Search results for: Stochastic ordering.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 333

Search results for: Stochastic ordering.

183 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization

Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints, random dither quantization.

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182 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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181 Gaits Stability Analysis for a Pneumatic Quadruped Robot Using Reinforcement Learning

Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

Abstract:

Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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180 The Performance of Alternating Top-Bottom Strategy for Successive Over Relaxation Scheme on Two Dimensional Boundary Value Problem

Authors: M. K. Hasan, Y. H. Ng, J. Sulaiman

Abstract:

This paper present the implementation of a new ordering strategy on Successive Overrelaxation scheme on two dimensional boundary value problems. The strategy involve two directions alternatingly; from top and bottom of the solution domain. The method shows to significantly reduce the iteration number to converge. Four numerical experiments were carried out to examine the performance of the new strategy.

Keywords: Two dimensional boundary value problems, Successive Overrelaxation scheme, Alternating Top-Bottom strategy, fast convergence

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179 Application of Generalized Stochastic Petri Nets(GSPN) in Modeling and Evaluating a Resource Sharing Flexible Manufacturing System

Authors: Aryanejad Mir Bahador Goli, Zahra Honarmand Shah Zileh

Abstract:

In most study fields, a phenomenon may not be studied directly but it will be examined indirectly by phenomenon model. Making an accurate model of system, there is attained new information from modeled phenomenon without any charge, danger, etc... there have been developed more solutions for describing and analyzing the recent complicated systems but few of them have analyzed the performance in the range of system description. Petri nets are of limited solutions which may make such union. Petri nets are being applied in problems related to modeling and designing the systems. Theory of Petri nets allow a system to model mathematically by a Petri net and analyzing the Petri net can then determine main information of modeled system-s structure and dynamic. This information can be used for assessing the performance of systems and suggesting corrections in the system. In this paper, beside the introduction of Petri nets, a real case study will be studied in order to show the application of generalized stochastic Petri nets in modeling a resource sharing production system and evaluating the efficiency of its machines and robots. The modeling tool used here is SHARP software which calculates specific indicators helping to make decision.

Keywords: Flexible manufacturing system, generalizedstochastic Petri nets, Markov chain, performance evaluation.

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178 Towards an Enhanced Stochastic Simulation Model for Risk Analysis in Highway Construction

Authors: Anshu Manik, William G. Buttlar, Kasthurirangan Gopalakrishnan

Abstract:

Over the years, there is a growing trend towards quality-based specifications in highway construction. In many Quality Control/Quality Assurance (QC/QA) specifications, the contractor is primarily responsible for quality control of the process, whereas the highway agency is responsible for testing the acceptance of the product. A cooperative investigation was conducted in Illinois over several years to develop a prototype End-Result Specification (ERS) for asphalt pavement construction. The final characteristics of the product are stipulated in the ERS and the contractor is given considerable freedom in achieving those characteristics. The risk for the contractor or agency depends on how the acceptance limits and processes are specified. Stochastic simulation models are very useful in estimating and analyzing payment risk in ERS systems and these form an integral part of the Illinois-s prototype ERS system. This paper describes the development of an innovative methodology to estimate the variability components in in-situ density, air voids and asphalt content data from ERS projects. The information gained from this would be crucial in simulating these ERS projects for estimation and analysis of payment risks associated with asphalt pavement construction. However, these methods require at least two parties to conduct tests on all the split samples obtained according to the sampling scheme prescribed in present ERS implemented in Illinois.

Keywords: Asphalt Pavement, Risk Analysis, StochasticSimulation, QC/QA.

