markovian Switching

Authors: Dezhi Liu Guiyuan Yang Wei Zhang

Abstract:

Strict stability can present the rate of decay of the solution, so more and more investigators are beginning to study the topic and some results have been obtained. However, there are few results about strict stability of stochastic differential equations. In this paper, using Lyapunov functions and Razumikhin technique, we have gotten some criteria for the strict stability of impulsive stochastic functional differential equations with markovian switching.

Keywords: Impulsive; Stochastic functional differential equation; Strict stability; Razumikhin technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1289
2053 Mean Square Stability of Impulsive Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps

Authors: Dezhi Liu

Abstract:

In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalized in the remarks.

Keywords: Impulsive, stochastic, delay, Markovian switching, Poisson jumps, mean square stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1562
2052 Segmentation of Noisy Digital Images with Stochastic Gradient Kernel

Authors: Abhishek Neogi, Jayesh Verma, Pinaki Pratim Acharjya

Abstract:

Image segmentation and edge detection is a fundamental section in image processing. In case of noisy images Edge Detection is very less effective if we use conventional Spatial Filters like Sobel, Prewitt, LOG, Laplacian etc. To overcome this problem we have proposed the use of Stochastic Gradient Mask instead of Spatial Filters for generating gradient images. The present study has shown that the resultant images obtained by applying Stochastic Gradient Masks appear to be much clearer and sharper as per Edge detection is considered.

Keywords: Image segmentation, edge Detection, noisy images, spatialfilters, stochastic gradient kernel.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1521
2051 Noise Analysis of Single-Ended Input Differential Amplifier using Stochastic Differential Equation

Authors: Tarun Kumar Rawat, Abhirup Lahiri, Ashish Gupta

Abstract:

In this paper, we analyze the effect of noise in a single- ended input differential amplifier working at high frequencies. Both extrinsic and intrinsic noise are analyzed using time domain method employing techniques from stochastic calculus. Stochastic differential equations are used to obtain autocorrelation functions of the output noise voltage and other solution statistics like mean and variance. The analysis leads to important design implications and suggests changes in the device parameters for improved noise characteristics of the differential amplifier.

Keywords: Single-ended input differential amplifier, Noise, stochastic differential equation, mean and variance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1724