Search results for: Stochastic Algorithm
3609 PTH Moment Exponential Stability of Stochastic Recurrent Neural Networks with Distributed Delays
Authors: Zixin Liu, Jianjun Jiao Wanping Bai
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In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.
Keywords: Stochastic recurrent neural networks, pth moment exponential stability, distributed time delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12543608 A Computational Stochastic Modeling Formalism for Biological Networks
Authors: Werner Sandmann, Verena Wolf
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Stochastic models of biological networks are well established in systems biology, where the computational treatment of such models is often focused on the solution of the so-called chemical master equation via stochastic simulation algorithms. In contrast to this, the development of storage-efficient model representations that are directly suitable for computer implementation has received significantly less attention. Instead, a model is usually described in terms of a stochastic process or a "higher-level paradigm" with graphical representation such as e.g. a stochastic Petri net. A serious problem then arises due to the exponential growth of the model-s state space which is in fact a main reason for the popularity of stochastic simulation since simulation suffers less from the state space explosion than non-simulative numerical solution techniques. In this paper we present transition class models for the representation of biological network models, a compact mathematical formalism that circumvents state space explosion. Transition class models can also serve as an interface between different higher level modeling paradigms, stochastic processes and the implementation coded in a programming language. Besides, the compact model representation provides the opportunity to apply non-simulative solution techniques thereby preserving the possible use of stochastic simulation. Illustrative examples of transition class representations are given for an enzyme-catalyzed substrate conversion and a part of the bacteriophage λ lysis/lysogeny pathway.
Keywords: Computational Modeling, Biological Networks, Stochastic Models, Markov Chains, Transition Class Models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15793607 Passivity Analysis of Stochastic Neural Networks With Multiple Time Delays
Authors: Biao Qin, Jin Huang, Jiaojiao Ren, Wei Kang
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This paper deals with the problem of passivity analysis for stochastic neural networks with leakage, discrete and distributed delays. By using delay partitioning technique, free weighting matrix method and stochastic analysis technique, several sufficient conditions for the passivity of the addressed neural networks are established in terms of linear matrix inequalities (LMIs), in which both the time-delay and its time derivative can be fully considered. A numerical example is given to show the usefulness and effectiveness of the obtained results.
Keywords: Passivity, Stochastic neural networks, Multiple time delays, Linear matrix inequalities (LMIs).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17033606 Existence of Solution of Nonlinear Second Order Neutral Stochastic Differential Inclusions with Infinite Delay
Authors: Yong Li
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The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.
Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16043605 Formulating the Stochastic Finite Elements for Free Vibration Analysis of Plates with Variable Elastic Modulus
Authors: Mojtaba Aghamiri Esfahani, Mohammad Karkon, Seyed Majid Hosseini Nezhad, Reza Hosseini-Ara
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In this study, the effect of uncertainty in elastic modulus of a plate on free vibration response is investigated. For this purpose, the elastic modulus of the plate is modeled as stochastic variable with normal distribution. Moreover, the distance autocorrelation function is used for stochastic field. Then, by applying the finite element method and Monte Carlo simulation, stochastic finite element relations are extracted. Finally, with a numerical test, the effect of uncertainty in the elastic modulus on free vibration response of a plate is studied. The results show that the effect of uncertainty in elastic modulus of the plate cannot play an important role on the free vibration response.
Keywords: Stochastic finite elements, plate bending, free vibration, Monte Carlo, Neumann expansion method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16923604 Stochastic Comparisons of Heterogeneous Samples with Homogeneous Exponential Samples
Authors: Nitin Gupta, Rakesh Kumar Bajaj
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In the present communication, stochastic comparison of a series (parallel) system having heterogeneous components with random lifetimes and series (parallel) system having homogeneous exponential components with random lifetimes has been studied. Further, conditions under which such a comparison is possible has been established.Keywords: Exponential distribution, Order statistics, Star ordering, Stochastic ordering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15643603 Segmenting Ultrasound B-Mode Images Using RiIG Distributions and Stochastic Optimization
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In this paper, we propose a novel algorithm for delineating the endocardial wall from a human heart ultrasound scan. We assume that the gray levels in the ultrasound images are independent and identically distributed random variables with different Rician Inverse Gaussian (RiIG) distributions. Both synthetic and real clinical data will be used for testing the algorithm. Algorithm performance will be evaluated using the expert radiologist evaluation of a soft copy of an ultrasound scan during the scanning process and secondly, doctor’s conclusion after going through a printed copy of the same scan. Successful implementation of this algorithm should make it possible to differentiate normal from abnormal soft tissue and help disease identification, what stage the disease is in and how best to treat the patient. We hope that an automated system that uses this algorithm will be useful in public hospitals especially in Third World countries where problems such as shortage of skilled radiologists and shortage of ultrasound machines are common. These public hospitals are usually the first and last stop for most patients in these countries.