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177 SNC Based Network Layer Design for Underwater Wireless Communication Used in Coral Farms

Authors: T. T. Manikandan, Rajeev Sukumaran

Abstract:

For maintaining the biodiversity of many ecosystems the existence of coral reefs play a vital role. But due to many factors such as pollution and coral mining, coral reefs are dying day by day. One way to protect the coral reefs is to farm them in a carefully monitored underwater environment and restore it in place of dead corals. For successful farming of corals in coral farms, different parameters of the water in the farming area need to be monitored and maintained at optimal level. Sensing underwater parameters using wireless sensor nodes is an effective way for precise and continuous monitoring in a highly dynamic environment like oceans. Here the sensed information is of varying importance and it needs to be provided with desired Quality of Service(QoS) guarantees in delivering the information to offshore monitoring centers. The main interest of this research is Stochastic Network Calculus (SNC) based modeling of network layer design for underwater wireless sensor communication. The model proposed in this research enforces differentiation of service in underwater wireless sensor communication with the help of buffer sizing and link scheduling. The delay and backlog bounds for such differentiated services are analytically derived using stochastic network calculus.

Keywords: Underwater Coral Farms, SNC, differentiated service, delay bound, backlog bound.

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176 Stochastic Subspace Modelling of Turbulence

Authors: M. T. Sichani, B. J. Pedersen, S. R. K. Nielsen

Abstract:

Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical cross spectral density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since the succeeding state space and ARMA modelling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.

Keywords: Turbulence, wind turbine, complex coherence, state space modelling, ARMA modelling.

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175 Estimation of Thermal Conductivity of Nanofluids Using MD-Stochastic Simulation Based Approach

Authors: Sujoy Das, M. M. Ghosh

Abstract:

The thermal conductivity of a fluid can be significantly enhanced by dispersing nano-sized particles in it, and the resultant fluid is termed as "nanofluid". A theoretical model for estimating the thermal conductivity of a nanofluid has been proposed here. It is based on the mechanism that evenly dispersed nanoparticles within a nanofluid undergo Brownian motion in course of which the nanoparticles repeatedly collide with the heat source. During each collision a rapid heat transfer occurs owing to the solidsolid contact. Molecular dynamics (MD) simulation of the collision of nanoparticles with the heat source has shown that there is a pulselike pick up of heat by the nanoparticles within 20-100 ps, the extent of which depends not only on thermal conductivity of the nanoparticles, but also on the elastic and other physical properties of the nanoparticle. After the collision the nanoparticles undergo Brownian motion in the base fluid and release the excess heat to the surrounding base fluid within 2-10 ms. The Brownian motion and associated temperature variation of the nanoparticles have been modeled by stochastic analysis. Repeated occurrence of these events by the suspended nanoparticles significantly contributes to the characteristic thermal conductivity of the nanofluids, which has been estimated by the present model for a ethylene glycol based nanofluid containing Cu-nanoparticles of size ranging from 8 to 20 nm, with Gaussian size distribution. The prediction of the present model has shown a reasonable agreement with the experimental data available in literature.

Keywords: Brownian dynamics, Molecular dynamics, Nanofluid, Thermal conductivity.

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174 Surrogate based Evolutionary Algorithm for Design Optimization

Authors: Maumita Bhattacharya

Abstract:

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.

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173 Production Planning for Animal Food Industry under Demand Uncertainty

Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut

Abstract:

This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.

Keywords: Animal food, Stochastic linear programming, Production planning, Demand Uncertainty.

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172 A Temporal Synchronization Model for Heterogeneous Data in Distributed Systems

Authors: Jorge Estudillo Ramirez, Saul E. Pomares Hernandez

Abstract:

Multimedia distributed systems deal with heterogeneous data, such as texts, images, graphics, video and audio. The specification of temporal relations among different data types and distributed sources is an open research area. This paper proposes a fully distributed synchronization model to be used in multimedia systems. One original aspect of the model is that it avoids the use of a common reference (e.g. wall clock and shared memory). To achieve this, all possible multimedia temporal relations are specified according to their causal dependencies.

