Search results for: stochastic arithmetic

Authors: Zixin Liu, Huawei Yang, Fangwei Chen

Abstract:

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.

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Authors: Y. Wu

Abstract:

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.

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Authors: Nilar Win Kyaw

Abstract:

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

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Authors: Tomoaki Hashimoto

Abstract:

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.

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Authors: Joabe Silva, Ginalber Serra

Abstract:

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

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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.

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Authors: Zixin Liu, Huawei Yang, Fangwei Chen

Abstract:

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.

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Authors: Mao Wei

Abstract:

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.

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Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

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.

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Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

Abstract:

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.

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Authors: Fang Shu, Li Lihua, Zhang Ping

Abstract:

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.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

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.

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Authors: Mohamed Al Mahdi Eshtawie, Masuri Bin Othman

Abstract:

Finite impulse response (FIR) filters have the advantage of linear phase, guaranteed stability, fewer finite precision errors, and efficient implementation. In contrast, they have a major disadvantage of high order need (more coefficients) than IIR counterpart with comparable performance. The high order demand imposes more hardware requirements, arithmetic operations, area usage, and power consumption when designing and fabricating the filter. Therefore, minimizing or reducing these parameters, is a major goal or target in digital filter design task. This paper presents an algorithm proposed for modifying values and the number of non-zero coefficients used to represent the FIR digital pulse shaping filter response. With this algorithm, the FIR filter frequency and phase response can be represented with a minimum number of non-zero coefficients. Therefore, reducing the arithmetic complexity needed to get the filter output. Consequently, the system characteristic i.e. power consumption, area usage, and processing time are also reduced. The proposed algorithm is more powerful when integrated with multiplierless algorithms such as distributed arithmetic (DA) in designing high order digital FIR filters. Here the DA usage eliminates the need for multipliers when implementing the multiply and accumulate unit (MAC) and the proposed algorithm will reduce the number of adders and addition operations needed through the minimization of the non-zero values coefficients to get the filter output.

Keywords: Pulse shaping Filter, Distributed Arithmetic, Optimization algorithm.

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Authors: Azali Saudi, Jumat Sulaiman

Abstract:

Harmonic functions are solutions to Laplace’s equation that are known to have an advantage as a global approach in providing the potential values for autonomous vehicle navigation. However, the computation for obtaining harmonic functions is often too slow particularly when it involves very large environment. This paper presents a two-stage iterative method namely Modified Arithmetic Mean (MAM) method for solving 2D Laplace’s equation. Once the harmonic functions are obtained, the standard Gradient Descent Search (GDS) is performed for path finding of an autonomous vehicle from arbitrary initial position to the specified goal position. Details of the MAM method are discussed. Several simulations of vehicle navigation with path planning in a static known indoor environment were conducted to verify the efficiency of the MAM method. The generated paths obtained from the simulations are presented. The performance of the MAM method in computing harmonic functions in 2D environment to solve path planning problem for an autonomous vehicle navigation is also provided.

Keywords: Modified Arithmetic Mean method, Harmonic functions, Laplace’s equation, path planning.

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Authors: Mikhail Vladimirovich Deryabin, Morten Willatzen

Abstract:

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.

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Authors: Alexander Y. Vaninsky

Abstract:

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.

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Authors: Xianqing Liu, Shouming Zhong, Fuli Zhong, Zijian Liu

Abstract:

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.

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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.

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Authors: Lidia Obojska

Abstract:

This paper has, as its point of departure, the foundational axiomatic theory of E. De Giorgi (1996, Scuola Normale Superiore di Pisa, Preprints di Matematica 26, 1), based on two primitive notions of quality and relation. With the introduction of a unary relation, we develop a system totally based on the sole primitive notion of relation. Such a modification enables a definition of the concept of dynamic unary relation. In this way we construct a simple language capable to express other well known theories such as Robinson-s arithmetic or a piece of a theory of concatenation. A key role in this system plays an abstract relation designated by “( )", which can be interpreted in different ways, but in this paper we will focus on the case when we can perform computations and obtain results.

Keywords: language, unary relations, arithmetic, computability

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Authors: Eugene Grichuk, Margarita Kuzmina, Eduard Manykin

Abstract:

A network of coupled stochastic oscillators is proposed for modeling of a cluster of entangled qubits that is exploited as a computation resource in one-way quantum computation schemes. A qubit model has been designed as a stochastic oscillator formed by a pair of coupled limit cycle oscillators with chaotically modulated limit cycle radii and frequencies. The qubit simulates the behavior of electric field of polarized light beam and adequately imitates the states of two-level quantum system. A cluster of entangled qubits can be associated with a beam of polarized light, light polarization degree being directly related to cluster entanglement degree. Oscillatory network, imitating qubit cluster, is designed, and system of equations for network dynamics has been written. The constructions of one-qubit gates are suggested. Changing of cluster entanglement degree caused by measurements can be exactly calculated.

Keywords: network of stochastic oscillators, one-way quantumcomputations, a beam of polarized light.