Keywords: Endorcardial Wall, Rician Inverse Distributions, Segmentation, Ultrasound Images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15733602 Optimal Path Planning under Priori Information in Stochastic, Time-varying Networks
Authors: Siliang Wang, Minghui Wang, Jun Hu
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A novel path planning approach is presented to solve optimal path in stochastic, time-varying networks under priori traffic information. Most existing studies make use of dynamic programming to find optimal path. However, those methods are proved to be unable to obtain global optimal value, moreover, how to design efficient algorithms is also another challenge. This paper employs a decision theoretic framework for defining optimal path: for a given source S and destination D in urban transit network, we seek an S - D path of lowest expected travel time where its link travel times are discrete random variables. To solve deficiency caused by the methods of dynamic programming, such as curse of dimensionality and violation of optimal principle, an integer programming model is built to realize assignment of discrete travel time variables to arcs. Simultaneously, pruning techniques are also applied to reduce computation complexity in the algorithm. The final experiments show the feasibility of the novel approach.Keywords: pruning method, stochastic, time-varying networks, optimal path planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18543601 Stability Analysis of Impulsive Stochastic Fuzzy Cellular Neural Networks with Time-varying Delays and Reaction-diffusion Terms
Authors: Xinhua Zhang, Kelin Li
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In this paper, the problem of stability analysis for a class of impulsive stochastic fuzzy neural networks with timevarying delays and reaction-diffusion is considered. By utilizing suitable Lyapunov-Krasovskii funcational, the inequality technique and stochastic analysis technique, some sufficient conditions ensuring global exponential stability of equilibrium point for impulsive stochastic fuzzy cellular neural networks with time-varying delays and diffusion are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of fuzzy neural networks. An example is given to show the effectiveness of the obtained results.
Keywords: Exponential stability, stochastic fuzzy cellular neural networks, time-varying delays, impulses, reaction-diffusion terms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13823600 Mean Square Exponential Synchronization of Stochastic Neutral Type Chaotic Neural Networks with Mixed Delay
Authors: Zixin Liu, Huawei Yang, Fangwei Chen
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This paper studies the mean square exponential synchronization problem of a class of stochastic neutral type chaotic neural networks with mixed delay. On the Basis of Lyapunov stability theory, some sufficient conditions ensuring the mean square exponential synchronization of two identical chaotic neural networks are obtained by using stochastic analysis and inequality technique. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. The feedback controller used in this paper is more general than those used in previous literatures. One simulation example is presented to demonstrate the effectiveness of the derived results.
Keywords: Exponential synchronization, stochastic analysis, chaotic neural networks, neutral type system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15583599 Stochastic Mixed 0-1 Integer Programming Applied to International Transportation Problems under Uncertainty
Authors: Y. Wu
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Today-s business has inevitably been set in the global supply chain management environment. International transportation has never played such an important role in the global supply chain network, because movement of shipments from one country to another tends to be more frequent than ever before. This paper studies international transportation problems experienced by an international transportation company. Because of the limited fleet capacity, the transportation company has to hire additional trucks from two countries in advance. However, customer-s shipment information is uncertain, and decisions have to be made before accurate information can be obtained. This paper proposes a stochastic mixed 0-1 programming model to solve the international transportation problems under uncertain demand. A series of experiments demonstrate the effectiveness of the proposed stochastic model.