Keywords: Multimedia, Distributed Systems, Partial Ordering, Temporal Synchronization

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171 DC Bus Voltage Regulator for Renewable Energy Based Microgrid Application

Authors: Bakari M. M. Mwinyiwiwa

Abstract:

Renewable Energy based microgrids are being considered to provide electricity for the expanding energy demand in the grid distribution network and grid isolated areas. The technical challenges associated with the operation and controls are immense. Electricity generation by Renewable Energy Sources is of stochastic nature such that there is a demand for regulation of voltage output in order to satisfy the standard loads’ requirements. In a renewable energy based microgrid, the energy sources give stochastically variable magnitude AC or DC voltages. AC voltage regulation of micro and mini sources pose practical challenges as well as unbearable costs. It is therefore practically and economically viable to convert the voltage outputs from stochastic AC and DC voltage sources to constant DC voltage to satisfy various DC loads including inverters which ultimately feed AC loads. This paper presents results obtained from SEPIC converter based DC bus voltage regulator as a case study for renewable energy microgrid application. Real-Time Simulation results show that upon appropriate choice of controller parameters for control of the SEPIC converter, the output DC bus voltage can be kept constant regardless of wide range of voltage variations of the source. This feature is particularly important in the situation that multiple renewable sources are to be integrated to supply a microgrid under main grid integration or isolated modes of operation.

Keywords: DC Voltage Regulator, microgrid, multisource, Renewable Energy, SEPIC Converter.

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170 Bitrate Reduction Using FMO for Video Streaming over Packet Networks

Authors: Le Thanh Ha, Hye-Soo Kim, Chun-Su Park, Seung-Won Jung, Sung-Jea Ko

Abstract:

Flexible macroblock ordering (FMO), adopted in the H.264 standard, allows to partition all macroblocks (MBs) in a frame into separate groups of MBs called Slice Groups (SGs). FMO can not only support error-resilience, but also control the size of video packets for different network types. However, it is well-known that the number of bits required for encoding the frame is increased by adopting FMO. In this paper, we propose a novel algorithm that can reduce the bitrate overhead caused by utilizing FMO. In the proposed algorithm, all MBs are grouped in SGs based on the similarity of the transform coefficients. Experimental results show that our algorithm can reduce the bitrate as compared with conventional FMO.

Keywords: Data Partition, Entropy Coding, Greedy Algorithm, H.264/AVC, Slice Group.

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169 Robust Batch Process Scheduling in Pharmaceutical Industries: A Case Study

Authors: Tommaso Adamo, Gianpaolo Ghiani, Antonio D. Grieco, Emanuela Guerriero

Abstract:

Batch production plants provide a wide range of scheduling problems. In pharmaceutical industries a batch process is usually described by a recipe, consisting of an ordering of tasks to produce the desired product. In this research work we focused on pharmaceutical production processes requiring the culture of a microorganism population (i.e. bacteria, yeasts or antibiotics). Several sources of uncertainty may influence the yield of the culture processes, including (i) low performance and quality of the cultured microorganism population or (ii) microbial contamination. For these reasons, robustness is a valuable property for the considered application context. In particular, a robust schedule will not collapse immediately when a cell of microorganisms has to be thrown away due to a microbial contamination. Indeed, a robust schedule should change locally in small proportions and the overall performance measure (i.e. makespan, lateness) should change a little if at all. In this research work we formulated a constraint programming optimization (COP) model for the robust planning of antibiotics production. We developed a discrete-time model with a multi-criteria objective, ordering the different criteria and performing a lexicographic optimization. A feasible solution of the proposed COP model is a schedule of a given set of tasks onto available resources. The schedule has to satisfy tasks precedence constraints, resource capacity constraints and time constraints. In particular time constraints model tasks duedates and resource availability time windows constraints. To improve the schedule robustness, we modeled the concept of (a, b) super-solutions, where (a, b) are input parameters of the COP model. An (a, b) super-solution is one in which if a variables (i.e. the completion times of a culture tasks) lose their values (i.e. cultures are contaminated), the solution can be repaired by assigning these variables values with a new values (i.e. the completion times of a backup culture tasks) and at most b other variables (i.e. delaying the completion of at most b other tasks). The efficiency and applicability of the proposed model is demonstrated by solving instances taken from a real-life pharmaceutical company. Computational results showed that the determined super-solutions are near-optimal.