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Authors: B. Janani, S. Thiruvenkadam

Abstract:

In this work, the system evaluates the impact of considering a stochastic approach on the day ahead basis Unit Commitment. Comparisons between stochastic and deterministic Unit Commitment solutions are provided. The Unit Commitment model consists in the minimization of the total operation costs considering unit’s technical constraints like ramping rates, minimum up and down time. Load shedding and wind power spilling is acceptable, but at inflated operational costs. The evaluation process consists in the calculation of the optimal unit commitment and in verifying the fulfillment of the considered constraints. For the calculation of the optimal unit commitment, an algorithm based on the Benders Decomposition, namely on the Dual Dynamic Programming, was developed. Two approaches were considered on the construction of stochastic solutions. Data related to wind power outputs from two different operational days are considered on the analysis. Stochastic and deterministic solutions are compared based on the actual measured wind power output at the operational day. Through a technique capability of finding representative wind power scenarios and its probabilities, the system can analyze a more detailed process about the expected final operational cost.

Keywords: Benders’ decomposition, network constrained AC unit commitment, stochastic programming, wind power uncertainty.

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Authors: J. P. Dubois

Abstract:

Stochastic modeling of network traffic is an area of significant research activity for current and future broadband communication networks. Multimedia traffic is statistically characterized by a bursty variable bit rate (VBR) profile. In this paper, we develop an improved model for uniform activity level video sources in ATM using a doubly stochastic autoregressive model driven by an underlying spatial point process. We then examine a number of burstiness metrics such as the peak-to-average ratio (PAR), the temporal autocovariance function (ACF) and the traffic measurements histogram. We found that the former measure is most suitable for capturing the burstiness of single scene video traffic. In the last phase of this work, we analyse statistical multiplexing of several constant scene video sources. This proved, expectedly, to be advantageous with respect to reducing the burstiness of the traffic, as long as the sources are statistically independent. We observed that the burstiness was rapidly diminishing, with the largest gain occuring when only around 5 sources are multiplexed. The novel model used in this paper for characterizing uniform activity video was thus found to be an accurate model.

Keywords: AR, ATM, burstiness, doubly stochastic, statisticalmultiplexing.

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Authors: Shiv Shankar Mishra, S. Wairya, R. K. Nagaria, S. Tiwari

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New methodologies for XOR-XNOR circuits are proposed to improve the speed and power as these circuits are basic building blocks of many arithmetic circuits. This paper evaluates and compares the performance of various XOR-XNOR circuits. The performance of the XOR-XNOR circuits based on TSMC 0.18μm process models at all range of the supply voltage starting from 0.6V to 3.3V is evaluated by the comparison of the simulation results obtained from HSPICE. Simulation results reveal that the proposed circuit exhibit lower PDP and EDP, more power efficient and faster when compared with best available XOR-XNOR circuits in the literature.

Keywords: Exclusive-OR (XOR), Exclusive-NOR (XNOR), High speed, Low power, Arithmetic Circuits.

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Authors: Hossein Khademolhosseini, Mehdi Hosseinzadeh

Abstract:

The residue number system (RNS), due to its properties, is used in applications in which high performance computation is needed. The carry free nature, which makes the arithmetic, carry bounded as well as the paralleling facility is the reason of its capability of high speed rendering. Since carry is not propagated between the moduli in this system, the performance is only restricted by the speed of the operations in each modulus. In this paper a novel method of number representation by use of redundancy is suggested in which {rn- 2,rn-1,rn} is the reference moduli set where r=2k+1 and k =1, 2,3,.. This method achieves fast computations and conversions and makes the circuits of them much simpler.

Keywords: Binary to RNS converter, Carry save adder, Computer arithmetic, Residue number system.

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Authors: Youguo Wang, Lenan Wu

Abstract:

Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.

Keywords: Probability of detection error, signal detection, stochastic resonance.

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: Yilun Shang

Abstract:

We consider a heterogeneously mixing SIR stochastic epidemic process in populations described by a general graph. Likelihood theory is developed to facilitate statistic inference for the parameters of the model under complete observation. We show that these estimators are asymptotically Gaussian unbiased estimates by using a martingale central limit theorem.

Keywords: statistic inference, maximum likelihood, epidemicmodel, heterogeneous mixing.

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Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: Model predictive control, stochastic systems, probabilistic constraints, random dither quantization.

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Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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Authors: Weng Ming Chu

Abstract:

When faced with stochastic networks with an uncertain duration for their activities, the securing of network completion time becomes problematical, not only because of the non-identical pdf of duration for each node, but also because of the interdependence of network paths. As evidenced by Adlakha & Kulkarni [1], many methods and algorithms have been put forward in attempt to resolve this issue, but most have encountered this same large-size network problem. Therefore, in this research, we focus on network reduction through a Series/Parallel combined mechanism. Our suggested algorithm, named the Activity Network Reduction Algorithm (ANRA), can efficiently transfer a large-size network into an S/P Irreducible Network (SPIN). SPIN can enhance stochastic network analysis, as well as serve as the judgment of symmetry for the Graph Theory.

Keywords: Series/Parallel network, Stochastic network, Network reduction, Interdictive Graph, Complexity Index.

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