Keywords: Global supply chain management, international transportation, stochastic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16203598 A New Application of Stochastic Transformation
Authors: Nilar Win Kyaw
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In cryptography, confusion and diffusion are very important to get confidentiality and privacy of message in block ciphers and stream ciphers. There are two types of network to provide confusion and diffusion properties of message in block ciphers. They are Substitution- Permutation network (S-P network), and Feistel network. NLFS (Non-Linear feedback stream cipher) is a fast and secure stream cipher for software application. NLFS have two modes basic mode that is synchronous mode and self synchronous mode. Real random numbers are non-deterministic. R-box (random box) based on the dynamic properties and it performs the stochastic transformation of data that can be used effectively meet the challenges of information is protected from international destructive impacts. In this paper, a new implementation of stochastic transformation will be proposed.Keywords: S-P network, Feistel network, R-block, stochastic transformation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15133597 Stability of Stochastic Model Predictive Control for Schrödinger Equation with Finite Approximation
Authors: Tomoaki Hashimoto
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Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.Keywords: Optimal control, stochastic systems, quantum systems, stabilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23553596 TS Fuzzy Controller to Stochastic Systems
Authors: Joabe Silva, Ginalber Serra
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This paper proposes the analysis and design of robust fuzzy control to Stochastic Parametrics Uncertaint Linear systems. This system type to be controlled is partitioned into several linear sub-models, in terms of transfer function, forming a convex polytope, similar to LPV (Linear Parameters Varying) system. Once defined the linear sub-models of the plant, these are organized into fuzzy Takagi- Sugeno (TS) structure. From the Parallel Distributed Compensation (PDC) strategy, a mathematical formulation is defined in the frequency domain, based on the gain and phase margins specifications, to obtain robust PI sub-controllers in accordance to the Takagi- Sugeno fuzzy model of the plant. The main results of the paper are based on the robust stability conditions with the proposal of one Axiom and two Theorems.Keywords: Fuzzy Systems; Robust Stability, Stochastic Control, Stochastic Process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16983595 New PTH Moment Stable Criteria of Stochastic Neural Networks
Authors: Zixin Liu, Huawei Yang, Fangwei Chen
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In this paper, the issue of pth moment stability of a class of stochastic neural networks with mixed delays is investigated. By establishing two integro-differential inequalities, some new sufficient conditions ensuring pth moment exponential stability are obtained. Compared with some previous publications, our results generalize some earlier works reported in the literature, and remove some strict constraints of time delays and kernel functions. Two numerical examples are presented to illustrate the validity of the main results.
Keywords: Neural networks, stochastic, PTH moment stable, time varying delays, distributed delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14703594 Exponential Stability of Numerical Solutions to Stochastic Age-Dependent Population Equations with Poisson Jumps
Authors: Mao Wei
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The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.
Keywords: Stochastic age-dependent population equations, poisson random measures, numerical solutions, exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13813593 A Study on Stochastic Integral Associated with Catastrophes
Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan
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We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).
Keywords: Stochastic integrals, single–server queue model, catastrophes, busy period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8003592 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy
Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro
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In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.
Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8323591 A General Stochastic Spatial MIMO Channel Model for Evaluating Various MIMO Techniques
Authors: Fang Shu, Li Lihua, Zhang Ping
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A general stochastic spatial MIMO channel model is proposed for evaluating various MIMO techniques in this paper. It can generate MIMO channels complying with various MIMO configurations such as smart antenna, spatial diversity and spatial multiplexing. The modeling method produces the stochastic fading involving delay spread, Doppler spread, DOA (direction of arrival), AS (angle spread), PAS (power azimuth Spectrum) of the scatterers, antenna spacing and the wavelength. It can be applied in various MIMO technique researches flexibly with low computing complexity.Keywords: MIMO channel, Spatial Correlation, DOA, AS, PAS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16783590 Optimized Detection in Multi-Antenna System using Particle Swarm Algorithm
Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah
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In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15053589 An Optimal Algorithm for Finding (r, Q) Policy in a Price-Dependent Order Quantity Inventory System with Soft Budget Constraint
Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad
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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (r, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (r, Q) policy which minimizes the expected system costs.Keywords: (r, Q) policy, Stochastic demand, backorders, limited resource, quantity discounts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18623588 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5843587 A Discrete Filtering Algorithm for Impulse Wave Parameter Estimation
Authors: Khaled M. EL-Naggar
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This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18493586 Sparsity-Aware Affine Projection Algorithm for System Identification
Authors: Young-Seok Choi
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This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15553585 Modelling of Electron States in Quantum -Wire Systems - Influence of Stochastic Effects on the Confining Potential
Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen
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In this work, we address theoretically the influence of red and white Gaussian noise for electronic energies and eigenstates of cylindrically shaped quantum dots. The stochastic effect can be imagined as resulting from crystal-growth statistical fluctuations in the quantum-dot material composition. In particular we obtain analytical expressions for the eigenvalue shifts and electronic envelope functions in the k . p formalism due to stochastic variations in the confining band-edge potential. It is shown that white noise in the band-edge potential leaves electronic properties almost unaffected while red noise may lead to changes in state energies and envelopefunction amplitudes of several percentages. In the latter case, the ensemble-averaged envelope function decays as a function of distance. It is also shown that, in a stochastic system, constant ensembleaveraged envelope functions are the only bounded solutions for the infinite quantum-wire problem and the energy spectrum is completely discrete. In other words, the infinite stochastic quantum wire behaves, ensemble-averaged, as an atom.