Keywords: Constraint programming, super-solutions, robust scheduling, batch process, pharmaceutical industries.

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168 Block Activity in Metric Neural Networks

Authors: Mario Gonzalez, David Dominguez, Francisco B. Rodriguez

Abstract:

The model of neural networks on the small-world topology, with metric (local and random connectivity) is investigated. The synaptic weights are random, driving the network towards a chaotic state for the neural activity. An ordered macroscopic neuron state is induced by a bias in the network connections. When the connections are mainly local, the network emulates a block-like structure. It is found that the topology and the bias compete to influence the network to evolve into a global or a block activity ordering, according to the initial conditions.

Keywords: Block attractor, random interaction, small world, spin glass.

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167 University Ranking Systems – From League Table to Homogeneous Groups of Universities

Authors: M. Jarocka

Abstract:

The paper contains a review of the literature in terms of the critical analysis of methodologies of university ranking systems. Furthermore, the initiatives supported by the European Commission (U-Map, U-Multirank) and CHE Ranking are described. Special attention is paid to the tendencies in the development of ranking systems. According to the author, the ranking organizations should abandon the classic form of ranking, namely a hierarchical ordering of universities from “the best" to “the worse". In the empirical part of this paper, using one of the method of cluster analysis called k-means clustering, the author presents university classifications of the top universities from the Shanghai Jiao Tong University-s (SJTU) Academic Ranking of World Universities (ARWU).

Keywords: Classification, cluster analysis, ranking, university.

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166 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model

Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

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165 Effect of Supplementary Premium on the Optimal Portfolio Policy in a Defined Contribution Pension Scheme with Refund of Premium Clauses

Authors: Edikan E. Akpanibah Obinichi C. Mandah Imoleayo S. Asiwaju

Abstract:

In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.

Keywords: Defined contribution pension scheme, extended Hamilton Jacobi Bellman equations, optimal portfolio policies, refund of premium clauses, supplementary premium.

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164 Alternating Implicit Block FDTD Method For Scalar Wave Equation

Authors: N. M. Nusi, M. Othman, M. Suleiman, F. Ismail, N. Alias

Abstract:

In this paper, an alternating implicit block method for solving two dimensional scalar wave equation is presented. The new method consist of two stages for each time step implemented in alternating directions which are very simple in computation. To increase the speed of computation, a group of adjacent points is computed simultaneously. It is shown that the presented method increase the maximum time step size and more accurate than the conventional finite difference time domain (FDTD) method and other existing method of natural ordering.

Keywords: FDTD, Scalar wave equation, alternating direction implicit (ADI), alternating group explicit (AGE), asymmetric approximation.

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163 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things

Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker

Abstract:

Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.

Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.

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162 Improved Segmentation of Speckled Images Using an Arithmetic-to-Geometric Mean Ratio Kernel

Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

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161 Nonlinear Conduction in Pure and Doped ZnO Varistors

Authors: A. Sedky, E. El-Suheel

Abstract:

We report here structural, mechanical and I-V characteristics of Zn1-xMxO ceramic samples with various x and M. It is found that the considered dopants does not influence the wellknown peaks related to wurtzite structure of ZnO ceramics, while the shape and size of grains are clearly affected. Average crystalline diameters, deduced from XRD are between 42 nm and 54 nm, which are 70 times lower than those obtained from SEM micrographs. Interestingly, the potential barrier could be formed by adding Cu up to 0.20, and it is completely deformed by 0.025 Ni additions. The breakdown field could be enhanced up to 4138 V/cm by 0.025 Cu additions, followed by a decrease with further increase of Cu . On the other hand a gradual decrease in VHN is reported for both dopants and their values are higher in Ni samples as compared to Cu samples. The electrical conductivity is generally improved by Ni, while addition of Cu improved it only in the over doped region (≥ 0.10). These results are discussed in terms of the difference of valency and ferromagnetic ordering for both dopants as compared to undoped sample.