Keywords: cylindrical quantum dots, electronic eigen energies, red and white Gaussian noise, ensemble averaging effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15303584 Interstate Comparison of Environmental Performance using Stochastic Frontier Analysis: The United States Case Study
Authors: Alexander Y. Vaninsky
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Environmental performance of the U.S. States is investigated for the period of 1990 – 2007 using Stochastic Frontier Analysis (SFA). The SFA accounts for both efficiency measure and stochastic noise affecting a frontier. The frontier is formed using indicators of GDP, energy consumption, population, and CO2 emissions. For comparability, all indicators are expressed as ratios to total. Statistical information of the Energy Information Agency of the United States is used. Obtained results reveal the bell - shaped dynamics of environmental efficiency scores. The average efficiency scores rise from 97.6% in 1990 to 99.6% in 1999, and then fall to 98.4% in 2007. The main factor is insufficient decrease in the rate of growth of CO2 emissions with regards to the growth of GDP, population and energy consumption. Data for 2008 following the research period allow for an assumption that the environmental performance of the U.S. States has improved in the last years.
Keywords: Stochastic frontier analysis, environmental performance, interstate comparisons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17093583 Surrogate based Evolutionary Algorithm for Design Optimization
Authors: Maumita Bhattacharya
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Optimization is often a critical issue for most system design problems. Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, finding optimal solution to complex high dimensional, multimodal problems often require highly computationally expensive function evaluations and hence are practically prohibitive. The Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model presented in our earlier work [14] reduced computation time by controlled use of meta-models to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the meta-model are generated from a single uniform model. Situations like model formation involving variable input dimensions and noisy data certainly can not be covered by this assumption. In this paper we present an enhanced version of DAFHEA that incorporates a multiple-model based learning approach for the SVM approximator. DAFHEA-II (the enhanced version of the DAFHEA framework) also overcomes the high computational expense involved with additional clustering requirements of the original DAFHEA framework. The proposed framework has been tested on several benchmark functions and the empirical results illustrate the advantages of the proposed technique.Keywords: Evolutionary algorithm, Fitness function, Optimization, Meta-model, Stochastic method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15763582 Properties of a Stochastic Predator-Prey System with Holling II Functional Response
Authors: Xianqing Liu, Shouming Zhong, Fuli Zhong, Zijian Liu
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In this paper, a stochastic predator-prey system with Holling II functional response is studied. First, we show that there is a unique positive solution to the system for any given positive initial value. Then, stochastically bounded of the positive solution to the stochastic system is derived. Moreover, sufficient conditions for global asymptotic stability are also established. In the end, some simulation figures are carried out to support the analytical findings.
Keywords: stochastically bounded, global stability, Holling II functional response, white noise, Markovian switching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15853581 An Optimal Unsupervised Satellite image Segmentation Approach Based on Pearson System and k-Means Clustering Algorithm Initialization
Authors: Ahmed Rekik, Mourad Zribi, Ahmed Ben Hamida, Mohamed Benjelloun
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This paper presents an optimal and unsupervised satellite image segmentation approach based on Pearson system and k-Means Clustering Algorithm Initialization. Such method could be considered as original by the fact that it utilised K-Means clustering algorithm for an optimal initialisation of image class number on one hand and it exploited Pearson system for an optimal statistical distributions- affectation of each considered class on the other hand. Satellite image exploitation requires the use of different approaches, especially those founded on the unsupervised statistical segmentation principle. Such approaches necessitate definition of several parameters like image class number, class variables- estimation and generalised mixture distributions. Use of statistical images- attributes assured convincing and promoting results under the condition of having an optimal initialisation step with appropriated statistical distributions- affectation. Pearson system associated with a k-means clustering algorithm and Stochastic Expectation-Maximization 'SEM' algorithm could be adapted to such problem. For each image-s class, Pearson system attributes one distribution type according to different parameters and especially the Skewness 'β1' and the kurtosis 'β2'. The different adapted algorithms, K-Means clustering algorithm, SEM algorithm and Pearson system algorithm, are then applied to satellite image segmentation problem. Efficiency of those combined algorithms was firstly validated with the Mean Quadratic Error 'MQE' evaluation, and secondly with visual inspection along several comparisons of these unsupervised images- segmentation.
Keywords: Unsupervised classification, Pearson system, Satellite image, Segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20403580 Optimization of Communication Protocols by stochastic Delay Mechanisms
Authors: J. Levendovszky, I. Koncz, P. Boros
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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