Keywords: Semiconductors, Chemical Synthesis, Impurities and Electronic Transport

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160 Application of an Analytical Model to Obtain Daily Flow Duration Curves for Different Hydrological Regimes in Switzerland

Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

Abstract:

This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: Analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges.

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159 Image Segmentation Using Suprathreshold Stochastic Resonance

Authors: Rajib Kumar Jha, P.K.Biswas, B.N.Chatterji

Abstract:

In this paper a new concept of partial complement of a graph G is introduced and using the same a new graph parameter, called completion number of a graph G, denoted by c(G) is defined. Some basic properties of graph parameter, completion number, are studied and upperbounds for completion number of classes of graphs are obtained , the paper includes the characterization also.

Keywords: Completion Number, Maximum Independent subset, Partial complements, Partial self complementary.

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158 Analysis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

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For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the observation memory channel, we have proved insensitivity of filter to inaccurate knowledge of the anomalous noise intensity matrix and its equivalence to truncated filter plotted only by non anomalous components of an observation vector.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

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157 A Message Passing Implementation of a New Parallel Arrangement Algorithm

Authors: Ezequiel Herruzo, Juan José Cruz, José Ignacio Benavides, Oscar Plata

Abstract:

This paper describes a new algorithm of arrangement in parallel, based on Odd-Even Mergesort, called division and concurrent mixes. The main idea of the algorithm is to achieve that each processor uses a sequential algorithm for ordering a part of the vector, and after that, for making the processors work in pairs in order to mix two of these sections ordered in a greater one, also ordered; after several iterations, the vector will be completely ordered. The paper describes the implementation of the new algorithm on a Message Passing environment (such as MPI). Besides, it compares the obtained experimental results with the quicksort sequential algorithm and with the parallel implementations (also on MPI) of the algorithms quicksort and bitonic sort. The comparison has been realized in an 8 processors cluster under GNU/Linux which is running on a unique PC processor.

Keywords: Parallel algorithm, arrangement, MPI, sorting, parallel program.

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156 Synthesis and Characterization of Gallosilicate Sodalite Containing NO2- Ions

Authors: Ashok V. Borhade, Sanjay G. Wakchaure

Abstract:

Pure phase gallosilicate nitrite sodalite has been synthesized in a single step by low temperature (373 oK) hydrothermal technique. The product obtained was characterized using a combination of techniques including X-ray powder diffraction, IR, Raman spectroscopy, SEM, MAS NMR spectroscopy as well as thermogravimetry. Sodalite with an ideal composition was obtained after synthesis at 3730K and seven days duration using alkaline medium. The structural features of the Na8[GaSiO4]6(NO2)2 sodalite were investigated by IR, MAS NMR spectroscopy of 29Si and 23Na nuclei and by Reitveld refinement of X-ray powder diffraction data. The crystal structure of this sodalite has been refined in the space group P 4 3n; with a cell parameter 8.98386Å, V= 726.9 Å, (Rwp= 0.077 and Rp=0.0537) and Si-O-Ga angle is found to be 132.920 . MAS NMR study confirms complete ordering of Si and Ga in the gallosilicate framework. The surface area of single entity with stoichiometry Na8[GaSiO4]6(NO2)2 was found to be 8.083 x10-15 cm2/g.

Keywords: Gallosilicate, hydrothermal, nitrite, Reitveldrefinement.

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155 Revealing Nonlinear Couplings between Oscillators from Time Series

Authors: B.P. Bezruchko, D.A. Smirnov

Abstract:

Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.

Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.

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154 Simulation of Sample Paths of Non Gaussian Stationary Random Fields

Authors: Fabrice Poirion, Benedicte Puig

Abstract:

Mathematical justifications are given for a simulation technique of multivariate nonGaussian random processes and fields based on Rosenblatt-s transformation of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrelation function.

Keywords: Simulation, nonGaussian, random field, multivariate, stochastic process.

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